Existence and Stability of Mixed Stochastic Fractional Order Differential Inclusion Equations via Cosine Dynamical System
Salah H Abid1, Sameer Q Hasan1,, Zainab A Khudhur1
1Department of Mathematics, College of Education Almustansryah University
Abstract
In this paper, we shall consider the existence and stability of stochastic fractional order differential inclusion nonlinear equations in infinite dimensional space by mixed fractional Brownian motion in Hilbert space H.
Keywords: Neutral mixed stochastic fractional order differential inclusion equations, existence, stability, via cosine dynamical system with fractional derivative as component in nonlinear functions 0<α, β<1
Copyright © 2016 Science and Education Publishing. All Rights Reserved.Cite this article:
- Salah H Abid, Sameer Q Hasan, Zainab A Khudhur. Existence and Stability of Mixed Stochastic Fractional Order Differential Inclusion Equations via Cosine Dynamical System. American Journal of Systems and Software. Vol. 4, No. 2, 2016, pp 57-68. https://pubs.sciepub.com/ajss/4/2/5
- Abid, Salah H, Sameer Q Hasan, and Zainab A Khudhur. "Existence and Stability of Mixed Stochastic Fractional Order Differential Inclusion Equations via Cosine Dynamical System." American Journal of Systems and Software 4.2 (2016): 57-68.
- Abid, S. H. , Hasan, S. Q. , & Khudhur, Z. A. (2016). Existence and Stability of Mixed Stochastic Fractional Order Differential Inclusion Equations via Cosine Dynamical System. American Journal of Systems and Software, 4(2), 57-68.
- Abid, Salah H, Sameer Q Hasan, and Zainab A Khudhur. "Existence and Stability of Mixed Stochastic Fractional Order Differential Inclusion Equations via Cosine Dynamical System." American Journal of Systems and Software 4, no. 2 (2016): 57-68.
Import into BibTeX | Import into EndNote | Import into RefMan | Import into RefWorks |
1. Introduction
In this article we study the neutral second- order abstract differential inclusion problem
![]() | (3.1) |
![]() |
![]() |
Where is a generator of cosine semigroup on a Hilbert space
and
are
valued Brownian motion and fractional Brownian motion respectively with afinit trace nuclear covariance operator
.
satisfy suitable conditions that will be established later on. The random variable
satisfies
.
This problem has been studied in case , ([1, 2, 3, 16]). Well-posedness has been established using different fixed point theorems and the theory of strongly continuous cosine families in Banach spaces. We refer the reader to [27, 28] for a good account on the theory of cosine families.
The theory of integro-differential equations or inclusions has become an active area of investigation due to their applications in the fields such as mechanics, electrical engineering, medicine biology, ecology and so on. On can see ([7, 8, 25] and references therein). Several authors have established the existence results of mild solutions for these equations ([4, 5, 21, 24]). In addition, the nonlinear integro-differential equations with resolvent operators serve as an abstract formulation of partial integro-differential equations that arise in many physical phenomena. One can see [15] and references therein. The deterministic models often fluctuate due to noise, which is random or at least appears to be so. Therefore, we must move from deterministic problems to stochastic problems. As the generalization of classic impulsive integro-differential equations or inclusions, impulsive neutral stochastic functional integro-differential equations or inclusions have attracted the researchers great interest. And some works have done on the existence results of mild solutions for these equations (see [17, 26] and references therein). To the best of our knowledge, there is no work reported on the existence of mild solutions for the impulsive neutral stochastic functional integro-differential inclusions with nonlocal initial conditions and resolvent operators, and the aim of this paper is to close the gap. In this paper, motivated by the previously mentioned papers, we will study this interesting problem. Sufficient conditions for the existence are given by means of the fixed point theorem for multi-valued mapping due to Dhage [11] and the fractional power of operators. Especially, the known results appeared in [9, 10] are generalized to the stochastic settings. An example is provided to illustrate the theory. We refer the reader to Da prato and Zabczyk [12]. throughout the paper and
denote two real separable Hilbert spaces. In case without confusion, we just use
for the inner product and
for the norm.
