# The Existence and Uniqueness of a Class of Fractional Differential Equations

Authors: Zhanbing Bai; Sujing Sun; YangQuan Chen
Journal: Abstract and Applied Analysis
 (2014)

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## Abstract

By using inequalities, fixed point theorems, and lower and upper solution method, the existence and uniqueness of a class of fractional initial value problems,D0+qx(t)=f(t,x(t),D0+q-1x(t)),t∈(0,T),x(0)=0,D0+q-1x(0)=x0, are discussed, where f∈C([0,T]×R2,R),D0+qx(t) is the standard Riemann-Liouville fractional derivative, 1<q<2. Some mistakes in the literature are pointed out and some new inequalities and existence and uniqueness results are obtained.


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## Body

## 1. Introduction

Once the models of fractional differential equation for the actual problem have been established, people immediately faced the problem of how to solve these models. In many cases, it is very difficult to obtain the exact solution of the fractional differential equation. So it requires researchers to find as many characteristics of the solution of the problem as possible. For example, does the equation have a solution? If there is one solution, is the solution unique? How can we compare the size of the solution? We noted that although there were many works with respect to fractional differential equations, which were shown in [1–10] and the references therein, the basic theory of the problem is still not perfect.Al-Bassam [11] (1965) first considered the following Cauchy-type initial value problem (IVP):
(1)Da+αy(t)=f(t,y(t)),(0<α≤1),Ia+1-αy(t)|t=a=b1,b1∈R,
in the space of continuous functions C[a,b] provided that f(t,y) is real-valued, continuous, and Lipschitzian in a domain G⊂R×R such that sup⁡(t,y)∈G|f(t,y)|=b0<∞. Applying the operator Ia+α he reduced problem (1) to the Volterra nonlinear integral equation:
(2)y(t)=b1(t-a)α-1Γ(α)+1Γ(α)∫at‍f(s,y(s))ds(t-s)1-α,(t>a).
By the use of the method of successive approximation he established the existence of the continuous solution of (2). He probably first indicated that the method of contracting mapping can be applied to prove the uniqueness of the solution of (2) and gave such a formal proof. However, from (2) one has lim⁡t→a+y(t)=∞, so in space C[a,b], the Cauchy-type problem (1) cannot be reduced to the integral equation (2) except that b1=0.Delbosco and Rodino [6] (1996) considered the nonlinear fractional differential equation
(3)D0+αy(t)=f(t,y(t)),0≤t≤1.
Using Schauder’s fixed point theorem to the integral operator in (2) with a=b1=0, they proved that the equation considered has at least one continuous solution y∈C[0,δ] for a suitable 0≤δ≤1 provided that tσf(t,y) is continuous on [0,1]×R for some σ(0≤σ<α<1). Applying the contractive mapping method, they showed that if additionally
(4)|f(t,y)-f(t,z)|≤Mtσ|y-z|,
then (3) has a unique solution y(t)∈C[0,1]. Clearly, the solution satisfies y(0)=0. They also proved that if f(t,y)=f(y) is such that f(0)=0 and the Lipschitz condition holds, then the weighted Cauchy-type IVP
(5)D0+αy(t)=f(y(t)),lim⁡t→0t1-αy(t)=c,(0<α<1,c∈R)
has a unique solution y(t) such that t1-αy(t)∈C[0,h] for any h>0.In [12] (2008), Lakshmikantham and Vatsala considered the IVP for fractional differential equations given by
(6)D0+αy(t)=f(t,y(t)),y(0)=y0.
The basic theory for the IVP of fractional differential equations was discussed by employing the classical approach. The theory of inequalities, local existence, extremal solutions, comparison result, and global existence of solutions was considered. The idea of this paper is very interesting.In [13] (2009), Zhang considered the existence and uniqueness of the solution of the following IVP for fractional differential equation:
(7)D0+αy(t)=f(t,y(t)),0≤t≤T,t1-αy(t)|t=0=y0,
using the method of upper and lower solutions and its associated monotone iterative technique. However, the paper did not explain why the pointwise convergence can be used instead of the convergence with norm in the space C1-α[0,T].We refer the readers to monographs [8, 10] for other arguments about the fractional IVP. We noted that on one hand there are some confusions about the initial value of the solution in some of the above works. On the other hand there is no contribution about the basic theory for the following fractional differential equation IVP:
(8)D0+qx(t)=f(t,x(t),D0+q-1x(t)),t∈(0,T),x(0)=0,D0+q-1x(0)=x0,
where f∈C([0,T]×R2,R), D0+qx(t) is the standard Riemann-Liouville fractional derivative, 1<q<2. This problem is very important in many models of physics phenomena [7, 9, 10, 14–16], so it is worth studying the parallel theory to the known theory of ordinary differential equations.The rest of the paper is organized as follows. In Section2, some related basic lemmas and definitions are given. Section 3 contains the uniqueness result by means of contracting mapping. The existence of the minimal and maximal solutions is given in Section 4 using lower and upper solution method.


