2017

MAS
International Conference on Mathematical Modelling in Applied Sciences ICM www.alpha-publishing.net
ICMMAS’2017, July 24-28, 2017. SPbPU-St. Petersburg-Russia

Fractional Taylor expansions for some classes of functions

Dimiter Prodanov 1
1
Department of Environment, Health and Safety, Imec, Leuven, Belgium
dimiterpp@gmail.com; dimiter.prodanov@imec.be

Abstract: Fractional velocity is defined as the limit of the fractional difference quotient if it ex-
ists. This contribution demonstrates the use of fractional velocity to develop fractional Taylor
expansions. Explicit formulas for the coefficients are presented for three classes of functions.
Keywords: Hölder functions; analytic functions; power series expansions
MSC 2010: 26A27; 26A16; 4104

1 Introduction

Cherbit[3] introduced the notion of β fractional velocity as the limit of the fractional difference quo-
tient. His main application was the study of fractal phenomena and physical processes for which the
instantaneous velocity was not well defined. Additional results can be found in [1, 2, 5]. The paper
is concerned with identification of fractional Taylor expansions of continuous functions. Specifically,
one can define a class of functions for which such expansions are well defined:

Definition 1 Consider the countable set A = {α1 < α2 < . . .} of positive constants α. Then F-analytic is
a function which is defined by the convergent fractional power series [4]:
c i (x − b)αi
X
F (x) := c 0 +
αi ∈A

for some sets of constants {c i } and b.

This definition is a direct generalization of the concept of Hölder function of order α1 . Members of
the expansion can be identified by means of a local limiting process:

Definition 2 (Fractional velocity) Define the fractional velocity of order α ≤ 1 as the limit
β f (x ± ²) − f (x)
υ± f (x) := ± lim (1)
²→0 ²α
A function for which at least one of υα
± f (x) exists finitely will be called α-differentiable at the point x.
Equality of forward and backward α-velocities for non integral orders is not required!

Some of the most peculiar properties of β-velocity are that for fractional orders it is discontinuous
and non-vanishing only at points where the usual derivative is unbounded [1, 5]. It can be further
claimed that :

Theorem 1 (Fractional Taylor-Lagrange Property) Let f (x) ∈ C 0 in the interval x ∈ [x, x + ²]. Then
β
the existence of υ± f (x) at x for β ≤ 1 implies that
β
³ ´ ³ ´
f (x ± ²) = f (x) ± υ± f (x) ²β + O ²β , lim O ²β /²β = 0
²→0
β
Conversely, if the above equation is valid then υ± f (x) exists finitely.
2 D. Prodanov

2 Main Results

The fractional velocity can be used as an auxiliary object in combination with integer-order deriva-
tives in order to compute fractional Taylor series expansions.

Proposition 2 For an F-analytic function which is a composition of the form f (x α ), which is of the
n
form f (x ± ²) = f (x) + c k ²αk + O (²n α ) coefficients are computed as
P
k=1

(±1)k k
1−α ∂
µ ¶
◦ ² f (x ± ²)
Y
ck = lim (2)
k! αk ²→0 ∂²

n
Proposition 3 For an F-analytic function, which is of the form f (x ± ²) = f (x) + c k ²α+k + O ²n+α
P ¡ ¢
k=0
coefficients are computed as

(±)k ∂k 1−α ∂
µ ¶
ck = lim ◦ ² f (x ± ²) (3)
k! (k + α) ²→0 ∂²k ∂²

For a composition of a differentiable function and a H 1/q function (q– natural number) the following
special case holds:

Proposition 4 Let f (x, w) ∈ Cq be composition with w(x), a Hölder function H 1/q at x, then

d± ∂f d± ∂f (±1)q q ± ∂q f
f (x, w) = + w(x) · + [w ] · (4)
dx ∂x d x ∂w q! ∂w q
where ³ ´q
1/q
[w q ]± = υ± f (x)
is the fractal q-adic (co-)variation of the function and
1/q
d± ±( f (x ± ²) − f (x)) − υ± f (x)
f (x) = lim
dx ²→0 ²
is the regularized derivative.

For q = 2 one gets an analogue of the Itô formula. Presented expansions can be used in numerical
schemes.

References

[1] F. Ben Adda and J. Cresson. About non-differentiable functions. J. Math. Anal. Appl., 263:721 –
737, 2001.

[2] F. Ben Adda and J. Cresson. Corrigendum to "About non-differentiable functions" [J. Math. Anal.
Appl. 263 (2001) 721 – 737]. J. Math. Anal. Appl., 408(1):409 – 413, 2013.

[3] G. Cherbit. Fractals, Non-integral dimensions and applications, chapter Local dimension, mo-
mentum and trajectories, pages 231– 238. John Wiley & Sons, Paris, 1991.

[4] K.B. Oldham and J.S. Spanier. The Fractional Calculus: Theory and Applications of Differentiation
and Integration to Arbitrary Order. Academic Press, New York, 1974.

[5] D. Prodanov. Some applications of fractional velocities. Fract. Calc. Appl. Anal., 19(1):173 – 187,
2016.

© SPbPU-St. Petersburg, ICMMAS’2017