Let be complete filtered probability space satisfying that
contains all
-null sets of
. An
-valued random variable is an
-measurable function
and the collection of random variables
is called a stochastic process. Generally, we just write
instead of
and
in the space of S. Let
be a complete orthonormal basis of
. Suppose that
is a cylindrical
valued wiener process with a finite trace nuclear covariance operator
denote
which satisfies that
So, actually,
where
are mutually independent one-dimensional standard wiener processes. We assume that
is the
algebra generated by
and
. Let
and define
If then
is called a
-Hilbert-Schmidt operator. Let
denote the space of all
-Hilbert-Schmidt operators
The completion
of
with respect to topology induced by the norm
where
is a Hilbert space with the above norm topology. Let
be infinitesimal generator of a compact, analytic resolvent operator
Let
denote the Hilbert space of all
measurable square integrable random variables with values in
. Let
be the Hilbert space of all square integrable and
measurable processes with values in
.
=
let
denote the family of all
measurable,
–valued random variables
We use the notations
for the family of all subsets of
and denote
![]() |
(closed) for all .
is bounded on bounded sets if
is bounded in
, for any bounded set B of
, that is,
is called upper semi continuous (u .s .c. for short ) on
, if for any
,the set
is a nonempty, closed subset of
, and if for each open set
of
containing
there exists an open neighborhood
of
such that
is said to be completely continuous if
is relatively compact, for every bounded subset
If the multi –valued map
is completely continuous with nonempty compact values, then
is u .s .c. if and only if
has a closed graph, i.e.,
imply
.
has a fixed point if there is
such that
A multi-valued map
is said to be measurable if for each
the mean –square distance between
and
is measurable.
2. Preliminaries
In this section we present some notation. Assumptions and results needed our proofs later.
Definition (3-1) [18]
The multi-valued map is said to be
-Caratheodory if
i) is measurable for each
ii) is u.s.c. for almost all
iii) for each there exists
such that
for all
and for a. e.
Lemma (3-1) [19]
If : [0, b] →
satisfies
then the above sum in
![]() |
is well defined as an X-valued random variable and we have
![]() | (3.2) |
Definition (3-2) [6]
A semigroup ,
of bounded linear operators on a Banach space X is a
semigroup of bounded linear operators if:
, for every
.
Definition (3-3), [14]
If is a strongly continuous cosine family in X,
i. associated to the given strongly continuous cosine family, is defined by
.
ii. The infinitesimal generator of a cosine family
is defined by
![]() |
Where .
Lemma(3-2), [28]
Let
, be a strongly continuous cosine (resp,sin) family on X, then there exist constants
and
such that
, for all
,
for all
Theorem (3-1) [11]
Let and
denote respectively the open and closed balls in a Hilbert space
centered at the origin and of radius r and let
and
two multi-valued operators satisfying
(i) is a contraction, and
(ii) is u.s.c. and completely continuous.
Then, either
(1) the operator inclusion has a solution, or
(2) there exists an with
such that
for some
.
3. Main Result of the Existence and Stability
The following lemma and definition are begging to explain the main results.
To investigate the existence of the mixed-stochastic mild solution to the system (3.1), and for the operators we make the following assumption:
1. is the infinitesimal generator of a cosine semi group
,
,
in the Hilbert space
and there exist constants
and
such that
on
2. There exist constant such that
satisfies the following Lipchitz condition, that is, for any
such that
.
3. The multi-valued maps is an
Caratheodory function satisfies the following condition :-
i. is uniformly semi continuous for a. e.
for every
the function
is strongly measurable.
ii. nonempty.
iii. There exists a nonnegative continuous function and a continuous non decreasing positive function
such that
![]() |
4.
5. The function satisfies from
and there exists
such that
.
6. For each the set
is relatively compact in.
Lemma (3.3):
Let be a cosine semigroup and the
valued function
then (3.1) has a mixed–stochastic mild solution
![]() |
Proof:
![]() |
different both sides for s and use properties in lemma (3.1), we get
![]() |
![]() |
![]() | (3.3) |
Definition (3.4):
A bounded function is called mixed–stochastic mild solution of the fractional inclusion system (3.1) if for any
![]() |
4. Existence of the Fractional Stochastic Integro-Differential Inclusion Equations via Cosine Dynamical System
In this section, the existence of the mixed–stochastic mild solution to the stochastic fractional order inclusion problem formulation (3.1) has been discussed.
