Soontharanon and Sitthiwirattham Advances in Difference Equations (2020) 2020:35

https://doi.org/10.1186/s13662-020-2512-7

RESEARCH Open Access

On fractional (p, q)-calculus

Jarunee Soontharanon1 and Thanin Sitthiwirattham2*
*
Correspondence:
thanin_sit@dusit.ac.th Abstract
2
Mathematics Department, Faculty
of Science and Technology, Suan In this paper, the new concepts of (p, q)-difference operators are introduced. The
Dusit University, Bangkok, Thailand properties of fractional (p, q)-calculus in the sense of a (p, q)-difference operator are
Full list of author information is introduced and developed.
available at the end of the article
MSC: 39A10; 39A13; 39A70
Keywords: Fractional (p, q)-integral; Fractional (p, q)-difference; (p, q)-calculus

1 Introduction
The q-difference operator was first studied by Jackson [1] and was considered by many
researchers (see more information in [2–5]. There are recent works related to q-calculus
as seen in [6–8]. The knowledge of q-calculus and difference equations can be applied
to physical problems such as molecular problems [9], elementary particle physics, and
chemical physics [10–13]. Then, the q-field theory was presented in 1995 [14]. In 1996, the
q-Coulomb problem and q-hydrogen atom were investigated by [15–18]. Moreover, Yang–
Mills theories and Yang–Mills equation were presented as seen in [19–21]. The theory of
quantum group was applied to vibration and rotation molecules with q-algebra and q-
Heisenberg algebra technique [22–24]. In 1988, Siegel [25] presented the string theory
involving q-calculus.
In the last three decades, applications of q-calculus have been studied and investi-
gated intensively. Inspired and motivated by these applications, many researchers have
developed the theory of quantum calculus based on two-parameter (p, q)-integer which
is used efficiently in many fields such as difference equations, Lie group, hypergeomet-
ric series, physical sciences, and so on. The (p, q)-calculus was first studied in quantum
algebras by Chakrabarti and Jagannathan [26]. For some results on the study of (p, q)-
calculus, we refer to [27–38]. For example, Sadjang [30] investigated the fundamental
theorem of (p, q)-calculus and some (p, q)-Taylor formulas; the boundary value prob-
lems for (p, q)-difference equations were initiated in [35, 36]; and we see the concept of
(p, q)-Beta and (p, q)-gamma functions in [37, 38]. We can see the applications of (p, q)-
calculus in [39–44]. For example, Mursaleen et al. [39–41] investigated some approxi-
mation results by using the (p, q)-analogue of Bernstein–Stancu operators, Bleimann–
Butzer–Hahn operators, and Lorentz polynomials on a compact disk. Convergence of
iterates of (p, q)-Bernstein operator and convergence of Lupaş (p, q)-Bernstein operator

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Soontharanon and Sitthiwirattham Advances in Difference Equations (2020) 2020:35 Page 2 of 18

are found in [42, 43]. Recently, Nasiruzzaman et al. [44] studied some Opial-type integral
inequalities via (p, q)-calculus.
The study of fractional calculus in discrete settings was initiated in [45–47]. Agarwal
[45] and Al-Salam [46] introduced fractional q-difference calculus, while Díaz and Osler
[47] studied fractional difference calculus. Recently, Brikshavana and Sitthiwirattham [48]
introduced fractional Hahn difference calculus. In addition, Patanarapeelert and Sitthi-
wirattham [49] discussed fractional symmetric Hahn difference calculus. Although many
interesting results related to discrete analogues of some topics of continuous fractional
calculus have been studied, the theory of discrete fractional calculus remains much less
developed than that of continuous fractional calculus.
In particular, the fractional (p, q)-difference equations have not been studied. The gap
mentioned above is the motivation for this research. The aim of this paper is to intro-
duce new concepts of (p, q)-integral, and some fundamental properties are studied in the
first part of this note. Then, we consider the fractional (p, q)-difference operators of the
Riemann–Liouville and Caputo types. A study of this fractional (p, q)-calculus is expected
to be of great importance in the development of the (p, q)-function theory, which plays an
important role in analysis and applications.

2 Preliminary definitions and properties

In this section, we provide basic definitions, notations, and lemmas that will be used in
this study. Letting 0 < q < p ≤ 1, we define
⎧ k k
⎨ p –q = pk–1 [k] q , k ∈ N,
[k]p,q := p–q p
⎩1, k = 0,
⎧
⎨[k] [k – 1] · · · [1] = k pi –qi
, k ∈ N,
p,q p,q p,q i=1 p–q
[k]p,q ! :=
⎩1, k = 0.

