Abstract
In this paper, we consider a non-homogeneous time–space-fractional telegraph equation in n-dimensions, which is obtained from the standard telegraph equation by replacing the first- and second-order time derivatives by Caputo fractional derivatives of corresponding fractional orders, and the Laplacian operator by a fractional Sturm–Liouville operator defined in terms of right and left fractional Riemann–Liouville derivatives. Using the method of separation of variables, we derive series representations of the solution in terms of Wright functions, for the homogeneous and non-homogeneous cases. The convergence of the series solutions is studied by using well known properties of the Wright function. We show also that our series can be written using the bivariate Mittag-Leffler function. In the end of the paper some illustrative examples are presented.
Similar content being viewed by others
Avoid common mistakes on your manuscript.
1 Introduction
The telegraph equation is a second order linear hyperbolic equation given by
together with initial conditions, and/or boundary conditions when restricted to a closed interval. Equations of the form (1) arise in the study of propagation of electrical signals in a cable of transmission line and wave phenomena, but serve also as mathematical model for several other phenomena such as random walks, solar particle transport, traffic jams, population dynamics, and oceanic diffusion (see [1] for a list of references about these applications). In fact, the telegraph equation is more suitable than the diffusion equation in modeling reaction diffusion since it has the potential to describe both diffusive and wave-like phenomena, due to the simultaneous presence of first and second order time derivatives.
Analytical and numerical methods for solving the telegraph equation were studied in the last decades and are an active area of research (see [1, 16, 17, 19] and the list of references therein). In our work we are interested in the fractional version of the telegraph equation. During the past decade, several generalizations of (1) appeared where time- and/or space-fractional derivatives were considered instead of the integer derivatives. The time–space-fractional telegraph equation is given by
where \(x \in \mathbb {R},\) \(t \in \mathbb {R}^+\), \(D_t^\alpha \) and \(D_t^\beta \) are time-fractional derivatives of order \(\alpha \in ]1,2[\) and \(\beta \in ]0,1[,\) and \(D_x^\gamma \) is a space-fractional derivative of order \(\gamma \in ]1,2[.\) Equation (2) and some of its variants in the one and the multi-dimensional cases were studied in several works (see e.g. [1, 4,5,6,7, 15, 16, 21]). In [16], it was obtained the fundamental solution for a time-fractional telegraph equation in the case \(\alpha =2\beta ,\) while in [1], the authors found the fundamental solution for the neutral-fractional telegraph equation and discussed its properties. In [14], using the Green function method solutions to boundary value problems for the time-fractional telegraph equation were derived. In [15], the author used the Adomain decomposition method to obtain analytic and approximate solutions of (2). In [6], the authors considered a non-homogeneous version of (2) in \({\mathbb {R}}^n \times {\mathbb {R}}^+\). They discussed and derived the analytical solutions under non-homogeneous Dirichlet and Neuman boundary conditions in terms of multivariate Mittag-Leffler functions and using the method of separation of variables. Also in the multidimensional setting, the fundamental solution for a time-fractional telegraph equation was obtained in [4, 5]. In [7, 21] the authors considered a time–space-fractional telegraph equation in \({\mathbb {R}}\times {\mathbb {R}}^+\) with Hilfer time-fractional derivative and Riesz–Feller space-fractional derivative. In [21], it was proved that the solutions for the Cauchy problem for Eq. (2) can be represented as a linear combination of two-parameter Mittag-Leffler functions, which allowed to a probabilistic interpretation of the solution. In [7], the authors used the Fourier and Laplace integral transform to obtain the Fourier transform of the solutions of the non-homogeneous time–space-fractional telegraph equation in \({\mathbb {R}}\times {\mathbb {R}}^+\).
In this work, we consider the following time–space-fractional telegraph equation in \({\mathbb {R}}^n \times {\mathbb {R}}^+\):
where \(x \in \varOmega \subset {\mathbb {R}}^n\), \(\theta , t \in {\mathbb {R}}^+\), \(1< \beta < 2\), \(0< \gamma < 1\), the time-fractional derivatives are in the Caputo sense, and the space-fractional derivative is a fractional Sturm–Liouville operator defined in terms of right and left fractional Riemann–Liouville derivatives. One of the reasons for the consideration of the space-fractional derivative in terms of a fractional Sturm–Liouville operator in \({\mathbb {R}}^n\) is the fact that the orthogonal eigenfunctions’ system of the fractional Sturm–Liouville problem can be used to solve fractional partial differential equations that are related with anomalous diffusion processes (see [11]). In [3], the authors studied the fractional Sturm–Liouville problem in \({\mathbb {R}}^n\) subject to mixed Dirichlet and Neuman boundary conditions and proved several properties of the eigenvalues and eigenfunctions associated to the fractional Sturm–Liouville problem. In particular, using fractional variational calculus, it was shown in [3], the existence of a countable set of orthogonal solutions and corresponding eigenvalues.
The aim of this paper is to present a series representation for the solution of (3) in the homogeneous and non-homogeneous cases. The derivation of the solution is made using the method of separation of variables. Moreover, we obtain conditions for which the series solutions representations are convergent. These series are represented in terms of Wright functions of the type \({}_1\varPsi _1\), however, we show that our representation coincides with the correspondent one presented in [6] in terms of the bivariate Mittag-Leffler function. In fact, the series representation involving Wright functions is more convenient for the analysis of the convergence. Our results generalize part of the results presented in [6] in the sense that the space-fractional derivative is represented in terms of a fractional Sturm–Liouville operator, and the convergence conditions for the series solution are presented.
