Existence and uniqueness of well-posed fractional boundary value problem

Yuanheng Wang; Barrira Jurrat; Muddasir Ejaz; Muhammad Azeem; M. I. Elashiry

doi:10.1371/journal.pone.0303848

Abstract

In this paper, the existence and uniqueness of solution for a fractional differential model involving well-posed boundary conditions and implicit fractional differential equation is considered. The desired goals are achieved by using Banach contraction principle and Scheafer’s fixed point theorem. To show the results applicability some examples are presented. The basic mathematical concept of well-posed fractional boundary value issues is investigated in this study. It dives into the existence and uniqueness of these difficulties, offering light on the conditions that allow for both practical and singular solutions. This study contributes to a better knowledge of fractional calculus and its applications in a variety of scientific and technical areas, giving significant insights for both scholars and practitioners.

Citation: Wang Y, Jurrat B, Ejaz M, Azeem M, Elashiry MI (2024) Existence and uniqueness of well-posed fractional boundary value problem. PLoS ONE 19(5): e0303848. https://doi.org/10.1371/journal.pone.0303848

Editor: Rehana Naz, Lahore School of Economics, PAKISTAN

Received: September 25, 2023; Accepted: April 30, 2024; Published: May 28, 2024

Copyright: © 2024 Wang et al. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.

Data Availability: There is no data available with this manuscript. It is theoretical work, and no data is available.

Funding: The authors extend their appreciation to the Deanship of Scientific Research at Northern Border University, Arar, KSA for funding this research work through the project number (NBU-FFR-2024-1519-03).

Competing interests: The authors have declared that no competing interests exist.

1 Introduction

The specific problem and the constraints placed on it determine if there are solutions to fractional boundary value problems and whether they are unique. I can, however, provide you some general information regarding the well-posedness of problems involving fractional boundary values.

Differential equations with fractional derivatives are used in fractional boundary value problems. The fractional derivative of a function is a non-integer order extension of the classical derivative. Modelling phenomena exhibiting non-local behaviour and long-range interactions frequently makes use of these kinds of issues [1, 2].

An explanation of the issue A fractional differential equation and boundary conditions that specify how the solution should behave at the domain’s edges are often used to solve a fractional boundary value problem. The issue must be clearly stated and be sound mathematically.

One must take into account various factors in order to judge whether a fractional boundary value problem is well-posed:

Existence of solutions: Several techniques, including fixed-point theorems, variational methods, and semi group theory, can be used to prove the existence of solutions. The particular situation at hand and the relevant fractional operator’s characteristics determine the method to be used.

Uniqueness of solutions: Compared to classical differential equations, fractional boundary value issues frequently provide more difficulties in proving the uniqueness of solutions. It can call for further presumptions or certain characteristics of the situation. Under the right circumstances, a variety of methods, such as integral equations, fractional calculus, or comparison principles, can be employed to demonstrate uniqueness.

Stability and regularity: Another aspect of well-posedness is the solution’s consistency and stability. Regularity is concerned with the solution’s smoothness or differentiability, whereas stability is concerned with the solution’s sensitivity to changes in the initial or boundary data.

It is significant to highlight that research on the well-posedness of fractional boundary value problems is ongoing, and the outcomes depend on the particular problem and the fractional order at play. In comparison to classical calculus, the area of fractional calculus is still developing and many elements are still being researched.

In a wide range of mathematical problems, the existence of a solution is equivalent to the existence of a fixed point for a suitable map. The existence of a fixed point is therefore of paramount importance in several areas of mathematics and other sciences. Existence and uniqueness theorems are useful to find one or more conditions which show that there is exactly one solution to given problem. The existence and uniqueness is proved using fixed point theorems which means that the given fractional differential equations has one fixed point under some suitable conditions on fractional differential equations. Fixed points are useful because many problems in mathematics can be formulated in terms of the existence of a fixed point, and it’s often much easier to show that such points exist and then to approximate them (e.g. numerically) than it is to actually find them explicitly.

Fractional differential equations have more importance in practical field due to its applications in science and engineering such as electrochemistry, fluid flow, rheology, diffusive transport, electrical networks, probability, viscoelasticity, control image, signal processing, biophysics, and electromagnetic theory etc [3–9]. Many researchers worked on the applications of fractional differential equations such as Rousan et al. [10] suggested a fractional differential equation that combines the simple harmonic oscillations of an LC circuit with the discharging of an RC circuit. The concept of fractional derivatives is employed in the formulation of a stress-stain relationship for elastomers by Koh and Kelly [11]. They also developed numerical schemes for the dynamic analysis of a single degree of freedom fractional oscillator in the time domain. From last few years existence and uniqueness of boundary value problem (BVP) of corresponding FDEs have been attracted the interest of many researchers. Many mathematicians such as Ahmad et al. worked on existence of Caputo type fractional differential equations with four-point non-local fractional integral boundary conditions [12]. Benchohra and Ouaar [13] investigated the existence of solutions for FDEs with integral conditions. Ntouyas worked on existence of first order boundary value problems for fractional differential equations and inclusions with fractional integral boundary condition (BC) [14]. Chai established the existence results of positive solutions for boundary value problems of fractional differential equations [15].