The (p, q)-forward jump operator and the (p, q)-backward jump operator are defined as
follows:
 k  k
q p
k
σp,q (t) := t and k
ρp,q (t) := t for k ∈ N, respectively.
p q

The q-analogue of the power function (a – b)nq with n ∈ N0 := {0, 1, 2, . . .} is given by


n–1

(a – b)0q := 1, (a – b)nq := a – bqi , a, b ∈ R.

i=0

n
The (p, q)-analogue of the power function (a – b)p,q with n ∈ N0 is given by


n–1

(a – b)0p,q := 1, (a – b)np,q := apk – bqk , a, b ∈ R.

k=0

If α ∈ R, we have a general form:

∞
 1 – ( ab )qi
(a – b)αq = aα , a = 0.
i=0
1 – ( ab )qα+i
Soontharanon and Sitthiwirattham Advances in Difference Equations (2020) 2020:35 Page 3 of 18

Since
 n–1  n–1   i 

n–1
 
q n n
(a – b)np,q = i
ap – bq = i
pi
a–b = p(2) (a – b) q ,
i=0 i=0 i=0
p p

n
Γ (n+1)
where k
= Γ (k+1)Γ (n–k+1)
, and

 n–1
  
n–1

b q i
(a – b)np,q = api – bqi = an pi 1 –
i=0 i=0
a p

n–1    ∞ pj [1 – b ( q )j ]
b q i j=n a p
=a n i
p 1– · ∞ b q j
i=0
a p j
j=n p [1 – a ( p ) ]
∞ i ∞ b q i 
b q i
i=0 p [1 – a ( p ) ]  1 1 – a(p)
n n
= a ∞ = a ,
i+n [1 – b ( q )i+n ] pn 1 – ab ( pq )i+n
i=0 p a p i=0

we obtain

∞ b q i 
α 1 1 – a(p)
= p( 2 ) (a – b) q = aα
α
(a – b)αp,q , a = 0.
p
i=0
pα 1 – ab ( pq )i+α

α α α
Note that aq = ap,q = aα and (0)q = (0)αp,q = 0 for α > 0.

k
Lemma 2.1 For α, β, γ , λ ∈ R and Ip,q T
:= { pqk+1 T : k ∈ N0 } ∪ {0},
α α
(a) (γβ – γ λ)p,q = γ α (β – λ)p,q ,
α+γ 1 α γ
(b) (β – γ )p,q = pαγ (β – γ )p,q (pα β – qα λ)p,q ,
α
(c) (t – s)p,q = 0, α ∈/ N0 , t ≥ s, and t, s ∈ Ip,q
T
.

Proof For α, β, γ , λ ∈ R and 0 < q < p ≤ 1, we have

∞ λ q i 
1 1 – β (p)
(γβ – γ λ)αp,q = (γβ) α
= γ α (β – λ)αp,q ,
i=0
pα 1 – βλ ( pq )i+α

and

∞ 1 – γ ( q )i 
α+γ α+γ 1 β p
(β – γ )p,q =β α+γ γ q i+α+γ
i=0
p 1 – β (p)
∞ 1 γ q i ∞ γ q i+α
i=0 pα+γ [1 – β ( p ) ] i=0 [1 – β ( p ) ]
=β α+γ
∞ γ q i+α+γ · ∞ γ q i+α
i=0 [1 – β ( p ) ] i=0 [1 – β ( p ) ]
α
∞ ∞
1 [1 – β ( p ) ] α
γ  1 [1 – pα β ( p ) ]
γ q i q γ q i
1
= αγ · β α · p β
pα [1 – γβ ( pq )i+α ]
α
p i=0 i=0
pγ [1 – qpα γβ ( pq )i+γ ]

1
γ
= αγ
(β – γ )αp,q pα β – qα λ p,q .
p

So, (a) and (b) hold.

Soontharanon and Sitthiwirattham Advances in Difference Equations (2020) 2020:35 Page 4 of 18

qm n
Letting t, s ∈ Ip,q
T
, there exist m, n ∈ N0 such that t = pm+1
T, s = pqn+1 T, where t ≥ s, m ≤ n,
and
 α
qm qn
(t – s)αp,q = T – T
pm+1 pn+1 p,q
 m α  ∞ 1 – ( q )i+m–n 
q 1 p
= T α 1 – ( q )i+m–n+α
= 0.
pm+1 i=0
p p

Hence, (c) holds. 

Lemma 2.2 For m, n ∈ N0 , α ∈ R, and 0 < q < p ≤ 1,

α
n
(a) (t – σp,q (t))αp,q = t α (1 – ( pq )n )p,q ,
α
m
(b) (σp,q n
(t) – σp,q (t))αp,q = ( pq )mα t α (1 – ( pq )n–m )p,q .

Proof For m, n ∈ N0 and α ∈ R, we have

∞ q n q i    n α
n

α 1 1 – (p) (p) q
t – σp,q (t) p,q
= tα α 1 – ( q )n ( q )i+α
= t α
1–
i=0
p p p
p p,q

and
∞ q n–m q i 
m n

α m
α  1 1 – (p) (p)
σp,q (t) – σp,q (t) p,q = σp,q (t)
i=0
pα 1 – ( pq )n–m ( pq )i+α
 mα   n–m α
q q
= tα 1 – .
p p p,q

So, (a) and (b) hold. 

The (p, q)-gamma and (p, q)-beta functions are defined by

⎧
⎪ x–1 q x–1
⎨ (p–q)p,q = (1– pq )p,q , x ∈ R \ {0, –1, –2, . . .},
x–1 (1– p )x–1
Γp,q (x) := (p–q)
⎪
⎩[x – 1] !,
p,q x ∈ N,
 1
y–1 1 Γp,q (x)Γq p, q(y)
Bp,q (x, y) := t x–1 (1 – qt)p,q dp,q t = p 2 (y–1)(2x+y–2) ,
0 Γp,q (x + y)

respectively.

Definition 2.1 For 0 < q < p ≤ 1 and f : [0, T] → R, we define the (p, q)-difference of f as

f (pt) – f (qt)
Dp,q f (t) := for t = 0,
(p – q)(t)

where Dp,q f (0) = f (0), provided that f is differentiable at 0. We say that f is (p, q)-
T
differentiable on Ip,q if Dp,q f (t) exists for all t ∈ Ip,q
T
.

