Volume 2013, Issue 1 869837
Research Article
Open Access

Existence Results for Langevin Fractional Differential Inclusions Involving Two Fractional Orders with Four-Point Multiterm Fractional Integral Boundary Conditions

Ahmed Alsaedi

Corresponding Author

Ahmed Alsaedi

Department of Mathematics, Faculty of Science, King Abdulaziz University, P.O. Box 80203, Jeddah 21589, Saudi Arabia kau.edu.sa

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Sotiris K. Ntouyas

Sotiris K. Ntouyas

Department of Mathematics, University of Ioannina, 451 10 Ioannina, Greece uoi.gr

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Bashir Ahmad

Bashir Ahmad

Department of Mathematics, Faculty of Science, King Abdulaziz University, P.O. Box 80203, Jeddah 21589, Saudi Arabia kau.edu.sa

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First published: 02 May 2013
Citations: 9
Academic Editor: Juan J. Nieto

Abstract

We discuss the existence of solutions for Langevin fractional differential inclusions involving two fractional orders with four-point multiterm fractional integral boundary conditions. Our study relies on standard fixed point theorems for multivalued maps and covers the cases when the right-hand side of the inclusion has convex as well as nonconvex values. Illustrative examples are also presented.

1. Introduction

We consider a boundary value problem of nonlinear Langevin fractional differential inclusions involving two fractional orders with four-point multiterm fractional integral boundary conditions given by
()
where 0 < p,   q ≤ 1,   cDq denotes the Caputo fractional derivative of order q, λ is a real number, Iκ is the Riemann-Liouville fractional integral of order κ > 0  (κ = νi, μi;   i = 1,2, …, n,   n = {1,2, …}), and αi, βi are suitably chosen constants.

In recent years, the boundary value problems of fractional order differential equations have emerged as an important area of research, since these problems have applications in various disciplines of science and engineering such as mechanics, electricity, chemistry, biology, economics, control theory, signal and image processing, polymer rheology, regular variation in thermodynamics, biophysics, aerodynamics, viscoelasticity and damping, electrodynamics of complex medium, wave propagation, and blood flow phenomena [15]. Many researchers have studied the existence theory for nonlinear fractional differential equations with a variety of boundary conditions; for instance, see the papers [617] and the references therein.

The Langevin equation (first formulated by Langevin in 1908) is found to be an effective tool to describe the evolution of physical phenomena in fluctuating environments [18]. For some new developments on the fractional Langevin equation, see, for example, [1926].

The main objective of this paper is to develop the existence theory for a class of problems of the type (1), when the right-hand side is convex as well as nonconvex valued. We establish three existence results: the first result is obtained by means of the nonlinear alternative of Leray-Schauder type; the second one relies on the nonlinear alternative of Leray-Schauder type for single-valued maps together with a selection theorem due to Bressan and Colombo for lower semicontinuous multivalued maps with nonempty closed and decomposable values; and a fixed point theorem due to Covitz and Nadler for contraction multivalued maps is applied to get the third result. The methods used are well known; however their exposition in the framework of problem (1) is new.

The paper is organized as follows: in Section 2, we recall some preliminary facts that we need in the sequel, and Section 3 contains our main results.

2. Preliminaries

2.1. Fractional Calculus

Let us recall some basic definitions of fractional calculus [13].

Definition 1. For at least n-times differentiable function g : [0, ) → , the Caputo derivative of fractional order q is defined as

()
where [q] denotes the integer part of the real number q.

Definition 2. The Riemann-Liouville fractional integral of order q is defined as

()
provided the integral exists.

Lemma 3. For q > 0, the general solution of the fractional differential equation Dqx(t) = 0 is given by

()
where ci,   i = 1,2, …, n − 1  (n = [q] + 1).

In view of Lemma 3, it follows that
()
for some ci,   i = 1,2, …, n − 1  (n = [q] + 1).

In the following, AC1([0, T], ) will denote the space of functions x : [0, T] → that are absolutely continuous and whose first derivative is absolutely continuous.

Definition 4. A function xAC1([0, T], ) is called a solution of problem (1) if there exists a function vL1([0, T], ) with v(t) ∈ F(t, x(t)), a.e. [0, T] such that   cDp(cDq + λ)x(t) = v(t), a.e. [0, T], and .

Lemma 5. Let hC[0,1]. Then the boundary value problem

()
has a unique solution
()
where
()

Proof. As argued in [23], the solution of  cDp(cDq + λ)x(t) = h(t) can be written as

()
Using the given conditions in (9) together with (8), we find that
()
where
()
Solving (10) for c0 and c1, we find that
()

Substituting these values in (9), we find the desired solution.

In order to simplify the computations in the main results, we present a technical lemma, concerning the bounds of the operators 𝒥1 and 𝒥2 defined in the proof of the above lemma.

