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Definition

History

and Applications

1.1 Definition

Fractional calculus is a branch of mathematical analysis that studies the possibility

and the integration operator J. (Usually J is used in favor of I to avoid confusion with

other I-like glyphs and identities) [1]

applying it at non-integer order (example, a "half derivative" operation such that taking

the half derivative of a function twice yields the first derivative

staple for the technology professional, essential as a means of

understanding and working with natural and artificial systems. [7]

of the traditional definitions of the calculus integral and derivative

operators in much the same way fractional exponents is an outgrowth

of exponents with integer value. [7]

primary school teachers exponents provide a short notation for what is

essentially a repeated multiplication of a numerical value. This concept

in itself is easy to grasp and straight forward. However, this physical

definition can clearly become confused when considering exponents of

non integer value. While almost anyone can verify that x 3 = x. x. x,

how might. [7]

exponent x π . We cannot conceive what it might be like to multiply a number or quantity

by itself 3.4 times, or π times, and yet these expressions have a definite value for any

Chapter 1 3 Fractional Calculus

Definition

History

and Applications

the same way consider the integral and derivative. Although they are indeed concepts of a

higher complexity by nature, it is still fairly easy to physically represent their meaning.

Once mastered, the idea of completing numerous of these operations, integrations or

differentiations follows naturally. Given the satisfaction of a very few restrictions (e.g.

function continuity) completing n integrations can become as methodical as

multiplication. [7]

But the curious mind can not be restrained from asking the question what if n

were not restricted to an integer value? Again, at first glance, the physical meaning can

become convoluted (pun intended), but as this report will show, fractional calculus flows

quite naturally from our traditional definitions. And just as fractional exponents such as

the square root may find their way into innumerable equations and applications, it will

become apparent that integrations of order 1/ 2 and beyond can find practical use in

many modern problems. [7]

birthday of so called 'Fractional Calculus'. In a letter dated September

30th, 1695 L’Hospital wrote to Leibniz asking him about a particular

notation he had used in his publications for the nth-derivative of the

Dn x

linear function f(x) = x, . L’Hospital posed the question to Leibniz,

Dx n

what would the result be if n = 1/ 2. Leibniz's response: "An apparent

paradox, from which one day useful consequences will be drawn." In

these words fractional calculus was born. [7]

Chapter 1 4 Fractional Calculus

Definition

History

and Applications

Leibniz

calculus was primarily a study reserved for the best minds in

mathematics. Fourier, Euler, Laplace are among the many that dabbled

with fractional calculus and the mathematical consequences. Many

found, using their own notation and methodology, definitions that fit

the concept of a non-integer order integral or derivative. [7]

The most famous of these definitions that have been popularized

in the world of fractional calculus (not yet the world as a whole) are the

Riemann-Liouville and Grunwald-Letnikov definition. While the shear

numbers of actual Definitions are no doubt as numerous as the men

and women that study this field, they are for the most part variations

on the themes of these two and so are addressed in detail in this

document. [7]

fractional calculus was developed prior to the turn of the 20th century.

However it is in the past 100 years that the most intriguing leaps in

engineering and scientific application have been found. The

Chapter 1 5 Fractional Calculus

Definition

History

and Applications

requirements of physical reality. [7]

Liouville fractional derivative in order to use integer order initial

conditions to solve his fractional order differential equations. As

recently as 1996, Kolowankar reformulated again, the Riemann-

Liouville fractional derivative in order to differentiate no-where

differentiable fractal functions. [7]

years, has proven at least half right. It is clear that within the 20th

century especially numerous applications and physical manifestations

of fractional calculus have been found. However, these applications

and the mathematical background surrounding fractional calculus are

far from paradoxical. While the physical meaning is difficult (arguably

impossible) to grasp, the definitions themselves are no more rigorous

than those of their integer order counterparts. [7]

made clearer by quickly discussing some necessary but relatively

simple mathematical definitions that will arise in the study of these

concepts. These are The Gamma Function, The Beta Function, The

Laplace Transform, and the Mittag-Leffler Function and are addressed

in the second and third chapter of this thesis. [7]

In the last decades, fractional (or non integer) differentiation has played a very

important role in various fields such as mechanics, electricity, chemistry, biology,

economics and notably control theory and signal and image processing. In these last

three fields, some important considerations such as modeling, curve fitting, filtering,

pattern recognition, edge detection, identification, stability, controllability, observables

and robustness are now linked to long-range dependence phenomena.[9]

Chapter 1 6 Fractional Calculus

Definition

History

and Applications

to non-integer (fractional) orders. The subject has a long mathematical history being

discussed for the first time already in the correspondence of G.W. Leibniz around 1690.

