DISCUSSION SURVEY

PHYSICAL AND GEOMETRICAL INTERPRETATION

OF GRÜNWALD-LETNIKOV DIFFERINTEGRALS:
MEASUREMENT OF PATH AND ACCELERATION

Radoslaw Cioć

Abstract
A function f (t) of the independent variable t changing with  every
 in-
crement dt can be formulated as a functional sequence. If g f (t) is a
derivative or an integral of f(t) and the value of dt is interpreted subject
to an error ΔT , then g f (t) is Grünwald-Letnikov differintegral of that
sequence with an order closely related to dt and ΔT . This paper illustrates
this relationship and proposes a geometrical and physical interpretation of
a fractional order Grünwald-Letnikov differintegrals using the example of
path and acceleration measurements of a point in motion.
MSC 2010 : Primary 26A33; Secondary 28E05, 33E30, 34A25
Key Words and Phrases: fractional calculus, Grünwald-Letnikov differ-
integrals, fractional order interpretation, measure theory
1. Introduction
Some geometrical and physical interpretations of fractional order deriva-
tives and integrals are described by I. Podlubny [11], who bases on S. Samko
et al. [14], R.S. Rutman [12] and others. R. Herrmann [4], J.F. Gómez-
Aguilar et al. [3], A.G. Butkovskii et al. [1], J. Sabatier et al. [13], N.
Heymans et al. [6], R. Hilfer [5] have published also on the subject re-
cently. None provides an unambiguous interpretation of fractional calculus
that would refer to the physical interpretation of derivative and integral
as a path and acceleration measurement of a point in motion. This is the
focus of this paper.


c 2016 Diogenes Co., Sofia
pp. 161–172 , DOI: 10.1515/fca-2016-0009

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162 R. Cioć

2. A general definition of Grünwald-Letnikov differintegral

of a functional sequence
Let f (t) be a function of real variable t. The first derivative of f (t) is
defined as:
 df (t) f (t + dt) − f (t)
f (t) = f (1) (t) = = lim = tan α, (2.1)
dt dt→0 dt
where:
dt is the increment of the independent variable t,
df (t) is the increment of a function dependent on t.
The second derivative is:
 
 (2) f (t + dt) − f (t)
f (t) = f (t) = lim
dt→0 dt
f (t) − 2f (t + dt) + f (t + 2dt)
= lim . (2.2)
dt→0 (dt)2
The derivative of any order n ∈ N is formulated as:
n  
m n f (t − mdt)
(n) m=0 (−1) m
f (t) = lim , (2.3)
dt→0 (dt)n
where:
n
m = m!(n−m)! for n  m.
n!

The subsequent values of (t − mdt) are indexed:

tm = t − mdt, (2.4)
where:
dt = t0 − t1 = t1 − t2 = · · · = tl−1 − tl ,
m = 0, 1, 2, . . . , l,
−tl
l =  t0dt  (the floor function).
A function f (t − mdt) can be expressed as a functional sequence, con-
sidering (2.4):
f (t − mdt) = {f (t)}0...l = {f0 (tl ), f1 (tl−1 ) . . . fl (t0 )}. (2.5)
By substituting (2.5) to (2.3), the nth order derivative (n ∈ N) is pro-
duced, referred to as Grünwald-Letnikov differintegral [2, 7, 9, 10] of func-
tional sequence (GLs for short):
 
1 
l
(n) m n
{f (t)} = lim (−1) {fl−m (tm )} ≡ tl Dtn0 {f (t)}0...l , (2.6)
dt→0 (dt)n m
m=0
where:
{fl−m (tm )} is the m element of the sequence {f (t)}0...l ,
l ≥ n,
tl Dt0 {f (t)}0...l is Davis’ notation of the derivative.
n

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 PHYSICAL AND GEOMETRICAL INTERPRETATION . . . 163

3. Physical and geometrical interpretation

of Grünwald-Letnikov differintegral of a positive order
functional sequence (GLs+)
For n > 0, the binomial coefficient can be presented in terms of the
Gamma function:
 
