Controllability of Sobolev type stochastic differential equations driven by fBm with non-instantaneous impulses

Document Type : Research Paper

Authors

Department of Mathematics, UCEK, JNTUK, Kakinada, A.P., India

Abstract

In this paper, we examine the controllability results for a class of multi-valued Sobolev type neutral stochastic differential equations that are steered by fractional Brownian motion $B_t^H$ with non-instantaneous impulses for $H \in (\frac{1}{2},1)$ by assuming the controllability of the linear system. The results are obtained by utilizing the fixed-point theorem for multi-valued operators and stochastic analysis. At last, an example is given to represent the results of the theorem

Keywords

[1] S. Agarwal and D. Bahuguna, Existence of solutions to Sobolev-type partial neutral differential equations, J. Appl. Math. Stoch. Anal. 2006 (2006).
[2] A. Boudaoui, T. Caraballo and A. Ouahab, Stochastic differential equations with non-instantaneous impulses driven by a fractional Brownian motion, Discrete Contin. Dyn. Syst. Ser. B 22 (2017), no. 7, 2521–2541.
[3] K. Balachandran and J.Y. Park, Sobolev type integro differential equations with nonlocal condition in Banach spaces, Taiwanese J. Math. 7 (2003), no. 1, 155-163.
[4] G. Barenblatt, I. Zheltov and I. Kochina, Basic concepts in the theory of seepage of homogeneous liquids in fissured rocks, J. Appl. Math. Mech. 24 (1960), no. 5, 1286–1303.
[5] F. Biagini, Y. Hu, B Øksendal and T. Zhang, Stochastic Calculus for Fractional Brownian Motion and Applications, Springer science and Business media, 2008.
[6] T. Caraballo, M.J. Garrido-Atienza and T. Taniguchi, The existence and exponential behavior of solutions to stochastic delay evolution equations with a fractional Brownian motion, Nonlinear Anal. Theory, Meth. Appl. 74 (2011), no. 11, 3671–3684.
[7] A. Chadha and S.N. Bora, Asymptotic stability of neutral impulsive stochastic partial differential equation of Sobolev type with poisson jumps, Differ. Equ. Dyn. Syst. 29 (2021), no. 3, 511–538.
[8] P.J. Chen and M.E. Curtin, On a theory of heat conduction involving two temperatures, Z. Angew. Math. Phys. 19 (1968), no. 4, 614–627.
[9] B.C. Dhage, Fixed-point theorems for discontinuous multi-valued operators on ordered spaces with applications, Comput. Math. Appl. 51 (2006), no. 3-4, 589–604.
[10] C. Dineshkumar, R. Udhayakumar, V. Vijayakumar, K.S. Nisar and A. Shukla, A note on the approximate controllability of Sobolev type fractional stochastic integro-differential delay inclusions with order 1 < r < 2, Math. Comput. Simul. 190 (2021), 1003–1026.
[11] M. Feckan, J.R. Wang, Y. Zhou, Controllability of fractional functional evolution equations of Sobolev type via characteristic solution operators, J. Optim. Theory Appl. 156 (2013), no. 1, 79–95.
[12] R.R. Huilgol, A second order fluid of the differential type, Int. J. Nonlinear Mech. 3 (1968), no. 4, 471–482.
[13] C.U.I. Jing and Y.A.N. Litan, Controllability of neutral stochastic evolution equations driven by fractional Brownian motion, Acta Math. Sci. 37 (2017), no. 1, 108–118.
[14] D.N. Keck and M.A. Mckibben, On a Mckean-Vlasov stochastic integro differential evolution equation of Sobolev type, Stoch. Anal. Appl. 21 (2003), no. 5, 1115–1139.
[15] K.D Kucche and M.B. Dhakne, Sobolev-type Volterra-Fredholm functional integro differential equations in Banach spaces, Bol. Soc. Parana. Mat. 32 (2014), no. 1, 239–255.
[16] A. Lasota and Z. Opial, An application of the kakutani-ky fan theorem in the theory of ordinary differential equations, Bull. Acad. Polon. Sci. Ser. Sci. Math. Astronom. Phys. 13 (1965), 781–786.
[17] B. Krishnan and K. Subbarayan, Regularity of solutions of Sobolev-type semi-linear integro differential equations in Banach spaces, Electron. J. Differential Equations 114 (2003), 1–8.