Over the centuries many mathematicians have built up a large body of mathematical

knowledge on fractional integrals and derivatives. Although fractional calculus is a

natural generalization of calculus, and although its mathematical history is equally long,

it has, until recently, played a negligible role in physics. One reason could be that, until

recently, the basic facts were not readily accessible even in the mathematical literature.

[10]

Fractional calculus provides novel mathematical tools for modeling physical and

biological processes. The bioheat equation is often used as a first order model of heat

transfer in biological systems. The solution to the resulting fractional order partial

differential equation reflects the interaction of the system with the dynamics of its

response to surface or volume heating.. In the future we hope to interpret the physical

basis of fractional derivatives using Constructal Theory, according to which, the

geometry biological structures evolve as a result of the optimization process.[11]

statistical physics. More precisely, Ehrenfests classification of equilibrium phase

transitions was generalized using fractional derivatives. It transpired that fractional

calculus may also be useful for problems of non equilibrium phenomena. In the meantime

fractional calculus has found many new applications in physics, particularly to diffusion

and relaxation phenomena. During the period of this report we have prepared and edited

extensive tutorial reviews of the mathematical theory and its applications in physics. [12]

Most of our work in the area of fractional calculus centers around equilibrium and

non equilibrium critical phenomena and scaling theory. The concept of universality

classes pervades much of the research on equilibrium and non equilibrium phenomena,

and it illustrates the necessity of classifying the large variety of microscopic theories [12]

1.4.1 History

Chapter 1 7 Fractional Calculus

Definition

History

and Applications

sense that we differentiate or integrate a function once, twice, or any whole number of

times. However, in some circumstances it’s useful to evaluate a fractional derivative. In a

letter to L’Hospital in 1695, Leibniz raised the possibility of generalizing the operation of

differentiation to non-integer orders, and L’Hospital asked what would be the result of

half-differentiating x. Leibniz replied

“It leads to a paradox, from which one day useful consequences will be drawn”.

The paradoxical aspects are due to the fact that there are several different ways of

generalizing the differentiation operator to non-integer powers, leading to in equivalent

results [5]

In this context powers refer to iterative application, in the same sense that f2(x) = f

(f(x)). For example, one may pose the question of interpreting meaningfully

1

D D 2

as a square root of the differentiation operator (an operator half iterate), i.e., an

expression for some operator that when applied twice to a function will have the same

effect as differentiation. More generally, one can look at the question of defining

Ds

for real-number values of s in such a way that when s takes an integer value n, the usual

power of n-fold differentiation is recovered for n > 0, and the −nth power of J when n <

0.[1]

subject were laid by Liouville in a paper from 1832. The fractional derivative of a

function to order a is often now defined by means of the Fourier or Laplace integral

Chapter 1 8 Fractional Calculus

Definition

History

and Applications

property only when a is an integer; in non-integral cases we cannot say that the fractional

derivative at x of a function f depends only on the graph of f very near x, in the way that

integer-power derivatives certainly do. Therefore it is expected that the theory involves

some sort of boundary conditions, involving information on the function further out. [1]

dx k

f (x) kx k 1

dx

daxk k!

x ka

dx a

(k a)

Which, after replacing the factorials with the Gamma function, leads us to

daxk (k 1)

x k a

dx a

(k a 1)

Or

daxk k!

= x k a

dx a (k a 1)

Chapter 1 9 Fractional Calculus

Definition

History

and Applications

D a x k D m [ D ( ma ) x k ]

(k 1)

Dm x k ma

( k m a 1)

= x

(1 m k a )

(k 1) k a

= x

(k a 1)

k!

