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On the concept of solution for fractional differential equations with

uncertainty

Article  in  Nonlinear Analysis · March 2010

DOI: 10.1016/j.na.2009.11.029

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 Nonlinear Analysis 72 (2010) 2859–2862

Contents lists available at ScienceDirect

Nonlinear Analysis
journal homepage: www.elsevier.com/locate/na

On the concept of solution for fractional differential equations

with uncertainty
Ravi P. Agarwal a , V. Lakshmikantham a , Juan J. Nieto b,∗
a
Department of Mathematical Sciences, Florida Institute of Technology, Melbourne, FL 32901, USA
b
Facultad de Matemáticas, Universidad de Santiago de Compostela, 15782, Spain

article info abstract

Article history: We consider a differential equation of fractional order with uncertainty and present the
Received 8 November 2009 concept of solution. It extends, for example, the cases of first order ordinary differential
Accepted 11 November 2009 equations and of differential equations with uncertainty. Some examples are presented.
© 2009 Elsevier Ltd. All rights reserved.
Keywords:
Fractional differential equation
Differential equation with uncertainty
Initial problem

1. Introduction

Fractional calculus is a generalization of ordinary differentiation and integration to arbitrary non-integer order. The
subject is as old as the differential calculus, and goes back to the time when Leibnitz and Newton invented differential
calculus. The idea of fractional calculus has been a subject of interest not only among mathematicians, but also among
physicists and engineers. Fractional calculus appears in rheology, viscoelasticity, electrochemistry, electromagnetism, etc.
For details, see the monographs of Kilbas et al. [1], Kiryakova [2], Lakshmikantham and Vatsala [3], Miller and Ross [4], and
Podlubny [5], and the references therein. Some recent contributions to the theory of fractional differential equations can be
seen in [6–12].
Initial value problems for fractional differential equations have been considered by some authors recently [13,3,11].
Some recent contributions to the theory of fractional differential equations can be seen in [6,7,14,8–11].
To study some dynamical processes it is necessary to take into account imprecision, randomness or uncertainty. The
uncertainty can be modeled by incorporating it into the dynamical system and considering fuzzy differential equations.
Some recent contributions on the theory of differential equations with uncertainty can be seen in [15–17].
Let α ∈ (0, 1], T > 0 and E be the set of fuzzy real numbers [15,16].
In this paper we consider a differential equation with uncertainty of the type
Dα x(t ) = f (t , x(t )), t ∈ (0, T ], (1)
where f [0, T ]× E → E is continuous. We will consider this equation with some adequate initial condition for a given x0 ∈ E .
If f [0, T ] × R → R and x0 ∈ R, then (1) reduces to a fractional differential equation.
If α = 1, then (1) is just a first order fuzzy differential equation.
Here we combine both types of differential equations, of fractional order and with uncertainty, to consider a new type of
dynamical system: fuzzy differential equations of fractional order. We then introduce the concept of solution for that type
of equations. To the best of our knowledge this is the first time in the literature that a fractional differential equation with
uncertainty is considered. Finally we present some examples.

∗ Corresponding author. Tel.: +34 81 563 100; fax: +34 81 597054.

E-mail addresses: agarwal@fit.edu (R.P. Agarwal), ewalczak@fit.edu (V. Lakshmikantham), juanjose.nieto.roig@usc.es (J.J. Nieto).

0362-546X/$ – see front matter © 2009 Elsevier Ltd. All rights reserved.
doi:10.1016/j.na.2009.11.029
2860 R.P. Agarwal et al. / Nonlinear Analysis 72 (2010) 2859–2862

2. Fractional differential equations

Let α ∈ (0, 1], T > 0, and σ : (0, T ] → R. Consider the nonlinear fractional differential equation

Dα x(t ) = f (t , x(t )), t ∈ (0, T ]. (2)

where
Z t
1 d
Dα x(t ) = (t − s)−α x(s)ds
Γ (1 − α) dt 0

is the usual Riemann–Liouville fractional derivative of order α of the function x : (0, T ] → R and f [0, T ] × R → R is
continuous.
The appropriate initial condition is in this case

lim t 1−α x(t ) = x0 ∈ R. (3)

t →0+

For a ∈ R the corresponding linear equation is

Dα x(t ) + ax(t ) = σ (t ), t ∈ J := (0, T ]. (4)

