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A. Kochubei, Yu.Luchko (Eds.) Handbook of Fractional Calculus withApplications
Volume 1: Basic Theory, pp. 269-296 (2019).
De Gruyter GmbH, 2019 Berlin/Boston. Series edited by J. A.Tenreiro Machado.

Rudolf Gorenflo, Francesco Mainardi, and Sergei Rogosin

Mittag-Leffler function: properties and
applications
Abstract: The chapter presents a survey of results on the properties and applications
of the Mittag-Leffler function and its generalizations.

Keywords: Mittag-Leffler function, integral transforms, fractional calculus, integral

and differential equations of fractional order, fractional modelling

MSC 2010: 33E12, 26A33, 34A08, 45K05, 44Axx, 60G22

1 Introduction
In this chapter we present the basic properties of the two-parametric Mittag-Leffler
function (or simply Mittag-Leffler function)
∞
zn
Eα,β (z) := ∑ , Re(α) > 0, β ∈ ℂ, (1)
n=0
Γ(αn + β)

where Γ(p) is the Euler gamma-function, where an integral representation of Γ(p) is

∞ 1
Γ(p) := ∫0 up−1 e−u du, p ∈ ℂ \ {0, −1, −2, . . .}, Γ(−k) = 0, k = 0, 1, 2, . . ..
The function (1) is the most straightforward generalization of the classical Mittag-
Leffler function introduced by Magnus Gustaf (Gösta) Mittag-Leffler
∞
zn
Eα (z) := ∑ , Re(α) > 0, (2)
n=0
Γ(αn + 1)

which in turn is a simple generalization of the exponential function,

∞
zn ∞
zn
exp(z) := ∑ = ∑ .
n=0
n! n=0 Γ(n + 1)

Note: Rudolf Gorenflo (31.07.1930–20.10.2017).

Acknowledgement: The authors appreciate constructive remarks and suggestions of the referees that
helped to improve the manuscript. The work by FM has been carried out in the framework of the ac-
tivities of the National Group of Mathematical Physics (INdAM-GNFM). The work by SR is supported by
Belarusian Fund for Fundamental Scientific Research (grant F17MS-002).

Rudolf Gorenflo, Department of Mathematics, Free University Berlin, Berlin, Germany

Francesco Mainardi, Department of Physics and Astronomy, University of Bologna, Via Irnerio 46,
I-40126 Bologna, Italy, e-mail: francesco.mainardi@bo.infn.it
Sergei Rogosin, Department of Economics, Belarusian State University, Nezavisimosti ave 4,
BY-220030 Minsk, Belarus, e-mail: rogosin@bsu.by

https://doi.org/10.1515/9783110571622-011
270 | R. Gorenflo et al.

The functions (1) and (2) have numerous generalizations mostly related to the frac-
tional calculus and fractional modeling. Partly, the material of the chapter is based
on the results from our monograph [16]. Due to the importance of the Mittag-Leffler
function and its applications, the second edition of [16] is now in preparation.
The (classical) Mittag-Leffler function has been introduced to give an answer to a
classical question of complex analysis, namely, to describe the procedure of analytic
continuation of power series outside the disc of their convergence. Much later, theoret-
ical applications at the study of integral equations and more practical applications to
the modeling of “non-standard” processes have been found for the Mittag-Leffler func-
tion. The importance of the Mittag-Leffler function was re-discovered when its connec-
tion to fractional calculus was fully understood. Different aspects of the distinguished
role of this function in fractional theory and applications have been described in sev-
eral monographs and surveys on fractional calculus (see, e. g., [7, 8, 14, 15, 17, 21, 34,
40]) and fractional modeling (see, e. g., [39, 4, 5, 18, 25, 3, 43–45]).
In this chapter the main attention is paid to the results which can be useful for
researchers of different subjects. Many other specific results can be found in [16], as
well as in the survey papers [17, 28, 38], and in other sources where this function is
helpful in solving specific problems.

