Controllability of nonlinear higher-order fractional damped stochastic systems involving multiple delays*
Controllability of nonlinear higher-order fractional damped stochastic systems involving multiple delays*
Nonlinear Analysis: Modelling and Control, vol. 27, núm. 5, pp. 879-903, 2022
Vilniaus Universitetas

Recepción: 31 Octubre 2021
Revisado: 15 Abril 2022
Publicación: 24 Mayo 2022
Abstract: This paper is concerned with the controllability problem for higher-order fractional damped stochastic systems with multiple delays, which involves fractional Caputo derivatives of any different orders. In the process of proof, we have proposed the controllability of considered linear system by establishing a controllability Grammian matrix and employing a control function. Sufficient conditions for the considered nonlinear system concerned to be controllable have been derived by constructing a proper control function and utilizing the Banach fixed point theorem with Burkholder–Davis–Gundy’s inequality. Finally, two examples are provided to emphasize the applicability of the derived results.
Keywords: controllability, fractional damped systems, stochastic systems, multiple delays, Mittag- Leffler function.
1 Introduction
Fractional calculus is a dynamic mathematical argument and suitable for analyzing various problems in evolving applied mathematical research in dealing with many real- world applications. For more than a decade, many researchers have paid attention on fractional differential equations. The study of fractional differential equation consists of key approaches to examine differential equations including fractional derivatives of unknown function. The fractional derivatives appear as attractive and powerful modeling tools in variety of areas such as bioengineering, electrical networks, signal processing, viscoelastic materials and many other physical phenomena [17, 18, 21]. In recent years, higher-order fractional systems have been widely and efficiently studied because its potential to model real time problems with more accuracy and its occurrence in control problems [16, 19]. Damping is a force within or beyond an oscillatory system that has the effect of restricting reducing or preventing its oscillations. The fractional oscillator can be modeled by establishing the fractional time derivative in standard harmonic oscillator, which explains the physical occurrence based on the fractional time evolution notion. Specifically, in the field of mechanics, fractional damping may occur towards the modeling of mechanical systems with viscoelastic components. It should be pointed out that the viscoelastic behavior of complex materials in many real time practices has been well characterized by fractional-order components; see [2, 8, 24, 29, 30].
Controllability is an essential aspect of control theory, and it acts a significant role in many control problems. The study of controllability is to verify the presence of a control function that drives the control system from its initial state to a final state in a specific time. More works for the controllability problems have been discussed in recent research; see [9, 20, 25, 27] and references therein. In recent years, the controllability of fractional damped systems has attracted much attention to researchers [11, 14, 28]. On the other hand, the stochastic analysis has gained significance and attractiveness based on its applications in wide-ranging areas of applied mathematics and engineering [4]. The research discussing the uniqueness, existence and stability of several stochastic differential equations gain more interests; see [1, 6, 12, 15] and the references therein. Recently, there has been a very important progress in the study of controllability of stochastic differential systems [13, 22, 26].
Stochastic process or noise is inevitable to model the time evolution of dynamical systems, which are related to random influences. Consequently, it is of intense importance to include the stochastic effects into the analysis of fractional-order systems. Many works have been done concerning the stochastic differential equations involving fractional derivatives in the recent years for their importance in applied sciences. Sun et al. [23] examined the controllability problem for neutral stochastic fractional integro–differential systems involving infinite delay. Guendouzi et al. [10] obtained the controllability concepts for the fractional stochastic dynamical systems involving multiple delays by means of Banach fixed point theorem. Recently, Cui and Yan [3] explored the controllability result for neutral stochastic evolution systems involving fractional Brownian motion. In [7], the authors obtained the controllability problem for fractional stochastic evolution systems involving nonlocal conditions and noncompact semigroups by means of fixed point theory. However, up to now, the controllability concept of higher-order fractional stochastic systems with damping properties and multiple delays has not been considered in the literature. Thus, this topic is an interesting one and essential to analyze it. The analysis includes the contributions, which are stated as follows.
Most of the earlier investigations on fractional systems have been discussed with single delay. Consequently, it is essential to pay consideration to the analysis of fractional damped stochastic systems with multiple delays.
Compared with several previous analyses, controllability of higher-order fractional stochastic system with damping effects and multiple delays is firstly presented for designing more general fractional-order model.
The linear system of higher-order fractional damped stochastic dynamical system involving multiple delays is considered to investigate the controllability concept by utilizing Grammian matrix, it can be expressed in terms of Mittag-Leffler function.
Further, Burkholder–Davis–Gundy’s inequality and fixed point theorem are utilized to derive the sufficient conditions for the nonlinear higher-order fractional damped system involving multiple delays.
Finally, to explain the efficiency and applicability of controllability criteria clearly, we provide two examples. A brief viewpoint on how the obtained results can be extended will be presented in the conclusion section.
2 Preliminaries
Assume the complete probability space
involving filtration
generated by the Wiener
-dimensional process with probability measure
on
. Let 
and
, the symbol
represents differential operator.
denotes the
-dimensional Euclidean space
. The state variable
denoted in the Hilbert space
is equipped with 
, where
symbolizes the expectation w.r.t measure
. The continuous map
is defined from
into
satisfying
Now we recall several important basic concepts.
Definition 1. Fractional derivative with Caputo sense of order 
for a function
is stated as

