Introduction into fractional calculus

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Beginings of fractional differentiation: prehistory

p
The idea to generalize notion d dxf (x)
p to non-integer values of p
appeared at the birth of differential calculus itself in Leibniz
correspondence with Bernoulli who asked about meaning of the
theorem on differentiation of product of functions for non-integer
value of differentiation.
Leibniz in his letters to L’Hopital (1695) and to Wallis (1697) made
remarks of possibility to consider differentiation of order 1/2.
Euler (1738) was the one who took first step by observation that
p a
there is a sense to consider ddxxp for non-integer p.
Laplace (1812)
R proposed the differentiation of functions representable
−x
in the form T (t)t dt.
d 1/2 x a
Lacroix (1820) repeated idea of Euler and gave the formula for dx 1/2
.

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Beginings of fractional differentiation

Fourier (1822) give the idea for the formula to define non-integer
diferentiation:
d p f (x) π
Z Z
1 p
p
= λ dλ f (t) cos(λ(x − t) + p ) dt
dx 2π 2
Proper history starts with Abel and Liouville ...
Breaf historical outline is given in the comprehensive book on
fractional integrals and derivatives:

S. G. Samko, A. A. Kilbas, and O. I. Marichev.

Fractional Integrals and Derivatives.
Gordon and Breach, Amsterdam, 1993.

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Fractional calculus
4

Fig. 1 Timeline of main scientists in the area of Fractional Calculus. 4 / 17

The Riemann-Liouville fractional calculus
Let u ∈ L1 ([a, b]) and α > 0.
The left Riemann-Liouville fractional integral of order α:
Z t
α 1
a It u(t) = (t − θ)α−1 u(θ) dθ.
Γ(α) a
The right Riemann-Liouville fractional integral of order α:
Z b
α 1
t Ib u(t) = (θ − t)α−1 u(θ) dθ.
Γ(α) t
R∞
(The gamma function: Γ(z) := 0 e −t t z−1 dt, Re z > 0)

Semigroup property: a Itα a Itβ u = a Itα+β u and t Ibα t Ibβ u = t Ibα+β u

Consequences:
α
a It and a Itβ commute, i.e., a Itα a Itβ = a Itβ a Itα ;
α µ Γ(µ + 1)
a It (t − a) = · (t − a)µ+α .
Γ(µ + 1 + α)
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Let u ∈ AC ([a, b]) and 0 ≤ α < 1.
The left Riemann-Liouville fractional derivative of order α:
Z t
α d 1−α 1 d u(θ)
a Dt u(t) = aI u(t) = dθ.
dt t Γ(1 − α) dt a (t − θ)α
The right Riemann-Liouville fractional derivative of orderα:

d  b u(θ)
Z
α
 d  1−α 1 
t Db u(t) = − tI u(t) = − dθ.
dt b Γ(1 − α) dt t (θ − t)
α

If α = 0 then a Dt0 u(t) = t Db0 u(t) = u(t).

when α → 1− , a Dtα u(t) → u 0 (t) and t Dbα u(t) → −u 0 (t).
Euler formula:
Γ(1 − µ) 1
α
a Dt (t − a)−µ =
Γ(1 − µ − α) (t − a)µ+α
Consequences:
µ = 1 − α: a Dtα (t − a)α−1 = 0
µ = 0: a Dtα c 6= 0, for any constant c ∈ R.
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Definition of R-L fractional derivatives can be extended for any α ≥ 1:
write α = [α] + {α}, where [α] denotes the integer part and {α},
0 ≤ {α} < 1, the fractional part of α. Let u ∈ AC n ([a, b]) and
n − 1 ≤ α < n.
The left Riemann-Liouville fractional derivative of order α:
 d [α]  d [α]+1
α {α} 1−{α}
a Dt u(t) = a Dt u(t) = a It u(t)
dt dt
or Z t
α 1  d n u(θ)
a Dt u(t) = dθ
Γ(n − α) dt a (t − θ)α−n+1
The right Riemann-Liouville fractional derivative of order α:

