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NORTH- HOLLAND

Multivalued Fractional Differential Equations

A. M. A. El-Sayed
Faculty of Science
A l e x a n d r i a University
Alexandria, Egypt
and
A. G. Ibrahim
Faculty of Science
Cairo University
Cairo, E g y p t

Transmitted by John Casti

ABSTRACT

In this paper we study the Cauchy problem of the multivalued fractional

differential equation

dax(t)
- - e F(t, x(t)) a.e. o n I - - [0, T ], a • R+
dt ~

as a consequent result of the study of the Cauchy problem of the fractional

differential equation

d~x(t)
dt ~ = f ( t , x ( t ) ) , t • I, ~ • R +

in the Banach space E, where F ( t , z(t)) is a set-valued function defined on I × E.

The existence and some other properties of the solution will be proved. Contin-
uation of the problem to the Cauchy problem of the multivalued differential
equation d ~ x ( t ) / d t n e F ( t , x(t)) a.e. on I, and n = 1, 2 , . . . , will be established.

A P P L I E D M A T H E M A T I C S AND COMPUTATION 68:15-25 (1995)

(j~) Elsevier Science Inc., 1995 0096-3003/95/$9.50
655 Avenue of the Americas, New York, NY 10010 SSDI 0096o3003(94)00080-N
16 A. M. A. E L - S A Y E D A N D A. G. I B R A H I M

1. INTRODUCTION

Let E be a Banach space, a be a positive real number (a E R +) with

k = [a]([a] is the largest integer less or equal to a), and I = [0,T].
We are concerned here with the Cauchy problem

{ D~x(t) E F(t, x(t)) a.e. on I, c~ E R + (1.1)

(P) D~tx(t)]t=o= x¢(O) E E, j = 0,1,2,...,k (1.2)

where F: I × E ~ 2 E - { ¢ } is a set-valued mapping. Indeed the initial

motivation for the study of the multivalued differential equations came from
the development of control theory and the study of nonsmooth Hamiltonian
systems and nonsmooth optimal control problems (see [1-3]); for detailed
study of the multivalued differential equations see [1, 4, 5]. Our aim here
is to examine the concept of the solution of the problem (P), prove its
existence and establish some properties of this solution. For this purpose
we consider first the single valued case, i.e., the Cauchy problem

(Q)
{ D x(t) = S(t,x(t)),
DJx( )lt=0 = x3(0) E,
t EI and
j = 0,1,2,...,k
a E R+ (1.3)
(1.2)

where f: I x E -~ E and D~ is the fractional differential operator (for its

definition and properties see Section 2).
For earlier works concerning the problem (Q), the first author studied
it in [6, 7] when f : I x C(I) ---*C(I) (C(I) is the set of continuous func-
tions defined on I). Here we generalize this work for any Banach space E.
Furthermore, we prove some properties of this solution other than those
proved there.

2. PRELIMINARIES

Let Cm(I,E) be the class of all continuously differentiable functions

from I to E endowed with the uniform topology; when m = 0, denote by
[ [[. I [[ = suptei [[. [[ the norm of C(I, E) where I[" t[ is the norm of E.
Now for any positive real number c~ E R, we define

= f te~--1 t > o

0, t_<O
b'~actional Differential Equations 17

and

= • k = [,]
¢_v(t) = n=0,1,2,...

with the property ¢~(t) • Cz(t) = ¢~+~(t) for/3 > 0, where 5('~)(t) is the
nth derivative of the delta function and F(-) is the g a m m a function (for
the properties of ¢~(t) see [8 Sect. 3.5, 5.5] and [9 Sect. 2.4, 2.5]).

DEFINITION 2.1. Let x(t) E Cl+k(I, E); the fractional differential op-
erator is defined by

D~x(t) - dax(t) - Dl+kx(t) * ¢ l + k - ~ ( t )

dt ~

F(1 + k - ~) D~+kx(O) × (t - O)k-~dt~.

DEFINITION 2.2. Let X and Y be two nonempty sets, a set-valued

(multivalued) map F: X -* Y is a function that associate to any element
x E X a subset F(x) of Y, called the (image) value of F at x. We say that
F is proper set-valued if there exists at least one element x E X such that
F ( x ) ~ (~ (~ is the empty set). We say that F is strict if the domain of F
is X itself.

DEFINITION 2.3. Let F be a strict set-valued map; f is called a selec-

tion of F if f ( x ) E F(x), for every x E X. We denote by SF = {f: f ( x )
E F ( x ) , x E X } the set of all selections of F (for the properties of the
selections of F see [10-12].