Theorem (3.2):
Assume the Hypotheses (1-6) are hold with
![]() |
For the mixed stochastic fractional order system (3.1) with initial conditions
![]() |
Then has a mixed-stochastic mild solution
Proof:
Let the operator defined by
![]() |
It is clear that the fixed point of are mild solutions of the system (3.1). Let
![]() | (3.4) |
![]() | (3.5) |
We prove that the operators and
are satisfy all the condition for theorem (3.1).
Let .
Step(1):- Now to prove that is a contraction.
Let from assuming that
![]() |
By using Cauchy-Schwarz inequality, we obtain
![]() |
From the conditions (1),(2) and taking supremum over for both sides, we get
![]() |
![]() |
By initial condition ,
,
, we get
![]() |
Let
![]() |
Step (2):- Now to prove that is convex for each
. Let
then, there exists
such that
such that
![]() | (3.6) |
![]() | (3.7) |
Let , then
![]() |
For each We have
![]() | (3.8) |
From the condition and since
is convex then we have that
![]() |
Remark (3.1) [27]:
We need the following inequalities for complete the proof of existence theorem.
thus
![]() |
Step (3):- Now to prove that maps bounded sets into bounded set in
. Indeed, it is enough to show that there exists appositive constant
such that For each
. Then there exists
for each
such that
![]() |
By using remark (3.1),
![]() |
From conditions (1) and (3-iii) , we get
![]() |
By using Lemmas (1-8) and (1-14), we get
![]() |
Let
![]() |
were ,
. Now
![]() | (3.9) |
If we put,
![]() |
Let us denote by the right hand side of above then
and
![]() |
Thus
![]() |
therefore
![]() |
By taking the integral in both sides, we get
![]() |
Let
So,
![]() |
From theorem (3.1), we get
![]() |
Hence is bounded and then
is bounded then the
maps bounded sets in to bounded sets in
Step (4):- maps bounded set into equicontinuous sets of
, Let
therefore each
and
such that, for each,
we have
![]() |
From this inequality and using remark (3.1), we have
![]() |
![]() |
From condition and Lemma (1-8) and (1-14)
![]() |
The right-hand side of the above inequality tends to zero as with
sufficiently small, then
![]() |
From the last inequality, we have
![]() | (3.10) |
Since is sine semi group continuous in the uniform operator topology, the set
is equicontinuous.
Step (5):- Now to prove is relativity compact in
for each
Where
the set
is relatively compact in
for
.
Let and
for
and
there exists
such that
![]() | (3.11) |
![]() | (3.12) |
For each
![]() |
From definition (1-20) and remark (3.1) for the sine simegroup continuous, we have
![]() |
![]() |
Therefore, letting we can see that there are relative compact sets arbitrarily close to the set
is relative compact in
.
Step (6):- Now to show that has a closed graph
Let
and
we aim to show that
indeed,
means that there exists
such that
![]() |
There exists , thus
![]() | (3.13) |
We must prove that there exists such that
![]() | (3.14) |
Suppose the liner continuous operator
![]() |
From lemma (1.7) it follows that is closed graph operator and we have
![]() |
as , thus
![]() |
Since it follows from Lemma (1.7) that
![]() |
That is, there exists a such that
![]() |
By using lemma (1.7) therefore , has a close graph and therefore
is u.s.c.