n n! Γ(n + 1)
= = . (3.1)
m m!(n − m)! m!Γ(n − m + 1)
By generalizing (2.6) with the aid of (3.1) to orders (n > 0) ∈ R,
Grünwald-Letnikov differintegral of a positive order of functional sequence
(GLs+ for short) is obtained, see [2, 7, 9, 10]:
1 
l
η Γ(η + 1)
tl Dt0 {f (t)}0...l = lim (−1)m {fl−m (tm )} . (3.2)
dt→0 (dt)η m!Γ(η − m + 1)
m=0
The first derivative of functional sequence (2.5) determined for l = 1
corresponds to η = 1 order GLs+ and is equal to (2.1):
1 {f1 (t0 )} − {f0 (t1 )} d{f (t)}0...1
tl Dt0 {f (t)}0...1 = lim = = tan α. (3.3)
dt→0 dt dt
Based on formula (3.2), GLs+ for l = 1 and (η > 0) ∈ R is expressed
by:
1 η {f1 (t0 )} − η{f0 (t1 )} d{f (t)}0...1
tl Dt0 {f (t)}0...1 = lim = . (3.4)
dt→0 (dt)η (dt)η
An additional magnitude is introduced to the left upper section of
Davis’ notation in (3.4), l value of formula (3.2), which is also the equiva-
lent of the complete order derivative (2.6) for η > 0 order of the derivative
(1 stands for the first derivative, 2 for the second, etc.).
Let a functional sequence of two elements:
{v(t)}0...1 = {v0 (t1 ), v1 (t0 )} (3.5)
represent velocity measurements of a moving point executed at two consec-
utive instants t1 and t0 at every time interval dt (2.4).
Let a stand for instantaneous acceleration:
{v1 (t0 )} − {v0 (t1 )}
a = lim . (3.6)
dt→0 dt
The acceleration formula (3.6) is identical with the equation describing
GLs+ for (η = 1) and (l = 1), (3.3).
The acceleration (3.6) is determined on the basis of measurements of
variable velocity, whose value depends on the instant of measurement. The
value of acceleration is thus dependent on the precision of determining the
instant of measurement. Since that instant is determined as a multiple

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164 R. Cioć

of the time interval dt, the accuracy of its determination and thereby in-
directly the accuracy of acceleration measurement depends on a precise
determination of dt.
Let ΔT stand for the measurement error of dt. It is interpreted as an
absolute error and added as positive or negative to dt. Assuming ΔT is
taken into consideration at the start of dt, the acceleration can be formu-
lated as follows:  
{v1 (t0 )} − {v0 t1 + (±ΔT ) }
aΔT = lim . (3.7)
dt→0 dt + (±ΔT )
Let (dt)η stand for variation of dt considering ΔT :
(dt)η = dt + (±ΔT ). (3.8)
The impact of ΔT on dt and velocity measurement is illustrated in Fig.
3.1.

Fig. 3.1: Geometrical interpretation of Grünwald-Letnikov differintegral

of positive order functional sequence (GLs+)
The velocities at t1 + ΔT and t1 − ΔT are not known as the mea-
surements are carried out every dt. Therefore, acceleration including ΔT
cannot be defined. Given similarities between (3.6) and (3.3) as well as
(3.7) and (3.4), velocities in desired time points can be estimated by means
of a GL+ order. These similarities imply:
 
{v0 (t1 + (±ΔT )} = η{v0 (t1 )} ∼
= v t1 + (±ΔT ) , (3.9)
where η is a parameter (as well as the order of GLs+) estimating the velocity
v at t1 + (±ΔT ) and derived from (3.8):
 
η = logdt dt + (±ΔT ) . (3.10)
Figure 3.2 shows the dependence of η on the percentage value of |±ΔT |
relative to dt.

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 PHYSICAL AND GEOMETRICAL INTERPRETATION . . . 165

Fig. 3.2: Dependence of η on |±ΔT |/dt

Substituting (3.8) to (3.7) and considering (3.9), an instantaneous ac-
celeration formula is obtained which corresponds to the fractional order
differintegral GLs+, (3.4):
⎧ ⎫
⎨ lim {v1 (t0 )}−{v 0 (t1 +|ΔT |)
dt+|ΔT | = tan β ⎬
aΔT = dt→0
⎩ lim {v1 (t0 )}−{v 0 (t1 −|ΔT |)
dt−|ΔT | = tan γ ⎭
dt→0
   
= lim {v1 (t0 )}−η{v 0 (t1 )} ∀η>1 ∧ v0 (t1 ) < v1 (t0 )
(dt)η ≡ t1l Dtη0 {f (t)}0...1 .
dt→0 ∀η<1 ∧ v0 (t1 ) > v1 (t0 )
Analyzing the procedure illustrated with the dependencies (3.1) through
(3.11), one can conclude: the Grünwald-Letnikov positive order differinte-
gral (3.4) of a functional sequence (3.5) describing velocity of a point in
motion is interpreted as acceleration of the same point, determined on the
basis of measurements of its velocity read every time interval dt subject
to a measurement error of ΔT , where the order of the Grünwald-Letnikov
differintegral is related to dt and ΔT by means of (3.8).

