- Research
- Open access
- Published:
Existence and dimension of the set of mild solutions to semilinear fractional differential inclusions
Advances in Difference Equations volume 2012, Article number: 74 (2012)
Abstract
This article studies the existence and dimension of the set for mild solutions of semilinear fractional differential inclusions. We recall and prove some new results on multivalued maps to establish our main results.
MSC 2010: 34A12; 34A40.
1 Introduction
The study of fractional calculus (differentiation and integration of arbitrary order) has emerged as an important and popular field of research. It is mainly due to the extensive application of fractional differential equations in many engineering and scientific disciplines such as physics, chemistry, biology, economics, control theory, signal and image processing, biophysics, blood flow phenomena, aerodynamics, fitting of experimental data, etc., [1–7]. Fractional derivatives are also regarded as an excellent tool for the description of memory and hereditary properties of various materials and processes [8]. Owing to these characteristics of fractional derivatives, fractional-order models are considered to be more realistic and practical than the classical integer-order models, in which such effects are not taken into account. A variety of results on initial and boundary value problems of fractional differential equations, ranging from the theoretical aspects of existence and uniqueness of solutions to the analytic and numerical methods for finding solutions, have appeared in the literature, for instance, see [9–20] and references therein.
Differential inclusions arise in the mathematical modeling of certain problems in economics, optimal control, etc., and are widely studied by many authors, see [21–23] and the references therein. For some recent development on differential inclusions of fractional order, we refer the reader to the references [24–29].
In this article, we discuss the existence and dimension of the set for the mild solutions of the following inclusion problem
where cDqdenotes the Caputo fractional derivative of order q, A is a sectorial operator on ℝn, g: C([0, T ], ℝn) → ℝn, and F: [0, T ] × ℝn→ P (ℝn), where P(ℝn) is the family of all nonempty subsets of ℝn.
2 Background material
Let us recall some basic definitions on multi-valued maps (for details, see [30, 31]).
Let (X, d) be a metric space. Define P(X) = {Y ⊆ X: Y ≠ Ø}, P cl (X) = {Y ∈ P (X): Y is closed}, P b (X) = {Y ∈ P (X): Y is bounded}, Pb, cl(X) = {Y ∈ P (X): Y is closed and bounded} and P cp (X) = {Y ∈ P (X): Y is compact}:
Consider H: P(X) × P (X) → ℝ ∪ {∞} given by
where d(a, B) = inf b∈B d(a, b). H is the (generalized) Pompeiu-Hausdorff functional. It is known that (Pb, cl(X), H) is a metric space and (P cl (X), H) is a generalized metric space (see [30]).
A multivalued operator Ω: X → P cl (X) is called a k-contraction if there exists 0 < k < 1 such that
Let C be a subset of X. A multi-valued map Ω: C → P (X) is called upper semi-continuous (u.s.c.) if {x ∈ C: Ω(x) ⊂ V} is open in C whenever V ⊂ X is open. Ω is called lower semi-continuous (l.s.c.) if the set {y ∈ C: Ω(y) ∩ V ≠ Ø} is open for any open set V ⊂ X. Ω is called continuous if it is both l.s.c. and u.s.c. It is known that Ω: X → P cp (X) is continuous on X if and only if Ω is continuous on X with respect to Hausdorff metric. Also, if Ω: X → P cp (X) is a k-contraction, then Ω is continuous with respect to Hausdorff metric. Ω is said to be completely continuous if Ω() is relatively compact for every . A mapping f: C → X is called a selection of Ω if f(x) ∈ Ω(x) for every x ∈ C. We say that the mapping Ω has a fixed point if there is x ∈ X such that x ∈ Ω(x). The fixed points set of the multivalued operator F will be denoted by Fix(Ω). A multivalued map Ω: [0, T ] → P cl (ℝn) is said to be measurable if for every y ∈ ℝn, the function
is measurable.
