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Kenneth S. Miller, Bertram Ross - An Introduction To The Fractional Calculus and Fractional Differential Equations-John Wiley & Sons (1993) PDF
Kenneth S. Miller, Bertram Ross - An Introduction To The Fractional Calculus and Fractional Differential Equations-John Wiley & Sons (1993) PDF
-1,0<
@ N and all ¢ with |t| < S,
['(n + a) T(n + a)
brea" |s stern Jr
nT(N +a)
la,|T' Tw +p)
(since T > S$). Since T < R, the series
layIT% + lay. IT" *1 + ++
converges, and by the Weierstrass M-test, {(t) converges uniformly
and absolutely for all ¢ with |f} < S. @
One also may be concerned with the analyticity of D’f(t) as a
function of v. In this connection we have the more sophisticated
Theorem 2 below. A proof may be found in [16].
Theorem 2. Let 7(z) be analytic in a simply connected open region
&. Let the point z = 0 be an interior point of #. Let #, be theACLASS OF FUNCTIONS 91
region # with the origin deleted, and let (0) # 0. Then:
(a) If z © %, and A is not a negative integer, then D’z*n(z) is an
entire function of v (for fixed z and A).
(b) If z ©. and v is a nonnegative integer, then D’z*n(z) is an
entire function of A (for fixed z and v).
(c) If A is not a negative integer, then D’z*n(z) = z*~“g(v, A, z)
where g(v, A, z) is an analytic function of z on &.
(d) If z ©, and v is not a negative integer, then D’z*(In z)n(z)
is an entire function of v (for fixed z and A).
(e) If z © By and v is a nonnegative integer, then D’z*(In z)n(z)
is an entire function of A (for fixed z and v).
(f) If A is not a negative integer, then D’°z*(In z)n(z) =
z*~*[(In z)h(v, A, z) + k(v, A, z)], where Av, A, z) and k(v, A, z) are
analytic functions of z on #.
As with most mathematical formulas, reasonable care must be
exercised in applying (3.1). For example, if v > 0, then
1 t vrdea
Dv = a fea) Ei dé, t>0, A>-1 (3.9)
_— fat) yy
“Tateti (3-10)
An application of (3.1), that is, replacing » by —y (u > 0) in (3.10)
leads to
T(A + 1)
D'p = ———
TA-p+1)
Gath te >(0) (3.11)
which is the correct result [see (2.4) and (II-6.5), p. 36]. However, if we
replace »v by —y in (3.9), we get
D't}= 1
jhe 8 eas, (3.12)
T(-n
which is absurd. Of course, we realize that (3.10) is meaningful for all
v (positive or negative), while the integral representation of (3.9) is
meaningful only for v > 0.
We conclude this section with a word of caution. Some readers
might be under the erroneous impression that if one can find the nth92. THE RIEMANN-LIQUVILLE FRACTIONAL CALCULUS
derivative of the function f(z), namely D"f(t), n = 1,2,..., then one
can find the integral of f(t). For if we replace n by —1 in D"f(t) we
have
D-'N(e) = ['F(E) a8.
This is patently false.
For suppose that
f(t) = sins,
an analytic function. Then
D"f(t) =sin(t + lnm), n= 1,2,.... (3.13)
Following the spurious argument of the preceding paragraph, that is,
replacing n by —1 in (3.13), yields
D-'sint = [sin € dé = sin(t — 4
0
But we know that
— cost.
[ising ds =
Something is wrong.
Even more disturbing is the example
f(t) = Int.
Certainly In ¢ is of class @, and
(=1)"'T()
ra
D" int = =1,2,....
If we let n = —1, then
Do Int = f'ingdg=T(-1) ==,
9ACLASS OF FUNCTIONS 93
Thus we are off not just by a constant as in the case of the integration
of the sine; we’re not even in the ballpark.
The apparent paradox stems from the fact that we are computing
only ordinary derivatives (i.e., derivatives of integral order) and then
attempting to deduce a result based on replacing the order of the
derivative by a negative integer. What we must do is compute D’f(t)
for all v. For example, in the case f(t) = sin t, we know that
D’sint = S,(—v, 1). (3.14)
Ifv=-1,
D-'f(t) = ff sin € ae = 5,(1,1)
0
= 1 - cost, (3.15)
by (C-3.16), p. 318, which of course is the correct answer.
