Abstract and Applied Analysis

Volume 2014 (2014), Article ID 618434, 11 pages

http://dx.doi.org/10.1155/2014/618434

Research Article

Existence and Characterization of Solutions of Nonlinear Volterra-Stieltjes Integral Equations in Two Variables

Mohamed Abdalla Darwish¹ and Józef Banaś²

¹Mathematics Department, Science Faculty for Girls, King Abdulaziz University, Jeddah 21589, Saudi Arabia

²Department of Mathematics, Rzeszów University of Technology, Aleja Powstańców Warszawy 8, 35-959 Rzeszów, Poland

Received 7 February 2014; Accepted 29 April 2014; Published 18 May 2014

Academic Editor: Cemil Tunç

Copyright © 2014 Mohamed Abdalla Darwish and Józef Banaś. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract.

The paper is devoted mainly to the study of the existence of solutions depending on two variables of a nonlinear integral equation of Volterra-Stieltjes type. The basic tool used in investigations is the technique of measures of noncompactness and Darbo’s fixed point theorem. The results obtained in the paper are applicable, in a particular case, to the nonlinear partial integral equations of fractional orders.

1. Introduction

The theory of differential and integral equations of fractional order creates nowadays a large subject of mathematics which found in the last three decades numerous applications in physics, mechanics, engineering, bioengineering, viscoelasticity, electrochemistry, control theory, porous media, and other fields connected with real world problems [1–5]. Let us mention that recently there have appeared a few important and expository monographs covering both the theory and applications of differential and integral equations of fractional order (cf. [1, 4, 6–8]).

It turns out that a lot of results of the theory of differential and integral equations of fractional order can be considered from a unified point of view with help of the theory of the so-called Volterra-Stieltjes integral equations (cf. [9, 10]). The approach applied in those papers allows us not only to consider the mentioned theories of differential and integral equations of fractional order from one point of view but also to obtain deeper results with help of less complicated tools of nonlinear analysis.

Such an approach can be also applied to investigations associated with the theory of differential and integral equations of fractional orders in two variables. That subject of nonlinear analysis was recently studied in a few papers [11–16]. It seems that results obtained in those papers are not sufficiently general. The tools and methods associated with the theory of nonlinear Volterra-Stieltjes integral equations which will be applied in this paper are more convenient and allow us to obtain more applicable results. Indeed, further on we obtain, as particular cases, the existence theorems concerning both nonlinear integral equations of fractional orders, nonlinear integral equations of Volterra-Chandrasekhar type, and nonlinear equations of mixed type. Moreover, we indicate possible generalizations of our results to the situation of nonlinear Volterra-Stieltjes integral equations in variables. Additionally, we indicate also a few open problems appearing in our theory.

2. Notation, Definitions, and Auxiliary Results

This section is devoted to provide the notation, definitions, and other auxiliary facts which will be needed in our further study.

At the beginning let us assume that is a real function defined on the interval . Then the symbol will denote the variation of the function on the interval . In the case when we say that is of bounded variation on . If we have a function , then we denote by the variation of the function on the interval . Similarly we define the quantity .

For the properties of functions of bounded variation we refer to [17].

If and are two real functions defined on the interval , then under some additional conditions [17, 18] we can define the Stieltjes integral (in the Riemann-Stieltjes sense)

of the function with respect to the function . In this case we say that is Stieltjes integrable on the interval with respect to .

It is worthwhile mentioning that several conditions ensuring Stieltjes integrability may be found in [17]. One of the most frequently used requires to be continuous and to be of bounded variation on .

In the sequel we will utilize a few properties of the Stieltjes integral contained in the below quoted lemmas (cf. [17]).

Lemma 1. If is Stieltjes integrable on the interval with respect to a function of bounded variation, then

Lemma 2. Let be Stieltjes integrable functions on the interval with respect to a nondecreasing function such that for . Then

In what follows we will also consider Stieltjes integrals having the form

where and the symbol indicates the integration with respect to the variable . The details concerning the integral of this type will be given later.