= x k a

(k a 1)

(k 1)

D1/ 2 x k x k 1/ 2

(k 1/ 2)

Chapter 1 10 Fractional Calculus

Definition

History

and Applications

The definition 1 in [1.4.1] is restricted to only monomial function or you can say

algebraic function, there is another definition for general functions in terms of integral is

given by

t

1 dm f ( )

m

D f (t) d

(m ) dt 0 (t ) 1m

where, m 1 m and m ¥

Chapter 1 11 Fractional Calculus

Definition

History

and Applications

t

1 f ( )

D f (t)

( ) 0 (t ) 1

d 1.4.7

1. D f ( x) D D f ( x)

2. D af ( x) bg ( x ) aD f ( x ) bD g ( x )

Fractional derivatives satisfy quite well all the properties that one could

expect from them, despite some of them are only characteristic of integer

order differentiation and some other have restrictions. For instance, the

property of linearity is fulfilled, while that of the iteration has

some restrictions in the cases that positive differentiation orders are present.

Some properties that include summatories can be generalized changing

the summatories into integrals. One such property is the expansion in Taylor

series [4]

Dzt f ( z0 )

f ( z)

a

(t 1)

( z z0 )t dt 1.4.8.1

( 1)

D f ( z) g ( z) (t 1)( t 1) Dz t f ( z ) a Dzt g ( z )

t

a z a 1.4.8.2

special functions, which often can be expressed in terms of simple formulas

involving fractional derivatives. [4]

Chapter 1 12 Fractional Calculus

Definition

History

and Applications

(n 1 n) and n . Then the left fractional derivative of order is defined to

be [8]

t

dn 1 dn

D x (t ) (t s)

1

Dt x (t ) Dt x (t ) x( s )ds

dt n ( ) dt n

Chapter 1 13 Fractional Calculus

Definition

History

and Applications

(n 1 n) and n . Then the right fractional derivative of order is defined to

be

dn (1) n d n

n

D x(t ) t D x (t ) (1) n D

n t

x ( t ) (t s ) 1 x ( s)ds [8]

dt ( ) dt t

f 1

d2f

1

dx 2

0 0

C C

x

x0 1 1

x

x

Chapter 1 14 Fractional Calculus

Definition

History

and Applications

x

2

x2 3

8x 2

3

1

x2

2

1 0

x2

ex 1

e x erf ( x )

x

Sin(x) 2x

Sin(x ) 2 gres *

4

Cos(x) 1 2x

Cos(x ) 2 fres *

x 4

ln(x) ln(4 x)

x

Chapter 1 15 Fractional Calculus

Definition

History

and Applications

The functions we denote fres() and gres() are those auxiliary Fresnel

integrals

*Fresnel integrals, S(x) and C(x), are two transcendental functions named after

Augustin-Jean Fresnel that are used in optics.

x

S(x) S in(t2 )dt

0

x

C(x) Cos(t 2 )dt

0

the concept for fractional integrals and derivatives was a natural

outgrowth of integer order integrals and derivatives in much the same

way that the fractional exponent follows from the more traditional

integer order exponent. For the latter, it is the notation that makes the

jump seems obvious. While one can not imagine the multiplication of a

quantity a fractional number of times, there seems no practical

restriction to placing a non-integer into the exponential position.

be derived directly from a traditional expression of the repeated

integration of a function. This approach is commonly referred to as the

Riemann-Liouville approach. (1.5.1) Demonstrates the formula

usually attributed to Cauchy for evaluating the n th integration of the

function f (t).

Chapter 1 16 Fractional Calculus

Definition

History

and Applications

t

t 1

...... f (τ )dτ =

(n − 1)! 0

(t − τ ) n −1 f (τ )dτ 1.5.1.1

operator J n such as shown in (1.5.2).

t

1

( n − 1)! ∫0

J n f (t ) = f n (t ) = (t − τ ) n −1 f (τ )dτ 1.5.1.2

While they represent the same formulation of the repeated integral

function, and can be seen as interchangeable, we will find that the use

of D − n may become misleading, especially when multiple operators are

used in combination.

primary restriction is the use of the factorial which in essence has no

meaning for non-integer values. The gamma function is however an

analytic expansion of the factorial for all reals, and thus can be used in

place of the factorial. Hence, by replacing the factorial expression for

its gamma function equivalent, we can generalize (1.5.2) for all α ∈ R+

as shown in (1.5.3).