In the case f(t) = Int,
tie
D’ Int = ———~ -y- — ov). 3.16
mes aqapyline-y- 9 -al. — G6)
Note that it is more difficult to find D’sint and D’Int for v
arbitrary than it is to find D’ sin t and D’ In¢ when n is an integer. If
v = ~1 in (3.16), then
['me ae = Talat = ¥2)]
= t(In¢ - 1) (3.17)
D"Int
since from (B-2.15), p. 299,
we +m) +e. @.18)
Again we recognize (3.17) as the correct expression.
To complete the argument, let v = 1 in (3.14). Then
Dsint = $,(-1,1) = cost (3.19)
by (C-3.16), p. 318. Certainly (3.19) is correct. If we let v = 1 in (3.16),94 THE RIEMANN-LIOUVILLE FRACTIONAL CALCULUS
the right-hand side of this equation becomes indeterminate. However,
using (3.18) with z = 1 — v and
Tv)
T(1-v) =
(l-v)= 7,
we see that
1
Dint=-,
t
which again is the correct result.
‘At the risk of belaboring the point, consider the case f(t) =e’.
Then
wo yk o tke
peer ead
———___ (3.20)
geo k! = goo T(K-0 +1)
[which, of course, is E,(—v,1)] for arbitrary v. Now if uv is not a
nonnegative integer, we cannot substantially simplify (3.20). But if v is
a nonnegative integer, say v = n, then
o teen 2
a x, T(k-ntl Lain (3.21)
(which, of course, is e') independent of n. Thus if we replace v by —1
in (3.20) we get
pk
Doe = URED -1, (3.22)
while if we replace n by —1 in (3.21) we get
Diet = (3.23)
Clearly, (3.22) and not (3.23) is the correct answer,
feidg=e'-1.
loLEIBNIZ’S FORMULA FOR FRACTIONAL DERIVATIVES 95
4, LEIBNIZ’S FORMULA FOR FRACTIONAL DERIVATIVES
Leibniz’s formula for fractional integrals was discussed at some length
in Chapter IIT. Our basic result was Theorem 6 of that chapter, which
stated that if f were continuous on [0, X] and g analytic at a for all a
in [0, X1], then
DLA = E (4 )PeollovO], v> 0. 4.1)
k=0
However, in many concrete cases, (III-7.2), p. 74, is more convenient
to use (when g is a polynomial) because the conditions on f are less
severe. This result states that
ed gO) ZI Yella). v>0, (4.2)
where p is a positive integer and f is of class C.
Now we shall attempt to prove analogous results for fractional
derivatives. That is, we would like to deduce under what conditions
the formula
Drosol = E(F\lo'eolloro], > 0 43)
is valid.
We consider the following case. Suppose that » > 0 and that p isa
positive integer. Then certainly the fractional integral of t”f(t) exists
for any function f of class C. And if m is the smallest integer greater
than , then by definition the fractional derivative of ¢’f(t) of order
> 0 (if it exists) is given by
De[erf(t)] = D™[ Do rPf(z)]. (4.4)
But from (4.2) with v replaced by m — p > 0,
Domoteeginy = So (HE [Devel D-me47(H]. 45)96 THE RIEMANN-LIOUVILLE FRACTIONAL CALCULUS
To calculate D“[¢”f(t)] it is now necessary to find the mth (ordinary)
derivative of (4.5) [see (4.4)]. Trivially,
D"[D‘t?] =D"**r?, xn =0,1,...
and as we shall see in Theorem 3 of Section IV-6, p. 105,
D*[D-™*#-KF(t)] = Dem #kF(), n=0,1,...
provided that f € &. If we impose this condition on f, we may write
(4.4) as
palerg(o] = & (# onl Dee] [D--*-7(9)]}
e=0
EE (Teele rol, 66
k=0
where we have used (III-7.1) p. 74.
The change of dummy indices of summation
r=jtk
=k
allows us to write (4.6) as
peel = E/E ("5 "|e a) F001 7)
r=ols=0
(the other two sums being vacuous). To evaluate the inner sum
consider the algebraic identity
(+x) "U1 ¢x)" = (1 tx)".
If we expand the terms in parentheses by the binomial theorem and
compare coefficients of corresponding powers of x, we see that
Eley" )lm) = (4): 48)
[Equation (4.8) is known as the Vandermonde convolution formula.]SOME FURTHER EXAMPLES 97
Thus (4.7) becomes
pepo = E(4\ioel To w> 0, 49)
provided that p is a positive integer, f is of class @, and ¢ > 0.
