Fractional-Order Integral and Derivative Operators and Their Applications
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Mathematical and Physical Interpretations of Fractional Derivatives and Integrals
R. Hilfer Mathematical and Physical Interpretations of Fractional Derivatives and Integrals Abstract: Brief descriptions of various mathematical and physical interpretations of fractional derivatives and integrals have been collected into this chapter as points of reference and departure for deeper studies. “Mathematical interpre- tation” in the title means a brief description of the basic mathematical idea underlying a precise definition. “Physical interpretation” means a brief descrip- tion of the physical theory underlying an identification of the fractional order with a known physical quantity. Numerous interpretations had to be left out due to page limitations. Only a crude, rough and ready description is given for each interpretation. For precise theorems and proofs an extensive list of references can serve as a starting point. Keywords: fractional derivatives and integrals, Riemann-Liouville integrals, Weyl integrals, Riesz potentials, operational calculus, functional calculus, Mikusinski calculus, Hille-Phillips calculus, Riesz-Dunford calculus, classification, phase transitions, time evolution, anomalous diffusion, continuous time random walks Mathematics Subject Classification 2010: 26A33, 34A08, 35R11 published in: Handbook of Fractional Calculus: Basic Theory, Vol. 1, Ch. 3, pp. 47-86, de Gruyter, Berlin (2019) ISBN 978-3-11-057162-2 R. Hilfer, ICP, Fakultät für Mathematik und Physik, Universität Stuttgart, Allmandring 3, 70569 Stuttgart, Deutschland DOI https://doi.org/10.1515/9783110571622 Interpretations 1 1 Prolegomena -
List of Reviews by Gianni Pagnini in Mathematical Reviews MR2145045
List of reviews by Gianni Pagnini in Mathematical Reviews MR2145045 Saxena R.K., Ram J., Suthar D.L., On two-dimensional Saigo–Maeda frac- tional calculus involving two-dimensional H-transforms. Acta Cienc. Indica Math., 30(4), pp. 813–822 (2004) MR2220224 Nishimoto K., N-fractional calculus of a logarithmic function and generali- zed hypergeometric functions. J. Fract. Calc., 29(1), pp. 1–8 (2006) MR2224671 Saxena R.K., Ram J., Chandak S., On two-dimensional generalized Saigo fractional calculus associated with two-dimensional generalized H-transfroms. J. Indian Acad. Math., 27(1), pp. 167–180 (2005) MR2266353 Lin S.-D., Tu S.-T., Srivastava H.M., Some families of multiple infinite sums and associated fractional differintegral formulas for power and composite functions. J. Fract. Calc., 30, pp. 45–58 (2006) MR2286840 Biacino L., Derivatives of fractional orders of continuos functions. Ricerche di Matematica, LIII(2), pp. 231–254 (2004) MR2330471 Chaurasia V.B.L., Srivastava A., A unified approach to fractional calculus pertaining to H-functions. Soochow J. of Math., 33(2), pp. 211–221 (2007) MR2332241 Chaurasia V.B.L., Patni R., Shekhawat A.S., Applications of fractional deri- vatives of certain special functions. Soochow J. of Math., 33(2), pp. 325–334 (2007) MR2355703 Agrawal R., Bansal S.K., A study of unified integral operators involving a general multivariable polynomial and a product of two H¯ −functions. J. Rajasthan Acad. Phy. Sci., 6(3), pp. 289–300 (2007) MR2390179 Benchohra M., Hamani S., Ntouyas S.K., Boundary value problems for dif- ferential equations with fractional order. Surv. -
On Fractional Whittaker Equation and Operational Calculus
J. Math. Sci. Univ. Tokyo 20 (2013), 127–146. On Fractional Whittaker Equation and Operational Calculus By M. M. Rodrigues and N. Vieira Abstract. This paper is intended to investigate a fractional dif- ferential Whittaker’s equation of order 2α, with α ∈]0, 1], involving the Riemann-Liouville derivative. We seek a possible solution in terms of power series by using operational approach for the Laplace and Mellin transform. A recurrence relation for coefficients is obtained. The exis- tence and uniqueness of solutions is discussed via Banach fixed point theorem. 