The Laplace Transform (LT) of fractional derivative with Caputo sense is

Definition 2. The Mittag-Leffler function
involving
is stated as

The Mittag-Leffler function
involving
is stated as

The LT of
is

For
, we have

Lemma 1[Burkholder–Davis–Gundy’s inequality]. (See [4, 5].) For any
and for arbitrary
-valued predictable process
, one has

where 
Let the Cauchy fractional problem
(1)with
and 
Here
is a continuous function, and
is a
matrix. Applying LT to (1), we get

Applying inverse LT to the above equation, then utilizing LT of Mittag-Leffler function and convolution operator, we obtain

3 Controllability result for linear system
Consider the linear damped fractional stochastic system involving multiple delays of the form
(2)
(3)
(4)where
and
. represents a state variable,
are constant matrices,
denotes a control input,
are constant delays, and
represents the initial control function
represents
-dimensional Wiener process involving
generated by
, and
is a continuous function.
The solution of fractional system (2)–(4) takes the form

For 


For 


Controllability Grammian matrix
is as follows:

Definition 3. System (2)–(4) is known as controllable on
if there exists a control
for every
. Then the solution
of system (2)–(4) satisfies 
Theorem 1.The linear fractional system (2)-(4) is controllable on
if and only if the
Grammian matrix


is nonsingular.
Proof. Assume that
is nonsingular. For every
and
, we can take the following input function
:

where

for 

for 

for 


At
, the solution of system (2)–(4) can be written in the following form:
Formula

Therefore, system (2)–(4) is controllable on
.
On the other hand, assume that system (2)–(4) is controllable, but the matrix
is singular. Then there exists a vector
such that


Hence

and

for
.
Since system (2)–(4) is controllable, it can be driven from the initial points
to the final point
So there exists a control
that drives the initial state to 

Thus

Then, taking into account that

and

tend to zero, it follows that
This implies the contradiction to
Hence the matrix
is nonsingular.
4Controllability result for nonlinear system
In this section, we analyze the controllability criteria of nonlinear fractional damped stochastic dynamical system (5)–(7) based on contraction mapping principle. Consider the nonlinear damped fractional stochastic system involving multiple delays of the form
(5)
(6)
(7)where
and
and
are defined as in previous section,
are constant delays,
and
Then the solution of system (5)–(7) is defined as

(8)and
(9)

for 

for 

for 

We impose the following assumptions.
(H1) The linear damped fractional stochastic system involving multiple delays (2)–(4) is controllable on
.
(H2) There exist the constants
such that the continuous functions
and
satisfy the following:

(H3) For every
and
, there exist constants
such that the functions
and
satisfy the following Lipschitz form:

For transience, we present the following representations:

(10)
Theorem 2. Assume that (H1)-(H3) hold, then the nonlinear fractional system (5)-(7) is controllable on
.
Proof. Define an operator
as follows:

(11)where the control function
is defined as in (9).
By Theorem 1, the control
(9) transfers
(8) from the initial state
to the final state
, provided that the operators
has a fixed point in
. So, if the operator
has a fixed point, then system (5)–(7) is controllable. As mentioned before, to prove the controllability of system (5)–(7), it is enough to show that
has a fixed point in
. To do this, we can employ the contraction mapping principle. In the following, we will divide the proof into two steps.
Based on contraction mapping principle, we shall prove that
maps
into itself. By Eq. (11), we have

Using Hölder inequality, Burkholder–Davis–Gundy’s inequality (here
) and (10), we have the following estimates:


Then

Here
is a constant, which gives that
maps
into itself.
Next, for any
, we shall prove that
is a contraction mapping on
,


Hence, if

then
is a contraction mapping on
. Now the Banach contraction fixed point theorem guarantees that
has a unique fixed point. Therefore, the solution of system (5)–(7) is
that given by (8), and we can see that
Moreover, the control
drives the state of system (5)–(7) from
to final state
on
. Consequently, system (5)–(7) is controllable on
.
5 Examples
Example 1. Consider the following linear damped fractional stochastic system involving multiple delays:
(12)where
and

By Theorem 1, the Grammian matrix
defined as

The Mittag-Leffler function is given by


where


Similarly,

where



where




Thus, the matrix
is obtained by

From the above, we have shown that
is a nonsingular matrix. Thus, we can ensure that system (12) is controllable on
.
Example 2. Consider the following nonlinear damped fractional stochastic system involving multiple delays:
(13)where
and
and
are as above,

Since the corresponding linear fractional system is controllable by Example
and
satisfy the assumptions of Theorem 2. Based on that, we conclude that system (13) is controllable on
.
6 Conclusion
In this paper, we have analyzed the higher-order fractional damped stochastic system involving multiple delays in both linear and nonlinear cases. Based on controllability Grammian matrix, controllability results for the considered linear damped fractional stochastic system have been attained under suitable assumptions. Some sufficient conditions, which ensure the controllability of nonlinear damped fractional stochastic system containing multiple delays in control have been derived by applying the fixed point technique. Examples were provided to verify the established criteria. The proposed technique could be implemented to other type of fractional-order dynamical systems. An interesting extension would be to study the controllability concept for the fractional damped nonlinear equation involving time-varying delay or fractional damped stochastic system with various delay effects. This area will be the future focus of our research.
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