Existence and Stability of Mixed Stochastic Integro-differential Inclusion Equations via Cosine Dynamical System
Salah H Abid1, Sameer Q Hasan1,, Zainab A Khudhu1
1Department of Mathematics, College of Education Almustansryah University
Abstract
In this paper we presented the existence and stability for classes of Mixed stochastic integro-differential inclusion problem via cosine dynamical semi group with illustrative example.
Keywords: integro-differential inclusions equations, cosine dynamical system, mixed-stochastic mild solution, fractional partial differential equations, Asymptotic Stability
Copyright © 2016 Science and Education Publishing. All Rights Reserved.Cite this article:
- Salah H Abid, Sameer Q Hasan, Zainab A Khudhu. Existence and Stability of Mixed Stochastic Integro-differential Inclusion Equations via Cosine Dynamical System. Journal of Mathematical Sciences and Applications. Vol. 4, No. 1, 2016, pp 39-47. https://pubs.sciepub.com/jmsa/4/1/7
- Abid, Salah H, Sameer Q Hasan, and Zainab A Khudhu. "Existence and Stability of Mixed Stochastic Integro-differential Inclusion Equations via Cosine Dynamical System." Journal of Mathematical Sciences and Applications 4.1 (2016): 39-47.
- Abid, S. H. , Hasan, S. Q. , & Khudhu, Z. A. (2016). Existence and Stability of Mixed Stochastic Integro-differential Inclusion Equations via Cosine Dynamical System. Journal of Mathematical Sciences and Applications, 4(1), 39-47.
- Abid, Salah H, Sameer Q Hasan, and Zainab A Khudhu. "Existence and Stability of Mixed Stochastic Integro-differential Inclusion Equations via Cosine Dynamical System." Journal of Mathematical Sciences and Applications 4, no. 1 (2016): 39-47.
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1. Introduction
In this paper, gives a nonlocal and sufficient condition of the existence of mild solutions for the following neutral stochastic functional integro-differential inclusions with nonlocal conditions:
![]() |
Where is the infinitesimal generator of a compact, analytic resolvent operator
in the Hilbert space
. Suppose
is a given K-valued Brownian motion or Wiener process with a finite trace nuclear covariance operator
and
denotes the space of all bounded linear operators from
in to
. Let
and
be a bounded linear operator. The random variable
satisfies
and
are given functions specified later.
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 can (see [1, 4, 5] and references therein). Several authors have established the existence results of mild solutions for these equations ([3, 14, 18, 23] and references therein). 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 [19] 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 ([15, 20] 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 [7] and the fractional power of operators. Especially, the known results appeared in [6] is generalized to the stochastic settings. An example is provided to illustrate the theory.
2. Preliminaries
For more details on this section, We refer the reader to Da prato and Zabczyk [24]. 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 x(t) 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
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In what follows, we briefly introduce some facts on multi-valued analysis. For details, [5]. A multi-valued map is convex (closed) valued, if
is convex (closed) for all
.
is bounded on bounded sets if
(x) 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 H, and if for each open set B of
containing
, there exists an open neighborhood N of x 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.
Definition (2-1) [11]
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 (2-1) [17]
Let I be a compact interval and a Hilbert space. Let F be an Caratheodory multi-valued map with
and let Γ be a linear continuous mapping from
to
Then, the operator
is a closed graph operator in
where
is known as the selectors set from F, is given by
.
Lemma (2-2) [10]
Let be a family of deterministic functions with values in
(Y, X) The stochastic integral of Φ with respect to
is defined by
Lemma (2-3) [10]
If satisfies
then the above sum in (2.2) is well defined as an
-valued random variable and we have
Definition (2-2) [2]
A semigroup T(t), of bounded linear operators on a Banach space X is a
semigroup of bounded linear operators if:
, for every
.
Example (2-1), [12]
Let , where
is a Banach space, and set:
. Then
The family is strongly continuous semigroup (
semigroup). The following are briefly the most important facts on semigroup theory of bounded linear operators that needed later on.
A linear (unbounded) operator A is the generator of a semigroup of contractions
if and only if:
(i) A is closed and .
(ii) The resolvent set of A contains
and for every
,
Remark (1-1), [2]
Let T(t) be a semigroup then there are constants
and
, such that
for
. If
,
is called uniformly bounded Moreover if
, it is called a
semigroup of contractions. The following are briefly the most import.
Definition (2-3), [21]
A one-parameter family of bounded linear operators in the Banach space X is called a strongly continuous cosine family if and only if
i. for all
.
ii.
iii. is continuous in
on
for each fixed
.
Definition (2-4), [9]
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 .
Definition (2-5) [8]
Let X be a Banach space, a one-parameter family of bounded linear operators from
into
is a semigroup of bounded linear operators on
if:
1. , where I is the identity operator on
.
2. , for every
.
Lemma(2-4), [22]
Let , be a strongly continuous cosine
family on
, then there exist constants
and
such that
, for all
,
![]() |
Theorem (2-2) [7]
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.
