We investigate a coupled Langevin system driven by the generalized proportional fractional derivative with respect to a function, closed by Riemann-Stieltjes integral boundary data that intertwine the two unknowns at the right endpoint. Under the assumption that the sum of the two fractional orders within each component exceeds one, the problem is recast as an equivalent system of Volterra-type integral equations. Existence is then established via Krasnoselskii's fixed point theorem and, alternatively, the Leray-Schauder nonlinear alternative; uniqueness follows from the Banach contraction principle. Three numerical examples illustrate the results, with explicit verification of every hypothesis.
Citation: Lamya Almaghamsi. Coupled Langevin system with generalized proportional fractional derivatives relative to a function and Riemann-Stieltjes integral boundary conditions[J]. AIMS Mathematics, 2026, 11(6): 18148-18170. doi: 10.3934/math.2026738
We investigate a coupled Langevin system driven by the generalized proportional fractional derivative with respect to a function, closed by Riemann-Stieltjes integral boundary data that intertwine the two unknowns at the right endpoint. Under the assumption that the sum of the two fractional orders within each component exceeds one, the problem is recast as an equivalent system of Volterra-type integral equations. Existence is then established via Krasnoselskii's fixed point theorem and, alternatively, the Leray-Schauder nonlinear alternative; uniqueness follows from the Banach contraction principle. Three numerical examples illustrate the results, with explicit verification of every hypothesis.
| [1] | A. A. Kilbas, H. M. Srivastava, J. J. Trujillo, Theory and applications of fractional differential equations, Amsterdam: Elsevier Science B.V., 2006. |
| [2] | V. Lakshmikantham, S. Leela, J. Vasundhara Devi, Theory of fractional dynamic systems, Cambridge: Cambridge Scientific Publishers, 2009. |
| [3] | K. S. Miller, B. Ross, An introduction to the fractional calculus and fractional differential equations, New York: John Wiley & Sons, Inc., 1993. |
| [4] | I. Podlubny, Fractional differential equations: an introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications, San Diego, CA: Academic Press, 1999. https://doi.org/10.1016/S0076-5392(99)x8001-5 |
| [5] |
I. Petráš, R. L. Magin, Simulation of drug uptake in a two-compartment fractional model for a biological system, Commun. Nonlinear Sci. Numer. Simul., 16 (2011), 4588–4595. https://doi.org/10.1016/j.cnsns.2011.02.012 doi: 10.1016/j.cnsns.2011.02.012
|
| [6] |
M. R. Faieghi, S. Kuntanapreeda, H. Delavari, D. Baleanu, LMI-based stabilization of a class of fractional-order chaotic systems, Nonlinear Dyn., 72 (2013), 301–309. https://doi.org/10.1007/s11071-012-0714-6 doi: 10.1007/s11071-012-0714-6
|
| [7] | I. M. Sokolov, J. Klafter, A. Blumen, Fractional kinetics, Phys. Today, 55 (2002), 48–54. https://doi.org/10.1063/1.1535007 |
| [8] |
M. I. Abbas, M. A. Ragusa, On the hybrid fractional differential equations with fractional proportional derivatives of a function with respect to a certain function, Symmetry, 13 (2021), 264. https://doi.org/10.3390/sym13020264 doi: 10.3390/sym13020264
|
| [9] |
B. Ahmad, S. K. Ntouyas, Existence results for a coupled system of Caputo type sequential fractional differential equations with nonlocal integral boundary conditions, Appl. Math. Comput., 266 (2015), 615–622. https://doi.org/10.1016/j.amc.2015.05.106 doi: 10.1016/j.amc.2015.05.106
|