1. Introduction The Whittaker functions arise as solutions of the Whittaker differential equation (see [4], Vol.1)). These functions have acquired a significant in- creasing due to its frequent use in applications of mathematics to physical and technical problems [1]. Moreover, they are closely related to the con- fluent hypergeometric functions, which play an important role in various branches of applied mathematics and theoretical physics, for instance, fluid mechanics, electromagnetic diffraction theory, and atomic structure theory. This justifies the continuous effort in studying properties of these functions and in gathering information about them. As far as the authors aware, there were no attempts to study the corresponding fractional Whittaker equation (see below). Fractional differential equations are widely used for modeling anomalous relaxation and diffusion phenomena (see [3], Ch. 5, [6], Ch. 2). A systematic development of the analytic theory of fractional differential equations with variable coefficients can be found, for instance, in the books of Samko, Kilbas and Marichev (see [13], Ch. 3). 2010 Mathematics Subject Classification. Primary 35R11; Secondary 34B30, 42A38, 47H10. -
A Novel Approach to Fractional Calculus -.:: Natural Sciences
Progr. Fract. Differ. Appl. 4, No. 4, 463-478 (2018) 463 Progress in Fractional Differentiation and Applications An International Journal http://dx.doi.org/10.18576/pfda/040402 A Novel Approach to Fractional Calculus: Utilizing Fractional Integrals and Derivatives of the Dirac Delta Function Evan Camrud1,2 1 Department of Mathematics, Concordia College, Moorhead, MN, USA 2 Department of Mathematics, Iowa State University, Ames, IA, USA Received: 8 Jan. 2018, Revised: 28 Feb. 2018, Accepted: 2 Mar. 2018 Published online: 1 Oct. 2018 Abstract: While the definition of a fractional integral may be codified by Riemann and Liouville, an agreed-upon fractional derivative has eluded discovery for many years. This is likely a result of integral definitions including numerous constants of integration in their results. An elimination of constants of integration opens the door to an operator that reconciles all known fractional derivatives and shows surprising results in areas unobserved before, including the appearance of the Riemann Zeta function and fractional Laplace and Fourier transforms. A new class of functions, known as Zero Functions and closely related to the Dirac delta function, are necessary for one to perform elementary operations of functions without using constants. The operator also allows for a generalization of the Volterra integral equation, and provides a method of solving for Riemann’s complimentary function introduced during his research on fractional derivatives. Keywords: Fractional calculus, fractional differential equations, integral transforms, operations with distributions, special functions. 1 Introduction The concept of derivatives of non-integer order, commonly known as fractional derivatives, first appeared in a letter between L’Hopital and Leibniz in which the question of a half-order derivative was posed [1]. -
American Mathematical Society TRANSLATIONS Series 2 • Volume 130
American Mathematical Society TRANSLATIONS Series 2 • Volume 130 One-Dimensional Inverse Problems of Mathematical Physics aM „ °m American Mathematical Society One-Dimensional Inverse Problems of Mathematical Physics http://dx.doi.org/10.1090/trans2/130 American Mathematical Society TRANSLATIONS Series 2 • Volume 130 One-Dimensional Inverse Problems of Mathematical Physics By M. M. Lavrent'ev K. G. Reznitskaya V. G. Yakhno do, n American Mathematical Society r, --1 Providence, Rhode Island Translated by J. R. SCHULENBERGER Translation edited by LEV J. LEIFMAN 1980 Mathematics Subject Classification (1985 Revision): Primary 35K05, 35L05, 35R30. Abstract. Problems of determining a variable coefficient and right side for hyperbolic and parabolic equations on the basis of known solutions at fixed points of space for all times are considered in this monograph. Here the desired coefficient of the equation is a function of only one coordinate, while the desired right side is a function only of time. On the basis of solution of direct problems the inverse problems are reduced to nonlinear operator equations for which uniqueness and in some cases also existence questions are investigated. The problems studied have applied importance, since they are models for interpreting data of geophysical prospecting by seismic and electric means. The monograph is of interest to mathematicians concerned with mathematical physics. Bibliography: 75 titles. Library of Congress Cataloging-in-Publication Data Lavrent'ev, M. M. (Mlkhail Milchanovich) One-dimensional inverse problems of mathematical physics. (American Mathematical Society translations; ser. 2, v. 130) Translation of: Odnomernye obratnye zadachi matematicheskoi Bibliography: p. 67. 1. Inverse problems (Differential equations) 2. Mathematical physics. -