2 History of the Mittag-Leffler function

At the end of the nineteenth century Mittag-Leffler started to work on the problem of
analytic continuation of monogenic functions of one complex variable. To solve this
problem he had used the Laplace–Abel type integral
+∞

∫ e−ω F(ωz)dω, (3)

0

kν ν 1
where F(z) = ∑∞ ν=0 ν! z , lim supν→∞ √|kν | = r . Here r is the radius of convergence
ν

of the function whose analytic continuation was studied by Mittag-Leffler using his
method.
Mittag-Leffler proposed the following generalization of the Laplace–Abel integral:
+∞

∫ e−ω Eα (ωα z)dω, (4)

0

with Eα being the function (2). The properties of the latter were studied by him in the
series of five notes published in 1901–1905 (see, e. g., [16, Ch. 2]). Nowadays, the func-
tion Eα is known as the Mittag-Leffler function (the results on it refer to item 33E12 in
the 2000 Mathematics Subject Classification).
 Mittag-Leffler function: properties and applications | 271

Practically at the same time several other functions were introduced related to
the problem studied by Mittag-Leffler. Among them are the functions introduced by
Le Roy [23]
∞
zn
∑ , p > 0, (5)
n=0
(n!)p

by Lindelöf [24]
∞
zn
∑ , α > 0, (6)
n=0
nαn
∞ n
z
∑( ) , 0 < α < 1, (7)
n=0
log(n + 1/α)

and by Malmquist [27]

∞
z n−2
∑ n , 0 < α < 1. (8)
n=2 Γ[1 + (log n)α ]

The direct generalization of the Mittag-Leffler, namely the function (1), was pro-
posed by Wiman in his work [46] on zeros of the function (2). Later this function was
re-discovered and intensively studied by Agarval and Humbert (see, e. g. [16, Ch. 4]).
With β = 1 this function coincides with the classical Mittag-Leffler function (2), i. e.
Eα,1 = Eα .
The next period in the development of the theory of the Mittag-Leffler function
is connected with increasing of the number of parameters. Thus, a three-parametric
Mittag-Leffler type function was introduced by Prabhakar [37],

γ
∞
(γ)n z n
Eα,β (z) := ∑ , Re(α) > 0, Re(β) > 0, γ > 0, (9)
n=0
n!Γ(αn + β)

where (a)n = a(a + 1) ⋅ ⋅ ⋅ (a + n − 1), n ∈ ℕ, (a)0 = 1, a ≠ 0 is the so-called Pochhammer

symbol. (a)n can be represented in the form (a)n = Γ(a+n) Γ(a)
, whenever Γ(a) is defined.
When γ = 1 this function coincides with the two-parametric Mittag-Leffler function
(1) and with β = γ = 1 it coincides with the classical Mittag-Leffler function (2), i. e.
1 1
Eα,β = Eα,β , Eα,1 = Eα .
Later, in relation to the solution of certain type fractional differential equations,
Kilbas and Saigo introduced [19] another kind of three-parametric Mittag-Leffler type
function,
∞
Eα,m,l (z) := ∑ cn z n , Re(α) > 0, m > 0, l ∈ ℂ, (10)
n=0

Γ(α[jm+l]+1)
with c0 = 1, cn = ∏n−1 j=0 Γ(α[jm+l+1]+1) , and parameters α, m, l such that α[jm + l] ≠
−1, −2, −3, . . . for any j = 0, 1, 2, . . .. With m = 1 this function reduces to the two-
parametric Mittag-Leffler function (1), namely, Eα,1,l (z) = Γ(αl + 1)Eα,αl+1 (z).
272 | R. Gorenflo et al.

