A Hilbert space approach to fractional difference equations
Pham The Anh, Artur Babiarz, Adam Czornik, Konrad Kitzing, Micha{\l}, Niezabitowski, Stefan Siegmund, Sascha Trostorff, Hoang The Tuan

TL;DR
This paper develops a Hilbert space framework for fractional difference equations, establishing existence, stability, and causality properties using functional calculus and operator theory.
Contribution
It introduces a novel functional analytical approach to fractional difference equations, linking fractional sums to operator powers and analyzing solution stability.
Findings
Existence of solutions on Hilbert space-valued weighted sequence spaces
A stability condition for linear fractional difference equations
Relation of fractional sums to fractional powers of operators
Abstract
We formulate fractional difference equations of Riemann-Liouville and Caputo type in a functional analytical framework. Main results are existence of solutions on Hilbert space-valued weighted sequence spaces and a condition for stability of linear fractional difference equations. Using a functional calculus, we relate the fractional sum to fractional powers of the operator with the right shift on weighted sequence spaces. Causality of the solution operator plays a crucial role for the description of initial value problems.
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Taxonomy
TopicsNonlinear Differential Equations Analysis · Fractional Differential Equations Solutions · Differential Equations and Boundary Problems
A Hilbert space approach to
fractional difference equations
Pham The Anh
Department of Mathematics, Le Quy Don Technical University, 236 Hoang Quoc Viet, Ha noi, Vietnam
Artur Babiarz
Silesian University of Technology, Faculty of Automatic Control, Electronics and Computer Science, Akademicka 16, 44-100 Gliwice, Poland
Adam Czornik
Silesian University of Technology, Faculty of Automatic Control, Electronics and Computer Science, Akademicka 16, 44-100 Gliwice, Poland
Konrad Kitzing
Technische Universität Dresden, Faculty of Mathematics, Zellescher Weg 12-14, 01069 Dresden, Germany
Michał Niezabitowski
Silesian University of Technology, Faculty of Automatic Control, Electronics and Computer Science, Akademicka 16, 44-100 Gliwice, Poland
University of Silesia, Faculty of Mathematics, Physics and Chemistry, Institute of Mathematics, Bankowa 14, 40-007 Katowice, Poland
Stefan Siegmund
Technische Universität Dresden, Faculty of Mathematics, Zellescher Weg 12-14, 01069 Dresden, Germany
Sascha Trostorff
Technische Universität Dresden, Faculty of Mathematics, Zellescher Weg 12-14, 01069 Dresden, Germany
Hoang The Tuan
Institute of Mathematics, Vietnam Academy of Science and Technology, 18 Hoang Quoc Viet Road, Cau Giay, Hanoi, Vietnam
Abstract
We formulate fractional difference equations of Riemann-Liouville and Caputo type in a functional analytical framework. Main results are existence of solutions on Hilbert space-valued weighted sequence spaces and a condition for stability of linear fractional difference equations. Using a functional calculus, we relate the fractional sum to fractional powers of the operator with the right shift on weighted sequence spaces. Causality of the solution operator plays a crucial role for the description of initial value problems.
1 Introduction
1.1 Notation
We write and for we define for the comprehension and , , and are defined similarly. For we denote the complex ball with radius centered at [math] by and the circle with radius centered at [math] by . We set . For sets we denote the set of functions from to by and for we write for the range of . In particular, for any , is the space of sequences in on and for , we write . The identity mapping on a vector space is denoted by . For a sequence we denote . If is a normed vector space we denote with the norm on .
We recall the binomial coefficient and the binomial series including some of their properties. Proofs of the following propositions can be found in [9] and [12].
Proposition 1.1** (Binomial coefficient ([9, pp. 164-165], [12, p. 34])).**
For and the binomial coefficent is defined by
[TABLE]
For and we have
[TABLE]
Proposition 1.2** (Binomial series ([12, p. 65 & p. 73])).**
Let . The binomial power series is defined by
[TABLE]
The series converges absolutely in . In particular, the mapping is holomorphic. For each we have .
Binomial coefficients can be expressed with the gamma function.
Lemma 1.3** (Falling factorial ([9, p. 164])).**
With the falling factorial
[TABLE]
we have for each and
[TABLE]
Lemma 1.4**.**
Let and . Then we have for each
[TABLE]
Proof.
Let . For every we observe that and therefore . We show by induction that for every
[TABLE]
and when letting tend to infinity the inequality follows. The induction basis is trivial. For the induction step for we use the lower triangle inequality to obtain
[TABLE]
1.2 Fractional difference operators
Let be a real or complex vector space.
