Abstract
The methods for constructing solutions to integro-differential equations of the Volterra type are considered. The equations are related to fractional conformable derivatives. Explicit solutions of homogeneous and inhomogeneous equations are constructed, and a Cauchy-type problem is studied. It should be noted that the considered method is based on the construction of normalized systems of functions with respect to a differential operator of fractional order.
1. Introduction
There are many different ways of defining fractional operators, unlike in classical calculus, where there is only one way to define the derivative operation. The most common derivatives are Riemann–Liouville and Caputo derivatives, which were successfully used in the modeling of complex dynamical processes in physics, biology, engineering and many other fields [1,2,3,4,5].
Among the other definitions of fractional calculus, we can mention Hilfer, Riesz, Hadamard, Erd’elyi-Kober, Atangana–Baleanu, Katugampola, fractional conformable derivatives, and many others [2,6,7,8,9].
It should be noted that questions related to the theorems of existence and uniqueness of solutions of Cauchy-type and Dirichlet-type problems for linear and nonlinear differential equations of fractional order have been developed in sufficient detail, whereas explicit solutions are only known for certain types of linear differential equations of fractional order.
One of the most widely used methods for constructing solutions to differential equations of fractional order is the method of integral transformations. A detailed description of this method can be found in [2,4,5] and other works. An effective method for constructing explicit solutions and solving the Cauchy problem for differential equations of fractional order is based on the Mikusinski operational calculus. In the papers of Yu. Luchko et al. [10,11,12,13,14,15], this method was applied to solve linear differential equations of fractional order with constant coefficients and with derivatives of Riemann–Liouville and Caputo type and the general fractional derivative. This method was later used for a general equation with a Hilfer-type operator [16]. In the paper [17] A. Pskhu formulated and solved the initial problem for linear ordinary differential equations of fractional order with Riemann–Liouville derivatives. He reduced the problem to an integral equation and constructed an explicit solution in terms of the Wright function. We also note that in [18,19] the Cauchy problem for differential equations of fractional order has been studied using the Adomian decomposition method.
In this paper, we consider an operator method for constructing solutions to fractional differential equations. This method is based on the construction of normalized systems with respect to operators of fractional differentiation. The method of normalized systems was introduced in [20] and used to construct exact solutions to the Helmholtz equation and the polyharmonic equation. The method of normalized systems was used to solve the Cauchy problem for ordinary differential equations with constant coefficients [21], as well as to construct solutions to differential equations associated with Dunkl operators [22,23]. Later, in [24,25,26,27], this method was applied to the construction of an explicit form of solution of fractional differential equations.
Let us first consider the definition of fractional-order integro-differentiation operators that will be used in this paper.
Let For function , we define the operator
In case , this operator corresponds to an integral operator of the form
Let and . In [8], the following integro-differential operators were considered:
In case , operator coincides with the integration operator of the order in the Riemann–Liouville sense, whereas and coincide with the differentiation operators of the order in the Riemann–Liouville and Caputo sense [2].
It should be noted that the methods for solving fractional differential equations with derivatives and have been studied by many authors, in particular, in works [28,29,30,31,32].
In [28] the theorem on the existence of a unique solution to the Cauchy problem is proved by the method of successive approximations. In [29], using the generalized integral Laplace transform for the case , explicit solutions to the following Cauchy problems were constructed
Similar results were obtained in [30,31,32].
The use of differential equations of fractional order with derivatives and in the modeling of biological processes (fractional analogue of the Bergman model), electrical circuits, motion of electrons under the action of the electric field (fractional analogue of the Drude model), as well as in the analysis of applied dynamic models (Rabinovich–Fabrikant attractor), is described in [33,34,35,36,37].
Further, in the work of A.A. Kilbas and M. Saigo [38], on the basis of the formula for the composition of operators of integration of fractional order with a three-parameter Mittag–Leffler function , an algorithm for solving an integral equation of the type
was obtained.
