Solvability of Nonlinear Langevin Equation Involving Two Fractional Orders with Dirichlet Boundary Conditions
Author(s) -
Bashir Ahmad,
Juan J. Nieto
Publication year - 2009
Publication title -
international journal of differential equations
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.324
H-Index - 20
eISSN - 1687-9651
pISSN - 1687-9643
DOI - 10.1155/2010/649486
Subject(s) - langevin equation , mathematics , brownian dynamics , langevin dynamics , mathematical analysis , fractional calculus , boundary value problem , fractal , statistical physics , brownian motion , physics , statistics
We study a Dirichlet boundary value problem for Langevin equation involving two fractional orders. Langevin equation has been widely used to describe the evolution of physical phenomena in fluctuating environments. However, ordinary Langevin equation does not provide the correct description of the dynamics for systems in complex media. In order to overcome this problem and describe dynamical processes in a fractal medium, numerous generalizations of Langevin equation have been proposed. One such generalization replaces the ordinary derivative by a fractional derivative in the Langevin equation. This gives rise to the fractional Langevin equation with a single index. Recently, a new type of Langevin equation with two different fractional orders has been introduced which provides a more flexible model for fractal processes as compared with the usual one characterized by a single index. The contraction mapping principle and Krasnoselskii's fixed point theorem are applied to prove the existence of solutions of the problem in a Banach space
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