Fractional Taylor expansions for some classes of functions

Dimiter Prodanov
IMEC
ICMMAS 2017, Saint Petersburg, July 24 – 28, 2017
Motivation Fractional velocity Fractional Taylor properties Regularization and Series Expansions

Motivation

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Motivation Fractional velocity Fractional Taylor properties Regularization and Series Expansions

D ERIVATIVE AS A LINEAR APPROXIMATION OF CHANGE

f (x)

 Taylor-Lagrange property
0
dy = f (x) dx √
f (x + ∆x) = f (x) + f 0 (x)∆x + O ∆x2


◦ f (x) = x

y−1
= ∆f  Singular points in the derivative of a
◦ x−1 ∆x
function where the property fails
f 0 (x) = 1
√
Df := {x : f 0 (x)  C }
2 x
◦ x

Linearity fails

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W E CAN MAKE THE SET OF DISCONTINUITIES Df DENSE !

The De Rham’s function Ra (x), a < 1

defined by the functional equation

 0, x=0

 1
 aRa (2x), 0≤x<

Ra (x) := 2
1

 (1 − a)Ra (2x − 1) + a, ≤x≤1

 2
1, x=1


 Monotone increasing
a
 Hölder of maximal order β = log 1/2
 Singular
Ra0 (x) = 0 for x ∈
/ Q2 , dyadic rationals
√ and diverges otherwise: DRa = Q2 .
here plotted for r0 (x) = x.
Motivation Fractional velocity Fractional Taylor properties Regularization and Series Expansions

Q UESTIONS

 I S IT POSSIBLE TO COMPUTE A NON - LINEAR APPROXIMATION OF CHANGE ?

Specifically I focus on power law dependence:

f (x + ∆x) = f (x) + f 0 (x)∆xβ + Rx,∆x

 W HAT ARE THE APPLICATIONS OF SUCH A METHOD ?

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Motivation Fractional velocity Fractional Taylor properties Regularization and Series Expansions

L OCALIZATION OF FRACTIONAL DERIVATIVES

 Kolwankar and Gangal (1997)

x
dβ f (t) − f (a)
Z
1 d
f (x) = lim β
dt
dxβ Γ(1 − β) x→a dx a (x − t)

They provide a fractional Taylor expansion formula with an integral reminder.

 I will give a different perspective based on

I Cherebit (1991) fractional velocity

X(t + s) − X(t)
X (α) (t) := lim , α ∈ (0, 1]
s→0 sα
 Under certain conditions the approaches of Cherebit and Kolwankar – Gangal are
equivalent [1].

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Motivation Fractional velocity Fractional Taylor properties Regularization and Series Expansions

Fractional velocity

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Motivation Fractional velocity Fractional Taylor properties Regularization and Series Expansions

F RACTIONAL VARIATION AND VELOCITY

Definition
 (Forward, Backward) fractional variation operators of order 0 < β ≤ 1

β f (x + ) − f (x) β f (x) − f (x − )
υ+ [f ] (x) := , υ− [f ] (x) :=
β β
for  > 0 and 0 < β ≤ 1.
 (Forward, Backward) fractional velocities of order β
β β
υ± f (x) := lim υ± [f ] (x) (1)
→0

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Motivation Fractional velocity Fractional Taylor properties Regularization and Series Expansions

F RACTIONAL VARIATION AND VELOCITY

Definition
 (Forward, Backward) fractional variation operators of order 0 < β ≤ 1

β f (x + ) − f (x) β f (x) − f (x − )
υ+ [f ] (x) := , υ− [f ] (x) :=
β β
for  > 0 and 0 < β ≤ 1.
 (Forward, Backward) fractional velocities of order β
β β
υ± f (x) := lim υ± [f ] (x) (1)
→0

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Motivation Fractional velocity Fractional Taylor properties Regularization and Series Expansions

F RACTIONAL VARIATION AND VELOCITY

SET OF CHANGE

Definition
n o
χβ± (f ) := x : υ±
β
f (x) 6= 0

β- DIFFERENTIABILITY

Definition
β β
A function for which at least one of υ+ f (x) , υ− f (x) exists finitely will be called
β-differentiable at the point x.
 Equality of forward and backward α-velocities not required!
 Forward and backward α-velocities are equal if they are continuous ⇒ continuity is
the hypothesis that needs to be established.

