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Volume 2011, Article ID 297026, 12 pagesdoi:10.1155/2011/297026 Research Article Positive Solution of Singular Boundary Value Problem for a Nonlinear Fractional Differential Equation Cha

Trang 1

Volume 2011, Article ID 297026, 12 pages

doi:10.1155/2011/297026

Research Article

Positive Solution of Singular Boundary

Value Problem for a Nonlinear Fractional

Differential Equation

Changyou Wang,1, 2, 3 Ruifang Wang,2, 4Shu Wang,3

and Chunde Yang1

1 College of Mathematics and Physics, Chongqing University of Posts and Telecommunications,

Chongqing 400065, China

2 Key Laboratory of Network Control & Intelligent Instrument, Chongqing University of

Posts and Telecommunications, Ministry of Education, Chongqing 400065, China

3 College of Applied Sciences, Beijing University of Technology, Beijing 100124, China

4 Automation Institute, Chongqing University of Posts and Telecommunications,

Chongqing 400065, China

Correspondence should be addressed to Changyou Wang,wangcy@cqupt.edu.cn

Received 16 August 2010; Revised 16 November 2010; Accepted 9 January 2011

Academic Editor: M Salim

Copyrightq 2011 Changyou Wang et al This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited

The method of upper and lower solutions and the Schauder fixed point theorem are used to investigate the existence and uniqueness of a positive solution to a singular boundary value problem for a class of nonlinear fractional differential equations with non-monotone term Moreover, the existence of maximal and minimal solutions for the problem is also given

1 Introduction

Fractional differential equation can be extensively applied to various disciplines such as physics, mechanics, chemistry, and engineering, see1 3 Hence, in recent years, fractional differential equations have been of great interest, and there have been many results

on existence and uniqueness of the solution of boundary value problems for fractional differential equations, see 4 7 Especially, in 8 the authors have studied the following type of fractional differential equations:

D α0ut  ft, ut  0, u0  u1  0, 0 < t < 1, 1.1

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where 1 < α ≤ 2 is a real number, f : 0, 1 × 0, ∞ → 0, ∞ is continuous and D α0is the fractional derivative in the sense of Riemann-Liouville Recently, Qiu and Bai9 have proved the existence of a positive solution to boundary value problems of the nonlinear fractional differential equations

D0α ut  ft, ut  0, u0  u1  u0  0, 0 < t < 1, 1.2

where 2 < α ≤ 3, D α

0 denotes Caputo derivative, and f : 0, 1 × 0, ∞ → 0, ∞ with

limt → 0 ft, ·  ∞ i.e., f is singular at t  0 Their analysis relies on Krasnoselskii’s

fixed-point theorem and nonlinear alternative of Leray-Schauder type in a cone More recently, Caballero Mena et al 10 have proved the existence and uniqueness of a positive and non-decreasing solution to this problem by a fixed-point theorem in partially ordered sets Other related results on the boundary value problem of the fractional differential equations can be found in the papers11–23 A study of a coupled differential system of fractional order is also very significant because this kind of system can often occur in applications

24–26

However, in the previous works9,10, the nonlinear term has to satisfy the monotone

or other control conditions In fact, the nonlinear fractional differential equation with non-monotone term can respond better to impersonal law, so it is very important to weaken control conditions of the nonlinear term In this paper, we mainly investigate the fractional differential 1.2 without any monotone requirement on nonlinear term by constructing upper and lower control function and exploiting the method of upper and lower solutions and Schauder fixed-point theorem The existence and uniqueness of positive solution for1.2

is obtained Some properties concerning the maximal and minimal solutions are also given This work is motivated by the above references and my previous work27 This paper is organized as follows InSection 2, we recall briefly some notions of the fractional calculus and the theory of the operators for integration and differentiation of fractional order.Section 3is devoted to the study of the existence and uniqueness of positive solution for1.2 utilizing the method of upper and lower solutions and Schauder fixed-point theorem The existence of maximal and minimal solutions for1.2 is given inSection 4

2 Preliminaries and Notations

For the convenience of the reader, we present here the necessary definitions and properties from fractional calculus theory, which are used throughout this paper

Definition 2.1 The Riemann-Liouville fractional integral of order α > 0 of a function f :

0, ∞ → R is given by

I0α ft  1

Γα

t

0

t − s α−1 fsds, 2.1

provided that the right-hand side is pointwise defined on0, ∞.