Both the above functions are essentially used at an explicit representation of so-
lutions to fractional integral and differential equations (see [21, 29]).
All the above-mentioned Mittag-Leffler type functions are related to the general
class of special function, the so-called Fox H-functions (see [20, 30]),
󵄨󵄨 (a , α ), . . . , (a , α ) 1
m,n m,n 󵄨 m,n
Hp,q (z) = Hp,q (z) [z 󵄨󵄨󵄨 1 1 p p
]= ∫ Hp,q (s)z s ds, (11)
󵄨󵄨 (b1 , β1 ), . . . , (bq , βq ) 2πi
L

where L is a suitable path on the complex plane ℂ, z s is a suitably chosen single-

valued branch of the corresponding multi-valued function and

m,n A(s)B(s)
Hp,q (s) = ,
C(s)D(s)
m n
A(s) = ∏ Γ(bj − βj s), B(s) = ∏ Γ(1 − aj + αj s),
j=1 j=1
q p
C(s) = ∏ Γ(1 − bj + βj s), D(s) = ∏ Γ(aj − αj s).
j=m+1 j=n+1

The relation of the Mittag-Leffler type functions to H-functions is due to the so-called
Mellin–Barnes integrals (see [32] or [16, Appendix D]), the integrals

1
I(z) = ∫ f (s)z −s ds (12)
2πi
L

with suitably chosen contour L and the function f being a ratio of the products of the
Γ-functions.
Further generalizations of the Mittag-Leffler function (multi-parametric Mittag-
Leffler functions) were proposed along the same lines (see the detailed description in
[16, Ch. 6]). Among them we have to point out the 2m-parametric function [1] (Luchko–
Kilbas–Kiryakova function; see also [22])
∞
zn
E((α, β)m ; z) = ∑ m . (13)
n=0 ∏j=1 Γ(αj n + βj )

In particular, for m = 1 this definition coincides with definition of the two-parametric

function (1), but the four-parametric function
∞
zn
Eα1 ,β1 ;α2 ,β2 (z) = ∑ (14)
n=0
Γ(α1 n + β1 )Γ(α2 n + β2 )

is more close by its properties to the Wright function [16, Appendix F.2],
∞
zn
ϕ(α, β; z) = ∑ . (15)
n=0
n!Γ(αn + β)
 Mittag-Leffler function: properties and applications | 273

A generalization of Prabhakar function (9) was given by Shukla and Prajapati [42]:

γ,κ
∞
(γ)κn z n
Eα,β (z) := ∑ , Re(α) > 0, Re(β) > 0, κ > 0, γ > 0. (16)
n=0
n!Γ(αn + β)

This definition was combined with (13) by Saxena and Nishimoto [41] in the following
definition of the generalized 2m + 2-parametric function:

γ,κ
∞
(γκ)n z n
E(α,β) (z) = ∑ m . (17)
n=0 n! ∏j=1 Γ(αj n + βj )
m

Paneva-Konovska proposed another type of multi-parametric function (the 3m-pa-

rametric Mittag-Leffler function) [31]

(γ ),m
∞
(γ1 )n . . . (γm )n z n
E(αj ),(β ) (z) = ∑ m . (18)
j j
n=0 ∏j=1 Γ(αj n + βj )
n!

Recently an interest in the Le Roy type function (5) rose again, namely, the func-
tion (called also the Gerhold–Garra–Polito function)

(γ)
∞
zn
Fα,β (z) = ∑ , α, β, γ > 0, (19)
n=0
(Γ(αn + β))γ

has been introduced independently by Gerhold [13] and jointly by Garra and Polito
[10] (see [12]). The interest in this function is due to certain applications. If γ = m is
a positive integer, then Fα,β
(m)
is a special case of the 2m-parametric Mittag-Leffler func-
tion (13).
There are some other generalizations of the Mittag-Leffler function mentioned,
e. g., in [16, Ch. 6].

3 Analytic properties
3.1 Relations to elementary and simple special functions
For particular values of parameters the Mittag-Leffler function (1) coincides with some
elementary functions and simple special functions. In particular,

1 ez − 1
E0 (z) = , |z| < 1; E1,1 (z) = E1 (z) = exp z; E1,2 (z) = , (20)
1−z z
E2,1 (z 2 ) = E2 (z 2 ) = cosh z; E2,1 (−z 2 ) = E2 (−z 2 ) = cos z, (21)
sinh z sin z 1
E2,2 (z 2 ) = ; E2,2 (−z 2 ) = ; E4 (z) = [cos z 1/4 + cosh z 1/4 ], (22)
z z 2
274 | R. Gorenflo et al.