T
Lemma 2.3 ([30]) Let f , g be (p, q)-differentiable on Ip,q . The properties of (p, q)-difference
operator are as follows:
Soontharanon and Sitthiwirattham Advances in Difference Equations (2020) 2020:35 Page 5 of 18

(a) Dp,q [f (t) + g(t)] = Dp,q f (t) + Dp,q g(t),

(b) Dp,q [αf (t)] = αDp,q f (t) for α ∈ R,
(c) Dp,q [f (t)g(t)] = f (pt)Dp,q g(t) + g(qt)Dp,q f (t) = g(pt)Dp,q f (t) + f (qt)Dp,q g(t),
f (t) g(qt)Dp,q f (t)–f (qt)Dp,q g(t) g(pt)Dp,q f (t)–f (pt)Dp,q g(t)
(d) Dp,q [ g(t) ]= g(pt)g(qt)
= g(pt)g(qt)
for g(pt)g(qt) = 0.

Lemma 2.4 Let t ∈ Ip,q T

, 0 < q < p ≤ 1, α ≥ 1, and a ∈ R. Then
α α–1
(a) Dp,q (t – a)p,q = [α]p,q (pt – a)p,q ,
α α–1
(b) Dp,q (a – t)p,q = –[α]p,q (a – qt)p,q .
p
f ( q t)–f (t)
Proof Since Dp,q f ( qt ) = (p–q) qt
, we have

 α
t
Dp,q –a
q p,q
 α 
1 p
= t–a – (t – a)αp,q
(p – q) qt q p,q
 α ∞ 1 – a ( q )i+1  ∞ 1 – a ( q )i 

1 p α  t p α  t p
= t p( 2 ) – t p( 2 )
α
(p – q) qt q i=0
1 – at ( pq )i+α+1
1 – at ( pq )i+α i=0
α  α ∞ [1 – a ( q )i+1 ] 1 – a ( q )α  ∞ a q i 
p( 2 ) p i=0 t p t p i=0 [1 – t ( p ) ]
= t  ∞ · – t α
 ∞
(p – q) qt q a q i+α+1
i=0 [1 – t ( p ) ] 1 – at ( pq )α a q i+α
i=0 [1 – t ( p ) ]

 α–1 ∞ [1 – a ( q )i+1 ]  [1 – a ( q )α ] – ( p t)α [1 – a ] 
( α
)+1 p i=0 t p t p q t
=p 2 t ∞ a q i+α
q i=0 [1 – (
t p
) ] p – q
 α–1 ∞ 1 – a ( q )i+1  
( α
)+1 p t p [α]p,q
=p 2 t
q i=0
1 – at ( pq )i+α pα
 α–1 ∞ 1 – qa ( q )i 
( α–1
) p pt p
= [α]p,q p 2 t qa q i+α–1
q i=0
1 – (
pt p
)

= [α]p,q (pt – a)α–1

p,q .

So, (a) holds. Proceeding similarly as above, we obtain

 α
t
Dp,q a– = –[α]p,q (a – t)α–1
p,q .
q p,q

Hence, (b) holds. 

Definition 2.2 Let I be any closed interval of R containing a, b, and 0. Assuming that
f : I → R is a given function, we define (p, q)-integral of f from a to b by
 b  b  a
f (t) dp,q t := f (t) dp,q t – f (t) dp,q t,
a 0 0

where
 x ∞
  k 
qk q
Ip,q f (x) = f (t) dp,q t = (p – q)x f x , x ∈ I,
0 pk+1 pk+1
k=0
Soontharanon and Sitthiwirattham Advances in Difference Equations (2020) 2020:35 Page 6 of 18

provided that the series converges at x = a and x = b. f is called (p, q)-integrable on [a, b].
We say that f is (p, q)-integrable on I if it is (p, q)-integrable on [a, b] for all a, b ∈ I.

Next, we define an operator Ip,q

N
as

Ip,q
0
f (x) = f (x) and Ip,q
N
f (x) = Ip,q Ip,q
N–1
f (x), N ∈ N.

The following are the properties of (p, q)-difference and (p, q)-integral operators:

Dp,q Ip,q f (x) = f (x) and Ip,q Dp,q f (x) = f (x) – f (0).

Lemma 2.5 ([30]) Let 0 < q < p ≤ 1, a, b ∈ Ip,q T T

, and f , g be (p, q)-integrable on Ip,q . Then the
following formulas hold:
a
(a) a f (t) dp,q t = 0,
b b
(b) a αf (t) dp,q t = α a f (t) dp,q t, α ∈ R,
b a
(c) a f (t) dp,q t = – b f (t) dp,q t,
b b c
(d) a f (t) dp,q t = c f (t) dp,q t + a f (t) dp,q t, c ∈ Ip,q
T
, a < c < b,
b b b
(e) a [f (t) + g(t)] dp,q t = a f (t) dp,q t + a g(t) dp,q t,
b b
(f ) a [f (pt)Dp,q g(t)] dp,q t = [f (t)g(t)]ba – a [g(qt)Dp,q f (t)] dp,q t.

We next introduce the fundamental theorem and Leibniz formula of (p, q)-calculus.

