Applied Mathematical Sciences, Vol. 4, 2010, no.

50, 2453 - 2461

Applications of Fractional Dierential Equations

Mehdi Rahimy

Department of Mathematics, Faculty of Sciences

Islamic Azad University of Aligudarz, Lorestan, Iran
mehdirahimy@ymail.com

Abstract
By considering dierent denitions of fractional derevatives, we study
some kind of fractional dierential equations and also give some of there
applications.

Mathematics Subject Classication: 34K40, 26A33, 26A42

Keywords: fractional derivative, fractional dierential equations

1 Introduction
Fractional calculus is a eld of mathematics study that qrows out of the tra-
ditional denitions of calculus integral and derivative operators in much the
same way fractional exponents is an outgrowth of exponents with integer value.
The concept of fractional calculus( fractional derivatives and fractional in-
tegral) is not new. In 1695 LHospital asked the question as to the meaning
of dn y/dxn if n = 1/2; that
is what if n is fractional?. Leibniz replied that
1/2
d x will be equal to x dx : x.
It is generally known that integer-order derivatives and integrals have clear
physical and geometric interpretations. However, in case of fractional-order
integration and dierentiation, which represent a rapidly qrowing eld both in
theory and in applications to real world problems, it is not so. Since the appear-
ance of the idea of dierentiation and integration of arbitrary (not necessary
integer) order there was not any acceptable geometric and physical interpre-
tation of these operations for more than 300 year. In [13], it is shown that
geometric interpretation of fractional integration is Shadows on the walls
and its Physical interpretation is Shadows of the past.
In recent years, fractional dierential equations have been investigated by
many authors. Rawashdeh used the collocation spline method to approximate
the solution of fractional equations. Momani obtained local and global exis-
tence and uniqueness solution of the integro-dierential equation.
2454 M. Rahimy

In the last years has found use in studies of viscoelastic materials, as well as
in many elds of science and engineering including uid ow, rheology, diusive
transport, electrical networks, electromagnetic theory and probability.
This paper is organized as follows:
Fist of all, we review most commonly used denitions of fractional derivative
and there important properties. The next section contains some examples
about explicit solutions of some dierential equations. In the last section we
state some applications of fractional dierential equations.

2 Basic Denitions
This section is devoted to review three important denition of fractional deriva-
tive and give some examples of fractional dierential equations equipped by
them.
1. Riemann-Liouvill denition:
The popular denition of fractional derivative is this one:

 n  t
1 d f ( )d
a Dt f (t) =
(n ) dt a (t )n+1

(n 1 < n)
This operator has the following important properties:
For a function f
a Dt a Dt f (x) =a Dt+
By using of this denition, V. V. Anh and R. Mcvinish in [2] considered
fractional dierential equations of the general form
(An D n + A1 D 1 + A0 D 0 )X(t) = L(t)
(1)
n > n1 > > 1 > 0 , n 1 (2)
where L is Levy noise.
Fractional dierential equations in terms of the Riemann-Liouvill deriva-
tives require initial conditions expressed in terms of initial values of frac-
tional derivatives of the unknown function.
For example, in the following initial value problem (where n1 < < n):

0 Dt f (t) + af (t) = h(t); (t > 0) (3)
 k

0 Dt f (t) t0 = bk , (k = 1, 2, . . . , n). (4)
Applications of fractional dierential equations 2455

2. Gr
unwald-Letnikove:
This is another joined denition which is sometimes useful.

ta
[h ]  
j
a Dt f (t) = lim h (1) f (t jh)
h0
j=0
j

3. M. Caputo (1967):
The second popular denition is
 t
C 1 f (n) ( )d
a Dt f (t) = , (n 1 < n)
( n) a (t )+1n
As an example of fractional dierential equations of Caputo derivative is
 t

D y(t) = a(t)y(t) + f (t) + K(t, s)F (y(s))ds, t [0, 1] (5)
0

where is a parameter describing the order of the fractional derivative,

and F (y(x)) is a nonlinear continuous function.
Such kind of equations arise in the mathematical modeling of various
physical phenomena, such as heat conduction in materials with mem-
ory. Moreover, these equations are encountered in combined condition,
convection and radiation problems.[11]
Initial conditions for the Caputo derivatives are expressed in terms of
initial values of integer order derivatives. It is known that for zero ini-
tial conditions the Riemann-Liouville, Gr unwald-Letnikov and Caputo
fractional derivatives coincide. This allows a numerical solution of ini-
tial value problems for dierential equations of non integer order inde-
pendently of the chosen denition of the fractional derivative. For this
reason, many authors either resort to Caputo derivatives, or use the
Riemann-Liouville derivatives but avoid the problem of initial values of
fractional derivatives by treating only the case of zero initial conditions.
4. K. S. Miller, B. Ross (1993):
They used dierential operator D as

D f (t) = D 1 D 2 D n f (t), = (1 , 2 , , n )

which D i is Riemann-Liouvill or Caputo denitions.