1 1/3 1 1/3 √3
E3 (z) = [ez + 2e− 2 z cos( z 1/3 )], (23)
2 2
E1/2 (±z 1/2 ) = ez [1 + erf(±z 1/2 )] = ez erfc(∓z 1/2 ), (24)

where the error function erf(z) and the complementary error function erfc(z) are de-
fined by the formulas
z
2 2
erf(z) = ∫ e−t dt, erfc(z) = 1 − erf(z).
√π
0

There exist also more general formulas giving representations of the Mittag-Leffler
function (2) with rational parameters:
q−1
γ(1 − k/q, z)
Ep/q (z p/q ) = ez [1 + ∑ ], q = 2, 3, . . . , (25)
k=1
Γ(1 − k/q)
p−1
1
E1/q (z 1/q ) = ∑ E (z 1/p e2πim/p ), p = 1, 2, . . . , q = 2, 3, . . . . (26)
p m=0 1/q
z
Here γ(p, z) is incomplete Gamma-function γ(p, z) = ∫0 up−1 e−u du, Re(p) > 0.

3.2 Recurrence, differential and integral relations

Recurrence relations
The following recurrence relations are helpful in analysis with the Mittag-Leffler func-
tion Eα,β (z):

1
Eα,β+α (z) = zEα,β (z) − , Re(α) > 0, β ∈ ̸ −ℕ0 , (27)
Γ(β)
r−1
zn
Eα,β+rα (z) = z r Eα,β (z) − ∑ , Re(α) > 0, r ∈ ℕ, (β + nα) ∈ ̸ −ℕ0 . (28)
n=0
Γ(β + nα)

We have to mention also duplication formulas for Eα,β (z)

Eα,β (z) + Eα,β (−z) = 2E2α,β (z 2 ), Eα,β (z) − Eα,β (−z) = 2zE2α,α+β (z 2 ). (29)
γ
For the Prabhakar function Eα,β (z) the recurrence relation has the form

γ γ γ−1
zEα,α+β (z) = Eα,β (z) − Eα,β (z), Re(α) > 0, Re(β) > 0, Re(α + β) > 0. (30)

From this formula one can deduce the relations between special cases of the Prab-
hakar function and the Mittag-Leffler function,
2
αEα,β (z) = Eα,β−1 (z) + (1 + α − β)Eα,β (z), Re(α) > 0, Re(β) > 1; (31)
 Mittag-Leffler function: properties and applications | 275

3 1
zEα,β (z) = [E (z) − (2β − 3α − 3)Eα,β−α−1 (z)
2α2 α,β−α−2
+ (2α2 + β2 − 3αβ + 3α − 2β + 1)Eα,β−α (z)], (32)

where Re α > 0, Re(β) > 2 + Re(α) > 0, and

3 1
Eα,β (z) = [E (z) − (2β − 3α − 3)Eα,β−1 (z)
2α2 α,β−2
+ (2α2 + β2 − 3αβ + 3α − 2β + 1)Eα,β (z)], (33)

where Re(α) > 0, Re(β) > 2.

Recurrence relations for the Kilbas–Saigo function Eα,m,l (z) are valid if the param-
eters of this function satisfy the conditions

α > 0; m, l ∈ ℝ; m > 0, α(jm + l) ≠ −1, −2, . . . , −n (∀j ∈ ℕ0 ). (34)

Γ(αl + α + 1)
zEα,m,l+m (z) = [Eα,m,l (z) − 1], (35)
Γ(αl + 1)
n−1
Γ(α(jm + l + 1) + 1)
z n Eα,m,l+m (z) = ∏
j=0
Γ(α(jm + l) + 1)
n−1 k−1
Γ(α(jm + l) + 1)
× [Eα,m,l (z) − 1 − ∑ (∏ )z k ], n = 2, 3, . . . . (36)
k=0 j=0
Γ(α(jm + l + 1) + 1)