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Definition 2.2 The Caputo fractional derivative of order α > 0 of a continuous function f :

0, ∞ → R is given by

D α0ft  1

Γn − α

t

0

f n s

t − s α−n1 ds, 0 < t < ∞, 2.2

where n−1 < α ≤ n, n ∈ N, provided that the right-hand side is pointwise defined on 0, ∞.

Lemma 2.3 see 28 Let n − 1 < α ≤ n, n ∈ N, ut ∈ C n 0, 1, then

I0α D α0ut  ut − C1− C2t − · · · − C n t n−1 , C i ∈ R, i  1, 2, , n, 0 ≤ t ≤ 1,

D α

I α

ut  ut, 0 ≤ t ≤ 1. 2.3

Lemma 2.4 see 28 The relation

I α

0I0β ϕt  I αβ

is valid when Re β > 0, Reα  β > 0, ϕt ∈ L1a, b.

Lemma 2.5 see 9 Let 2 < α ≤ 3, 0 < σ < α − 2; F : 0, 1 → R is a continuous function and

limt → 0 Ft  ∞ If t σ Ft is continuous function on 0, 1, then the function

Ht 

1

0

is continuous on 0, 1, where

Gt, s 

α − 1t1 − s α−2 − t − s α−1

Γα , 0≤ s ≤ t ≤ 1, t1 − s α−2

Γα − 1 , 0≤ t ≤ s ≤ 1.

2.6

Lemma 2.6 Let 2 < α ≤ 3, 0 < σ < α − 2; f : 0, 1 × 0, ∞ → 0, ∞ is a continuous function

and lim t → 0 ft, ·  ∞ If t σ ft, ut is continuous function on 0, 1×0, ∞, then the boundary value problems1.2 are equivalent to the Volterra integral equations

ut 

1

0

Gt, sfs, usds. 2.7

Proof FromLemma 2.5, the Volterra integral equation2.7 is well defined If ut satisfies the

boundary value problems1.2, then applying I αto both sides of1.2 and usingLemma 2.3,

one has

ut  −I α

0ft, ut  C1 C2t  C3t2, 2.8

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where C i ∈ R, i  1, 2, 3 Since t σ ft, ut is continuous in 0, 1, there exists a constant M > 0,

such that|t σ ft, ut| ≤ M, for t ∈ 0, 1 Hence

I0α ft, ut  1

Γα

t

0

t − s α−1 fs, usds

 1

Γα

t

0

t − s α−1

s −σ s σ fs, usds

≤ M

t

0

t − s α−1

Γα s −σ ds

 M

Γα t α−σ B1 − σ, α

 Γ1 − σM Γ1  α − σ t α−σ ,

2.9

where B denotes the beta function Thus, I α

0ft, ut → 0 as t → 0 In the similar way, we can prove that I0α−2 ft, ut → 0 as t → 0.

ByLemma 2.4we have

ut  −D1

0I0α ft, ut  C2 2C3t

 −D1 0I01 I0α−1 ft, ut  C2 2C3t

 −I α−1

0 ft, ut  C2 2C3t,

ut  −D1

0I0α−1 ft, ut  2C3 −I α−2

0 ft, ut  2C3.

2.10

From the boundary conditions u0  u1  u0  0, one has

C1 0, C2 1

Γα − 1

1

0

1 − s α−2

f s, usds, C3 0. 2.11 Therefore, it follows from2.8 that

ut  − 1

Γα

t

0

t − s α−1 fs, usds  1

Γα − 1

1

0

t1 − s α−2 fs, usds



t

0



t1 − s α−2

Γα − 1

t − s α−1

Γα



f s, usds 

1

t

t1 − s α−2

Γα − 1 fs, usds



1

0

Gt, sfs, usds.

