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Discrete Fractional Calculus: Definitions and Applications

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ISSN 2348-3881

INTERNATIONAL JOURNAL OF
PURE AND ENGINEERING
MATHEMATICS

(IJPEM)

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AS

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ASCENT
PUN
E, INDIA

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International J. of Pure & Engg. Mathematics (IJPEM)
ISSN 2348-3881, Vol. 2 No. I (April, 2014), pp. 93-102

DISCRETE FRACTIONAL CALCULUS : DEFINITIONS AND


APPLICATIONS

M. RENI SAGAYA RAJ1 AND A. GEORGE MARIA SELVAM2


1,2
Sacred Heart College, Tirupattur - 635 601, S. India
E-mail: 1 reni.sagaya@ gmail.com, 2 agmshc@gmail.co

Abstract
In this paper, we collect some basic definitions and important results developed in
the theory of Fractional Calculus and Discrete Fractional Calculus in recent years.
Numerical computations are performed by means of basic definitions and graphs are
provided for different fractional orders. Also some applications and development in
qualitative theory of Discrete Fractional Calculus are considered.

1. Introduction
Fractional calculus has emerged as one of the most important interdisciplinary subjects
in Mathematics, Physics, Biology and Engineering. Many mathematical problems in
science and engineering are represented by fractional differential equations. These kind
of equations are considered as an alternative model to non linear differential equations.
Fractional derivatives are widely used by researchers in modeling realistic systems. Frac-
tional calculus has gained its popularity and importance during the last three decades
due to its applications in numerous diverse fields of science and engineering. But the

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Key Words : Epidemiology, Difference equations, Stability.


2010 AMS Subject Classification : 26A33, 39A12.

c http: //www.ascent-journals.com

93
94 M. RENI SAGAYA RAJ & A. GEORGE MARIA SELVAM

concept of fractional calculus is as old as classical calculus. Fractional calculus, in-


volving derivatives and integrals of non-integer order, is the natural generalization of
the classical calculus which is a 300 years old mathematical discipline. Soon after the
publication of the studies on Differential Calculus, where he introduced the notation
dn y
dxn ; Leibniz received a letter from Bernoulli putting him a question about the meaning
of a non-integer derivative order. Also he received a similar enquiry from L’Hopital
1
in 1695: What if n = 2? Leibniz’s reply was prophetic: It will lead to a paradox, a
paradox from which one day useful consequences will be drawn, because there are no
useless paradoxes. It was the beginning of a discussion about the theme that involved
other mathematicians like Euler and Fourier. Euler suggested in 1730 a generalization
of the rule used for computing the derivative of the power function. He used it to
obtain derivatives of order 12 . Laplace proposed an integral formulation (1812), but it
was Lacroix who used for the first time the designation derivative of arbitrary order
(1819). Using the gamma function he could define the fractional derivative of the power
function and computed the half derivative of x. Riemann (1847), Grunwald (1867),
Letnikov (1868), Laurent (1884) and Weyl (1917) made significant contributions in this
field.

2. Gamma Function and Falling Factorial with Properties


In a letter to Christian Goldbach dated January 8, 1730, Euler gave the definition

Z1
Γ(x) = (− log t)x−1 dt,
0

which is equivalent to
Z∞
Γ(x) = tx−1 e−t dt, x > 0
0

Gamma function is defined for positive and negative real number (except for negative
integers and zero). Gamma function is a special transcendental function which satisfies
an important recurrence relation Γ(x + 1) = xΓ(x). For integer values, Γ(n + 1) = n!.
DISCRETE FRACTIONAL CALCULUS : DEFINITIONS AND... 95

The falling factorial is denoted by t(n) and it is defined by


n−1
Y Γ(t + 1)
t(n) = (t − k) =
Γ(t + 1 − n)
k=0

for any integer n ≥ 0 and the product is zero when t + 1 − k = 0 for some k. For
arbitrary α
Γ(t + 1)
t(α) = (1)
Γ(t + 1 − α)
d
The powers tn play a role relative to the operator D = dt which is similar to that played
by t(n) relative to the operator ∆. Some of the interesting results are presented, ([18,
15]).
n! 1
• n(k) = ! : n(n) = n! : x(−k) = :
(n − k) x(x + 1) · · · (x + k − 1)

• ∆t(r) = rt(r−1) : ∆k x(k) = k!.