The structure of the paper reads as follows: in the preliminaries section we recall some basic definitions and results about fractional calculus and special functions that are needed for the development of this work. In Sect. 3 we present some auxiliary results in the context of fractional Sturm–Liouville theory which are very important in the proof of the main results presented in the following section. In Sect. 4, we obtain and prove the convergence of the series representation of the solution of the homogeneous and non-homogeneous time–space-fractional telegraph equation with homogeneous boundary conditions. Moreover, we establish the connection with the results presented in [6]. In the end of the paper some illustrative examples are presented.
2 Preliminaries
In this section we recall some basic facts about fractional calculus and special functions that are needed for the understanding of this work. For a more detail revision of the fractional calculus literature we refer [10, 18, 20], for example. Let \(a, b,\alpha \in {\mathbb {R}}\) with \(a<b\) and \(\alpha >0\). The left and right Riemann–Liouville fractional integrals \(I_{a^+}^\alpha \) and \(I_{b^-}^\alpha \) of order \(\alpha \) are given by (see [10])
By \({}^{RL}\!D_{a^+}^\alpha \) and \({}^{RL}\!D_{b^-}^\alpha \) we denote the left and right Riemann–Liouville fractional derivatives of order \(\alpha >0\) on \([a,b] \subset {\mathbb {R}}\), which are defined by (see [10])
Here, \(m=[\alpha ]+1\) and \([\alpha ]\) means the integer part of \(\alpha \). Let \({}^C\!D_{a^+}^\alpha \) denote the left Caputo fractional derivative of order \(\alpha >0\) on \([a,b] \subset {\mathbb {R}}\), which is defined by (see [10])
Remark 1
When dealing with functions of several variables, the definitions (4–8) are adapted with partial derivatives (see [10], for example).
We denote by \(I_{a^+}^\alpha (L_p)\), \(p \ge 1\) the class of functions f that are represented by the fractional integral (4) of a summable function, that is \(f=I_{a^+}^{\alpha }\varphi \), with \(\varphi \in L_p(a,b).\) A description of the space \(I_{a^+}^\alpha (L_1)\) is given in [20].
Theorem 1
(cf. [20]) A function f belongs to \(I_{a^+}^\alpha (L_1)\), with \(\alpha >0\), if and only if \(I_{a^+}^{m-\alpha }f\) belongs to \(AC^m([a,b])\), \(m=[\alpha ]+1\) and \((I_{a^+}^{m-\alpha }f)^{(k)}(a)=0, \,k=0,\ldots ,m-1.\)
In Theorem 1, \(AC^m([a,b])\) denotes the class of functions f which are continuously differentiable on the segment [a, b] up to the order \(m-1\) and \(f^{(m-1)}\) is absolutely continuous on [a, b]. We note that the conditions \((I_{a^+}^{m-\alpha }f)^{(k)}(a)=0\), \(k=0,\ldots ,m-1\), imply that \(f^{(k)}(a)=0\), \(k=0,\ldots ,m-1\) (see [18, 20]). Removing the last condition in Theorem 1 we obtain the class of functions that admit a summable fractional derivative.
Definition 1
(see [20]) A function \(f \in L_1(a,b)\) has a summable fractional derivative \(\left( D_{a^+}^\alpha f\right) (x)\) if \(\left( I_{a^+}^{m-\alpha } f\right) (x)\) belongs to \(AC^m([a,b])\), where \(m=[\alpha ]+1.\)
If a function f admits a summable fractional derivative, then we have the following composition rules (see [18, 20])
where \(m=[\alpha ]+1\). We remark that if \(f \in I_{a^+}^\alpha (L_1)\) then (9) and (10) reduce to
Nevertheless, we note that
This is a particular case of a more general property (see expression (2.114) in [18])
It is important to remark that the semigroup property for the composition of fractional derivatives does not hold in general (see [18, Sect. 2.3.6]). In fact, the property
holds whenever \(f \in AC^{m-1}([a,b])\), \(f^{(m)} \in L_1(a,b)\) with \(m=[\beta ]+1\), and
Moreover, for \(m-1< \alpha <m\) with \(m \in {\mathbb {N}}\) and \(\beta >0\), we have (see [10])
In particular, it is verified
for \( j=1, \ldots ,m\).
Now, we present some special functions that are used in this work, together with some of their properties. The three-parameter Mittag-Leffler function (or the Prabhakar function) is defined as (see [8])
where \((\gamma )_p=\gamma (\gamma +1) \cdots (\gamma +p-1)\). For \(\gamma =1\) we recover the two-parametric Mittag-Leffler function
and for \(\gamma =\beta =1\) we recover the classical Mittag-Leffler function
For the three-parameter Mittag-Leffler function we have the following differentiation rule (see formula (5.1.15) in [8]):
Due to its series representation, the three-parametric Mittag-Leffler function can be considered as a special case of the Wright generalized hypergeometric function \({_1}\varPsi _1\) (see formula (5.1.37) in [8])
Taking into account (24) with \(m=1\) and relation (25), we have the following differentiation rule for \({_1}\varPsi _1\)
Considering the following auxiliar function (see [22])
we have from (25) that
Moreover, in [22] (see Theorem 3), it is proved the following result for the auxiliar function defined in (27).
Theorem 2
For all \(\alpha \in (0,1)\), \(\gamma ,\omega >0\), \(\alpha \gamma>\beta -1 >0\), the following uniform bound holds true:
Another generalization of the Mittag-Leffler function is the multivariate Mittag-Leffler function (see [13]).
Definition 2
The multivariate Mittag-Leffler function \(E_{(a_1,\ldots ,a_n),b}(z_1,\ldots ,z_n)\) of n complex variables \(z_1,\ldots ,z_n \in \mathbb {C}\) with complex parameters \(a_1,\ldots ,a_n, b \in \mathbb {C}\) (with positive real parts) is defined by
where the multinomial coefficients are given by
When \(n=2\) we obtain the bivariate Mittag-Leffler function, which can be written as
From (31) we can deduce, after straightforward calculations, an addition formula for the bivariate Mittag-Leffler function (see Lemma 2.2 in [4]).
