Existence of solution for a class of fractional Hamiltonian

systems

César Enrique Torres Ledesma

DEPARTAMENTO DE MATEMÁTICAS

UNIVERSIDAD NACIONAL DE TRUJILLO

V JORNADA INTERNACIONAL EN CIENCIAS E INGENIERÍA

UNIVERSIDAD NACIONAL “SANTIAGO ANTÚNEZ DE MAYOLO”

Huaraz - Perú

2017

César Torres (UNT) FHS August 23, 2017 1 / 26

Índice

1 Motivación

2 Fractional Calculus
Fractional Derivative Spaces

3 Main Result

César Torres (UNT) FHS August 23, 2017 2 / 26

Índice

1 Motivación

2 Fractional Calculus
Fractional Derivative Spaces

3 Main Result

César Torres (UNT) FHS August 23, 2017 3 / 26

From integer to non-integer

xn = x
| · x{z
· ... · x
}
n − times

xn = en ln x

n! = n · (n − 1) · (n − 2)... · 2 · 1
Z ∞
Γ(α) = e−t tα−1 dt, α>0
0

Γ(n + 1) = 1 · 2 · ... · n = n!

César Torres (UNT) FHS August 23, 2017 4 / 26

From integer to non-integer

xn = x
| · x{z
· ... · x
}
n − times

xn = en ln x

n! = n · (n − 1) · (n − 2)... · 2 · 1
Z ∞
Γ(α) = e−t tα−1 dt, α>0
0

Γ(n + 1) = 1 · 2 · ... · n = n!

César Torres (UNT) FHS August 23, 2017 4 / 26

From integer to non-integer

xn = x
| · x{z
· ... · x
}
n − times

xn = en ln x

n! = n · (n − 1) · (n − 2)... · 2 · 1
Z ∞
Γ(α) = e−t tα−1 dt, α>0
0

Γ(n + 1) = 1 · 2 · ... · n = n!

César Torres (UNT) FHS August 23, 2017 4 / 26

From integer to non-integer

xn = x
| · x{z
· ... · x
}
n − times

xn = en ln x

n! = n · (n − 1) · (n − 2)... · 2 · 1
Z ∞
Γ(α) = e−t tα−1 dt, α>0
0

Γ(n + 1) = 1 · 2 · ... · n = n!

César Torres (UNT) FHS August 23, 2017 4 / 26

From Calculus
Let f be a differentiable function, then we denote by
d
Df (x) := f 0 (x) = f (x).
dx
Let f be a integrable function over the interval [a, b], we denote by
Z x
a Ix f (x) := f (t)dt
a

for every a ≤ x ≤ b.
1 The first fundamental theorem of calculus states that the differentiation and
integration are inverse operations, namely, for a continuous function f we have
d
a Ix f (x) = f (x),
dx
2 The second fundamental theorem of calculus states
d
a Ib f (x) = f (b) − f (a).
dx
3 For n ∈ N, we denote by D1 := D, a Ix1 := a Ix , Dn := DDn−1 and
n n−1
a Ix := a Ix a Ix , for n ≥ 2.
4 By (1) we have Dn a Ixn f (x) = f (x), for n ∈ N.
César Torres (UNT) FHS August 23, 2017 5 / 26
Iterated Integrals

Z x Z x1 Z x2 Z xn−1   
n
a Ix f (x) = ··· f (t)dt · · · dx2 dx1
a a a a
Z x
1
= (x − t)n−1 f (t)dt for all n ∈ N
(n − 1)! a

César Torres (UNT) FHS August 23, 2017 6 / 26

Consider the standard second order differential equation

u00 − L(t)u + ∇W (t, u) = 0, (1)