Let ℭ([0, T], ℝn]) denotes the Banach space of continuous functions from [0, T ] into ℝnwith the norm ǀǀx ǀǀ∞ = supt∈[0, T]ǀǀx(t)ǀǀ. Let L1([0, T ], ℝn) be the Banach space of measurable functions x: [0, T ] → ℝnwhich are Lebesgue integrable and normed by . Let C be a nonempty subset of a Banach space X: = (X, ǀǀ.ǀǀ). Define Pc, cl(C) = {Y ∈ P (C): Y is convex and closed}, and Pc, cp(C) = {Y ∈ P (C): Y is compact and convex}.
Let us recall some definitions on fractional calculus. For more details, we refer to [1, 4].
Definition 2.1. For at least n-times continuously differentiable function g: [0, ∞) → ℝ, the Caputo derivative of fractional order q is defined as
where [q] denotes the integer part of the real number q and Γ denotes the gamma function.
Definition 2.2. The Riemann-Liouville fractional integral of order q for a continuous function g is defined as
provided the right-hand side is pointwise defined on (0, ∞).
3 Main results
Definition 3.1. Let A: D ⊆ ℝn→ ℝnbe a closed linear operator. A is said to be a sectorial operator of type (M, θ, μ) if there exist 0 < θ < π/2, M > 0, μ ∈ ℝ such that the resolvent of A exists outside the sector
with
To define mild solutions for (1), we consider the Cauchy problem
where σ: [0, T ] → ℝn.
The following lemma is discussed in [32]. However, for the sake of completeness, we outline its proof here.
Lemma 3.2. Let A be a sectorial operator of type (M, θ, μ). If σ satisfies a uniform Hölder condition with exponent β ∈ (0, 1], then the unique solution of the Cauchy problem (2) is given by
where
where is a suitable path such that λq∉ μ + S θ for λ ∈ and R(λq, A) = (λqI - A)-1.
Proof. Taking inverse Laplace transform of (2), we get
which implies that
By taking inverse Laplace transform of (4), we obtain (3). This completes the proof.
It has been shown in [32] that
with , and , where L(ℝn) is the Banach space of bounded linear operators from ℝninto ℝnequipped with natural topology and C, μ are appropriate constants (for more details see Equation (3.1) in [32]).
Remark 3.3. The definition of the mild solution used in [33] is not appropriate as it does not correspond to the classical case due to the failure of the Leibniz product rule for the Caputo fractional derivative. For more details, see [32].
Definition 3.4. A function x ∈ ℭ([0, T], ℝn]) is a mild solution of the problem (1) if there exists a function f ∈ L,1([0, T], ℝn) such that f(t) ∈ F (t, x(t)) a.e. on [0, T ] and
Let denotes the set of all solutions of (1) on the interval [0, α], where 0 < α ≤ T.
To prove the existence of solutions for (1), we need the following lemma due to Nadler and Covitz [34].
Lemma 3.5. Let (X, d) be a complete metric space. If Ω: X → P cl (X) is a k-contraction, then Fix(Ω) ≠ ∅.
Theorem 3.6. Assume that
(A 1 ) F: [0, T] × ℝn→ P cp (ℝn) is such that F (., x): [0, T ] → Pc, cp(ℝn) is measurable for each x ∈ ℝn;
(A 2 ) H(F(t, x), for almost all t ∈ [0, T ] and with κ1 ∈ ℭ([0,T],ℝ+) and ǀǀF (t, x)ǀǀ = sup{ǀǀvǀǀ: v ∈ F (t, x)} ≤ κ1(t) for almost all t ∈ [0, T ] and x ∈ ℝn;
(A 3 ) g: ℭ([0, T], ℝn)→ℝnis continuous and ǀǀg(x) - g(y)ǀǀ ≤ κ2ǀǀx - y ǀǀ∞ for all x, y∈ℭ([0, T], ℝn) with some κ2 > 0.
Then the Cauchy problem (1) has at least one solution on [0, T ] if
( and are given by (5)).
