1. Introduction
Fractional calculus is as old as ordinary calculus, but it was only at the end of the 20th Century that it managed to attract the attention of many researchers, who in their studies showed that this theory is an important tool to model problems, not only in mathematics, but also in other areas, such as physics, engineering, chemistry, biology, epidemiology, and control theory, among others (see [
1,
2,
3,
4,
5,
6]). Many important mathematicians such as Euler, Lagrange, Fourier, Abel, Liouville, and Riemann worked in fractional calculus. Fractional derivatives and fractional integrals are generalizations of the notions of integer-order derivatives and integrals and include
n-th derivatives and
n-fold integrals as special cases. Several different fractional derivatives have been defined, such as Riemann–Liouville, Caputo, Riesz, Erdelyi–Kober, and Hadamard, just to mention a few [
7,
8]. We note that each definition has its own properties and that many of them are not equivalent to each other. In this paper, we deal with the general notions of distributed-order fractional derivatives with respect to an arbitrary kernel in the Riemann–Liouville and Caputo sense, recently introduced in [
9]. One of the advantages of fractional derivatives is that these operators are non-local, thus conserving system memories, as opposed to integer-order derivatives, which are local operators.
The calculus of variations deals with the optimization of functionals involving an integral in which the Lagrangian depends on the independent variable, an unknown function, and its derivative (or derivatives). The classical problem of the calculus of variations was generalized by G. Herglotz in 1930 [
10], who presented a new problem involving a first-order initial-value problem that defines a function
in a given interval
and consists of finding trajectories
x and
z that extremize the
value. This problem is also known as a generalized variational problem. One of the advantages of this problem is that it allows giving a variational description of non-conservative and dissipative processes, even when the Lagrangian is autonomous [
11], which is not possible using the classical variational calculus. Herglotz’s problem only attracted the attention of the scientific community in the late Twentieth Century. Thereafter, many important results of the classical calculus of variations were then generalized to Herglotz problems [
11,
12,
13,
14,
15,
16].
The fractional calculus of variations generalizes the classical variational calculus, replacing the integer-order derivatives by fractional derivatives in the Lagrangian function given in the integral of the functional to be extremized. It was in 1996 that the fractional calculus of variations had a considerable development, being relevant to better describe non-conservative systems in mechanics. Furthermore, this theory provides a more realistic approach to physics, allowing it to consider non-conservative systems in a more natural way [
6,
17]. Since then, this theory has attracted much attention from a large number of researchers, with several articles published [
12,
18,
19,
20,
21,
22,
23].
In [
9], the authors introduced a new fractional operator, combining two fractional operators: fractional derivatives of distributed-order and fractional derivatives with respect to another function. The order of this new fractional derivative is not constant, and this operator is defined using a function of probability, which acts as a distribution of orders of differentiation, multiplied by a fractional derivative. Our objective in this paper is to study several Herglotz-type problems involving this new fractional derivative.
This paper is organized as follows. In
Section 2, we present the classical Herglotz variational problem and some necessary background on fractional calculus. In
Section 3, we study the fractional Herglotz problem, in four different cases, using distributed-order fractional derivatives with arbitrary kernels. Namely, we study fractional variational problems of the Herglotz-type for the case where the orders of differentiation belong to the interval
, for the higher-order case, for problems involving time delay, and with several independent variables. Finally, we present some examples to illustrate our main results.
3. Main Results
In this section, we study four different types of variational problems of the Herglotz type involving distributed-order fractional derivatives with arbitrary smooth kernels.
3.1. Herglotz Fractional Variational Problem—Case 1
For this problem, we restrict ourselves to the case where
, that is considering the definitions introduced in [
9].
Consider two continuous functions
satisfying the following conditions:
In what follows, we use the notation:
and we denote the partial derivative of
L with respect to its
ith-coordinate by
.
We can formulate the problem as follows:
Problem : Determine trajectories
and
that extremize (minimize or maximize)
where the pair
satisfies the differential equation:
and
It is assumed that
and
are of class
,
is of class
, and the maps exist and are continuous on
:
for all admissible pairs
, where
The following result gives a necessary condition of the Euler–Lagrange type and natural boundary conditions, for an admissible pair to be a solution of the problem .
Theorem 2. (Necessary optimality conditions for Problem ) If the pair is a solution of Problem , then satisfies the generalized fractional Euler–Lagrange equation:for all . Furthermore, if is free, then satisfies the following condition:and if is free, then satisfies the following condition: Proof. Suppose that the pair
is a solution of Problem
and
is an arbitrary function, such that its Caputo distributed-order fractional derivatives,
and
, are continuously differentiable. Define the function
by
Since
is fixed, we have that
. Now, we define
, where
, by
We have that zero is a local extremizer of
g, since
is a local extremum, and therefore,
Solving this equation, we obtain
Considering
, we obtain
Using fractional integration by parts (Theorem 1) in Equation (
5), we obtain
Considering
in Equation (
6), we have
From the fundamental lemma of the calculus of variations (see [
24]), we obtain
for all
, proving the generalized fractional Euler–Lagrange Equation (
2). Since
is arbitrary if
is free, using (
2) and considering
and
in (
6), we obtain
proving the natural boundary condition (
3). Similarly, since
is arbitrary if
is free, considering
and
in (
6) and using (
2), we obtain the natural boundary condition (
4). □
Remark 1. We note that if the Lagrangian L does not depend on z, then we obtain as a corollary Theorem 3.2 of [9]. 3.2. Herglotz Fractional Variational Problem—Case 2
For this problem, let us consider the case where the Lagrangian depends on higher-order distributed-order fractional derivatives (see Definition 2).
