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Fractional Calculus

Author(s): Bertram Ross

Source: Mathematics Magazine, Vol. 50, No. 3 (May, 1977), pp. 115-122
Published by: Mathematical Association of America
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Mathematics Magazine.

An historicalapologia forthe development

of a calculus using differentiation and
of non-integralorders.

of New Haven

Fractionalcalculus,inwhichderivativesandintegralsoffractional orderaredefined andstudied,is

nearlyas old as theclassicalcalculusof integerorders.Nonetheless, it is generally
standardcoursesin mathematics, partlybecausemanymathematicians are unfami.liarwithitsnature
One purposeofthispaperistofillthatvoidbypresenting
anditsapplications. an historically-oriented
expositionofthebasicconcepts offractionalcalculus.Anotherpurposeistoexemplify thegrowth ofa
mathematical idea fromscholarly curiosityto application.
Our treatment of thesubjectmatteris
suggestive thanrigorous:wehopetointerest thereaderinthesubjectoffractional calculusand
to provideonlyenoughdetailto makestandardreferences (e.g., [8] and [9]) accessible.
The questionwhichled to thenamefractional calculuswas a naturalone: Can themeaning ofa
derivativeof integerorderd'yIdx" have meaningwhenn is a fraction? Laterthe questionwas
broadenedto includeirrational and complexvalues for n. Because thisbroaderquestionwas
answered thenamefractional
affirmatively, calculushasbecomea misnomer: thesubjectwouldbetter
be calledintegrationand differentiation
of arbitrary
Leibnizinvented thenotationd'yIdx'. Perhapsit was naiveplaywithsymbolsthatprompted
L'Hospital,in1695,toaskLeibniz[1],"Whatifn be 1/2?".Leibniz,inhisreply, saiditwouldleadto
a paradox.But he addedprophetically, "Some dayit wouldlead to usefulconsequences".In 1730
Euler mentioned betweenintegral
interpolating ordersof a derivative.In 1812Laplace defineda
derivativeby meansof an integral, and in 1819thereappearedthefirstdiscussion of a
derivativeof fractional
orderin a calculustextwrittenbyS. F. Lacroix[2].
Startingwithy = xm,form a positiveinteger, Lacroixexpresseditsnthderivative(forn - m) in
termsof Legendre'ssymbolF forthegeneralized factorial:

= m! xm-n F(m + 1) xm-n

dxn (m-n)! (m-n+1)

Thenin themannertypicalof theclassicalformalists

of thisperiod,he replacedn with1/2and let
m = 1, thusobtaining
of order1/2of thefunction x:

VOL. 50, NO. 3, MAY 1977 115

d''2yY (2) x/2=2
dx1/2 F(3/2)
Thisresultobtainedby Lacroixis thesameas thatyieldedby thepresent-day Riemann-Liouville
definitionofa fractional ButLacroix'smethodofgeneralizing
derivative. froma case ofintegerorder
offered no clueforpossibleapplications.Lacroixapparently consideredthequestionofinterpolating
betweenintegral ordersofa derivative
to be a meremathematical exercise,forhe devotedonlytwoof
the700 pagesof histextto thistopic.
Fourier,in 1822,wasthenextto mention a derivativeofarbitrary
andLacroix,he gaveno application. The first useofa fractional
operation wasbyNielsHenrikAbel
in 1823[3].Abel appliedthefractional calculusto thesolutionofan integralequationwhicharosein
hisformulation ofthetautochrone problem:to findtheshapeofa frictionless wirelyingina vertical
planesuchthatthetimerequiredfora beadplacedon thewireto slideto thelowestpointofthewire
is thesameregardless ofwherethebeadis first placed.We willexamineAbel'selegantsolutionlater,
afterdevelopingappropriate notationand terminology forthefractionalcalculus.
It was probablyLaplace's and Fourier'sbriefcomments or Abel's solutionthatattractedthe
attentionofJosephLiouvillewhomadethefirst majorstudyoffractionalcalculus.He publishedthree
largememoirs on thistopicin 1832(beginning with[4]) followedby severalmorepapersin rapid
succession.Liouville'sfirst ofa derivative
definition orderv involvedan infinite
of arbitrary series.
Thishad thedisadvantage thatv mustbe restricted to thosevaluesforwhichtheseriesconverges.
Liouvilleseemedawareoftherestrictive natureofhisfirst forhe immediately
definition, formulated a
seconddefinition inwhichhe was able to givea fractionalderivative
ofx-a whenever bothx and a
arepositive. He didthisbyconsideringa definite relatedtothegammaintegral
integral ofEuler:

du= - 7 e-dt =Xa


Xa = '(a ) 7 Ualexudu.