4. Physical and geometrical interpretation

of Grünwald-Letnikov differintegral of a negative order
functional sequence (GLs-)
For n < 0, the binomial coefficient becomes presented as:
 
−n −n(−n + 1)(−n + 2) . . . (−n − m + 1) Γ(n + m)
= = (−1)m . (4.1)
m m! m!Γ(n)

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166 R. Cioć

By generalizing (2.6) with the aid of (4.1) to orders (−η < 0) ∈ R, the
Grünwald-Letnikov differintegral of a negative order of functional sequence
(GLs-, for short) is formulated as ([2, 7, 9, 10]):

−η

l
Γ(η + m)
tl Dt0 {f (t)}0...l = lim (dt) {fl−m (tm )} .
η
(4.2)
dt→0 m!Γ(η)
m=0

For the order (−η = −1), l = 0 and dt (for a functional sequence of 1

element {f (t)}0...0 = {f0 (tl )}), the GLs- (4.2) becomes:

tl
0 −1
(tl −dt)Dtl {f (t)}0...0 = lim dt{f0 (tl )} ≡
dt→0
{f (t)}0...0 dt . (4.3)
tl −dt

A zero value of the additional magnitude for (−η < 0) defines an op-
eration equivalent to integration in the range equal to the integration step
dt. The GLs- (4.3) of the order (−η = −1) corresponds to quadrature rules
for integration of {f (t)}0...0 . The GLs- (4.2) at the order (−η = −1) can
be represented as a sum total of differintegrals:
−1
tl Dt0 {f (t)}0...l = t10Dt−1
0
{f (t)}l...l + t20Dt−1
1
{f (t)}(l−1)...(l−1)

+ · · · + (tl −dt)0Dt−1
l
{f (t)}0...0 = lim dt{fl (t0 )} + lim dt{fl−1 (t1 )}
dt→0 dt→0


l t0
+ · · · + lim dt{f0 (tl )} = lim dt {fl−m (tm )} ≡ {f (t)}0...l dt
dt→0 dt→0
m=0 tl −dt

t0 t1 tl

= {fl (t0 )}dt + {fl−1 (t1 )}dt + · · · + {f0 (tl )}dt, (4.4)
t1 t2 tl −dt

where: t1 = (t0 − dt), t2 = (t1 − dt), . . . .

Following (4.4) for the orders (−η < 0) ∈ R, the GLs- (4.2) becomes:
−η
tl Dt0 {f (t)}0...l = t10Dt−η
0
{f (t)}l...l + t20Dt−η
1
{f (t)}(l−1)...(l−1)

+ · · · + (tl −dt)0Dt−η
l
{f (t)}0...0 = lim (dt)η {fl (t0 )}
dt→0

+ lim (dt) {fl−1 (t1 )} + · · · + lim (dt)η {f0 (tl )}

η
dt→0 dt→0

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 PHYSICAL AND GEOMETRICAL INTERPRETATION . . . 167


l t0
= lim (dt)η {fl−m (tm )} ≡ {f (t)}0...l (dt)η
dt→0
m=0
τl −(dt)η
t0 τ1
= {fl (t0 )}(dt) + {fl−1 (t1 )}(dt)η
η

τ1 τ2
τl
+··· + {f0 (tl )}(dt)η , (4.5)
τl −(dt)η
     
where: τ1 = t0 − (dt)η , τ2 = τ1 − (dt)η , τ3 = τ2 − (dt)η , . . .
Fig. 4.3 compares graphical representations of GLs- orders (−η = −1)
and (−1 < −η) for l = 2 and dt < 1.

Fig. 4.3: Geometrical interpretation of Grünwald-Letnikov differintegral

of negative order functional sequence (GLs-) for l = 2
Let the functional sequence:
{v(t)}0...l = {v0 (tl ), v1 (tl−1 ), . . . , vl−1 (t1 ), vl (t0 )} (4.6)
represent the subsequent velocity measurements executed at instants from tl
to t0 at every time interval dt. Let S stand for the path covered by this point
and derived from the physical interpretation of the integral (quadrature
integration):
t0  l
S= {v(t)}0...l dt = lim dt {vl−m (tm )} . (4.7)
dt→0
tl−dt m=0

The equation corresponds to the GLs- of the order (−η = −1), (4.4).

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168 R. Cioć

The path (4.7) is determined by measurements of velocity, whose value

depends on the instant of measurement and thereby on precision of deter-
mining that instant. Since that instant is determined as a multiple of the
time interval dt, accuracy of its determination and thus accuracy of path
determination depend on a precise determination of dt.
Let ΔT stand for measurement error of dt. ΔT is assumed to have
a constant sign and value for each element of the sequence (4.6). ΔT is
interpreted as an absolute error and added as positive or negative to dt.