Lemma (2-5)
Let be a cosine semigroup and the H-valued function
![]() |
Then (2.1) has a mixed-stochastic mild solution with ,
,
![]() |
Proof:
Take the H-valued function
![]() |
Then, different both sides for s and use properties in definition(2.4), we get
![]() |
Integrate both sides, we get
![]() |
Definition (2-6)
A bounded function is called mixed-stochastic mild solution of the inclusion system (2.1) if for any
,
,
.
![]() |
Hypotheses
To investigate the existence of the mixed-stochastic mild solution to the system (2.1), and for the operators we make the following assumption:
1. A is the infinitesimal generator of a compact, analytic resolvent operator ,
,
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
the multi-valued map
is an
Caratheodory function satisfies the following condition:-
i. for each the function
is u. s. c , and for each
the function
is measurable and for each fixed
the set
![]() |
is nonempty.
ii. for some positive numbers
![]() |
and . Where
are positive constants.
3. the map :
and there exist positive constants
such that
![]() |
4.
4. Existence of the Inclusion Nonlinear Stochastic Differential System
In this section, the existence of the mixed-stochastic mild solution to the inclusion Problem formulation (2.1) has been discussed.
Theorem (2-3)
Assume the Hypotheses (1-5) are hold . Then for initial value ,
, and
. Then the initial value mixed-stochastic inclusion system (2.1) has mixed -stochastic mild solution
.
Proof:
Let the operator defined by
![]() |
a fixed point of are stochastic- mild solutions of the equation (2.1). Let
![]() |
We prove that the operators and
are satisfy all the condition for theorem(2-2).
Let .
Step(1):
Now to prove that is contraction.
Let from assuming that
![]() |
we have that
![]() |
Where ,
Step (2):
Now to prove that is convex for each
, let
then, there exists
such that
![]() |
Let
![]() |
and
![]() |
For each we have
![]() |
From the condition (3-i) and since
![]() |
is convex then we have that .
Step (3):
Now to prove maps bounded set into bounded set in B. Indeed, it is enough to show that there exists appositive constant
such that for
we have
if
then there exists
for each
such that
![]() |
We have that
![]() |
for the condition the function satisfies from
and there exists
such that Sup
.
Then .
Step (4):
maps bounded set into equicontinuous sets of B. Let
. Then we have for each
. and
there exists
such that for each
we have.
![]() |
![]() |
![]() |
Where is defined by
.
The right- hand side of the above the quality tends to zero as with
sufficiently small, also S(t) is a continuous simegroup .
![]() |
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
![]() |
Now, we define
![]() |
for each ,
![]() |
From definition (2-3), and lemma (2-5) for the cosine simegroup continuous we have
![]() |
![]() |
The relative compact sets arbitrarily close to the set then its relative compact in B, thus
is a compact multi-valued closed graph.
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
![]() |
We must prove that there exists such that
![]() |
Suppose the linear continuous operator .
From lemma (2-1) it follows that is closed graph operator and we have
![]() |
as , thus
![]() |
Since , it follows from lemma (2-1) that
![]() |
That is, there exists a such that
![]() |
hence has a closed graph.
As in lemma (2-1) Let be alinear continues mapping from
to
Then, the operator
:
.
Is a closed graph operator in
Step (7):
The operator inclusion has a solution in
. Define an open ball B(0, r) in
, where
satisfies the inequality given in (5), we that
and
satisfy all conditions of theorem (2-2) . Therefore , if we can show that the second condition of theorem (2-2) is not true , then , we show that the system (2.1) has Least one mild solution, for
. For some
with
then, we have
![]() |
![]() |
![]() |
![]() |
thus
![]() |
is a contradiction to condition (5), thus, has a solution in
.
Hence the system(2.1) has at least one mild solution.
5. Example
In this section we will take the following example an fractional partial differential equations
![]() |
![]() |
Define by
with domain
![]() |
it is well known that is the infinitesimal generator for a strongly continuous cosine family
on
has a spectrum the eigenvaluses
and eigenvector
, with the following
a) is an orthonormal basis of
and
![]() |
b) For
and
![]() |
c) for all
d)
(e)
(f) .
Under the appropriate conditions (1-5) of k, b, g, then theorem (2-3) , ensures the existence of mild solution to problem(2.1).
Asymptotically stable for the mild solution of inclution formulation problem (2.1).
Given as follows:
6. Asymptotically Stable for the Mild Solution of Inclusion Formulation Problem (2.1)
The assymptoically stable of the problem (2.1) has been given in details with necessary and sufficient conditions.
We need to investigate the definition (2-6) on the inclusion problem (2.1).
Theorem (2-4)
Assume the hypotheses (1-5) are hold then the solution has asymptotically stable behivours
Proof
![]() |
Let and
be a two solutions of equation (2.1)
![]() |
![]() |
![]() |
Hence,
![]() |
such that .
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