Proof. For each y ∈ ℭ([0, T], ℝn), define the set of selections of F by
Observe that by the assumptions (A 1 ) and (A 2 ), F(t, x(t)) is measurable and has a measurable selection v(t) (see [[35], Theorem III.6]). Also κ1∈ ℭ([0, T], ℝ+) and
Thus the set S F, x is nonempty for each x ∈ ℭ([0, T], ℝn). Let us define an operator Ω by
and show that it satisfies the conditions of Lemma 3.5. As a first step, we show that Ω(x)∈P cl (ℭ([0, T], ℝn)) for each x ∈ ℭ([0, T], ℝn). Let {u n }n≥0∈ Ω(x) be such that u n → u (n → ∞) in ℭ([0, T], ℝn). Then u ∈ ℭ([0, T], ℝn) and there exists v n ∈ SF, xsuch that, for each t ∈ [0, T],
As F has compact values, we pass to a subsequence to obtain that v n converges to v in ℭ([0, T], ℝn). Thus, v ∈ SF, xand for each t ∈ [0, T],
Hence u ∈ Ω(x).
Next we show that there exists a γ ∈ (0, 1) such that
Let and h1 ∈ Ω(x). Then there exists v1(t) ∈ S F,x such that, for each t ∈ [0, T],
By (A 2 ), we have
So, there exists such that
Define V: [0, T ] → P (ℝn) by
Since the nonempty closed valued operator is measurable [[35], Proposition III.4], there exists a function v2(t) which is a measurable selection for . So and for each t ∈ [0, T ], we have . For each t ∈ [0, T ], let us define
Thus
In view of (5), it follows that
Analogously, interchanging the roles of x and , we obtain
where . Since Ω is a contraction, it follows by Lemma 3.5 that Ω has a fixed point x which is a solution of (1). This completes the proof.
Lemma 3.7. Let F: [0, T ] × ℝn→ Pc, cp(ℝn) satisfy (A 1 ), (A 2 ), and (A 3 ) and suppose that Ω: ℭ([0, T ], ℝn) → P (ℭ([0, T ], ℝn)) is defined by
Then Ω(x)∈P c, cp (ℭ([0, T], ℝn)) for each x ∈ ℭ([0, T], ℝn).
Proof. First we show that Ω(x) is convex for each x ∈ ([0, T ], ℝn). For that, let h1, h2 ∈ Ω(x). Then there exist f1, f2 ∈ SF, xsuch that for each t ∈ [0, T ], we have
Let 0 ≤ λ ≤1. Then, for each t ∈ [0, T ], we have
Since SF, xis convex (F has convex values), therefore it follows that λh1+(1-λ)h2 ∈ Ω(x). Next, we show that Ω maps bounded sets into bounded sets in ℭ([0, T], ℝn). For a positive number r, let B r = {x ∈ ℭ([0, T], ℝn):ǀǀx ǀǀ∞≤r} be a bounded set in ℭ([0, T], ℝn). Then, for each h ∈ Ω(x), x ∈B r , there exists f ∈ SF, xsuch that
and in view of (H1), we have
Thus,
Now we show that Ω maps bounded sets into equicontinuous sets in ℭ([0, T], ℝn). Let t', t'' ∈ [0, T] with t' < t'' and x ∈ B r , where B r is a bounded set in ℭ([0, T], ℝn). For each h ∈ Ω(x), we obtain
Obviously the right-hand side of the above inequality tends to zero independently of as t'' - t' → 0. By the Arzela-Ascoli Theorem, Ω:ℭ([0, T], ℝn)→P(ℭ([0, T], ℝn)) is completely continuous. As in Theorem 3.6, Ω is closed-valued. Consequently, Ω(x)∈P c,cp (ℭ([0, T], ℝn)) for each x ∈ ℭ([0, T], ℝn).
For 0 < α ·≤ T, let us consider the operator
It is well-known that and, in view of Theorem 3.6, it is nonempty for each 0 < α ≤ T.
The following results are useful in the sequel.
Lemma 3.8 (Dzedzej and Gelman [36]) Let F: [0, α] → Pc, cp(ℝn) be a measurable map such that the Lebesgue measure μ of the set {t: dim F(t) < 1} is zero. Then there are arbitrarily many linearly independent measurable selections x1(·), x2(·), . . . , x m (·) of F .