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E XAMPLE : D E R HAM FUNCTION ’ S SET OF CHANGE IS DENSE

sn
2β − 1 x ∈ Q2 ≡ χβ+

β ,
υ+ Ra (x) =
0, x∈/ Q2
Proof.
β
For a number in binary representation
for a = 1/2 .
x = 0.d1 . . . dn , dk ∈ {0, 1}
n n
a X X
Ra (x) = dn ak−sn (1 − a)sn , sn = dk
1−a
k=1 k=1

The increment of Ra (x) for  = 1/2n is

a
∆+
 [Ra ] (x) = ak−sn (1 − a)sn . Then
1−a
k  1  sn
β a 
υ+ [Ra ] (x) = 2βk ak−sn (1−a)sn = 2β a −1
1−a a

If a = 1/2β the ratio does not depend on k.

Computation from an IFS, β = 1/2: k = 8
(solid line) and k = 4 (dashed line).
Motivation Fractional velocity Fractional Taylor properties Regularization and Series Expansions

Fractional Taylor properties

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Motivation Fractional velocity Fractional Taylor properties Regularization and Series Expansions

L INK BETWEEN CONTINUITY AND OSCILLATION

I F f IS CONTINUOUS ABOUT x THEN ITS POINT- WISE OSCILLATION VANISHES
 forward oscillation of f and its limit at the point x as
osc+
 [f ] (x) := sup [f ] − inf [f ]
[x,x+] [x,x+]
!
+
osc [f ](x) := lim sup − inf f = lim osc+
 [f ] (x)
→0 [x,x+] [x,x+] →0

 backward oscillation and its limit at the point x as

osc−
 [f ] (x) := sup [f ] − inf [f ]
[x−,x] [x−,x]
!
−
osc [f ](x) := lim sup − inf f = lim osc−
 [f ] (x)
→0 [x−,x] [x−,x] →0

Lemma (Oscillation lemma)

Let I+ := [x, x + ] then f is right-continuous for x ∈ I+ iff osc+ [f ](x) = 0. Alternatively, Let
I− := [x − , x] then f is left-continuous for x ∈ I− iff osc− [f ](x) = 0.

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Motivation Fractional velocity Fractional Taylor properties Regularization and Series Expansions

E XISTENCE CONDITIONS
 Hölder growth condition: For a given x and 0 < β ≤ 1

osc±
 f (x) ≤ C
β
(C1)

for some C ≥ 0 and  > 0.

 Hölder oscillation condition: For a given x and 0 < β ≤ 1
β
osc± υ± [f ] (x) = 0 (C2)

Theorem (Conditions for existence of β-velocity)

β
For each β > 0 if υ+ f (x) exists (finitely), then f is right-Holder continuous of order β at x, and
β
the analogous result holds for υ− f (x) and left-Holder continuity.
β
Conversely, if conditions C1 and C2 hold then υ± f (x) exists. Moreover, the Hölder oscillation
condition is a necessary and sufficient condition for the existence of β-velocity. The Hölder growth
condition is a necessary condition for the existence of β-velocity.

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Motivation Fractional velocity Fractional Taylor properties Regularization and Series Expansions

F RACTIONAL TAYLOR PROPERTIES

Corollary (Fractional Taylor-Lagrange property)

 
β
f (x ± ) = f (x) ± υ± f (x) β + O β ⇐⇒ υ±
β
f (x) 6= 0 (1)

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Motivation Fractional velocity Fractional Taylor properties Regularization and Series Expansions

A DMISSIBLE FUNCTIONS

 Condition C2 restricts the domain of application of fractional velocities to a

slowly-oscillating subclass of Hölder functions and its generalizations.
 Further generalization will be given by introducing the concept of F-analytic
functions.
Definition
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]:
X α
F (x) := c0 + ci (x − b) i
αi ∈A

for some sets of constants {ci } and b.

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Motivation Fractional velocity Fractional Taylor properties Regularization and Series Expansions

Regularization and Series Expansions

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Motivation Fractional velocity Fractional Taylor properties Regularization and Series Expansions

F RACTIONAL REGULARIZATION
 Composition formula
Define the composition recursively:
Qk
◦αi Pk
∆± αi
P
 [f ](x) − υ± i f (x)  i

α1 ◦...◦αn {αk }
υ± f (x) := lim Pn
αi
(2)
→0  i

0 < α1 < α2 < . . . ≤ 1.