Ahmad and Nieto studied model containing R-L(Riemann-Liouville) fractional integro-differential equations with fractional nonlocal integral BC [16]. Zhong and Lin [17] established the solvability results for a FDM (fractional differential model) having nonlocal and multi-point BVP for FDEs of order 1 < γ ≤ 2. Lakoud and Khaldi [18] established sufficient conditions for the existence and uniqueness of solutions of fractional differential equations with fractional integral condition, involving the Caputo fractional derivative. Choudhary and Daftar [19] established existence and uniqueness results on fractional differential model which contains a non-linear multi-order FDE and periodic and anti-periodic boundary conditions. They used green function for finding their results.

Akram and Jurrat [20] presented the existence and uniqueness of three point BVP of non-integer order β ∈ [2, 3] which includes M-L (Mittag-Lefer) function. They found the solution of considered BVP in term of M-L function using Caputo fraction derivative then check the existence and uniqueness of solution using fixed point theorems.

Many other researchers worked on existence and uniqueness of fractional differential equations using different definitions of fractional derivatives [21–27]. In parallel to these studies, many other analytical and numerical methods have been proposed in [28–38].

This paper contains a fractional differential model which involves an implicit FDE and well-posed boundary conditions such as: (1) where, γ, ζ are the order of Caputo fractional derivatives, t ∈ [0, 1], and . λ, ξ, ν, μ these are parameters on which boundary conditions depends. J^ζ is an Riemann-Liouville fractional integral operator of order ζ. And C^γ and C^ζ are Caputo derivatives. We will use Caputo derivative due to its main advantage which is that the initial and boundary conditions for differential equations with the Caputo fractional derivative are analogous to the case of integer order differential equations, so they can be interpreted in the same way. Therefore, it is often used in practical applications.

The motivation to consider the model (1) is the existence results for three-point boundary value problem for differential equations presented by Mohamed houas and Maamar benbachir. They considered the model (2) where, α ∈ (2, 3], ξ ∈ (1, 2], η ∈ (0, 1), σ ∈ [0, 1] and C^α and C^ξ are Caputo derivatives of orders α and ξ respectively [39]. J^σ is R-L fractional integral operator of order σ. Moreover, η is a parameter on which boundary condition x′(1) = λJ^σx(η) depends.

Houas and benbachir worked for the fractional differential model involving fractional order α ∈ (2, 3] but they did not discuss about the the fractional differential model of order (3,4], this paper will fill this gab.

The solution of a fractional differential equation depends upon different types boundary conditions or initial conditions. Our boundary conditions are well-posed which mean the solution behaviour changes continuously with boundary condition and solution is not highly sensitive to changes in final data. Solution of well-posed boundary condition problem can be deducted on a computer using stable algorithm. On the other hand for ill-possed (not well-posed) problem one have to reformulate the algorithm for numerical analysis. There are lot of applications of the fourth order ordinary differential problem in literature such as nonlinear models of suspension bridge [40]. Our model help to convert such type of forth order differential problems in fractional differential model so that the problem will became more accurate as compared to the ordinary differential problem.

This paper is organized as follows: In Section 3, some useful definitions and Lemmas of fractional calculus are presented. The general solution of four-point BVP is described in Section 4. In Section 5, the existence of BVP (1) is proved by Scheafer fixed point theorem. In the same Section uniqueness of BVP (1) is proved by Banach contraction principle.

2 Preliminaries

Definition 2.1: [3] The fractional derivative of f ∈ C[0, ∞) in the Caputo sense is defined as: (3) where, Γ(.) is the Euler gamma function.

Definition 2.2: [11] The R-L fractional integral operator of order γ > 0 for a continuous function f on [0, ∞) is defined as: (4)

Lemma 2.1 [41]. Let γ > 0, then the general solution to the fractional differential equation differential C^γu(t) = 0, is given by u(t) = k₀ + k₁t + k₂t² + ….. + k_m−1t^m−1, where , j = 0, 1, 2, …., m − 1, m = [γ] + 1.

