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Existence of Solutions of Fractional Neutral Integrodifferential Equations with Infinite Delay
1. International Journal of Engineering Science Invention
ISSN (Online): 2319 – 6734, ISSN (Print): 2319 – 6726
www.ijesi.org Volume 3 Issue 8 ǁ August 2014 ǁ PP.44-52
www.ijesi.org 44 | Page
Existence of Solutions of Fractional Neutral Integrodifferential
Equations with Infinite Delay
B.Gayathiri1 and R.Murugesu2
1Department of Science & Humanities, SreeSakthi Engineering College,
Karamadai – 641 104
1vinugayathiri08@gmail.com (Corresponding Author)
2Department of Mathematics, Sri Ramakrishna Mission Vidyalya
College of Arts & Science, Coimbatore – 641 020,
ABSTRACT : In this paper, we study the existence of mild solutions for nonlocal Cauchy problem for
fractional neutral nonlinear integrodifferential equations with infinite delay. The results are obtained by using
the Banach contraction principle. Finally, an application is given to illustrate the theory.
KEYWORDS : Fractional neutral evolution equations, nonlocal Cauchy problem, mild solutions, analytic
semigroup, Laplace transform probability density.
I. INTRODUCTION
In this article, we study the existence of mild solutions for nonlocal Cauchy problem for fractional
neutral integro evolution equations with infinite delay in the form
t t
t t
q
t
C D x t f t x h s x s ds Ax t g t x h s x s ds
0 0
( ( ) ( , , ( , ( )) ) ( ) ( , , ( , ( )) ) , t [0,b] -------(1)
( , ,....... )
0 t1 t2 tn x q x x x B--------(2)
q
t
CD is the Caputo fractional derivative of order 0 < q < 1, A is the infinitesimal generator of an analytic
semigroup of bounded linear operators T(t) on a Banach space X. The history x X t : (,0] given by
x ( ) x(t ) t belongs to some abstract phase space B defined axiomatically, 0 < t1< t2 …<tn b, q :B-
B and f , g : [0,b] x B - X are appropriate functions. Fractional differential equations is a
generalization of ordinary differential equations and integration to arbitrary non – integer orders. Recently,
fractional differential equations is emerging as an important area of investigation in comparsion with
corresponding theory of classical differential equations. It is an alternative model to the classical nonlinear
differential models. It is widely and efficiently used to describe many phenomena in various fieldsof
engineering and scientific disciplines as the mathematical modeling of systems and processes in many fields, for
instance, physics, chemistry, aerodynamic, electrodynamics of complex medium, polymer rheology,
viscoelasticity, porous media and so on. There has been a significant development in fractional differential and
partial differential equations in recent years; see the monographs of Kilbas et al[13], Miller and Ross[16],
Podlubny[20], Lakshmikanthan et al[14]. Recently, some authors focused on fractional functional differential
equations in Banach spaces [3,5 - 9, 15,17,18,21 – 23,25 – 32].
There exist an extensive literature of differential equations with nonlocal conditions. Byszewski [1,2]
was first formulated and proved the result concerning the existence and uniqueness of mild solutions to abstract
Cauchy problems with nonlocal initial conditions. Hernandez [10,11] study the existence of mild, strong and
classical solutions for the nonlocal neutral partial functional differential equation with unbounded delay. In [9],
Guerekatadiscussed the existence, uniqueness and continuous dependence on initial data of solutions to the
nonlocal Cauchy problem
( ) ( ) ( , ) t x t Ax t g t x
, t ( ,T]
( , ,....... )
0 t1 t2 tn x q x x x
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where A is the infinitesimal generator of a C0 - semigroup of linear operators;
t [ ,T]; i x C([ r,0] : X ) t and q :C([ r,0] : X ) X; n f : [ ,T] xC([r,0] : X) X are
appropriate functions. Recently, Zhou [31] studied the nonlocal Cauchy problem of the following form
( ) ( , ,..... )( ) ( ), [ ,0],
( ( ) ( , )) ( ) ( , ), [0, ]
0 1 2 x v g x x x v v v r
D x t h t x Ax t f t x t b
t t tn
t t
q
t
C
is the Caputo fractional derivative of order 0 < q < 1, 0 < t1 <…..<tn< a, a > 0.
A is the infinitesimal generator of an analytic semigroup 0 ( ) t T t of operators on E, f ,h : [0,) x
C E and g:Cn C are given functions satisfying some assumptions, C and define xt by
xt(v) = x(t+v), for v ϵ [-r,0].