DEFINITION 2.4. A set-valued map F from I × E to the family of all

nonempty closed subsets of E is called Lipschitzian if there exists L > 0
such that for all t l , t 2 E I and all Xl,X2 E E, we have

h(F(tl,xl),F(t2,x2)) g L(] tl - t2 [ +]]xl - x2]]).

where h(A, B) is the Hausdorff distance between the two subsets A, B

E I × E (for the properties of the Hausdorff distance see [1]). The fol-
lowing theorem [1, Sect. 9, Chap. 1, Th. 1] assures the existence of
Lipschitzian selection.

THEOREM 2.1. Let M be a metric space and F be Lipschitzian set-

valued function from M into the nonerapty compact convex subsets of R n.
18 A.M.A. EL-SAYED AND A. G. IBRAHIM

Assume, moreover, that for some A > 0, F(x) c AB for all x • M where B
is the unite ball of R n. Then there exists a constant c and a single-valued
function f: M --* R n, f(x) • F(x) for x • M; this function is Lipschitzian
with constant c.

3. SINGLE-VALUED PROBLEM

We consider now the problem (Q).

DEFINITION 3.1. By a solution of (Q) we mean a function x(t) • C(I,

E); this function satisfies (Q).

Now we prove the following equivalence theorem.

THEOREM 3.1. Let f: I × E --~ E be continuous on I. The function

x(t) • C(I, E) is a solution of (Q) if and only if

k tJ 1 ft
x(t) = ~ ~xj(O) + ~ Jo f(g'x(O))(t-O)~-ldO" (3.1)
j=o

PROOF. From the properties of the fractional derivatives we can write

(1.3) in the form

Dl+kx(t) * ¢ l + k - a ( t ) ----f(t, x(t)), t • I,

operating with the convolution of ¢~ (t), we get

Dl+kx(t) * ¢l+k(t) = f(t, x(t)) • Ca(t),

and taking into consideration the initial values (1.2) we obtain

k tJ 1 ft
x(t) = ~ ~xj(O) + ~(a) Jo f(O'x(O))(t-O)~-ldO" (3.1)
j=o

operating with D~ on (3.1) we get (1.3); also on putting t = 0 in (3.1) we

get (1.2). This completes the proof of the equivalence between (Q) and the
integral equation (3.1). •

THEOREM 3.2. Let f: I × E --* E be a continuous in I, and suppose

Fractional Differential Equations 19

there exists a constant c > 0, such that

IIf(t, Xl (t)) - - f(t, x2 (t))II < cllxl(t) - x2 (t)ll (3.2)

for every xl(t) and x2(t) • E and t • I.

/f T < a~/F(1 + (~)/c, then (Q) has a unique solution x(t) • C(I, E),
and D~z(t) e C(I, E).

PROOF. From the equivalence between (Q) and the integral equation
(3.1) we prove this theorem for (3.1). Let A: C ( I , E ) --* C ( I , E ) be the
operator defined by

x-~ j~.xj(O)
Ax(t) = j~__otJ 1 fot f(tg, x(O))(t - O)~-'dt9
+ ~(a) (3.3)

and xl(t),x2(t) e C(I,E); we find that

IIAx~(t) - Ax2(t)ll <_ ~ I fo~ IIf(O,Xl(O)) - f(O, x2(O))l[(t - O)'~-ldO

_< ~ II~x(o) - x2(o)ll(t - O)'~-~dO

ct ~
<-- r(,~ + 1) I IIzx - z2 L II-

Therefore [ HAxl(t) - Ax2(t) I II -< cT~/r(" + 1) I IIxl - x2 I II- Hence the

map A: C(I, E) --* C(I, E), defined by (3.3), is a contraction (and then has
a fixed point x(t) = Ax(t)) if

cT~ ~ ~/r(1 + . )
< 1, i.e., T < (3.4)
r ( ~ + 1) c

So the integral equation (3.1) and consequently (Q) has a unique solution
x(t) e V i i , E). Differentiating (3.1) c~ times we get D~x(t) = f(O, x(O))
• C(I, E), which completes the proof.
Now write ~ = 1 + k - f~, 0 </~ < 1, k = [~] and consider the problem

{ Dtl+ky(t) = f ( t, y(t)), t • I, (3.5)

(Q*) DJy(t) ]t=o= xj(O) • E, j = 0,1,...,k. (1.2)
20 A.M.A. E L - S A Y E D A N D A. G. I B R A H I M

Then we have the following forward continuation theorem:

THEOREM 3.3. (Continuation of the solution). Let f : I x E --~ E be

continuous on I and satisfy the Lipschitz condition (3.2). If ~3 --~ 0 (i.e., c~
1 + k), then the solution of (Q) coincides with the solution of (Q*).