By"operating" on bothsidesofthisequationwithd"/dx",andbyassuming thatd"(e')Idx" = a e'

forany v >0, Liouvillewas able to obtaintheresultknownas hisseconddefinition:
d_ -a _ 1)"F(a + v) -(a +a)
dxX" ['(a)
The (- 1)" termin thisexpressionimmediately suggeststheneedto broadenthetheoryto include
complexnumbers. Indeed,Liouvillewas able to extendthisdefinitionto encompass complexvalues
fora and v, and successfully appliedhis fractional derivativeto problemsin potentialtheory.
However,as Emil Postsaid in 1918,"These definitions weretoo narrowto last".
Liouvillewasoneofthefirst personstoattempt equationsbymeansoffractional
operations.The object of severalof his investigationswas the existenceand interpretationof a
solutionfora homogeneous equationofarbitrary
differential order.He soughttojustifytheexistence
of a solutionfunctionby analogy:in one of hismemoirs he arguesthatiftheordinary differential
equation d'yIdx' = 0 has the solutiony = cO+ cIx + c2x2+ + c"_,x,-', then the equation
dvyIdx" = 0 forarbitraryorderv shouldhave a corresponding solution.Liouvillepublishedhis
interpretationof sucha solutionand gave an explicitevaluationof it. However,he neglectedto
considerthecase forx = 0 whichleads to a contradiction [6].
G. F. Bernhard Riemanndevelopeda somewhat differenttheory offractionaloperations
his studentdays,but it was published(in [6]) only posthumously in 1876. Riemannused a
generalizationof a Taylorseriesto derivea formula forintegration of arbitraryorder:


D-"f(x) = F f (x - t)"-'f(t)dt+ +(x).

Becauseoftheambiguity inthelowerlimitofintegration c, Riemannsawfitto add to hisdefinition a

complementary function qr(x).But thismerelyadded to theconfusion. "The greatestdifficultyin
Riemann'stheory", Arthur Cayleyonceremarked, "is thequestionofthemeaning ofa complemen-
taryfunction containing an infinityof arbitraryconstants".
Throughout thenineteenth century therewasextensive controversy concerning twoconceptually
differentsystems of findinga fractionalderivative.One system was Lacroix'sformalgeneralization
fromtheintegral case whichwas supported byGeorgePeacockon thebasisof hisprinciple of the
permanence of equivalentforms[5]: "Whatever formis algebraically equivalentto anotherwhen
expressed ingeneralsymbols mustcontinue tobe equivalent whatever thesymbols denote".Although
thisprincipleis statedforalgebraicoperations, Peacocknaively(and erroneously, it turnedout)
assumeditwasvalidforall symbolic operations.The othersystem was Liouville'sseconddefinition
whichP. Kellandsupported. AugustusDe Morganconsidered thetheoryoffractional operationsto
be ina stateofconfusion. He accuratelyjudgedthatneither system hada compelling claimalthough
bothmightpossiblybe partsof a moregeneralsystem.
WilliamCenter,in 1850,observedthatthefractional derivative of a constantaccording to the
Lacroixversionis notequaltozero(see Example3 below)unlessperchance theconstant iszero.But,
continued Center,according to Liouville'ssystem thefractional derivative ofa constant equalszero
(becauseF(O)= o and1/F(0)canbe takenequaltozero).Centerconcluded thatwhenweknowhowto
findthefractional derivativeof a constant,we willthenknowwhatsystemto adopt.
The confusing stateofaffairspointedoutbyDe MorganandCenterhas nowbeenclearedup by
thedevelopment ofa generaltheory offractionaloperations. It is onlyfairto statethatmathemati-
ciansin thefirsthalfof the nineteenth century werehandicappedin theirsearchfora plausible
definition of integration and differentiationof arbitrary orderby theirinability to examinethe
consequences of theirdefinitionsin thecomplexplane.It was theworkof Laurentin thecomplex
planethatmadepossiblea theorypalatableto thetasteof themodernmathematician.

