1. Introduction
Fractional differential equations (FDEs) have found extensive use in the modeling of complex systems, primarily due to their ability to represent memory in systems dynamics [
1,
2]. Fortunately, there are various fractional derivatives, each having different memory kernels. This diversity, provide us with a rich set of operators capable of capturing the intricate dynamics of complex natural systems [
3].
Similar to FDEs, delay differentiate equations (DDEs) have been widely applied in mathematical models, especially in biological phenomena [
4]. However, DDEs are rarely studied and well-analyzed in connection to FDEs. The analysis of the linear delay fractional differential equation (DFDE),
has been explored in [
5]. In their paper, the lag term is defined by
with a constant time delay
. This study covers the uniqueness of the mild solution and the dependency of the mild solution on its parameters. The stability of the problem (
1) has also been studied [
6].
We note that such DFDEs are known as retarded ones since the lag term does not involve fractional derivatives. If the equation involves terms like
, the equation becomes a neutral type, which we do not study here. The existence result of fractional-order neutral time-delay systems can be found in [
7].
Most applied problems can not be modeled by a simple one-D equations like (
1). A state of natural systems involves more than one component that are connected to each other to achieve an aim. In mathematics, a system is described by more than one equation. If the dynamics of each state depend on other states, it is called a coupled system. FDEs and DFDEs are utilized in diverse modeling. Currently, there is abundant work in biology, mechanics, electronics, and other branch of science that use systems of FDEs in their modeling. However, they usually use a common order for all equations. But there is no need for all states to have the same memory and thus the same order of derivatives [
8,
9]. Therefore, the systems that may have different orders for each equation must be important for modeling. Such systems are known as incommensurate systems [
10,
11]. Incommensurate FDEs have been used in the structure of fractional Hopfield neural networks (FHNNs) [
11,
12,
13].
A linear incommensurate system of DFDEs with multiple delays (multi-delay) can be described by
where
,
and
,
, for
. This system can be expressed in shorthand as
where
,
,
,
,
,
,
and
. The meaning of such vector operators later will be recalled. Problem (
2) has been studied subject to delay condition
If we assume that all delays are equal (i.e.,
where
is a positive constant), then the initial condition and prehistoric conditions (
4) can be expressed as
Such delays are also referred to as a single/constant delay. In this case, the lag term is a single function, and we simply use to represent it, where .
The nonlinear DFDE with a constant delay can be described by
subject to condition (
5). It can be written in a compact form as
where
. We note that the related operations of
are explained for the algebra of the vector-valued function in the next sections, and they are not composite functions.
There are studies on systems with various delays for each state [
14]. Specifically, ref. [
14] addresses the stability of a class of incommensurate DFDEs with multiple delays. A numerical method for nonlinear systems of DFDE with a single/constant delay
and commensurate order
has been studied in [
15]. The stability of a class of commensurate systems (
3) with a constant delay, where
A is a zero matrix, is studied in [
16].
The objective of this paper is to study System (
6) with constant delay. Such systems may appear in research papers, but fundamental questions regarding these systems, such as the existence of a unique solution and well-posedness are still unstudied. Existence results for systems of fractional equations typically utilize fixed-point theorems like the Banach fixed-point or Schauder fixed-point theorems. However, as discussed in [
17] and other relative works, these types of theorems impose additional conditions on
U or even
. Therefore, we apply the state-of-the-art method used in [
17] to obtain strong results under weaker conditions. In the main theorems, we will find that continuity of the functions
U and
G and Lipschitz continuity of the function
U with respect to
Y is sufficient to guaranty the existence of the unique mild solution. Moreover, we show it is sufficient to ensure the continuous dependency of the mild solution to
G, if we assume
U is also Lipschitz continuous with respect to
W.
Remark 1. The fractional derivative and integral operators have two parameters. For example, in RL integralthe variable t is the dummy variable, and s is the active variable. Usually, in the literature, the active variable is deleted. However, in this paper, for clarity, we may add the second variable to separate the dummy variable and active variable. 2. Vector-Valued Operational Algebra
Here, we clarify the algebra of vector-valued functions and their related operations through exact definitions. Suppose
is a space of functions, and
is a vector-valued function. For operators
, we define the vector-operator
by
Such an can be or .
The elementary operations such as addition, difference, product, division, and power operations of vector-valued functions are performed element-wise. For example, if
is another vector-valued function
Let
be a vector-lag term. Clearly,
is not well-defined as a composite function. However, we define it as vector-wise composite functional,
We note that, in our study can be substituted by and serve as a composite function! Consequently, in our study, . However, in multi-delay cases, the use of element-wise composition is indispensable.
The operation of one-dimensional functions and operators with a scalar is inherited by all elements of the vector. For example, if
is a scalar function, as well as
, then
is defined by
Example 1. For and , we have We note that this equation is exactly similar to the computation of the non-vector case of . However, we should note that the notation here has a different meaning. To be more clear, the right-hand side of Equation (
9)
is Theorem 1. Let , and . Then,and Theorem 2 (Generalized Gronwall inequality [
18,
19]).