This paper is organized as follows. In section 2, we recall recent results in the theory of fractional
differential equations and introduce some notations, definitions and lemmas which will be used throughout the
papers [31,32]. In section 3, we study the existence result for the IVP (1) - (2). The last section is devoted to an
example to illustrate the theory.
II. PRELIMINARIES
Throughout this paper, let A be the infinitesimal generator of an analytic semigroup of bounded linear
operators 0 ( ) t T t of uniformly bounded linear operators on X. Let 0 ϵ ρ(A), where ρ(A) is the resolvent set
of A. Then for 0<ƞ 1, it is possible to define the fractional power Aƞ as a closed linear operator on its
domain D(Aƞ). For analytic semigroup 0 ( ) t T t , the following properties will be used.
(i) There is a M 1, such that
sup | ( ) |
[0, )
M T t
t
(ii) For any ƞ ϵ (0,1], there exists a positive constant Cƞ such that
| ( ) | ,0 t b.
t
C
A T t
We need some basic definitions and properties of the fractional calculus theory which will be used for
throughout this paper.
Definition 2.1.The fractional integral of order with the lower limit zero for a function f is defined as
, 0, 0,
( )
( )
( )
1
( )
0
1
ds t
t s
f s
I f t
t
provided the right side is point-wise defined on [0,∞), where Г(.) is the gamma function.
Definition 2.2.The Riemann – Liouville derivative of order with the lower limit zero for a function
f : [0,)R can be written as
, 0, 1 ,
( )
( )
( )
1
( )
0
1 ds t n n
t s
f s
dt
d
n
D f t
t
n n
n
L
Definition 2.3.The Caputo derivative of order for a function f : [0,)R
can be written as
(0) , 0, 1 ,
!
( ) ( )
1
1
f t n n
k
t
D f t D f t
n
k
k
k
L L
Remark 2.4.(i) If ( ) [0,), n f t C then
( ), 0, 1 ,
( )
( )
( )
1
( )
0
1 ds I f t t n n
t s
f s
n
D f t n n
t
n
n
L
C q D
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(ii)The Caputo derivative of a constant is equal to zero.
(iii) If f is an abstract function with values in X, then integrals which appear in Definition 2.2 and 2.3 are
taken in Boehner’s sense.
We will herein define the phase space Baxiomatically, using ideas and notation developed in [12]. More
precisely, Bwill denote the vector space of functions defined from (-∞,0] into X endowed with a seminorm
denoted as ||.||Band such that the following axioms hold:
(A) If x : (,b) X is continuous on [0,b] and x0 B, then for every t [0,b] the following conditions
hold:
(i) t x is inB.
(ii) || ( ) || || || t x t H x B
(iii) ||xt||B ( ) sup|| ( ) ||: 0 ( ) || || 0 K t x s s t M t x B,
Where H > 0 is a constant; K,M: [0, ) [1, ), K(.) is continuous, M(.) is locally bounded, and
H, K(.), M(.) are independent of x(.).
(A1) For the function x(.) in (A), xt is a B– valued continuous function on [0,b].
(B) The space Bis complete.
Example 2.5.The Phase Space C xL (h, X ). P
r
Let r 1 and h : (- ] R be a non – negative, measurable function which satisfies the
conditions (g – 5) – (g – 6) in the terminology of [12]. Briefly, this means that g is locally integrable and there
exists a non-integer, locally bounded function ƞ(.) on (- such that h( ) ( )h( ) forall 0
and (,r) N
, where
N (,r) is a set with Lebesgue measure zero. The space
C xL (h, X ) P
r consists of all classes of functions : (,0] X such that φ is continuous on [-r,0] and is
Lebesgue measurable, and h||φ||p is Lebesgueintegrable on (-∞,-r). The seminorm in C xL (h, X ) P
r defined
by
||φ||B
p
r
p r h d
1
: sup || ( ) ||: 0 ( ) || ( ) ||
The space C xL (h, X ) P
r satisfies the axioms (A), (A1) and (B). Moreover, when r =0 and p =2, we can take
H=1,
1 2
0
( ) 1 ( )
t
K t h d
and
( ) ( ) , 0 1 2 M t t fort
(see [12, Theorem 1.3.8] for details ).
For additional details concerning phase space we refer the reader to [12].
The following lemma will be used in the proof of our main results.