Even more, in our considerations we will use the double Stieltjes integrals of the form

where . Obviously, the double Stieltjes integral (5) is understood as the following double iterated Stieltjes integral:

Now, let us assume that is a real function defined on the Cartesian product . Denote by the modulus of continuity of the function ; that is,

Obviously, we can also consider the modulus of continuity of the function with respect to each variable separately. For example,

where is a fixed number in the interval .

Further on, in order to simplify our investigations, we will always assume that and we will denote by the unit interval ; that is, .

Now, we recall some facts concerning measures of noncompactness, which will be applied in the sequel. To this end assume that is an infinite dimensional Banach space with the norm and zero element . Denote by the closed ball centered at and radius . The symbol stands for the ball .

Next, for a given nonempty bounded subset of , we denote by the so-called Hausdorff measure of noncompactness of the set [19]. This quantity is defined by the formula

Let us mention that the function has several useful properties and is often applied in nonlinear analysis, operator theory, and the theories of differential and integral equations [19, 20].

Notice that the concept of a measure of noncompactness may be defined in a more general way [19, 21], but for our purposes the Hausdorff measure of noncompactness defined by (9) will be thoroughly sufficient.

In fact, in our further considerations, we will work in the space consisting of all functions defined and continuous on the Cartesian product with real values. The space will be furnished with the standard maximum norm

It can be shown [19] that if is a nonempty and bounded subset of , then the Hausdorff measure of noncompactness of can be expressed by the following formula:

where

The symbol used above denotes the modulus of continuity of the set and is defined as follows:

while stands for the modulus of continuity of the function defined by (7).

Now we recall a fixed point theorem of Darbo type which will be utilized in our investigations (cf. [19]).

Theorem 3. Let be a nonempty, bounded, closed, and convex subset of the Banach space and let be a continuous operator such that there exists a constant for which provided is an arbitrary nonempty subset of . Then has at least one fixed point in the set .

Next we recall a few facts concerning the so-called superposition operator [19]. To this end assume that , where . Let be a given function. Then, to every function acting from into we may assign the function defined by the formula

for . The operator defined in such a way is called the superposition operator generated by the function .

The properties of the superposition operator may be found in [22]. For our further purposes we will only need the below quoted result concerning the behaviour of the superposition operator in the space .

Lemma 4. The superposition operator generated by the function transforms the space into itself and is continuous if and only if the function is continuous on the set .

Remark 5. Let us notice that in our considerations concerning the superposition operator generated by the function we may replace the set by an arbitrary Cartesian product with or even by (cf. [22] for further possible generalizations).

Finally, we recall some fundamental facts associated with fractional calculus (cf. [7, 8, 23]). To this end denote by the space of all real functions defined and Lebesgue integrable on the interval . The  space is equipped with the standard norm. Further, fix a number and take an arbitrary function . The Riemann-Liouville fractional integral of order of the function is defined by the formula

where denotes the gamma function.

It may be shown that the fractional integral operator transforms the space into itself and has some additional properties [7, 8, 23].

3. Main Result

Investigations of this paper are connected mainly with the solvability of the following nonlinear quadratic integral equation of Volterra-Stieltjes type having the form

for , where .

Let us recall that details concerning the notation used in (16) were presented in the previous section.

In order to formulate the assumptions under which (16) will be investigated, let us denote by the following triangles:

We will study (16) assuming the following hypotheses:

(i);(ii)the function is continuous and satisfies the Lipschitz condition with respect to the variable ; that is, there exists a constant such that

 for all and ;(iii)the function is continuous on the triangle for ;(iv)the function is of bounded variation on the interval for each fixed ;(v)for any there exists such that, for all , , and, the following inequality is satisfied:

 for ;(vi) for each ;(vii) is a continuous function such that

 for all , and for each , where is a nondecreasing function.

Before formulating further assumptions concerning (16) we provide a few lemmas proved in [9] which will be utilized in our investigations.

Lemma 6. The function

is continuous on the interval for any .