2
L ∈ C(R, Rn ) is a symmetric and positive definite matrix for all t ∈ R,
W ∈ C 1 (R × Rn , R).
The existence of homoclinic solution is one of the most important problems in the
history of that kind of equations, and has been studied intensively by many
mathematicians.
1 Assuming that L(t) and W (t, u) are independent of t, or T -periodic in t, many
authors have studied the existence of homoclinic solutions for (1) via critical
point theory and variational methods. In this case, the existence of homoclinic
solution can be obtained by going to the limit of periodic solutions of
approximating problems.
2 If L(t) and W (t, u) are neither autonomous nor periodic in t, this problem is
quite different from the ones just described, because the lack of compacteness of
the Sobolev embedding. Rabinowitz and Tanaka considered (1) without
periodicity assumptions on L and W and showed that (1) possesses one
homoclinic solution by using a variant of the mountain pass theorem without the
Palais-Smale contidion. Omana and Willem, under the same assumptions of
Rabinowitz and Tanaka, by employing a new compact embedding theorem,
obtained the existence of homoclinic solution of (1).

César Torres (UNT) FHS August 23, 2017 7 / 26

 In this talk we consider a fractional differential equation with left and right fractional
derivative on R, that is:
α α
t D∞ (−∞ Dt u(t)) + L(t)u(t) = ∇W (t, u(t)) (2)

where α ∈ (1/2, 1), t ∈ R, u ∈ Rn , L ∈ C(R, Rn×n ) is a symmetric matrix valued

function and W : R × Rn → R; satisfies the following condition
(L) L(t) is positive definite symmetric matrix for all t ∈ R and there exists an
l ∈ C(R, (0, ∞)) such that l(t) → +∞ as |t| → ∞ and

(L(t)x, x) ≥ l(t)|x|2 , for all t ∈ R and x ∈ Rn . (3)

1 n
(W1 ) W ∈ C (R × R , R) and there is a constant µ > 2 such that

0 < µW (t, x) ≤ (x, ∇W (t, x)), for all t ∈ R and x ∈ Rn \ {0}.

(W2 ) |∇W (t, x)| = o(|x|) as x → 0 uniformly with respect to t ∈ R.

(W3 ) There exists W ∈ C(Rn , R) such that

|W (t, x)| + |∇W (t, x)| ≤ |W (x)| for every x ∈ Rn and t ∈ R.

César Torres (UNT) FHS August 23, 2017 8 / 26

Índice

1 Motivación

2 Fractional Calculus
Fractional Derivative Spaces

3 Main Result

César Torres (UNT) FHS August 23, 2017 9 / 26

The Liouville-Weyl fractional integrals of order 0 < α < 1 are defined as
Z x
α 1
−∞ Ix u(x) = (x − ξ)α−1 u(ξ)dξ (4)
Γ(α) −∞
Z ∞
α 1
x I∞ u(x) = (ξ − x)α−1 u(ξ)dξ (5)
Γ(α) x

The Liouville-Weyl fractional derivative of order 0 < α < 1 are defined as the
left-inverse operators of the corresponding Liouville-Weyl fractional integrals

α d 1−α
−∞ Dx u(x) = −∞ Ix u(x) (6)
dx
α d 1−α
x D∞ u(x) =− x I∞ u(x) (7)
dx
Let u(x) be defined on (−∞, ∞). Then the Fourier transform of the Liouville-Weyl
integral and differential operator satisfies

\ α
−∞ Ix u(x)(w) = (iw)−α u
b(w), \α
x I∞ u(x)(w) = (−iw)−α u
b(w) (8)

\ α
−∞ Dx u(x)(w) = (iw)α u
b(w), \α
x D∞ u(x)(w) = (−iw)α u
b(w) (9)