Lemma 3.9. (Dzedzej and Gelman [36]) (see also, [29, 37] for general versions) Let C be a nonempty closed convex subset of a Banach space X. Suppose that Ω: C → Pc, cp(C) is a k-contraction. If f: C → C is a continuous selection of Ω, then Fix(f) is nonempty.
Lemma 3.10. (Michael's selection theorem) [38] Let C be a metric space, X be a Banach space and Ω: C → Pc, cl(C) a lower semicontinuous map. Then there exists a continuous selection f: C → X of Ω.
Lemma 3.11. (Saint Raymond [39]) Let K be a compact metric space with dim K < n, X a Banach space and Ω: K → Pc, cp(X) a lower semicontinuous map such that 0 ∈ Ω(x) and dim Ω(x) ≥ n for every x ∈ K. Then there exists a continuous selection f of Ω such that f(x) ≠ 0 for each x ∈ K.
Theorem 3.12. Let F: [0, α] × ℝn→ Pc, cp(ℝn) satisfy (A 1 ), (A 2 ), and (A 3 ) and suppose that the Lebesgue measure μ of the set {t: dim F (t, x) < 1 for some x ∈ ℝn} is zero. Then for each α, , the set of solutions of (1) has an infinite dimension for any x0.
Proof. Define the operator Ω by
Then by Lemma 3.7, Ω(x)∈P c, cp (ℭ([0,α]), ℝn)) for each x ∈ ℭ([0, α], ℝn) and as in the proof of Theorem 3.6, it is a contraction if or . We shall show that dim Ω(x) ≥ m for any x ∈ ℭ([0,α], ℝn) and arbitrary m ∈ ℕ. Consider G(t) = F (t, x(t)). By Lemma 3.8, there exist linearly independent measurable selections x1(.), x2(.), . . . , x m (.) of G. Set . Assume that a.e. in [0, α]. Taking Caputo derivatives a.e. in [0, α], we have a.e. in [0, α] and hence a i = 0 for all i. As a result, y i (.) are linearly independent. Thus Ω(x) contains an m-dimensional simplex. So dim Ω(x) ≥ m. As in Theorem 3.6, Fix(Ω) is nonempty. Since Ω is condensing with respect to the Hausdorff measure of noncompactness χ [40] and Fix(Ω) ⊂ Ω(Fix(Ω)), we have
This implies that Fix(Ω) is compact. Consider the map I - Ω: Fix(Ω) → Pc, cp(ℝn), where I is the identity operator. Assume that dim Fix(Ω) < n. Then, by Lemma 3.11, there is a continuous selection g of I - Ω such that g(x) ≠ 0 for each x ∈ Fix(Ω). This implies that there exists a continuous selection h of F: Fix(F) → Pc, cp(ℝn) without fixed points. Define T: ℝn→ Pc, cp(ℝn) by
Since T is lower semicontinuous, Michael's selection result (Lemma 3.10) guarantees that T admits a continuous selection f: ℝn→ ℝn. Thus f: ℝn→ ℝnis a continuous selection of Ω with no fixed points and f = h on Fix(Ω), which contradicts Lemma 3.9. Consequently, is infinite dimensional.
Recall that a metric space X is an AR-space if, whenever it is nonempty closed subset of another metric space Y , then there exists a continuous retraction r: Y → X, r(x) = x for x ∈ X. In particular, it is contractible (and hence connected).
Lemma 3.13. [41] Let C be a nonempty closed convex subset of a Banach space X and Ω: C → Pc, cp(C) a contraction. Then Fix(Ω) is a nonempty AR-space.
Theorem 3.12 together with Lemma 4.13 yields the following result.
Corollary 3.14. Let F: [0, α] × ℝn→ Pc, cp(ℝn) satisfy (A 1 ), (A 2 ), and (A 3 ) and suppose that the Lebesgue measure μ of the set {t: dim F (t, x) < 1 for some x ∈ ℝn} is zero. Then for each , the set of solutions of (1) is an infinite dimensional AR-space.
References
Podlubny I: Fractional Differential Equations. Academic Press, San Diego; 1999.
Zaslavsky GM: Hamiltonian Chaos and Fractional Dynamics. Oxford University Press, Oxford; 2005.