Suppose , and is a locally integrable and no-negative function satisfyingThen, .
3. Existence of a Unique Continuous Mild Solution with Single Delay
Applying the RL integral
to both sides of (
3), we obtain
It is well-known that the solution to (
13) may not be differentiated, or may not be in
(see, for example, [
20]). So, the solution of (
13) may not satisfies the original Equation (
3). But, in most applied mathematics, we need a solution of the model based on (
3). Therefore, we use the adjective “mild” before the word solution to emphasize that the solution of associate integral may not be the solution of the original Equation (
3).
We should note that interchanging the place of the fractional integral and constant matrix in System (
13) can be problematic. While this interchange is valid for commensurate systems, it is incorrect for incommensurate systems. In particular, we have
This leads to additional complexities for incommensurate FDEs compared to commensurate FDEs.
Similarly, and in general, from (
7), we can infer that the mild solution satisfies
Definition 1. We define Y as a mild solution of (
7)
under Condition (
5)
if it fulfills System (
15)
. Remark 2. A solution to (
15)
might not be differentiable and, therefore, might not satisfy the original Problem (
7)
under Condition (
5).
However, the solution to the original problem satisfies (
15)
. The existence of a mild solution of incommensurate systems of FDEs has been established in [
17]. Based on the discussion in that paper, the existence of a mild solution based on the Banach fixed-point theorem and the Schauder fixed-point theorem require stronger conditions. To obtain the weaker condition, the authors of [
17] proposed a direct method using Cauchy sequences. They first established the result on the interval
and then extended the global existence using the tail part of the RL integral.
Now, consider a single delay,
. Let
, which implies that
. Then,
, and Equation (
15) becomes equivalent to
We note that is not defined. We assume , and extend G on by to use compactness of interval. It follows immediately that . Also, it is clear the value of at is zero for any continuous function.
We use the absolute value notation as a norm in
, defined by
However, we use the norm notation for spaces of functions, especially for
Now, consider the following hypotheses:
- (H1)
U is globally Lipschitz continuous with respect to
Y, i.e.,
, such that
for all
, and for all
.
- (H2)
is continuous with respect to its domain.
- (H3)
G is a continuous function on and .
Remark 3. Letting , it follows from (H1) that Remark 4. More precisely, (H3) states that if we extend G to by , then it is continuous on . Thus, the condition (H3) can be expressed as “G is continuous on ”.
Theorem 3. Let Hypotheses (H1)–(H3) hold. Then, System (
7)
subject to Condition (
5)
processes a mild continuous solution on . Proof. The proof is similar to Theorem 7 of [
17], so we provide a proof sketch here. First, we assume
, introduce a Picard operator
by
and we show that the functions
are Cauchy sequences in
. Consequently, they have a uniform limit, say
Y. By the uniform convergence theorem for fractional integrals, we have
Since
U is continuous, we can rewrite the above as
Thus,
Y satisfies Equation (
16). Now, assume that
. Given that a solution exists on
, w can decompose the
into two operators: the Fredholm operator
and the Volterra operator
. The Fredholm operator is defined as
and the Volterra operator is defined as
We know that
. Therefore, Equation (
16) can be written as
We have already established the existence of a solution of (
16) on
. For convenience, we rename
Y on
by
. Then, the tail of Equation (
22) is known function say
Z, i.e.,
Substituting
gives
where
If we substitute
, we obtain
It is interesting to note that when considering the Volterra operator at the peak of dynamical System (
25), it becomes an RL integral operate, and by renaming
, we obtain
Equation (
26) is of the same form as (
16). Consequently, the existence of a unique
is guaranteed in the same way. Conclusively,
Clearly,
and
Y is a continuous solution to (
16) on
. By induction, (
16) has a unique continuous solution for any
. □
The uniqueness of the solution follows from the generalized Gronwall inequality.
Theorem 4. Let Hypotheses (H1)–(H3) hold. Then, System (
7)
subject to condition (
5)
has a unique mild continuous solution on . Proof. The proof is similar to Theorem 10 of [
17]. First, we show the uniqueness for
. Let
X and
Y be two solutions. Then,
Since
, it follows from Hypotheses (H1) that
where
and
. We note that Inequality (
28) is independent of
i. Thus,
Immediately, it follows from the generalized Gronwall inequity that
, and
for all
. Now, let
. From a previous argument, we already know that
for
. From an argument similar to the proof of Theorem (3),
Y and
X satisfies Equation (
25) while the definition of
Z only uses the information of
on
. Since
Y is unique on
, the tail function
Z is unique for all
. It follows from (
25) that
for
Therefore, from the generalized Gronwall inequality,
or, equivalently,
on
and, thus, on
. Similar induction can be used to prove that
for any delay
. □
Up to this point, we have determined that System (
1) has a unique mild solution within the interval
, and this solution is continuous. Now, we establish the existence of a unique continuous solution for any arbitrary interval
.
