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FractionalCalculus
BERTRAM Ross
of New Haven
University
Thisyieldstheintegral
formula
Xa = '(a ) 7 Ualexudu.
definitions
Contemporary
Themoderntheory offractional calculusis intimatelyconnected withthetheory ofoperators. (An
operatoris a transformation rulebymeansofwhichmembers ofone classofobjectsaretransformed
unambiguously intomembers ofa secondclassofobjects.)In classicalcalculusthesymbolD' isoften
usedforthenthderivative operator(forn  0) while,lesscommonly, D` is usedfortheintegral (or
antiderivative) operator.At the presenttimethereare severalnotationsin use whichdenotea
fractionaloperation.We willuse,in theremainder ofthispaper,a convenient and unified notation
invented byHaroldT. Davis [6]: ifivis a positiverealnumber, cDV f(x) willdenoteintegration
v of
orderivofthefunction f alongthexaxis.Similarly, theoperator cD denotesdifferentiation oforder
P. The subscripts c and x denotelimits,herecalledterminals of integration.(Sincein fractional
calculusthereis no geometric interpretationofintegration ofarbitrary
or differentiation order,the
wordterminal is usedinsteadoflimitto avoidunnecessary confusion.)The subscripts are a vitalpart
of theoperatorsymbol,requiredto avoidambiguities in application.The importance of fractional
operatornotation cannotbe minimized: thesuccinctness oftheDavisnotation addsimmeasurably to
theeleganceof fractional calculus.
Withournotation established it is nowpossibleto defineprecisely themathematical problemof
integration and differentiation of arbitrary order.It is clear thatthe manymathematicians who
contributed to theearlyhistory offractionalcalculuswerenotengagedin mereformalizing butwere
tryingto solvea fundamental problemtheywellunderstood butdid notexplicitly state.Whatthey
wantedwas,foreverysufficiently generalnumberv andeveryfunction wideclass,a
f ofa sufficiently
newfunction cD"f relatedto f by thefollowing criteria:
c' A'
C 41i
FIGURE 1.
+
fe(VAl)[og(Xf)i7Tf(t)dt e)dH +
E "e'if(x + Ee I e f(t)dt)
wherethefirst
andthirdareparametrized by; = x + Ee'.
by; = t,andthesecondisparametrized
To be certainthattheseintegralsconvergeproperlywe mustassumethatv < 0. Thenas E O0
A * x andA '* x), thesecondoftheseintegrals
(and,correspondingly, convergestozerowhilethe
and thirdmaybe combinedto yield
first
cDVf(x) = F) f (x  t)'f(t)dt.
is usuallycalledtheRiemannLiouville
Thisdefinition becausethespecializations
integral c = 0 and
c =  yieldtheRiemannand theLiouvilledefinitions respectively.
To obtaina definition of arbitrary
of differentiation orderwe mightnaturally trya formal
of v by  v in theRiemannLiouville
replacement Butthisyieldsa divergent
integral. integral.The
definition
appropriate of differentiation
of arbitrary by analyticcontinuation,
order,justified is to
uptoa pointfrom
integrate whichthedesiredresultcanbe obtainedbyconventional differentiation:
m istakentobe theleastinteger
where,forconvenience, thanv,v = m  p,and0 < p ' 1.
greater
Generalproperties
It is nottoo difficult
to verify
thattheRiemannLiouville offractional
definition integration
and
thefivedesiderata
satisfies
differentiation enumerated above,althoughitisstillan openquestionas to
whether thisdefinition
is theonlyonethatsatisfies
them.Thefifth  the"lawofexponents"
criterion
is theonlyonethatposessubtleproblems. thatcDIcDV"f = cD7 "fwemustshowthat
To verify
while
D +f = = DnDmDPD?r.
Dn+m(p+r)f
ThissuggeststhatweinvestigatetherelationDmDP = DPDm todetermine ifany,
whatrestrictions,
havetobe imposedon f to permit theinterchange so thatthetermson the
oftheordersofoperation
we have
definition
rightabove are equal. By theRiemannLiouville
DPf = p
[](p) (x t)P f(t)dt]
by partsm timesyields
Integration
C
Fp{(x
p
c)P ~ (x ci CP++
p(X ) f
(x(I
(C) + f)
C)P'+MJ1)(m1)(C)
(C)++ +(c)fm')
1

F(p + m) (x t)P+mIf(m(t)dt,
So thelawofexponents ofarbitrary
D'Dlf = D'+f fordifferentiation orderholdsifthefunction
f
vanishesat thelowerterminalofintegration highorderto ensurethattheexpression
to a sufficiently
inbracesis zero.Whenthefunction at c,thesummands
doesnotvanishsufficiently inbracesmustbe
retained.