Lemma 7. Let assumptions (iii)–(v) be satisfied. Then, for arbitrarily fixed number and for any there exists such that if , , and , then

.

Lemma 8. Under assumptions (iii)–(v) the function

is continuous on the interval .

As an immediate consequence of the above lemma we derive the following corollary.

Corollary 9. There exists a finite positive constant such that

.

In what follows let us denote by the constant defined by the formula

Obviously, in view of assumption (ii) we have that .

Now, we can formulate the last assumption used further on.

(viii)There exists a positive solution of the inequality

 such that

 Our main result is contained in the following theorem.

Theorem 10. Under assumptions (i)–(viii) there exists at least one solution of (16) in the space .

Proof. We start with the following notation:

for . Notice that in view of assumption (v) we infer that as for .

Moreover, for further purposes let us define the function by putting

Observe that in virtue of Lemma 7 we have that as .

Further, for a fixed function and , let us denote

Next, fix arbitrarily and choose such that . Then, keeping in mind our assumptions, for a fixed function , we get

Further, estimating step by step the terms occurring on the right-hand side of inequality (31), on the basis of Lemmas 1 and 2, we obtain

where the function is defined by (29).

Next, evaluating similarly as above, in view of Lemmas 1 and 2, we have

where we denoted

Moreover, the constants are defined by (24).

Observe that taking into account the fact that the function is uniformly continuous on the set we deduce that as .

Further, using the imposed hypotheses, in light of Lemmas 1 and 2, we derive the following estimate:

where the constant is defined by (24) and the function is defined by (29).

Next, using similar reasonings, we arrive at the following estimate:

where the function was defined in (28).

Now, we estimate the last term appearing on the right-hand side of inequality (31). Arguing similarly as above, we get

where the constant and the function were defined in (24) and (28), respectively.

Now, linking estimates (31)–(33) and (34)–(37) as well as taking into account the properties of the functions and and the comment given after estimate (33), we conclude that the operator transforms the space into itself.

On the other hand, keeping in mind Lemma 4 we infer that the operator defined in (30) transforms also the space into itself. Consequently we obtain that the operator defined in (30) is a self-mapping of the space .

In the sequel we show that the operator is continuous on the space . To this end let us first observe that in view of the properties of the superposition operator expressed in Lemma 4 it is sufficient to show that the operator defined by (30) is continuous on . To prove this fact fix arbitrarily and . Further, take an arbitrary function with . Then, keeping in mind Lemma 1, for arbitrarily fixed , we obtain

Next, let us denote

and let us define

Then, from (38) we derive the following estimates:

Hence, in view of the uniform continuity of the function on the set , we infer that the operator is continuous on the space . According to the above remark this implies that the operator is continuous on the space .

In what follows let us fix an arbitrary function . Utilizing the imposed assumptions and Lemmas 1 and 2, for fixed , we obtain

Hence, in light of Corollary 9, we obtain the following estimate:

Consequently, we get

Now, taking into account assumption (viii), from estimate (44), we derive that there exists a number such that transforms the ball into itself and .

Next, let us take a nonempty subset of the ball and choose arbitrarily a function . Then, for a fixed and for arbitrary such that , (cf. Remark 11) and , , using the standard tools, we get

where we denoted

Further, based on estimates (31)–(33) and (35)–(37) we obtain

Now, from (47) and (29) we derive the following estimate:

The above estimate yields the following one:

On the other hand, using our assumptions and applying Lemmas 1 and 2, we get

Finally, combining estimates (45), (49), and (50), we get

Hence, taking into account the properties of the functions and the functions , , and , we obtain

Keeping in mind assumption (viii) and Theorem 3 and taking into account formula (11), from (52) we deduce that there exists at least one function belonging to the ball which is a solution of (16).

The proof is complete.

Remark 11. In considerations conducted in the above proof, taking two points , we assumed that and .

Observe that all possible cases can be always converted to that indicated above. For example, if we assume that and , then, taking an arbitrary function with real variables ( denotes an arbitrary real number), we get

Now, we can repeat all estimates of the above proof under requirements concerning the choice of the points , .