Initial conditions of fractional dierential equations in terms of Caputo
derivatives are expressed in terms of initial values of order derivatives.
2456 M. Rahimy

3 Some examples
In this section we consider some explicit examples of fractional dierential
equations.
1. Consider the equation
t+1 D +1 y(t) + t D y(t) = f (t) (6)
with initial conditions
y(0) = y  (0) = 0, y() = y  () = 0 (7)
which D can mean the Riemann-Liouville, or the Caputo, or the Miller-
Ross fractional derivative. According to [13], applying of the Mellin
transform to equation (6), the solution of this equation is
 1
y(t) = f (t )g( )d (8)
0

where the function g(t) is given by the expression

t  
(1)n tn+1
g(t) = ln(t) + () +
() n=0
(n + 1)(n + 2)(n + 1)
(9)
 (z)
= 0.577215 . . . is the Euler constant, (z) = is the logarithmic
(z)
derivative of the gamma function and the power series converges for
|t| < 1.
2. In [10], the linear fractional dierential equation, is dened as follows:
Let rm , rm1 , , r0 be a strictly decreasing sequence of nonnegative
numbers. Then if b1 , b2 , , bm are constants
[Drm + b1 D rm1 + + bm D r0 ]y(t) = 0 (10)
is a candidate to fractional dierential equation. This equation is too
complex and we need additional conditions; we make rj s to be ratio-
nal numbers. Thus if q is the least comon multiple of denominators of
nonzero rj s, we may write (10) as
[Dnv + a1 D (n1)V + + an D 0 ]y(t) = 0 (11)
where v = 1q . If q = 1, then v = 1 and (11) is an ordinary dieren-
tial equation. The equation (11) is called fractional linear dierential
equation with constant coecients of order (n, q). By introducing
Applications of fractional dierential equations 2457

P (x) = xn + a1 xn1 + + an (12)

(as indicial polynomial),

P (D v ) = D nv + a1 D (n1)V + + an D 0 (13)

is a fractional dierential operator, and we may write (11) as

P (D v )y(t) = 0 (14)

As theorem 2b of [10], page 147, if 1 , . . . , n with i = j for i = j are

the zeros of P (x) and

A1
m = DP (m ), m = 1, 2, . . . , n

then
q1

n 
qk1 q
y1 (t) = Am m Et (kv, m ) (15)
m=1 k=0

is a solution of (11). In This solution,



(at)k
v
Et (v, a) = t (16)
k=0
(v + k + 1)

with the following important properties:

tv
Et (0, a) = eat and Et (v, 0) =
(v + 1)
DEt (v, a) = Et (v 1, a)

If N is the smallest integer with the property that N nv, then

y( t), y2(t), . . . , yN (t)

are N linearly independent solutions of (11) where

yj+1 (t) = D j y1 (t), j = 1, 2, . . . , N 1

.
2458 M. Rahimy

4 Applications
In this section we review some applications of fractional dierential equations.
1. Abels integral equation

The simplest and rst example of a fractional-order system is Abels

integral equation:
 t
1 ( )d
= f (t), (t > 0) (17)
() 0 (t )1
where 0 < < 1. In terms of fractional order derivatives, this equation
can be written as

0 Dt (t) = f (t) (18)
which is a fractional dierential equation.
2. Viscoelasticity

Viscoelasticity seems to be the eld of the most extensive applications

of fractional dierential and integral operators.
The relationships between stress and strain for solids(Hookes law)
(t) = E(t) (19)
and for Newtonian uids
d(t)
(t) = (20)
dt
where E and are constants. These functions satisfy the fractional
dierential equations:
(1 )t
D (t) = (t) (21)
(1 2)

D (t) = (1 + )t (t) (22)