Lemma 6. One has

()

Proof. By using the following property of beta function

()
we have
()
By a similar way, we have
()
which completes the proof.

In the following, for convenience, we put
()

2.2. Background Material for Multivalued Analysis

Now we recall some basic definitions on multivalued maps [2729].

Let C([0,1]) denote a Banach space of continuous functions from [0,1] into with the norm ∥x∥ = sup t∈[0,1] | x(t)|. Let L1([0,1], ) be the Banach space of measurable functions x : [0,1] → which are Lebesgue integrable and normed by .

For a normed space (X, ∥·∥), let
()
A multivalued map G : X𝒫(X)
  • (i)

    is convex (closed) valued if G(x) is convex (closed) for all xX;

  • (ii)

    is bounded on bounded sets if G(𝔹) = ∪x𝔹G(x) is bounded in X for all 𝔹𝒫b(X) (i.e., sup x𝔹{sup {|y | : yG(x)}} < );

  • (iii)

    is called upper semicontinuous (u.s.c.) on X if, for each x0X, the set G(x0) is a nonempty closed subset of X and if, for each open set N of X containing G(x0), there exists an open neighborhood 𝒩0 of x0 such that G(𝒩0)⊆N;

  • (iv)

    G is lower semicontinuous (l.s.c.) if the set {yX : G(y)∩B} is open for any open set B in E;

  • (v)

    is said to be completely continuous if G(𝔹) is relatively compact for every 𝔹𝒫b(X);

  • (vi)

    is said to be measurable if, for every y, the function

    ()

  •   

    is measurable;

  • (vii)

    has a fixed point if there is xX such that xG(x). The fixed point set of the multivalued operator G will be denoted by Fix G.

Definition 7. A multivalued map F : [0,1] × 𝒫() is said to be Carathéodory if

  • (i)

    tF(t, x) is measurable for each x;

  • (ii)

    xF(t, x) is upper semicontinuous for almost all t ∈ [0,1];

Further a Carathéodory function F is called L1-Carathéodory if

  • (iii)

    for each α > 0, there exists φαL1([0,1], +) such that

    ()

  • for all ∥xα and for a. e. t ∈ [0,1].

For each xC([0,1], ), define the set of selections of F by
()

We define the graph of G to be the set Gr(G) = {(x, y) ∈ X × Y, yG(x)} and recall two useful results regarding closed graphs and upper semicontinuity.

Lemma 8 (see [27], Proposition 1.2.)If G : X𝒫cl (Y) is u.s.c., then Gr(G) is a closed subset of X  ×  Y; that is, for every sequence {xn} nX and {yn} nY, if, when n, xnx*, yny*, and ynG(xn), then y*G(x*). Conversely, if G is completely continuous and has a closed graph, then it is upper semicontinuous.

Lemma 9 (see [30].)Let X be a Banach space. Let F : [0, T] × 𝒫cp,c(X) be an L1-Carathéodory multivalued map, and let Θ be a linear continuous mapping from L1([0,1], X) to C([0,1], X). Then the operator

()
is a closed graph operator in C([0,1], X) × C([0,1], X).

We recall the well-known nonlinear alternative of Leray-Schauder for multivalued maps.

Lemma 10 (nonlinear alternative for Kakutani maps [31]). Let E be a Banach space, C a closed convex subset of E, U an open subset of C, and 0 ∈ U. Suppose that is an upper semicontinuous compact map; here 𝒫c,cv(C) denotes the family of nonempty, compact convex subsets of C. Then either

  • (i)

    F has a fixed point in , or

  • (ii)

    there is a uU and λ ∈ (0,1) with uλF(u).

Definition 11. Let A be a subset of [0,1] × . A is measurable if A belongs to the σ-algebra generated by all sets of the form 𝒥 × 𝒟, where 𝒥 is Lebesgue measurable in [0,1] and 𝒟 is Borel measurable in .

Definition 12. A subset 𝒜 of L1([0,1], ) is decomposable if, for all u, v𝒜, and measurable 𝒥 ⊂ [0,1] = J, the function uχ𝒥 + vχJ𝒥𝒜, where χ𝒥 stands for the characteristic function of 𝒥.

Lemma 13 (see [32].)Let Y be a separable metric space, and let N : Y𝒫(L1([0,1], )) be a lower semicontinuous (l.s.c.) multivalued operator with nonempty closed and decomposable values. Then N has a continuous selection; that is, there exists a continuous function (single-valued) g : YL1([0,1], ) such that g(x) ∈ N(x) for every xY.

Let (X, d) be a metric space induced from the normed space (X; ∥·∥). Consider Hd : 𝒫(X) × 𝒫(X) → ∪ {} given by
()
where d(A, b) = inf aAd(a; b) and d(a, B) = inf bBd(a; b). Then (𝒫b,cl (X), Hd) is a metric space (see [33]).

