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MASTER OF SCIENCE
IN
MATHEMATICS
By
Department of Mathematics
MAY - 2022
CERTIFICATE
F., for the partial fulfillment for the award of degree of MASTER OF SCIENCE IN
MATHEMATICS is a bonafide record. This work has been carried out by her, in Auxilium
College (Shift-II), under our guidance and supervision. It has not been submitted for the
I am grateful to God, Our Creator who blessed me countlessly to complete this project .
My sincere thanks to my guide Mrs. Divya T., M.Sc., M.Phil., B.Ed., Assistant
Professor, PG and Research Department of Mathematics, Auxilium College (Autonomous),
for her encouragement in completing this project. I express my deep sense of gratitude and
indebtedness to her who has been a steady source of motivation and help throughout. I am
really grateful to her for her invaluable guidance, encouragement and suggestions at each and
every stage of this project.
My warmest and sincere thanks of Dr. (Mrs.) Sabarmathi A., M.Sc., M.Phil., Ph.D.,
SET Head and Assistant Professor, PG and Research Department of Mathematics, Auxilium
College (Autonomous), for her encouragement to this project.
I extend my special thanks to my parents and my friends for their valuable help and
encouragement.
INTRODUCTION 1
CONCLUSION 23
BIBLIOGRAPHY 24
INTRODUCTION
MOTIVATION
The intuitive idea of fractional order calculus is as old as integer
order calculus. It can be observed from a letter that written by Leibniz to
L’Hospital. The fractional order calculus is a generalization of the integer
order calculus to a real or complex number. Fractional differential equations
used in general in many branches of sciences, mathematics, physics, chem-
istry and engineering. Debnath and Bhatta (Debnath,2003; Debnath and D
Bhatta,2009), gave the idea of fractional derivatives and fractional integrals
with their basic properties. Several methods including the Laplace transform
are discussed in introducing the Riemann-Liouville fractional integral.
1
is considered. The obtained solution agrees with the solution of the classical
ordinary differential equation, when α = 2.
2
CHAPTER I
FRACTIONAL DERIVATIVES AND
INTEGRALS
3
1.1 Lacroix Formula:
Lacroix formula for the nth derivative of y = xm , where m is a
positive integer. Then
m!
Dn y = xm-n , m≥n (1)
(m − n)!
Γ(m + 1)
D n xm = xm−n , (2)
Γ(m − n + 1)
1 Γ(1) −1 1
D 2 x0 = 1 x
2 = √
Γ( 2 ) πx
4
Liouville’s Second Formula :
Liouville formulated another definition (second form) of a fractional
derivatives based on the gamma function to extend Lacroix’s formula (Loke-
nath and Bhatta,2009).
(−1)α
D α x− β = Γ(β + α)x(−β−α) (6)
β
α α πα πα
D (sin ax) = a cos ax sin + sin ax cos
2 2
πα
= aα sin ax +
2
5
1
When α = 2
and a = 1, Greer’s formulas as follows
1 π
D 2 cos x = cos x +
4
1 π
D sin x = sin x +
2
4
Example:
Linear Ordinary Fractional Differential Equation:
1
(D1 + 3D 2 + 2D0 ) x(t) = 0
is defined as
Z t
−n n 1
a Dt f (t) = a It f (t) = (t − x)(n−1) f (x) dx (8)
Γ(n) a
6
1.6 Riemann-Liouville Fractional Integral:
Replacing n by α in (8), we obtain the Riemann - Liouville def-
inition of fractional integral that was reported by Liouville in 1832 and by
Riemann in 1876 as
Z t
−α t 1
a Dt f (t) = a Iα f (t) = (t − x)(α−1) f (x) dx, α > 0 (9)
Γ(n) a
Example:
α Γ(γ + 1)
0 Dx xγ = xγ−α
Γ(γ − α + 1)
7
2. Dα Dβ f (t) = Dα+β f (t), α, β > 0, f (t) ∈ Cµ , µ > 0
1 Γ(1) − 1
5. D 2 [c] = c Γ( 1 x 2 =
√c , where c is a constant.
2
) πx
Definition:
The Gamma function Γ(z) is defined by the integral
Z ∞
Γ(z) = e−t tz−1 dt, Re(z) > 0.
0
1. Γ(1) = 1
2. Γ(n + 1) = nΓ(n)
3. Γ(n + 1) = n!
8
function Γz, which generalizes the factorial n! and allows n to take also
non-integer and even complex values. Here we give some information about
Mittag-Leffler function which is used in the following sections.
Its One Parameter generalization the function which is denoted by
∞
X zk
Eα (z) =
k=0
Γ(αk + 1)
was introduced by G.M Mittag Leffler and studied also by A-Wiman. The
two parameter function of the Mittag-Leffler type which plays a very im-
portant role in the fractional calculus, was in fact introduced by Agarwal.