Fractional-Order Derivatives and Integrals: Introductory Overview and Recent Developments
KYUNGPOOK Math. J. 60(2020), 73-116 https://doi.org/10.5666/KMJ.2020.60.1.73 pISSN 1225-6951 eISSN 0454-8124 ⃝c Kyungpook Mathematical Journal Fractional-Order Derivatives and Integrals: Introductory Overview and Recent Developments Hari Mohan Srivastava Department of Mathematics and Statistics, University of Victoria, Victoria, British Columbia V8W3R4, Canada and Department of Medical Research, China Medical University Hospital, China Medical University, Taichung 40402, Taiwan, Republic of China and Department of Mathematics and Informatics, Azerbaijan University, 71 Jeyhun Ha- jibeyli Street, AZ1007 Baku, Azerbaijan e-mail : [email protected] Abstract. The subject of fractional calculus (that is, the calculus of integrals and deriva- tives of any arbitrary real or complex order) has gained considerable popularity and im- portance during the past over four decades, due mainly to its demonstrated applications in numerous seemingly diverse and widespread fields of mathematical, physical, engineer- ing and statistical sciences. Various operators of fractional-order derivatives as well as fractional-order integrals do indeed provide several potentially useful tools for solving dif- ferential and integral equations, and various other problems involving special functions of mathematical physics as well as their extensions and generalizations in one and more variables. The main object of this survey-cum-expository article is to present a brief ele- mentary and introductory overview of the theory of the integral and derivative operators of fractional calculus and their applications especially in developing solutions of certain interesting families of ordinary and partial fractional “differintegral" equations. This gen- eral talk will be presented as simply as possible keeping the likelihood of non-specialist audience in mind. -
What Is... Fractional Calculus?
What is... Fractional Calculus? Clark Butler August 6, 2009 Abstract Differentiation and integration of non-integer order have been of interest since Leibniz. We will approach the fractional calculus through the differintegral operator and derive the differintegrals of familiar functions from the standard calculus. We will also solve Abel's integral equation using fractional methods. The Gr¨unwald-Letnikov Definition A plethora of approaches exist for derivatives and integrals of arbitrary order. We will consider only a few. The first, and most intuitive definition given here was first proposed by Gr¨unwald in 1867, and later Letnikov in 1868. We begin with the definition of a derivative as a difference quotient, namely, d1f f(x) − f(x − h) = lim dx1 h!0 h It is an exercise in induction to demonstrate that, more generally, n dnf 1 X n = lim (−1)j f(x − jh) dxn h!0 hn j j=0 We will assume that all functions described here are sufficiently differen- tiable. Differentiation and integration are often regarded as inverse operations, so d−1 we wish now to attach a meaning to the symbol dx−1 , what might commonly be referred to as anti-differentiation. However, integration of a function is depen- dent on the lower limit of integration, which is why the two operations cannot be regarded as truly inverse. We will select a definitive lower limit of 0 for convenience, so that, d−nf Z x Z xn−1 Z x2 Z x1 −n ≡ dxn−1 dxn−2 ··· dx1 f(x0)dx0 dx 0 0 0 0 1 By instead evaluating this multiple intgral as the limit of a sum, we find n N−1 d−nf x X j + n − 1 x = lim f(x − j ) dx−n N!1 N j N j=0 in which the interval [0; x] has been partitioned into N equal subintervals. -
An Analytic Exact Form of the Unit Step Function