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 alongthex-axis.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:

VOL. 50, NO. 3, MAY 1977 117

1. Iff(x) is an analytic derivativecD"f(x) mustbe an analyticfunction
bothof thevariablex and of theorderP.
2. TheoperationD mustproducethesameresultas ordinary differentiationwhenv isa positive
integer(in symbols,Dxf(x) = f(n)(x)forn -' 0) and thesameresultas ordinary n-foldintegration
whenv is a negative integer.
Moreover,cD;-f(x)mustvanishtogether withall itsn - 1 derivatives
x = c, thelowerterminal of integration.
3. The fractional operationsmustbe linear.
4. The operationof orderzero mustleave thefunction unchanged: cD?xf = f.
5. The law of exponentsmustholdforintegration of arbitraryorder:cD7-(cD-Vf)= cD--"f.
It wasnotuntil1884thata definitionemerged thatreallysatisfied In thatyearH.
all thesecriteria.
Laurentpublished whatis nowrecognized as thedefinitivepaper[7] in thefoundation offractional
calculus.His startingpointwas Cauchy'sintegral formula forcomplex-valued analyticfunctions:

f >(z) =n7iA , +1 d;,

whereC is a closedcontourencircling thepointz inthecomplexplane.The generalization of n! to

arbitrary becauseP! = F(v + 1); however,
valuesP! createsno difficulties 1/(;_
z)-+' no longerhasa
poleat thepointz buta branchpoint.To carryouttheintegration, sayarounda pointz = x on the
positiverealaxis,Laurentuseda branchcutalongthenegative axisfromthepointx on thepositive
realaxistonegative nowcalleda Laurentloop,starts
(see FIGURE1). Laurent'scontour,
infinity on the
loweredgeofthecutat a pointc,c < x,goesalongtherealaxisto a pointA on thecut,aroundthe
circleofradiusE in thepositivesenseto a pointA' on theupperedgeofthecutandthenalongthe
upperedge of thecutto c'.

c' A'

C 4---1---i


To integrate alongtheLaurentloopwe let(; - x)->-'= e`-1-1OgC-X) wherethebranchoflogz is

chosenso thatlog(; - x) is realwhen; - x is a positive Thusalongtheupperbranchof
the loop log(; - x) = log(x- t) - i7r,whileon the lowerbranchlog(; - x) = log(x- t) + i7r.The
Cauchyintegral formula(withthepositiveintegern replacedby thereal numberP) can nowbe
writtenas thesumof threeintegrals:

fe(-V-Al)[og(X-f)-i7Tf(t)dt e)dH +
E -"e-'if(x + Ee I e f(t)dt)

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

F(v+P 1) [e-v+l -e ] (x - t)--'f(t)dt.

(Theassumptionthatv < 0 insures

boththatE-" 0, andthattheremaining do notdiverge
equals - sinIrT,whichequalsr/F(- v)F(v + 1) bythe
as A andA'-- x.) The expression


reflection A simplechangeofnotation
ofthegammafunction. to employa positivev rather
thana negativeivwillnowyieldLaurent'sdefinition
of integration orderv > 0:
of arbitrary

cDV-f(x) = F) f (x - t)-'f(t)dt.

is usuallycalledtheRiemann-Liouville
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 theRiemann-Liouville
replacement Butthisyieldsa divergent
integral. integral.The
appropriate of differentiation
of arbitrary by analyticcontinuation,
order,justified is to
uptoa pointfrom
integrate whichthedesiredresultcanbe obtainedbyconventional differentiation:

cDx=f(x) = D = dm [1(p) f (x - t)P-f (t)dt]

m istakentobe theleastinteger
where,forconvenience, thanv,v = m - p,and0 < p ' 1.
It is nottoo difficult
to verify
thattheRiemann-Liouville offractional
definition integration
differentiation enumerated above,althoughitisstillan openquestionas to
whether thisdefinition
is theonlyonethatsatisfies
them.Thefifth - the"lawofexponents"
-is theonlyonethatposessubtleproblems. thatcD-IcDV-"f = cD7- -"fwemustshowthat
To verify

(x - s)Z- [ f(s - t)-'f(t)dt] ds = , f(x - t)Z+-lf(t)dt.