César Torres (UNT) FHS August 23, 2017 10 / 26

Fractional Derivative Spaces
1 Let α > 0. Define the semi-norm
|u|I−∞
α = k−∞ Dxα ukL2
and norm  1/2
kukI−∞
α = kuk2L2 + |u|2I−∞
α , (10)
and let
α k.kI α
I−∞ (R, Rn ) = C0∞ (R, Rn ) −∞ .
2 Fractional Sobolev space H α (R). Let 0 < α < 1, let the semi-norm
|u|α = k|w|α u
bkL2 (11)
and norm
1/2
kukα = kuk2L2 + |u|2α ,
and let
k.kα
H α (R, Rn ) = C0∞ (R, Rn ) .
We note a function u ∈ L (R, Rn ) belong to I−∞
2 α
(R, Rn ) if and only if
|w|α u
b ∈ L2 (R, Rn ). (12)
Especially
|u|I−∞
α = k|w|α u
bkL2 . (13)
α
Therefore I−∞ (R, Rn ) α n
and H (R, R ) are equivalent with equivalent semi-norm
and norm.
César Torres (UNT) FHS August 23, 2017 11 / 26
Sobolev Lemma
If α > 12 , then H α (R, Rn ) ⊂ C(R, Rn ) and there is a constant C = Cα such that

sup |u(x)| ≤ Ckukα (14)

x∈R

Remark 1
If u ∈ H α (R, Rn ), then u ∈ Lq (R, Rn ) for all q ∈ [2, ∞], since
Z
|u(x)|q dx ≤ kukq−2 2
∞ kukL2
R

César Torres (UNT) FHS August 23, 2017 12 / 26

Now we introduce a new fractional spaces. Let
 Z 
α α n
X = u ∈ H (R, R )| |−∞ Dtα u(t)|2 + L(t)u(t).u(t)dt < ∞
R

The space X α is a Hilbert space with the inner product

Z
hu, viX α = (−∞ Dtα u(t), α
−∞ Dt v(t)) + L(t)u(t).v(t)dt
R

and the corresponding norm

kuk2X α = hu, uiX α

Lemma 1
Suppose L satisfies (L). Then X α is continuously embedded in H α (R, Rn ).

César Torres (UNT) FHS August 23, 2017 13 / 26

Lemma 2
Suppose L satisfies (L). Then the imbedding of X α in L2 (R) is compact.

Proof. Let (uk ) ∈ X α be a sequence such that uk * u in X α . We will show that uk → u

in L2 (R). Suppose, without loss of generality, that uk * 0 in X α . The Banach-Steinhaus
theorem implies that
A = sup kuk kX α < +∞
k
1 1
Let  > 0; there are T0 < 0 and T1 > 0, such that l(t)
≤  for all t ≤ T0 and l(t)
≤  for all
t ≥ T1 . Sobolev’s theorem implies that uk → 0 uniformly on Ω = [T0 , T1 ], so there is a k0
such that Z
|uk (t)|2 dt ≤ , for all k ≥ k0 . (15)
Ω
1
Since l(t)
≤  on (−∞, T0 ] we have
Z T0 Z T0
|uk (t)|2 dt ≤  l(t)|uk (t)|2 dt ≤ A2 . (16)
−∞ −∞
1
Similarly, since l(t)
≤  on [T1 , +∞), we have
Z +∞
|uk (t)|2 dt ≤ A2 . (17)
T1

Combining (15), (16) and (17) we get uk → 0 in L2 (R, Rn ). 

César Torres (UNT) FHS August 23, 2017 14 / 26
Lemma 3
There are constants c1 > 0 and c2 > 0 such that

W (t, u) ≥ c1 |u|µ , |u| ≥ 1 (18)

and
W (t, u) ≤ c2 |u|µ , |u| ≤ 1 (19)

Proof. By (W1 ) we have: µW (t, σu) ≤ (σu, ∇W (t, σu)).

Let f (σ) = W (t, σu), then
d
f (σ)σ −µ ≥ 0


(20)
dσ
1
Case 1. |u| ≤ 1. In this case we integrate (20), from 1 until |u| and we get
u µ
W (t, u) ≤ W (t, |u| )|u| .
1
Case 2. |u| ≥ 1. In this case we integrate (20), from |u| until 1 and we get
µ u
W (t, u) ≥ |u| W (t, |u| ).
Now, since u ∈ Rn , |u| u
∈ B(0, 1). So, since W is continuous and B(0, 1) is compact,
there are c1 > 0 and c2 > 0 such that

c1 ≤ W (t, u) ≤ c2 , for every u ∈ B(0, 1).