4. Applications to Functional Integral Equations of Fractional Order and to Other Types of Functional Integral Equations

We start with providing some facts concerning assumption (v) imposed in investigations conducted in the preceding section (cf. also [9]). At the beginning we formulate a condition which is handy and convenient in applications and which guarantees that the functions appearing in (16) satisfy assumption (v).

In order to formulate the announced condition assume (as we have done previously) that is a given function . Further we assume that the function satisfies the following condition:

()for arbitrary , , the function is monotone on the interval .

From results proved in [9] the following lemma immediately follows.

Lemma 12. Suppose the function satisfies assumptions (iii), (), and (vi) for . Then satisfies assumption (v).

Indeed, in the case when is nonincreasing, this result was proved as Theorem 3 in [9], while the case when is nondecreasing is covered by Theorem 5 in [9] .

Further, based on results obtained in [9] we provide two examples of functions satisfying assumption () and being essential in our considerations.

Example 13. Let us fix and take the function defined by the formula

where is a fixed number from the interval . If we fix arbitrary numbers such that , then it is easily seen that the function is nonincreasing on the interval . This means that satisfies assumption (). Moreover, we can verify that the function satisfies also assumptions (iii), (iv), and (vi).

Example 14. Similarly as above fix . Consider the function defined by the formula

Using the standard methods of mathematical analysis (cf. [9]) it can be easily shown that the function is nondecreasing on the interval for and satisfies assumptions (iii), (iv), and (vi) formulated in the preceding section.

In what follows we will consider the fractional integral equation with functions involved depending on two variables, which has the form

where and are fixed numbers from the interval . Moreover, the symbol indicates the gamma function.

Let us mention that (56) represents the so-called partial singular integral equation of Volterra type in two variables. Recently, equations of such a type were intensively investigated in some papers [11–16].

Obviously, (56) creates a generalization of the classical Volterra integral equation of fractional order in one variable which is studied in several papers and monographs and finds numerous applications (cf. [1–10, 23–27] and references therein).

Now, we show that the functional integral equation of fractional orders (56) can be treated as a particular case of the Volterra-Stieltjes functional integral equation (16) studied in Section 3.

In fact, take the functions considered in Example 13, which have the form

for and .

Then, it can be easily seen that (56) can be written in the form of (16). Thus, we can apply Theorem 10 in order to obtain an existence result concerning (56).

To formulate such a result let us first calculate the constants from Corollary 9. Indeed, we have (cf. [9])

Now, we present the above announced result.

Theorem 15. Assume that the function involved in (56) satisfies assumption (i) and the function satisfies assumption (vii) of Theorem 10. Moreover, one assumes that the following condition is satisfied.

()There exists a positive solution of the inequality

 such that .

Then there exists at least one solution of (56) in the space , belonging to the ball .

Remark 16. In the above conducted calculations we used the well-known formula (cf. [28]).

In what follows we consider the functional integral equation of the so-called Volterra-Chandrasekhar type in two variables having the form

for . We refer to [4, 9, 29, 30] for the case of the Chandrasekhar and Volterra-Chandrasekhar equations in one variable.

Observe that taking the function appearing in Example 14 we can represent (60) in the form (16). Obviously, in this case we take

Further, using the fact that the function satisfies assumption (), we get

Now, we can formulate an existence theorem concerning (60).

Theorem 17. Assume that the function appearing in (60) satisfies assumption (i), the function satisfies assumption (ii), and the function satisfies assumption (vii) of Theorem 10. Apart from this one assumes that the following condition is satisfied.

()There exists a positive solution of the inequality

 such that .

Then there exists at least one solution of (60) in the space , belonging to the ball .

Finally, we consider the functional integral equation having the form linking equations (56) and (60), that is, the following integral equation:

where, as above, is a fixed number in the interval and denotes the gamma function.

An existence theorem concerning (64) can be formulated almost in the same way as Theorems 15 and 17. We need only to replace assumptions () and () by the following one.

There exists a positive solution of the following inequality:

 such that .