Definition 14. A multivalued operator N : X𝒫cl (X) is called

  • (a)

    γ-Lipschitz if and only if there exists γ > 0 such that

    ()

  • (b)

    a contraction if and only if it is γ-Lipschitz with γ < 1.

Lemma 15 (see [34].)Let (X, d) be a complete metric space. If N : X𝒫cl (X) is a contraction, then Fix N.

3. Main Results

3.1. The Carathéodory Case

In this section, we are concerned with the existence of solutions for the problem (1) when the right-hand side has convex as well as nonconvex values. Initially, we assume that F is a compact and convex valued multivalued map.

Theorem 16. Suppose that

  • (H1) the map F : [0,1] × 𝒫() is Carathéodory and has nonempty compact and convex values;

  • (H2) there exist a continuous nondecreasing function ψ : [0, )→(0, ) and function pL1([0,1], +) such that

    ()

  •   

    for each (t, u)∈[0,1] × ;

  • (H3) there exists a number M > 0 such that

    ()

with Ψ < 1, where Ω,   Ψ are defined in (17).

Then BVP (1) has at least one solution.

Proof. Let us introduce the operator N : C([0,1], ) → 𝒫(C([0,1], )) as

()
for vSF,x. We will show that the operator N satisfies the assumptions of the nonlinear alternative of Leray-Schauder type. The proof consists of several steps. As a first step, we show that N(x)  is convex for each xC([0,1], ). For that, let h1, h2N(x). Then there exist v1, v2SF,x such that, for each t ∈ [0,1], we have
()
for i = 1,  2. Let 0 ≤ ω ≤ 1. Then, for each t ∈ [0,1] and putting z(r) = ωv1(r)+(1 − ω)v2(r), we have
()

Since SF,x is convex (F has convex values), therefore it follows that ωh1 + (1 − ω)h2N(x).

Next, we show that N(x)  maps bounded sets into bounded sets in C([0,1], ). For a positive number r, let Bρ = {xC([0,1], ) :  ∥x∥≤ρ} be a bounded set in C([0,1], ). Then, for each hN(x), xBρ, there exists vSF,x such that

()
Then
()

Now we show that Nmaps bounded sets into equicontinuous sets of C([0,1], ). Let t, t′′ ∈ [0,1] with t < t′′ and xBρ, where Bρ, as above, is a bounded set of C([0,1], ). For each hN(x), we obtain

()

Obviously the right-hand side of the above inequality tends to zero independently of xBρ as t′′t → 0. As N satisfies the above three assumptions, therefore it follows by Ascoli-Arzelá theorem that N : C([0,1], ) → 𝒫(C([0,1], )) is completely continuous.

In our next step, we show that N has a closed graph. Let xnx*,  hnN(xn), and hnh*. Then we need to show that h*N(x*). Associated with hnN(xn), there exists such that, for each t ∈ [0,1],

()
Thus we have to show that there exists such that, for each t ∈ [0,1],
()

Let us consider the continuous linear operator Θ : L1([0,1], ) → C([0,1], ) so that

()
Observe that
()
which tends to zero as n.

Thus, it follows from Lemma 9 that Θ∘SF is a closed graph operator. Further, we have . Since xnx*, it follows that

()
for some .

Finally, we discuss a priori bounds on solutions. Let x be a solution of (1). Then there exists vL1([0,1], ) with vSF,x such that, for t ∈ [0,1], we have

()
Using the computations proving that N(x) maps bounded sets into bounded sets and the notations (17), we have
()

Consequently

()
In view of (H3), there exists M such that ∥x∥≠M. Let us set
()
Note that the operator is upper semicontinuous and completely continuous. From the choice of U, there is no xU such that xμN(x) for some μ ∈ (0,1). Consequently, by the nonlinear alternative of Leray-Schauder type [31], we deduce that N has a fixed point which is a solution of the problem (1). This completes the proof.

3.2. The Lower Semicontinuous Case

Next, we study the case where F is not necessarily convex valued. Our approach here is based on the nonlinear alternative of Leray-Schauder type combined with the selection theorem of Bressan and Colombo for lower semicontinuous maps with decomposable values.

Theorem 17. Assume that (H2)-(H3) and the following conditions hold:

  • (H4) F : [0,1] × 𝒫() is a nonempty compact-valued multivalued map such that

    • (a)

      (t, x) ↦ F(t, x) is measurable,

    • (b)

      xF(t, x) is lower semicontinuous for each t ∈ [0,1];

  • (H5) for each σ > 0, there exists φσL1([0,1], +) such that

    ()

Then the boundary value problem (1) has at least one solution on [0,1].