## 2. Preliminaries

Lemma 1 (see [3, 8]).
Fory∈Cn-1(0,T)∩L1[0,T], the fractional differential equation
(9)D0+αy(t)=0
has a unique solution
(10)y(t)=∑k=0n-1‍[D0+α-k-1y(t)]t=0Γ(α-k)tα-k-1.Lemma 2 (see [10]).
The following relation holds(11)I0+αI0+βφ=I0+α+βφ,
in the case of(1)
β≥0,α+β≥0,φ(t)∈L1(0,T);(2)
β≤0,α≥0,φ(t)∈I0+-β(L1(0,T));(3)
α≤0,α+β≤0,φ(t)∈I0+-α-β(L1(0,T)).Lemma 3 (see [9]).
Supposing thatn∈N,0<α∈R, then(1)
(12)dndtn(Da+αf(t))=Da+n+αf(t);(2)
(13)Da+α(dnf(t)dtn)=Da+n+αf(t)-∑j=0n-1‍f(j)(a)(t-a)j-α-nΓ(1+j-α-n).Lemma 4 (see [17]).
Suppose thatE is an ordered Banach space, x0,y0∈E,x0≤y0,D=[x0,y0],A:D→E is an increasing completely continuous operator, and x0≤Ax0,y0≥Ay0. Then the operator A has a minimal fixed point x* and a maximal fixed point y*. If one lets
(14)xn=Axn-1,yn=Ayn-1,n=1,2,3,…,
then
(15)x0≤x1≤x2≤⋯≤xn≤⋯≤yn≤⋯≤y2≤y1≤y0,xn⟶x*,yn⟶y*.By the use of the continuity off and Lemma 1, the IVP (8) is equivalent to the following Volterra integral equation [8]:
(16)x(t)=x0Γ(q)tq-1+1Γ(q)×∫0t‍(t-s)q-1f(s,x(s),D0+q-1x(s))ds,hhhhhhhhhhhhhhhhhhhhhh0≤t≤T.
Define the space
(17)Cq[0,T]:={x∣x∈C[0,T],D0+q-1x∈C[0,T]}.
For x∈Cq[0,T], define an operator A:Cq[0,T]→C[0,T] by
(18)(Ax)(t)=x0Γ(q)tq-1+1Γ(q)×∫0t‍(t-s)q-1f(s,x(s),D0+q-1x(s))ds.
Then the fixed point of A solves IVP (8) and vice versa.Definition 5.
A functionv(t)∈Cq[0,T] is called a lower solution of problem (8), if it satisfies
(19)D0+qv(t)≤f(t,v(t),D0+q-1v(t)),t∈(0,T),v(0)=0,D0+q-1v(0)≤x0.Definition 6.
A functionw(t)∈Cq[0,T] is called an upper solution of problem (8), if it satisfies
(20)D0+qw(t)≥f(t,w(t),D0+q-1w(t)),t∈(0,T),w(0)=0,D0+q-1w(0)≥x0.If one of the above inequalities is strict, then we call it as a strict lower (upper) solution.Remark 7.
Clearly, if functionsv,w are lower and upper solutions (or strict) of IVP (8), then there are v≤Av,w≥Aw (or the inequality is strict).