In this paper (Section 3), this result is generalized for integral equations with the operator . In this case, the solution to the integral equation is constructed by a constructive method, i.e., by the method of normalized systems, and it is proved that the solution to the integral equation is represented in terms of Mittag–Leffler-type functions . The solution to the integral equation is constructed in a closed form when the right-hand side of the equation is a quasi-polynomial. In the particular case of parameters of the considered integral operator, the results obtained in this work agree with the results obtained in [38].
In Section 4 of this work, the method of normalized systems is used to construct solutions to iterated differential equations of fractional order. In contrast with our work [25], in this case, fractional-order differential equations with degeneration are considered. The construction of solutions to such equations has not been studied by other authors. It should be noted that in constructing solutions to these equations, a new class of special functions , representing a more general form of three-parameter Mittag–Leffler-type functions , arises.
In the fifth and sixth sections of the work, application of the method of normalized systems to the construction of an explicit solution of one class of fractional-order differential equations with operators and is considered. Homogeneous and inhomogeneous equations are studied. The considered equations and, therefore, the results obtained, generalize the results obtained in [30,31,32], as well as the results obtained in the work of A.A. Kilbas and M. Saigo [39].
At the end of the section, an example of solving an equation for electrical circuit simulation is given.
Further, we present some well-known information about the method of normalized systems.
Let and be linear operators, acting from the functional space X to Let functions from X be defined in a domain Let us give the definition of normalized systems [20].
Definition 1.
A sequence of functions is called normalized with respect to on having the base if, on this domain, the following equality holds:
If is a unit operator, then a system of functions normalized with respect to is called normalized with respect to , i.e.,
If then the system of functions is just called normalized.
The main properties of the systems of functions f-normalized with respect to the operators on have been described in [20]. Let us consider the main property of the f-normalized systems.
Proposition 1.
If a system of functions is normalized with respect to on , then the functional series , is a formal solution of the equation:
The following proposition allows us to construct an normalized system with respect to a pair of operators .
Proposition 2
([27]). If for there exists a right inverse operator , i.e., , where E is a unit operator and , then a system of functions is normalized with respect to a pair of operators on .
2. Properties of Integro-Differential Operators
Let us consider some properties of operators , and .
Lemma 1.
Let and . Then, the equality holds:
Proof.
By the definition of the operator we have
After changing variables for we get
The lemma is proved. □
Lemma 2.
Let . Then, the following equalities hold:
Proof.
If is an integer, then, by definition, and thus, for all , we get
If , then .
Let . Then, by the definition of the operator and taking into account (5), we get
If in the latter equality the parameter s takes one of the values , then
If , then
Similarly, if s takes one of the values , we get
Then, for these values of we get .
If , then
The lemma is proved. □
The following assertion was proved in [8].
Lemma 3.
Let and . Then, the equality
is valid.
3. Construction of a Solution to an Integral Equation
Let . Let us consider in the domain the following integral equation
It should be noted that for the case of the Riemann–Liouville operator, i.e., for , integral Equation (9) was studied in [38]. In this work, in the case when , based on the properties of a special Mittag–Leffler type function
an algorithm for constructing a solution to Equation (9) was proposed for the cases when is a polynomial or a quasi-polynomial. The properties of the function were also studied in [39,40,41,42].
In our case, to construct a solution to Equation (9), we use the method of normalized systems. For this purpose, we introduce the notations and , where is the unit operator. Then, Equation (9) can be rewritten in the form (4).
Let . Let us denote and
It is known (see, for example, [8]) that the operator is bounded from the space to the space , and therefore, for each , an inclusion occurs.
It is obvious that
Hence, the system of functions from (11) is f-normalized with respect to the pair of operators .
The following assertion is valid.
Theorem 1.
Let , and be defined by equality (11). Then, the function
is a solution to Equation (9) from class .
Proof.
Hence, function from (12) formally satisfies Equation (9). It remains to study the convergence of series (11). For this, let us estimate functions .
For we get
For , we get
In the general case, using the method of mathematical induction, one can prove that the inequality
is satisfied. Then,
This implies an absolute and uniform convergence of series (12) and the inclusion . The theorem is proved. □
Now, let us construct explicit solutions of Equation (9) for particular cases of function .