If we compare (4.9) with (4.2), we see that they are identical with v
replaced by —y except for the fact that the latter is valid for functions
of class C, while the former is valid only for a particular proper
subclass of C.
If f € @, we can obtain the fractional derivative of t?f(t) simply by
changing the sign of v. For example, from (III-3.28), p. 53, we
immediately see that
D#[if(0)] = D#f(t) + wD*f(), — w>0 (4.10)
is the fractional derivative of f(t) of order y. [It is interesting to
observe that if 0 < » <1, then the last term in (4.10) is a fractional
integral and not a fractional derivative.] In particular, the fractional
derivative of tE,(v, a) of order p is
D*[tE,(w,a)| =tE(w-p,a)+pE(w-p+l,a), w>-l
(4.1)
(although it can be shown to be valid for w > —2).
Equation (4.9) is adequate for our purposes. Oldham and Spanier
[32] have used (4.3) when both f and g are analytic. In a private
communication, Prof. E. Russell Love has informed us that in some
unpublished work he has extended Leibniz’s formulas. He shows that
both (4.1) and (4.3) are true under weaker conditions than the
assumption of the analyticity of g. The conditions on f and g are not
the same in these two cases. One also should mention the work of
Osler, see [15].
5. SOME FURTHER EXAMPLES
Many of the functions considered in Chapter III were of class @ as
well as of class C. Thus, as we elaborated upon in Section IV-3, the
fractional derivative of such functions of order » may be obtained
readily by the simple expedient of replacing v by —y in the frac-
tional integral of these functions of order v. Thus if we know the
fractional integral of a function of class @, the calculation of its98 | THE RIEMANN-LIOUVILLE FRACTIONAL CALCULUS
fractional derivative amounts to a trivial change of notation—as the
numerous illustrations in Section IV-2 amply show.
We asserted in Section IV-3 that (3.6) and (3.8), p. 89, were useful
representations of D’f(t), where f © & and v is any number, positive
or negative. To prove this contention we use these formulas to obtain
the fractional integral or fractional derivative of a wide variety of
special functions.
We begin with the simple function
f(t) =e, (5.1)
If A > —1, then certainly f is of class @. Now write
2 pn
et = Ya"
nao!
and from (3.5) make the identification
bn
a, =,
n!
n=0,1,.... (5.2)
Thus, from (3.6),
2b" T(n+a+])
oni T(n+a+1—v)
Tat)
a) ane nn
Ta+i-o! F(A +1,A +1 —o0;bt). (5.3)
D® [te] = >"
[See (III-7.9), p. 75. If A is a positive integer, we may write (5.3) as a
finite linear combination of E, functions (III-3.34), p. 54.]
Let us now apply (3.6) and (3.8) to some higher transcendental
functions. We begin with the Bessel functions. If we make the simple
change of variable ¢ = z? in the Bessel function of (B-3.1), p. 301, we
may write
wrygery= (bf on
2') Anita titay 2”
For » > —1, this function is of class @. From (3.4) and (3.5) make theSOME FURTHER EXAMPLES 9
identification A = », and
a= ee
28 mI (w + 1 +n)”
Then (3.6) implies that
perio) = & ye
“ 2 2 nit(u —v +n +1)
= 2-H (11/2) (5.4)
for Rep > -1.
Some special cases are worthy of note. Since
a
Jipla) = y= sin
a :
Japle) = y= cose
[see (B-3.5) and (B-3.6), p. 302], it follows from (5.4) that
and
Difsin 7] = Were say At?) (65)
and
D°[t-/? cos t'/2] = vr (2072) 7, (2). (5.6)
The same arguments may be applied to the modified Bessel func-
tions of the first kind. For, from (B-3.7), p. 302,
1
lye
waigerr= (4) .
Wer) =| ot x nit(u +1 +n) 2"
Using (3.6) with » > —1 leads, as before, to
Dero) = pore = "
a 26 nil (m —v +n +1)
= 2K), (5.7)100 THE RIEMANN-LIOUVILLE FRACTIONAL CALCULUS
Also, from (B-3.11) and (B-3.12), p. 303,
2
hale) = y= sinh x
2
Lala) = yf cosh x.