Lemma 1
Let \(z_1,z_2 \in {\mathbb {C}}\), and \(a_1,a_2, b \in {\mathbb {C}}\) (with positive real parts). Then it holds
Moreover, we have the following differentiation formula
where \(\tau _1, \tau _2, z \in {\mathbb {C}}\) and \(m \in {\mathbb {N}}\). For general properties of the Mittag-Leffler function see [9, 13].
Now, we consider the following particular Wright function
where \(p \in {\mathbb {Z}}_0^+\), \(1< \beta <2\), \(0<\gamma <1\), \(\tau >1\), and \(t,\theta ,\lambda \in {\mathbb {R}}^+\). This special function will appear in the next sections. Concerning its convergence, taking into account Theorem 1.5 in [10], we can guarantee that the series (34) is absolutely convergent for all possible values of \(\theta \,t^{\beta -\gamma }\). This conclusion is due to the fact that \(\Delta =\beta -\gamma -1 >-1\), where the definition of the quantity \(\Delta \) is given by formula (1.11.15) in [10]. From (28), we have
Hence, by Theorem 2, we have the following estimate for (34)
Due to the convergence of (34) we can guarantee that the right-hand side of (35) is finite for every \(t \in {\mathbb {R}}^+\), and therefore we can write
where \(\mathcal {M}(\beta ,\gamma ,p,\theta , \tau )\) is given in (35) and is a finite positive constant depending only on the parameters \(\beta \), \(\gamma \), p, \(\theta \) and \(\tau \).
In [10] it is presented the solution of several partial fractional differential equations. Here we recall Corollary 5.9 and Theorem 5.16 in [10], where the parameters \(\alpha \), \(\beta \), \(\mu \) and \(\lambda \) where replaced by \(\beta \), \(\gamma \), \(-\lambda \) and \(\theta \), respectively, and \(l=2\) in Theorem 5.16.
Theorem 3
(cf. [10, Cor. 5.9]) The equation
where \(t>0\), \(1 < \beta \le 2\), \(0 <\gamma \le 1\), \(\theta ,\lambda \in {\mathbb {R}}^+\) has one solution u(t), given by
and a second solution v(t) given by
Remark 2
Taking into account the series expansion of the Wright function given in (25), the series expansion of the bivariate Mittag-Leffler function given in (31), and Lemma 1, we can rewrite, after straightforward calculations, functions u and v presented in Theorem 3 in the following way (cf. analogous formulas in [4])
and
Theorem 4
(cf. [10, Thm. 5.16]) Let \(1< \beta <2\), \(0< \gamma < \beta \) be such that \(\gamma \le \beta -1\). Let \(\theta ,\lambda \in {\mathbb {R}}^+\), and h(t) be a given real function defined on \({\mathbb {R}}^+\). Then the equation
is solvable, and its general solution has the form
where u and v are given by (37) and (38), respectively, and \(G_{\beta ,\gamma ,\theta ,-\lambda }(z)\) is given by
Remark 3
Taking into account the series expansion of the Wright function given in (25), and the series expansion of the bivariate Mittag-Leffler function given in (31), we can rewrite, after straightforward calculations, function \(G_{\beta ,\gamma ,\theta ,-\lambda }\) in Theorem 4 in the following way
The previous formula establishes a connection with the work of Luchko and Gorenflo (see [13]).
3 Auxiliary Results
3.1 Fractional Sturm–Liouville Problem in Higher Dimensions
In this work we want to obtain existence results for Sturm–Liouville telegraph equation (3) by using the method of separation of variables. This approach is based on the fractional Sturm–Liouville theory (see [3]), more precisely on the existence of eigenvalues and corresponding eigenfunctions to the following fractional differential equation:
subject to the conditions
where:
-
(i)
\(x \in \varOmega =\prod _{i=1}^{n} [a_i,b_i] \subset {\mathbb {R}}^n\) and “\(\,\cdot \,\)” is the usual scalar product between two vectors in \({\mathbb {R}}^n\);
-
(ii)
\({}^{RL}\!\nabla _{b^-}^{\alpha }\) and \({}^{RL}\!\nabla _{a^+}^{\alpha }\) are, respectively, the right and left Riemann–Liouville fractional gradient operators of order \(\alpha =(\alpha _1, \ldots , \alpha _n)\) given by
$$\begin{aligned}&{}^{RL}\!\nabla _{a^+}^{\alpha } =\sum _{i=1}^{n} e_i \, {}_{~a_i^+}^{RL}\!\partial _{x_i}^{\alpha _i} \qquad \text{ and } \qquad {}^{RL}\!\nabla _{b^-}^{\alpha } =\sum _{i=1}^{n} e_i \,{}_{~b_i^-}^{RL}\!\partial _{x_i}^{\alpha _i}, \end{aligned}$$(45)where for \(i=1,\ldots ,n\), \(e_i\) denotes the standard unit vector in the direction of \(x_i\), the partial derivatives \({}_{~a_i^+}^{RL}\!\partial _{x_i}^{\alpha _i}\), \({}_{~b_i^-}^{RL}\!\partial _{x_i}^{\alpha _i}\), are the left and right Riemann–Liouville fractional derivatives of order \(\alpha _i \in ]\frac{1}{2},1]\) with respect to the variable \(x_i \in [a_i,b_i]\);
-
(iii)
\(I_{b_j^-}^{1-\alpha _j}\) denotes the right Riemann–Liouville fractional integral of order \(1-\alpha _j\) with respect to the variable \(x_j \in ]a_j,b_j[\), where \(\alpha _j \in ]\frac{1}{2},1]\) and \(j=1, \ldots ,n\);
-
(iv)
\(\mu \), \(\nu \), and r are continuous scalar functions defined on \(\varOmega \). The function r is called the weight or density function. Moreover, \(\mu (x)>0\) and \(r(x)>0\) for all \(x \in \varOmega \);
-
(v)
the values of \(\lambda \in {\mathbb {C}}\) for which there exists non-trivial solutions \(y(x) \in I_{a_j^+}^{\alpha _j} \left( L_p(\varOmega )\right) \), \(p>1\) and \(j=1,\ldots ,n\), are called the eigenvalues of the problem.