Step (7):- The operator inclusion has a solution in
. Define an open ball B (0, r) in, where
satisfies the inequality given in (4). We need to show that the system (3.1) has Least one mild solution, for
for some
with
, then, we have
![]() |
![]() |
From assumption (1-6), we get
![]() |
From Lemma (1-8) and (1-14), we obtain
![]() |
Now,
![]() |
where,
![]() |
From integral in both sides, we get
![]() |
![]() |
If we put,
![]() |
Let us denote by the right hand side of above then
and
![]() |
Thus
![]() |
therefore
![]() |
By taking the integral in both sides we get
![]() |
So,
![]() |
From theorem (3-1), we get
![]() |
![]() |
![]() |
Hence is bounded and then
is bounded then the
maps bounded sets in to bounded sets into bounded sets in
5. Example (3.1)
Consider the problem
![]() |
![]() |
In the space . This problem is the abstract setting of (3.1). To we define the operator
with domain
![]() |
The operator has a discrete spectrum with
as eigenvalues and
,
, as their corresponding normalized eigenvectors. So we may write
![]() |
Since is positive and self-adjoint in
, the operator
is the infinitesimal generator of a strongly continuous cosine family
which has the form
![]() |
The associated sine family is
![]() |
For and
, defining the operators
![]() |
allows us to write (3.12) abstractly as
![]() |
Under appropriate conditions on which make the conditions (3.1) hold for the corresponding functions
. Theorem (3.1) ensures the existence of a mixed stochastic mild solution to problem (3.1). Some special cases of this problem may be found in models of some phenomena with hereditary properties [5, 8, 15].
6. Stability for the Mild Solution of Fractional Inclusion Formulation Problem (3.1)
The following theorem investigate the stability of the inclusion equation (3.1) by using Gran will Bellman inequality via cosine dynamical system. We need to investigate the definition (3.1) on the inclusion problem (3.1).
Definition(3.5):
The solution of the system (3.1) in said to be stable, if for any
there exists a number
such that for any other solution
of the system (3.1) satisfying
then
is said to be asymptotically stable if it stable and if there is a constant
such that
then
![]() |
Theorem (3.3):
Assume the hypotheses (1-6) are holds for the system (3.1) with and has an stabile mixed stochastic mild solution.
Proof:
Let and
be a two solutions of equation (3.1) such that
![]() |
and,
![]() |
Thus,
![]() |
Then,
![]() |
Where .
References
[1] | Benchohra. M and Ntouyas .S. K. “Existence of mild solutions of second order initial value problems for delay Integro-differential inclusions with nonlocal conditions”, Mathematica Bohemica, 4 (127) (2002), 613-622. | ||
![]() | |||
[2] | Benchohra. M and Ntouyas. S. K,. “Existence results for the semi-infinite interval for first and second order Integro-differential equations in Banach spaces with nonlocal condition”s, Acta Univ. Palacki. Olomuc, Fac. Rer. Nat. Mathematica 41 (2002), 13-19. | ||
![]() | |||
[3] | Byszewski. L and Laksmikantham. V,. “Theorems about the existence and uniqueness of a solution of a nonlocal abstract Cauchy problem in a Banach space”, Appl. Anal. 40 (1) (1991), 11-19. | ||
![]() | View Article | ||
[4] | Balasubramaniam. P,. “Existence of solution of functional stochastic differential inclusions”, Tamkang J. Math. 33 (2002) 35-43. | ||
![]() | |||
[5] | Balasubramaniam. P, Vinayagam. D,. “Existence of solutions of nonlinear neutral stochastic differential inclusions in a Hilbert space”, Stochastic Anal. Appl. 23 (2005) 137-151. | ||
![]() | View Article | ||
[6] | Balakrishnan, A. V., “Applications of Mathematics: Applied Functional Analysis”, by Springer -verlag New York, Inc., (1976(. | ||
![]() | |||
[7] | Chang. Y. K,. “Controllability of impulsive functional differential systems with infinite delay in Banach spaces”, Chaos Solitons Fractals 33 (2007) 1601-1609. | ||
![]() | View Article | ||
