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    introducción al calculo fraccionario

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    © All Rights Reserved
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    97 views13 pages

    An Introduction To The Fractional Calculus and The Fractional Differential Equations

    Uploaded by

    marcus1818
    introducción al calculo fraccionario

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    © All Rights Reserved
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    of 13
    i THE MODERN APPROACH 1. INTRODUCTION The reader who has followed the sometimes tortuous birth pangs of the fractional calculus described in Chapter I is aware that more than one version of the fractional integral exists. For convenience we shall call 1 7 v-1 De "f(x) = To (#0) "f(¢) de (1.4) the Riemann version and if vol -Dehs) = TEFL NF at (1.2) the Liouville version. The case where c = 0 in (1.1), namely, 1 on 4) Pe"fs) = The-N MO ae (13) will be called the Riemann-Liouville fractional integral. Most of our efforts in this book are centered on this version. We have also 2 22 THE MODERN APPROACH introduced the Weyl fractional integral —v. 1 7 eo di 1A MoS) = Ty LOA at. oe) This transform is studied more fully in Chapter VII. We have also noted that the formula n! net D'flz) = a= [ (G-2) 9G) a (15) in the complex domain (derived from the Cauchy integral formula) bears a striking resemblance to our fractional integral definitions. In (1.1) to (1.4) we assume that Re v > 0 and observe that the class of functions to which f must belong is not necessarily the same in our various versions. For example, if f(x) is a constant, then (1.1) and (1.3) are meaningful, but (1.2) and (1.4) are not. (Recall our earlier discussion in Section I-6 of functions of Riemann class and functions of Liouville class.) Our main objective in this chapter is to present various arguments which should convince the reader that the definitions of the fractional integrals that we have introduced are feasible entities. Equation (1.5) also will be employed to arrive at this same conclusion. So far we have mentioned only fractional integrals. Naturally, we also shall define the fractional derivative of a function. More than one such definition of the Riemann fractional derivative will be given. The Weyl fractional derivative is defined in Chapter VII. One trivial observation we may make even at this early stage is that if D represents any of the operators in (1.1) to (1.4), then for appropriate functions f and g, and any scalars @ and , D[af(t) + Bg(¢)] = aDf(t) + BDg(t). That is, they are all linear operators. After we have defined the fractional derivatives, it will be easy to see that they too are linear operators. However, before we embark on this program we should say a word about notation. Various authors have used different notations. The one we have adopted is due to H. T. Davis [8]. For example, as we mentioned in Section I-4, 1 ey Pets) = Toy LN Mae, Rev>0 (1.6) (for x > c and suitable functions f) denotes integration to an arbi- trary order » along the real axis from c¢ to x. Similarly, when we THE ITERATED INTEGRAL APPROACH 23, define the fractional derivative, we shall use the notation ,D? f(x), Rev > 0, to denote differentiation to an arbitrary order v. Although this notation is not free from ambiguity, it is sufficient for our purposes. The choice of a precise notation for the fractional calculus cannot be minimized. For as we shall see, some of the power and elegance of the fractional calculus rests in its simplified notation. The abridged manner of representing these defining integrals may seem to be a trivial matter; but the advantage of a simple notation has been the source of many profound discoveries not obvious by other means. 