From now on until the end of the paper we consider that assumptions (i–v) over the fractional Sturm–Liouville problem (42–44) are satisfied. For the proofs of the main results presented in Section 4, we make use of the following theorem proved in [3] regarding the existence of solutions to the problem (42–44).
Theorem 5
(cf. [3]) Under the assumptions (i–v), the fractional Sturm–Liouville problem (42–44) has an infinite increasing sequence of real eigenvalues \(\lambda _1, \lambda _2, \ldots \), and to each eigenvalue \(\lambda _k\) there is a correspondent eigenfunction \(y_k\) which is unique up to a constant factor and satisfies the minimization problem of the following functional
subject to the conditions in (43–44) and to the additional condition
Furthermore, the eigenfunctions \(y_k\) form an orthogonal set of solutions, with respect to the inner product (51). Moreover, the eigenvalues are given by
For \(\varOmega =\prod _{i=1}^{n} [a_i,b_i]\), let us introduce the following spaces
and
The space \(L_r^2(\varOmega )\) is a weighted Hilbert space of real-valued functions and \(C_B(\varOmega )\) is a space of continuous functions with homogeneous conditions on the boundary. Moreover, the space \(L_r^2\) is endowed with an inner product and norm given by
and
In the case \(r(x)=1\) we denote the \(L^2\)-norm as \(\Vert f\Vert _2\). In addition, we denote by \(Y:=\left\{ y_k, \,k \in {\mathbb {N}}\right\} \) the set of eigenfunctions of (42) and its closed linear span by
3.2 Properties of the Eigenvalues and the Eigenfunctions
Now, we prove some auxilar results about the eigenvalues and the correspondent eigenfunctions that are used in the following section to prove the main results of the paper. Let us start with a result where we obtain an estimation for the eigenfunctions and eigenvalues of the fractional Sturm–Liouville operator.
Lemma 2
Let the assumptions over the fractional Sturm–Liouville problem (42–44) be fulfilled. There exists \(k_0 \in {\mathbb {N}}\) such that eigenfunctions and eigenvalues of the fractional Sturm–Liouville problem (42–44) fulfill the inequality
for some \(M_0 \in {\mathbb {R}}^+\).
Proof
Denoting by \(\widehat{x}=\left( x_1, \ldots ,x_{i-1},\omega ,x_{i+1},\ldots ,x_n\right) \), considering the composition rule (11), Hölder’s inequality, and taking into account the definition of the left fractional integral (4), we have after straightforward calculations
Therefore,
where
and \(\widehat{\underline{x}} =(x_1, \ldots ,x_{i-1},x_{i+1},\ldots ,x_n)\). Since \(\varOmega \) is bounded, there exists \(M_2 >0\) such that \(M_1 \,\le M_2 \,\left\| {}_{~a_i^+}^{RL}\!\partial _{x_i}^{\alpha _i} y_k\right\| _2^2\), and, hence, relation (54) becomes
where
Now, considering (48) with \(\nu (x)=0\), relation (55) becomes
where \(\Vert \cdot \Vert \) denotes the supremum norm in the \(C_B(\varOmega )\) space. Consequently, for \(k \in {\mathbb {N}}\), we have
For \(\nu (x) \ne 0\) we have from (56) and (47)
where we used again the variational formulation presented in [3] with \(\nu (x) \ne 0\). Dividing both side of the previous relation by \(\sqrt{\lambda _k}\) we get
As \(\lambda _k \rightarrow +\infty \) for \(k \rightarrow +\infty \) (see Theorem 5) we note that there exists \(k_0\) such that
Taking
we conclude that for all \(k \ge k_0\) and an arbitrary continuous function \(\nu \) we have that
\(\square \)
In the following lemmas we obtain some important uniform convergence results.