3. Fractional Derivatives and Integrals


In this section, we present important definitions of fractional calculus which arise as
natural generalization of results from calculus.
Definition 1 : The Riemann - Liouville fractional Integral of order 0 ≤ α ≤ 1 is defined
as
Zt
1
α
J f (t) = (t − u)(α−1) f (u)du, t > 0
Γ(α)
0
96 M. RENI SAGAYA RAJ & A. GEORGE MARIA SELVAM

Definition 2 : The Riemann - Liouville fractional derivative is defined as


d 1−α
Dtα f (t) = J f (t)
dt
Definition 3 : The Caputo fractional derivative is defined as
d
Dtα f (t) = J 1−α f (t)
dt
dn n
When n is an integer, nth −order derivative of tn is t = n!.
dtn
When m and n are integers such that m > n, then n −order derivative of tn is
th

dn m
t = tm−n .
dtn
Using Euler’s Gamma Function, the above expression can be written as
dn m Γ(m + 1) m−n
t = t .
dtn Γ(m − n + 1)
The fractional derivative of tµ , µ ∈ R of order α ≥ 0 is
dα µ Γ(µ + 1) µ−α
α
t = Dtα tµ = t
dt Γ(µ − α + 1)
For some values of µ and α = 0.5, derivatives of xµ are presented. The derivative of a
x−α
constant is zero. But on the contrary, we see Dα (1) =
Γ(1 − α)
1 1
d2 1
1
 d2 1 1
• 1 t =Γ 1+
2
2 = Γ(1.5), 1 t= t5
dt 2 dt 2 Γ(1.5)
1 1
d 2 1 d 8 32
• (1) = √ 6= 0, 1 (t2 ) = √ t 2
1
dt 2 πt dt 2 3 π
In [17], the authors tabulated the values of the fractional order derivative of f (x) = xβ
for β = 2, 3 and x = 1, 2, 3, 4 in the range 0 ≤ α ≤ 1. The following observations are
made which are evident from Figure-2.

• The derivative values increase in the range 0 ≤ α ≤ 1 for x < β.

• The derivative values decrease in the range 0 ≤ α ≤ 1 for x > β.

1 1
• The derivative values increase in 0 ≤ α ≤ 2 and decrease in 2 < α ≤ 1. The
derivative values are equal at α = 0 and α = 1.
DISCRETE FRACTIONAL CALCULUS : DEFINITIONS AND... 97

We also present figure - 2 to show the nature of the derivatives in the range 0 ≤ α ≤ 2.

1 
Γ( 12 ) −1
1 1

If we take f (t) = t− 2 , then Dt2 t− 2 = Γ(0) t = 0, since Γ(0) = ∞. Hence a
particular function is effectively a constant with regard to a certain fractional deriva-
tive. We expect the derivative of a constant to be zero. If we take f (t) = C, then
1 1
Dt2 (C) = C ΓΓ(1) t− 2 = √C . Hence a constant is not constant with regard to fractional
( 21 ) πt
derivative.

4. Discrete Fractional Calculus


Numerical methods for solving fractional differential equations motivated the theoretical
development of Discrete Fractional Calculus. The theory of discrete fractional calculus
originates form the works of [1, 3] and the first definitions of non-integer order differ-
ence and sums were introduced. Atici and Eloe, see papers [5, 6, 7, 8, 10], presented
many important results and properties in the Theory of Discrete Fractional Calculus.
Difference and sum operators are two fundamental concepts of discrete calculus. The
operator ∆f (x) = f (x + 1) − f (x) is known as the forward difference operator. The
standard expression for the nth difference is [15, 18]
n  
n
X i n
∆ f (x) = (−1) f (x + n − i) (2)
i
i=0
 
n Γ(n + 1)
where = .
k Γ(n − k + 1) k!
Definition 4 : Miller and Ross defined fractional sum of order α > 0 of f as
t−ν
1 X
∆−ν f (t) = (t − σ(s))(ν−1) f (s) (3)
Γ(ν) s=a
98 M. RENI SAGAYA RAJ & A. GEORGE MARIA SELVAM

Here f is defined for s ≡ a(mod1) and ∆−ν f is defined for t = (a + ν) mod(1). Also
∆−ν maps functions defined on Na to functions defined on Na+ν where Na = {a, a +
1, a + 2, . . .}.
This definition is analogous to the Riemann-Liouville fractional Integral.
Example 1 : For any positive real number µ, the power rule was proved by Atici and
Eloe, [5].
Γ(µ + 1) (µ+α)
∆−α t(µ) = t
Γ(µ + α + 1)
1
We provide the αth sum of factorial polynomials when α = 2 as follows using (1).