Including ΔT in (4.7) produces:

 
l
 
SΔT = lim dt + (±ΔT ) {vl−m tm + (±ΔT ) }
dt→0
m=0

t0 τ1
= {vl (t0 )}(dt ± ΔT ) + {vl−1 (t1 )}(dt ± ΔT )
τ1 τ2
τl
+··· + {v0 (t1 )}(dt ± ΔT ), (4.8)
τl+1

where:

τ1 = t0 − (dt ± ΔT ), τ2 = τ1 − (dt ± ΔT ),. . . , τl+1 = τl − (dt ± ΔT ).

As quadrature rules (for which value of the function is constant in the

range of integration step) are applied to determine the path, it is assumed
that:
 
vl−m tm (±ΔT ) = vl−m (tm ). (4.9)

Let (dt)η stand for an individual interval of measurement time (identical

with the range of integration step) considering ΔT like in the equation (3.8).
Considering 4.9 and the measurement time interval 3.8, SΔT becomes:


l
SΔT = lim (dt)η {vl−m (tm )} ≡ tl Dt−η
0
{v(t)}0...l . (4.10)
dt→0
m=0

The path described by (4.10) corresponds to negative order Grünwald-

Letnikov differintegral (GLs-), (4.5).

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 PHYSICAL AND GEOMETRICAL INTERPRETATION . . . 169

Fig. 4.4: Geometrical interpretation of negative order Grünwald-Letnikov

differintegral as a path measurement

The path calculations (4.10) will show maximum accuracy if the number
of elementary paths in the time interval under discussion tends to infinity
(l → ∞) and if the time division tends towards 0 (dt → 0). In actual

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170 R. Cioć

measurements, both the number of elementary paths and time division are
finite, therefore, the following is assumed:
(0 < dt < 1) ∧ (ΔT < dt). (4.11)
If ΔT is treated as the maximum absolute error, the maximum and
minimum distance travelled by a point can be determined on the basis of
(3.8). For η > 1 (ΔT < 0), a minimum path Smin will be determined, a
maximum path Smax will be determined for η < 1 (ΔT > 0), while a path
S0 liable to an error ΔT = 0 will be determined for η = 1:

l 
l
Smin = lim (dt−ΔT ) {vl−m (tm )} = lim (dt)η {vl−m (tm )}, (4.12)
dt→0 dt→0
ΔT <0 m=0 η>1 m=0


l 
l
Smax = lim (dt + ΔT ) {vl−m (tm )} = lim (dt)η {vl−m (tm )},
dt→0 dt→0
ΔT >0 m=0 η<1 m=0
(4.13)

l 
l
S0 = lim dt {vl−m (tm )} = lim dt {vl−m (tm )}. (4.14)
dt→0 dt→0
ΔT =0 m=0 η=1 m=0

Fig. 4.4 contains a geometrical interpretation of the formula describing

GLs-, (4.10).

Analyzing the equations (4.1) through (4.14), one can conclude: the
Grünwald-Letnikov negative order differintegral 4.2 of a functional sequence
4.6 describing velocity of a point in motion is interpreted as a path travelled
by the same point, determined on the basis of velocity measurements read
every time interval dt subject to a time interval measurement error ΔT ,
where the order of the Grünwald-Letnikov differintegral is related to dt
and ΔT by means of (3.8).

5. Conclusions
 
The function g f (t) is a derivative or integral of the measured mag-
nitude f (t) dependent on the independent variable t and read every dt.
In the case of indirect measurements, the order of the Grünwald-Letnikov
differintegral of f (t) is directly associated with the reading error ΔT of
the interval dt according to 3.8. The knowledge of the latter dependence
allows for a physical interpretation of the Grünwald-Letnikov differintegral
referring to the interpretation of the derivative and the integral as indi-
rect measurements of acceleration and path of a point in motion based on
measurements of its velocity.

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 PHYSICAL AND GEOMETRICAL INTERPRETATION . . . 171

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Faculty of Transport and Electrical Engineering

Kazimierz Pulaski University of Technology and Humanities in Radom
Malczewskiego Str. 29
Radom 26-600, POLAND Received: January 16, 2015
e-mail: r.cioc@uthrad.pl Revised: November 20, 2015

Please cite to this paper as published in:

Fract. Calc. Appl. Anal., Vol. 19, No 1 (2016), pp. 161–172,
DOI: 10.1515/fca-2016-0009

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