α
 d [α] {α}  d [α]+1 1−{α}
t Db u(t) = − D
t b u(t) = − t Ib u(t)
dt dt
or Z b
α 1  d n u(θ)
t Db u(t) = − dθ
Γ(n − α) dt t (θ − t)α−n+1
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Properties:
α α
a Dt a It u =u
α α 6= u, but
a It a Dt u

n−1
(t − a)α−k−1 d n−k−1 
X   
α α n−α
a It a Dt u(t) = u(t) − a It u(t)
Γ(α − k) dt  t=a
k=0

Contrary to fractional integration, Riemann-Liouville fractional

derivatives do not obey either the semigroup property or the
commutative law: E.g. u(t) = t 1/2 , a = 0, α = 1/2 and β = 3/2.

1√
 
3
α
0 Dt u = Γ = π, 0 Dtβ u = 0
2 2

β

β
  1 3 α+β 1 3
α
0 Dt 0 Dt u = 0, α
0 Dt 0 Dt u = − t− 2 , 0 Dt u = − t− 2
4 4
⇒ 0 Dtα (0 Dtβ u) 6= 0 Dtα+β u and α β
0 Dt (0 Dt u) 6= 0 Dtβ (0 Dtα u)

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Left Riemann-Liouville fractional operators via convolutions
In the distributional setting: (S+0 - space of Schwartz’ distributions supported in [0, ∞))

t α−1
 H(t) , α>0


fα (t) := Γ(α) 0
(∈ S+ )
  d N

 fα+N (t), α ≤ 0, N ∈ N : N + α > 0
dt
Then:
n−1
t+
α ∈ N : f1 (t) = H(t), f2 (t) = t+ , . . . fn (t) = (n−1)!

−α ∈ N0 : f0 (t) = δ(t), f−1 (t) = δ 0 (t), . . . f−n (t) = δ (n) (t)

The convolution operator fα ∗ is the left Riemann-Liouville operator of

differentiation for α < 0
integration for α ≥ 0
For 0 < α < 1: 0 Dtα u(t) = f−α ∗ u(t)
L[0 Dtα u(t)](s) = s α Lu(s) = s α ũ(s) (s ∈ C)
F[0 Dtα u(t)](ω) = (iω)α Fu(ω) = (iω)α û(ω) (ω ∈ R)
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Fractional identities

Linearity:
α
a Dt (µu + νv ) = µ · a Dtα u + ν · a Dtα v
The Leibnitz rule does not hold in general:
α
a Dt (u · v ) 6= u · a Dtα v + a Dtα u · v

For analytic functions u and v :

∞  
(−1)i−1 αΓ(i − α)
 
α
X α α
a Dt (u · v) = (a Dtα−i u) · v (i) , =
i i Γ(1 − α)Γ(i + 1)
i=0

For a real analytic function u:

∞  
α
X α (t − a)i−α (i)
a Dt u = u (t)
i Γ(i + 1 − α)
i=0

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Integration by parts formulae

Let 0 < α < 1.

For f ∈ Lp (a, b) and g ∈ Lq (a, b), p ≥ 1, q ≥ 1, p1 + q1 ≤ 1 + α, we
have Z b Z b
α
a It f (x)g (x)dx = f (x)t Ibα g (x)dx.
a a
1 1
For f ∈ t Ib (Lp (a, b)) and g ∈ Lq (a, b), p ≥ 1, q ≥ 1, p + q ≤ 1 + α,
we have Z b Z b
α
a Dt f (x)g (x)dx = f (x)t Dbα g (x)dx.
a a

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Caputo fractional derivatives
Let u ∈ AC n ([a, b]) and n − 1 ≤ α < n.
The left Caputo fractional derivative of order α:
t
u (n) (θ)
Z
c α 1
a Dt u(t) = dθ
Γ(n − α) a (t − θ)α−n+1