Consider the distribution functions
with domains
,
, where
is fixed, satisfying the following conditions
For the simplicity of notation, we consider the following:
Problem : Determine trajectories
and
that extremize
where
satisfies the differential equation:
subject to the boundary condition:
We assume that, for each
,
and
are all of class
, the Lagrangian function
is of class
, and the maps exist and are continuous on
:
for all admissible pairs
, where
We are now in a position to present our second result.
Theorem 3. (Necessary optimality conditions for Problem ) If the pair is a solution of Problem , then satisfies the generalized fractional Euler–Lagrange equation:for all . Furthermore, - (i)
For a given , if is free, then - (ii)
For a given , if is free, then
Proof. Let
be an arbitrary function such that
, if
or
are fixed, respectively, for each
. Defining
by
then
,
, and
The solution of Equation (
12) is defined by
Considering
and taking
in (
13), Theorem 1 allows us to prove that
Since
from the arbitrariness of
h and using the fundamental lemma of calculus of variations, we have proven the generalized fractional Euler–Lagrange Equation (
9) and the necessary conditions (
10) and (
11). □
Remark 2. It is easy to see that Theorem 9 of [25] is a corollary of Theorem 3. 3.3. Herglotz Fractional Variational Problem—Case 3
It is well known that time delay is a common phenomenon that occurs in many engineering and nature problems. Therefore, it is extremely important to consider when formulating such problems the explicit dependence of a time delay, in order to better understand the evolution of the dynamical systems under observation. Motivated by the importance of considering a time delay in the formulation of variational problems, we now study the Herglotz variational problem with time delay. For the simplicity of presentation, we restrict ourselves to the case where .
In what follows,
is a fixed real number such that
, and in order to simplify the notation, we write:
Problem : Determine
and
that extremize
where
and
on
, where
is a given initial function.
It is assumed that and are of class and L satisfies the following conditions:
The next result presents the necessary optimality conditions for the fractional variational problem of the Herglotz type with time delay.
Theorem 4 (Necessary optimality conditions for Problem
).
If the pair is a solution of Problem , then satisfies the generalized fractional Euler–Lagrange equations:andFurthermore, if is free, then satisfies the natural boundary condition: Proof. Let
be an arbitrary function such that
,
, and
are of class
. Defining function
by
we have that
. Hence, we obtain
Solving the differential Equation (
17), we obtain
Considering
and replacing
in (
18), we have
Since
then, from (
19), we obtain
Note also that
for all
, and
for all
. Using Equation (
21) and Theorem 1, we conclude that
Similarly, using (
22) and Theorem 1, we obtain
Therefore, we obtain
introducing (
23) and (
24) into (
20). Therefore, choosing the appropriate
h and using the fundamental lemma of calculus of variations, we obtain the generalized fractional Euler–Lagrange Equations (
14) and (
15) and the natural boundary condition (
16). □
Remark 3. It is clear that Theorem 2 of [25] can be obtained from Theorem 4 in the particular case where the Lagrangian is independent of z. 3.4. Herglotz Fractional Variational Problem—Case 4
For this the last problem, we consider the case where the state function depends on several independent variables. Here, we have the case where the fractional orders belong to the interval .
We consider
and
. We denote by
the time variable and
the spacial coordinates. We use the notation:
where
and
and
and
denote the left and right partial distributed-order fractional derivatives of
x with respect to the variable
t;
and
, for any
, denote the left and right partial distributed-order fractional derivatives of
x with respect to the variable
. Furthermore, it is assumed that the domain of function
contains the intervals
and
, for
.
Problem : Determine trajectories
and
that extremize
such that the pair
satisfies the differential equation:
and
Furthermore, we assume that
is fixed when
and
, for all
. We suppose that
,
,
, and
are of class
for
,
is a continuously differentiable function, and the maps exist and are continuous on
U:
and
for all admissible pairs
and for all
, where
Under these assumptions, we can prove our last result.
Theorem 5 (Necessary optimality conditions for Problem
).
If the pair is a solution of Problem , then satisfies the generalized fractional Euler–Lagrange equation:for all . Furthermore, if is free, thenand if is free, then Proof. Let be an arbitrary function such that its Caputo distributed-order fractional derivatives are continuously differentiable. Because the state function is fixed when and , we suppose that, for any , if or , then for all . Defining function by
then
and
we obtain
Using Theorem 1, we obtain
From the arbitrariness of
h and using the fundamental lemma of the calculus of variations, we obtain the generalized fractional Euler–Lagrange Equation (
25) and the natural boundary conditions (
26) and (
27). □
5. Concluding Remarks
In this paper, we studied four cases of the fractional-Herglotz-variational-type problems, where the Lagrangian depends on distributed-order fractional derivatives with arbitrary smooth kernels. In the first case, the distributed order belongs to
, by considering the definitions introduced in [
9]. In the second case, we considered the higher-order case, that is when
for a given
, considering the definitions recently introduced in [
25]. In the third case, we studied the Herglotz variational problem with time delay, and in the last case, we considered the Herglotz variational problem with several independent variables. We proved the necessary optimality conditions for all of these Herglotz-type problems, and three examples were presented to illustrate our results. To finalize this paper, we point out that our theoretical contributions generalize several results recently proven in the context of the fractional calculus of variations.