Lemma 2.2 [19] Let u ∈ C^m[0, 1], γ ∈ (m − 1, m), . Then the general solution (5)

Lemma 2.3 [21] If a function is constant then its Caputo fractional derivative is, where, γ > 0 with m − 1 < γ < m and Caputo fractional derivative of a power function g(u) = u^ζ is, (6) where, M₀ = {0, 1, 2, 3…}.

3 General solution of BVP (1)

Observed the following BVP as: (7) where, L on interval [0, 1] is a absolutely continuous function.

The solution of BVP (7), by using Lemmas (2.1) and (2.2), can be express as: (8)

Lemma 2.1, implies (9) Using the BC u(0) = 0, u′(0) = 0 on Eq (8), leads to k₀ = 0 and k₁ = 0 respectively.

Applying BC u(1) = ξu(μ) and u′(1) = λJ^ηu(ν) on Eq (8), gives (10) and, (11) where, a = 6λν^η+3 − Γ(η + 4) and b = λν^η+2 − Γ(η + 3).

Putting the values of k₀, k₁, k₂ and k₃ in (8), gives:

u(t) = (12)

4 Existence and uniqueness

Some important notations are as follows: (13) (14)

List of hypothesis for this paper are as follows:

(H1): Suppose is a continuous function.

(H2): Suppose that there exists non negative real numbers θ, ϑ > 0 such that for all , we have (15)

(H3): Suppose that a positive real number M exists such that |g(t, u, v)| ≤ M for all u, v ∈ X and for each t ∈ [0, 1].

Theorem 4.1 Suppose that hypothesis (H2) holds and assume that 6λν^η+3 ≠ Γ(η + 4) or λν^η+2 ≠ Γ(η + 3).

If, (16) then in the interval [0, 1] the solution of problem (1) is unique.

Proof Suppose an operator τ: X → X, defined as:

τu(t) = (17)

For u, v ∈ X and for each t ∈ [0, 1], leads to (18)

By (H2), we have (19)

Consequently we get, (20) and, (21)

By hypothesis (H2), we have (22) which implies that, (23)

From Eqs (18) and (22), it can be written as: (24) We deduce that τ is a contraction. As consequence of Banach Fixed contraction principle, the problem (1) has a unique solution.

Theorem 4.2 Assume that the (H1) and (H3) hold and suppose that 6λν^η+3 ≠ Γ(η + 4) or λν^η+2 ≠ Γ(η + 3). Then atleast one solution of BVP (1) exists in interval [0, 1].

Proof: The proof of this theorem will be given in four steps.

Step 1: In X the operator τ is continuous.

It is obvious that the operator τ is continuous because the function g is continuous function.

Step 2: The operator τ maps bounded sets into bounded sets in X:

For ω > 0 we take B_ω = {u ∈ B; ‖u‖_X ≤ ω}.

For u ∈ B_ω and t ∈ [0, 1], implies (25)

By (H3), the above relation can be express as (26) which implies, (27)

Therefore, (28)

Consequently, (29)

The above expression can be written as: (30)

Using Eqs 27 and 30 gives, (31) which implies, (32)

Step 3: In this step we will prove that the operator τ is equi-continuous on J:

Assume that if t₁, t₂ where t₂ > t₁ and u ∈ B_ω., then, (33)

Using (H3), (34) and, (35) (36) which shows that ‖τu(t₂) − τu(t₁)‖_X → 0 if t₂ → t₁, then by Arzela-Ascoli theorem it is concluded that τ is completely continuous operator.

Step 4: Suppose a set . We have to prove that the set W is bounded. For this if u ∈ W, then u = ϱτ(u), 0 < ϱ < 1. For any 0 ≤ t ≤ 1, it can be written as: (37) which implies,

Therefore, (38) and, (39) (40)

This implies, (41) therefore, (42)

Thus, from Eqs (38) and (42) (43)

Since 0 < ϱ < 1, so, (44) This shows that W is bounded.

By schaefer fixed point theorem, BVP (1) has at least one solution.

Example 1: Consider the following fractional problem: (45) (46)

Let and t ∈ [0, 1]. Then (47) (48) (49) Here, (50) (51) (52) (53)

By putting γ = 7/2, ζ = 1/2, η = 3/4, ξ = 4/5, ν = 3/5, μ1/2, λ = 2/3, in P₁ and P₂, we have P₁ = 1.927765 and P₂ = 1.131351.

This implies to (54) Hence, by Theorem (4.1), the BVP (1) has a unique solution.

Example 2: Consider the following boundary value problem: (55)

Step 1: It is obvious that the operator τ is continuous because the function |g(u, v)| = |2t²cosu + tsinv| is continuous function.