Thus we have the special cases
b’ [sinh ¢'/7]
Wr (20? Tay (07) (6.8)
and
D'[t-¥7 cosh #2] = Vr (2077) 8? "L a) ft). (5.9)
The modified Bessel function of the second kind, (B-3.10), p. 303,
involves the logarithm. Thus to find its fractional integral or fractional
derivative we must invoke (3.8) as well as (3.6). We may write [see
(B-3.10)]
£60)
= (Int) Lge 1,
oe nlp
(5.10)
If we apply (3.6) to the first sum in (5.10) and (3.8) to the second sum
in (5.10), we obtain
1 © [W(n +1) t+ub(n+1- i
D'K(t'?) = wpe B sn a“ a =
= (2077) "(in 30?) (017). (5.11)
Let us now turn our attention to hypergeometric functions. We
begin with
f(t)=t%Fa,b,e;t), Ith <1, (5.12)
where >, is the classical hypergeometric function. If A > —1 and if cSOME FURTHER EXAMPLES 101
_is not a nonpositive integer, then (5.12) represents a function of class
®. To find D'f(t) we again use (3.6). In the notation of (3.5),
T(c) _ F(a +n)F(b +n)
n= Tar (b) © Fe tna!
and hence (3.6) implies that
= pao
« T(a+n)l(b+n)P(A +1 +n) t”
xU—Termlari-otn) al
or
TAa+t
D'[t,F\(a, b,c; t)] = aS au
X3F,(A +1,4,b,c,A+1—0;t) 5.13)
for A > —1l and c #0, —1, —2,... and |t| <1.
Formula (5.13) may be generalized. Suppose that B is a q-dimen-
sional vector, none of whose components is a nonpositive integer, and
A is a p-dimensional vector with p —1 and
Il <1,
Ta +1)
T(A+1-v)
av
D'[#,F,(A, Bst)] =
X paige (A + 1,4,B,A + 1-51). (5-14)
Thus we see that if a function may be expressed as a hypergeometric
function (as may many of the classical functions of mathematical
physics), its fractional integral or fractional derivative may be written
down by inspection.
For example, if p = 1 and q = 0, then (5.14) becomes
rat+y
D*[t,Fo(ast)] = Ta+i-o)
th F(A + 1,a,A + 1-031).102. THE RIEMANN-LIOUVILLE FRACTIONAL CALCULUS
But from (B-4.13), p. 305,
(l=) *=,Fo(a50), Wel <1.
Thus
T(a +1)
p[a-1)*] = Tia +1—v)
POOF (A + 1a,aA +1 —0;t)
(5.15)
and we have another derivation of (III-7.13), p. 77.
Equation (5.14) also admits further generalizations. For example,
we shall show that if the argument of the hypergeometric function is
0, then
D*[t*,F,(A, B; at?)|
Ta+1)
Pare ay) erFe(2Q + 1.20 +2), 4,8,
2(A +10), 3(A + 2-0); at?) (5.16)
provided that A > —1 and |at?| <1 and no component of B is
0,-1,-2,.... In the hypergeometric representation of (5.16) it is
probably better to use the duplication formula for the gamma function
in order to write the multiplicative factor as
2(A +2)
(A-v+2))°
TA +1) TGA + 1))F(
TAt+1-v) TGA-v+ dE
To prove (5.16), we can, of course, employ (3.5) and note that
a, = 0 for n odd. A simpler method, however, is to show that if H(t)
is an even analytic function, say
A(t) = x byt",
n=0
and if
F(t)=0H(t), A> -1,SOME FURTHER EXAMPLES 103
then
ia T(A + 1+ 2n)
PY,
pao (Atal ution)
2n
D'F(t)
for all v.
As a simple application of (5.16) let
f(t) =e".
Then
we (ay 5
e -x mr oF ol: at”).
From (5.16),
2 1
Deer = Fay aFa( HL HCL ~ 0) HO ~ vs at?)
* T(2n+1) (at?)" :
=y
TQn+1—v) a!
(5.17)
A less trivial example is furnished by the Bessel function J,(t) [see
(B-4.19), p. 306]. Then if w > —1,
enw
DIA) = SRG eT =o)
x2Fi(H(u +1), (H+ 2),0 + LH + 1-0),
3(# +2—v);-(31)) (5.18)
is the hypergeometric function representation of D*J,(t). We also may
write (5.18) as
pe (-1)'"T(u + 1 +2n) Ly. yrte
Dia(t)=* © oqo + mie #1 Fay als!)
