Existence in the Large for Caputo Fractional Multi-Order Systems with Initial Conditions

Abstract

One of the key applications of the Caputo fractional derivative is that the fractional order of the derivative can be utilized as a parameter to improve the mathematical model by comparing it to real data. To do so, we must first establish that the solution to the fractional dynamic equations exists and is unique on its interval of existence. The vast majority of existence and uniqueness results available in the literature, including Picard’s method, for ordinary and/or fractional dynamic equations will result in only local existence results. In this work, we generalize Picard’s method to obtain the existence and uniqueness of the solution of the nonlinear multi-order Caputo derivative system with initial conditions, on the interval where the solution is bounded. The challenge presented to establish our main result is in developing a generalized form of the Mittag–Leffler function that will cooperate with all the different fractional derivative orders involved in the multi-order nonlinear Caputo fractional differential system. In our work, we have developed the generalized Mittag–Leffler function that suffices to establish the generalized Picard’s method for the nonlinear multi-order system. As a result, we have obtained the existence and uniqueness of the nonlinear multi-order Caputo derivative system with initial conditions in the large. In short, the solution exists and is unique on the interval where the norm of the solution is bounded. The generalized Picard’s method we have developed is both a theoretical and a computational method of computing the unique solution on the interval of its existence.