Differential relations

Differential properties of the Mittag-Leffler function are used in the study of fractional
differential equations. They are obtained directly from a series representation of the
Mittag-Leffler function and have a predicable form. We have

n
d
( ) [z β−1 Eα,β (λz α )] = z β−n−1 Eα,β−n (λz α ), Re β > n, n ∈ ℕ, (37)
dz
n
d γ γ
( ) [z β−1 Eα,β (λz α )] = z β−n−1 Eα,β−n (λz α ), Re β > n, n ∈ ℕ, (38)
dz
n n
d
( ) [z n(l−m+1) En,m,l (λz nm )] = ∏[n(l − m) + j]z n(l−m) + λz nl En,m,l (λz nm ). (39)
dz j=1

The last relation is valid if the following conditions are satisfied:

α = n ∈ ℕ; m, l ∈ ℝ; m > 0, n(jm + l) ≠ −1, −2, . . . , −n (∀j ∈ ℕ0 ). (40)

276 | R. Gorenflo et al.

Integral relations
By the direct integration of the series representation of the Mittag-Leffler function one
can easily verify that the following integral relation holds:
z

∫ Eα,β (λt α )t β−1 dt = z β Eα,β+1 (λz α ) (Re(α) > 0, Re(β) > 0); (41)
0

furthermore, we have the more general relation

z
1
∫(z − t)μ−1 Eα,β (λt α )t β−1 dt = z μ+β−1 Eα,μ+β (λz α ) (42)
Γ(α)
0

(μ > 0, Re(α) > 0, Re(β) > 0),

with integration along the straight line connecting the points 0 and z.
Analogous to (41) the following formula is valid for the Prabhakar function:
z
γ γ
∫ Eα,β (λt α )t β−1 dt = z β Eα,β+1 (λz α ) (Re(α) > 0, Re(β) > 0, γ ∈ ℂ). (43)
0

3.3 The Mittag-Leffler function as an entire function

The Mittag-Leffler function (or the two-parametric Mittag-Leffler function)
∞
zn
Eα,β (z) = ∑
n=0
Γ(αn + β)

is an entire function of the variable z for any α, β ∈ ℂ, Re(α) > 0; the power series in
its definition converges for each finite z and thus its sum is an analytic function in the
whole complex plane ℂ since its radius of convergence

|an |
R = lim =∞
n→+∞ |an+1 |

due to the asymptotics of the Gamma-function (Stirling formula)

Γ(az + b) ≈ √2πe−az (az)az+b−1/2 , z → ∞.

By using the Stirling formula it is possible to calculate the order ρ and the type σ
of the Mittag-Leffler function:

n log n 1
ρ = lim sup , σ= lim sup(n|an |ρ/n ).
n→+∞ log 1 eρ n→+∞
|an |
 Mittag-Leffler function: properties and applications | 277

For the Mittag-Leffler function Eα,β (z) we have for any α, β (Re(α) > 0, β ∈ ℂ)

1
ρ= , σ = 1. (44)
Re(α)

It means that for any ε > 0 there exist rε > 0 and a sequence zk = rk eiθk , rk → +∞,
(θk ∈ [0, 2π) \ A, where A is relatively small exceptional set (see [16]), such that

󵄨󵄨 iθ 󵄨 (σ+ε)r ρ
󵄨󵄨Eα,β (re )󵄨󵄨󵄨 ≤ e , ∀r > rε , θ ∈ [0, 2π), (45)
ρ
󵄨󵄨 iθ 󵄨
󵄨󵄨Eα,β (rk e k )󵄨󵄨󵄨 ≥ e
(σ−ε)rk
. (46)

γ
The Prabhakar function Eα,β (z) is an entire function for any α, β, γ ∈ ℂ, Re(α) > 0,
and has the order and type

1
ρ= , σ = 1. (47)
Re(α)

The Kilbas–Saigo function Eα,m,l (z) is an entire function, entailing the conditions (34),
and it has the order and type