(5.19)
with the obvious expression for D°/,(t) [i.e., omit the (— 1)” factor in104 THE RIEMANN-LIOUVILLE FRACTIONAL CALCULUS
(5.19)]. In the hypergeometric function representation of (5.18) it is
probably better to use the duplication formula for the gamma function
and write [(yz + 1 — v) as
wT Aw +1 v))P E(u + 2-0)
as was suggested when we discussed (5.16).
6. THE LAW OF EXPONENTS
In Section III-4, using Dirichlet’s formula, we proved the rule of
composition for fractional integrals. That is, if u,v > 0 and if f is
continuous on J, we showed that
D*[D-"f(t)] =D“ F(t) = DD *F(1)] (6.1)
(Theorem 1 of Chapter III, p. 57). We sometimes call this rule the law
‘of exponents (for fractional integrals). Now (6.1) may be generalized
to the case where Re » > 0, Rev > 0, and f is piecewise continuous
on J. However, it may not be generalized to the case where ». and/or
v are negative without imposing some additional restrictions on f.
To show that (6.1) does not necessarily hold for all » and », let
sane
u=
v=
Then
eS
D’[D“t 1/2
cae
1 4-3/2
—q
1 4-3/2
= 1972,
For this example we see that
D*[D'f(t)] # D***f(t).THE LAW OF EXPONENTS — 105
In Theorem 3 below we shall state precise conditions under which
the law of exponents holds for arbitrary fractional operators.
Theorem 3. Let f(t) be of class @. That is, f(t) is of the form
tn(t) (6.2)
or
(In t)n(t), (6.3)
where A > —1 and
a(t) = La,t"
2
has a radius of convergence R > 0. Let X be a positive number less
than R. Then
D*[D*f(t)] = D***f(t) (6.4)
for all ¢ in (0, X1] if: =
(a) u —1 and hence
in both cases D“f(t) € @.106 THE RIEMANN-LIOUVILLE FRACTIONAL CALCULUS
Thus from (6.5)
S T(n +A +1)
DDT = Lara gaei ow
T(n+A+1-u)
Tin ta+i1—u-—v)
T(n +A +1)
“Tin +A 4+1—(u +0)
x pntacu-v
n+a-(uto)
- Ee
which is precisely D’*“f(t).
From (6.6), using (2.26), p. 87, we have
ne ha T(n +a +1) [(n+aA+1-u)
DDO = L ara gadi a fa@tati uo)
x[Int+o(n +A +1-u)
—W(n+A4+1—(utv))jenr—er
pelle ae cr eat)
=0
T(n +a +1)
—1, Rev > 0; and |t] < 1 in (7.18) and
jat?| <1 in (7.19). The change of variable x = sin? @ enables us to
write the right-hand sides of (7.18) and (7.19) as
af" cos @sin**!9 F(A, B,tsin?6)d@ (7.20)
and
af" cost! @sin**!9 F(A, B;at?sin’@)d0, (7.21)
respectively.
8. REPRESENTATIONS OF FUNCTIONS
In our previous work we have amused ourselves by calculating frac-
tional integrals and fractional derivatives of numerous functions. We
also have exploited the fractional calculus to deduce various other
intriguing mathematical relations. In this section we slightly change
our point of view and seek interesting functions that may be expressed
as fractional integrals or fractional derivatives of more elementary
functions. Of course, by “interesting functions” we have in mind the
classical functions of mathematical physics. Many of these relations
may be deduced by a slight change of notation from formulas scat-
tered throughout this and earlier chapters. Some of the most promi-
nent of these are enumerated below.
The labeling of equations in this section (and only in this section)
has been changed. The numbering refers to the chapter-section.num-
ber of the equation from which the indicated formula was deduced.