Theorem 2.
Let and , where is a real number. Then, the solution to Equation (9) is the function
Proof.
Under the conditions of this theorem, system (11) can be written as
Find the explicit form of . For , we get
For , we get
In the general case, for an arbitrary , we get
Corollary 1.
Let and , where is a real number. Then the solution to Equation (9) is written as
Remark 1.
For case representation (14) was obtained in [38].
Corollary 2.
Let and , where is a real number. Then, the solution to Equation (9) is written as
where is a Mittag-Leffler type function [2].
4. Construction of Solutions for Homogeneous Fractional Differential Equations
Let . Let us introduce the notations . Consider in the domain a differential equation of the type
where is one of the operators or .
Let . If we introduce the notations , Equation (15) can be rewritten in the form (4), and to construct a solution to this equation we have to construct a 0-normalized system with respect to operators . In this case, we will use the method proposed in [25].
Definition 2
([25]). Operator is called generalized-homogeneous of the μ order with respect to the variable t, if
where is a real number, is a constant.
Let and be a generalized-homogeneous operator of order . Let us suppose that operator can be applied to the monomial . Based on equality (16), we introduce the following coefficients
Let us assume that .
From (17) it follows that for coefficients the equalities
hold.
Let . Consider the function
where .
Theorem 3.
Let the series (18) converge and the operator can be applied term-by-term to it. If there exist such values of parameter s for which the equality , then functions for all such values of parameters and for all satisfy the equation
From equalities (6) and (7) it follows that operators and are generalized-homogeneous of order with respect to . Let us construct function (18) for these operators.
First consider the case for operator . Let and .
By virtue of equality (7) for , we get
Hence,
Further, as
and
then, introducing notations for coefficients we get:
If we now change the index k to , we finally obtain the equality
Hence, function in (20) satisfies the representation
Thus, the following assertion is valid.
Theorem 4.
Let , . Then, in case of operator solutions of Equation (15) are the functions
We can similarly transform the functions from (21). We get
where function is defined by the equality
Theorem 5.
Let , . Then, in case of operator solutions to Equation (15) are the functions
>
Remark 2.
Note that for , we get . In addition, the equality holds:
Solutions to differential equations with the operator are constructed in a similar way.
The following assertion is valid.
Theorem 6.
Let , . Then in case of operator solutions to Equation (15) are the functions
Remark 3.
For case this theorem was proved in [39], and for the case it was proved in [25].
5. Construction of Solutions to Inhomogeneous Differential Equations of Fractional Order
In this section, we consider a method for constructing a solution to inhomogeneous differential equations of fractional order with operators and .
Let . Consider the equation
First, we construct a solution to the homogeneous equation. To do this, we will construct 0-normalized systems with respect to the pair of operators . From Proposition 2, it follows that for this purpose, it is necessary to find all solutions of the equation and the right inverse for the operator . By the proposition of Lemma 3, the right inverse to the operator is the operator , and by virtue of equality (8), linearly independent solutions of the equation are functions .
Let . Consider a system of functions
Let us find an explicit form of the system of functions .
The following assertion is valid.
Lemma 4.
For functions equalities hold
where
Proof.
By virtue of equality (8), we get
Hence, for function , we obtain
If , then
Thus, equality (25) also holds for the case . Obviously, for the given values of parameters , for any , the inequality is satisfied. The lemma is proved. □
Let and consider functions
where is a complex number.
Moreover, for the following equality holds:
i.e., these coefficients coincide with the expansion coefficients of the function with the indices . It was shown in [30] that the coefficients of the function satisfy the asymptotic estimate
from whence it follows that the function is an integral function.
Let us introduce the notation and rewrite coefficients as
Further, from the asymptotic estimate
it follows that from equality (27) it also follows that they are integral functions.
Lemma 4 and Proposition 2 imply the following lemma.
Lemma 5.
