\documentclass[reqno]{amsart} \usepackage{hyperref} \AtBeginDocument{{\noindent\small \emph{Electronic Journal of Differential Equations}, Vol. 2012 (2012), No. 100, pp. 1--13.\newline ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu \newline ftp ejde.math.txstate.edu} \thanks{\copyright 2012 Texas State University - San Marcos.} \vspace{9mm}} \begin{document} \title[\hfilneg EJDE-2012/100\hfil Method of upper and lower solutions] {Method of upper and lower solutions for fractional differential equations} \author[L. Lin, X. Liu, H. Fang\hfil EJDE-2012/100\hfilneg] {Legang Lin, Xiping Liu, Haiqin Fang} % in alphabetical order \address{Legang Lin \newline College of Science, University of Shanghai for Science and Technology \\ Shanghai 200093, China} \email{llg870830@163.com} \address{Xiping Liu \newline College of Science, University of Shanghai for Science and Technology \\ Shanghai 200093, China} \email{xipingliu@163.com} \address{Haiqin Fang \newline College of Science, University of Shanghai for Science and Technology \\ Shanghai 200093, China} \email{244307094@qq.com} \thanks{Submitted May 4, 2012. Published June 12, 2012.} \thanks{Supported by grants 10ZZ93 from the Foundation of the Innovation Program of \hfill\break\indent Shanghai Municipal Education Commission, and 11171220 from the National Natural \hfill\break\indent Science Foundation of China} \subjclass[2000]{34B15, 26A33} \keywords{Fractional differential equations; boundary-value problems; \hfill\break\indent upper and lower solutions; monotone iterative algorithm} \begin{abstract} In this paper, we show the existence and uniqueness of solutions for the boundary-value problems of fractional differential equations, using the upper and lower solutions method and monotone iterative algorithm. An example is also included to illustrate our results. \end{abstract} \maketitle \numberwithin{equation}{section} \newtheorem{theorem}{Theorem}[section] \newtheorem{lemma}[theorem]{Lemma} \newtheorem{definition}[theorem]{Definition} \allowdisplaybreaks \section{Introduction} In this article, we show the existence and uniqueness of solutions for the boundary value problems of the fractional differential equation \begin{equation}\label{eq1.1} \begin{gathered} D^\delta u(t)-Mu(t)=f(t,u(t)),\quad t\in J,\; 0<\delta<1,\\ u(0)=ru(T), \end{gathered} \end{equation} where $J=[0,T]$, $00$ is the Mittag-Leffler function (see \cite{kdtafde,ahj}). $D^\delta$ is the Caputo fractional derivative of order $\delta$ (see \cite{kdtafde,ahj}); that is, \begin{equation*} D^\delta u(t)=\frac {1}{\Gamma(1-\delta)}\int_0^{t} (t-s)^{-\delta}u'(s)\mathrm{d}s. \end{equation*} The Riemann-Liouville fractional integral operator of order $\delta$ is defined by $$ I^{\delta}u(t)=\frac{1}{\Gamma(\delta)}\int_0^{t} (t-s)^{\delta-1}u(s)\mathrm{d}s. $$ Fractional differential equations are thought of an important research branch of fractional calculus, to which much attention has been paid. They arise in the models of many phenomena in various fields of science and engineering as a valuable tool. Indeed, we can find numerous applications in physics, chemistry, biology, etc. (See \cite{kdf,rh}). Hence, some meaningful results on this kind of problems have been obtained, (see \cite{vlsjv,aksm,szhang,rwimd, sljllac,L-J8,Jia,LXP,szrhmeama}). The theory of upper and lower solutions is known to be an effective method to deal with the boundary-value problems of the ordinary differential equations and functional differential equations, (see \cite{coster,lfjmlxp,lfjsjm,Yang,jnr,djnwz,tjankowski,nyazidi,wys}). Li et