2. THE ITERATED INTEGRAL APPROACH The first argument that we shall give which leads to a definition of the fractional integral begins with a consideration of the n-fold integral De Wa) = [ae [def des LAO a. (2.1) The function f in (2.1) will be assumed to be continuous on the interval [c, b], where b > x. We assert that (2.1) may be reduced to a single integral of the form [RK Of at, (2.2) where the kernel K,(x, ¢) is a function of n, x, and f. It will be shown that K,(x,t) is a meaningful function even when n is not a positive integer. Thus we shall define ,.D>"f(x) as Dz'flx) = [K(x 0F(0 dt (2.3) for all v with Rev > 0. To prove this conjecture we start by recalling that if G(x, t) is jointly continuous on [c,b] x [c,b], where b > x, then from the elementary theory of functions we have ff def Gx oat = [def G(x.) dx,. (24) 24 ‘THE MODERN APPROACH If, in particular, G(x4,t) = f(4), that is, if G(x,,1) is a function only of the variable t, then (2.4) may be written as [anf roam [rae fae, = Le = t)f(t) de. (2.5) Thus we have reduced the two-fold iterated integral to a single integral. If n = 3, then (2.1) becomes Def(a) = [def def FO a = fae fanf"roar]. If we apply the identity of (2.5) to the pair of integrals in brackets, there results Pra) = fae] fs - ontoarl, Another application of (2.5) to the formula above leads to Dex) = [1 def", — 9 ae, - fro ( > Da. Iterating this process n times reduces (2.1) to (2.2), where (x=) 1 K,(x,t) = Gap THE DIFFERENTIAL EQUATION APPROACH — 25 Hence we may write .D;"f(x) as 7 1 * Fee De"f (x) = Tal (x = 1)" 1 f(t) at. (2.6) Clearly, the right-hand side of expression (2.6) is meaningful for any number n whose real part is greater than zero. We shall call 1 * v-1 Fol e-9 f(t)dt, Rev>0 the fractional integral of f of order v and denote it by the symbol Dz" f(x). 3. THE DIFFERENTIAL EQUATION APPROACH We now show how the theory of linear differential equations may be exploited to arrive at our fundamental definition =) 1 * vol 0 (3.1) of the fractional integral. Suppose, then, that L=D"+p\x)D" +--+ +p,(x)D° (3.2) is a linear differential operator whose coefficients p,(x) are continu- ous on some interval J. Then if f(x) is continuous on J, and if c is any point in I, we may consider the linear differential system Ly(x) = f(x) D'y(c)=0, OSksn-1. (33) The unique solution of (3.3) for all x € J is given by v(x) = [HO OE) ae, 4) 26 THE MODERN APPROACH where H is the one-sided Green’s function associated with L (see [2sp. If (¢,(x),...,,(2)} is any fundamental set of solutions of the homogeneous equation Ly(x) = 0, the Green’s function H may be written explicitly as (x) bx) bal) : $,(€) $2(€) os $(E) HC y- Do(é) — Dbx{é) Db 6) , W(é) | D?4(é) — D76x(E)-*- —— D*4,(E) DagiO(G)) Dagse (2) a ee Damo .(2) where (8) 2(€) aa $,(E) Do(é) Dé{é) +> Dba) W(E)=| D’b(é) — D*b(€) ++ D6, (€) D''6(é) D"-'b,(€) «++ D""16,(€) is the Wronskian. Now suppose that L is simply the nth-order derivative operator, L=pD". (3.5) Then (3.3) may be written as D*y(x) = f(z) D'y(c)=0, Osk 0. Again we are led to (3.1). Those readers familiar with the elementary theory of the Laplace transform will observe that if c = 0, the transform of (3.6) is s"Y(s) = F(s), where Y(s) and F(s) are the Laplace transforms of y(t) and f(t), respectively. Thus Y(s) =s""F(s), and by the convolution theorem [7], () = Fa Fa feo" eae. Once again we are led to the definition (1.3) of the Riemann-Liouville fractional integral. In later chapters we treat the Laplace transform in a less cavalier fashion. 4, THE COMPLEX VARIABLE APPROACH The Cauchy integral formula states that if f(z) is single-valued and analytic in an open region A of the complex plane, and if A is an open region interior to A bounded by a closed smooth curve C, then 1; £() f2) = 75 D2 dg (4.1) for any point z in A. From (4.1) it follows that nt foun DI) = Thay (4.2) (see, e.g., [23]). In Section II-1 we remarked on the similarity between (4.2) and our definitions of the fractional integral. We now attempt to convince the reader that we can deduce (1.1) from (4.2). THE COMPLEX VARIABLE APPROACH 29. Img Branch cs cu —=—_ ___t Re >t : Figure La If 7 is an arbitrary number, say v, we may replace n! by [(y + 1) in (4.2). But if v is not an integer, the point z is now a branch point and not a pole of the integrand of (4.2). The simple closed curve C is therefore no longer an appropriate contour. To overcome this diffi- culty we make a branch cut along the real axis from the point™z to negative infinity. (See Fig. 1a, where we have assumed that z is a positive real number, say x.) We are thus invited to define , DY f(x) as the loop integral (x > c) Te +1) Qari at eed Ty -vl [Pea neds = EP pee peas. 2ri (4.3) Figure 