So that
α1
(α −α1 )◦α1 ∆±
 [f ](x) − υ± f (x) 
α1
υ± 2 f (x) = lim α
, ∆α1 = α2 − α1
→0  2

 point-wise Hölder spectrum

n Qk o
(α2 −α1 )◦α1 i ◦∆αi
E±f (x) := α1 , . . . , α k : υ α1
± f (x) 6
= 0, υ± f (x) 6
= 0, υ ± f (x) 6
= 0, . . .
(3)
 F-analytic function at x:
E±f (x) 6= ∅

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Motivation Fractional velocity Fractional Taylor properties Regularization and Series Expansions

F RACTIONAL REGULARIZATION
 Composition formula
Define the composition recursively:
Qk
◦αi Pk
∆± αi
P
 [f ](x) − υ± i f (x)  i

α1 ◦...◦αn {αk }
υ± f (x) := lim Pn
αi
(2)
→0  i

0 < α1 < α2 < . . . ≤ 1.

So that
α1
(α −α1 )◦α1 ∆±
 [f ](x) − υ± f (x) 
α1
υ± 2 f (x) = lim α
, ∆α1 = α2 − α1
→0  2

 point-wise Hölder spectrum

n Qk o
(α2 −α1 )◦α1 i ◦∆αi
E±f (x) := α1 , . . . , α k : υ α1
± f (x) 6
= 0, υ± f (x) 6
= 0, υ ± f (x) 6
= 0, . . .
(3)
 F-analytic function at x:
E±f (x) 6= ∅

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Motivation Fractional velocity Fractional Taylor properties Regularization and Series Expansions

F RACTIONAL REGULARIZATION
 Composition formula
Define the composition recursively:
Qk
◦αi Pk
∆± αi
P
 [f ](x) − υ± i f (x)  i

α1 ◦...◦αn {αk }
υ± f (x) := lim Pn
αi
(2)
→0  i

0 < α1 < α2 < . . . ≤ 1.

So that
α1
(α −α1 )◦α1 ∆±
 [f ](x) − υ± f (x) 
α1
υ± 2 f (x) = lim α
, ∆α1 = α2 − α1
→0  2

 point-wise Hölder spectrum

n Qk o
(α2 −α1 )◦α1 i ◦∆αi
E±f (x) := α1 , . . . , α k : υ α1
± f (x) 6
= 0, υ± f (x) 6
= 0, υ ± f (x) 6
= 0, . . .
(3)
 F-analytic function at x:
E±f (x) 6= ∅

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Motivation Fractional velocity Fractional Taylor properties Regularization and Series Expansions

F RACTIONAL TAYLOR EXPANSION OF MIXED - ORDER FUNCTIONS

For mixed-order functions

n
X
ck α+k + O n+α , E±


f (x ± ) = f (x) + f (x) = {α + k, k ∈ N0 }
k=0

and
(±)k ∂k
 
1−α ∂
ck = lim ◦  f (x ± ) (4)
k! (k + α) →0 ∂k ∂

Example
3 5 7 9
π √ √ x2 3 · x2 5 · x2 35 · x 2  9
arcsin(1 − x) = − 2 x− 3 − 9 − 13 − 21 + O x
2
2 3 · 22 5 · 22 7·2 2 9·2 2

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S KETCH OF THE P ROOF I

Forward case x + : Look for O (m ) equivalence. That is

+
f (x + ) − Tα,n (x, )
lim m
=0
→0 
α
Obviously for k = 0 c0 = υ+ f (x). Then the second coefficient c1 can be calculated as
+ α
α
f (x + ) − f (x) − υ+ f (x) α Tα,n (x, ) − f (x) − υ+ f (x) α
lim m
= lim m
= lim c1 α+1−m + lim O(2+α−m )
→0  →0  →0 →0

Therefore, in order for the RHS to be finite we must have m = 1 + α. Then for the LHS we have
α
f (x + ) − f (x) − υ+ f (x) α 1 f 0 (x + ) − α υ+
α
f (x) α−1
lim = lim
→0 1+α 1 + α →0 α

The limit can be evaluated by application of L’Hôpital’s rule and rationalization.