Let . Then for all values the system of functions (25) is 0-normalized with respect to the pair of operators in the domain .
Using the main property of normalized systems, we obtain the following assertion.
Theorem 7.
Let Then, for all values the functions
are linearly independent solutions of the homogeneous Equation (23) where .
Proof.
Consider the function
Corollary 3.
Let the conditions of Theorem 7 be satisfied and Then, the solutions to the homogeneous Equation (23) are represented as
Corollary 4.
Let the conditions of Theorem 7 be satisfied and Then, the solutions of the homogeneous Equation (23) are represented as
Further, we will consider a method for constructing a solution to the inhomogeneous equation. Let . Then, by the proposition of Lemma 3, the function satisfies the equality
Consider the system
Lemma 6.
Let . Then the system of function (29) is -normalized with respect to the pair of operators in the domain .
Proof.
Let , then
Hence
Further, we use the notation . Then From the latter estimate, it follows that
Hence, for any , the estimate is valid:
Let us calculate the value of the function . Due to equality (25), we get
Hence, for any the relation and estimates
are valid. Moreover,
where
As , then also belongs to class and the equality is satisfied:
It is obvious that . Thus, in the class of functions , the equalities
hold, i.e., system (29) is normalized with respect to the pair of operators
The lemma is proved. □
Theorem 8.
Proof.
As the latter series converges uniformly in the domain , the sum of this series, and hence the function , belong to class . The theorem is proved.
Let us investigate the representation of function (31) for some special cases of function . □
Lemma 7.
Let . Then, the particular solution of Equation (23) is written as
Proof.
The lemma is proved. □
This lemma implies the following assertion.
Theorem 9.
Let . Then the particular solution of Equation (23) is written as
Remark 4.
Further, let us investigate the following Cauchy-type problem
where are real numbers. First, let us consider the homogeneous problem (33), (34).
Theorem 10.
Proof.
Let . According to Theorem 7, function in (35) is a solution to Equation (33). Let us show that satisfies the initial conditions (34). For function we have
Then
Hence, for function we get
The theorem is proved. □
From Theorem 10 the following theorem can be derived.
Theorem 11.
Functions from (28) are linearly independent.
Proof.
For functions we introduce an analogue of Wronskian: .
As in the case of the theorem for linear differential equations of order n, the following statement can be proved. □
Lemma 8.
For solutions to Equation (33) be linearly independent, it is necessary and sufficient that at a point .
According to (36) we get and, hence, according to the lemma, the solutions to Equation (33) are linearly independent. The theorem is proved.
Theorems 9 and 10 imply the following assertion.
Theorem 12.
Corollary 5.
In case the obtained representation of the solution coincides with Formula (65) in the work of A.A. Kilbas and M. Saigo [39].
Remark 5.
If , then it is not difficult to find an explicit form of the system from (29).
Indeed, in this case, by virtue of Formula (31) from [28], the equality is valid and thus
Then
In the simple case when from the last formula and from the statement of Theorem 10 the following assertion follows.
Corollary 6.
Let be a smooth function. Then, the solution to the Cauchy problem
is the function
In particular, for we get
This formula for and was obtained in [30].
In conclusion, we will consider an example of applying the results obtained to the equation in the theory of electrical circuits.
Example 1.
Let . Consider the following Cauchy problem
where are given as real numbers, is an unknown function. By virtue of Formula (37), the solution to problem (42) is the function
If , the solution to problem (42) is represented as
Remark 6.
Similar investigations can be carried out for the equation with the operator .
Author Contributions
B.K.T., K.I.U. and K.Z.N. contributed equally to the conceptualization and the formal analysis of the problem discussed in the paper. All authors have read and agreed to the published version of the manuscript.
Funding
The work was supported by a grant from the Ministry of Science and Education of the Republic of Kazakhstan (grant no. AP08956307).
Institutional Review Board Statement
Not applicable.
Informed Consent Statement
Not applicable.
Data Availability Statement
All the data is present within the manuscript.
Conflicts of Interest
The authors declare no conflict of interest.
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