2.12

Namely,2.7 follows

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Conversely, suppose that ut satisfies 2.7, then we have

ut 

1

0

Gt, sfs, usds

 − 1

Γα

t

0

t − s α−1 fs, usds  1

Γα − 1

1

0

t1 − s α−2 fs, usds

 −I α

0ft, ut  t

Γα − 1

1

0

1 − s α−2

f s, usds,

2.13

From Lemmas2.3and2.4andDefinition 2.2, one has

ut  −D1

0I0α ft, ut  1

Γα − 1

1

0

1 − s α−2 fs, usds

 −I α−1

0 ft, ut  1

Γα − 1

1

0

1 − s α−2 fs, usds

 − 1

Γα − 1

t

0

t − s α−2 fs, usds  1

Γα − 1

1

0

1 − s α−2 f s, usds,

ut  D1

0



−I α−1

0 ft, ut  1

Γα − 1

1

0

1 − s α−2 f s, usds



 −I α−2

0 ft, ut  − 1

Γα − 2

t

0

t − s α−3 fs, usds,

2.14

as well as

D α0ut  D α

0



−I α

0ft, ut  t

Γα − 1

1

0

1 − s α−2 fs, usds



 −D α

0I0α f t, ut  I3−α

0 D03



t Γα − 1

1

0

1 − s α−2 fs, usds



 −ft, ut.

2.15

Thus, from2.12, 2.14, and 2.15, it is follows that

D α

0ut  ft, ut  0, u0  u1  u0  0, 0 < t < 1. 2.16 Namely,1.2 holds The proof is therefore completed

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Remark 2.7 For Gt, s, since 2 < α ≤ 3, 0 ≤ s ≤ t ≤ 1 we can obtain

α − 1t1 − s α−2 ≥ t1 − s α−2 ≥ tt − s α−2 ≥ t − s α−1

. 2.17

Hence, it is follow from2.6 that Gt, s > 0, for 0 < t < 1 and G0, s  G1, 1  0.

Let X  C30, 1 is the Banach space endowed with the infinity norm, K is a nonempty closed subset of X defined as K  {ut ∈ X | 0 < ut, 0 < t ≤ 1, u0  0} The positive solution which we consider in this paper is a function such that ut ∈ K.

According toLemma 2.6,1.2 is equivalent to the fractional integral equation 2.7 The integral equation 2.7 is also equivalent to fixed-point equation Tut  ut, ut ∈

C30, 1, where operator T : K → K is defined as

Tut 

1

0

Gt, sfs, usds, 2.18

then we have the following lemma

Lemma 2.8 see 9 Let 2 < α ≤ 3, 0 < σ < α − 2, f : 0, 1 × 0, ∞ → 0, ∞ is a continuous function and lim t → 0 ft, ·  ∞ If t σ ft, ut is continuous function on 0, 1 × 0, ∞, then the operator T : K → K is completely continuous.

Let 2 < α ≤ 3, 0 < σ < α − 2, f : 0, 1 × 0, ∞ → 0, ∞ is a continuous function, lim t → 0 ft, ·  ∞, and t σ ft, ut is continuous function on 0, 1 × 0, ∞ Take

a, b ∈ R, and a < b For any ut ∈ X, a ≤ ut ≤ b, we define the upper-control function Ht, u  sup a≤η≤u ft, η, and lower-control function ht, u  inf u≤η≤b ft, η, it is obvious that Ht, u, ht, u are monotonous non-decreasing on u and ht, u ≤ ft, u ≤ Ht, u.

Definition 2.9 Let

ut ≥

1

0

Gt, sHs, usds,

1

0

G

2.19

3 Existence and Uniqueness of Positive Solution

Now, we give and prove the main results of this paper

Theorem 3.1 Let 2 < α ≤ 3, 0 < σ < α−2; f : 0, 1×0, ∞ → 0, ∞ is a continuous function

with lim t → 0 ft, ·  ∞, and t σ ft, ut is a continuous function on 0, 1 × 0, ∞ Assume that

1.2, then the boundary value problem 1.2

has at least one solution ut ∈ C30, 1, moreover,

3.1

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Proof Let

endowed with the normz  max t∈0,1 zt, then we have z ≤ b Hence S is a convex, bounded, and closed subset of the Banach space X According toLemma 2.8, the operator

T : K → K is completely continuous Then we need only to prove T : S → S.