[8] | Chang. Y.K, Anguraj. A, Mallika Arjunan. M. M, “Existence results for impulsive neutral functional differential equations with infinite delay”, Nonlinear, Anal. Hybrid Syst. 2 (2008) 209-218. | ||
![]() | View Article | ||
[9] | Chang. Y .K, Nieto. J. J,. “Existence of solutions for impulsive neutral integro-differential inclusions with nonlocal initial conditions via fractional operators”, Numer. Funct. Anal. Optim. 30 (2009) 227-244. | ||
![]() | View Article | ||
[10] | Cao. Y, Fu. X, “Existence for neutral impulsive differential inclusions with nonlocal conditions”, Nonlinear Anal. 68 (2008) 3707-3718. | ||
![]() | View Article | ||
[11] | Dhage. B. C,. “Multi-valued mappings and fixed points II”, Tamkang J. Math. 37 (2006) 27-46. | ||
![]() | |||
[12] | Da Prato. G, J. Zabczyk. J,. “Stochastic Equations in Infinite Dimensions”, Cambridge University Press, Cambridge, 1992. | ||
![]() | |||
[13] | Diagana, T., “An Introduction to Classical and P-ADIC Theory of Linear Operators and Application”, Nova Science Publishers, (2006). | ||
![]() | |||
[14] | Goldstein J. A.,. “Semigroup of linear operators and applications”, Oxford Univ. Press, New York, 1985. | ||
![]() | |||
[15] | Grimmer. R, Pritchard. A. J,. “Analytic resolvent operators for integral equations in a Banach space”. J. Differential Equations 50 (1983) 234-259. | ||
![]() | View Article | ||
[16] | Hernandez. M. E,. “Existence results for a second order abstract Cauchy problem with nonlocal conditions”, Electr. J. Diff. Eqs, 2005 No. 73 (2005), 1-17. | ||
![]() | |||
[17] | Hino. Y, Murakam. S, Naito. T, “Functional-differential equations with infinite delay”, in: Lecture Notes in Mathematics, vol. 1473, Springer-Verlag, Berlin, 1991. | ||
![]() | |||
[18] | Lin, A., Hu. L., “Existence results for Impulsive Neutral Stochastic Functional Integro-differential Inclusions with Nonlocal Initial Conditions”, J. Computers and Mathematics with Applications, 59(2010). 64-73. | ||
![]() | View Article | ||
[19] | Li K.. “Stochastic Delay Fractional Evolut- ions Driven by Fractional Brownian Motion”, Mathematical Method in the Applied Sciences, 2014. | ||
![]() | |||
[20] | Lasikcka, I. “Feedback semigroups and cosine operators for boundary feedback parabolic and hyperbolic equations”, J. Deferential Equation, 47, pp. 246-272, (1983). | ||
![]() | View Article | ||
[21] | Nouyas. S .K, “Existence results for impulsive partial neutral functional differential inclusions”, Electron. J. Differential Equations 30 (2005) 1-11. | ||
![]() | |||
[22] | Nasser. E. T., “Existence of Mild Solustions For a Neutral Fractional Equation With Fractional Nonlocal Conditions”, E. J, of Differential Equations, Vol. 2012(2012), No.153, pp.1-12. | ||
![]() | |||
[23] | Opial., A. Lasota, Z., “Application of the kakutani-Ky-Fan theorem in the theory of ordinary differential equations or noncompact acyclic-valued map”, Bull. Acad. olon. Sci. Ser.Sci.Math.Astronom.phys. 13(1965 )781-786. | ||
![]() | |||
[24] | Pazy. A,. “Semigroups of linear operators and applications to partial differential equations”, in: Applied Methematical Sciences, vol. 44, Springer Verlag, New York, 1983. | ||
![]() | |||
[25] | Park. J .Y, Balachandtran. K, Annapooran. N, “Existence results for impulsive neutral functional integro-differential equations with infinite delay”, Nonlinear Anal. (2009). | ||
![]() | View Article | ||
[26] | Ren. Y, Hu. L, “Existence results for impulsive neutral stochastic functional integro-differential equations with infinite delays”, Acta Appl. Math. (2009). | ||
![]() | |||
[27] | Travis, C. C. and Webb, G. F., “Compactness, regularity and uniform continuity properties of strongly continuous cosine families “, Houston J.Math.3(4) (1977), 555-567. | ||
![]() | |||
[28] | Travis, C. C. and Webb, G.F.. “Cosine families and abstract nonlinear second order differential equtions”, Acta Math. Acad. Sci. Hungaricae, 32(1978), 76-96. | ||
![]() | View Article | ||