Step 2: In this step we will prove that the operator τ maps bounded sets into bounded sets in X: (56) By putting the values of γ = 7/2, ζ = 1/2, η = 3/4, ξ = 4/5, ν = 3/5, μ1/2, λ = 2/3, in P₁ and P₂, we have P₁ = 1.927765 and P₂ = 1.131351.

Now put the values of M and P₁ in Eq 27, we have (57)

Now put the values of M and P₂ in Eq 30, we have (58)

Therefore,

This implies to (59) Hence, τ is bounded.

Step 3: In this step we will prove that the operator τ is equi-continuous on [0, 1]:

‖τu(t₂) − τu(t₁)‖_X ≤ (60)

It is clear from the above equation that every term has t₂ − t₁ so if t₂ → t₁ then ‖τu(t₂) − τu(t₁)‖_X → 0. By Arzela-Ascoli theorem it is concluded that τ equi-continuous operator.

Step 4: Suppose a set . We have to prove that the set W is bounded. For this if u ∈ W, then u = ϱτ(u), 0 < ϱ < 1. For any 0 ≤ t ≤ 1, it can be written as, (61)

Let ϱ = 0.5 then (62)

This shows that W is bounded. By Theorem (4.2), BVP (1) has at least one solution.

5 Comparative analysis

The authors in [42] investigated boundary value problems for FEDs with multiple orders of fractional integrals and derivatives. The orders of derivatives and integrals belongs to the interval [1, 2] in both FEDs and boundary conditions. Existence and uniqueness results are obtained using Sadovskii’s fixed point theorem and Banach’s contraction mapping principle.

Cona and Bal in [43] established a model consists of fractional order Integral-Differential equation with some suitable initial conditions. The order of fractional order Integral-Differential equation was belongs to [0, 1] in that model. They used fixed point method to find the sufficient conditions for existence and uniqueness of considered problem.

The authors in [44] presented the coupled system of integro-differential equations with periodic and nonlocal integral boundary conditions. They proved the existence and uniqueness of their presented model with the help of fixed point theorems. They use two different order Caputo Fractional derivative in their coupled system, the order of one derivative is belongs to [2, 3] and the other is belongs to [1, 2].

Sharif, Hamood and Ghadle gave some new investigations into the existence and uniqueness analysis of the fractional Volterra-Fredholm integro differential equations of order [0, 1] with beginning conditions that are nonlinear Caputo fractional equations. The desired outcomes are demonstrated using the fractional inequality, a variation of the nonlinear alternative of Leray-Schauder in Banach spaces and the Banach fixed point theorem for non-self mappings. Additionally, by using the contraction mapping principle, the uniqueness results were established. They investigated the existence and uniqueness of solutions for the absence of research on nonlinear fractional Volterra-Fredholm integro-differential equations with initial conditions [45].

In parallel with all these most recent studies, we investigate existence and uniqueness for the solution of Caputo-fractional differential equation of order [3, 4] involving implicit function with well-posed boundary conditions. Our boundary conditions are well-posed which mean the solution behaviour changes continuously with boundary condition and solution is not highly sensitive to changes in final data. Solution of well-posed boundary condition problem can be deducted on a computer using stable algorithm.

6 Mathematical contribution

In this article we concluded mathematically that if a function is continuous and a positive real number M exists such that |g(t, u, v)| ≤ M for all u, v ∈ X and for each t ∈ [0, 1] then solution of the considered problem exist. Moreover if (P₁ + P₂)(θ + ϑ) < 1 then the considered BVP has a unique solution and for the applicability of these two points we take examples where γ = 7/2, ζ = 1/2, η = 3/4, ξ = 4/5, ν = 3/5, μ1/2, λ = 2/3, and value of (P₁+ P₂)(θ + ϑ) become less than 1 and |g(t, u, v)| became less to M. So our considered model exist and have a unique solution.

7 Conclusion

We managed to employ Banach contraction principle and Schaefer fixed point theorem to study the existence and uniqueness of solution for a well-possed implicit fractional boundary value problem involving Caputo derivatives of order γ ∈ [3, 4] and ζ ∈ [1, 2]. Results of this paper give a different opinion about the differentiation of derivative in the discussed boundary value problem. Considered function is necessarily third-order differentiable to guarantee the existence of solution could be forth order differentiable. If the function is not third order differentiable then the solution u(t) is not exist for q = 4 because d⁴/dx⁴ does not exist.

The model under study is generalized version of many recent studies. We use some examples to demonstrate the results. In future this model will help to convert forth order differential problems in fractional differential models. The main advantage of this conversion is fractional differential models are more accurate as compare to ordinary differential model because it preserves the history of procedure and predict the future.

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