Mathematics and Statistics 2(7): 235-237, 2014 http://www.hrpub.org DOI: 10.13189/ms.2014.020702 An Analytic Exact Form of the Unit Step Function J. Venetis Section of Mechanics, Faculty of Applied Mathematics and Physical Sciences, National Technical University of Athens *Corresponding Author: [email protected] Copyright © 2014 Horizon Research Publishing All rights reserved. Abstract In this paper, the author obtains an analytic Meanwhile, there are many smooth analytic exact form of the unit step function, which is also known as approximations to the unit step function as it can be seen in Heaviside function and constitutes a fundamental concept of the literature [4,5,6]. Besides, Sullivan et al [7] obtained a the Operational Calculus. Particularly, this function is linear algebraic approximation to this function by means of a equivalently expressed in a closed form as the summation of linear combination of exponential functions. two inverse trigonometric functions. The novelty of this However, the majority of all these approaches lead to work is that the exact representation which is proposed here closed – form representations consisting of non - elementary is not performed in terms of non – elementary special special functions, e.g. Logistic function, Hyperfunction, or functions, e.g. Dirac delta function or Error function and Error function and also most of its algebraic exact forms are also is neither the limit of a function, nor the limit of a expressed in terms generalized integrals or infinitesimal sequence of functions with point wise or uniform terms, something that complicates the related computational convergence. Therefore it may be much more appropriate in procedures. -
HISTORICAL SURVEY SOME PIONEERS of the APPLICATIONS of FRACTIONAL CALCULUS Duarte Valério 1, José Tenreiro Machado 2, Virginia
HISTORICAL SURVEY SOME PIONEERS OF THE APPLICATIONS OF FRACTIONAL CALCULUS Duarte Val´erio 1,Jos´e Tenreiro Machado 2, Virginia Kiryakova 3 Abstract In the last decades fractional calculus (FC) became an area of intensive research and development. This paper goes back and recalls important pio- neers that started to apply FC to scientific and engineering problems during the nineteenth and twentieth centuries. Those we present are, in alphabet- ical order: Niels Abel, Kenneth and Robert Cole, Andrew Gemant, Andrey N. Gerasimov, Oliver Heaviside, Paul L´evy, Rashid Sh. Nigmatullin, Yuri N. Rabotnov, George Scott Blair. MSC 2010 : Primary 26A33; Secondary 01A55, 01A60, 34A08 Key Words and Phrases: fractional calculus, applications, pioneers, Abel, Cole, Gemant, Gerasimov, Heaviside, L´evy, Nigmatullin, Rabotnov, Scott Blair 1. Introduction In 1695 Gottfried Leibniz asked Guillaume l’Hˆopital if the (integer) order of derivatives and integrals could be extended. Was it possible if the order was some irrational, fractional or complex number? “Dream commands life” and this idea motivated many mathematicians, physicists and engineers to develop the concept of fractional calculus (FC). Dur- ing four centuries many famous mathematicians contributed to the theo- retical development of FC. We can list (in alphabetical order) some im- portant researchers since 1695 (see details at [1, 2, 3], and posters at http://www.math.bas.bg/∼fcaa): c 2014 Diogenes Co., Sofia pp. 552–578 , DOI: 10.2478/s13540-014-0185-1 SOME PIONEERS OF THE APPLICATIONS . 553 • Abel, Niels Henrik (5 August 1802 - 6 April 1829), Norwegian math- ematician • Al-Bassam, M. A. (20th century), mathematician of Iraqi origin • Cole, Kenneth (1900 - 1984) and Robert (1914 - 1990), American physicists • Cossar, James (d. -
Fractional Calculus
faculty of mathematics and natural sciences Fractional Calculus Bachelor Project Mathematics October 2015 Student: D.E. Koning First supervisor: Dr. A.E. Sterk Second supervisor: Prof. dr. H.L. Trentelman Abstract This thesis introduces fractional derivatives and fractional integrals, shortly differintegrals. After a short introduction and some preliminaries the Gr¨unwald-Letnikov and Riemann-Liouville approaches for defining a differintegral will be explored. Then some basic properties of differintegrals, such as linearity, the Leibniz rule and composition, will be proved. Thereafter the definitions of the differintegrals will be applied to a few examples. Also fractional differential equations and one method for solving them will be discussed. The thesis ends with some examples of fractional differential equations and applications of differintegrals. CONTENTS Contents 1 Introduction4 2 Preliminaries5 2.1 The Gamma Function........................5 2.2 The Beta Function..........................5 2.3 Change the Order of Integration..................6 2.4 The Mittag-Leffler Function.....................6 3 Fractional Derivatives and Integrals7 3.1 The Gr¨unwald-Letnikov construction................7 3.2 The Riemann-Liouville construction................8 3.2.1 The Riemann-Liouville Fractional Integral.........9 3.2.2 The Riemann-Liouville Fractional Derivative.......9 4 Basic Properties of Fractional Derivatives 11 4.1 Linearity................................ 