1a may be redrawn as Fig. 1b—less colorful than Fig. 1a, perhaps, but more convenient for computation. The loop -¥ is then the union of L,, y, and L,, where y is a circle of radius r with center at x and L, and L, are the line segment [c,x —r]. These line segments coincide with a portion of the real axis in the ¢-plane but are on different sheets of the Riemann surface for (¢ —x)~’~!. For purposes of visualization we have drawn them as distinct. If £ — x is a positive number, we define In(¢ — x) as a real number (the arithmetical logarithm). Thus on y (see Fig. 16) (fx) = ele Daina +18), 30 THE MODERN APPROACH Img Figure 1b Since @ = 7 on L,, (f- eee = e(—Y— Dhln|s—x| +r) = e(- PY MMinx 2) +m] on L,, and since @ = —7 on L,, (fh = ee Mn -im1 on Ly. Returning to (4.3), we see that if Rev < 0, [G9 ae= fff = etre fe = 1) Gt) at +f) ag Y eter f(x = UGA) dt, THE COMPLEX VARIABLE APPROACH 31 where ¢ = Re ¢. But JEUNE) de = [ete F(x + rel) ire a) and |e ar nea] grterf” | f(x + re9)| a0. Therefore, as r approaches zero, we have fre =x) (Ode = [eet — eter] f(x <1) Y(t) dt or = + 1) ie Dif (x) = (f — x) T(E) at “reo + i v+1)7r f (x=) 1F(t) de. The reflection formula (B-2.8), p. 298, implies that T(v + 1sin(v + 1) i 7 T(-» Hence 1 7 -w-1 Difls) = Foy -9 f(t)dt, Rev <0. (44) If c>0, we have Riemann’s version; if c= 0, we have the Riemann-Liouville fractional integral; and if c= —*, we have Liouville’s version. “We now would like to make a brief digression and mention an integral representation involving a more complicated contour than the loop considered earlier in this section. Since we shall have no occasion to return to complex variable theory in the remainder of this book (see, however, Theorem 2 of Chapter IV, p. 90) this seems like an appropriate juncture in our development to inject these results. Hopefully, it will benefit those readers who wish to pursue the *The remainder of this section may be omitted on a first reading. 32 THE MODERN APPROACH Figure 2 fractional calculus further from the complex variable point of view. Since a detailed analysis would probably take us too far afield, we shall content ourselves by merely stating certain important results. Let @ and B be two branch points of F(z). Then a Pochhammer contour # may be illustrated as in Fig. 2 (see [15, p. 255], (23, p. 163], [48, p. 257). It is also sometimes called a double loop. A crucial feature of this contour is that the multivalued function F(z) returns to its original value after traversing 7. The key formulas we wish to present are given below in Theorem 1. Theorem 1. Let # be a simply connected open region in the complex z-plane, containing the origin. Let @, be the region # with the origin deleted. Then for z € #, v # —1, —2,..., and A not an integer, een D'z'f(z) = a [re-ar'oa (45) and D°z\(Inz)f(z) = TO De fae =z)" On (0 ae 4m sina Je _Te +1) Fanta LC t—z) 7’ f(t) dt (4.6) 4sin? 7A where f(z) is analytic in @ and # is a Pochhammer contour with respect to the branch points 0 and z. THE WEYL TRANSFORM — 33 __ This and other results, together with proofs, may be found in [15]. One of the noteworthy facts about the representations above is that D” may be a fractional integral operator or a fractional differential operator depending on whether Rev < 0 or Rev > 0 (provided that v is not a negative integer.) 5. THE WEYL TRANSFORM In previous sections of this chapter we have presented various argu- ments that led to the definition —w 1 7 vad Dy f= FLe@-49 'f(t)dt, Rev>0 (5.1) of the fractional integral. The Weyl fractional integral We”; ir F(t) di Ri 0. 0 (5.2 7 mH THL ay 'fli)dt, — Rev>0, x>0 (52) was introduced in Section I-6. We shall now attempt to convince the reader that it is indeed a logical choice. The arguments in Section II-3 that led to (5.1) started with a linear differential operator L=D" +p(x)D"! +++ +p,(x)D®. (5.3) We now shall show that starting with the adjoint operator L*, we shall be led to the definition (5.2) of the Weyl fractional integral. The equation adjoint to Ly(x) = 0 is L*y(x) = (-1)"D" + (-1)" 'D*""[p,(x)»(x)] +o +(=1)"[p,(x)9(2)] = 0. Then, of course, the solution of the nonhomogeneous equation L*y(x) = f(x) with the initial conditions D*y(c) = 0,0

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