Controllability of a stochastic functional differential equation driven by a fractional Brownian motion
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Abstract
Keywords
Fractional stochastic functional differential equation Fractional Brownian motion Fractional calculus ControllabilityMSC
60G22 60H05 60H101 Introduction
The study of controllability is one of the important parts of mathematical control theory in both deterministic and stochastic control theory. There are lots of publications working on control problems of various systems [1, 2, 3, 4]. Complete controllability means the systems can be steered to arbitrary final state while the systems with approximate controllability just can be steered to a small neighborhood of the final state. Even though the concept of the approximate controllability is weaker than the complete controllability, it is prevalent to consider approximate controllable systems which can be adequate in application [5, 6, 7]. In fact, the approximate controllability of systems represented by nonlinear evolution equations has been studied by several authors. In [8], Sakthivel et al. studied a class of control systems governed by the semilinear fractional differential equations in Hilbert spaces by using the semigroup theory, the fractional power theory and fixed point theorem. Fu and Mei [9] investigated the approximate controllability of semilinear neutral functions differential systems with finite delay.
Due to the extensive applications in various fields such as science and engineering, fractional differential equations attract more and more attention of experts and scholars. Fractional differential equations may be derived from the particle sticking and trapping phenomena which would be more accurate to describe certain physical phenomena (see, for examples, [10, 11, 12]). In addition, Sobolev-type equation appears in all kinds of physical problems such as flow of fluid through fissured rocks, thermodynamics, propagation of long waves of small amplitude (see [13]). Therefore, it is necessary and significative to study fractional order differential equations of Sobolev-type (see [14, 15] and the references therein). The existence and uniqueness of mild solution to Sobolev-type fractional nonlocal dynamical equations in Banach spaces is shown in [16]. By using the fractional calculus, semigroup theory and stochastic analysis techniques, [17] considered a class of nonlinear fractional Sobolev-type stochastic differential equations in a Hilbert space.
On the other hand, the property of long memory is widely used in describing the phenomena in fields like hydrology and geophysics as well as economics and telecommunications. As an extension of Brownian motion, fractional Brownian motion (fBm) is a self-similar Gaussian processes which have the properties of long/short-range dependence. However, in comparison with Brownian motion, the process is neither a semi-martingale nor a Markov process. For this reason, there are a few publications leaning the systems which are driven by this type of perturbation. In [18], the authors first studied the fractional Brownian motion in Hilbert spaces and some related stochastic equations. We refer to [19, 20] and the references therein for the details of the theory of stochastic calculus for fractional Brownian motion. However, it should be emphasized that to the best of our knowledge the controllability of stochastic functional differential equation of Sobolev-type driven by fractional Brownian motion has not been studied yet and the aim of this paper is to do some further research on this problem.
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\({}^{\mathrm{c}}D^{\alpha}\) is the Caputo fractional derivative of order \(\alpha\in(1-H,1)\),
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A, L are two linear bounded operators on a Hilbert space U,
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B is a bounded linear operator from the Hilbert space V into Hilbert space U,
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the time history \(x_{t}(\theta)=x(t+\theta)\), \(t>0\),
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\(u(\cdot)\) is a control function on \(L^{2}([0,T],V)\),
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\(B^{H}=\{B^{H}(t),t\in[0,T]\}\) is a cylindrical fractional Brownian motion with Hurst index \(H\in(\frac{1}{2},1)\),
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the functions f and σ are two Borel functions with some suitable conditions.
The paper is organized as follows. In Sect. 2, we represent some preliminaries for stochastic integral of fractional Brownian motion in Hilbert space. In Sect. 3, we obtain the approximate controllability results of the Sobolev-type fractional stochastic system (1.1). In Sect. 4, we give an example as an application.
2 Preliminaries
In this section, we will introduce some definitions, lemmas and notions which will be used in the next section.
2.1 Fractional Brownian motion
Lemma 2.1
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\(\{\beta^{H}_{n},n=1,2,\ldots\}\) is a sequence of independent fBms with the same Hurst index \(H\in(\frac{1}{2},1)\),
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\(\{\lambda_{n}; n\in\mathbb{N}\}\) is a bounded sequence of non-negative real numbers such that \(Qe_{n}=\lambda_{n}e_{n}\),
- Q is a non-negative self-adjoint trace class operator with finite trace$$\operatorname{Tr}Q=\sum^{\infty}_{n=1} \lambda_{n}< +\infty. $$
Definition 2.1
Lemma 2.2
2.2 Some assumptions
- (\(\mathbb{A}1\))
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A and L are two linear unbounded operators on U such that \(D(A)\subset U\), \(D(L)\subset U\), and A is closed,
- (\(\mathbb{A}2\))
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\(D(L)\subset D(A)\),
- (\(\mathbb{A}3\))
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\(L^{-1}:U\to D(U)\) is compact,
- (\(\mathbb{A}4\))
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B is a bounded linear operator from V into U.