Thiscanbe donebyDirichlet's methodofreducing an n-folditeratedintegralto a singleintegral.W.

A. Hurwitzin 1908was thefirstto use Dirichlet'smethodto reduceiteratedintegrals to a single
integral are oftheform(x - t)"'f(t). Thismethodinvolvesintegration overa
regionand we willnotpursuethesedetailshere,butinterested
triangular readerscan finda good
in,e.g., [10; p. 76].
Suppose we wish to establishthe law of exponentsfor differentiation of arbitrary order:
= cDx"+fwherev > 0 and u > 0. We beginbyletting
cDx"(cDxf) v = n - p, u = m - o wheren and
m aretheleastintegers largerthanv and,u,respectively.Then,omitting subscripts forconvenience,
we have
D "(D $f)= D n-pD m-?f= D nD-PDmD-?f

D +f = = DnDmD-PD-?r.
ThissuggeststhatweinvestigatetherelationDmD-P = D-PDm todetermine ifany,
havetobe imposedon f to permit theinterchange so thatthetermson the
we have
rightabove are equal. By theRiemann-Liouville

D-Pf = p
[](p) (x- t)P f(t)dt]
by partsm timesyields
c)P ~ (x -ci CP++
p(X ) f
(C) + f)
(C)++ +(c)fm-')

F(p + m) (x t)P+m-If(m(t)dt,

wherethelasttermby itselfis D-(P+m)f(m)=D-P+m'Dmf.

VOL. 50, NO. 3, MAY 1977 119

Thusifthefirst - thatis,ifeach ofthesummands
termoftheexpansion within
thebraces- is
zero,we willhave
DmD-Pf = DmD-(P+m)f(m) = D-Pf(m) = D-PDmf.

So thelawofexponents ofarbitrary
D'Dlf = D'+f fordifferentiation orderholdsifthefunction
vanishesat thelowerterminalofintegration highorderto ensurethattheexpression
to a sufficiently
inbracesis zero.Whenthefunction at c,thesummands
doesnotvanishsufficiently inbracesmustbe
A usefultoolforcomputation ofa productis thegeneralized
ofthefractional Leibniz

cD"f(x)g(x) = (n) ccDxf(x)cDVg(x),

where is theordinary differentiation

operatordn/dXn, cDx-nis a fractional
and(n)is the
generalized F(v + 1)/n!F(P - n + 1). Whentakingthearbitrary
binomialcoefficient of a
product,it is oftenconvenient
to choosethefactors in sucha waythattheseriesaboveterminates
aftern ordinary For example,
oDV2xg (x) = xoDY'2g (x) + 2oDx1/2g(x)

forn = 1. We willuse thisgeneralized

terminates later.Butbeforedoing
thatwe willcomputethefractional of certainelementary
derivatives functions.

ArmedwiththegeneralRiemann-Liouville of thefractional
integral calculusopera-
tions,we can actuallycomputesomespecificexamples.
Example 1. A function of theformf(x) = xa wherea > 0 is calleda function
of orderv is
class.Its integral

oDx x = 1 f - t)v-ltadt = (+1)

' + 1)
F(P) F(a

involvedis a beta integral

becausetheintegral of theform
F(d )(b + 1)
- b+d+l

of orderv is givenby
Its derivative

oDxvXa=oDoDPxa = dxm {f p-ltadt

dm F(a + 1) Xa+p - F(a + 1) xa-v

dxm R(a + p + F(a - v + 1)

oftheformx-a (wherea > 0) iscalleda function

Example 2. A function oftheLiouvilleclass.Its
of orderv is

ooDxvx-a = f (X - t)v-lt-adt = 1)(a v) X-a-v

wherewe usedx - t = xul(u - 1) to transform

theintegral. ofgeneralorderv of
x 1S


D tlx -= D -DxD-px-a = d" [lf (x-t)P-'t-adt]

d [( 1)-PF(a - p) p-a] _ ( 1)F(a + v)

dx' F(a) X 1 r(a) X
whichis thesameas Liouville'sseconddefinition.
of a constantk. UsingD"
Example3. Let us nowconsiderthegeneralderivative = Dm-P,we

oDx>k = dxm LP)fI(x t)P-'kdt1

d m k xP kp!xpm k
dxmLF(p) p J(p - m)!pF(p) F(I )
whichis thesameformula Centerobtainedbyapplying Lacroix'definition Whenthe
to a constant.
terminals are - X and x,thefractional
ofintegration ofa constant
derivative does notexistbecause
thedefining mustbe considered
diverges.We can concludethatconstants
integral in theRiemann
of thetypeXa wherea = 0.
classof functions