Lemma 3
Let \(0<T<+\infty \) and \({}_{~0^+}^{~C}\!\partial _{t}^{\beta }\) (resp. \({}_{~0^+}^{~C}\!\partial _{t}^{\gamma }\)) be the left Caputo fractional partial derivative of order \(\beta >0\) (resp. \(\gamma >0\)) with respect to t (see (8)). Assume that \(\left( g_k\right) _{k=1}^{+\infty }\) is a sequence of functions uniformly convergent in [0, T], \(\left( {}_{~0^+}^{~C}\!\partial _{t}^{\beta }g_k\right) _{k=1}^{+\infty }\), \(\left( {}_{~0^+}^{~C}\!\partial _{t}^{\gamma }g_k\right) _{k=1}^{+\infty }\), with \(1< \beta < 2\) and \(0< \gamma <1\), are uniformly convergent in ]0, T] and \(g_k, {}_{~0^+}^{~C}\!\partial _{t}^{\beta }g_k, {}_{~0^+}^{~C}\!\partial _{t}^{\gamma }g_k \in C[0,T]\), for any \(k \in {\mathbb {N}}\). Then, for \(t \in {\mathbb {R}}^+\)
Proof
In the conditions of the lemma we have that
Taking into account Lemma 3.4 in [12] we have that
and
Hence, we conclude that
This gives the desired result. \(\square \)
Let us denote the fractional Sturm–Liouville operator in the right-hand side of (42) by
Lemma 4
Assume that \(\left( f_k\right) _{k=1}^{+\infty }\) and \(\left( {}^{RL}\!\widehat{L}_{\nu }^\alpha f_k\right) _{k=1}^{+\infty }\) are uniformly convergent in \(\varOmega \), let say to g and \({}^{RL}\!\widehat{L}_{\nu }^\alpha f\), respectively. Assume also that \(f_k, {}^{RL}\!\widehat{L}_{\nu }^\alpha f_k \in C_B(\varOmega )\) for any \(k \in {\mathbb {N}}\). Then,
Proof
We have by (57) that
Multiplying each member of (58) by r(x), applying \(I_{b_j^-}^{\alpha _j}\), taking into account (10) and making straightforward calculations, we get
where the constant \(\xi _2^{[j]}\big |_{x_j=b_j}\), with respect to the variable \(x_j\), is given by
Multiplying each member of (59) by \(-\frac{1}{\mu (x)}\), applying \(I_{a_j^+}^{\alpha _j}\), taking into account (9) and making straightforward calculations, we arrive to
for any \(k \in {\mathbb {N}}\) and where the constant \(\xi _1^{[j]}\big |_{x_j=a_j}\), with respect to the variable \(x_j\), is given by
Taking the limit of (60), when \(k \rightarrow +\infty \), we get
By the assumptions stated we know that the following limits exist
Moreover, functions f and g are continuous in \(\varOmega \). Therefore
The above three pointwise convergences together with
give
Consequently, we have from (61)
Applying \(-\frac{1}{r(x)} \,{}_{~b_j^-}^{RL}\!\partial _{x_j}^{\alpha _j} \,\mu (x) \,{}_{~a_j^+}^{RL}\!\partial _{x_j}^{\alpha _j}\) to each term of (63), taking into account (12) and (20), and making straightforward calculations, we get for each term of (63)
i.e., expression (63) becomes
Summing up each member from \(j=1, \ldots , n\) we obtain
Hence, we conclude that
and therefore the proof is completed. \(\square \)
4 Main Results
Let \(1<\beta <2\) and \(0<\gamma <1\), and let us consider the following non-homogeneous fractional Sturm–Liouville telegraph equation:
where \((x,t) \in \varOmega \times {\mathbb {R}}^+\), \(\theta >0\), \({}_{~0^+}^{~C}\!\partial _{t}^{\beta }\) (resp. \({}_{~0^+}^{~C}\!\partial _{t}^{\gamma }\)) is the Caputo fractional partial derivative (8) of order \(\beta \in ]1,2[\) (resp. \(\gamma \in ]0,1[\)) with respect to t, such that \(\gamma \le \beta -1\), \({}^{RL}\!\widehat{L}_{\nu }^\alpha \) is the fractional Sturm–Liouville operator (57), and subject to the conditions (43), (44) and
where the space \(C_B(\varOmega )\) is defined in (50). In our first main result, we study the existence of solution of the homogeneous equation associated to (69), i.e., in the case when \(h(x,t)=0\).
Theorem 6
Let us assume that the fractional Sturm–Liouville problem (42–44), described in Section 3.1, has eigenfunctions \(y_k\) and correspondent eigenvalues \(\lambda _k\) obeying the following conditions
where \(\mathcal {M}(\beta ,\gamma ,p,\theta ,\beta p +1)\), \(\mathcal {M}(\beta ,\gamma ,p,\theta ,\beta p +1+\beta -\gamma )\), and \(\mathcal {M}(\beta ,\gamma ,p,\theta ,\beta p +2)\) are finite positive constants given in (35) and depending only on \(\beta \), \(\gamma \), p, and \(\theta \). Then, the homogeneous fractional Sturm–Liouville telegraph equation associated to (69) and subject to the conditions (43), (44), and (70) has a continuous solution \(f: \,\varOmega \times {\mathbb {R}}^+ \rightarrow {\mathbb {R}}\) given by the series
where u and v are given by (37) and (38) with \(\lambda =\lambda _k\), respectively, and providing that for \(i=0,1\) and \(j=1,\ldots ,n\)
Proof
In the proof we use the method of separation of variables, i.e., we seek for a particular solution of the equation
subject to the conditions (43), (44) and (70), in the form
Plugging (78) into (77) leads to
where \(\lambda >0\) is the separation constant not depending on the variables x and t. We obtain the following fractional differential equations
Taking into account Theorem 3, we have that the solution of (79) is given by
where c and d are real constants, and u and v are given by (37) and (38), respectively. Moreover, equation (80) is the fractional Sturm–Liouville equation (42) and by Theorem 5 there exists an infinite increasing sequence of eigenvalues \(\lambda _1<\lambda _2 <\ldots \) and the correspondent sequence of eigenfunctions \(y_1(x), y_2(x), \ldots \) for (80). Therefore,
where \(u_k\) and \(v_k\) are given by (37) and (38), respectively, with \(\lambda =\lambda _k\). Substituting in (78), we get
Now, we determine the coefficients \(c_k\). Since \(u_k(0)=1\) and \(v_k(0)=0\) (see (39) and (40)), we obtain from the first initial condition in (70) that
Multiplying (82) by \(y_l(x) \,r(x)\), integrating over \(\varOmega \) and using the orthogonality condition for the eigenfunctions we obtain
Since l is arbitrary, we conclude that \(c_k =\left\langle y_k, \,g_0 \right\rangle \). For the case of \(d_k\), we have from the differentiation rule (33) that
and
and hence \(u'_k(0)=0\) and \(v'_k(0)=1\). Then, proceeding in a similar way as for the coefficients \(c_k\), but considering the second initial condition in (70), we get that \(\left\langle y_k, \,g_1 \right\rangle =d_k\). We want to show that under assumptions (71), (72), (73), (74), and (76) the series representing f is convergent in \(\varOmega \times {\mathbb {R}}^+\). We start obtaining some important relations for the coefficients \(\left\langle y_k, \,g_0 \right\rangle \) and \(\left\langle y_k, \,g_1 \right\rangle \). For the coefficients \(\left\langle y_k, \,g_0 \right\rangle \), we have
where the last equality is due to the fact that in [3] it is proved that \({}^{RL}\!L_{\nu }^\alpha \) is a self-adjoint operator. Multiplying and dividing the right-hand side of the last equality by r(x) leads to