Lemma 2.3
([21])
- (i)For every\(t\geq0\), \(\mathscr{T}_{L}(t)\)and\(\mathscr {S}_{L}(t)\)are linear and bounded, and, moreover, for every\(x\in U\)$$ \begin{aligned} & \bigl\Vert \mathscr{T}_{L}(t)x \bigr\Vert \leq M\widetilde{M}_{1} \Vert x \Vert , \\ & \bigl\Vert \mathscr{S}_{L}(t)x \bigr\Vert \leq \frac{M\widetilde{M}_{1}}{\Gamma(\alpha)} \Vert x \Vert . \end{aligned} $$(2.2)
- (ii)
\(\mathscr{T}_{L}(t)\)and\(\mathscr{S}_{L}(t)\)are strong continuous and compact.
We present the definition of mild solutions of (1.1).
Definition 2.2
- (i)
\(x(t)\) is measurable and \(\mathscr{F}_{t}\)-adapted, and \(x_{t}\) is \(\mathscr{B}_{h}\)-valued,
- (ii)for each \(t\in[0,T]\), \(x(t)\) satisfies the equation$$\begin{aligned} x(t) =&\mathscr{T}_{L}(t) \bigl(L\phi(0)\bigr)+ \int^{t}_{0}(t-s)^{\alpha-1} \mathscr {S}_{L}(t-s)\bigl[f(s,x_{s})+Bu(s)\bigr]\,ds \\ &{}+ \int^{t}_{0}(t-s)^{\alpha-1}\mathscr{S}_{L}(t-s) \sigma(s)\,dB^{H}(s), \end{aligned}$$(2.4)
- (iii)
\(x(t)=\phi(t)\) on \((-\infty,0]\) such that \(\|\phi\| ^{2}_{\mathscr{B}_{h}}<\infty\).
- (\(\mathbb{B}1\))
- Let the function \(f:[0,T]\times\mathscr {B}_{h}\rightarrow U\) is continuous and there exist some constants \(N_{f}>0\), \(k_{f}>0\) such that, for \(t\in[0,T]\) and \(\xi,\eta\in\mathscr{B}_{h}\)for all \(t\in[0,T]\) and \(k_{f}=\sup_{t\in[0,T]}\|f(t,0)\|^{2}\).$$\mathrm{E} \bigl\Vert f(t,\xi)-f(t,\eta) \bigr\Vert ^{2}\leq N_{f} \Vert \xi-\eta \Vert _{\mathscr{B}_{h}} $$
- (\(\mathbb{B}2\))
- For the complete orthogonal basis \(\{e_{n}\}_{n\in \mathbb {N}}\) in W, the function \(\sigma:[0,T]\to L^{0}_{2}(W,U)\) satisfyand \(\sum_{n=1}^{\infty}\|\sigma(t) Q^{\frac{1}{2}}e_{n}\|\) is uniformly convergent in \(t\in[0,T]\). In addition, there exist some \(t_{0}\) and \(\delta>0\) such that$$\sum^{\infty}_{n=1} \bigl\Vert \sigma Q^{\frac{1}{2}}e_{n} \bigr\Vert _{L^{2}([0,T],U)}< \infty $$$$\int_{0}^{t_{0}} \int_{0}^{t_{0}}r^{-\delta}s^{-\delta} \bigl\Vert \sigma(r) \bigr\Vert _{L_{2}^{0}(W,U)} \bigl\Vert \sigma(s) \bigr\Vert _{L_{2}^{0}(W,U)}\,dr\,ds< \infty. $$
3 Main results
In this section, we will show the approximate controllability of the stochastic system (1.1). We need to establish the existence of the solution for the stochastic control system and to show that the corresponding linear part is approximate controllability.
Definition 3.1
- (\(\mathbb{H}_{0}\))
-
\(\alpha R(\alpha,\Gamma_{0}^{T})\to0\) in the strong operator topology, as \(\alpha\to0^{+}\).
Lemma 3.1
(Guendouzi and Idrissi [23])
Theorem 3.1
(Pachpatte [24])
Lemma 3.2
(Li and Liu [25])
Theorem 3.2
Proof
Step III. We show that there exists an open set \(\Pi\subseteq \mathscr{B}_{b}\) with \(y\neq\gamma\Psi y\) for \(\gamma\in(0,1)\) and \(y\in \partial\Pi\).
From the assumption, \(\|\psi\|_{a}^{2}\neq\mathscr{K}\). Set \(\Pi=\{y\in \mathscr{B}_{b},\|y\|^{2}_{a}<\mathscr{K}+1\}\). Then there is no \(y\in\partial \Pi\) such that \(y=\gamma\Psi y\) for some \(\gamma\in(0,1)\). By Theorem 3.1, we find that Ψ has a fixed point. Hence Φ has a fixed point which is a solution to the system (1.1). □
Theorem 3.3
Assume that the conditions of Theorem 3.2and (\(\mathbb{H}_{0}\)) hold. In addition, the functionsfis uniformly bounded on its domain. Then the fractional control system (1.1) is approximately controllable on\([0,T]\).
Proof
4 Example
Notes
Acknowledgements
The Project-sponsored by National Natural Science Foundation of China (11571071).
Authors’ contributions
JH and LY carried out the mathematical studies, participated in the sequence alignment, drafted the manuscript and participated in the design of the study and performed proof of results. All authors read and approved the final manuscript.
Competing interests
The authors declare that they have no competing interests.
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