Incomplete Gamma and Related Functions
y*(v.t) = 1 %e'D-vet (I11-3.6), p. 48
Ev, a) = D-*e* (111-3.10), p. 49
Cv, a) = D>” cos at (111-3.10), p. 49
S,(v,a) = D>” sin at (111-3.10), p. 49
vv) =Int— y—-T(v)e-"" Do" Int (I-3.21), p. 51
Bo -oy(¥s me) = T (veer Dye (III-3.39), p. 55REPRESENTATIONS OF FUNCTIONS — 117
Error and Related Functions
Erf 1/2 = e-!D-WVe! (11I-3.11), p. 49
C2207 70172) = 2-72 (cos t)D~"? cos t + (sin 1)D~'”? sin t]
(III-3.12), p. 49
S(22- 7211/2) = 2-177 (sin 1) D7”? cos t — (cos t)D~/? sin t]
(I1I-3.13), p. 49
Bessel Functions
I(t?) = 9 72(20172) "D-/24-/? cost”? (IV-5.6), p. 99
= 2a 2(2017) "D-Y 1? sin t'/ (IV-5.5), p. 99
I(t) = 9 2(201/77) "Dov 771-17? cosh t'/? (IV-5.9), p. 100
= 207'/2(201/77) "D-t? sinh £17? (IV-5.8), p. 100
Hypergeometric Functions
2F,(a,b,c3t) = Agee —t)> (M1-7.13), p.77
1F\(a,¢5) = Beppe (I-7.9), p. 75
Legendre Function
Pil - 2t) = Tory = 1)" (IV-7.16), p. 115
Laguerre Function
:
e
L(t) = Torn ve! (V-73).p. 113118 THE RIEMANN-LIOUVILLE FRACTIONAL CALCULUS
9, INTEGRAL RELATIONS
If the functions on both sides of (7.1) are of the same form, we call
(7.1) an integral relation. For example, Sonin’s formula (B-3.4), p. 302,
is an example of an integral relation. In this section we show how to
obtain integral relations via the fractional calculus. We begin by first
proving a general principle, (9.2) below, and then we consider various
applications. Since the statement “functions of the same form” is
somewhat vague, the distinction between integral representations and
integral relations is blurred.
Suppose that f(r) is of class @. Then if Re » > 0 and Rev > 0, we
have seen that
D>*[D-*f(t)] = D-“* F(t). (9.1)
If we write
F(u,t) = D-*f(t),
then since F(, t) is of class %, (9.1) implies that
F(wt+yv,t) =D-*F(p,t)
or
Lin -
Flu tnt) = Toy fe Fu, 6) db
= whe =x)" "F(u,te)de. (9.2)
Let us exploit this formula to obtain certain interesting integral
relations. We consider first the simple equations of (III-4.9), (III-4.10),
and (III-4.11), p. 59. An examination of the reasoning used to estab-
lish these formulas shows that it is exactly the same argument we used
to prove (9.2) for arbitrary functions of class &. Thus we immediately
have, for vy > 0,4 > —1,
Ela + 7.8) = ry flay "Balira) a
Cla 18) = Fey AAV "Culvad de (93)
t 1 1
Siu +v,a) = Toh" —x)""S,.(u, a) de.INTEGRAL RELATIONS — 119
As a more interesting example we now shall deduce Sonin’s for-
mula. Suppose that
S(t) = Jo(t'?).
Then f(t) is certainly of class @, and from (5.4),
D-HJg(t'/2) = 260*7I,(01/?).
Thus (9.2) becomes
who = 2)" fae(exy"7 a, (vee) a.
vate 2) =
geo], (82) =
Now let =z? and make the change x = sin?@ of the dummy
variable of integration. Then the formula above becomes
22" on,
DIZ) = rays ” cos*”-1 9 sin"*! 9J,(z sin 0) dd.
It is customary to replace v by v + 1 in the equation above. If we do
so, we may write it as
vet
z B/2 aye p cue :
JpsveilZ) = Tory ah cos*’*! @ sin**! 6J,(z sin 0) dd. (9.4)
This is Sonin’s formula (B-3.4), p. 302, and is valid for Rew > —1,
Rev > -1.
Let us now apply our arguments to the generalized hypergeometric
function. Suppose that
f(t) = 1°, \F,(A, Bst), Rea >0,
where A is a (p — 1)-dimensional vector, B is a (q — 1)-dimensional
vector none of whose components is a nonpositive integer, and p <
q+ 1. Then, from (5.14), p. 101,
D-*[ee"!)_,F,-(A, Bt)
T(a)
= atel :
Tat x)! ph ,(4, A, Ba + wt) (9.5)420. THE RIEMANN-LIOUVILLE FRACTIONAL CALCULUS
and from (9.2),
TQ) jatutent .