A usefultoolforcomputation ofa productis thegeneralized
derivative
ofthefractional Leibniz
rule:
Elementary
examples
ArmedwiththegeneralRiemannLiouville of thefractional
definition
integral calculusopera
tions,we can actuallycomputesomespecificexamples.
Example 1. A function of theformf(x) = xa wherea > 0 is calleda function
oftheRiemann
of orderv is
class.Its integral
of orderv is givenby
Its derivative
Applications
wasthefirst
Abel,as we alreadymentioned, tousefractional He usedit
calculusinan application.
to solvean integral problem:A bead on a frictionless
equationwhicharisesin thetautochrone wire
startsfromrestatsomepoint(x0,yo)andfallsundertheinfluenceofgravity.Whatshapewirehasthe
property thatthetimeit takesthebead to descendis independentof itsstartingpoint?Sincethe
kineticenergygainedequals the potentialenergylost,'m(dAdt)2 mg(yoy), whereA is the
=
distanceof thebead alongthewire,m is themass,and g is gravitational Thus
acceleration.
dA
 _ = \2gdt
T=
'\/2g f(yo  y)12dA.
+ 2 oDX'12f(x)
xoD1/2f(x) = V\f(x).
We nowtransform thisfractional
differentialequationintoan ordinary equationby a
differential
andoD /2f(x)by
To do this,wereplaceoD2'2f(x)byxf(x)IVi7r,
processknownas rationalization.
D(xf(x)IV7rr)
= [xf'(x)+ f(x)]IV/r.
Thisyieldstheordinary
differential
equation
whichhas thesolution
f(x)= kexx3/2
The same resultcan be obtainedfromthe originalintegralequationby the use of Laplace
However,to paraphraseErdelyi,thereis a succinctness
transforms. of
of notationand simplicity
in the fractional
formulation calculusthatmightsuggesta solutionto a complicatedfunctional
equationthatis notreadilyobtainedbyothermeans.
Conclusion
Nearlythreecenturies elapsedbetweenl'Hospital'squestionconcerning derivatives offractional
orderand publicationin 1974of thefirsttextdevotedsolelyto thistopic[8]. In thesameyearan
international
conferenceon fractional calculuswas heldat theUniversityof New Haven,and the
ofthatconference
proceedings [9]reveala widerangeofinteresting
topicstowhichfractional calculus
hasbeenapplied.In additionto makingpossiblea moreunified treatmentofthespecialfunctions of
mathematical thefractional
physics, operators havebeenusedinthesolutions ofdifferential,
integral
andfunctionalequations,in thetheory ofsummation anddifferencesand,recently, in thetheoryof
probability.
Our treatmentoffractional calculushas beensuggestive
ratherthanrigorous in orderto interest
thereaderinitspowerandscope,andto providea hintofitspotential insimplifyingthesolutionsof
complicatedfunctionalequations.Further detailsmaybe obtainedfromreference [9].
References
[1] G. W. Leibniz, Letter fromHanover, Germanyto G. F. A. L'Hospital, September30, 1695, in Math.
Schriften,1849 reprintedin 1962, Hildesheim,Germany(Olms Verlag), 2, pp. 301302.
[2] S. F. Lacroix, Traite du Calcul Differentielet du Calcul Integral,Paris (Courcier) 3, sec. ed., 1819, pp.
409410.
[3] Niels H. Abel, Solution de quelques problemes a l'aide d'integrales d6finies,Oeuvres Completes,
Christiania(Grondahl) 1 (1881) 1618.
[41 JosephLiouville,Memoiresurle theoremedes complementaires, J.Reine Angew. Math., 11 (1834) 119.
[51 George Peacock, Reporton the Recent Progressand PresentStateof CertainBranchesof Analysis,Report
to the BritishAssoc. for the Advancementof Science, 1835, pp. 185352.
[6] Harold T. Davis, The Theory of Linear Operators,PrincipiaPress, Bloomington,Indiana, 1936.
[7] H. Laurent,Sur le calcul des deriveesa indicesquelconques,NouvellesAnn. Math.,3(3) (1884) 240252.
[8] Keith B. Oldham and JeromeSpanier, The FractionalCalculus, Academic Press, New York, 1974.
[9] BertramRoss, Lecture Notes in Mathematics#457: FractionalCalculus and its Applications,Springer
Verlag, New York, 1975.
[10] E. T. Whittakerand G. N. Watson, A Course of Modern Analysis,4th ed., Cambridge,1963.