Utilizing Fractional Integrals and Derivatives of the Dirac Delta
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Discontinuous Forcing Functions
Math 135A, Winter 2012 Discontinuous forcing functions 1 Preliminaries If f(t) is defined on the interval [0; 1), then its Laplace transform is defined to be Z 1 F (s) = L (f(t)) = e−stf(t) dt; 0 as long as this integral is defined and converges. In particular, if f is of exponential order and is piecewise continuous, the Laplace transform of f(t) will be defined. • f is of exponential order if there are constants M and c so that jf(t)j ≤ Mect: Z 1 Since the integral e−stMect dt converges if s > c, then by a comparison test (like (11.7.2) 0 in Salas-Hille-Etgen), the integral defining the Laplace transform of f(t) will converge. • f is piecewise continuous if over each interval [0; b], f(t) has only finitely many discontinuities, and at each point a in [0; b], both of the limits lim f(t) and lim f(t) t!a− t!a+ exist { they need not be equal, but they must exist. (At the endpoints 0 and b, the appropriate one-sided limits must exist.) 2 Step functions Define u(t) to be the function ( 0 if t < 0; u(t) = 1 if t ≥ 0: Then u(t) is called the step function, or sometimes the Heaviside step function: it jumps from 0 to 1 at t = 0. Note that for any number a > 0, the graph of the function u(t − a) is the same as the graph of u(t), but translated right by a: u(t − a) jumps from 0 to 1 at t = a. -
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. -
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]. -
Laplace Transforms: Theory, Problems, and Solutions
Laplace Transforms: Theory, Problems, and Solutions Marcel B. Finan Arkansas Tech University c All Rights Reserved 1 Contents 43 The Laplace Transform: Basic Definitions and Results 3 44 Further Studies of Laplace Transform 15 45 The Laplace Transform and the Method of Partial Fractions 28 46 Laplace Transforms of Periodic Functions 35 47 Convolution Integrals 45 48 The Dirac Delta Function and Impulse Response 53 49 Solving Systems of Differential Equations Using Laplace Trans- form 61 50 Solutions to Problems 68 2 43 The Laplace Transform: Basic Definitions and Results Laplace transform is yet another operational tool for solving constant coeffi- cients linear differential equations. The process of solution consists of three main steps: • The given \hard" problem is transformed into a \simple" equation. • This simple equation is solved by purely algebraic manipulations. • The solution of the simple equation is transformed back to obtain the so- lution of the given problem. In this way the Laplace transformation reduces the problem of solving a dif- ferential equation to an algebraic problem. The third step is made easier by tables, whose role is similar to that of integral tables in integration. The above procedure can be summarized by Figure 43.1 Figure 43.1 In this section we introduce the concept of Laplace transform and discuss some of its properties. The Laplace transform is defined in the following way. Let f(t) be defined for t ≥ 0: Then the Laplace transform of f; which is denoted by L[f(t)] or by F (s), is defined by the following equation Z T Z 1 L[f(t)] = F (s) = lim f(t)e−stdt = f(t)e−stdt T !1 0 0 The integral which defined a Laplace transform is an improper integral. -
10 Heat Equation: Interpretation of the Solution
Math 124A { October 26, 2011 «Viktor Grigoryan 10 Heat equation: interpretation of the solution Last time we considered the IVP for the heat equation on the whole line u − ku = 0 (−∞ < x < 1; 0 < t < 1); t xx (1) u(x; 0) = φ(x); and derived the solution formula Z 1 u(x; t) = S(x − y; t)φ(y) dy; for t > 0; (2) −∞ where S(x; t) is the heat kernel, 1 2 S(x; t) = p e−x =4kt: (3) 4πkt Substituting this expression into (2), we can rewrite the solution as 1 1 Z 2 u(x; t) = p e−(x−y) =4ktφ(y) dy; for t > 0: (4) 4πkt −∞ Recall that to derive the solution formula we first considered the heat IVP with the following particular initial data 1; x > 0; Q(x; 0) = H(x) = (5) 0; x < 0: Then using dilation invariance of the Heaviside step function H(x), and the uniquenessp of solutions to the heat IVP on the whole line, we deduced that Q depends only on the ratio x= t, which lead to a reduction of the heat equation to an ODE. Solving the ODE and checking the initial condition (5), we arrived at the following explicit solution p x= 4kt 1 1 Z 2 Q(x; t) = + p e−p dp; for t > 0: (6) 2 π 0 The heat kernel S(x; t) was then defined as the spatial derivative of this particular solution Q(x; t), i.e. @Q S(x; t) = (x; t); (7) @x and hence it also solves the heat equation by the differentiation property. -