| [10] | P. Langevin, Sur la théorie du mouvement brownien, C. R. Acad. Sci. Paris, 146 (1908), 530–533. |
| [11] | R. M. Mazo, Brownian motion: fluctuations, dynamics, and applications, Oxford: Oxford University Press, 2002. |
| [12] | R. Zwanzig, Nonequilibrium statistical mechanics, New York: Oxford University Press, 2001. |
| [13] |
R. Kubo, The fluctuation-dissipation theorem, Rep. Prog. Phys., 29 (1966), 255–284. https://doi.org/10.1088/0034-4885/29/1/306 doi: 10.1088/0034-4885/29/1/306
|
| [14] | F. Mainardi, P. Pironi, The fractional Langevin equation: Brownian motion revisited, Extracta Math., 11 (1996), 140–154. |
| [15] | F. Mainardi, P. Pironi, F. Tampieri, On a generalization of the Basset problem via fractional calculus, Proceedings of CANCAM'95, Vol. 2, 1995,836–837. |
| [16] |
S. Picozzi, B. J. West, Fractional Langevin model of memory in financial markets, Phys. Rev. E, 66 (2002), 046118. https://doi.org/10.1103/PhysRevE.66.046118 doi: 10.1103/PhysRevE.66.046118
|
| [17] |
B. J. West, M. Latka, Fractional Langevin model of gait variability, J. NeuroEng. Rehabil., 2 (2005), 24. https://doi.org/10.1186/1743-0003-2-24 doi: 10.1186/1743-0003-2-24
|
| [18] |
S. Vitali, V. Sposini, O. Sliusarenko, P. Paradisi, G. Castellani, G. Pagnini, Langevin equation in complex media and anomalous diffusion, J. R. Soc. Interface, 15 (2018), 20180282. https://doi.org/10.1098/rsif.2018.0282 doi: 10.1098/rsif.2018.0282
|
| [19] |
V. Kobelev, E. Romanov, Fractional Langevin equation to describe anomalous diffusion, Prog. Theor. Phys. Suppl., 139 (2000), 470–476. https://doi.org/10.1143/PTPS.139.470 doi: 10.1143/PTPS.139.470
|
| [20] |
Q. Wei, W. Wang, Y. Tang, R. Metzler, A. Chechkin, Fractional Langevin equation far from equilibrium: Riemann-Liouville fractional Brownian motion, spurious nonergodicity, and aging, Phys. Rev. E, 111 (2025), 014128. https://doi.org/10.1103/PhysRevE.111.014128 doi: 10.1103/PhysRevE.111.014128
|
| [21] |
A. Salem, F. Alzahrani, L. Almaghamsi, Fractional Langevin equations with nonlocal integral boundary conditions, Mathematics, 7 (2019), 402. https://doi.org/10.3390/math7050402 doi: 10.3390/math7050402
|
| [22] |
A. Salem, H. M. Alshehri, L. Almaghamsi, Measure of noncompactness for an infinite system of fractional Langevin equation in a sequence space, Adv. Differ. Equ., 2021 (2021), 132. https://doi.org/10.1186/s13662-021-03302-2 doi: 10.1186/s13662-021-03302-2
|
| [23] |
L. Almaghamsi, A. Salem, Fractional Langevin equations with infinite-point boundary condition: application to fractional harmonic oscillator, J. Appl. Anal. Comput., 13 (2023), 3504–3523. https://doi.org/10.11948/20230124 doi: 10.11948/20230124
|
| [24] |
L. Almaghamsi, A. Alghamdi, A. Ghanmi, Existence of solution for a Langevin equation involving the $\psi$-Hilfer fractional derivative: a variational approach, AIMS Math., 10 (2025), 534–550. https://doi.org/10.3934/math.2025024 doi: 10.3934/math.2025024
|
| [25] | D. R. Anderson, D. J. Ulness, Newly defined conformable derivatives, Adv. Dyn. Syst. Appl., 10 (2015), 109–137. |
| [26] |
F. Jarad, M. A. Alqudah, T. Abdeljawad, On more general forms of proportional fractional operators, Open Math., 18 (2020), 167–176. https://doi.org/10.1515/math-2020-0014 doi: 10.1515/math-2020-0014
|
| [27] |
F. Jarad, T. Abdeljawad, S. Rashid, Z. Hammouch, More properties of the proportional fractional integrals and derivatives of a function with respect to another function, Adv. Differ. Equ., 2020 (2020), 303. https://doi.org/10.1186/s13662-020-02767-x doi: 10.1186/s13662-020-02767-x
|
| [28] |