PROOF. Let xa(t) be the solution of (Q) and y(t) be the solution of
(Q*); then from the equivalence between (Q) and the integral equation (3.1)
and the corresponding equivalence between (Q*) and the integral equation

k . t
t3
y(t) = y ~ -Sxj(O) + V(1 + k) 1 fro f ( O , y ( O ) ) ( t - O)kdO, (a.6)
j=O j"

we have

x=(t) - y(t) r(~)1 2 f(o,~.(o))(t- o)"-'eo

r(15- k) f(O, ~(O))(t - O?dO

r(a)lfo' (f(O,x,~(O)) - f(O, y(t)))(t - O)~-ldO

C(1 + k) f(O, y(O))

x[1 r(1r(+) k) (t _ oy- ~-k] (t - O)kdO.

So we get
cT~
F(a + 1)
I IIx. - y I I[ + cz
and hence
1
I Il~-vlll <- (1 - (cT~/r(t + a))) c,,
where

1 /o r IIf(O,y(O))[I1 C(1
C~- CO+k) r(t+k-~)
+ k) ( t - o)-~ ( t - O)kdO.

Now, since

r(1 + k)
IIf(O,y(O))ll 1 - r ( T ~ ~ : - ~ ) ( t - o ) - , (t - o) ~ < Ill(e, y(O))ll(t - o) ~
Fractional Differential Equations 21

and

r ( 1 + k) (t - 0 ) - ~ (t - 0) k ~ o as ~--, 0
IIf(O,y(O))ll 1 - r ( 1 + k - Z)

it follows from the Lebesgue dominated theorem [13] that

C~-,0 as~0,

which proves that

I I I x . - y l tl ~ o asa~X+k,
lim x~($) = y(t) in C(I,E)
a--~l+k

which completes the proof. II

REMARK. Note that the continuation theorem in [5, Th. 3.1] is a

backward theorem.

COROLLARY 3.4. If the assumptions of Theorem 3.2 are satisfied, then

lim D~x,~(t) = Dl+ky(t) in C(I, E).

c~--*l+k

PROOF. From (1.3) and (3.5) we have

D~x~(t) - Dl+%(t) = f(O, x~(O)) - f ( t , y ( t ) ) ;

then

IlD~x~(t) - Dl+kY(t)l[ = Ill(t, x ~ ( t ) ) - f ( t , y(t))ll

_< a l l x ~ ( t ) - Y(t)ll <_ c I IIx~ - y Ill --' o as c~ --, 1 + k,

which proves the result.

4. SET-VALUED P R O B L E M

We consider now the Cauchy problem (P) in the Banazh space E - ~n.

DEFINITION 4.1. By a solution of (P) we mean a single-valued function

x(~) e C(I,]Rn); this function satisfies (P).
22 A.M.A. EL-SAYED AND A. G. IBRAHIM

THEOREM 4.I. Let F(t,x(t)) be a Lipschitzian set-valued map from

I × R n into the nonempty compact convex subsets of R n. If for some
A :> O,F(t,x(t)) C AB(0,1) for eve,7/ (t,x(t)) E I × I~~, where B(0,1) is
the unite ball of R ~, then
(1) There exists a solution of P;
(2) This solution continuously depends on the set SF of all Lipschitzian
selection of F.

PROOF. From our assumptions (and Section 2, Theorem 2.1 by taking

M = I × R ~) we deduce that there exists a selection f(t,x(t)) of the set-
valued map F(t, x(t)) which satisfies

I[f(tl,xl(tl)) - f(t2, x2(t2))ll < A([tl - t2l ÷ IIx~(tl) - x2(t2)ll) (4.1)

for every tl,t2 c I and Xl,X 2 E R n.