Γ(n + 1) Γ(t + 1)
∆−α t(n) =
Γ n + 2 Γ t − n + 12
3
 

Figure - 3 is the graph of αth sum of factorial polynomials for 0 < α < 1.
Definition 5 :
t−1+ν
1 X
∆ν f (t) = ∆∆−(1−ν) f (t) = ∆ (t − σ(s))(−ν) f (s) (4)
Γ(1 − ν) s=a

where t ≡ ν(mod1) and 0 < ν < 1.


Definition 6 : Let µ > 0 and 0 ≤ m − 1 < µ < m, where m is a positive integer such
that m = dµe (d.e) ceiling of number. Take ν = m − ν. Then µth fractional Caputo like
difference is defined as
t−ν
1 X
∆µ∗ f (t) = ∆−ν (∆m f (t)) = (t − σ(s))(ν−1) ∆m f (s), ∀t ∈ Na+ν (5)
Γ(ν) s=a
DISCRETE FRACTIONAL CALCULUS : DEFINITIONS AND... 99

Here ∆m is the mth order forward difference operator given by (2)


Using the power rule and the linearity property of sum operator

C C
∆∆−(1−α) C = ∆ t(1−α) = t(−α) , 0 < α < 1
Γ(2 − α) Γ(1 − α)
for any constant C.

In Figure - 4, we present the graph of fractional order Difference of a constant with


α = 0, 0.25, 0.5, 0.75, 1. Thus ∆α C is not zero.
Caputo type fractional Taylors difference formula is given below and the proof can be
found in [8].
Theorem 7 : For µ > 0, µ non integer, m = dµe , ν = µ − m, it holds:
m−1 t−µ
X (t − a)(k) k 1 X
f (t) = ∆ f (a) + (t − s − 1)(µ−1) ∆µ∗ f (s), ∀t ∈ Na+m
k! Γ(µ) s=a+ν
k=0

where f is defined on Na with a ∈ N+ .

5. Qualitative Properties of Discrete Fractional Calculus and Applica-


tions
There has been little progress made in developing the theory of fractional difference
equations because the analysis of discrete fractional problems are much more compli-
cated than the analysis of their integer order counterparts. The papers [13, 14] inves-
tigate the oscillatory behavior of certain classes of fractional difference equations using
inequalities.
100 M. RENI SAGAYA RAJ & A. GEORGE MARIA SELVAM

5.1 Boundary Value Problems


A boundary value problem has conditions specified at the extremes (“boundaries”) of
the independent variable in the equation, [2, 9]. The existence of a unique solution to
the FBVP is proved by means of an appropriate Greens function. Fixed point theory on
cones is an important tool in the study of nonlinear FBVPs. The existence of positive
solutions of a BVP can be established by finding fixed points of an associated operator.
The construction of such operators often involves the derivation of the Green’s functions.
5.2 Tumor Growth
Cancer is a class of diseases characterized by uncontrollable cell growth. There are over
100 different types of cancer, and each is classified by the type of cell that is initially
affected. Cancer harms the body when damaged cells divide uncontrollably to form
lumps or masses of tissue called tumors. It is estimated that nine million people will
die of cancer in 2015. The Gompertz difference equation is given by [16]

G(t + 1) = a + b ln G(t)

where a is the growth rate and b is the exponential rate of growth deceleration. The
Gompertz fractional difference equation is

∆α G(t − α + 1) = (b − 1)y(t) + a.

The gompertzian analysis of alterations of tumor growth patterns are presented as


graphs, [16].
Control Theory
One of the fundamental problems in control theory is the stability analysis of the dy-
namic system. Due to the complexity in the fractional order system, there are very few
research dealing with the stability of Discrete Fractional Order Systems. The papers [4,
11] dealt with the problem of local controllability of non linear discrete time fractional
order systems. The paper [4] presents shifted fractional order difference, the linear
discrete fractional order system in state space representation and fractional difference
equation model of a dynamic system with examples. Three types of forward differences
are used in [11]; fractional Riemann - Liouville type difference, fractional Caputo type
difference and fractional Grundwald - Letnikov type difference. Linear approximation
technique is used to find the solution of the controllability problem.
DISCRETE FRACTIONAL CALCULUS : DEFINITIONS AND... 101

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