The fractional sum can be motivated by the iterated sum formula and is also related to iterating the backward difference operator (see e.g. [13]). For the fractional sum is defined by (cf. [3, p. 3])
[TABLE]
There is also a definition motivated by iterating the forward difference operator which is studied at least since [13] and can be found in [3, p. 3] as well. Note that in general depends on .
The approach to defining the fractional differential operators in the Riemann-Liouville and Caputo sense (cf. [6]) was applied mutatis mutandis to difference operators (see e.g. [1] and the references therein). Recall that for we have for . For the Riemann-Liouville forward fractional difference operator is defined by (cf. [14, p. 3813])
[TABLE]
The Caputo forward fractional difference operator is defined by (cf. [14, p. 3813])
[TABLE]
In this paper we study sequences in a Hilbert space on and define a fractional difference sum operator using the binomial series and a functional calculus which is not purely algebraic as in the case of . The connection between operators defined on with those defined on will be causality and we analyze how the Riemann-Liouville and the Caputo operator fit into the calculus developed for sequences in . An important step for the development of the discrete, functional analytic framework which is introduced in this paper has been done in the continuous case for fractional derivatives in [17]. Lastly we study the asymptotic stability of the zero solution of a linear fractional difference equation with the Riemann-Liouville and the Caputo forward difference operator. The interest in the study of linear problems in the context of stability analysis stems from Lyapunov’s first method, which has been analyzed in [4] for fractional differential equations. The results regarding asymptotic stability will be in terms of the Matignon criterion (cf. [16]), however, for bounded operators on a Hilbert space and will be compared to those in [1] and [19]. A useful tool when analyzing the asymptotic stability of linear problems is the transform which is also used in [1] and [19] but which is studied here for sequences in . Asymptotic stability has also been studied using the Riemann-Liouville and the Caputo backward difference operators in [20] and [14].
2 Exponentially weighted spaces
We denote by a complex and separable Hilbert space. The scalar product on shall be conjugate linear in the first argument and linear in the second argument. We recall several of the concepts of weighted spaces and the transform (see also [11]).
Lemma 2.1** (Exponentially weighted spaces [11]).**
Let , . Define
[TABLE]
Then and are Banach spaces with norms
[TABLE]
and
[TABLE]
respectively. Moreover, is a Hilbert space with the inner product
[TABLE]
We write for .
Proposition 2.2** (One sided weighted sequence spaces [11]).**
For , and we define
[TABLE]
And for , , and for , we define by
[TABLE]
Then is a Banach space with norm , and
[TABLE]
*is an isometric embedding. Write .
For , , we have*
[TABLE]
Definition 2.3**.**
For and we define by
[TABLE]
and by
[TABLE]
Note that for , and for , .
Lemma 2.4** (Shift operator [11]).**
Let , . Then
[TABLE]
is linear, bounded, invertible, and
[TABLE]
3 transform
Lemma 3.1** ( space on circle and orthonormal basis [11]).**
Let . Define
[TABLE]
Then is a Hilbert space with the inner product
[TABLE]
Moreover, let be an orthonormal basis in . Then with
[TABLE]
is an orthonormal basis in .
Theorem 3.2** ( transform [11]).**
Let . The operator
[TABLE]
is well-defined and unitary. For we have
[TABLE]
Remark 3.3* ( transform of ).*
Let , . Then
[TABLE]
does not necessarily converge for all . For example if , with and .
Lemma 3.4** (Shift is unitarily equivalent to multiplication [11]).**
Let . Then
[TABLE]
where is the multiplication-by-the-argument operator acting in , i.e.,
[TABLE]
Next, we present a Paley–Wiener type result for the transform.
Lemma 3.5** (Characterization of positive support [11]).**
Let , . Then the following statements are equivalent:
(i) ,
(ii) is analytic on and
[TABLE]
Definition 3.6** (Causal linear operator).**
We call a linear operator causal, if for all , , we have
[TABLE]
Recall [10, VIII.3.6, p. 222] that for with spectrum , the spectral radius
[TABLE]
of satisfies
[TABLE]
Let and . We denote the operators , , and , , which have the same operator norm as , again by .
Proposition 3.7** (Convolution).**
Let and . Then
[TABLE]
We have Young’s inequality
[TABLE]
Moreover,
[TABLE]
Proof.
Let . With the Cauchy-Schwarz inequality we compute
[TABLE]
Therefore using Fubini’s theorem
[TABLE]
This shows Young’s inequality. If additionally then
[TABLE]
i.e., which simplifies the transform of . Using Fubini’s theorem, we compute for and
[TABLE]
For the formula follows by density of . ∎
Example 3.8* (The operator ).*
Let and . For the operator , we compute
[TABLE]
We have for all and therefore
[TABLE]
is well-defined. This is an application of the holomorphic functional calculus (cf. [8, pp. 13–18], [7, p. 601]).