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. -
Delta Functions and Distributions
When functions have no value(s): Delta functions and distributions Steven G. Johnson, MIT course 18.303 notes Created October 2010, updated March 8, 2017. Abstract x = 0. That is, one would like the function δ(x) = 0 for all x 6= 0, but with R δ(x)dx = 1 for any in- These notes give a brief introduction to the mo- tegration region that includes x = 0; this concept tivations, concepts, and properties of distributions, is called a “Dirac delta function” or simply a “delta which generalize the notion of functions f(x) to al- function.” δ(x) is usually the simplest right-hand- low derivatives of discontinuities, “delta” functions, side for which to solve differential equations, yielding and other nice things. This generalization is in- a Green’s function. It is also the simplest way to creasingly important the more you work with linear consider physical effects that are concentrated within PDEs, as we do in 18.303. For example, Green’s func- very small volumes or times, for which you don’t ac- tions are extremely cumbersome if one does not al- tually want to worry about the microscopic details low delta functions. Moreover, solving PDEs with in this volume—for example, think of the concepts of functions that are not classically differentiable is of a “point charge,” a “point mass,” a force plucking a great practical importance (e.g. a plucked string with string at “one point,” a “kick” that “suddenly” imparts a triangle shape is not twice differentiable, making some momentum to an object, and so on. -
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. -
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. -
On the Approximation of the Step Function by Raised-Cosine and Laplace Cumulative Distribution Functions
European International Journal of Science and Technology Vol. 4 No. 9 December, 2015 On the Approximation of the Step function by Raised-Cosine and Laplace Cumulative Distribution Functions Vesselin Kyurkchiev 1 Faculty of Mathematics and Informatics Institute of Mathematics and Informatics, Paisii Hilendarski University of Plovdiv, Bulgarian Academy of Sciences, 24 Tsar Assen Str., 4000 Plovdiv, Bulgaria Email: [email protected] Nikolay Kyurkchiev Faculty of Mathematics and Informatics Institute of Mathematics and Informatics, Paisii Hilendarski University of Plovdiv, Bulgarian Academy of Sciences, Acad.G.Bonchev Str.,Bl.8 1113Sofia, Bulgaria Email: [email protected] 1 Corresponding Author Abstract In this note the Hausdorff approximation of the Heaviside step function by Raised-Cosine and Laplace Cumulative Distribution Functions arising from lifetime analysis, financial mathematics, signal theory and communications systems is considered and precise upper and lower bounds for the Hausdorff distance are obtained. Numerical examples, that illustrate our results are given, too. Key words: Heaviside step function, Raised-Cosine Cumulative Distribution Function, Laplace Cumulative Distribution Function, Alpha–Skew–Laplace cumulative distribution function, Hausdorff distance, upper and lower bounds 2010 Mathematics Subject Classification: 41A46 75 European International Journal of Science and Technology ISSN: 2304-9693 www.eijst.org.uk 1. Introduction The Cosine Distribution is sometimes used as a simple, and more computationally tractable, approximation to the Normal Distribution. The Raised-Cosine Distribution Function (RC.pdf) and Raised-Cosine Cumulative Distribution Function (RC.cdf) are functions commonly used to avoid inter symbol interference in communications systems [1], [2], [3]. The Laplace distribution function (L.pdf) and Laplace Cumulative Distribution function (L.cdf) is used for modeling in signal processing, various biological processes, finance, and economics.