al. \cite{lfjmlxp,lfjsjm} found a direct method which is quite simple and practical to prove the existence and uniqueness of solutions of the second-order three-point boundary-value problem and gave some examples to illustrate the effectiveness of the result. In \cite{jnr}, using the upper and lower solutions method, the authors considered the periodic boundary-value problems for functional differential equations. In \cite{wys}, the authors presented the existence of extreme solutions of the boundary-value problem for a class of first-order functional equations with a nonlinear boundary condition \begin{gather*} u'(t)=f(t,u(t),u(\theta(t))),\\ g(u(0))=ru(T), \end{gather*} by the method of upper and lower solutions and monotone iterative techniques. One interesting thing is that the method is also appropriate for fractional differential equations, (see \cite{szxs,barrettjh}). In \cite{barrettjh}, Barrett proved the existence and uniqueness of solutions for the following initial value problems \begin{gather*} (D^{\delta}_{a+}u)(t)-Mu(t)=f(t),\quad (n-1<\delta\beta(0), \end{cases} \end{equation} where $c(t)$ is defined in (H0). \end{definition} The following comparison principle will play a very important role in our main results. \begin{lemma} \label{lem2.2} Let {\rm (H0)} hold. Assume that $u\in C^{1}(J)$ and satisfies \begin{equation}\label{eq2.5} \begin{gathered} D^\delta u(t)-Mu(t)\leq 0, \\ u(0)\leq0. \end{gathered} \end{equation} Then $u(t)\leq0$ for $t\in J$. \end{lemma} \begin{proof} Suppose this is false, then there exist $t_1, t_2\in J$ such that $u(t)\leq 0$ for $0\leq t\leq t_1$ and $u(t)>0$ for $t_10. \end{equation} By \eqref{eq2.5} and Lemma \ref{lem2.1.1}, we can obtain \begin{gather*} I^{\delta}D^{\delta}u(t)-I^{\delta}Mu(t)\leq0, \\ u(t)-u(0)-I^{\delta}Mu(t)\leq0, \\ u(t)-I^{\delta}Mu(t)\leq0. \end{gather*} So \begin{equation*} %\label{eq2.7} u(t_0)- MI^{\delta}u(t_0)\leq 0. \end{equation*} Since \begin{align*} %\label{eq2.8} I^{\delta}u(t_0) & = \frac {1}{\Gamma(\delta)}\int_0^{t_1}(t_0-s)^{\delta-1}u(s)\mathrm{d}s +\frac {1}{\Gamma(\delta)}\int_{t_1}^{t_0}(t_0-s)^{\delta-1}u(s)\mathrm{d}s\\ & \leq \frac {1}{\Gamma(\delta)}\int_{t_1}^{t_0}(t_0-s)^{\delta-1}u(s)\mathrm{d}s\\ & \leq \frac {1}{\Gamma(\delta)}\int_{t_1}^{t_0}(t_0-s)^{\delta-1}u(t_0)\mathrm{d}s\\ & \leq \frac {u(t_0)}{\delta\Gamma(\delta)}(t_0-t_1)^\delta\\ & \leq \frac {u(t_0)T^\delta}{\Gamma(\delta+1)}, \end{align*} we have $$ u(t_0)-\frac {Mu(t_0)T^\delta}{\Gamma(\delta+1)}\leq u(t_0)- MI^{\delta}u(t_0)\leq 0; $$ that is, $$ u(t_0)(1-\frac {MT^\delta}{\Gamma(\delta+1)})\leq 0. $$ It follows from (H0), that $1-\frac {MT^\delta}{\Gamma(\delta+1)}>0$, which contradicts $u(t_0)>0$. This proves that $u(t)\leq0$ on $J$. The proof is complete. \end{proof} \begin{lemma} \label{lem2.3} Suppose {\rm (H0)} holds, and $u\in C^{1}(J)$ satisfies \begin{equation}\label{eq2.9} \begin{gathered} D^\delta u(t)-Mu(t)\leq -a_{\alpha}(t),\quad t\in J,\\ u(0)\leq0. \end{gathered} \end{equation} Then $u(t)\leq0$ for $t\in J$. \end{lemma} \begin{proof} We consider the following two cases. Case 1. $r\alpha(T)\geq \alpha(0)$. We have $a_{\alpha}(t)=0$ if $r\alpha(T)\geq \alpha(0)$. By Lemma \ref{lem2.2}, we can obtain $u(t)\leq 0$ for $t\in J$. Case 2. $r\alpha(T)<\alpha(0)$. When $r\alpha(T)<\alpha(0)$, $a_{\alpha}(t)=\frac{1}{r}(D^{\delta}c(t)-Mc(t))(\alpha(0)-r\alpha(T))$. Let $v(t)=u(t)+\frac {1}{r}c(t)(\alpha(0)-r\alpha(T))$. Obviously, $v(t)\geq u(t)$. Since $c(t)=1-\cos{\frac {\pi t}{2T}}\geq0$ for $t\in J$, we can get that $v(t)\geq u(t)$ for all $t\in J$. Follows from \eqref{eq2.9} we