Therefore we get the affirmation of the lemma. 

César Torres (UNT) FHS August 23, 2017 15 / 26

Remark 2
By Lemma 3, we have

W (t, u) = o(|u|2 ) as u → 0 uniformly in t ∈ R (21)

In addition, by (W2 ), we have, for any u ∈ Rn such that |u| ≤ M1 , there exists some
constant d > 0 (dependent on M1 ) such that

|∇W (t, u(t))| ≤ d|u(t)| (22)

Lemma 4
Suppose that (L), (W1 )-(W2 ) are satisfied. If uk * u in X α , then
∇W (t, uk ) → ∇W (t, u) in L2 (R, Rn ).

César Torres (UNT) FHS August 23, 2017 16 / 26

Proof. Assume that uk * u in X α . Then there exists a constant d1 > 0 such that,
by Banach-Steinhaus theorem and (14),

sup kuk k∞ ≤ d1 , kuk∞ ≤ d1 .

k∈N

By (W2 ) and (W3 ), and the compact embedding, there are a constant d2 > 0 and
v ∈ L2 (R, Rn ) such that

|∇W (t, uk (t)) − ∇W (t, u(t))| ≤ d2 (v(t) + 2|u(t)|).

Then, using the Lebesgue’s convergence theorem, the lemma is proved. 

César Torres (UNT) FHS August 23, 2017 17 / 26

Índice

1 Motivación

2 Fractional Calculus
Fractional Derivative Spaces

3 Main Result

César Torres (UNT) FHS August 23, 2017 18 / 26

Mountain Pass Theorem

Let B be a real Banach space, I ∈ C 1 (B, R), which means that I is a continuously
Fréchet-differentiable functional defined on B. Recall that I ∈ C 1 (B, R) is said to
satisfy the (PS) condition if any sequence {uk }k∈N ∈ B, for which {I(uk )}k∈N is
bounded and I 0 (uk ) → 0 as k → +∞, possesses a convergent subsequence in B.
Moreover, let Br be the open ball in B with the radius r and centered at 0 and ∂Br
denote its boundary.

Theorem

Let B be a real Banach space and I ∈ C 1 (B, R) satisfying (PS) condition. Suppose
that I(0) = 0 and
i. There are constants ρ, β > 0 such that I|∂Bρ ≥ β, and
ii. There is and e ∈ B \ Bρ such that I(e) ≤ 0.
Then I possesses a critical value c ≥ β. Moreover c can be characterized as

c = inf max I(γ(s))

γ∈Γ s∈[0,1]

where
Γ = {γ ∈ C([0, 1], B) : γ(0) = 0, γ(1) = e}

César Torres (UNT) FHS August 23, 2017 19 / 26

Define the functional I : X α → R by
Z h
1 1
i
I(u) = |−∞ Dtα u(t)|2 + (L(t)u(t), u(t)) − W (t, u(t)) dt
R
2 2
Z
1
= kuk2X α − W (t, u(t))dt (23)
2 R

Lemma 5
Suppose that (L), (W1 ) − (W3 ) hold. Then, we have
Z
0
I (u)v = [(−∞ Dtα u(t),−∞ Dtα v(t)) + (L(t)u(t), v(t)) − (∇W (t, u(t)), v(t))] dt (24)
R

for all u, v ∈ X α , which yields that

Z
0
I (u)u = kuk2X α − (∇W (t, u(t)), u(t))dt. (25)
R

Moreover, I is a continuously Fréchet-differentiable functional defined on X α , i.e.,

I ∈ C 1 (X α , R).

César Torres (UNT) FHS August 23, 2017 20 / 26

Lemm 6
Under the conditions of (L) − (W3 ), I satisfies the (PS) condition.