A number of the relationships for this function were obtained by Humbert
and Agarwal using the Laplace transform technique. However Humbert and
Agarwal generously left the same notion as for the One Parameter Mittag
Leffler function and that is the reason for now the Two Parameter function
is called Mittag-Leffler function.
A Two Parameter functions of he Mittag-Leffler type defined by
the series expansion.
∞
X zk
Eα,β (z) = . (10)
k=0
Γ(αk + β)
If β = 1 then we have,
∞
X zk
Eα,1 (z) = . (11)
k=0
Γ(αk + 1)
9
∞ ∞
X zk X
(1) E0,1 (z) = = zk
k=0
Γ(1) k=0
∞
X zk
(2) E1,1 (z) = = ez
k=0
Γ(k + 1)
∞
X zk ez − 1
(3) E1,2 (z) = =
k=0
Γ(k + 2) z
∞
X zk ez − z − 1
(4) E1,3 (z) = =
k=0
Γ(k + 3) z2
and in general,
m−2
zk
1 z
X
E1,m (z) = e −
z m−1 k=0
k!
The hyperbolic sine and cosine are also particular cases of the Mittag-Leffler
function.
∞
X z2k
(5) E2,1 (z 2 ) = = cosh z
k=0
Γ(2k + 1)
∞
2
X z2k sinh z
(6) E2,2 (z ) = =
k=0
Γ(2k + 2) z
10
Theorem:
Z t
1
E(t, α, a) = ξ α−1 ea(t−ξ) dξ (13)
Γ(α) 0
Proof:
We start by the integral in the left hand side of (13),
Z t Z t ∞
ak (t − ξ)k
X
1 α−1 a(t−ξ) 1 α−1
ξ e dξ = ξ dξ
Γ(α) 0 Γ(α) 0 k=0
k!
∞ Z t k
1 X ak tk
α−1 ξ
= ξ 1− dξ
Γ(α) k=0 k! 0 t
∞
1 X ak tk
= (I) (14)
Γ(α) k=0 k!
Z 1
α
=t uα−1 (1 − u)k du
0
= tα B(α, k + 1)
Γ(α)Γ(k + 1)
= tα
Γ(α + k + 1)
11
Substituting the above equation into (14) we get,
t ∞
1 X ak tα Γ(α)k!
Z
1 α−1 a(t−ξ)
ξ e dξ =
Γ(α) 0 Γ(α) k=0 k! Γ(α + k + 1)
∞
α
X (at)k
=t
k=0
Γ(k + α + 1)
= tα E1,α+1 (at)
= E(t, α, a).
Z ∞
= e−st f (t)dt,
0
Z c+i∞
1
= est F (s)ds,
2πi c−i∞
12
1.13 Laplace Transform of Derivatives:
If L[f (s)] = f (s), then
= s f (s) − f (0)
Theorem:
s−(α−β)
−1
L β−α
= tα−1 Eβ,α (atβ ), |sβ − a| < 1. (16)
s
13
Proof:
Using the definition of the Laplace transform, we have
Z ∞
α−1 β
L[t Eβ,α (at )] = e−st tα−1 Eβ,α (atβ ) dt
0
∞ ∞
ak
X Z
= e−st tkβ+α−1 dt
k=0
Γ(kβ + α) 0
∞
X ak
= L(tkβ+α−1 )
k=0
Γ(kβ + α)
∞
X ak Γ(kβ + α)
=
k=0
Γ(kβ + α) skβ+α
∞ k
1 X a
= α
s k=0 sβ
s−(α−β)
=
sβ−α
s−(α−β)
−1
∴L = tα−1 Eβ,α (atβ )
sβ−α
If β = 1 then,
s−(α−1)
−1
L = tα−1 E1,α (at)
s−a
= E(t, α − 1, a)
14
Corollary:
−1 1
L = t E(t, α, a) − αE(t, α + 1, a). (17)
sα (s − a)3
Proof:
−d
L[tE(t, α, a) − αE(t, α + 1, a)] = L[E(t, α, a)] − αL[E(t, α + 1, a)]
ds
−(α+1)
−d sα
s
= − α
ds sa s−a
1
∴ L[tE(, α, a) − αE(t, α + 1, a)] =
sα (s − a)2
15
CHAPTER II
FRACTIONAL ORDINARY
DIFFERENTIAL EQUATIONS
2.1 Introduction:
In this chapter,we explain how to derive he general solution of
linear ordinary differential equations of fractional order. The general form of
a fractional linear differential equation of order (n,q) is given by
16
Solution:
Applying Laplace transform to the above equation (19), we get
√ −1
[sX(s) − x(0)] + a1 [ sX(s) − D 2 x(0)] + a0 X(s) = 0,
−1
x(0)+a1 D 2 x(0)
X(s) = √
(s+a1 s+a0 )
A
= √ ,
f ( s)
(20)
we next write the following fractions for the right hand side of (20) so that.