Hence f(t, x(t)) is continuous on I and satisfies the Lipschitz condition
(3.2) with Lipschitz constant A.
Now applying Theorem 3.2 we deduce that there exists at least one
solution x(t) e C(I, ]~'~) of the problem (P).
Moreover, for every Lipschitzian selection f(t, x(t)) of the set-valued
map F(t,x(t)) there exists one and only one solution x(t) e C ( I , R ~) of
the problem (P). This proves the existence of the solution.
Secoad let fl (t, x(t)) and f2(t, x(t)) be two different Lipschitzian selec-
tions of F(t, x(t)) such that

[Ifl(t,x(t)) - f2(t,x(t))]l < ~, ~>0, teI; (4.2)

then for the two corresponding solutions x fl (t) and x f2 (t) of (P) we have

Xf1(t) --Xf~(t)- r(O~) (fl(O'Xf1(O))-f2(Oaxf2(t)))(t-O)c~-ldO"

So

[]xf= (t) - x f2 (t)[]

<- ~(a) [[fl(O,x/~(O)) -- fx(O, Xf=(t))[[(t -- O)~-ldO

l/or
-}-~(~) Hfx(O,Xf2(O)) -- f2(O, Xf2(t))H(t -- O)a-ldO
AT ~ ~T ~
-< r(1 + ~ ) I ]Ix/, - x:, I [I + U ( l + ~ ) '
Fractional Differential Equations 23

which proves t h a t

cT ~
] l]xfx - xf2 I t[ ~ r ( 1 + a) - = 6(c),

which proves t h e continuous dependence of the solution on the set SF of

all Lipschitzian selection of F , completing the proof. •

Now, consider the problem

Dl+kx(t) • F(t,x(t)), a.e. on t • I , k = 0 , 1 , 2 , . . .

(4.3)
(P*) D~x(t) It=o = xj(O) • R ~, j = 0,1,2,...,k.

THEOREM 4.2. (Continuation of the problem). Let F(t,x(t)) be as in

Theorem 4.1. If a --* 1 + k, then the problem (P) coincides with (P*).

PROOF. F r o m T h e o r e m 4.1, there exists at least one solution x(t)

= (Xl(t), x2(t),..., xn(t)) • C(I, R ~) of the problem (P).
Now, since

lira
o~---*l + k
D~x~(t) -- lim Dl+kx~(t) * ¢l+k-a(t)
~---~l+k

= Dl+kxi(t) * Co(t) = Dl+kx~(t)* 5(t)

= Dl+kxi(t), i = 1,2,...,n

it follows t h a t lima-~l+k Dax(t) = Dl+kx(t) and hence as a --+ 1 + k t h e

problem (P) coincides w i t h the problem (P*). •

COROLLARY 4.3. If F(t,x(t)) satisfies the assumptions of Theorem

4.1, then the problem (P*) has at least one solution x(t) E C(I, Rn), and
this solution continuously depends on the set of all Lipschitzian selection.

PROOF. T h e results follow from Theorems 4.1 and 4.2.

5. EXAMPLES

We give here two examples of set-valued functions t h a t satisfy our as-

s u m p t i o n s in T h e o r e m 4.1.

(1) Let S = [-1,1] and I = [0, T], so the set-valued function F(t,x(t))
= (t 2 + x2(t))S from I x S to the closed convex subsets of R is
24 A.M.A. EL-SAYED AND A. G. IBtZAHIM

Lipschitzian; this is since (from the properties of the Housdorff dis-

tance [1])

h(F(tl, Xl (tl)), F(t2, x2 (t2))) = h((tl ~ + ~(t~))~, (t~ + ~(t=))~)

= I(t~ + ~(t~)) - (t~ + ~(t=)) I
___ I t~ - t~ I + I ~(t~) - ~(t~) r
_< 2(I tl - t21 + I Xl(tl) X2(t2) I)"
- -

Hence, we can apply our results to the problem

{ D ~ x ( t ) • (t 2 +x2(t))S, a.e. on I, a • R+
(P) DJtx(t) It=0= xj(O) • S, j = 0,1,2,...,k.

(2). Let 5 ' = {x • ]R=:[[x[[ ___ 1}, w h e r e t e I = I0,1]. The set-valued

function F(t,x(t)) = (t + I[x(t)]])S from I x S to the closed convex
subsets of Nn is Lipschitzian, this is since

h(F(tl, x l ( t l ) ) , F(t2, x2(t2))) = h((tl + [[xl(tl)[[)S, (t2 + Hx2(t2)[[)S)

= It1 -t2 I + I Ilxl(tl)l]- Ilx=(t2)ll I
_< It1 - t2 [ +][Xl(t~) - x2(t=)[I.

Hence we can apply our results to the problem

(P)
{ D~'x(t) e (t + llx(t)ll)S,
D~x(t) [t=o= xj(O) e S,
a.e. on I,
j = 0,1,2,...,k.
a • R+

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