Lemma 2.6.[31, 32] The operators and have the following properties:
(i) For any fixed t , (t) and (t) are linear and bounded operators, i.e., for any x ,
|| (t)x || M || x || and || ||
(1 )
|| ( ) || x
q
qM
t x
.
(ii) (t), t 0and (t), t 0 are strongly continuous.
(iii) For every t> 0, (t) and (t) are also compact operators if T(t), t > 0 is compact.
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III. EXISTENCE RESULTS
In order to define the concept of mild solution for the system (1.1) - (1.2), by comparison with the
fractional differential equations given in [31,32], we associate system (1.1) – (1.2) to the integral equation
s
s
t
q
s
s
t
q
t
t t t t
t s A t s f s x h t x t dt ds t s A t s g s x k t x t dt ds
x t t f q x x x f t x h s x s ds
n
0 0
1
0 0
1
0
( ) ( ) ( , , ( , ( )) ) ( ) ( ) ( , , ( , ( )) )
( ) ( )( (0) (0, ) ( , ,..... )(0)) ( , , ( , ( )) )
1 2
- (3)
where
( ) ( ) ( ) ,
0
t T t d q
q
( ) ( ) ( ) ,
0
t q T t d q
q
( ) 0
1
( ) 1
1 1
q
q
q
q q
sin( ), (0, ),
!
( 1)
( 1)
1
( ) 1
1
1
n q
n
nq qn
n
n
q
andξq is a probability density function defined on (0,∞), that is
( ) 0 q (0, ) ( ) 1
0
and d q
In the sequel we introduce the following assumptions.
(H1) is continuous and exist positive constants Li(q) such that
|| ( , ,...., ) ( , ,.... ) || ( ) || || ,
1
1 2 1 2 i i B
n
i
n n i q L q q
for every ψi, φi ϵBr[0,B].
(H2)The function f(.) is (-A)ϑ– valued , f: I x B x B [D((-A) ϑ)], the functions g(.) is defined on g : I xB xB
X and there exist positive constants Lf and Lg such that for all ti,ψi, φk ϵI x B x B
|| ( ) ( , , ) ( ) ( , , ) || (| | || || || || ), 1 1 1 2 2 2 f 1 2 1 2 B 1 2 B A f t A f t L t t
|| ( , , ) ( , , ) || (| | || || || || ) 1 1 1 2 2 2 g 1 2 1 2 B 1 2 B g t g t L t t
(H3)Thefunction h,k is defined on h,k : I x B X and there exist positive constants Lh and Lk such that
|| ( , ) ( , ) || || ||
|| ( , ) ( , ) || || ||
1 1 2 2 1 2
1 1 2 2 1 2
k
h
k t k t L
h t h t L
Remark 3.1. Throughout this section , Mb and Kb are the constants
and N(-A)
ϑ
f , Nf, Ng, Nh and Nk represent the supreme of the functions (-A)ϑf, f and g on [0,b] x Br[0,B] x X and
h, k on [0,b] x Br[0,B].
q B B n :
sup ( ), sup ( )
[0, ] [0, ]
M M s K K s
s b
b
s b
b
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Theorem 3.2.Let conditions (H1) - (H3) be hold. If
b r
q a
K N N M
q
K N C b
M K MH M K M N M N K N
a q
q
b g k q
q
b A f
b b B b b q h b f
)
(1 ) (1 )(1 )
(1 )
(( ) || || ( ) ( )
(1 )(1 )
1
( ) 1 1
1
and
max ( ) , ( ) 1
1 1
n
i
b b i b
n
i
b b i b A M M L q K K M L q K
where
n
i
a q
q
q
i f b
q a
Mq
q
C b
M L q L M A
1
(1 )(1 )
1
1 1
(1 ) (1 )(1 ) 1
(1 )
( ) ( 1) || ( ) ||
Then there exists a mild solution of the system (1) – (2) on I.
Proof. Consider the space endowed with the norm
S b b B b b || x || : M || x || K || x || ( ) 0
Let Y=Br[0,S(b)], we define the operator Г:Y S(b) by
( ) ( ) ( , , ( , ( )) ) ( ) ( ) ( , , ( , ( )) ) ,
( ) ( )( (0) (0, ) ( , ,..... )(0)) ( , , ( , ( )) )
0 0 0
1
0
1
0
1 2
s
s
s t
q
s
t
q
t
t t t t
t s A t s f s x h t x t dt ds t s t s g s x k t x t dt ds
x t t f q x x x f t x h s x s ds
n
for t ϵ [0,b].