Tatty! ate! F(a, A,B,a tp tv3t)
~ 2 pa pret
“mse
x PO) yet pa A, B,a + p3tx)| de
Tata) pf (a, A, B, BS :
The change of notation
Asatp
cratpty
then yields
Tc)
TAyr(c — A)
xf
pFy(a, A, B,c3t) =
AM =x)" (a, A, B, Aj tx) de
(9.6)
provided that p
ReA > 0, It| < 1. Equation (9.6) is
thus an integral relation for the generalized hypergeometric func-
tion ,F,
If p =2 and q = 1 in (9.6) then ,F, becomes the standard hyper-
geometric function ,F, and (9.6) yields the integral relation
aye Te)
la ere) ~ TANT =a)
x fiend =x) "F(a, a, A; 2) de (9.7)
for the hypergeometric function provided that Rec > Rea > 0,
It] < 1 (see [21, p. 55).LAPLACE TRANSFORM OF THE FRACTIONAL DERIVATIVE — 121
Also, if p = 1 = q in (9.6), we obtain the confluent hypergeometric
function ,F,, and the integral relation
F(a,c3t) = or a — x) F(a, A; te) de,
FA)r(c —A) Jo
Rec>Rea>0 (9.8)
(see [21, p. 281).
10. LAPLACE TRANSFORM OF THE FRACTIONAL DERIVATIVE
In Chapter III we introduced the Laplace transform and found the
Laplace transform of the fractional integral. Our objective was (and
still is) to show how this technique may be employed to handle
problems in the fractional calculus. We continue this program by
investigating the Laplace transform of fractional derivatives.
Suppose, then, that f is a function of class @. Then from (3. 2 we
see that f(t) is either of the form
f(t)=e zy at", A> -1, (10.14)
n=0 .
or of the form
f(t) = A(t) x a,t”, A>=1. (10.15)
n=0
If f is given by (10.12), then from (3.6),
. a [(n+A+1)
Dif =t vant FA dT a0)!
(10.2a)
for all v and if f is given by (10.1), then from (3.8)
hed I(n +A +1)
D°f(t) = th” Lara eA a yline— wn +A+1-v)]0"
T(n +a +1)
+287 “Ea n(n A4+ NTO oo)!
(10.26)122 THE RIEMANN-LIOUVILLE FRACTIONAL CALCULUS
If f also is of exponential order, its Laplace transform F exists. If f is
given by (10.12),
F(s) = a Earn +At 1)" (10.32)
res
and if f is given by (10.16),
2 aT (n +A +4 1[o(n +a +1) —Ins]s™™. (10.36)
n=0
The Laplace transform of D’f(t) exists if A — v > —1. In this case
= T(nta+1)
gutanusl
(D°f(t)) (10.4a)
e
ADO) = ~ oar Lat ta + YS
1
=z La,T (n+ a+ y(n +at 1s,
a=0
+
(10.4b)
depending on whether f(t) is given by (10.1a) or (10.16). In either
case
SDF (t)) =s°F(s), v< AFL. (10.5)
If v <0, (10.5) is just the statement that s’F(s) is the Laplace
transform of the fractional integral—a result we established in (III-
6.5b), p. 69. Furthermore, (10.5) certainly is true if v = 0, a case also
covered by (10.5) since A > —1.
Now suppose that v exceeds zero, and let m be the smallest integer
greater than or equal to v. Then v — m < 0. Thus if f € C, Definition
1, p. 82, implies that
D'f(t) = D™[_D-F(t)] (10.6)LAPLACE TRANSFORM OF THE FRACTIONAL DERIVATIVE — 123
(if it exists). If f © @, from part (a) of Theorem 3, p. 105, we know
that (10.6) always exists.
As we observed in Section IV-3, the fractional integral of a function
of class @ is again of class @, but the fractional derivative of a
function of class & need not be of class #. Thus if we desire D°f to
be of class # we must require that A — v > —1 [see (3.6) and (3.8)].
The Laplace transform of a function g(t) may exist even if g is not
of class @. For example,
g(t) = er!
is certainly not of class @, yet its Laplace transform G(s) exists,
G(s) = 125-295
(see [7, p. 299)).
Let us assume for the moment that the Laplace transform of f(t)
exists. Then, from (10.6),
A(D*f(1)) = ¥{D"[D--F(4)]}
= sn 2(D-94(9) = Es D- FLD]
=o
= sm[s--9F(s)] - Tee pem70)
mai
= s'F(s) — ¥ sk 'DE-™*F(0), (10.7)
ko
where m—1