Magin RL: Fractional Calculus in Bioengineering. Begell House Publisher, Inc., Connecticut; 2006.
Kilbas AA, Srivastava HM, Trujillo JJ: Theory and Applications of Fractional Differential Equations, North-Holland Mathematics Studies, 204. Elsevier Science B.V., Amsterdam; 2006.
Sabatier J, Agrawal OP, Machado JAT (Eds): Advances in Fractional Calculus: Theoretical Developments and Applications in Physics and Engineering Springer, Dordrecht; 2007.
Lakshmikantham V, Leela S, Vasundhara Devi J: Theory of Fractional Dynamic Systems. Cambridge Academic Publishers, Cambridge; 2009.
Baleanu D, Diethelm K, Scalas E, Trujillo JJ: Fractional calculus models and numerical methods. Series on Complexity, Nonlinearity and Chaos, World Scientific, Boston; 2012.
Lazarevic MP, Spasic AM: Finite-time stability analysis of fractional order time delay systems: Gronwall's approach. Math Comput Model 2009, 49: 475-481. 10.1016/j.mcm.2008.09.011
El-Sayed AMA: Fractional order evolution equations. J Fract Calc 1995, 7: 89-100.
Ahn VV, Mcvinish R: Fractional differential equations driven by Levy noise. J Appl Math Stochastic Anal 2003, 16: 97-119. 10.1155/S1048953303000078
Lakshmikantham V: Theory of fractional differential equations. Nonlinear Anal 2008, 60(10):3337-3343.
Agarwal RP, Belmekki M, Benchohra M: A survey on semi-linear differential equations and inclusions involving Riemann-Liouville fractional derivative. Adv Difference Equ 2009, 2009: 47. Art. ID 981728
Ahmad B, Nieto JJ: Existence of solutions for nonlocal boundary value problems of higher order nonlinear fractional differential equations. Abstr Appl Anal 2009, 9. Art. ID 494720
Ahmad B, Graef JR: Coupled systems of nonlinear fractional differential equations with nonlocal boundary conditions. Panamer Math J 2009, 19: 29-39.
Ahmad B, Nieto JJ: Existence results for a coupled system of nonlinear fractional differential equations with three-point boundary conditions. Comput Math Appl 2009, 58: 1838-1843. 10.1016/j.camwa.2009.07.091
N'Guerekata GM: A Cauchy problem for some fractional abstract differential equation with non local conditions. Nonlinear Anal 2009, 70: 1873-1876. 10.1016/j.na.2008.02.087
Agarwal RP, de Andrade B, Cuevas C: On type of periodicity and ergodicity to a class of fractional order differential equations. Adv Diff Equ 2010, 2010: 25. Art. ID 179750
dos Santos JPC, Cuevas C, Arjunan M: Existence results for a fractional neutral integro-differential equations with state-dependent delay. Comput Math Appl 2011, 62: 1275-1283. 10.1016/j.camwa.2011.03.048
Agarwal RP, Ahmad B: Existence of solutions for impulsive anti-periodic boundary value problems of fractional semilinear evolution equations. Dyn Contin Discrete Impuls Syst Ser A Math Anal 2011, 18: 457-470.
Ahmad B, Agarwal RP: On nonlocal fractional boundary value problems. Dyn Contin Discrete Impuls Syst Ser A Math Anal 2011, 18: 535-544.
Smirnov GV: Introduction to the Theory of Differential Inclusions. American Mathematical Society, Providence, RI; 2002.
Li WS, Chang YK, Nieto JJ: Solvability of impulsive neutral evolution differential inclusions with state-dependent delay. Math Comput Model 2009, 49: 1920-1927. 10.1016/j.mcm.2008.12.010
Henderson J, Ouahab A: Fractional functional differential inclusions with finite delay. Nonlinear Anal 2009, 70: 2091-2105. 10.1016/j.na.2008.02.111
Ouahab A: Some results for fractional boundary value problem of differential inclusions. Nonlinear Anal 2008, 69: 3877-3896. 10.1016/j.na.2007.10.021
Ahmad B, Otero-Espinar V: Existence of solutions for fractional differential inclusions with anti-periodic boundary conditions. Bound Value Probl 2009, 2009: 11. Art. ID 625347
Ahmad B, Shahzad N: A nonlocal boundary value problem for fractional differential inclusions of arbitrary order involving convex and non-convex valued maps. Veitnam J Math 2010, 38: 435-451.