11 4.2 Zero Rule............................... 11 4.3 Product Rule & Leibniz's Rule................... 12 4.4 Composition............................. 12 4.4.1 Fractional integration of a fractional integral....... 12 4.4.2 Fractional differentiation of a fractional integral...... 13 4.4.3 Fractional integration and differentiation of a fractional derivative........................... 14 5 Examples 15 5.1 The Power Function......................... 15 5.2 The Exponential Function..................... -
Amit Chouhan
INVESTIGATION INTO FRACTIONAL DIFFERINTEGRAL OPERATORS, AND THEIR APPLICATION INTO VARIOUS DISCIPLINES A THESIS Submitted for the Award of Ph.D. degree of University of Kota, Kota (Mathematics-Faculty of Science) by AMIT CHOUHAN Under the supervision of Dr. Satish Saraswat (M.Sc., Ph.D. ) Lecturer Department of Mathematics Government College Kota, Kota – 324001(India) UNIVERSITY OF KOTA, KOTA (2013) Dr. Satish Saraswat Lecturer, (M.Sc., Ph.D.) Department of Mathematics Govt. College Kota, Kota -324001. CERTIFICATE I feel great pleasure in certifying that the thesis entitled “INVESTIGATION INTO FRACTIONAL DIFFERINTEGRAL OPERATORS, AND THEIR APPLICATION INTO VARIOUS DISCIPLINES”, embodies a record of the results of investigations carried out by Mr. Amit Chouhan under my guidance. I am satisfied with the analysis of data, interpretation of results and conclusions drawn. He has completed the residential requirement as per rules. I recommend the submission of thesis. Date : (Dr. Satish Saraswat) Research Supervisor DECLARATION I hereby declare that the (i) The thesis entitled “ INVESTIGATION INTO FRACTIONAL DIFFERINTEGRAL OPERATORS, AND THEIR APPLICATION INTO VARIOUS DISCIPLINES ” submitted by me is an original piece of research work, carried out under the supervision of Dr. Satish Saraswat. (ii) The above thesis has not been submitted to this university or any other university for any degree. Date: Signature of Candidate (Amit Chouhan) ACKNOWLEDGEMENTS I express my heartful gratitude to the “ ALMIGHTY GOD ” for his blessing to complete this piece of work. I wish to express my unfeigned indebtedness to my research supervisor Dr. Satish Saraswat , Department of Mathematics, Government College, Kota for his constant inspiration, supervision and able guidance in making this endeavor a success. -
1 Linear System Modeling Using Laplace Transformation
A Brief Introduction To Laplace Transformation Dr. Daniel S. Stutts Associate Professor of Mechanical Engineering Missouri University of Science and Technology Revised: April 13, 2014 1 Linear System Modeling Using Laplace Transformation Laplace transformation provides a powerful means to solve linear ordinary differential equations in the time domain, by converting these differential equations into algebraic equations. These may then be solved and the results inverse transformed back into the time domain. Tables of Laplace transforms are available to facilitate this operation. Laplace transformation belongs to a general area of mathematics called operational calculus which focuses on the analysis of linear systems. 1.1 Laplace Transformation Laplace transformation belongs to a class of analysis methods called integral transformation which are studied in the field of operational calculus. These methods include the Fourier transform, the Mellin transform, etc. In each method, the idea is to transform a difficult problem into an easy problem. For example, taking the Laplace transform of both sides of a linear, ODE results in an algebraic problem. Solving algebraic equations is usually easier than solving differential equations. The one-sided Laplace transform which we are used to is defined by equation (1), and is valid over the interval [0; 1). This means that the domain of integration includes its left end point. This is why most authors use the term 0− to represent the bottom limit of the Laplace integral. Z 1 L ff(t)g = f(t)e−stdt (1) 0− The key thing to note is that Equation (1) is not a function of time, but rather a function of the Laplace variable s = σ + j!.