We omit other details.

5. Final Remarks concerning Possible Generalizations

In this section we focus briefly on possible generalizations of results presented in previous sections.

First of all let us notice that instead of the functional integral equation of Volterra-Stieltjes type in two variables (16) we can consider the general case of the functional integral equation of Volterra-Stieltjes type in variables which has the form

where we denoted

We assume here that and the functions involved in (66) satisfy assumptions similar to those formulated in Theorem 10. For example, is a continuous function on the triangle for . Apart from this the function satisfies assumptions (iv)–(vi) of Theorem 10. Regarding the function we assume that is continuous and such that

for all and for each , where (similarly as in assumption (vii)) is a nondecreasing function.

Other assumptions concerning (66), that is, assumptions (i), (ii), and (viii), can be easily adapted to our case.

Let us mention that we can also investigate equations considered precedingly, that is, (16), (56), (60), and (64), in the case when we replace the bounded interval by an unbounded interval, for example, by . Such a situation was considered in [10] in the case of the functional integral equation of Volterra-Stieltjes type in one variable. Obviously, even in the case of one variable considered in [10], investigations are very extensive and complicated. On the other hand, those investigations allow us to study some qualitative aspects concerning solutions of the equation in question, such as asymptotic behaviour, stability, and asymptotic stability.

One can expect that in the case of (16), (56), and so forth, we can also investigate qualitative aspects of solutions of those equations. Investigations of such a type will appear elsewhere.

Conflict of Interests

The authors declare that there is no conflict of interests in the submitted paper.

Acknowledgment

This work was funded by the Deanship of Scientific Research (DSR), King Abdulaziz University, Jeddah, under Grant no. (363-001-D1434). The authors, therefore, acknowledge with thanks DSR technical and financial support.

References

D. Baleanu, K. Diethelm, E. Scalas, and J. J. Trujillo, Fractional Calculus: Models and Numerical Methods, World Scientific, New York, NY, USA, 2012.

K. Diethelm, The Analysis of Fractional Differential Equations, Lecture Notes in Mathematics, Springer, Berlin, Germany, 2010.

R. Hilfer, Applications of Fractional Calculus in Physics, World Scientific, River Edge, NJ, USA, 2000.

V. E. Tarasov, Fractional Dynamics: Applications of Fractional Calculus to Dynamics of Particles, Fields and Media, Nonlinear Physical Science, Springer, Heidelberg, Germany; Higher Education Press, Beijing, China, 2010.

N. T. Dung, “Fractional stochastic differential equations with applications to finance,” Journal of Mathematical Analysis and Applications, vol. 397, no. 1, pp. 334–348, 2013.

S. Abbas, M. Benchohra, and G. M. N'Guérékata, Topic in Fractional Differential Equations, vol. 27 of Developments in Mathematics, Springer, New York, NY, USA, 2012.

A. A. Kilbas, H. M. Srivastava, and J. J. Trujillo, Theory and Applications of Fractional Differential Equations, vol. 204 of North-Holland Mathematics Studies, Elsevier Science B.V., Amsterdam, The Netherlands, 2006.

I. Podlubny, Fractional Differential Equations, vol. 198 of Mathematics in Science and Engineering, Academic Press, San Diego, Calif, USA, 1999.

J. Banaś and T. Zaja̧c, “A new approach to the theory of functional integral equations of fractional order,” Journal of Mathematical Analysis and Applications, vol. 375, no. 2, pp. 375–387, 2011.

T. Zaja̧c, “Solvability of fractional integral equations on an unbounded interval through the theory of Volterra-Stieltjes integral equations,” Zeitschrift für Analysis und ihre Anwendungen, vol. 33, no. 1, pp. 65–85, 2014.

S. Abbas, D. Baleanu, and M. Benchohra, “Global attractivity for fractional order delay partial integro-differential equations,” Advances in Difference Equations, vol. 2012, article 62, 2012.