Lemma 2.6 ([30] Fundamental theorem of (p, q)-calculus) Let f : I → R be continuous at

0. Define
 x
F(x) := f (t) dp,q t, x ∈ I.
0

Then F is continuous at 0. Furthermore, Dp,q F(x) exists for every x ∈ I where

Dp,q F(x) = f (x).

Conversely,

 b
Dp,q f (t) dp,q t = f (b) – f (a) for all a, b ∈ I.
a

T
Lemma 2.7 (Leibniz formula of (p, q)-calculus) Let f : Ip,q × Ip,q
T
→ R. Then

 t   qt
Dp,q f (t, s) dp,q s = t Dp,q f (t, s) dp,q s + f (pt, t),
0 0

where t Dp,q is (p, q)-difference with respect to t.

Proof For t ∈ Ip,q

T
, we have

 t 
Dp,q f (t, s) dp,q s
0
Soontharanon and Sitthiwirattham Advances in Difference Equations (2020) 2020:35 Page 7 of 18

 pt  qt 
1
= f (pt, s) dp,q s – f (qt, s) dp,q s
(p – q)t 0 0
  qt  qt 
1
= f (pt, s) dp,q s – f (qt, s) dp,q s
(p – q)t 0 0
 pt  qt 
+ f (pt, s) dp,q s – f (pt, s) dp,q s
0 0
  ∞   k 
qt
1  qk q
= t Dp,q f (t, s) dp,q s + (p – q)pt k+1
f pt, t
0 (p – q)t p p
k=0

 ∞   k+1 
qk q
– (p – q)qt k+1
f pt, t
p p
k=0
 qt
= t Dp,q f (t, s) dp,q s + f (pt, t).
0

The proof is completed. 

The following lemmas are provided as tools for simplifying our calculations.

Lemma 2.8 Let α, β > 0, 0 < q < p ≤ 1. Then

 t
(t – qs)α–1 β
p,q s dp,q s = t
α+β
Bp,q (β + 1, α),
0
 t s
β–1 Bp,q (β + 1, α) α+β
(t – qs)α–1
p,q (s – qx)p,q dp,q x dp,q s = t .
0 0 [β]p,q

Proof From the definition of (p, q)-analogue of the power function, (p, q)-beta function,
and Definition 3.1, we obtain

 t ∞
   k+1 α–1  k β
qk q q
(t – qs)α–1
p,q s
β
dp,q s = (p – q)t t– t t
0 pk+1 p p,q pk+1
k=0
∞
  k β  
qk q qk α–1
= (p – q)t α+β
1 – q · k+1
pk+1 pk+1 p p,q
k=0
 1
= t α+β sβ (1 – qs)α–1
p,q dp,q s
0

= t α+β Bp,q (β + 1, α).

s β–1 β sβ
By Lemma 2.4(b), we have 0 (s – qx)p,q dp,q x = [– [β]1p,q (s – x)p,q ]sx=0 = [β]p,q
. Hence, we
find that
 t s  t  s 
β–1 β–1
(t – qs)α–1
p,q (s – qx)p,q dp,q x dp,q s = (t – qs)α–1
p,q (s – qx)p,q dp,q x dp,q s
0 0 0 0
 t
1
= (t – qs)α–1 β
p,q s dp,q s
[β]p,q 0
α+β
t
= Bp,q (β + 1, α).
[β]p,q
Soontharanon and Sitthiwirattham Advances in Difference Equations (2020) 2020:35 Page 8 of 18

The proof is completed. 

Lemma 2.9 Let 0 < q < p ≤ 1 and f : Ip,q

T
→ R be continuous at 0. Then

 x s  x  x
p
f (τ ) dp,q τ dp,q s = f (τ ) dp,q s dp,q τ .
0 0 0 pqτ

Proof Using the definitions of (p, q)-integral, we find that

 x s ∞
  qk x
qk pk+1
f (τ ) dp,q τ dp,q s = (p – q)x k+1
f (τ ) dp,q τ
0 0 p 0 k=0
∞ 
 ∞  k+h 
q2k+h q
= (p – q)2 x2 f x
p2k+h+3 pk+h+2
k=0 h=0
∞ 
 ∞  h 
qk+h q
2 2
= (p – q) x f x
pk+h+3 ph+2
k=0 h=k

∞ 
 h  h 
qk+h q
= (p – q)2 x2 k+h+3
f x
p ph+2
h=0 k=0
∞  h+1
   h 
p – qh+1 qh q
= (p – q)x2 f x
ph+1 ph+2 ph+2
h=0
∞  h  h  h 
x q x q q x
= (p – q) x – pq h+1 · f ·
p p p ph+1 ph+1 p
h=0
 x
p
= (x – pqτ )f (τ ) dp,q τ
0
 x  x  pqτ 
p
= dp,q s – dp,q s f (τ ) dp,q τ
0 0 0
 x  x
p
= f (τ ) dp,q s dp,q τ .
0 pqτ

The proof is completed. 

Next, we introduce the multiple (p, q)-integration as follows.