Proof. It follows from (H4) and (H5) that F is of l.s.c. type [35]. Then from Lemma 13, there exists a continuous function f : C([0,1], ) → L1([0,1], ) such that f(x) ∈ (x) for all xC([0,1], ).

Consider the problem

()

Observe that, if xAC1([0,1]) is a solution of (43), then x is a solution to the problem (1). In order to transform the problem (43) into a fixed point problem, we define the operator as

()
It can easily be shown that is continuous and completely continuous. The remaining part of the proof is similar to that of Theorem 16. So we omit it. This completes the proof.

3.3. The Lipschitz Case

Now we prove the existence of solutions for the problem (1) with a nonconvex valued right-hand side by applying a fixed point theorem for multivalued map due to Covitz and Nadler [34].

Theorem 18. Assume that the following conditions hold:

  • (H6) F : [0,1] × 𝒫cp() is such that F(·, x):[0,1] → 𝒫cp() is measurable for each x;

  • (H7) for almost all t ∈ [0,1] and with mC([0,1], +) and d(0, F(t, 0)) ≤ m(t) for almost all t ∈ [0,1].

Then the boundary value problem (1) has at least one solution on [0,1] if , that is,

()

Proof. Observe that the set SF,x is nonempty for each xC([0,1], ) by the assumption (H6), so F has a measurable selection (see Theorem III.6 [36]). Now we show that the operator N satisfies the assumptions of Lemma 15. To show that N(x) ∈ 𝒫cl ((C[0,1], )) for each xC([0,1], ), let {un} n≥0N(x) be such that unu  (n) in C([0,1], ). Then uC([0,1], ), and there exists vnSF,x such that, for each t ∈ [0,1],

()

As F has compact values, we pass onto a subsequence to obtain that vn converges to v in L1([0,1], ). Thus, vSF,x and, for each t ∈ [0,1],

()
Hence, uN(x).

Next we show that there exists γ < 1 such that

()
Let and h1N(x). Then there exists v1(t) ∈ F(t, x(t)) such that, for each t ∈ [0,1],
()

By (H7), we have

()
So, there exists such that
()

Define U : [0,1] → 𝒫() by

()
Since the multivalued operator is measurable (Proposition III.4 [36]), there exists a function v2(t) which is a measurable selection for V. So , and for each t ∈ [0,1], we have .

For each t ∈ [0,1], let us define

()
Thus,
()
Hence,
()
Analogously, interchanging the roles of x and , we obtain
()

Since N is a contraction, it follows from Lemma 15 that N has a fixed point x which is a solution of (1). This completes the proof.

Remark 19. It is important to note that several new interesting special results of the present work can be obtained by fixing the parameters involved in the given problem. Some of these results are listed in the following.

  • (i)

    Our results correspond to the multivalued extension of the Dirichlet problem considered in [23] for βi = 0 = αi,   i = 1,2, …, n.

  • (ii)

    In case we take βi = 0,   i = 1,2, …, n, we obtain the results for Langevin fractional differential inclusions with the three-point integral boundary conditions of the following form:

    ()

  • (iii)

    By taking βi = 0 = αi,   i = 2,3, …, n, and ν1 = 1 = μ1, we get the results for Langevin fractional differential inclusions with four-point nonlocal integral boundary conditions of the following type:

    ()

  •   

    Note that we obtain the typical integral boundary condition in the limit ζ, η → 1.

Example 20. Consider the problem

()
where F : [0,1] × 𝒫() is a multivalued map given by
()
For fF, we have
()
Here p = 2/3,  q = 4/5,  λ = 1/10,  η = 1/3,  n = 4,  α1 = 1/2,  α2 = −2/3,  α3 = 3/4,  α4 = −4/5,  ν1 = 1/4,  ν2 = 3/4,  ν3 = 5/4,  ν4 = 7/4,  ζ = 1/4,  β1 = 1/2,  β2 = −1/3,  β3 = 1/4,  β4 = −1/5,  μ1 = 1/2,  μ2 = 3/4,  μ3 = 3/2,  and μ4 = 4/3. Clearly,
()
with p(t) = 1,   ψ(∥x∥) = 3/4. Using the given data, it is found that
()
Thus,
()
Clearly, all the conditions of Theorem 16 are satisfied. So there exists at least one solution of the problem (59) on [0,1].

Example 21. Consider the fractional inclusion boundary value problem (59) with F : [0,1] × 𝒫() given by

()
Then, we have
()
where m(t) = 1/(2 + t) 2. With and Ω = 1.764724 (from Example 20), it is found that
()
Since all the conditions of Theorem 18 are satisfied, therefore the problem (59) with F given by (65) has at least one solution on [0,1].

Acknowledgments

The authors thank the referees for their useful comments. This work was partially supported by Deanship of Scientific Research (DSR), King Abdulaziz University, Jeddah, Saudi Arabia.

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