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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]
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]
Leibniz
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
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]
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
“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]
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)
(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 ¥
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
t
dn 1 dn
D x (t ) (t s)
1
Dt x (t ) Dt x (t ) x( s )ds
dt n ( ) dt n
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
t
t 1
...... f (τ )dτ =
(n − 1)! 0
(t − τ ) n −1 f (τ )dτ 1.5.1.1
t
1
( n − 1)! ∫0
J n f (t ) = f n (t ) = (t − τ ) n −1 f (τ )dτ 1.5.1.2
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
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
x
D 1 f ( x) f (t )dt 1.5.3.1
0
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
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
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