1 f 0 (x + ) − α υ+α
f (x) α−1 1 f 0 (x + ) − α υ+
α
f (x) α
lim α
= lim 1+α
1+α →0  1+α →0 
S KETCH OF THE P ROOF II

Therefore,
1 ∂ 1−α 0
c1 = lim  f (x + ) .
1 + α →0 ∂ 
The same procedure can be extended for the general case by induction. For an arbitrary k ≤ n :

+ +
f (x + ) − Tα,n (x, ) f (x + ) − Tα,k (x, )
ck = lim = lim
→0 k+α →0 k+α

Applying l’Hôptal’s rule

 0
1 f 0 (x + ) − Tα,k
+
(x, )

lim
k + α →0 k+α−1

!
k k
α−1 1−α 0 P α+j−1−(α−1)
  f (x + ) − cj (α + j) 1−α f 0 (x + ) −
P
cj (α + j)
1 j=0 1 j=0
= lim = lim
k + α →0 k+α−1 k + α →0 k
S KETCH OF THE P ROOF III

By applying k times L’Hôpital’s rule the denominator can be evaluated to give k! in order to
eliminate the Taylor polynomial:

1 ∂k
ck = lim k 1−α f 0 (x + )
k! (k + α) →0 ∂
Motivation Fractional velocity Fractional Taylor properties Regularization and Series Expansions

F RACTIONAL TAYLOR EXPANSION OF f (xα )

For a H α function which is a composition of the form f (xα ) where f (u) ∼

= C1 :
n
X
f (x ± ) = f (x) + ck αk + O (n α ) , E±
f (x) = {αk, k ∈ N}
k=1

and
k k  
(±1) Y
1−α ∂
ck = lim ◦  f (x ± ) (5)
k! αk →0 ∂

Example
1 32 1 43 1 2 1 8
 10 
cos(x1/3 ) = 1 − x + x − x + x3 + O x 3
2 24 720 40320

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Motivation Fractional velocity Fractional Taylor properties Regularization and Series Expansions

D ERIVATIVE REGULARIZATION
Definition
Suppose that f (x) has a Hölder spectrum E± . Then the regularized derivative is

∆± ck αk
P
 [f ](x) −
—
d± αk
Qk
◦∆αi
f (x) := lim , c k = υ± i f (x) , αi ∈ E± (x)
dx →0 
provided that the limits exist and are equal.

Example ( Generalized Itô formula)

Let f (t, w) ∈ Cq (w) be composition with w ∈ H 1/q at x then
—
d± ∂f —
d± ∂f (±1)q q ± ∂ q f
f (x, w) = + w(x) + [w ] (6)
dx ∂x dx ∂w q! ∂wq
 q
1/q
where [wq ]± := lim υ± [w] (x) is the fractal q-adic (co-)variation of the function.
→0

The case q = 2 is equivalent to the Itô formula.

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Motivation Fractional velocity Fractional Taylor properties Regularization and Series Expansions

S UMMARY

Fractional velocity provides a local way of characterizing strong non-linearities of

functions
 Applications to singular functions
 Derivative regularization procedure
 Higher-order fractional Taylor series

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Motivation Fractional velocity Fractional Taylor properties Regularization and Series Expansions

T HANK YOU FOR THE ATTENTION !

The work has been supported in part by a

grant from Research Fund - Flanders (FWO)
contract numbers G.0C75.13N, VS.097.16N.

Imec campus, Leuven, Brussels area

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P ROOF OF E XISTENCE THEOREM I

 F ORWARD CASE

Let L > 0 be the limit value. Then by hypothesis we have

 + 
 ∆ [f ] (x) 
 − L < µ
 β

for a positive
 Cauchy sequence µ implying existence of a Cauchy sequence  < δ.
Then f (x + ) − f (x) − Lβ  < µβ . By the reverse triangle inequality
 
|f (x + ) − f (x)| − Lβ ≤ f (x + ) − f (x) − Lβ  < µ β =⇒ |f (x + ) − f (x)| < (µ + L) β .
 