Thus, the following relation is valid for the coefficients \(c_k\)
In a similar way, we obtain the following relation for the coefficients \(d_k\)
Moreover, taking into account the inequality (36), we have the following estimates for \(u_k\) and \(v_k\)
Now we are ready to prove the convergence of the series (75). Taking into account (83), (84), (85), (86), Lemma 2, and considering \(k \ge k_0\), we have
By the Cauchy–Schwarz inequality for series we can prove the convergence of the following series
where the series in the right-hand side are convergent because \({}^{RL}\!\widehat{L}_{\nu }^\alpha \,g_0, {}^{RL}\!\widehat{L}_{\nu }^\alpha \,g_1 \in L_r^2(\varOmega )\) and due to assumptions (71) and (72). Hence, by the Weierstrass criterion for uniform convergence, the series defining the solution
is uniformly convergent in any compact subset of \(\varOmega \times {\mathbb {R}}^+\). This fact implies that the function f is continuous in \(\varOmega \times {\mathbb {R}}^+\). Finally, we shall prove that the series defining f can be differentiated term by term using the Caputo fractional derivative with respect to the time variable, or using the fractional Sturm–Liouville operator \({}^{RL}\!\widehat{L}_{\nu }^\alpha \). From (79) and (80), we have that
and
Since expression (88) and (89) are equal up to a sign, we study only the convergence of (88) (for expression (89) the analysis and conclusions are the same). As it was done previously, taking into account (83), (84), (85), (86), Lemma 2, and considering \(k \ge k_0\), we have
Again, applying similar arguments and calculations as before, we observe from (90) that series (88) and (89) are uniformly convergent in any compact subset of \(\varOmega \times {\mathbb {R}}^+\). By Lemmas 3 and 4, we can calculate \(\left( {}_{~0^+}^{~C}\!\partial _{t}^{\beta } -\theta \,{}_{~0^+}^{~C}\!\partial _{t}^{\gamma }\right) f(x,t)\) as well as \({}^{RL}\!\widehat{L}_{\nu }^\alpha f(x,t) \) term by term verifying that the series (75) fulfills (77). \(\square \)
Remark 4
Due to Remark 2, the series representation (75) in Theorem 6 for the solution of the homogeneous space-time fractional telegraph equation (77) coincides with the correspondent one presented in [6] when we consider \(r(x)=\mu (x)=1\), \(\theta =-2\lambda \), \(\beta =\alpha \), and \(\gamma =\delta \) in Theorem 6, and \(c=1\), \(\beta =2\), and \(f(x,t)=0\) in Theorem 1 in [6].
In our second main result, we study the existence of a solution of the non-homogeneous equation (69). For that, we additionally assume that the function \(h \in L^2(\varOmega \times (0,T))\) for \(T>0\) arbitrary, is given, in the form of a series, by
Theorem 7
Let us assume that the fractional Sturm–Liouville problem (42–44) described in Sect. 3.1, has eigenfunctions \(y_k\) and eigenvalues \(\lambda _k\) obeying to conditions (71–74), and also to the additional condition
Moreover, let us assume that the function h given by (91) is such that
is convergent in any interval (0, T) for \(T>0\). Then the non-homogeneous space-time fractional telegraph equation (69) with conditions (43), (44), and (70) has a continuous solution \(f:\varOmega \times {\mathbb {R}}^+ \rightarrow {\mathbb {R}}\) given by the series
where \(u_k(t)\) and \(v_k(t)\) are given by (37) and (38), respectively, with \(\lambda =\lambda _k\), and \(G_{\beta ,\gamma ;\theta ,-\lambda _k}(z)\) is given by (41), and provided that (76) is satisfied.
Proof
Similarly to the proof of Theorem 6, we look for a series solution of the form
where \(y_k\), with \(k \in {\mathbb {N}}\), are the orthonormal eigenfunctions of the Sturm–Liouville problem (42–44). Substituting (95) into (69) we arrive to the following set of non-homogeneous linear fractional differential equations for the coefficients \(T_k\)
From Theorem 4 we have that the solution of (96) is given by
where \(u_k(t)\), \(v_k(t)\) and \(G_{\beta ,\gamma ;\theta ,-\lambda _k}(z)\) are given by (37), (38), and (41) respectively, with \(\lambda =\lambda _k\). Therefore, the solution f given by (95) takes the form
By the initial conditions (70) we conclude, similarly as in the proof of Theorem 6, that \(c_k =\left\langle g_0, \,y_k\right\rangle \) and \(d_k =\left\langle g_1, \,y_k\right\rangle \). The first part of the series (97), corresponding to the solution of the homogeneous equation, is uniformly convergent on any compact subset of \(\varOmega \times {\mathbb {R}}^+\) and can be differentiated term by term using the fractional Caputo derivatives \({}_{~0^+}^{~C}\!\partial _{t}^{\beta }-\theta \,{}_{~0^+}^{~C}\!\partial _{t}^{\gamma }\) or using the fractional Sturm–Liouville operator \({}^{RL}\!\widehat{L}_{\nu }^\alpha \) in \(\varOmega \times {\mathbb {R}}^+\) (see proof of Theorem 6). Hence, we only have to prove the similar result for the second part of the series (97). Taking into account Theorem 2.7 in [2] about the interchange of limit operation and fractional integration, we conclude that it is enough to show that the following derivative series
is uniformly convergent in any compact subset of \(\varOmega \times {\mathbb {R}}^+\). On the one hand, we have that
On the other hand, taking into account the differentiation rule (26), we have that
Therefore, from (100), we conclude that we can rewrite the inner integral in the right hand-side of (98) using the classical formula of integration by parts. Hence, we get
Therefore, series (98) takes the form
Taking into account Lemma 2, estimate (36) for \({}_1\varPsi _1\), the Cauchy–Schwarz inequality for series, and assumption (92), we have the following estimate for the first series of (101)
whenever \(k \ge k_0\). For the second series in (101), taking into account Lemma 2, estimate (36) for \({}_1\varPsi _1\), the Cauchy–Schwarz inequality for series, and assumptions (92) and (93), we have that
whenever \(k \ge k_0\) and in any (0, T), \(T>0\). For the third series in (101) we have
because by hypothesis \(h \in L^2(\varOmega \times (0,T))\), \(T>0\), and it is given in the form of the convergent series (91). Taking into account the conclusions obtained in (102), (103), and (104), we get our result by the Weierstrass criterion for uniform convergence. \(\square \)
Remark 5
Due to Remark 3, the series representation (94) in Theorem 7 for the solution of the non-homogeneous time–space-fractional telegraph equation (69) coincides with the correspondent one presented in [6] when we consider \(r(x)=\mu (x)=1\), \(\theta =-2\lambda \), \(\beta =\alpha \), and \(\gamma =\delta \) in Theorem 7, and \(c=1\) and \(\beta =2\) in Theorem 1 in [6].