[18] A. Kumar, M. Muslim and R. Sakthivel, Controllability of the second-order nonlinear differential equations with non-instantaneous impulses, J. Dyn. Control Syst. 24 (2018), no. 2, 325–342.
[19] A. Kolmogorov, Wienersche Spiralen und einige andere interessante Kurven im hilbertschen Raum C. R. Dokl, Acad. Sci. URSS (NS), 26 (1940), 115–118.
[20] E.H. Lakhel, CControllability of neutral stochastic functional integro-differential equations driven by fractional Brownian motion, Stoch. Anal. Appl. 34 (2016), no. 3, 427–440.
[21] E.H. Lakhel, Controllability of fractional stochastic neutral functional differential equations driven by fractional Brownian motion with infinite delay, arXiv preprint arXiv:1604.04079, 2016.
[22] B.B. Mandelbrot and J.W. Van Ness, Fractional Brownian motion, fractional noises and applications, SIAM Rev. 10 (1968), no. 4, 422–437.
[23] N.I. Mahmudov, Approximate controllability of fractional Sobolev-type evolution equations in Banach spaces, Abstr. Appl. Anal. 2013 (2013).
[24] K.S. Nisar and V. Vijayakumar, Results concerning to approximate controllability of non-densely defined Sobolevtype Hilfer fractional neutral delay differential system, Math. Meth. Appl. Sci. 44 (2021), no. 17, 13615–13632.
[25] P. Ponce, Holder continuous solutions for Sobolev type differential equations, Math. Nachr. 287 (2014), no. 1, 70-–78.
[26] P. Revathi, R. Sakthivel and Y. Ren, Stochastic functional differential equations of Sobolev-type with infinite delay, Statist. Probab. Lett. 109 (2016), 68–77.
[27] P. Revathi, R. Sakthivel, D.Y. Song, Y. Ren and P. Zhang, Existence and stability results for second-order stochastic equations driven by fractional Brownian motion, Transport Theory Statist. Phys. 42 (2013), no. 6-7, 299–317.
[28] Y. Ren, Q. Zhou and L. Chen, Existence, uniqueness and stability of mild solutions for time-dependent stochastic evolution equations with Poisson jumps and infinite delay, J. Optim. Theory Appl. 149 (2011), 315–331.
[29] R. Sakthivel, Y.Ren, A. Debbouche and N.I. Mahmudov, Approximate controllability of fractional stochastic differential inclusions with nonlocal conditions, Appl. Anal. 95 (2016), no. 11, 2361–2382.
[30] V. Vijayakumar, Approximate controllability results for impulsive neutral differential inclusions of Sobolev-type with infinite delay, Int. J. Control 91 (2018), no. 10, 2366–2386.
[31] V. Vijayakumar, Approximate controllability for a class of second-order stochastic evolution inclusions of Clarke’s subdifferential type, Results Math. 73 (2018), no. 1, 1–23.
[32] V. Vijayakumar, R. Udhayakumar and K. Kavitha., On the approximate controllability of neutral integrodifferential inclusions of Sobolev-type with infinite delay, Evol. Equ. Control Theory 10 (2021), no. 2, 271.
[33] V. Vijayakumar, S.K. Panda, K.S. Nisar and H.M. Baskonus, Results on approximate controllability results for second-order Sobolev-type impulsive neutral differential evolution inclusions with infinite delay, Numer. Methods Partial Differential Equations 37 (2021), no. 2, 1200–1221.
[34] Z. Yan and F. Lu, Approximate controllability of a multi-valued fractional impulsive stochastic partial integrodifferential equation with infinite delay, Appl. Math. Comput. 292 (2017), 425–447.
[35] Z. Yan, On a new class of impulsive stochastic partial neutral integro-differential equations, Appl. Anal. 95 (2016), no. 9, 1891–1918.
[36] Z Yan and F Lu, The optimal control of a new class of impulsive stochastic neutral evolution integro-differential equations with infinite delay, Int. J. Control 89 (2016), no. 8, 1592–1612.
Volume 13, Issue 2
July 2022
Pages 923-938
  • Receive Date: 02 June 2020
  • Revise Date: 12 January 2022
  • Accept Date: 25 January 2022