M. A. Barakat, A. H. Soliman, A. A. Hyder, Langevin equations with generalized proportional Hadamard-Caputo fractional derivative, Comput. Intell. Neurosci., 2021 (2021), 6316477. https://doi.org/10.1155/2021/6316477 doi: 10.1155/2021/6316477
|
| [29] |
A. Salem, L. Almaghamsi, Existence solution for coupled system of Langevin fractional differential equations of Caputo type with Riemann-Stieltjes integral boundary conditions, Symmetry, 13 (2021), 2123. https://doi.org/10.3390/sym13112123 doi: 10.3390/sym13112123
|
| [30] |
L. Almaghamsi, Y. Alruwaily, K. Karthikeyan, E. S. El-hady, On coupled system of Langevin fractional problems with different orders of $\mu$-Caputo fractional derivatives, Fractal Fract., 7 (2023), 337. https://doi.org/10.3390/fractalfract7040337 doi: 10.3390/fractalfract7040337
|
| [31] | L. Almaghamsi, A. Alghamdi, A. Ghanmi, Existence of solution for a coupled system of Langevin equations involving the $\psi$-Hilfer fractional derivative, Math. Methods Appl. Sci., 2026, 1–16. https://doi.org/10.1002/mma.70595 |
| [32] |
Y. Alruwaily, S. Aljoudi, L. Almaghamsi, A. Ben Makhlouf, N. Alghamdi, Existence and uniqueness results for different orders coupled system of fractional integro-differential equations with anti-periodic nonlocal integral boundary conditions, Symmetry, 15 (2023), 182. https://doi.org/10.3390/sym15010182 doi: 10.3390/sym15010182
|
| [33] | Y. Alruwaily, L. Almaghamsi, K. Karthikeyan, E. El-hady, Existence and uniqueness for a coupled system of fractional equations involving Riemann-Liouville and Caputo derivatives with coupled Riemann-Stieltjes integro-multipoint boundary conditions, AIMS Math., 8 (2023), 10067–10094. https://doi.org/10.3934/math.2023510 |
| [34] |
J. R. L. Webb, G. Infante, Positive solutions of nonlocal boundary value problems: a unified approach, J. Lond. Math. Soc., 74 (2006), 673–693. https://doi.org/10.1112/S0024610706023179 doi: 10.1112/S0024610706023179
|
| [35] |
J. R. L. Webb, G. Infante, Positive solutions of nonlocal boundary value problems involving integral conditions, Nonlinear Differ. Equ. Appl., 15 (2008), 45–67. https://doi.org/10.1007/s00030-007-4067-7 doi: 10.1007/s00030-007-4067-7
|
| [36] |
B. Ahmad, M. Alghanmi, S. K. Ntouyas, A. Alsaedi, Fractional differential equations involving generalized derivative with Stieltjes and fractional integral boundary conditions, Appl. Math. Lett., 84 (2018), 111–117. https://doi.org/10.1016/j.aml.2018.04.024 doi: 10.1016/j.aml.2018.04.024
|
| [37] | K. Diethelm, The analysis of fractional differential equations: an application-oriented exposition using differential operators of Caputo type, Berlin: Springer-Verlag, 2010. https://doi.org/10.1007/978-3-642-14574-2 |
| [38] |
Y. Du, L. Meng, L. Lin, H. Wang, Resonant behaviors of two coupled fluctuating-frequency oscillators with tempered Mittag-Leffler memory kernel, Phys. A, 633 (2024), 129434. https://doi.org/10.1016/j.physa.2023.129434 doi: 10.1016/j.physa.2023.129434
|
| [39] | S. Ponnusamy, Foundations of mathematical analysis, Boston: Birkhäuser, 2012. https://doi.org/10.1007/978-0-8176-8292-7 |
| [40] | M. H. Protter, C. B. Morrey Jr., A first course in real analysis, New York: Springer-Verlag, 1991. |
| [41] | J. Xiao, Integral and functional analysis, New York: Nova Science Publishers, Inc., 2008. |
| [42] | A. Granas, J. Dugundji, Fixed point theory, New York: Springer-Verlag, 2003. https://doi.org/10.1007/978-0-387-21593-8 |
| [43] | B. E. Rhoades, A comparison of various definitions of contractive mappings, Trans. Amer. Math. Soc., 226 (1977), 257–290. |