Table of Contents
Fetching ...

Nonlinear fractional-periodic boundary value problems with Hilfer fractional derivative: existence and numerical approximations of solutions

Niels Goedegebure, Kateryna Marynets

TL;DR

This work develops existence theory and convergent Bernstein-splines numerics for nonlinear fractional boundary value problems driven by the Hilfer derivative ${_0}D_t^{\alpha,\beta}$ with fractional-periodic boundary conditions ${_0}I_{0}^{1-\gamma}x(0) = {_0}I_{T}^{1-\gamma}x(T)$, where $0<\alpha<1$, $0\leq\beta\leq1$ and $\gamma = \alpha+\beta-\alpha\beta$. By perturbing the IVP with a constant vector $\nu$ and enforcing the boundary via $\Delta_T(\tilde{\bf x}_0)=0$, the paper proves existence and uniqueness of solutions in the weighted space $C_{1-\gamma}[0,T]$, derives an explicit convergence bound for the iterative scheme, and shows the perturbed solution converges to the original BVP solution. Numerically, it introduces a Bernstein-splines approach on an $\varepsilon$-shifted domain with rigorous convergence guarantees and an asymptotic rate of $\mathcal{O}\left((h/\sqrt{q})^{\alpha}\right)$, enabling accurate handling of the singular behavior at $t\to0^+$. The results are demonstrated on polynomial and nonlinear examples, including a grid-search procedure to recover the non-perturbed problem, and show effective convergence across the Hilfer spectrum ($\beta\in[0,1]$). Overall, the methods generalize Caputo/Riemann-Liouville FBVPs to Hilfer-type operators and provide a practical, singularity-aware framework for numerical solutions.

Abstract

We prove conditions for existence of analytical solutions for boundary value problems with the Hilfer fractional derivative, generalizing the commonly used Riemann-Liouville and Caputo operators. The boundary values, referred to in this paper as fractional-periodic, are fractional integral conditions generalizing recurrent solution values for the non-Caputo case of the Hilfer fractional derivative. Analytical solutions to the studied problem are obtained using a perturbation of the corresponding initial value problem with enforced boundary conditions. In general, solutions to the boundary value problem are singular for $t\downarrow 0$. To overcome this singularity, we construct a sequence of converging solutions in a weighted continuous function space. We present a Bernstein splines-based implementation to numerically approximate solutions. We prove convergence of the numerical method, providing convergence criteria and asymptotic convergence rates. Numerical examples show empirical convergence results corresponding with the theoretical bounds. Moreover, the method is able to approximate the singular behavior of solutions and is demonstrated to converge for nonlinear problems. Finally, we apply a grid search to obtain correspondence to the original, non-perturbed system.

Nonlinear fractional-periodic boundary value problems with Hilfer fractional derivative: existence and numerical approximations of solutions

TL;DR

This work develops existence theory and convergent Bernstein-splines numerics for nonlinear fractional boundary value problems driven by the Hilfer derivative with fractional-periodic boundary conditions , where , and . By perturbing the IVP with a constant vector and enforcing the boundary via , the paper proves existence and uniqueness of solutions in the weighted space , derives an explicit convergence bound for the iterative scheme, and shows the perturbed solution converges to the original BVP solution. Numerically, it introduces a Bernstein-splines approach on an -shifted domain with rigorous convergence guarantees and an asymptotic rate of , enabling accurate handling of the singular behavior at . The results are demonstrated on polynomial and nonlinear examples, including a grid-search procedure to recover the non-perturbed problem, and show effective convergence across the Hilfer spectrum (). Overall, the methods generalize Caputo/Riemann-Liouville FBVPs to Hilfer-type operators and provide a practical, singularity-aware framework for numerical solutions.

Abstract

We prove conditions for existence of analytical solutions for boundary value problems with the Hilfer fractional derivative, generalizing the commonly used Riemann-Liouville and Caputo operators. The boundary values, referred to in this paper as fractional-periodic, are fractional integral conditions generalizing recurrent solution values for the non-Caputo case of the Hilfer fractional derivative. Analytical solutions to the studied problem are obtained using a perturbation of the corresponding initial value problem with enforced boundary conditions. In general, solutions to the boundary value problem are singular for . To overcome this singularity, we construct a sequence of converging solutions in a weighted continuous function space. We present a Bernstein splines-based implementation to numerically approximate solutions. We prove convergence of the numerical method, providing convergence criteria and asymptotic convergence rates. Numerical examples show empirical convergence results corresponding with the theoretical bounds. Moreover, the method is able to approximate the singular behavior of solutions and is demonstrated to converge for nonlinear problems. Finally, we apply a grid search to obtain correspondence to the original, non-perturbed system.
Paper Structure (13 sections, 16 theorems, 104 equations, 5 figures, 4 tables)

This paper contains 13 sections, 16 theorems, 104 equations, 5 figures, 4 tables.

Key Result

Proposition 2.1

For $\alpha, \alpha' > 0$, if $f \in L^p[a, b]$ with $1\leq p \leq \infty$, we have: almost everywhere for $t \in [a,b]$. Furthermore, if $\alpha+\alpha'>1$, equality eq:semigroupeq holds point-wise.

Figures (5)

  • Figure 1: Approximations, convergence rates and error as a function of $t$ in knot size $h$, polynomial order $q$ and time-shift $\varepsilon$ for the perturbed IVP corresponding to system \ref{['eq:bvp_pol_sys']} with $\alpha, \beta = 1/2$, $k=0.9$, $\tilde{x}_0 = 1$, $T=3$.
  • Figure 2: Values of $\Xi$ and $\Omega_\mathcal{A}^q$ for various values of $\beta$ for system \ref{['eq:bvp_nonlin']} with knot selection \ref{['eq:knot_sel']}.
  • Figure 3: Numerical solutions of the perturbed IVP for system \ref{['eq:bvp_nonlin']} for various values of $\beta$.
  • Figure 4: $\Delta_T(\tilde{x}_0)$ of the perturbed IVP corresponding to \ref{['eq:bvp_nonlin']} for $\tilde{x}_0 = 1$ and $\beta = 1/2$ with $T \in \{\Delta T, 2\Delta T,\dots, 1/2\}$, $\Delta T = 0.005$. $T^* = {\arg \min}_{T} |\Delta_T(\tilde{x}_0)|$ gives the corresponding approximating solution $x^*$ to the original system \ref{['eq:bvp_nonlin']}.
  • Figure 5: Solutions of the perturbed IVP corresponding to \ref{['eq:bvp_nonlin']} for $\tilde{x}_0 = 1$ and $\beta = 1/2$ for selected values of $T$ as obtained in the grid search minimizing $|\Delta_T(\tilde{x}_0)|$.

Theorems & Definitions (36)

  • Definition 2.1: Left-sided Riemann-Liouville fractional integral, Samko1987
  • Proposition 2.1: Semigroup property of fractional integration, Samko1987
  • Definition 2.2: Beta function, Samko1987
  • Definition 2.3: Incomplete beta function, Osborn1968
  • Proposition 2.2: Fractional integral of a monomial, Kilbas2006
  • Proposition 2.3: Fractional integral of monomial with left-local support, Goedegebure2025splinespreprint
  • Proposition 2.4: Fractional integral of monomial with right-local support, Goedegebure2025splinespreprint
  • Definition 2.4: Hilfer fractional derivative, Hilfer2000
  • Remark 2.1: Interpolation of Caputo and Riemann-Liouville derivative
  • Theorem 2.1: IVP existence and uniqueness Furati2012
  • ...and 26 more