Consider the linear fractional differential equation (4) with the initial condition (3). The solution is given by [1]:
Z t
x(t ) = x0 Γ (α)t α−1 Eα,α (−at α ) + (t − s)α−1 Eα,α (−a(t − s)α )σ (s)ds, (5)
0

where Eα,α is the classical Mittag-Leffler function

∞
X zk
Eα,α (z ) = .
k=0
Γ (α(k + 1))
We point out that for α = 1 this representation is still valid since Γ (1) = 1 and E1,1 (z ) = ez . We thus obtain the solution
Z t
x(t ) = x0 e−at + e−a(t −s) σ (s)ds,
0

of the initial problem for a linear first order ordinary differential equation
x0 (t ) + au(t ) = σ (t ), x(0) = x0 .

3. Differential equations with uncertainty

Let E be the set of fuzzy real numbers [15] and consider the nonlinear differential equation with uncertainty

x0 (t ) = f (t , x(t )), t ∈ (0, T ], (6)

where f [0, T ] × E → E is continuous, and the initial condition
x(0) = x0 ∈ E . (7)
For a > 0 the solution of the linear problem

x0 (t ) = ax(t ) + σ (t ), t ∈ (0, T ] (8)

with the initial condition (7) is given by [16]
t
 Z 
x(t ) = e at
x0 + e −as
σ (s)ds .
0

4. Fractional differential equations with uncertainty

We now consider the fractional equation with uncertainty (1), i.e.,

Dα x(t ) = f (t , x(t )), t ∈ (0, T ],
where f : [0, T ] × E → E is continuous.
For a given x0 ∈ E the appropriate initial condition is

lim t 1−α x(t ) = x0 ∈ E . (9)

t →0+
 R.P. Agarwal et al. / Nonlinear Analysis 72 (2010) 2859–2862 2861

Assume that there exits λ > 0 such that the nonlinearity f is of the form
f (t , x) = λx + g (t , x)
with g : [0, T ] × E → E continuous.
It is important to note that for a crisp differential equation, of integer or fractional order, the problem
Dα x(t ) + ax(t ) = σ (t ), t ∈ (0, T ]
is the same as
Dα x(t ) = −ax(t ) + σ (t ), t ∈ (0, T ].
However in the case of space E both problems are not equivalent [18].
We write the Eq. (1) as
Dα x(t ) = λx(t ) + g (t , x(t )), t ∈ (0, T ]. (10)
Hence we define a solution of this Eq. (10) as a function x : (0, T ] → E such that
Z t
α−1 α
x(t ) = Γ (α)t Eα,α (λt )x0 + (t − s)α−1 Eα,α (λ(t − s)α )g (s, x(s))ds.
0

Moreover this solution satisfies the initial condition (9), i.e., limt →0+ t 1−α x(t ) = x0 .
Note that formally this expression is the same as the solution given by (5) with λ = −a.

5. Examples

Consider the fractional differential equation

Dα x(t ) = 0, t ∈ (0, T ].
The general solution of this equation [1] is
x(t ) = ct α−1
with c ∈ R.
Imposing the initial condition
lim t 1−α x(t ) = x0 ∈ R,
t →0+

then
x(t ) = x0 t α−1 .
Note that is precisely (5) for a = 0 and σ = 0.
In the fuzzy case, the solution is also
x(t ) = t α−1 x0 .
Now, let λ > 0 and 0 < α ≤ 1 and consider the equation
Dα x(t ) = λx(t ), t ∈ (0, T ].
The solution is given by the following expression
x(t ) = Γ (α)t α−1 Eα,α (λt α )x0 .
In the particular case, for example, of α = 1/2, and λ = 1, the solution of the fuzzy fractional equation
1
D 2 x( t ) = x( t )
together with the initial condition
lim t 1−α x(t ) = x0 ∈ E
t →0+

is given by
∞
X Γ (α) k−1
x(t ) = t 2 x0 .
k =0
Γ (α(k + 1))

Acknowledgements

This research of the third author has been partially supported by Ministerio de Educacion y Ciencia and FEDER, project
MTM2007-61724, and by Xunta de Galicia and FEDER, project PGIDIT06PXIB207023PR.
2862 R.P. Agarwal et al. / Nonlinear Analysis 72 (2010) 2859–2862

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