Abel,as we alreadymentioned, tousefractional He usedit
calculusinan application.
to solvean integral problem:A bead on a frictionless
equationwhicharisesin thetautochrone wire
property thatthetimeit takesthebead to descendis independentof itsstartingpoint?Sincethe
kineticenergygainedequals the potentialenergylost,'m(dAdt)2 mg(yo-y), whereA is the
distanceof thebead alongthewire,m is themass,and g is gravitational Thus
- _ = \2gdt

fromtop to bottom(timet = 0 to timet = T), gives

and integration

'\/2g f(yo - y)-12dA.

Thetautochrone problem thattheleftsideofthisintegral

requires be a constant
by k. The path lengthA maybe expressedas a function of the height,say A = F(y), so that
dAldy= F'(y). If we changevariablesyoand y to x and t,and replaceF' byf, thetautochrone
integral Our problemis to determine
equationbecomesk = fJ(x -_ty12f@(t)dt. thefunction f. This
can be donebytheconvolution theorem ofLaplacetransform theory. Abel,however, multiplied the
equationby I/F(1/2)to obtain

[(1/2) -(1/2) fo(x - t-12f@)dt = oD2'2f(x)

By operatingon theextreme termsofthisequationwithoDx2,he obtainedoDx2k= Virf(x). Then
by computing of order1/2of theconstantk (as in Example3, forinstance)Abel
obtainedf(x) = k/irVx.He thenwenton to showthatthesolutionto thetautochroneproblemis a
As anotherapplicationconsiderthe problemof determining fromthe integral
f(x) explicitly

VOL. 50, NO. 3, MAY 1977 121

xf(x) = (x
X -t) 1'2f(t)dt

The rightside of thisequationis [(112)0D2'2f(x). Operatingon both sides withoDx2 yields

oDV2xf(x)= [(1/2)f(x)or equivalently, productrule,

+ 2 oDX'12f(x)
xoD1/2f(x) = V\f(x).
We nowtransform thisfractional
differentialequationintoan ordinary equationby a
andoD /2f(x)by
To do this,wereplaceoD2-'2f(x)byxf(x)IVi7r,
processknownas rationalization.

= [xf'(x)+ f(x)]IV/r.

x2f(x) + (3x- ) f(x)=O

whichhas thesolution
f(x)= ke-xx3/2
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.

Nearlythreecenturies elapsedbetweenl'Hospital'squestionconcerning derivatives offractional
orderand publicationin 1974of thefirsttextdevotedsolelyto thistopic[8]. In thesameyearan
conferenceon fractional calculuswas heldat theUniversityof New Haven,and the
proceedings [9]reveala widerangeofinteresting
topicstowhichfractional calculus
hasbeenapplied.In additionto makingpossiblea moreunified treatmentofthespecialfunctions of
mathematical thefractional
physics, operators havebeenusedinthesolutions ofdifferential,
andfunctionalequations,in thetheory ofsummation anddifferencesand,recently, in thetheoryof
Our treatmentoffractional calculushas beensuggestive
ratherthanrigorous in orderto interest
thereaderinitspowerandscope,andto providea hintofitspotential insimplifyingthesolutionsof
complicatedfunctionalequations.Further detailsmaybe obtainedfromreference [9].

[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. 301-302.
[2] S. F. Lacroix, Traite du Calcul Differentielet du Calcul Integral,Paris (Courcier) 3, sec. ed., 1819, pp.
[3] Niels H. Abel, Solution de quelques problemes a l'aide d'integrales d6finies,Oeuvres Completes,
Christiania(Grondahl) 1 (1881) 16-18.
[41 JosephLiouville,Memoiresurle theoremedes complementaires, J.Reine Angew. Math., 11 (1834) 1-19.
[51 George Peacock, Reporton the Recent Progressand PresentStateof CertainBranchesof Analysis,Report
to the BritishAssoc. for the Advancementof Science, 1835, pp. 185-352.
[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) 240-252.
[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.