S. Abbas, M. Benchohra, and J. J. Nieto, “Global attractivity of solutions for nonlinear fractional order Riemann-Liouville Volterra-Stieltjes partial integral equations,” Electronic Journal of Qualitative Theory of Differential Equations, no. 81, pp. 1–15, 2012.

S. Abbas and M. Benchohra, “Existence and stability of nonlinear, fractional order Riemann-Liouville Volterra-Stieltjes multi-delay integral equations,” Journal of Integral Equations and Applications, vol. 25, no. 2, pp. 143–158, 2013.

S. Abbas and M. Benchohra, “Fractional order integral equations of two independent variables,” Applied Mathematics and Computation, vol. 227, pp. 755–761, 2014.

A. N. Vityuk and A. V. Golushkov, “Existence of solutions of systems of partial differential equations of fractional order,” Nonlinear Oscillations, vol. 7, no. 3, pp. 328–335, 2004.

B. Ahmad, J. J. Nieto, A. Alsaedi, and H. Al-Hutami, “Existence of solutions for nonlinear fractional q-difference integral equations with two fractional orders and nonlocal four-point boundary conditions,” Journal of the Franklin Institute, vol. 351, no. 5, pp. 2890–2909, 2014.

J. Appell, J. Banaś, and N. Merentes, Bounded Variation and Around, vol. 17 of Series in Nonlinear Analysis and Applications, Walter de Gruyter, Berlin, Germany, 2014.

W. Rudin, Real and Complex Analysis, McGraw-Hill, New York, NY, USA, 1970.

J. Banaś and K. Goebel, Measures of Noncompactness in Banach Spaces, vol. 60 of Lecture Notes in Pure and Applied Mathematics, Marcel Dekker, New York, NY, USA, 1980.

R. R. Akhmerov, M. I. Kamenskiĭ, A. S. Potapov, A. E. Rodkina, and B. N. Sadovskiĭ, Measures of Noncompactness and Condensing Operators, vol. 55 of Operator Theory: Advances and Applications, Birkhäuser, Basel, Switzerland, 1992.

M. A. Toledano, T. D. Benavides, and G. L. Acedo, Measures of Noncompactness in Metric Fixed Point Theory, vol. 99 of Operator Theory: Advances and Applications, Birkhäuser, Basel, Switzerland, 1997.

J. Appell and P. P. Zabrejko, Nonlinear Superposition Operators, vol. 95 of Cambridge Tracts in Mathematics, Cambridge University Press, Cambridge, UK, 1990.

H. M. Srivastava and R. K. Saxena, “Operators of fractional integration and their applications,” Applied Mathematics and Computation, vol. 118, no. 1, pp. 1–52, 2001.

M. A. Darwish, “Nondecreasing solutions of a fractional quadratic integral equation of Urysohn-Volterra type,” Dynamic Systems and Applications, vol. 20, no. 4, pp. 423–438, 2011.

M. A. Darwish and S. K. Ntouyas, “On a quadratic fractional Hammerstein-Volterra integral equation with linear modification of the argument,” Nonlinear Analysis: Theory, Methods & Applications, vol. 74, no. 11, pp. 3510–3517, 2011.

S. Abbas, M. Benchohra, and J. Henderson, “Global asymptotic stability of solutions of nonlinear quadratic Volterra integral equations of fractional order,” Communications on Applied Nonlinear Analysis, vol. 19, no. 1, pp. 79–89, 2012.

J. Caballero, M. A. Darwish, and K. Sadarangani, “Solvability of a fractional hybrid initial value problem with supremum by using measures of noncompactness in Banach algebras,” Applied Mathematics and Computation, vol. 224, pp. 553–563, 2013.

G. M. Fichtenholz, Differential and Integral Calculus, vol. 2, Wydawnictwo Naukowe PWN, Warsaw, Poland, 2007 (Polish).

I. K. Argyros, “On a class of quadratic integral equations with perturbation,” Functiones et Approximatio Commentarii Mathematici, vol. 20, pp. 51–63, 1992.

S. Chandrasekhar, Radiative Transfer, Oxford University Press, London, UK, 1950.