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Abstract
The objective of this paper is to investigate a generalization of Hilfer derivatives of the S -
function defined and studied by Saxena and Daiya, in which Riemann-Liouville integrals are
replaced by more general Prabhakar integrals. We analyze and discuss its properties in terms
of Mittag-Leffler functions. Further, this research is useful and have some great applications of
these generalized Hilfer-Prabhakar derivatives in classical equations of mathematical physics,
like the heat and the free electron laser equations, and in difference-differential equations
governing the dynamics of generalized renewal stochastic processes.
1 Introduction
In the recent years fractional calculus has gained much interest mainly thanks to the in-
creasing presence of research works in the applied sciences considering models based on
fractional operators. Beside that, the mathematical study of fractional calculus has pro-
ceeded, leading to intersections with other mathematical fields such as probability and
the study of stochastic processes. Currently, in the literature, there are several different
definitions of fractional integrals and derivatives. Some of them such as the RiemannLiou-
ville integral, the Caputo and the RiemannLiouville derivatives are thoroughly studied
and actually used in applied models. Other less-known definitions such as the Hadamard
and Marchaud derivatives are mainly subject of mathematical investigation (the reader
interested in fractional calculus in general can consult one of the classical reference texts
such as [1, 2, 3]. In this paper we introduce a novel generalization of derivatives of both
RiemannLiouville and Caputo types and show the effect of using them in equations of
mathematical physics or related to probability. In order to do so, we start from the
definition of generalized fractional derivatives given by R. Hilfer [4]. The so-called Hil-
fer fractional derivative is in fact a very convenient way to generalize both definitions of
derivatives as it actually interpolates them by introducing only one more real parameter
[0, 1]. The further generalization that we are going to discuss in this paper is given by
replacing RiemannLiouville fractional integrals with Prabhakar integrals in the definition
of Hilfer derivatives. We recall that the Prabhakar integral [5] is obtained by modifying
the RiemannLiouville integral operator by extending its kernel with a three-parameter
Mittag Leffler function. This modified MittagLeffler function was used by J.D. Tamarkin
[6] in 1930 and later gained importance in treating problems of fractional relaxation and
oscillation, see e.g. [7]
Lemma 2.1.
λ (1 − µ + λ − k)
k µ,v
−1 Γk (λ) −1
D [(t − a) k ](x) = (x − a) k . (4)
kΓk (1 − µ + λ − k)
Lemma 2.2.
λ (1 − v)(1 − µ) + λ
(1−v)(1−µ) −1 Γk (λ) −1
Ik [(t − a) k ](x) = (x − a) k . (5)
Γk (1 − v)(1 − µ) + λ)
The S -function defined and studied by Saxena and Daiya [10] as follows:
2.4 S -function
(α, β, γ, τ ) ∞
(a1 )n (a2 )n ...(ap )n (γ)n,τ,k xn
(a1 , a2 , ..., ap ) X
S x = . (6)
(b1 , b2 , ..., bq ) (b1 )n (b2 )n ...(bq )n Γ(nα + β) n!
(p, q) n=0
Γ(τ + µ) 1, µ = 0, τ, µ ∈ C
(τ )µ = = .
Γ(τ ) τ (τ + 1)(τ + 2)...(τ + µ − 1)
3 Main Result
Proof. By using the definition of the generalized function of fractional calculus and the
fractional integral operator, we get
(α, β, γ, τ ) ∞
(a1 )n (a2 )n ...(ap )n (γ)n,τ,k xn
µ,ϑ (a1 , a2 , ..., ap ) µ,ϑ
X
Da,+ S x = D a,+ .
(b1 , b2 , ..., bq ) (b1 )n (b2 )n ...(bq )n Γ(nα + β) n!
(p, q)
n=0
(α, β, γ, τ ) ∞
(a1 )n (a2 )n ...(ap )n (γ)n,τ,k
µ,ϑ (a1 , a2 , ..., ap )
Dµ,ϑ {xn }.
X
⇒ Da,+ S x =
(b1 , b2 , ..., bq ) (b1 )n (b2 )n ...(bq )n Γ(nα + β) n! a,+
(p, q)
n=0
∞
X (a1 )n (a2 )n ...(ap )n (γ)n,τ,k Γ(n)
= x(1−µ+n) .
(b1 )n (b2 )n ...(bq )n Γ(nα + β) n! Γ(1 − µ + n)
n=0
(α, β, γ, τ )
(µ−1) (a1 , a2 , ..., ap )
= (x) S .
x
b1 , b2 , ..., bq , (1 − µ)
(p, q + 1)
(α,β,γ,τ ) (α,β,γ,τ )
(a1 , a2 , ..., ap ) (a1 , a2 , ..., ap )
µ,ϑ
⇒ Da,+ S x = (x)(µ−1) S x
.
(b1 , b2 , ..., bq ) b1 , b2 , ..., bq , (1 − µ)
(p,q) (p,q+1)
Proof. By using the definition of the generalized function of fractional calculus and the
fractional integral operator, we get
(α,β,γ,τ ) ∞
(a1 )n (a2 )n ...(ap )n (γ)n,τ,k xn
(a1 , a2 , ..., ap )
(1−µ)(1−ϑ) (1−µ)(1−ϑ)
X
Ia,+ S x = Ia,+ .
(b1 , b2 , ..., bq ) (b1 )n (b2 )n ...(bq )n Γ(nα + β) n!
(p,q) n=0
(α,β,γ,τ ) X ∞
(1−µ)(1−ϑ)
(a1 , a2 , ..., ap ) (a1 )n (a2 )n ...(ap )n (γ)n,τ,k (1−µ)(1−ϑ)
{xn }.
Ia,+ S x = Ia,+
(b1 , b2 , ..., bq ) (b1 )n (b2 )n ...(bq )n Γ(nα + β) n!
(p,q) n=0
∞
X (a1 )n (a2 )n ...(ap )n (γ)n,τ,k Γ(n)
= {x(1−µ)(1−ϑ)+n }.
(b1 )n (b2 )n ...(bq )n Γ(nα + β) n! Γ(1 − µ + 1 − ϑ + n)
n=0
(α,β,γ,τ ) (α,β,γ,τ )
(a1 , a2 , ..., ap ) (a1 , a2 , ..., ap )
(1−µ)(1−ϑ)
Ia,+ S x = (x)(µ−1) S x .
(b1 , b2 , ..., bq ) b1 , ..., bq , (1 − µ)(1 − ϑ)
(p,q) (p,q+1)
4 Applications
In the recent years more and more papers have been devoted to the mathematical analysis
of versions like the heat and the free electron laser equations, and in difference-differential
equations governing the dynamics of generalized renewal stochastic processes. Here we
study a generalization of the time-fractional heat equation involving Hilfer derivatives. We
present analytical results for the time-fractional heat equation involving both regularized
and non regularized Hilfer derivatives operator in order to highlight the main differences
between the two cases.
5 Conclusion
The Mittag-Leffler function and its generalization the S-function are of fundamental im-
portance in the fractional calculus. It has been shown that the solution of certain funda-
mental linear differential equations may be expressed in terms of these functions. These
functions serve as generalization of the exponential function in the solution of fractional
differential equation. Hence these functions play a central role in the fractional calculus.
This paper explores various intra relationships of the S -function with Hilfer derivatives
of the generalized fractional integration associated with Gauss-hypergeometric function ,
which will be useful in further analysis.
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