The right Caputo fractional derivative of order α:

b
(−u)(n) (θ)
Z
c α 1
t Db u = dθ
Γ(n − α) t (θ − t)α−n+1

In general, R-L and Caputo fractional derivatives do not coincide:

n−1
α c α
X (t − a)k−α (k) +
a Dt u = a Dt u + u (a ).
Γ(k − α + 1)
k=0

0 then D α u = c D α u.
If u (k) (a+ ) = 0, (k = 0, 1, . . . , n − 1) or u ∈ S+ a t a t
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Symmetrized fractional derivatives: generalisation of the
first order

Let u ∈ AC ([a, b]), and 0 < α < 1.

b
u 0 (θ)
Z
C β 1 1
a Eb u(x)= (Ca Dxβ u(x) − Cx Dbβ )u(x) = dθ.
2 Γ(1 − β) a |t − θ|β
For a = −∞ and b = ∞
1 1
Exβ u(x) = |x|−β ∗ u 0 (x).
2 Γ(1 − β)

Ex0 u(x) = 0 and Exβ u(x) → u 0 (x), as β → 1.

 
F Exβ u(x) = i sin( βπ β
2 ) sgn(ξ)|ξ| Fu(ξ)

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Symmetrized fractional derivatives: generalisation of the
second order derivative

of order α ∈ (1, 2)

1 α 1 1 d2
Exα u = D+ + Dα− u =


∗ u (x) .
2 2Γ (2 − α) |x|α−1 dx 2

of order α ∈ (2, 3)

1 α 1 sgn x d3
Exα u = D+ + Dα− u =


∗ u (x) .
2 2Γ (3 − α) |x|α−2 dx 3

In both cases
απ
F(Exα w ) = |ξ|α cos( )ŵ
2
so for the definition we can take
Exα w = F −1 |ξ|α cos( απ


2 ) .

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Distributed order fractional derivative

For φ ∈ E 0R(R) and ϕ ∈ S(R) one defines distributed order fractional

derivative supp φ φ(α)D α u(t) dα as follows:
DZ E
φ(α)D α u(t) dα, ϕ(t) := φ(α), hD α u(t), ϕ(t)i ,


supp φ

γ → hD γ u(t), ϕ(t)i : R → R is smooth.

Z 
L φ(α)D α u(t) dα (s) = ũ(s)hφ(α), s α i (Re s > 0)
supp φ

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Books: Theory...

Oldham, K.B., Spanier, J.

The Fractional Calculus. Academic Press
New York, 1974.

S. G. Samko, A. A. Kilbas, and O. I. Marichev.

Fractional Integrals and Derivatives.
Gordon and Breach, Amsterdam, 1993.

Podlubny, I.
Fractional Differential Equations,
Vol. 198 of Mathematics in Science and Engineering. Academic Press, San
Diego, 1999.

K. Diethelm.
The Analysis of Fractional Differential Equations.
Springer, Berlin (2010).

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Books: ... and Applications
Miller, K.S., Ross, B.
An Introduction to the Fractional Integrals and Derivatives - Theory and
Applications
John Willey and Sons, Inc., New York, 1993.

Gorenflo, R., Mainardi, F.

Fractional calculus: Integral and differential equations of fractional order
In Mainardi F. Carpinteri, A., Eds., Fractals and Fractional Calculus in
Continuum Mechanics, Vol. 378 of CISM Courses and Lectures, pages
223-276. Springer-Verlag, Wien and New York, 1997.

Kilbas, A.A., Srivastava, H.M., Trujillo, J.J.

Theory and Applications of Fractional Di fferential Equations
Elsevier, Amsterdam, 2006.
T. M. Atanackovicc, S. Pilipovicc, B. Stankovicc, D.Zorica
Fractional Calculus with Applications in Mechanics. Vol 1 and Vol 2
ISTE Ltd and John Wiley and Sons, Inc, 2014.
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