Optimality conditions involving the Mittag-Leffler tempered fractional derivative

DOI10.3934/DCDSS.2021149MaRDI QIDQ2118451zbMATH OpenOpenAlexFDO

Authors Ricardo Almeida, Maria Luísa Morgado

Publication date 22 March 2022

Published in Discrete and Continuous Dynamical Systems. Series S (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/dcdss.2021149

calculus of variations fractional calculus Mittag-Leffler function numerical method optimization tempered fractional derivative

Mathematics Subject Classification ID

Fractional derivatives and integrals (26A33) Existence theories for optimal control problems involving relations other than differential equations (49J21) Optimality conditions for free problems in one independent variable (49K05) Numerical methods based on necessary conditions (49M05)

Review text

The authors study optimization problems where the differential operator is a generalization of the tempered fractional derivative. They define the left and right Mittag-Leffler tempered fractional derivatives of \(x\) and of order \(\alpha \), based on the left and right Caputo fractional derivatives and defined through: \(^{C}\mathbb{D}_{a+}^{\alpha ,\beta ,\lambda }x(t)=\frac{1}{ \Gamma (n-\alpha )E_{\beta }(\lambda t)}\int_{a}^{t}(t-s)^{n-\alpha -1}( \frac{d}{ds})^{n}(E_{\beta }(\lambda s)x(s))ds\), \(^{C}\mathbb{D} _{b-}^{\alpha ,\beta ,\lambda }x(t)=\frac{E_{\beta }(\lambda t)}{\Gamma (n-\alpha )}\int_{t}^{b}(s-t)^{n-\alpha -1}(-\frac{d}{ds})^{n}(\frac{x(s)}{ E_{\beta }(\lambda s)})ds\), where \(x:[a,b]\rightarrow \mathbb{R}\) is an integrable function, \(n=[\alpha ]+1\), if \(\alpha \notin \mathbb{N}\), and \( n=\alpha \) otherwise, \(E_{\beta }\) is a Mittag-Leffler function, and \(\alpha ,\beta >0\), \(\lambda \geq 0\). They also define the left and right Mittag-Leffler tempered fractional derivatives of \(x\) and of order \(\alpha \) , based on the left and right Riemann-Liouville fractional derivatives and defined through: \(\mathbb{D}_{a+}^{\alpha ,\beta ,\lambda }x(t)=\frac{1}{ \Gamma (n-\alpha )E_{\beta }(\lambda t)}(\frac{d}{dt})^{n} \int_{a}^{t}(t-s)^{n-\alpha -1}E_{\beta }(\lambda s)x(s)ds\), \(\mathbb{D} _{b-}^{\alpha ,\beta ,\lambda }x(t)=\frac{E_{\beta }(\lambda t)}{\Gamma (n-\alpha )}(-\frac{d}{ds})^{n}\int_{t}^{b}(s-t)^{n-\alpha -1}(\frac{x(s)}{ E_{\beta }(\lambda s)})ds\).\ They prove integration by parts formulae involving the left and right tempered fractional derivatives. They consider the functional \(J(x)=\int_{a}^{b}L(t,x(t);^{C}\mathbb{D}_{a+}^{\alpha ,\beta ,\lambda }x(t),^{C}\mathbb{D}_{b-}^{\alpha ,\beta ,\lambda }x(t))dt\), for every \(x\in C^{1}[a,b]\), and \(\alpha \in (0,1)\), where \(L:[a,b]\times \mathbb{R}^{3}\rightarrow \mathbb{R}\) is continuously differentiable with respect to the second, third and fourth variables. Boundary conditions may be imposed. The authors derive the Euler-Lagrange equations associated to this problem assuming that the maps \(t\rightarrow \mathbb{D}_{b-}^{\alpha ,\beta ,\lambda }(\partial _{3}L[x^{\ast }](t))\) and \(t\rightarrow \mathbb{D} _{a+}^{\alpha ,\beta ,\lambda }(\partial _{4}L[x^{\ast }](t))\) are continuous on \([a,b]\), where \(x^{\ast }\) is the solution. They prove quite similar results in the cases they impose boundary conditions, of a holonomic problem, when considering higher-order derivatives or for a Herglotz problem, all with boundary conditions. The paper ends with the presentation of a numerical scheme for such problems, the authors using either Matlab or Mathematica software. They present an example.

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