Using an similar argument on the proof of Theorem 3.1 in [10], we will prove that the Г is continuous. Next we
will prove that Г(Y) ⊂ Y.
Direct calculation gives that , for t ϵ J and q1ϵ [0,q). Let
By using Holder’s inequality, and (H2), according to [31,32], we have
g k
q
s t
q
q
s
t
q t s g s x k t x t dt ds t s ds N N
1
1
1
0 0
1
1
0
1 | ( ) ( , , ( , ( )) ) | ( )
(4)
(1 )
(1 )(1 )
1
1
1
a q
q
g k b
a
N N
From the inequality (4) and Lemma 2.6 [31,32], we obtain the following inequality
s
s
t
q
s
s
t
q t s g s x k t x t dt ds
q
Mq
t s t s g s x k t x t dt ds
0 0
1
0 0
1 | ( ) ( , , ( , ( )) ) |
(1 )
| ( ) ( ) ( , , ( , ( )) ) |
(5)
(1 )(1 )
(1 )(1 )
1
1
1
a q
q
g k b
q a
MqN N
According to [32], we obtain the following relation:
s
s
t
q
s
s
t
q t s A t s f s x h t x t dt ds t s A A t s f s x h t x t dt ds
0 0
1 1
0 0
1 | ( ) ( ) ( , , ( , ( )) ) | | ( ) ( ) ( , , ( , ( )) ) |
(6)
(1 )
(1 ) ( ) 1
q
N C b Nh
q
A f
( ) : ( , ] : ; ([0, ] : ) 0 S b x b X x B xC b X
( ) ( , ,..... ),
0 t1 t2 tn u q x x x
( ) 1 1 [0, ]
1
1 t s L t q q ( 1,0)
1
1
1
q
q
a
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Let x ϵ Y and t ϵ [0,b], we observe from axiom (A) of the phase spaces, we obtain that
this implies that xt ϵ Br[0,B], and this case
s
s
t
q
s
s
t
q
t
t t t t
t s A t s f s x h t x t dt ds t s t s g s x k t x t dt ds
x t t f q x x x f t x h s x s ds
n
0 0
1
0 0
1
0
( ) || ( ) ( , , ( , ( )) ) || ( ) || ( ) ( , , ( , ( )) ) ||
|| ( ) || || ( ) || (|| (0) || || (0, ) || || ( , ,.... )(0)) || || ( , , ( , ( )) ) ||
1 2
(7)
(1 ) (1 )(1 )
(1 )
( || || ) (1 )(1 )
1
( ) 1 1
1
a q
q
g k
q
A f
B f q f h b
q a
N N Mq
q
N C b
M H N N N N
and
B q H || || N
(8)
From (7) – (8), we have that
S b b B b b || x(t) || M || ( x) || K || x || ( ) 0
(9)
(1 ) (1 )(1 )
(1 )
|| ||
|| ||
(1 )(1 )
1
( ) 1 1
1
r
b
q a
K N N Mq
q
K N C b
MH MN MN N N
M N K
a q
q
b g k
q
b A f
B f q f
b B q b
which proves that Г(x) ϵ Y.