We define by
[TABLE]
Then
[TABLE]
Thus we compute for
[TABLE]
Thus for and we obtain
[TABLE]
i.e., is a convolution operator and by Young’s Theorem is bounded and .
If with , we have
[TABLE]
Since commutes with , we deduce that is causal.
On we compute for
[TABLE]
In particular, for , is invertible with inverse .
4 Fractional difference equations on
Fractional operators
Let and . We consider the operators (1.2), (1.3) and (1.4) defined on . For comparing operators defined on spaces of sequences on with those defined for sequences on , we recall the embedding of into by in Lemma 2.2. Moreover, we extend the operator on to by
[TABLE]
Note that the left shift on cuts of the first value of a sequence and embedded sequences have positive support. This is the reason for multiplying with in the definition of on .
Let and set . We compare the operator defined on and the fractional sum (1.2). We have and obtain
[TABLE]
Using definitions (1.3) and (1.4) of the Riemann-Liouville and Caputo difference operators, and the fact that , we compute
[TABLE]
Moreover, we have
[TABLE]
In view of , the Caputo and the Riemann-Liouville operators are equal whereby the Caputo operator regularizes first. In particular for by Proposition 1.1 we have and so
[TABLE]
It is notable that the operator defined on maps real valued sequences to real valued sequences. We could have started with a real Hilbert space and analyze spectral-wise by the complexification .
Proposition 4.1** (Equivalence of difference equation and sequence equation).**
Let and . Let , and . Let and . In view of the Riemann-Liouville operator, the following are equivalent:
[TABLE]
In view of the Caputo operator, the following are equivalent:
[TABLE]
Proof.
We only proof the equivalence of and .
: If we evaluate at we obtain
[TABLE]
Since and for , and since if and only if and , it follows that and are equivalent.
: If we apply to we see that is equivalent to
[TABLE]
This equation is equivalent to , since
[TABLE]
and since ,
[TABLE]
Remark 4.2*.*
Note that the right hand side in Proposition 4.1 maps sequences instead of values of . If we have a function such that for we have we may set in Proposition 4.1.
Remark 4.3* (Grünwald-Letnikov difference operator).*
The Grünwald-Letnikov difference operator is defined for and by (c.f. [15, p. 708]):
[TABLE]
where . It can be shown (cf. [15, p. 708], [18, p. 43]) that for the Grünwald-Letnikov operator can be used to approximate the Riemann-Liouville integral of sufficiently smooth functions.
Let . For and we calculate for the Grünwald-Letnikov operator (4.1), . Let , and . A Grünwald-Letnikov difference equation has the form
[TABLE]
For the Grünwald-Letnikov equation resembles the Riemann-Liouville equation of Proposition 4.1 and for we may treat a Grünwald-Letnikov problem by considering the problem
[TABLE]
Linear equations on sequence spaces
Remark 4.4*.*
Let and . In view of the Riemann-Liouville difference operator we ask whether the linear equation
[TABLE]
of Proposition 4.1 has a unique so-called causal solution that is supported in . In the spaces we have a unique solution of (4.2) for every initial value if is invertible in . In view of Proposition 4.1 the solution should be causal. For the corresponding Caputo equation
[TABLE]
the treatment is similar since .
Lemma 4.5**.**
Let and . We define and set for . For the operator is invertible in if and only if . Moreover there is such that for all , , that is is in the resolvent set of .
Proof.
Recall the multiplication operator of Lemma 3.4. Using the transform, the operator is invertible in if and only if is invertible in , since is unitary. This is the case, however, if and only if . Using Lemma 1.4 there is such that for all and , . That is for all , . ∎
Proposition 4.6** (Causality of ).**
Let , and . Let be defined as in Lemma 4.5. The following are equivalent:
[TABLE]
Proof.
: Let and . Using causality assumed in , we obtain . Moreover, so that .
: Suppose by contradiction that there is with . The set is closed, since is closed and since is continuous and the set is bounded, since by Lemma 4.5 there is a such that is in the resolvent set. Thus there is with maximum absolute value. Therefore there is a sequence in with , that is is in the resolvent set of () and . Using the resolvent estimate (cf. [21, p. 378]), we have . When applying the Banach-Steinhaus theorem (cf. [21, p. 141]), there is with . By assumption and . Hence for we have and . Applying Lemma 3.5, it follows that is analytic. Since for , it follows that for we have . This means that . Since is continuous, this is a contradiction in that .