For any zt ∈ S, we have ut In view ofRemark 2.7,Definition 2.9, and the definition of control function, one has

Tzt 

1

0

Gt, sfs, zsds ≤

1

0

Gt, sHs, zsds

1

0

Gt, sHs, usds ≤ ut, Tzt 

1

0

Gt, sfs, zsds ≥

1

0

Gt, shs, zsds

1

0

G

3.3

Hence

point theorem, the operator T has at least a fixed-point ut ∈ S, 0 ≤ t ≤ 1 Therefore the

boundary value problem1.2 has at least one solution ut ∈ C3

t ∈ 0, 1.

Corollary 3.2 Let 2 < α ≤ 3, 0 < σ < α−2; f : 0, 1×0, ∞ → 0, ∞ is a continuous function

with lim t → 0 ft, ·  ∞, and t σ ft, ut is a continuous function on 0, 1 × 0, ∞ Assume that there exist two distinct positive constant ρ, μ ρ > μ, such that

μ ≤ t σ f t, l ≤ ρ, t, l ∈ 0, 1 × 0, ∞, 3.4

then the boundary value problem1.2 has at least a positive solution ut ∈ C0, 1, moreover

μ

1

0

Gt, ss −σ ds ≤ ut ≤ ρ

1

0

Gt, ss −σ ds. 3.5

Proof By assumption3.4 and the definition of control function, we have

μt −σ ≤ ht, l ≤ Ht, l ≤ ρt −σ , t, l ∈ 0, 1 × a, b. 3.6 Now, we consider the equation

D α0ut  ρt −σ  0, u0  u1  u0  0, 0 < t < 1. 3.7

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From Lemmas2.5and2.6,3.7 has a positive continuous solution on 0, 1

wt  ρ

1

0

Gt, ss −σ ds, t ∈ 0, 1, wt  ρ

1

0

Gt, ss −σ ds ≥

1

0

Gt, sHs, wsds.

3.8

Namely, wt is a upper solution of 1.2 In the similar way, we obtain vt  μ 1

0Gt, ss −σ ds

is the lower solution of1.2 An application ofTheorem 3.1now yields that the boundary value problem1.2 has at least a positive solution ut ∈ C30, 1, moreover

μ

1

0

Gt, ss −σ ds ≤ ut ≤ ρ

1

0

Gt, ss −σ ds. 3.9

Theorem 3.3 If the conditions in Theorem 3.1 hold Moreover for any u1t, u2t ∈ X, 0 < t < 1, there exists l > 0, such that

ft, u1 − ft, u2 ≤ l|u1− u2|, 3.10

then when l max0≤t≤1 1

0Gt, sds < 1, the boundary value problem 1.2 has a unique positive solution ut ∈ S.

Proof According toTheorem 3.1, if the conditions inTheorem 3.1hold, then the boundary value problems1.2 have at least a positive solution in S Hence we need only to prove that the operator T defined in 2.18 is the contraction mapping in X In fact, for any u1t, u2t ∈

X, by assumption 3.10, we have

|Tu1t − Tu2t| 

1

0

Gt, sfs, u1sds −

1

0

Gt, sfs, u2sds



1

0

Gt, s f s, u1s − fs, u2sds

1

0

Gt, s fs, u1s − fs, u2s ds

≤ l

1

0

Gt, sds|u1− u2|.

3.11

Note that, from Lemma 2.5, 1

0Gt, sds is a continuous function on 0, 1 Thus, when

l max0≤t≤1 1

0Gt, sds < 1, the operator T is the contraction mapping Then by Banach

contraction fixed-point theorem, the boundary value problem 1.2 has a unique positive

solution ut ∈ S.