Ahmad B, Ntouyas SK: Some existence results for boundary value problems of fractional differential inclusions with non-separated boundary conditions. Electron J Qual Theory Diff Equ 2010, 71: 1-17.
Ahmad B, Ntouyas SK: Existence of solutions for fractional differential inclusions with nonlocal strip conditions. Arab J Math Sci 2012. doi:10.1016/j.ajmsc.2012.01.005
Agarwal RP, Ahmad B, Alsaedi A, Shahzad N: Dimension of the solution set for fractional differential inclusions. J Nonlinear Convex Anal 2012, in press. 13
Hu S, Papageorgiou N: Handbook of Multivalued Analysis, Theory I. Kluwer, Dordrecht. 1997.
Dugundji J, Granas A: Fixed Point Theory. Springer-Verlag, New York; 2005.
Shu XB, Lai YZ, Chen Y: The existence of mild solutions for impulsive fractional partial differential equations. Nonlinear Anal 2011, 74: 2003-2011. 10.1016/j.na.2010.11.007
Jaradat OK, Al-Omari A, Momani S: Existence of the mild solution for fractional semilinear initial value problems. Nonlinear Anal 2008, 69: 3153-3159. 10.1016/j.na.2007.09.008
Covitz H, Nadler SB Jr: Multi-valued contraction mappings in generalized metric spaces. Israel J Math 1970, 8: 5-11. 10.1007/BF02771543
Castaing C, Valadier M: Convex Analysis and Measurable Multifunctions, Lecture Notes in Mathematics 580. Springer-Verlag, Berlin; 1977.
Dzedzej Z, Gelman BD: Dimension of the solution set for differential inclusions. Demonstratio Math 1993, 26(1):149-158.
Petrusel A: Multivalued operators and continuous selections. The fixed points set. Pure Math Appl 1998, 9(1-2):165-170.
Michael E: Continuous selections. I Ann Math 1956, 63(2):361-382. 10.2307/1969615
Saint-Raymond J: Points fixes des multiapplications á valeurs convexes. (French) [Fixed points of multivalued maps with convex values] C. R. Acad Sci Paris Sér I Math 1984, 298: 71-74.
Akhmerov RR, Kamenskii MI, Potapov AS, Rodkina AE, Sadovskii BN: Measures of noncompactness and condensing operators. Translated from the 1986 Russian original by A. Iacob. Operator Theory: advances and applications, 55. Birkhauser Verlag, Basel; 1992.
Ricceri B: Une propriété topologique de l'ensemble des points fixes d'une contraction multivoque valeurs convexes. (French) [A topological property of the set of fixed points of a multivalued contraction with convex values]. Atti Accad Naz Lincei Rend Cl Sci Fis Mat Natur 1987, 81(3):283-286. (8)
Acknowledgements
This project was funded by the Deanship of Scientific Research (DSR), King Abdulaziz University, Jeddah, under grant no. 08/31/Gr. The authors, therefore, acknowledge with thanks DSR technical and financial support. The authors are grateful to the reviewers for their useful comments.
Author information
Authors and Affiliations
Corresponding author
Additional information
Competing interests
The authors declare that they have no competing interests.
Authors' contributions
All authors contributed equally and significantly in writing this article. All authors read and approved the final manuscript.
Rights and permissions
Open Access This article is distributed under the terms of the Creative Commons Attribution 2.0 International License ( https://creativecommons.org/licenses/by/2.0 ), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
About this article
Cite this article
Agarwal, R.P., Ahmad, B., Alsaedi, A. et al. Existence and dimension of the set of mild solutions to semilinear fractional differential inclusions. Adv Differ Equ 2012, 74 (2012). https://doi.org/10.1186/1687-1847-2012-74
Received:
Accepted:
Published:
DOI: https://doi.org/10.1186/1687-1847-2012-74