A √1 √1
X(s) = a−b s−a
− s−b
,
√
A s a b
= a−b s−a2
+ s−b2
− s−b2
(22)
−1
Using the inverse Laplace transform formula with α = 2
and α = 0, we
obtain the solution
A −1 −1 2
x(t) = [E(t, ) + aE(t, 0, a2 ) − E(t, , b ) − bE(t, 0, b2 )]. (23)
a−b 2 2
For equal roots (a = b) of f (x) = 0, we find
A
X(s) = p √
( s − a)2
√
= A[ s−as2 + a 2
s−a2
] (24)
17
In view of the result
1
L−1 ( ) = tE(t, α, a) − αE(t, α + 1, a). (25)
sα (s − a)2
The inverse Laplace transform of (24) gives the solution as
1 −1 2
x(t) = A[(1 + 2a2 t) E(t, 0, a2 ) + a E(t, , a) + 2at(t, , a )]. (26)
2 2
Solution:
The Laplace transform of (27) yields
n
X
α
s Y (s) − λY (s) = H(s) + bk sk−1
k=1
From which
n
H(s) X sk−1
Y (s) = + bk α−λ
sα−λ k=1
s
18
2.4 Linear Ordinary Fractional Differential Equation with
Variable Coefficients:
Example:
Consider a following linear ordinary fractional differential equation
with variable coefficients.
tDα x(t) + Dα−1 x(t) + tx(t) = 0, x(0) = 1, 1<α≤2 (28)
Solution:
The application of Laplace transform gives
L[tDα x(t)] + L[Dα−1 x(t)] + L[tx(t)] = 0
1 0
−d α X
k α−k−1 α
X
[s X(s) − s D x(0)] + [s X(s) − sk Dα−k−2 x(0)]
ds k=0 k=0
dX(s)
− =0
ds
−d α
[s X(s) − Dα−1 x(0) − sDα−2 x(0)] + [sα−1 X(s) − Dα−2 x(0)]
ds
dX(s)
− =0
ds
dX(s)
−sα − αsα−1 X(s) + Dα−2 x(0) + sα−1 X(s) − Dα−2 x(0)
ds
dX(s)
− =0
ds
dX(s)
=⇒ (1 + sα ) = (1 − α)sα−1 X(s)
ds
dX(s) (α − 1)sα−1
= ds
X(s) 1 + sα
1−α
log X(s) = log(1 + sα ) + log c
α
19
1−α
x(t) = L−1 [c(1 + sα ) α ].
20
CHAPTER III
3.1 Introduction:
Fractional Derivatives is used all science subjects. Although the
basic Mathematical ideas developed long ago by the Mathematicians Leibniz
(1695), Liouville (1834), Riemann (1892) and others. It was brought to
the attention of the engineering world by Oliver Heaviside in the 1890’s.
It was not until 1974 that the first book on the topic was published by
Oldham and Spanier. Recent Monographs and symposia proceeding have
highlighted the application of Fractional Calculus in Physics, Continuum
Mechanics, signal processing and electromagnetic but with few examples of
application in bio-engineering. This is surprising because the method of
Fractional Calculus, when defined as Laplace or Fourier convolution product
are suitably for solving many problems in biomedical research. In this section,
we give one application of Fractional Differential Equations from the field of
electricity.
Z(s) ∝ s−η .
21
This means that the electrode electrolyte interface is an example of
a fractional-order process. The value η is closely related to the roughness
of the interface, with η approaching unity as the surface is made infinitely
smooth.
η = d−1
s .
η = (ds − 1)−1 .
η = 3 − ds .
Z(ω) = K(ω)−q .
2
Where η = 2 − log(N
log a
)
, K and a are constant, and a < N 2 implies
0 < η < 1. We see the T.Kalpan et al. arrived at the model of a system of
non-integer order −η.
22
CONCLUSION
The Laplace transformation method has been successfully applied
to find an exact solution of fractional ordinary differential equations, with
constant and variable co-efficients. Special formulas of Mittag-Leffler func-
tion are derived with their proofs. This method is applied in a direct way
without using any assumption. The results show that the Laplace transfor-
mation method needs small size of computations compared to the Adomain
decomposition method (ADM), Variational iteration method (VIM) and ho-
motopy pertubation method (HPM). This numerical example for an equation
of variable coefficients shows that the solution in agreement with classical
second order equation for α = 2. Thus it is concluded that the Laplace
transformation method is powerful, efficient and reliable tool for the solution
of fractional linear ordinary differential equations.
23
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24