Theorem 5. Let Hypotheses (H1)–(H3) hold. Then, System (
7)
subject to Condition (
5)
processes a unique mild continuous solution on . Proof. If
, the claim follows from Theorem 4. Suppose
. We already know that there exists a solution on
. Denote this solution as
. Then, System (
15) is equivalent to
for
, where
is a Fredholm operator, and
is a Volterra operator. For the tail of System (
31)
the Fredholm operator only depends on the values of
and
on
. Since
is known to be a unique,
Z is well-defined unique function. Conclusively, by substituting
, we have (
31),
Regarding the peak operator, by substituting
, we obtain
If we rename
and consider Equation (
35), then Equation (
34) can be written as
Noticeably, we convert an equation on
into a similar type of equation on the interval
. Therefore, we can use the same reasoning as in Theorems 3 and 4 to show that System (
36) has a unique continuous solution on
.
We note that the only difference between Equations (
16) and (
36) is that
is replaced by
, which does not effect the proof. Thus, System (
15) has a unique solution, given by
It is clear that , indicating that Y is continuous at . Moreover, , showing that Y is also continuous at 0. Conclusively, . This completes the proof for this case. The same recursive argument can be applied to prove the cases when belongs to , and so on, thereby completing the proof. □
4. Transforming DFDEs into Fractional Integral Equations Without Delays
The existence analysis above presents a constructive approach to study DFDEs. Let
, meaning that
. Let
represent the solution on the interval
for
. As stated previously, for
, we can define the Fredholem operators related to the system’s memory on
as follows:
It should be noted that while this operator utilizes the information of
Y at
, the variable
t can take on arbitrary values. In particular, this operator is well-defined for
. Consequently, the contribution of
Y within the
jth interval regarded to the memory of the Fredholm operator (
38) is distributed over future time.
Theorem 6. The memory associated with the fixed interval j is fading as t increases.
Proof. From Theorem (5),
is continuous. Assume
. Then,
and
for
. Therefore,
where the inequities are component-wise. Thus,
Therefore,
is decreasing component-wise for
. Since
Y is continuous, and
uniformly as
, we conclude that
as
. This indicates that the memory of
jth interval fades to zero. □
Finally, we can define the peak information of
by Volterra operator,
where
, for
, and
when
. We show that the translation of the peak operator is precisely the RL operator of a translation of Y.
Theorem 7. For , we have Proof. Substitute
into (
39). This gives
Now, consider the value of this operator when
t is replaced by
,
where
for
and
if
. □
For convenience, we define
on the interval
. Then, we have the following series of equations: For
is given by
for
is expressed as
and for
, and
is obtained by
For final interval
, where
, we have
We define the tail function as
By using Theorem 7, we obtain integral equations
for
,
, and
,
. It is clear that Equation (
46) is an integral equation with respect to
.
7. Conclusions and Remaining Works on This Topic
We have demonstrated that the mild solutions of incommensurate systems for DFDEs satisfy delay RL integral equations. To ensure well-posedness, we divided the interval into
,
,
, and transformed studied integral equations into RL integral equations without delays as described by (
46). This decomposition has been utilized throughout the analysis. Then, we proceed by assuming
, and extended it for
in any interval
, through induction. To obtain the existence result, we used Picard iterations to obtain a sequence of Cauchy continuous functions. We employed the completeness of the space of continuous functions to establish uniform convergence of such Cauchy sequences. Subsequently, we showed that the limit of the Cauchy sequence satisfies the original RL integral equation. Thus, we have established the existence of a solution. For uniqueness and stability with respect to
G, we applied generalized Gronwall inequality. The results of this paper can be summarized as follows.
Theorem 9. Assume , G is continuous function on , , and . Additionally, assume that U is a continuous vector-valued function and each component of U is Lipschitz continuous with respect to both the second and third variables. Then, the incommensurate system of DFDEs (
6)
with prehistoric condition (
5)
has a unique solution. Furthermore, this solution is continuously dependent on G. While we provided a well-posedness of the problem on the spaces of continuous functions, there are fundamental questions regarding the need to investigated in dynamic of the solution. One key question is related to the regularity of the solutions. In terms of the classical analysis, regularity speaks about the existence and behavior of derivatives of the solution. Knowledge of the differentiability of the solution is crucial for constructing efficient numerical solutions. In the context of wider analysis, regularity speaks about the existence of a solution within a specific space. Studies by Liang and Stynes [
21] have investigated the regularity of a wide class of singular Volterra integral equations of the second kind in weighted space
. It is an ongoing area of research related to unified theories for weakly singular integrals (including logarithm singularity and singularity with power function), mainly performed in the past three decades by Vainikko and Pedas [
22,
23,
24]. Recently, in a book published by Brunner [
19], the regularity of the solution of a weakly singular integral equation is studied in detail. Among the related books, this book devotes a chapter to this topic. We hope to investigate the regularity of DFDEs in future studies.