Proof. Assume that (uk )k∈N ∈ X α is a sequence such that {I(uk )}k∈N is bounded
and I 0 (uk ) → 0 as k → +∞. Then there exists a constant C1 > 0 such that
|I(uk )| ≤ C1 , kI 0 (uk )k(X α )∗ ≤ C1 (26)
for every k ∈ N. By (23), (25) and (W1 ), we have
 
1 1
C1 + kuk k Xα ≥ − kuk k2X α . (27)
2 µ
Since µ > 2, the inequality (27) shows that {uk }k∈N is bounded in X α . So passing to
a subsequence if necessary, it can be assumed that uk * u in X α and hence, uk → u
in L2 (R, Rn ). It follows from the definition of I, that
Z
0 0
(I (uk ) − I (u))(uk − u) = kuk − uk2X α − [∇W (t, uk ) − ∇W (t, u)](uk − u)dt. (28)
R

Moreover, we have ∇W (t, uk (t)) → ∇W (t, u(t)) in L2 (R, Rn ). Hence

Z
(∇W (t, uk (t)) − ∇W (t, u(t)), uk (t) − u(t))dt → 0
R
as k → +∞. So (28) implies
kuk − ukX α → 0 as k → +∞.
César Torres (UNT) FHS August 23, 2017 21 / 26
Main Result
Suppose that (L), (W1 ) − (W3 ) hold, then (2) possesses at least one nontrivial
solution.
Proof.
Step 1. It is clear that I(0) = 0 and I ∈ C 1 (X α , R) satisfies the (PS) condition by
Lemma 5 and 6.
Step 2. By Sobolev Lemma and Lemma 2, there are Cα > 0, C0 > 0 such that
kukL2 ≤ C0 kukX α , kuk∞ ≤ Cα kukX α .
2
Since W (t, u) = o(|u| ) as u → 0 uniformly in t ∈ R, for all  > 0, there exists δ > 0
such that
W (t, u(t)) ≤ |u(t)|2 wherever |u(t)| < δ.
δ
Let ρ = Cα and kukX α ≤ ρ; we have kuk∞ ≤ δ. Hence
|W (t, u(t))| ≤ |u(t)|2 for all t ∈ R.
Integrating on R, we get
Z
W (t, u(t))dt ≤ kuk2L2 ≤ C02 kuk2X α
R
1
So, if kukX α = ρ and  = 4C02
, then

ρ2
Z
1 1
I(u) = kuk2X α − W (t, u(t))dt ≥ ( − C02 )kuk2X α ≥ = β > 0.
2 R
2 4C02
César Torres (UNT) FHS August 23, 2017 22 / 26
Step 3.
Consider
σ2
Z
I(σu) = kuk2X α − W (t, σu(t))dt
2 R
for all σ ∈ R. Moreover, there is c1 > 0 such that
W (t, u(t)) ≥ c1 |u(t)|µ for all |u(t)| ≥ 1. (29)
Take some u ∈ X α such that kukX α = 1. Then there exists a subset Ω of positive
measure of R such that u(t) 6= 0 for t ∈ Ω. Take σ > 0 such that σ|u(t)| ≥ 1 for
t ∈ Ω. Then by (29), we obtain
σ2
Z
I(σu) ≤ − c1 σ µ |u(t)|µ dt. (30)
2 Ω

Since c1 > 0 and µ > 2, (30) implies that I(σu) < 0 for some σ > 0 with σ|u(t)| ≥ 1
for t ∈ Ω and kσukX α > ρ. By MPT, I possesses a critical value c ≥ β > 0 given by
c = inf max I(γ(s))
γ∈Γ s∈[0,1]

where
Γ = {γ ∈ C([0, 1], X α ) : γ(0) = 0, γ(1) = e}.
Hence there is u ∈ X α such that
I(u) = c, I 0 (u) = 0
César Torres (UNT) FHS August 23, 2017 23 / 26
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César Torres (UNT) FHS August 23, 2017 24 / 26

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César Torres (UNT) FHS August 23, 2017 25 / 26

 MUCHAS GRACIAS

THANK YOU VERY MUCH

César Torres (UNT) FHS August 23, 2017 26 / 26