5 Examples
In this section we present some examples that illustrate some of our results.
Example 1
Let us consider the following time-fractional Sturm–Liouville problem
where \(x \in [1,e]\) and \(t \in {\mathbb {R}}^+\), and subject to the boundary and initial conditions
Problem (105–107) is a particular case of the problem studied in Theorem 6 with \(n=1\), \(\alpha =1\), \(\mu (x)=x^2\), \(\nu (x)=0\), and \(r(x)=1\). For the classical Sturm–Liouville problem with \(\mu (x)=x^2\), \(\nu (x)=0\), and \(r(x)=1\), the eigenvalues are of the form \(\lambda _k =-\left( k^2 \pi ^2+\frac{1}{4}\right) \) and the corresponding orthonormal eigenfunctions are
Theorem 6 implies that the solution of problem (105–107) is given by the series
where u and v are given by (37) and (38) with \(\lambda =-\left( k^2 \pi ^2+\frac{1}{4}\right) \).
Example 2
Let us consider the following time-fractional Sturm–Liouville problem
where \(x \in [1,e]\) and \(t \in {\mathbb {R}}^+\), and subject to the boundary and initial conditions
Problem (108–110) is a particular case of the problem studied in Theorem 6 with \(n=1\), \(\alpha =1\), \(\mu (x)=x\), \(\nu (x)=0\), and \(r(x)=\frac{1}{x}\). For the classical Sturm–Liouville problem with \(\mu (x)=x\), \(\nu (x)=0\), and \(r(x)=\frac{1}{x}\), eigenvalues are of the form \(\lambda _k =-k^2 \pi ^2\) and the corresponding orthonormal eigenfunctions are
Theorem 6 implies that the solution of problem (108–110) is given by the series
where u and v are given by (37) and (38) with \(\lambda =-k^2 \pi ^2\).
Let us now consider the following non-homogeneous equation
where \(A_l \in {\mathbb {R}}\), \(m \in {\mathbb {N}}\), and subject to conditions (109–110). By Theorem 7, with \(n=1\), its solution is given by
where \(u_k(t)\) and \(v_k(t)\) are given by (37) and (38), respectively, with \(\lambda =-k^2 \pi ^2\), and \(G_{\beta ,\gamma ;\theta ,-\lambda _k}(z)\) is given by (41). Applying
with \(a_1,a_2,b \in {\mathbb {R}}^+\), to the integral part of (112) we get
Combining (112) with (113) we conclude that
is a solution to equation (111) with conditions (109–110).
Example 3
Let us consider the following time-fractional telegraph equation
where \(x \in \varOmega =[0,\pi ]^n\) and \(t \in {\mathbb {R}}^+\), and subject to the boundary conditions
and the initial conditions
We observe that (114–116) is a particular case of the problem studied in Theorem 6 with \(\alpha =(1, \ldots ,1)\), \(\mu (x) \equiv 1\), \(\nu (x) \equiv 0\), and \(r(x)=1\). Moreover, for the classical Sturm–Liouville equation in \({\mathbb {R}}^n\) the orthonormal eigenfunctions are given by
where \(\lambda =\sum _{i=1}^{n} k_i^2\) and \(k_i \in {\mathbb {N}}\). Considering a reordering of the values of \(\lambda \) we can obtain a new sequence \(\lambda _k\), with \(k \in {\mathbb {N}}\), that constitutes the infinite set of eigenvalues. Theorem 6 implies that the solution of problem (114–116) is given by the series
where u and v are given by (37) and (38) with \(\lambda =\lambda _k\).
6 Conclusion
In this paper, we considered the homogeneous and non-homogeneous fractional Sturm–Liouville telegraph equation in \({\mathbb {R}}^n \times {\mathbb {R}}^+\) with appropriate boundary conditions, where the time-fractional derivatives are in the Caputo sense and the space-fractional derivatives are expressed in terms of a fractional Sturm–Liouville operator. We obtained a series representation for the solution via the method of separation of variables and we studied the conditions that guarantee the convergence of the series solution. Moreover, it is shown that the obtained series representation is equivalent to the obtained in [6] when we reduce the fractional Sturm–Liouville operator to the classical Laplace operator.
Availability of data and materials
Not applicable.