1 t

J α f (t ) = f α (t ) = ∫

Γ(α ) 0

(t − τ ) n −1 f (τ )dτ 1.5.1.3

A fairly natural question to ask is, does there exist an operator H, or half-

derivative, such that

d

H 2 f (x) = Df (x) = f (x) = f ′(x) 1.5.2.1

dx

Chapter 1 17 Fractional Calculus

Definition

History

and Applications

d ny

Or to put it another way, is well-defined for all real values of n > 0. A similar result

dx n

applies to integration

To delve into a little detail, start with the Gamma function , which extends

factorials to non-integer values. This is defined such that

(n 1) n ! 1.5.2.2

Assuming a function f(x) that is well defined where x > 0, we can form the

definite integral from 0 to x. Let's call this

x x t

( J 2 f (x)) ( Jf )(t)dt ( f (s)ds)dt 1.5.2.3

0 0 0

x

1

( J f )(x) (x t)n 1 f (t)dt

n

1.5.2.4

(n 1)! 0

Simply using the Gamma function to remove the discrete nature of the factorial

function (recalling that (n 1) n ! , or equivalently (n) (n 1)! gives us a natural

candidate for fractional applications of the integral operator.

x

1

( ) 0

( J f )(x) f (x) (x t)n 1f (t)d 1.5.2.5

Chapter 1 18 Fractional Calculus

Definition

History

and Applications

x

D 1 f ( x) f (t )dt 1.5.3.1

0

x

1

D n f ( x)

(n 1)! 0

( x t ) n 1 f (t )dt 1.5.3.2

1 x

( n 1) 1

D f (t ) D ( x t ) n 1 f (t )dt 1.5.3.3

( n 1)! 0

x

1 y

=

(n 1)! 0

n 1

( y t ) f ( t ) dt dy 1.5.3.4

0

x

1

f (t ) = ( x t ) f (t )dt

( n 1) n 1

D 1.5.3.5

n! 0

But [1.5.3.3] is true for n 1 , so it is also true for all by induction. The fractional

integral of f (t ) of order 0 can then be defined by

x

1

( ) 0

D f (t ) ( x t ) n 1 f (t )dt 1.5.3.6

Or it can be written as

Chapter 1 19 Fractional Calculus

Definition

History

and Applications

x

d 1

dx

f ( x )

( ) 0

( x t ) 1 f (t ) dt 1.5.3.7

defined as

x

1

a Dx f (t ) ( x t ) 1 f (t )dt 1.5.3.8

( ) 0

0

1 x 1

1

( x) 1 0

d 2

( x t ) 2 f (t )dt

1.5.4.1

1

( )

dx 2 2

4 32

= x 1.5.4.2

3

The convergence properties of this formula are best when n has a value between 0

and 1. There are two different ways in which this formula might be applied. For example,

if we wish to find the (7/3) rd derivative of a function, we could begin by differentiating

the function three whole times, and then apply the above formula with n = 2/3 to

Chapter 1 20 Fractional Calculus

Definition

History

and Applications

applying the above formula with n = 2/3 and then differentiate the resulting function three

whole times. [5]

These two alternatives are called the Right Hand and the Left Hand Definitions

respectively. Although these two definitions give the same result in many circumstances,

they are not entirely equivalent, because (for example) the half-derivative of a constant is

zero by the Right Hand Definition, whereas the Left Hand Definition gives for the half-

derivative of a constant the result given previously as equation [5]

f

1

d f 2

1

dx 2

0 0

C x

2C

x0 1 x

2

x

Chapter 1 21 Fractional Calculus

Definition

History

and Applications

3

4x 2

3

x2 5

16 x 2

15

1

x

x 2

2

1

x2

ex e x erf ( x )

Sin(x)

Sin(x )

4

Cos(x)

Cos(x )

4

ln(x) x

2 ln 4 x 2

Chapter 1 22 Fractional Calculus

Definition

History

and Applications

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