T
Theorem 2.1 For f : Ip,q → R and n ∈ N, the multiple (p, q)-integration is given by

 x τ1  τn–1
Ip,q
n
f (x) = ··· f (τn ) dp,q τn · · · dp,q τ2 dp,q τ1
0 0 0
 x  
1 τ
= n (x – qτ )n–1
p,q f dp,q τ . (2.1)
p(2) [n – 1]p,q ! 0 pn–1

Proof We prove by using mathematical induction.

x
If n = 1, then Ip,q f (x) = 0 f (τ ) dp,q τ .
Soontharanon and Sitthiwirattham Advances in Difference Equations (2020) 2020:35 Page 9 of 18

If n = 2, by Lemma 2.9 we have

 x s  x  x
p
Ip,q
2
f (x) = f (τ ) dp,q τ dp,q s = f (τ ) dp,q s dp,q τ
0 0 0 pqτ
 x  
1 τ
= (x – qτ )f dp,q τ
p 0 p
 x  
1 τ
= 2 (x – τ )1p,q f dp,q τ .
( )
p [1]p,q !
2 0 p

Next, we suppose that Theorem 2.1 holds for n = k. For the case n = k + 1, we have

Ip,q
k+1
f (x)
 x   
1 k–1 τ
= Ip,q k
(x – qτ )p,q f dp,q τ
p(2) [k – 1]p,q ! 0 pk–1
 x s  
1 k–1 τ
= k
(s – qτ )p,q f dp,q τ dp,q s
p(2) [k – 1]p,q ! 0 0 pk–1
∞ 
 ∞  m   m+n 
(p – q)2 x2 q2m+n q qm+n+1 k–1 q
= k x – m+n+2 x f x
p(2) [k – 1]p,q ! m=0 n=0
p2m+n+3 pm+1 p p,q pm+n+k+1

∞ n  m k–1   n–m+1 k–1  n 

(p – q)2 x2   qm+n q q q
= k m+n+3 pm+1
x 1– f n+k+1
x
( )
p 2 [k – 1]p,q ! n=0 m=0 p p p,q p
∞
(p – q)xk+1  qn
= k+1 n+1
p( 2 ) [k]p,q ! n=0 p
   n–m+1 k–1   n 
 n
qmk q q
× (p – q)[k]p,q mk+1
1– f n+k+1
x . (2.2)
m=0
p p p,q p

On the other hand, we have

 x  
1 k τ
Ip,q
k+1
f (x) = k+1
(x – qτ )p,q f dp,q τ
( )
p 2 [k]p,q ! 0 pk
∞   n+1 k  n 
(p – q)xk+1  qn q q
= k+1 n+1
1– f n+k+1
x . (2.3)
p( 2 ) [k]p,q ! n=0 p p p,q p

To show that (2.2) is equal to (2.3), we consider

 n   n–m+1 k–1
qmk q
(p – q)[k]p,q mk+1
1–
m=0
p p p,q
 k–2    k–2  3 
k
1 i i q
n+1
q(n–2)k  i i q
= p –q k
p –q + · · · + (n–2)k+1 p –q
p i=0 p p i=0
p
k–2  2  k–2   
q(n–1)k  i q qnk  i q
+ (n–1)k+1 p – qi + nk+1 p – qi
p i=0
p p i=0
p
Soontharanon and Sitthiwirattham Advances in Difference Equations (2020) 2020:35 Page 10 of 18

 k–2  k–2 

1 pi+n+1 – qi+n+1 q(n–2)k  pi+3 – qi+3
= p –q k k
+ · · · + (n–2)k+1
p i=0 pn+1 p i=0
p3
k–3 
q(n–1)k pk+1 – qk+1  pi+2 – qi+2
+ (n–1)k+1 ·
p p3 i=0
p2
 k–2  k–2 
k
1 pi+n+1 – qi+n+1 q(n–3)k  pi+4 – qi+4
= p –q k
+ · · · + (n–3)k+1
p i=0 pn+1 p i=0
p4
  k+2  k–4 
q(n–2)k pk+1 – qk+1 p – qk+2  pi+3 – qi+3
+ (n–2)k+1
p p3 p5 i=0
p3

..
.
 k–2  k  k+1  k+2 

1 pi+n+1 – qi+n+1 q p – qk+1 p – qk+2
= p –q k k
+ ···
p i=0 pn+1 pk+1 p3 p5
 k+n–1  k–n–1 
p – qk+n–1  pi+n – qi+n 
×
p2(n–1)+1 i=0
pn
  k+n–2   k+1 
pk – qk pk+n–1 – qk+n–1 p – qk+n–2 p – qk+1
= · · ·
p pn+1 pn+1 pn+1
 k+n  k–n–2 
p – qk+n  pi+n+1 – qi+n+1
×
p2n+1 i=0
pn+1
1 

= pk+n – qk+n · · · pk+1 – qk+1 pk – qk pk–1 – qk–1 · · · pn+2 – qn+2

p(n+1)k


× pn+1 – qn+1
k–1 i+n+1
  k–1
  n+1 
p – qi+n+1 q
= = pi – qi
i=0
pn+1 i=0
p
 n+1 k
q
= 1– .
p p,q

We see that (2.1) holds when n = k + 1. 

3 Fractional (p, q)-integral

In this section, we introduce fractional (p, q)-integral.

Definition 3.1 For α > 0, 0 < q < p ≤ 1, and f defined on Ip,q

T
, the fractional (p, q)-integral
is defined by
 t  
1 s
Ip,q
α
f (t) := α (t – qs)α–1
dp,q s p,q f
p( 2 ) Γp,q (α) 0 pα–1
∞   k+1 α–1  k 
(p – q)t  qk q q
= α t– t f t ,
( )
p 2 Γp,q (α) pk+1 p p,q pk+α
k=0

and (Ip,q
0
f )(t) = f (t).
Soontharanon and Sitthiwirattham Advances in Difference Equations (2020) 2020:35 Page 11 of 18

By Lemma 2.2(a), we have

∞   k+1 α–1  k 
(p – q)t α  qk q q
Ip,q
α
f (t) = α 1– f t . (3.1)
( )
p 2 Γp,q (α) pk+1 p p,q pk+α
k=0

Next, we introduce the properties of fractional (p, q)-integral.