3. Schr
odinger equation

The Schrodinger equation control the dynamical behaviour of quantum

particles. In [1], F. B. Adda and J. Cresson, considered to study of -
dierential equations and discussed a fundamental problem concerning
the Schrodinger equation in the framework of Nottales scale relativity
theory.
Applications of fractional dierential equations 2459

4. Analysis of Fractional Dierential Equations

In [4] discuss existence, uniqueness, and structural stability of solutions

of nonlinear dierential equations of fractional order. The dierential
operators are taken in the Riemann-Liouville sense and the initial con-
ditions are specied according to Caputos suggestion, thus allowing for
interpretation in a physically meaningful way. We investigate in par-
ticular the dependence of the solution on the order of the dierential
equation and on the initial condition, and we relate our results to the
selection of appropriate numerical schemes for the solution of fractional
dierential equations.

5. Food Science

A fractional dierential equations (FDEs)-based theory involving 1- and

2-term equations was developed to predict the nonlinear survival and
growth curves of foodborne pathogens. It is interesting to note that the
solution of 1-term FDE leads to the Weibull model. Two-term FDE was
more successful in describing the complex shapes of microbial survival
and growth curves as compared to the linear and Weibull models. [9]

6. Fractional Diusion Equations

Fractional dierential equations are applied to models in relaxation and

diusion problems. Fractional calculus is used to formulate and to solve
dierent physical models allowing a continuous transition from relaxation
to oscillation phenomena. An application to an anomalous diusion pro-
cess demonstrates that the method used is also useful for more than one
independent variable.[8]
For fractional diusion equations, consider the following equation

t
0 Dt (x, t) 0 (x) = K xx (x, t) (23)
(1 )

which has the solution

 
1 x2  (1 /2, ),
(x, t) = 2,0
H1,2  (24)
2K t 2K t  (0, 1), (1/2, 1)

7. Fractional relaxation equation

2460 M. Rahimy

As stated in [1], the fractional relaxation equation has fractional dier-

ential equation

0 t
(t) +0 Dt (t) =0 (25)
(1 )
with the solution
   
t
(t) = 0 E . (26)

References
[1] F. B. Adda and J. Cresson, Fractional Dierential equations and the
Schrodinger equation App. Math. and Comp.161(2005)323-345
[2] V.V. Anh and R. Mcvinish, Fractional Dierential Equations Diven by
Levy Noise, J. of Appl. Math. and Stoch. Anal. 16:2(2003),97-119
[3] K. Assaleh; W.M. Ahmad,Modeling of speech signals using fractional cal-
culus 9th International Symposium on Signal Processing and Its Applica-
tions, 2007. ISSPA 2007. 12-15 Feb. 2007 Page(s):1 - 4
[4] K. Diethelm and Neville J. Ford, Analysis of Fractional Dierential Equa-
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229-248
[5] J. F. Douglas, Some applications of fractional calculus to polymer science,
Advances in chemical physics, Vol 102, John Wiley & Sons, Inc.
[6] Z. E. A. Fellah, C.Depollier, Application of fractional calculus to the sound
waves propagation in rigid porous materials: Validation via ultrasonic
measurement, Acta Acustica vol.88(2002)34-39
[7] Frauenfelder H. Function and dynamics of myoglobin . Ann NY Acad Sci;
1987; 504: 151-167.
[8] Gabriele A. Losa, Danilo Merlini, Theo F. Nonnenmacher and Ewald R.
Weibel, Fractals in Biology and Medicine 2005, Birkhauser Verlag
[9] Kaur A, Takhar PS, Smith DM, Mann JE, Brashears MM.Fractional
dierential equations based modeling of microbial survival and growth
curves: model development and experimental validation. J Food Sci. 2008
Oct;73(8):E403-14.
[10] K. S. Miller and B. Ross, An Introduction to The Fractional Calculus and
Fractional Dierential Equations, John Wiley & Sons, INC 1993
Applications of fractional dierential equations 2461

[11] R. C. Mittal and Ruchi Nigam, Solution of Fractional Integro-Dierential

Equations by Adomin Decomposition Method. Int. J. of Appl. Math. and
Mech. 4(2): 87-94,2008

[12] K. B. Oldham and J. Spanier, The Fractional Calculus , Academic Press,

INC. 1974

[13] Igor Podlubny, Fractional Dierential Equations Academic Press, 1999

Received: February, 2010