In order to prove that Г satisfies a Lipschitz condition, u ,v ϵ Y. If t ϵ [0,b], we see that
g s u h t u t dt g s v h t v t dt ds
A f s u h t u t dt A f s v h t v t dt ds t s t s
A f t u h s u s ds A f t v h s v s ds t s A t s
u t v t t q u u u q v v v A
s
s
s
s
t
q
s
s
s
s
t
q
t
t
t
t
t t tn t t tn
|| ( , , ( , ( )) ) ( , , ( , ( )) ) ||
|| ( ) ( , , ( , ( )) ) ( ) ( , , ( , ( )) ) || ( ) || ( ) ||
|| ( ) ( , , ( , ( )) ) ( ) ( , , ( , ( )) ) || ( ) || ( ) ( ) ||
|| ( ) ( ) || || ( )( ( , ,....., )(0) ( , ,....., )(0) || || ( ) ||
0 0
0
1
0 0
1
0
1
0 0
1 2 1 2
(1 )(1 )
1
1
1
1
(1 )(1 ) 1
|| || || ( ) ( ) ||
(1 )
(1 )
|| ( ) ( ) || ]
( ) || || || ( ) || || || || ( ) ( ) || [|| ||
a q
g s s B h B q
q
h B
t t B f t t B h B f s s B
n
i
i
b
q a
Mq
L u v L u t v t
q
C b
L u s v s
M L q u v A L u v L u s v s L u v
i i
x K x M x r t B b b b B || || || || || || 0
|| ( ) || || || || ( , ,..... ) ||,
0 t1 t2 tn u q x x x
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1
1
1
1
1
1
(1 )(1 )
1
1
(1 )(1 )
1
1
0 0
(1 )(1 )
1
1
1
0 0
1
(1 )(1 )
|| ( ) ( ) ||
(1 )
(1 )
|| ( ) ( ) ||
|| || || ( ) || || ( ) ( ) ||
(1 ) (1 )(1 )
(1 )
|| ||
(1 ) (1 )(1 )
(1 )
( ) || ( ) || || || ( ) || ( ) || || ||
a q
g h B q
q
f h B
b h B
a q
g q
q
b f
B
a q
g q
q
b f
b
n
i
B b i f
n
i
b i f
b
q a
Mq
L L u t v t
q
C b
L L u s v s
b u v A L u s v s
q a
Mq
L
q
C b
K L
b u v
q a
Mq
L
q
C b
M L
M M L q A L u v K M L q L A u v
b B b b B M || u v || K || u v || || u(s) v(s) || 0 0 1
On the other hand, a simple calculus prove that
b b b B
n
i
i || ( u) ( v) || L (q) K || u v || M || u v || 0 0
1
0 0
Finally we see that
S b b B b b || ( u) ( v) || M || ( u) ( v) || K || ( u) ( v) || ( ) 0 0
|| || (10)
( ) || || ( ) || || || ( ) ( ) ||
( )
1
1
0 0
1
S b
b b B
n
i
B b b i b
n
i
b i b
u v
M L q K u v K M L q K u v K u s v s
which infer that Г is a contraction on Y. Clearly, a fixed point of Г is the unique mild solution of the
nonlocal problem (1) – (2). Hence the proof is complete.
IV. EXAMPLE
In this section, we consider an application of our abstract results. We introduce some of the required
technical framework. Here, let X = L2([0,π]), B = C0 x Lp(g, X) is the space introduced in Example 2.5 and A
: D(A) ⊂ X xX is the operator defined by Ax = x’’, with D(A) = { x ϵ X: x’’ ϵ X, x(0) = x(π) = 0}.
The operator A is the infinitesimal generator of an analytic semigroup on X.. Then
, , ( ),
1
2 A n x e e x D A n
i
n
where sin( ),0 , 1,2,.....
2
( )
1 2
e n n n
. Clearly, A generates a compact semigroupT(t),
t> 0 in X and is given by
( ) , ,
1
2
n
i
n
n t T t x e x e e
for every x ϵ X.
Consider the following fractional partial differential system
t t
u t b t s u s d ds u t a s t u s ds
t
( , ) ( , , ) ( , ) ( , ) ( ) ( , ) , 2 0
2
0
(t,ξ) ϵ I x [0,π](11)
u(t,0) u(t, ) 0, t ϵ [0,b], (12)
Θ ≤ 0,ξ ϵ [0,π] (13)
( , ) ( , ) ( ),
0
i
n
i
i u L u t
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where is a Caputo fractional partial derivative of order 0 < α < 1, n is a positive integer, 0 < ti< a,
Li, i = 1,2,….,n, are fixed numbers.
In the sequel, we assume that φ(θ)(ξ) = Ф(θ,ξ) is a function in B and that the following conditions are verified.
(i) The functions a0 : R R are continuous and .
(ii) The functions b(s,ƞ,ξ), are measurable, b(s,ƞ,π) = b(s,ƞ,0) = 0 for all (s,ƞ) and
: max ( ) ( , , ) : 0,1 .
1 2
0
0
0
2
1
L g b d d d i i
i
f
Defining the operators f, g : I x B X by
0
0
0
0
( )( ) ( ) ( , ) .
( )( ) ( , , ) ( , ) ,
g a s s ds
f b s s d ds
Under the above conditions we can represent the system (11) - (13) into the abstract system (1) – (2).
Moreover, f, g are bounded linear operators with || f(.)||L(B,X)≤ Lf, || g(.)||L(B,X)≤ Lg. Therefore, (H1) and (H2)
are fulfill. Therefore all the conditions of Theorem 3.2 are satisfied. The following result is a direct
consequence of Theorem 3.2.
Proposition 4.1.For b sufficiently small there exist a mild solutions of (11) – (13).
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