Therefore, we can assign a Cauchy sequence to δ and demand that RHS approaches arbitrary
close to 0 implying also osc+ [f ](x) = 0.
In addition (i.e. by the least-upper-bound property) there is a number C, such that
|f (x + ) − f (x)| ≤ Cβ , which is precisely the Hölder growth condition.
P ROOF OF E XISTENCE THEOREM II

 R EVERSE CASE

The first hypothesis implies that

 +
∆ [f ] (x) ≤ osc+ β

 f (x) ≤ C (C1)

which in turn implies boundedness of the limit if it exists (i.e. a necessary condition). Next, we
observe that
∆+ [f ] (x) ∆+ [f ] (x) ∆+ [f ] (x)
lim inf  β = lim sup  β ⇔ lim  β
→0  →0  →0 
β
for the RHS limit to exist. But since υ+ [f ] (x) is continuous in  > 0 the equality of the limits
by the Oscillation Lemma implies that
  + +
∆ [f ] (x) + ∆ [f ] (x)
lim sup − inf = lim osc =0.
→0   β →0 β

Then under the adopted notation

∆+
 [f ] (x)
lim osc+
 = osc+ υ+
β
[f ] (x) = 0 (C2)
→0 β
P ROOF OF E XISTENCE THEOREM III

 Sufficiency assertion

If the limit exists then the reasoning from the forward case applies. Indeed, in this case let’s set
β
υ+ f (x) = a. Then we have
 +
 ∆ f (x) − aβ 

 < µ ⇔ ∆+ β β
 
 f (x) < (µ + a) < (µ + a)δ
 
 β 

for  < δ, which is the usual Hölder growth condition.

Since  is arbitrary we can select 0 < δ, such that |f (x + 0 ) − f (x)| = osc+
0 f (x). Therefore, C1
holds.
P ROOF OF f (xα ) EXPANSION I

Here we focus only on the forward case x + . We look for an expansion of the form
n
X
f (x + ) = f (x) + ck αk +O (αn )
k=1
| {z }
Tn ()

α
The proof follows by induction. For k = 1 c1 = υ+ f (x) holds. Then the c2 can be calculated as
α
f (x + ) − f (x) − υ+ f (x) α Tn () + O (αn ) − f (x) − υ+
α
f (x) α
lim m
= lim m
= lim c1 2α−m + lim O n α
→0  →0  →0 →0

Therefore, in order for the RHS to be finite we must have m = 2α. Then for the LHS we have
α
f (x + ) − f (x) − υ+ f (x) α 1 f 0 (x + ) − α υ+ α
f (x) α−1
lim 2 α
= lim 2 α−1
→0  2α →0 

The limit can be evaluated by application of L’Hôpital’s rule and rationalization.

1−α f 0 (x + ) − υ+
α
f (x) 1 ∂ 1−α 0
= lim 1−α


lim  f (x + )
→0 α α →0 ∂
P ROOF OF f (xα ) EXPANSION II

Therefore,  
1 ∂ ∂
c2 = lim 1−α 1−α
 f (x + )
2 α2 →0 ∂ ∂
we observe that  0
1−α ck α k = (αk − α + 1)α(k−1)


Suppose that the expansion holds for k = n − 1. Then for k = n we apply L’Hôpital’s rule and
rearrange terms

f (x + ) − Tn () f 0 (x + ) − αc1 α−1 − Tn2 () 1−α

cn = lim αn
= lim · 1−α
→0  →0 αn 
 
1−α
1 
0 
= lim  f 0 (x + ) − Tn2 ()1−α  
→0 α n (n − 1) α(n−1) | α {z }

c1
P ROOF OF f (xα ) EXPANSION III

Therefore, we can apply n − 1 such steps to eliminate the reminder polynomial, which is of order
α(n − 1) by the observation above:

n  
1 Y 1−α ∂
cn = lim ◦  f (x + )
n! αn →0 ∂
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.
G. Cherbit.
Fractals, Non-integral dimensions and applications, chapter Local dimension, momentum
and trajectories, pages 231– 238.
John Wiley & Sons, Paris, 1991.
K. Kolwankar and A.D. Gangal
Hölder exponents of irregular signals and local fractional derivatives
Pramana J. Phys, 1(1): 49 – 68, 1997
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.
D. Prodanov.
Conditions for continuity of fractional velocity and existence of fractional Taylor
expansions.
Chaos Solitons & Fractals., in press, 2017.