T
Theorem 3.1 For f : Ip,q → R, α > 0, 0 < q < p ≤ 1,

  f (0)
Ip,q
α
f (t) = Ip,q
α+1
Dp,q f (t) + α tα .
p( ) Γp,q (α + 1)
2

Proof Using Lemma 2.4(b) and Lemma 2.5(f ), we obtain

 t  
1 s
Ip,q
α
f (t) = – α Dp,q (t – s)αp,q f
dp,q s
p( 2 ) Γp,q (α)[α]p,q 0 pα–1
 t   
1 α 1 α s
= α f (0)t + α (t – qs)p,q Dq,ω f dp,q s
p( 2 ) Γp,q (α + 1) p 0 pα
  f (0)
= Ip,q
α+1
Dp,q f (t) + α tα .
( )
p 2 Γp,q (α + 1)

The proof is completed. 

T
Theorem 3.2 For f : Ip,q → R,α, β > 0, 0 < q < p ≤ 1, and a ∈ Ip,q
T
,
 a
β–1
(t – qs)p,q Ip,q
α
f (ps) dp,q s = 0.
0

Proof For n ∈ N0 ,
 n (a)  
n
1 σp,q
α–1 s
Ip,q
α
f σp,q (a) = α
n
σp,q (a) – qs p,q
f dp,q s
p( 2 ) Γp,q (α) 0 pα–1
∞  k+n 
n
(p – q)σp,q (a)  qk n n+k+1

α–1 q
= α σp,q (a) – σp,q (a) p,q f a .
( )
p 2 Γp,q (α) pk+1 pk+n+α
k=0

n n+k+1 α–1
By using Lemma 2.1(c), it implies that (σp,q (a) – σp,q (a))p,q = 0. Thus,

Ip,q
α
f σp,q (a) = 0. (3.2)

Finally, by Definition 3.1, we find that

 a
β–1
(t – qs)p,q Ip,q
α
f (ps) dp,q s
0
∞
   k+1 β–1
qk q  α k

= (p – q)a t– a Ip,q f σp,q (a) = 0.
pk+1 p p,q
k=0

The proof is completed. 

Soontharanon and Sitthiwirattham Advances in Difference Equations (2020) 2020:35 Page 12 of 18

Lemma 3.1 ([50]) For μ, α, β ∈ R+ ,

∞
 α–1 β–1 α+β–1
(1 – μq1–k )q (1 – μq1+k )q (1 – μq)q
qαk β–1
= α+β–1
.
k=0 (1 – q)α–1
q (1 – q)q (1 – q)q

T
Theorem 3.3 For f : Ip,q → R,α, β > 0, and 0 < q < p ≤ 1,

 β   α 
Ip,q
α
Ip,q f (t) = Ip,q
β
Ip,q f (t) = Ip,q
α+β
f (t).

Proof For t ∈ Ip,q

T
,

Iq,ω
α
Iq,ω
β
f (t)
 t x  β–1  
1 pα–1 x s
= α β
(t – qx)α–1
p,q – qs f dp,q s dp,q x
p( 2 )+( 2 ) Γp,q (α)Γp,q (β) 0 0 pα–1 p,q pβ–1

∞  ∞  k+h+kβ   k+1 α–1   h+1 β–1

(p – q)2 t α+β q q q
= α+β 1– 1–
p( 2 ) Γp,q (α)Γp,q (β) k=0 h=0
+2 p p p,q p p,q
 k+h 
q
×f
pk+h+α+β
∞
 h  kβ   k+1 α–1
(p – q)t α+β  qh (p – q)  q q
= α+β h+1
1 –
p( 2 ) h=0 p pΓp,q (α)Γp,q (β) p p p,q
k=0
  h–k+1 β–1  h  
q q
× 1– f h+α+β
t .
p p,q p

α+β–1 q α+β–1
(p–q)p,q (1– p )p,q
Since Γp,q (α + β) = (p–q)α+β–1
= q
(1– p )α+β–1
and by Lemma 3.1, we obtain

h  kβ 
  k+1 α–1   h–k+1 β–1
q q q
1– 1–
p p p,q p p,q
k=0
∞  kβ 
  k+1 α–1   h–k+1 β–1
α–1 α–1 q q q
= p( 2 )+( 2 ) 1– 1–
p p q p q
k=0 p p

α+β–1
(1 – pq )α+β–1 (1 – ( pq )h+1 )p,q
= Γp,q (α)Γp,q (β) · ·
(1 – pq ) α+β–1
(1 – pq )p,q
q h+1 α+β–1
pΓp,q (α)Γp,q (β) (1 – ( p ) )p,q
= · .
p–q Γp,q (α + β)

Hence,

∞   h+1 α+β–1  h 
(p – q)t α+β qh q q
Iq,ω
α
Iq,ω
β
f (t) = α+β h+1
1– f h+α+β
t
p( 2 ) Γp,q (α + β) h=0 p p p,q p

∞   h+1 α+β–1  h 
(p – q)t qh q q
= α+β h+1
t– t f h+α+β
t
( )
p 2 Γp,q (α + β) h=0 p p p,q p
Soontharanon and Sitthiwirattham Advances in Difference Equations (2020) 2020:35 Page 13 of 18

 t  
1 α+β–1 x
= α+β
(t – qx)p,q f dp,q x
p( 2 ) Γp,q (α + β) 0 pα+β–1

= Ip,q
α+β
f (t).