Trang 9

4 Maximal and Minimal Solutions Theorem

In this section, we consider the existence of maximal and minimal solutions for1.2

Definition 4.1 Let mt be a solution of 1.2 in 0, 1, then mt is said to be a maximal solution

of1.2, if for every solution ut of 1.2 existing on 0, 1, the inequality ut ≤ mt, t ∈ 0, 1,

holds A minimal solution may be defined similarly by reversing the last inequality

Theorem 4.2 Let 2 < α ≤ 3, 0 < σ < α−2, f : 0, 1×0, ∞ → 0, ∞ is a continuous function

with lim t → 0 ft, ·  ∞, and t σ ft, ut is a continuous function on 0, 1 × 0, ∞ Assume that ft, u is monotone non-decreasing with respect to the second variable, and there exist two positive constants λ, μ μ > λ such that

λ ≤ t σ ft, u ≤ μ, for t, u ∈ 0, 1 × 0, ∞. 4.1

Then there exist maximal solution ϕt and minimal solution ηt of 1.2 on 0, 1, moreover

λ

1

0

Gt, ss −σ ds ≤ ηt ≤ ϕt ≤ μ

1

0

Gt, ss −σ ds, 0≤ t ≤ 1. 4.2

Proof It is easy to know fromCorollary 3.2 that μ 1

0Gt, s s −σ ds and λ 1

0Gt, ss −σ ds are

the upper and lower solutions of 1.2, respectively Then by using u0  μ 1

0Gt, ss −σ ds,

u0  λ 1

0Gt, ss −σ ds as a pair of coupled initial iterations we construct two sequences {u m },{u m} from the following linear iteration process:

u m t 

1

0

Gt, sfs, u m−1 sds,

u m t 

1

0

Gt, sfs, u m−1 sds.

4.3

It is easy to show from the monotone property of ft, u and the condition 4.1 that the sequences{u m },{u m} possess the following monotone property:

u0≤ u m ≤ u m1 ≤ u m1 ≤ u m ≤ u0 m  1, 2, . 4.4 The above property implies that

lim

m → ∞ ut m  ϕt, lim

exist and satisfy the relation

λ

1

0

Gt, ss −σ ds ≤ ηt ≤ ϕt ≤ μ

1

0

Gt, ss −σ ds, 0≤ t ≤ 1. 4.6

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Letting m → ∞ in 4.3 shows that ϕt and ηt satisfy the equations

ϕt 

1

0

Gt, sfs, ϕsds, ηt 

1

0

Gt, sfs, ηsds.

4.7

It is easy to verify that the limits ϕt and ηt are maximal and minimal solutions of 1.2 in

S∗



ψt | ψt ∈ K, λ

1

0

Gt, ss −σ ds ≤ ψt ≤ μ

1

0

Gt, ss −σ ds,

t ∈ 0, 1,ψt  max

0≤t≤1ψt

respectively, furthermore, if ϕt  ηt ≡ ζt then ζt is the unique solution in S∗, and hence the proof is completed

Finally, we give an example to illuminate our results

Example 4.3 We consider the fractional order differential equation

D α0ut  t −σ

1 ut

ut  sin ut  1



, 0 < t < 1,

u0  u1  u0  0,

4.9

where 2 < α ≤ 3, 0 < σ < α − 2 It is obvious from ft, ut  t −σ {1  ut/ut  sin ut  1}

that 1 ≤ t σ ft, u ≤ 2, t, u ∈ 0, 1 × 0, ∞ By Corollary 3.2, then4.9 has a positive solution Nevertheless it is easy to prove that the conclusions of9,10 cannot be applied to the above example

Acknowledgments

The authors are grateful to the referee for the comments This work is supported by Natural Science Foundation Project of CQ CSTC Grants nos 2008BB7415, 2010BB9401 of China, Ministry of Education ProjectGrant no 708047 of China, Science and Technology Project of Chongqing municipal education committeeGrant no KJ100513 of China, the NSFC Grant

no 51005264 of China

References

1 F Mainardi, “The fundamental solutions for the fractional diffusion-wave equation,” Applied

Mathematics Letters, vol 9, no 6, pp 23–28, 1996.

2 E Buckwar and Y Luchko, “Invariance of a partial differential equation of fractional order under the

Lie group of scaling transformations,” Journal of Mathematical Analysis and Applications, vol 227, no 1,

pp 81–97, 1998

... 9

4 Maximal and Minimal Solutions Theorem

In this section, we consider the existence of maximal and minimal solutions for 1.2...

0

Gt, ss −σ ds, 0≤ t ≤ 1. 4.6

Trang 10

Letting... by Banach

contraction fixed-point theorem, the boundary value problem 1.2 has a unique positive

solution ut ∈ S.

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