## 3. The Uniqueness of the Solution

Many methods can be applied to study the existence of solution. However, generally speaking, it is nothing more than two ways. One is based on the method of the approximate solution of exact solution to prove the existence of the solution, namely, classical successive approximation method. A. Cauchy, R. Lipschitz, G. Peano, and so forth used this method to solve the existence of some special types of differential equations. In 1893, C. Picard applied this method to study the general nonlinear differential equation and established the existence and uniqueness of solutions, named the Cauchy-Picard Theorem. This method itself also contains a structural method to obtain the exact solution and thus provides a way for the approximate solution. Another method is transforming the solution into the fixed point of some maps. Although the method cannot give the approximate solution, it is the abstraction and generalization of the former method and is simple to use. In this section, we will establish the uniqueness of the solution for fractional IVP (8) by the use of the second method.Theorem 8.
Assume thatf:[0,T]×R2→R is continuous and Lipschitzian with respect to the second and the third variables; that is to say, there exist constants L1,L2>0 such that for all x1,y1,x2,y2∈R,t∈[0,T](21)|f(t,x1,y1)-f(t,x2,y2)|≤L1|x1-x2|+L2|y1-y2|.
Then the fractional IVP (8) has a unique solution u∈C[0,T].Proof.
Forφ∈Cq[0,T], the norm is defined as
(22)∥φ∥=max⁡t∈[0,T]e-βt|φ(t)|+max⁡t∈[0,T]e-βt|D0+q-1φ(t)|,
where β is a positive constant such that
(23)(L1+L2)(∫0T(T-s)2q-2ds)1/2Γ(q)(2β)1/2<1.
Then (Cq[0,T],∥·∥) is a Banach space.
Clearly, the operatorA defined by (18) maps Cq[0,T] to Cq[0,T].
Now we prove that operatorA is a compressed map on (Cq[0,T],∥·∥). Let y,z∈Cq[0,T]; then, for t∈[0,T],
(24)(Ay)(t)-(Az)(t)=1Γ(q)∫0t‍(t-s)q-1[f(s,y(s),D0+q-1y(s))hhhhhhhhhhhhhhhhhhh-f(s,z(s),D0+q-1z(s))]ds.
Taking into account that the functionf is Lipschitzian, by the use of the Cauchy-Schwartz inequality, we have
(25)e-βt|(Ay-Az)(t)|≤e-βt1Γ(q)∫0t‍(t-s)q-1eβse-βshhhhhhhhhhhhh×{L1|y(s)-z(s)|D0+q-1hhhhhhhhhhhhhhhh+L2|D0+q-1y(s)-D0+q-1z(s)|}ds≤(L1+L2)e-βtΓ(q)∫0t‍(t-s)q-1eβs∥y-z∥ds=(L1+L2)e-βt∥y-z∥Γ(q)∫0t‍(t-s)q-1eβsds≤(L1+L2)e-βt∥y-z∥Γ(q)(∫0t‍(t-s)2q-2ds)1/2×(∫0t‍e2βsds)1/2≤(L1+L2)e-βt∥y-z∥Γ(q)(∫0t‍(t-s)2q-2ds)1/2×eβt(2β)1/2≤(L1+L2)(∫0T(T-s)2q-2ds)1/2Γ(q)(2β)1/2∥y-z∥.
According to the definition of β, we know that A:Cq[0,T]→Cq[0,T] is a compressed map. Banach fixed point theorem shows that there exists a unique y∈Cq[0,T] such that Ay=y; equivalently, IVP (8) has a unique solution y∈C[0,T].Remark 9.
Similar to paper [6], we can permit function f(t,x,y) to have some singularity on t.Remark 10.
The study about the following problem is meaningful:(26)D0+qx(t)=f(t,x(t),D0+px(t)),t∈(0,T),x(0)=0,D0+q-1x(0)=x0,
where f∈C([0,T]×R2,R),D0+qx(t) is the standard Riemann-Liouville fractional derivative, 1<p<q<2.


