Linear fractional differential equation with variable coefficients. I.
The authors analyze the existence and uniqueness of solutions of a nonhomogeneous linear fractional differential equation with nonconstant coefficients by reducing the equation to a Volterra integral equation. The fractional derivatives are the Riemann-Liouville ones, having orders in intervals \((n-1,n)\), where \(n\) is a natural number. It is assumed that the fractional derivatives appearing in the equation are ordered according to their magnitudes. It turns out that there are two significant cases. The first one is when the difference between the highest and the second highest order of the fractional derivative is greater or equal to one and the second case is when the difference is between zero and one. In both cases, the authors derive equivalent Volterra integral equations and prove the existence and uniqueness of the solutions provided that the coefficients are bounded functions on the interval \([0,b]\) and that the inhomogeneity belongs to a specially constructed space. The authors prove that the solutions to the Volterra equation are also solutions to the fractional differential equation.
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