have \begin{align*} &D^\delta v(t)-Mv(t)= D^\delta u(t)-Mu(t)+\frac{1}{r}(D^{\delta}c(t) -Mc(t))(\alpha(0) -r\alpha(T))\\ &= D^\delta u(t)-Mu(t)+a_{\alpha}(t)\leq 0, \end{align*} and $$ v(0)=u(0)+c(0)(\alpha(0)-r\alpha(T))=u(0)\leq0. $$ In view of Lemma \ref{lem2.2}, $v(t)\leq0$ for $t\in J$, which implies that $u(t)\leq 0$. This completes the proof. \end{proof} In a similar way, we can get the following lemma. \begin{lemma} \label{lem2.4} Suppose that {\rm (H0)} holds, $u\in C^{1}(J)$ and satisfies \begin{equation}\label{eq2.10} \begin{gathered} D^\delta u(t)-Mu(t)\leq -b_{\beta}(t),\quad t\in J,\\ u(0)\leq0. \end{gathered} \end{equation} Then $u(t)\leq0$, for $t\in J$. \end{lemma} \begin{lemma}[{\cite[Theorem 4.1]{kdtafde}}] \label{lem2.6} Consider the two-parameter Mittag-Leffler function $E_{n_1,n_2}$ for some $n_1, n_2>0$. The power series defining $E_{n_1,n_2}(z)$ is convergent for all $z\in \mathbb{R}$. \end{lemma} \begin{lemma}[{\cite[Lemma 2.5]{lfjmlxp}}] \label{lem2.7} Let $E$ be a partially ordered Banach space, $\{x_n\}\subset E$ a monotone sequence and relatively compact set, then $\{x_n\}$ is convergent. \end{lemma} \begin{lemma}[{\cite[Lemma 2.6]{lfjmlxp}}] \label{lem2.8} Let $E$ be a partially ordered Banach space, $x_n\leq y_n\ (n=1,2,3\dots)_0$, if $x_n\to x^*,\ y_n\to y^*_0$, we have $x^*\leq y^*$. \end{lemma} \section{Existence and uniqueness of solutions for the Linear problems} In this section, we present the existence and uniqueness theorems of solutions of the boundary-value problem \eqref{eq2.1} based on the method of the upper and the lower solutions. \begin{lemma} \label{lem3.1} Let {\rm (H0)} hold. Assume that there exist upper and lower solutions $\beta, \alpha\in C^{1}(J)$ of the boundary-value problem \eqref{eq2.1} such that $\alpha(t)\leq\beta(t)$ on $J$. Then the boundary-value problem \eqref{eq2.1} has a unique solution $u$. Moreover, $\alpha \leq u \leq \beta$ on $J$, respectively. \end{lemma} \begin{proof} (1) We can prove that the boundary-value problem \eqref{eq2.1} has a unique solution. Let $$ p(t)=\begin{cases} r\alpha(t), & r\alpha(T)\geq \alpha(0),\\ r\alpha(t)+c(t)(\alpha(0)-r\alpha(T)), & r\alpha(T)<\alpha(0), \end{cases} $$ and $$ q(t)= \begin{cases} r\beta(t), & r\beta(T)\leq \beta(0),\\ r\beta(t)-c(t)(r\beta(T)-\beta(0)), & r\beta(T)>\beta(0). \end{cases} $$ It is obvious that $p(0)=r\alpha(0)$ and $q(0)=r\beta(0)$. If $r\alpha(T)\geq \alpha(0)$, then $$ p(T)=r\alpha(T)\geq \alpha(0)=\frac {p(0)}{r}. $$ If $r\alpha(T)<\alpha(0)$, then $$ p(T)=r\alpha(T)-r\alpha(T)+\alpha(0)=\alpha(0)=\frac {p(0)}{r}. $$ Thus, $rp(T)\geq p(0)$. Analogously, we can get $rq(T)\leq q(0)$. Therefore, \begin{gather}\label{eq3.1} p(0)=r\alpha(0),\quad rp(T)\geq p(0), \\ \label{eq3.2} q(0)=r\beta(0),\quad rq(T)\leq q(0). \end{gather} If $r\alpha(T)\geq \alpha(0)$, we obtain $$ D^{\delta}p(t)-Mp(t)=r(D^{\delta}\alpha(t)-M\alpha(t))\leq rx(t),\quad t\in J, $$ and if $r\alpha(T)<\alpha(0)$, for $t\in J$, we have \begin{align*} D^\delta p(t)-Mp(t) & = r(D^\delta\alpha(t)-M\alpha(t))+(D^{\delta}c(t)-Mc(t))(\alpha(0) -r\alpha(T))\\ & \leq rx(t)-ra_{\alpha}(t)+ra_{\alpha}(t)=rx(t). \end{align*} Hence, we obtain \begin{equation}\label{eq3.3} D^{\delta}p(t)-Mp(t)\leq rx(t),\quad t\in J. \end{equation} Similarly, we can show that \begin{equation}\label{eq3.4} D^{\delta}q(t)-Mq(t)\geq rx(t),\quad t\in J. \end{equation} Let $y(t)=p(t)-q(t),\ t\in J$. It follows that \begin{gather*} D^\delta y(t)-My(t)\leq 0,\\ y(0)=p(0)-q(0)\leq 0. \end{gather*} From \eqref{eq3.1}, \eqref{eq3.2}, \eqref{eq3.3} and \eqref{eq3.4}. By Lemma \ref{lem2.2}, we have \begin{equation}\label{eq3.5} p(t)\leq q(t)\quad \text{for } t\in J. \end{equation} For each $\lambda\in \mathbb{R}$, we consider the initial problem \begin{equation}\label{eq3.6} \begin{gathered} D^{\delta}u(t)-Mu(t)=x(t),\\ u(0)=\lambda. \end{gathered} \end{equation} According to Lemma \ref{lem2.1}, the initial problem \eqref{eq3.6} has a unique solution \begin{equation}\label{eq3.7} u(t,\lambda)=\lambda E_{\delta,1}(Mt^\delta)+\int_0^{t}(t-s)^{\delta-1}E_{\delta, \delta}(M(t-s)^\delta)x(s)\mathrm{d}s,\ t\in J. \end{equation} It is easy to see $u(t,\lambda)$ is continuous on $\lambda\in \mathbb{R}$. Let $z(t)=p(t)-ru(t,\lambda)$, where $u(t,\lambda)$ is the solution of \eqref{eq3.6}. If $p(T)\leq\lambda\leq q(T)$, then \begin{gather*} D^{\delta}z(t)-Mz(t)\leq rx(t)-rx(t)=0,\\ z(0)=p(0)-ru(0,\lambda)\leq rp(T)-r\lambda\leq0. \end{gather*} From Lemma \ref{lem2.2}, we obtain that $z(t)\leq0$ for $t\in J$, so $p(T)\leq ru(T,\lambda)$. Using the same method, we can get $ru(T,\lambda)\leq q(T)$. Hence, $$ p(T)\leq ru(T,\lambda)\leq q(T)\quad \text{for } \lambda \in[p(T),q(T)]. $$ Let $g(\lambda)=ru(T,\lambda)-\lambda$ for $\lambda\in\mathbb{R}$, then $g'(\lambda)=rE_{\delta,1}(MT^\delta)-1<0$, and $g$ is strictly decreasing. We see that the equation $g(\lambda)=0$ has at most one solution on $\mathbb{R}$. Since $g(q(T))g(p(T))=(ru(T,q(T))-q(T))(ru(T,p(T))-p(T))\leq0$ and $g(\lambda)$ is continuous for $\lambda\in\mathbb{R}$, we can show that the equation $g(\lambda)=0$ has a unique solution $\lambda_0\in\mathbb{R}$ and $p(T)\leq\lambda_0\leq q(T)$ with $ru(T,\lambda_0)=\lambda_0=u(0)$. Hence, $$ u(t,\lambda_0)=\lambda_0 E_{\delta,1}(Mt^\delta) +\int_0^{t}(t-s)^{\delta-1}E_{\delta, \delta}(M(t-s)^\delta)x(s)\mathrm{d}s,\quad t\in J $$ is the unique solution of the boundary-value problem \eqref{eq2.1}. (2) We can prove that the solution $u(t,\lambda_0)$ satisfies $\alpha(t)\leq u(t,\lambda_0)\leq\beta(t)$ for $t\in J$. Let $h(t)=\alpha(t)-u(t,\lambda_0)$. If $r\alpha(T)\geq \alpha(0)$, we know $a_{\alpha}(t)=0$. By \eqref{eq3.2}, we have \begin{gather*} D^{\delta}h(t)-Mh(t)=D^{\delta}\alpha(t)-M\alpha(t)-x(t)\leq0,\\ h(0)=\alpha(0)-u(0,\lambda_0)\leq p(T)-\lambda_0\leq0. \end{gather*} In view of Lemma \ref{lem2.2}, we have $h(t)=\alpha(t)-u(t,\lambda_0)\leq0$ for $t\in J$. If $r\alpha(T)<\alpha(0)$, then $a_{\alpha}(t)=\frac {1}{r}(D^{\delta}c(t)-Mc(t))(\alpha(0)-r\alpha(T))$. By \eqref{eq3.2}, it is easy to see that \begin{gather*} D^{\delta}h(t)-Mh(t)=D^{\delta}\alpha(t)-M\alpha(t)-x(t)\leq -a_{\alpha}(t),\\ h(0)=\alpha(0)-u(0,\lambda_0)\leq p(T)-\lambda_0\leq0. \end{gather*} As a consequence of Lemma \ref{lem2.3}, we obtain that $h(t)\leq0$, for $t\in J$, this is $u(t,\lambda_0)\geq \alpha(t)$. In a similar way, we can obtain that $\beta(t)\geq u(t,\lambda_0)$ for $t\in J$. Therefore, the unique solution $u(t,\lambda_0)$ of the boundary-value problem satisfies $\alpha(t)\leq u(t,\lambda_0)\leq\beta(t)$ for $t\in J$. The proof is complete. \end{proof} \section{Main results} \begin{definition} \label{def4.1} \rm Let $\beta_0, \alpha_0 \in C^{1}(J)$. We say that $\beta_0, \alpha_0$ are the upper solution and the lower solution of the boundary-value problem \eqref{eq1.1}, respectively, if $$ D^{\delta}\alpha_0(t)-M\alpha_0(t)\leq f(t,\alpha_0(t))- a_{\alpha_0}(t),\ t\in J, $$ and $$ D^{\delta}\beta_0(t)-M\beta_0(t)\geq f(t,\beta_0(t))+b_{\beta_0}(t),\ t\in J, $$ where $a_{\alpha_0}(t), b_{\beta_0}(t)$ are defined in \eqref{eq2.3}, \eqref{eq2.4}, respectively. \end{definition} Let $E=C(J)$ with $\|x\|=\max_{t\in J}|x(t)|$ for $x\in E$. Then $E$ is a Banach space. \begin{theorem}\label{Th4.1} Suppose {\rm (H0)} holds and there exist $\beta_0, \alpha_0 \in C^{1}(J)$ such that $\beta_0, \alpha_0$ are upper and lower solutions of the boundary-value problem \eqref{eq1.1} with $\alpha_0(t)\leq\beta_0(t)$ for $t\in J$, respectively, and $f$ satisfies \begin{itemize} \item[(H1)] $f(t,x_1)\leq f(t,x_2)$ for any $x_1,\ x_2\in \mathbb{R}$ with $x_1\leq x_2$ and $t\in J$. \end{itemize} Then the boundary-value problem \eqref{eq1.1} has a minimal solution $ \alpha^{*}$ and a maximal solution $\beta^{*}$ on $[\alpha_0,\beta_0]=\{u\in C(J)|\; \alpha_0(t)\leq u(t)\leq\beta_0(t),\;t\in(J)\}$. Moreover, the monotone iterative sequences defined by \begin{align*} \alpha_n(t)&=\frac {rE_{\delta,1}(Mt^\delta)}{1-rE_{\delta, 1}(MT^\delta)}\int_0^{T}(T-s)^{\delta-1}E_{\delta,\delta} (M(T-s)^\delta)f(s,\alpha_{n-1}(s))\mathrm{d}s\\ &\quad+ \int_0^{t}(t-s)^{\delta-1}E_{\delta,\delta}(M(t-s)^\delta) f(s,\alpha_{n-1}(s))\mathrm{d}s, \end{align*} and \begin{align*} \beta_n(t)&=\frac {rE_{\delta,1}(Mt^\delta)}{1-rE_{\delta, 1}(MT^\delta)}\int_0^{T}(T-s)^{\delta-1}E_{\delta,\delta} (M(T-s)^\delta)f(s,\beta_{n-1}(s))\mathrm{d}s\\ &\quad+ \int_0^{t}(t-s)^{\delta-1}E_{\delta,\delta}(M(t-s)^\delta) f(s,\beta_{n-1}(s))\mathrm{d}s, \end{align*} converge uniformly on $J$ to $\alpha^{*}$ and $\beta^{*}$, respectively. Namely, for $t\in J$, $\{\alpha_n(t)\}$, $\{\beta_n(t)\}$ with $$ \lim_{n\to\infty}\alpha_n(t)=\alpha^{*}(t),\ \lim_{n\to\infty}\beta_n(t)=\beta^{*}(t). $$ \end{theorem} \begin{proof} We divide the proof into five parts. (1) We denote $D=[\alpha_0,\beta_0]$. For any $\varphi\in D$, we consider first the boundary-value problem \begin{equation}\label{eq4.1} \begin{gathered} D^{\delta}u(t)-Mu(t)=f(t,\varphi(t)),\\ u(0)=ru(T). \end{gathered} \end{equation} Since $\beta_0(t), \alpha_0(t)$ are upper and lower solutions of the boundary-value problem \eqref{eq1.1}, by (H1), for $t\in J$, we have $$ D^{\delta} \alpha_0(t)-M\alpha_0(t)\leq f(t,\alpha_0(t))-a_{\alpha_0}(t) \leq f(t,\varphi(t))-a_{\alpha_0}(t), $$ and $$ D^{\delta} \beta_0(t)-M\beta_0(t)\geq f(t,\beta_0(t))+b_{\beta_0}(t) \geq f(t,\varphi(t))+b_{\beta_0}(t). $$ Therefore, $\beta_0(t), \alpha_0(t)$ are also the upper and lower solutions of the boundary-value problem \eqref{eq4.1}. In view of Lemma 3.1, the boundary-value problem \eqref{eq4.1} has the following unique solution $u$ with $u\in D$. $$ u(t)=u(0)E_{\delta,1}(Mt^\delta)+\int_0^{t}(t-s)^{\delta-1}E_{\delta, \delta}(M(t-s)^\delta)f(s,\varphi(s))\mathrm{d}s,\quad t\in J. $$ Because $u(0)=ru(T)$, we can easily obtain that $$ u(0)=\frac {r}{1-rE_{\delta,1}(MT^\delta)}\int_0^{T}(T-s)^{\delta-1} E_{\delta, \delta}(M(T-s)^\delta)f(s,\varphi(s))\mathrm{d}s. $$ We define an operator $A$: $D\to E$ by \begin{align*} A\varphi(t) &= \frac {rE_{\delta,1}(Mt^\delta)}{1-rE_{\delta,1}(MT^\delta)} \int_0^{T}(T-s)^{\delta-1}E_{\delta,\delta}(M(T-s)^\delta) f(s,\varphi(s))\mathrm{d}s\\ &\quad + \int_0^{t}(t-s)^{\delta-1}E_{\delta,\delta}(M(t-s)^\delta) f(s,\varphi(s))\mathrm{d}s. \end{align*} By Lemma \ref{lem3.1} we can show that $\alpha_0(t)\leq A\varphi(t)\leq\beta_0(t)$, for $t\in J$. Hence, we obtain \begin{equation}\label{eq4.3} A\alpha_0\geq\alpha_0,\quad A\beta_0\leq\beta_0. \end{equation} (2) We prove that $A$ is completely continuous. Since $D$ is bounded, there exists a constant $M_0>0$ such that $\|\varphi\|\leq M_0$ for $\varphi\in D$. Because $f$ is continuous, there exists a constant $M_1>0$ such that $\max_{s\in J}|f(s,\varphi(s))|\leq M_1$ for $s\in J$. We have that \begin{align*} |A\varphi(t)| & \leq \frac {rE_{\delta,1}(MT^\delta)}{1-rE_{\delta,1}(MT^\delta)}M_1 E_{\delta,\delta}(MT^\delta)\int_0^{T}(T-s)^{\delta-1}\mathrm{d}s\\ &\quad +M_1E_{\delta,\delta}(MT^\delta)\int_0^{t}(t-s)^{\delta-1}\mathrm{d}s\\ & \leq \frac {M_1T^{\delta}E_{\delta, \delta}(MT^\delta)}{\delta(1-rE_{\delta,1}(MT^\delta))}. \end{align*} So $A(D)$ is uniformly bounded. Let $F(t)=E_{\delta,1}(Mt^\delta)$ for $t\in J$, $G(t,s)=E_{\delta,\delta}(M(t-s)^\delta)$ for $(t,s)\in\Omega=\{(t,s)|\;t\in J,\;0\leq s\leq t\}$. As a consequence of Lemma \ref{lem2.6}, we have $F$ and $G$ are uniformly continuous on $J$ and $\Omega$, respectively. For any $\varepsilon>0$, there exists $\delta_1>0$, for any $t_1,t_2\in J$ with $t_2>t_1$, whenever $|t_2-t_1|<\delta_1$, we obtain $$ |F(t_2)-F(t_1)|<\frac {\varepsilon\delta(1-rE_{\delta,1} (MT^\delta))}{3rM_1T^{\delta}E_{\delta,\delta}(MT^\delta)}, $$ moreover, if $(t_1,s)$, $(t_2,s)\in\Omega$, then $$ |G(t_2,s)-G(t_1,s)|<\frac {\varepsilon\delta}{6M_1T^{\delta}}. $$ We take $0<\delta_0\leq \min\{\delta_1, \delta_2, (\frac {\varepsilon\delta}{6M_1E_{\delta, \delta}(MT^\delta)})^{\frac {1}{\delta}}\}$. Thus, as $t_1, t_2\in J$ with $t_2>t_1$, whenever $|t_2-t_1|<\delta_0$ and $\varphi\in D$, we have \begin{align*} &|A\varphi(t_2)-A\varphi(t_1)|\\ &\leq \Big|\frac {r\int_0^{T}(T-s)^{\delta-1}E_{\delta,\delta}(M(T-s)^\delta) f(s,\varphi(s))\mathrm{d}s}{1-rE_{\delta,1}(MT^\delta)}\cdot\big(F(t_2) -F(t_1)\big)\Big|\\ &\quad +\Big|\int_{t_1}^{t_2}(t_2-s)^{\delta-1}E_{\delta, \delta}(M(t_2-s)^\delta)f(s,\varphi(s))\mathrm{d}s\Big|\\ &\quad +\Big|\int_0^{t_1}\left((t_2-s)^{\delta-1}E_{\delta, \delta}(M(t_2-s)^\delta)-(t_1-s)^{\delta-1}E_{\delta, \delta}(M(t_1-s)^\delta)\right)f(s,\varphi(s))\mathrm{d}s\Big|\\ &\leq \frac {\varepsilon}{3}+\frac {M_1E_{\delta, \delta}(MT^\delta)}{\delta}\cdot|t_2-t_1|^{\delta}\\ &\quad +M_1\int_0^{t_1}(t_2-s)^{\delta-1}|E_{\delta, \delta}(M(t_2-s)^\delta)-E_{\delta, \delta}(M(t_1-s)^\delta)|\mathrm{d}s\\ &\quad +M_1\int_0^{t_1}\left((t_1-s)^{\delta-1}-(t_2-s)^{\delta-1}\right)E_{\delta, \delta}(M(t_1-s)^\delta)\mathrm{d}s. \end{align*} Since \begin{align*} & \int_0^{t_1}(t_2-s)^{\delta-1}|E_{\delta,\delta}(M(t_2-s)^\delta)-E_{\delta, \delta}(M(t_1-s)^\delta)|\mathrm{d}s\\ &= \int_0^{t_1}(t_2-s)^{\delta-1}|G(t_2,s)-G(t_1,s)|\mathrm{d}s\\ \leq & \frac{T^{\delta}}{\delta}\cdot\frac{\varepsilon\delta}{6M_1T^{\delta}} =\frac{\varepsilon}{6M_1}, \end{align*} and \begin{align*} & \int_0^{t_1}\left((t_1-s)^{\delta-1}-(t_2-s)^{\delta-1}\right)E_{\delta, \delta}(M(t_1-s)^\delta)\mathrm{d}s\\ &\leq E_{\delta,\delta}(MT^\delta)\int_0^{t_1}\left((t_1-s)^{\delta-1} -(t_2-s)^{\delta-1}\right)\mathrm{d}s\\ &\leq \frac{E_{\delta,\delta}(MT^\delta)}{\delta}\left((t_2-t_1)^{\delta} -(t_2^{\delta}-t_1^{\delta})\right)\\ &\leq\frac{E_{\delta,\delta}(MT^\delta)}{\delta}(t_2-t_1)^{\delta} \leq\frac{\varepsilon}{6M_1}. \end{align*} Therefore, as $t_1, t_2\in J$ with $t_2>t_1$, whenever $|t_2-t_1|<\delta_0$ and $\varphi\in D$, we can show that $$ |A\varphi(t_2)-A\varphi(t_1)|<\varepsilon. $$ We prove $A$ is equi-continuous. By Arzela-Ascoli theorem, we know that $A(D)$ is relatively compact. We can easily show that $A$ is continuous since $f$ is continuous. Hence, $A$ is completely continuous. (3) $A$ is an increasing operator on $J$. For $\alpha_0\leq \omega_1\leq \omega_2\leq \beta_0$, $t\in J$, let $$ B(s)=f(s,\omega_2(s))-f(s,\omega_1(s)),\ s\in J. $$ From (H1), we have $B(s)\geq0$ and \begin{align*} A\omega_2(t)-A\omega_1(t) & = \frac {rE_{\delta,1}(Mt^\delta)}{1-rE_{\delta,1} (MT^\delta)}\int_0^{T}(T-s)^{\delta-1}E_{\delta,\delta} (M(T-s)^\delta)B(s)\mathrm{d}s\\ &\quad + \int_0^{t}(t-s)^{\delta-1}E_{\delta,\delta} (M(t-s)^\delta)B(s)\mathrm{d}s\geq0. \end{align*} Thus, $A$ is an increasing operator. (4) Let $\alpha_n=A \alpha_{n-1},\ {\beta_n=A \beta_{n-1}}$, for $n=1,2,\dots$. By \eqref{eq4.3}, we get monotone iterative sequences $$ \alpha_1\leq\alpha_2\leq\dots\leq\alpha_n\leq\dots\leq\beta_n \leq\dots\leq\beta_2\leq\beta_1. $$ As $\{\alpha_n\},\ \{\beta_n\}\subset A(D)$, we get that $\{\alpha_n\}$ and $\{\beta_n\}$ are monotone sequences and relatively compact set respectively. In view of Lemma \ref{lem2.7}, we can obtain that there exist $\alpha^{*},\ \beta^{*}\in C(J)$ such that $$ \lim_{n\to\infty}\alpha_n(t)=\alpha^{*}(t),\quad \lim_{n\to\infty}\beta_n(t)=\beta^{*}(t). $$ By the continuity of $A$, we have $\alpha^{*}=A\alpha^{*}$, $\beta^{*}=A\beta^{*}$. So $\alpha^{*}, \beta^{*}$ are the fixed points of $A$. It is clear that $u$ is a solution of the boundary-value problem \eqref{eq1.1} if and only if $u$ is a fixed point of $A$. Hence, $\alpha^{*}(t),\beta^{*}(t)$ are solutions of the boundary-value problem \eqref{eq1.1}. (5) We prove that $\alpha^{*}$, $\beta^{*}$ are the minimal solution and the maximal solution of the boundary-value problem \eqref{eq1.1}, respectively. Assume $u\in[\alpha_0,\beta_0]$ is a solution of the boundary-value problem \eqref{eq1.1}. We can easily obtain that $A\alpha_0(t)\leq Au(t)\leq A\beta_0(t)$ by the fact that $A$ is increasing in $[\alpha_0,\beta_0]$. That is $\alpha_1(t)\leq u(t) \leq \beta_1(t)$. Doing this repeatedly, we have $\alpha_n(t)\leq u(t)\leq\beta_n(t)$, for $n=1,2,\dots$. From Lemma \ref{lem2.8}, we obtain that $\alpha^{*}(t)\leq u(t)\leq \beta^{*}(t)$, as $n\to\infty$. Therefore, $\alpha^{*}$, $\beta^{*}$ are the minimal solution and the maximal solution of the boundary-value problem \eqref{eq1.1}, respectively. The proof is complete. \end{proof} \begin{theorem}\label{Th4.2} Suppose the conditions of Theorem \ref{Th4.1} hold. There exists a constant $\gamma\in\big[0,\frac {\delta(1-rE_{\delta,1}(MT^\delta))}{T^{\delta} E_{\delta,\delta}(MT^\delta)}\big)$ and $f$ satisfies \begin{itemize} \item[(H2)] $f(t,x_2)-f(t,x_1)\leq \gamma (x_2-x_1)$ for any $x_1, x_2\in \mathbb{R}$ and $x_1\leq x_2$. \end{itemize} Then the boundary-value problem \eqref{eq1.1} has a unique solution $u^*$ on $[\alpha_0,\beta_0]$. Moreover, for each $u_0\in [\alpha_0,\beta_0]$, the iterative sequence \begin{align*} u_n(t) &= \frac {rE_{\delta,1}(Mt^\delta)}{1-rE_{\delta,1}(MT^\delta)} \int_0^{T}(T-s)^{\delta-1}E_{\delta,\delta}(M(T-s)^\delta) f(s,u_{n-1}(s))\mathrm{d}s\\ &\quad + \int_0^{t}(t-s)^{\delta-1}E_{\delta,\delta}(M(t-s)^\delta) f(s,u_{n-1}(s))\mathrm{d}s,\; n=1,2,\dots \end{align*} converges uniformly to $u^*$ on $J$. Its error estimate is $$ \|u_n-u^*\|\leq \rho^{n}\|\beta_0-\alpha_0\|,\ n=1,2,3\dots, $$ where $$ \rho=\frac {\gamma T^{\delta}E_{\delta,\delta}(MT^\delta)} {\delta(1-rE_{\delta,1}(MT^\delta))}. $$ \end{theorem} \begin{proof} For $\alpha_0\leq \omega_1\leq \omega_2\leq \beta_0$, $t\in J$, from (H2) we have \begin{align*} 0&\leq A\omega_2(t)-A\omega_1(t)\\ & \leq \frac {rE_{\delta,1}(MT^\delta)}{1-rE_{\delta,1} (MT^\delta)}\int_0^{T}(T-s)^{\delta-1}E_{\delta,\delta} (M(T-s)^\delta)(f(s,\omega_2(s))-f(s,\omega_1(s)))\mathrm{d}s\\ & \quad + \int_0^{t}(t-s)^{\delta-1}E_{\delta,\delta}(M(t-s)^\delta) (f(s,\omega_2(s))-f(s,\omega_1(s)))\mathrm{d}s\\ & \leq \Big(\frac {T^{\delta}E_{\delta,1}(MT^\delta)E_{\delta,\delta} (MT^\delta)}{\delta(\frac {1}{r}-E_{\delta,1}(MT^\delta))} +\frac {T^\delta}{\delta}E_{\delta,\delta}(MT^\delta)\Big)\gamma \|\omega_2(t)-\omega_1(t)\|\\ & = \frac {\gamma T^{\delta}E_{\delta,\delta}(MT^\delta)}{\delta(1-r E_{\delta,1}(MT^\delta))}\|\omega_2(t)-\omega_1(t)\|. \end{align*} Hence, $$ \|A\omega_2-A\omega_1\|\leq\rho\|\omega_2-\omega_1\|. $$ It is easy to obtain that \begin{equation*} \|\beta_n-\alpha_n\|=\|A\beta_{n-1}-A\alpha_{n-1}\| \leq \rho\|\beta_{n-1}-\alpha_{n-1}\| \leq \dots \leq \rho^{n}\|\beta_0-\alpha_0\|. \end{equation*} From $0\leq \gamma <\frac{\delta(1-rE_{\delta,1}(MT^\delta))} {T^{\delta}E_{\delta,\delta}(MT^\delta)}$, we have $0\leq \rho<1$, and $$ \|\beta_n-\alpha_n\|\to0,\quad n\to\infty. $$ It follows from Theorem \ref{Th4.1}, there exists a unique $u^{*}\in[\alpha_0,\beta_0]$ such that $\alpha_n\to u^{*},\ \beta_n\to u^{*}$, when $n\to\infty$. As $\alpha_n\leq u^{*}\leq\beta_n$, by the monotonicity of $A$ we have $A\alpha_n\leq u^{*}\leq A\beta_n$. When $n\to\infty$, we have that $u^{*}=Au^{*}$, $u^{*}$ is a fixed point of $A$. Hence, $u^{*}$ is the unique solution of the boundary-value problem \eqref{eq1.1}. For each $u_0\in [\alpha_0,\beta_0]$, about the iterative sequence $u_n=Au_{n-1}$, we have $\alpha_n\leq u_n\leq \beta_n$, and $$ \|u_n-u^*\|\leq\|\beta_n-\alpha_n\|\leq \rho^{n}\|\beta_0-\alpha_0\|. $$ This completes the proof. \end{proof} \section{Example} Consider the boundary-value problem \begin{equation}\label{eq5.1} \begin{gathered} D^{1/2} u(t)=\frac {1}{2}+\frac {\cos t\arctan u(t)} {\pi (t+6)^2},\quad 0\leq t\leq1,\\ 3u(0)=u(1). \end{gathered} \end{equation} Let $f(t,x)=\frac {1}{2}+\frac {\cos t \arctan x}{\pi (t+6)^2}$. Clearly, $T=1$, $\delta =\frac {1}{2}$, $r=\frac {1}{3}$, $M=0$ and $0\leq f(t,x)\leq 1$. We take $\gamma=\frac{1}{36\sqrt{\pi}}$, then $E_{\delta,\delta}(MT^\delta)=\frac{1}{\sqrt{\pi}}$, $E_{\delta,1}(MT^\delta)=1$, and $$ \rho=\frac {\gamma T^{\delta}E_{\delta,\delta}(MT^\delta)} {\delta(1-rE_{\delta,1}(MT^\delta))} =\frac{1}{12}<1. $$ Obviously, $\alpha_0(t)=0$ is a lower solution of the boundary-value problem \eqref{eq5.1}. Let $\beta_0(t)=\frac{5}{8\sqrt{\pi}}(1+2\sqrt{t})$, we have $\frac {1}{3}\beta_0(1)=\beta_0(0)$, then $b_{\beta_0}(t)=0$. \begin{equation} D^{1/2}\beta_0(t) =\frac{5}{8} \geq f(t,\beta_0(t)). \end{equation} So $\beta_0$ is an upper solution of the boundary-value problem \eqref{eq5.1}. It is easy to verify that the assumptions of Theorem \ref{Th4.2} are satisfied. Hence, the boundary-value problem \eqref{eq5.1} has a unique solution $u^*(t)$ with $0\leq u^*(t)\leq \frac{5}{8\sqrt{\pi}}(1+2\sqrt{t})$ on $[0,1]$. For each $0\leq u_0(t)\leq \frac{5}{8\sqrt{\pi}}(1+2\sqrt{t})$, let the iterative sequence $u_n=Au_{n-1}$, we have \begin{align*} u_n(t) = \frac {1}{2\sqrt{\pi}} \int_0^{1}(1-s)^{-\frac{1}{2}}f(s,u_{n-1}(s))\mathrm{d}s + \frac {1}{\sqrt{\pi}}\int_0^{t}(t-s)^{-\frac{1}{2}} f(s,u_{n-1}(s))\mathrm{d}s \end{align*} converges uniformly to $u^*$ on $J$. Its error estimate is $$ \|u_n-u^*\|\leq \frac{15}{8\sqrt{\pi}}\cdot\big(\frac{1}{12}\big)^{n}. $$ We take $u_0=0$. If $n=2$, its error is not more than 0.00734622; if $n=3$, its error is not more than 0.000612185; if $n=4$, its error is not more than 0.0000510154. \begin{thebibliography}{99} \bibitem{kdtafde} Kai Diethelm; \emph{The analysis of fractional differential equation}, Spring-Verlag Heidelberg, 2010. \bibitem{ahj} A. A. Kilbas, Hari. M. Srivastava, Juan. J. Trujillo; \emph{Theory and Applications of Fractional Differential Equations}, North-Holland Mathematics Studies, Vol. 204, Elsevier Science B. V. 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