β α+β
Similarly, we find that Ip,q Ip,q
α
f (t) = Ip,q f (t). 

4 Fractional (p, q)-difference operator of Riemann–Liouville type

Next, we present the fractional (p, q)-difference operator of Riemann–Liouville.

Definition 4.1 For α > 0, 0 < q < p ≤ 1, and f defined on Ip,q T

, the fractional (p, q)-
difference operator of Riemann–Liouville type of order α is defined by

p,q Ip,q f (t),

Dαp,q f (t) := DN N–α

and D0p,q f (t) = f (t), where N – 1 < α < N, N ∈ N.

In the following theorem, we introduce the properties of fractional (p, q)-difference op-
erator of Riemann–Liouville type.

Theorem 4.1 For α > 0, 0 < q < p ≤ 1, and f : Ip,q

T
→ R,

Dαp,q Ip,q
α
f (t) = f (t).

Proof For some N – 1 < α < N, N ∈ N,

Dαp,q Ip,q
α
p,q Ip,q Ip,q f (t) = Dp,q Ip,q f (t) = f (t).
f (t) = DN N–α α N N

The proof is completed. 

Theorem 4.2 For α ∈ (0, 1), 0 < q < p ≤ 1, and f : Ip,q

T
→ R,

Ip,q
α
Dαp,q f (t) = f (t) + Ct α–1 , C ∈ R.

Proof Let C(t) = Ip,q

α
Dαp,q f (t) – f (t). Taking Dαp,q to the both sides of the above expression
and using Theorem 4.1, we have

Dαp,q C(t) = Dαp,q Ip,q

α
Dαp,q f (t) – Dαp,q f (t) = Dαp,q f (t) – Dαp,q f (t) = 0.

On the other hand,

 ∞
   k+1 –α  k α–1
t α
α–1 qk q q
(t – qs)–α
p,q p s dp,q s = (p – q)t t– t t
0 pk+1 p p,q pk+1–α
k=0
∞
   k+1 
qkα q
= (p – q) 1– .
p(k+1)α–α(α–1) p
k=0
Soontharanon and Sitthiwirattham Advances in Difference Equations (2020) 2020:35 Page 14 of 18

Using the above form, according to Definitions 3.1 and 4.1, we have

Dαp,q t α–1 = Dp,q Ip,q

1–α α–1
t
 t 
1

–α α α–1
= Dp,q 1–α (t – qs) p,q p s dp,q s
p( 2 ) Γp,q (1 – α) 0
 ∞   k+1 
 qkα q
= Dp,q (p – q) 1–
p(k+1)α–α(α–1) p
k=0

= 0.

Hence, C(t) = Ct α–1 . 

Theorem 4.3 Letting α ∈ (N – 1, N), N ∈ N, 0 < q < p ≤ 1, and f : Ip,q

T
→ R, we get

Ip,q
α
Dαp,q f (t) = f (t) + C1 t α–1 + C2 t α–2 + · · · + CN t α–N

for some Ci ∈ R, i = 1, 2, . . . , N .

Proof Using Theorems 3.1 and 4.2, we obtain

Ip,q
α
Dαp,q f (t) = Ip,q
α
p,q Ip,q f (t)
DN N–α

t α–1
= Ip,q Dp,q Ip,q f (t) –
α–1 N–1 N–α
α–1 p,q Ip,q f (0)
DN–1 N–α
p( ) Γp,q (α)
2

t α–2
= Ip,q Dp,q Ip,q f (t) –
α–2 N–2 N–α
α–2 p,q Ip,q f (0)
DN–2 N–α
p( 2 ) Γp,q (α – 1)

t α–1
p,q Ip,q f (0)
DN–1 N–α
– α–1
p( ) Γp,q (α)
2

..
.
t α–N+1
= Ip,q
α–N+1 α–N+1
Dp,q f (t) – α–N+1
Dp,q Ip,q
N–α
f (0)
p( 2 ) Γp,q (α – N + 2)
t α–2
– ··· – p,q Ip,q f (0)
DN–2 N–α
α–2
p( 2) Γp,q (α – 1)

t α–1
p,q Ip,q f (0).
DN–1 N–α
– α–1
p( )
2 Γp,q (α)

Using Theorem 4.2, we obtain

Ip,q
α
Dαp,q f (t) = f (t) + C1 t α–1 + C2 t α–2 + · · · + CN t α–N .

The proof is completed. 

Soontharanon and Sitthiwirattham Advances in Difference Equations (2020) 2020:35 Page 15 of 18

Corollary 4.1 Let α ∈ (N – 1, N), N ∈ N, 0 < q < p ≤ 1, and f : Ip,q

T
→ R,


N–1
t α–N+k  α–N+k 
Ip,q
α
Dαp,q f (t) = f (t) – α–N+k
Dp,q f (0) .
k=0 p( 2 ) Γp,q (α – N + k + 1)

5 Fractional (p, q)-difference operator of Caputo type

Now, we introduce fractional (p, q)-difference operator of Caputo type.