References
Boyadjiev, L., Luchko, Y.: The neutral-fractional telegraph equation. Math. Model. Nat. Phenom. 12, 51–67 (2017)
Diethelm, K: The Analysis of Fractional Differential Equations. An Application-oriented Exposition Using Differential Operators of Caputo Type. Lecture Notes in Mathematics, Vol. 2004, Springer, Berlin (2010)
Ferreira, M., Rodrigues, M.M., Vieira, N.: A fractional analysis in higher dimensions for the Sturm–Liouville problem. Fract. Calc. Appl. Anal. 24(2), 585–620 (2021)
Ferreira, M., Rodrigues, M.M., Vieira, N.: First and second fundamental solutions of the time-fractional telegraph equation with Laplace or Dirac operators. Adv. Appl. Clifford Algebr. 28(2), 14 (2018)
Ferreira, M., Rodrigues, M.M., Vieira, N.: Fundamental solution of the multi-dimensional time fractional telegraph equation. Fract. Calc. Appl. Anal. 20(4), 868–894 (2017)
Fino, A.Z., Ibrahim, H.: Analytical solution for a generalized space-time fractional telegraph equation. Math. Methods Appl. Sci. 36(14), 1813–1824 (2013)
Garg, M., Sharma, A., Manohar, P.: Solution of generalized space-time fractional telegraph equation with composite and Riesz–Feller fractional derivatives. Int. J. Pure Appl. Math. 83(5), 685–691 (2013)
Gorenflo, R., Kilbas, A.A., Mainardi, F., Rogosin, S.V.: Mittag-Leffler Functions, Related Topics and Applications. Springer Monographs in Mathematics, Springer, Berlin (2004)
Haubold, H.J., Mathai, A.M., Saxena, R.K.: Mittag-Leffler functions and their applications. J. Appl. Math., Article ID 298628 (2011)
Kilbas, A.A., Srivastava, H.M., Trujillo, J.J.: Theory and Applications of Fractional Differential Equations. North-Holland Mathematics Studies, vol. 204. Elsevier, Amsterdam (2006)
Klimek, M., Ciesielski, M., Blaszczyk, T.: Exact and numerical solutions of the fractional Sturm–Liouville problem. Fract. Calc. Appl. Anal. 21(1), 45–71 (2018)
Klimek, M., Malinowska, A., Odzijewicz, T.: Applications of the fractional Sturm–Liouville problem to the space-time fractional diffusion in a finite domain. Fract. Calc. Appl. Anal. 19(2), 516–550 (2016)
Luchko, Yu., Gorenflo, R.: An operational method for solving fractional differential equations with the Caputo derivatives. Acta Math. Vietnam. 24(2), 207–233 (1999)
Mamchuev, M.O.: Solutions of the main boundary value problems for the time-fractional telegraph equation by the Green function method. Fract. Calc. Appl. Anal. 20(1), 190–211 (2017)
Momani, S.: Analytic and approximate solutions of the space- and time-fractional telegraph equations. Appl. Math. Comput. 170(2), 1126–1134 (2005)
Orsingher, E., Beghin, L.: Time-fractional telegraph equation process with Brownian time. Prob. Theory Relat. Fields 128(1), 141–160 (2004)
Orsingher, E., Zhao, X.: The space-fractional telegraph equation and the related fractional telegraph processes. Chin. Ann. Math. Ser. B 45(1), 24–45 (2003)
Podlubny, I.: Fractional Differential Equations. An Introduction to Fractional Derivatives, Fractional Differential Equations, to Methods of their Solution and Some of Their Applications. Mathematics in Science and Engineering, vol. 198. Academic Press, San Diego (1999)
Rachid, A., Srivastava, K., Awasthi, K., Chaurasia, R.K., Tamsir, M.: The Telegraph equation and its solution by reduced differential transform method. In: Modelling and Simulation in Engineering, Hindawi Publishing Corporation, Article ID 746351 (2013)
Samko, S.G., Kilbas, A.A., Marichev, O.I.: Fractional Integrals and Derivatives: Theory and Applications. Gordon and Breach, New York (1993)
Saxena, R.K., Garra, R., Orsingher, E.: Analytic solution of space-time fractional telegraph-type equations involving Hilfer and Hadamard derivatives. Integral Transforms Spec. Funct. 27(1), 30–42 (2016)
Tomovski, Ž, Pogány, T.K., Srivastava, H.M.: Laplace type integral expressions for a certain three-parameter family of generalized Mittag-Leffler functions with applications involving complete monotonicity. J. Franklin Inst. 351(12), 5437–5454 (2014)
Acknowledgements
The work of M. Ferreira, M.M. Rodrigues and N. Vieira was supported by Portuguese funds through CIDMA-Center for Research and Development in Mathematics and Applications, and FCT–Fundação para a Ciência e a Tecnologia, within projects UIDB/04106/2020 and UIDP/04106/2020. N. Vieira was also supported by FCT via the 2018 FCT program of Stimulus of Scientific Employment - Individual Support (Ref: CEECIND/01131/2018).
Author information
Authors and Affiliations
Corresponding author
Additional information
Communicated by Daniel Aron Alpay.
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
This article is part of the topical collection “Higher Dimensional Geometric Function Theory and Hypercomplex Analysis” edited by Irene Sabadini, Michael Shapiro and Daniele Struppa.
Rights and permissions
About this article
Cite this article
Ferreira, M., Rodrigues, M.M. & Vieira, N. Application of the Fractional Sturm–Liouville Theory to a Fractional Sturm–Liouville Telegraph Equation. Complex Anal. Oper. Theory 15, 87 (2021). https://doi.org/10.1007/s11785-021-01125-3
Received:
Accepted:
Published:
DOI: https://doi.org/10.1007/s11785-021-01125-3
Keywords
- Caputo fractional derivatives
- Riemann–Liouville fractional derivatives
- Fractional Sturm–Liouville operator
- Time–space-fractional telegraph equation
- Mittag-Leffler functions
- Wright functions