: We have for by Lemma 4.5. Since the resolvent of is analytic, the mapping is analytic on . Moreover the mapping is continuous and hence bounded on compact sets where , i.e. the mapping attains its maximum on . By Lemma 1.4 and since is bounded, decays to zero when tends to infinity. It follows that is bounded on and therefore the conditions of Lemma 3.5 are satisfied for where , . It follows that is causal. ∎
Remark 4.7*.*
Let , and . By Lemma 4.5 and Proposition 4.6 we can always choose large enough such that is invertible with causal inverse. As a consequence the linear fractional difference equation (4.2) or (4.3) has a unique solution . Moreover, from the previous Theorem it follows that (4.2) or (4.3) has a unique solution in for which coincides with the solution , since . Therefore we can speak of the solution operator .
The difference equation for an initial value and
[TABLE]
or
[TABLE]
can be solved algebraically with a unique solution (cf. Proposition 4.1). Recall the embedding of Proposition 2.2. Since has bounded spectrum, when applying the previous theorem, there is such that is the unique solution of (4.2) or (4.3).
Asymptotic stability
We discuss asymptotic stability of linear fractional difference equations. For an analysis of rates of convergence, see also [19] and [5].
Definition 4.8** (Asymptotic stability).**
Let . The zero equilibrium of equation (4.2) or (4.3), i.e., the solution for the inital value [math], is said to be asymptotically stable if for every , every solution of (4.2) or (4.3) with satisfies in .
Remark 4.9*.*
If a sequence satisfies and then necessarily for all we have . One could say that the spaces , , are large enough to look for asymptotically stable solutions of a linear sequence equation.
Proposition 4.10** (Necessary condition for asymptotic stability).**
Let such that the zero equilibrium of equation (4.2) or (4.3) is asymptotically stable and let () be as in Lemma 4.5. Then for all , is invertible in with causal inverse, i.e., for each , .
Proof.
Assume by contradiction there is where . We may assume that for . Then there is a sequence with such that is in the resolvent set of () and such that (). Using the resolvent estimate we have . Using the Banach-Steinhaus theorem there is with . By Lemma 4.5 and Proposition 4.6, for we know that is invertible in and satisfies . Since the zero equilibrium is asymptotically stable, we have for some by Remark 4.9. Then the mapping is analytic and equals on by Lemma 3.5. Therefore we have , since is analytic which contradicts . ∎
For a sufficient condition of asymptotic stability we observe that if with then .
Proposition 4.11** (Sufficient condition for asymptotic stability).**
Let . For all let be invertible in with causal inverse. If for all the mapping has a continuous continuation to the unit circle then the zero equilibrium of equation (4.2) or (4.3) is asymptotically stable.
Proof.
Let be the continuous continuation. Then and . Moreover, that is . ∎
Remark 4.12*.*
We believe that the necessary conditions for stability in Proposition 4.10 are not sufficient, neither are the sufficient conditions for stability in Proposition 4.11 necessary. Already for semigroups the asymptotic stability can in general not be characterized by spectral conditions solely. The shift operator on continuous functions from to which decay at infinity, for example, is asymptotically stable although its spectrum consists of all complex numbers with non-positive real part [2, Example 2.5(c)]. The characterization of asymptotic stability for linear fractional difference equations is an intricate problem which still needs to be addressed.
Example 4.13*.*
Let , where and . We study the asymptotic behavior of the linear fractional equations (4.2) and (4.3) on () in view of Proposition 4.10 and Proposition 4.11 and therefore want to apply the transform to equation (4.2) and (4.3). In order to obtain an asymptotically stable zero equilibrium by Proposition 4.10, we must have where is defined as in Lemma 4.5 and . We remark that for , if and only if since is injective and since . Moreover and so if and only if . By Proposition 4.10 we necessarily have if the zero equilibrium of (4.2) or (4.3) is asymptotically stable. Let and for we denote .
We consider (4.2) with first. Also for we have . Applying the transform to equation (4.2), we obtain for
[TABLE]
If the mapping has a continuous continuation to and by Proposition 4.11 we obtain that the zero equilibrium of (4.2) is asymptotically stable.
We now consider equation (4.3) where . For we have . Applying the transform to equation (4.3), we obtain for
[TABLE]
If the mapping has a continuous continuation to and using Proposition 4.11 we obtain that the zero equilibrium of (4.3) is asymptotically stable.
The cases and are discussed in [19].
Acknowledgement
The research of A.B. and A.C. was funded by the National Science Centre in Poland granted according to decisions DEC-2015/19/D/ST7/03679 and DEC-2017/25/B/ST7/02888, respectively. The research of M.N. was supported by the Polish National Agency for Academic Exchange according to the decision PPN/BEK/2018/1/00312/DEC/1. The research of S.S. was partially supported by an Alexander von Humboldt Polish Honorary Research Fellowship. The work of H.T. Tuan was supported by the joint research project from RAS and VAST QTRU03.02/18-19.
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