Definition 5.1 For α > 0, 0 < q < p ≤ 1, and f defined on Ip,q

T
, the fractional (p, q)-
difference operator of Caputo type of order α is defined by

C
Dαp,q f (t) := Ip,q
N–α N
Dp,q f (t)
 t  
1 s
= N–α
(t – qs)N–α–1
p,q DN
p,q f dq,ω s,
p( 2 ) Γp,q (N – α) 0 pN–α–1

and C D0p,q f (t) = f (t), where N – 1 < α < N, N ∈ N.

Theorem 5.1 Letting α ∈ (N – 1, N), N ∈ N, 0 < q < p ≤ 1, and f : Ip,q

T
→ R leads to

∞
   k+1 N–α–1  
C (p – q)t N–α qk q N qk
Dαp,q f (t) = N–α
1 – D p,q f t .
p( 2 ) Γp,q (N – α) pk+1 p p,q pk+N–α
k=0

Proof For t ∈ Iq,ω

T
, by Definition 5.1, we have

 t  
C 1 s
Dαq,ω f (t) = N–α
(t – qs)N–α–1
p,q DN
p,q f dq,ω s
p( 2 ) Γp,q (N – α) 0 pN–α–1
∞
   k+1 N–α–1  
(p – q)t qk q N qk
= N–α
t – t D p,q f t
p( 2 ) Γp,q (N – α) pk+1 p p,q pk+N–α
k=0
∞
   k+1 N–α–1  
(p – q)t N–α qk q N qk
= N–α 1– Dp,q f t .
p( 2 ) Γp,q (N – α) pk+1 p p,q pk+N–α 
k=0

The following theorem presents the properties of fractional Hahn difference operator
of Caputo type.

Theorem 5.2 Let α ∈ (N – 1, N), N ∈ N, 0 < q < p ≤ 1, and f : Ip,q

T
→ R. Then

C
Dαp,q Ip,q
α
f (t) = f (t).

Proof For some N – 1 < α < N, N ∈ N, by Definition 5.1 and Theorem 4.3, we have

C
Dαp,q Ip,q
α
f (t) = Ip,q Dp,q Ip,q
N–α N α
f (t) = Ip,q
N–α N–α
Dp,q f (t)


N–1
t k–α  
= f (t) – k–α
Dkp,q Ip,q
α
f (0) .
k=0 p( 2 ) Γp,q (k – α + 1)
Soontharanon and Sitthiwirattham Advances in Difference Equations (2020) 2020:35 Page 16 of 18

From (3.2), we have


N–1
t k–α  
k–α
Dkp,q Ip,q
α
f (0) = 0.
k=0 p( 2 ) Γp,q (k – α + 1)

It implies that

C
Dαp,q Ip,q
α
f (t) = f (t).

The proof is completed. 

Theorem 5.3 Let α ∈ (N – 1, N), N ∈ N, 0 < q < p ≤ 1, and f : Ip,q

T
→ R. Then


N–1
tk  
Ip,q
α C α
Dp,q f (t) = f (t) – k
Dkp,q f (0) .
k=0 p( ) [k]p,q !
2

Proof From Definition 5.1, Theorem 4.3, and Corollary 4.1, we have

Iq,ω Dq,ω f (t) = Iq,ω

α C α α
Iq,ω Dq,ω f (t) = Iq,ω
N–α N N
DN
q,ω f (t)


N–1
tk  
= f (t) – k
Dkp,q f (0)
k=0 p( ) Γp,q (k + 1)
2


N–1
tk  k 
= f (t) – k
Dp,q f (0) .
k=0 p( ) [k]p,q !
2

The proof is completed. 

Corollary 5.1 Let α ∈ (N – 1, N), N ∈ N, 0 < q < p ≤ 1, and f : Ip,q

T
→ R. Then

Ip,q Dp,q f (t) = f (t) + C1 t N–1 + C2 t N–2 + · · · + CN

α C α

for some Ci ∈ R, i = 1, 2, . . . , N .

6 Conclusions
In this paper, we introduced fractional (p, q)-integral, Riemann–Liouville, and Caputo
fractional (p, q)-difference operators. Many properties of these fractional (p, q)-operators
were proved. This work would be a starting point of many other works. For example, in
the future we may define the Laplace transform for fractional (p, q)-calculus, find the frac-
tional (p, q)-convolution product, and compute its fractional (p, q)-Laplace transform. In
addition, we could solve many fractional (p, q)-difference equations by using this trans-
form.

Funding
This research was funded by King Mongkut’s University of Technology North Bangkok. Contract
no. KMUTNB-61-KNOW-026.

Availability of data and materials

Not applicable.
Soontharanon and Sitthiwirattham Advances in Difference Equations (2020) 2020:35 Page 17 of 18

Ethics approval and consent to participate

Not applicable.

Competing interests
The authors declare that they have no competing interests.

Consent for publication

Not applicable.

Authors’ contributions
The authors declare that they carried out all the work in this manuscript and read and approved the final manuscript.

Author details
1
Department of Mathematics, Faculty of Applied Science, King Mongkut’s University of Technology North Bangkok,
Bangkok, Thailand. 2 Mathematics Department, Faculty of Science and Technology, Suan Dusit University, Bangkok,
Thailand.

Publisher’s Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Received: 6 November 2019 Accepted: 12 January 2020

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