## 4. Some Inequalities and the Existence of the Solution

Firstly, let us discuss the result about the strict inequalities for fractional IVP.Theorem 11.
Assume that the functionsv,w∈Cq[0,T] are lower and upper solutions of problem (8) and at least one of them is strict. For every t∈[0,T],f(t,x,y) is nondecreasing about x,y. Then
(27)D0+q-1v(t)<D0+q-1w(t),0<t≤T;(28)v(t)<w(t),0<t≤T.
Furthermore, the fractional IVP (8) has a minimal solution x* and a maximal solution y* such that
(29)x*=lim⁡n→∞Anv,y*=lim⁡n→∞Anw.Proof.
Without loss of generality, suppose thatD0+q-1w(0)>x0. Let y(t)=D0+q-1v(t). By the use of Lemma 3 and the definition of lower solution v, one has
(30)y′(t)≤f(t,v(t),y(t)),t∈(0,T),y(0)≤x0.
Integration from 0 to t yields
(31)y(t)≤x0+∫0t‍f(s,v(s),y(s))ds.
Similarly, letz(t)=D0+q-1w(t); we get
(32)z(t)≥x0+∫0t‍f(s,w(s),z(s))ds.
Suppose for contradiction that conclusion (27) is not true. Combining the fact that D0+q-1v, D0+q-1w is continuous on [0,T] and y(0)=D0+q-1v(0)≤x0<D0+q-1w(0)=z(0), there exists t1∈(0,T] such that
(33)y(t1)=z(t1),y(t)<z(t),0≤t<t1.
Taking into account thatD0+q-1(w(t)-v(t)):=h(t)>0 for 0<t<t1 and w(0)-v(0)=0, by the use of the monotonicity of integral operator I0+q-1, one has
(34)v(t)≤w(t),0≤t≤t1.
With inequalities (33) and (34), f is nondecreasing and above arguments give
(35)z(t1)≥x0+∫0t1‍f(s,w(s),z(s))ds>x0+∫0t1‍f(s,v(s),y(s))ds≥y(t1),
which is a contradiction to (33). Thus, conclusion (27) holds. Furthermore, combining v(0)=w(0)=0 and the monotonicity of integral I0+q-1 yields that (28) also holds.
A standard proof can show thatA:Cq[0,T]→Cq[0,T] is an increasing completely continuous operator. Setting D:=[v,w], by the use of Lemma 4, the existence of x*,y* is obtained. The proof is complete.The following conclusion is about the nonstrict inequalities.Theorem 12.
Assume that the functionsv,w∈Cq[0,T] are lower and upper solutions of problem (8). If there exist two real numbers L1,L2>0 such that, for t∈[0,T], x1≥x2,y1≥y2, there holds
(36)0≤f(t,x1,y1)-f(t,x2,y2)≤L1tq+tq-1(x1-x2)+L2Γ(q)+Γ(q+1)t(y1-y2),
then L1+L2≤Γ(q+1) implies
(37)v(t)≤w(t),0≤t≤T.
Furthermore, the fractional IVP (8) has a minimal solution x* and a maximal solution y* such that
(38)x*=lim⁡n→∞⁡Anv,y*=lim⁡n→∞⁡Anw.Proof.
Givenϵ>0, let wϵ(t)=w(t)+ϵ(tq+tq-1). Then, for 0≤t≤T,
(39)D0+q-1wϵ(t)=D0+q-1w(t)+Γ(q+1)ϵt+Γ(q)ϵ,
and specially,
(40)D0+q-1wϵ(0)=D0+q-1w(0)+Γ(q)ϵ,wϵ(0)=w(0),wϵ(t)>w(t),for0<t≤T.
From (39) and condition (36), combining the fact that
(41)∫0t‍(t-s)q-1ds=tq∫01‍(1-σ)q-1dσ=Γ(q)Γ(q+1)tq
with the condition L1+L2<Γ(q+1), one has
(42)D0+qwϵ(t)=w(t)+ϵ(tq+tq-1)≥f(t,w(t),D0+q-1w(t))+Γ(q+1)ϵ≥f(t,wϵ(t),D0+q-1wϵ(t))+Γ(q+1)ϵ-L1(wϵ(t)-w(t))tq+tq-1-L2(D0+q-1wϵ(t)-D0+q-1w(t))Γ(q)+Γ(q+1)t≥f(t,wϵ(t),D0+q-1wϵ(t)).
This inequality combined with wϵ(0)=0,D0+q-1wϵ(0)=D0+q-1w(0)+Γ(q)ϵ>x0 shows that wϵ(t) is a strict upper solution of problem (8).
Forwϵ(t),v(t), by the use of Theorem 11, we get v(t)<wϵ(t),0<t≤T. As ϵ>0 is arbitrary, (37) holds.
The rest of the proof is just similar to Theorem11.Remark 13.
If we instead use condition (36) with the condition that there exists real number L1,L2>0 such that, for t∈[0,T],x1≥x2,y1≥y2,
(43)0≤f(t,x1,y1)-f(t,x2,y2)≤L1(x1-x2)+L2(y1-y2),
then Theorem 12 still holds as long as the condition
(44)L1Γ(q)Γ(2q)[Tq2+Tq-1]+L2Γ(q)Γ(q+1)[qTq+1+1]≤1
is used instead of the condition Γ(q+1)≥L1+L2.



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