1 1
ρ= , σ= . (48)
α m

Zeros distribution
Since the Mittag-Leffler function Eα,β (z) is an entire function it can have zeros (and it
does have zeros in all cases, except α = β = 1, when E1,1 (z) = exp z). Let us formu-
late some results on the distribution of the zeros following [36]. Let us introduce the
following constants:

α α 1−β
cβ = , dβ = , τβ = 1 + , β ≠ α − l, l ∈ ℤ+ , (49)
Γ(β − α) Γ(β − 2α) α
α α 1−β
cβ = , dβ = , τβ = 2 + , β = α − l, l ∈ ℤ+ , α ∈ ̸ ℕ. (50)
Γ(β − 2α) Γ(β − 3α) α

Let the values of parameters α, β satisfy one of the following relations:

1) 0 < α < 2, β ∈ ℂ, and β ≠ 0, −1, −2, . . . when α = 1;
2) α = 2, Re(β) > 3.

Then all zeros zn of the Mittag-Leffler function Eα,β (z) with sufficiently large modulus
are simple and the asymptotic relation holds for n → ±∞

dβ /cβ log 2πin log cβ

(zn )1/α = 2πin − τβ α log 2πin + + (τβ α)2 − (τβ α)2 + αn , (51)
(2πin)α 2πin 2πin
278 | R. Gorenflo et al.

where for α < 2

log |n| 1 log2 |n|
αn = O( ) + O( ) + O( ), (52)
|n|1+α |n|2α |n|2
but for α = 2
e±iπβ 1 log |n| log2 |n|
αn = + O( ) + O( ) + O( ). (53)
cβ2 (2πn)−4τβ |n|−8τβ |n|1−4τβ |n|2

The situation with zeros of the Mittag-Leffler function for large values of the pa-
rameter α is slightly different. Let α > 2. Then all zeros zn of the Mittag-Leffler function
Eα,β with sufficiently large modulus are simple and the following asymptotic formula
holds:
α
π 1 β−1
zn = ( (n − − ) + αn ) , (54)
sin π/α 2 α
where the sequence αn is defined as described below:
1) For all pairs (α, β) which are not mentioned in (49), (50) the remainder αn in (54)
π 3π π
satisfies the relation αn = O(e−πn(cos α −cos α )/ sin α ).
π
2) If 2 < α < 4, then αn = O(n−α Re(τβ ) e−πn cot α ).
π 3π π
3) If α ≥ 4, then αn = e−πn cot α (O(eπn cos α / sin α ) + O(n−α Re(τβ ) )).

If β is real then all zeros zn with sufficiently large modulus are real too.

Asymptotic behavior of the Mittag-Leffler function

We also mention asymptotic results for the Mittag-Leffler function Eα,β (z) which are
basically a refinement of results by Dzhrbashyan (see [8]).
For all 0 < α < 2, β ∈ ℂ, m ∈ ℕ the following asymptotic formulas hold:
If |arg z| < min{π, πα}, then

1 (1−β)/α z 1/α m z −k
Eα,β (z) = z e −∑ + O(|z|−m−1 ), |z| → ∞. (55)
α k=1
Γ(β − kα)

If 0 < α < 1, πα < |arg z| < π, then

m
z −k
Eα,β (z) = − ∑ + O(|z|−m−1 ), |z| → ∞. (56)
k=1
Γ(β − kα)

For all α ≥ 2, β ∈ ℂ, m ∈ ℕ the following asymptotic formula is valid:

1 1−β z 1/α e2πin/α
Eα,β (z) = ∑ (z 1/α e2πin/α ) e
α
|arg z+2πn|< 3πα
4
m
z −k
−∑ + O(|z|−m−1 ), |z| → ∞. (57)
k=1
Γ(β − kα)
 Mittag-Leffler function: properties and applications | 279

For asymptotic formulas for other functions of Mittag-Leffler type we refer to our
book [16].

3.4 Relations to other special functions

First of all we mention the relation of the Mittag-Leffler function of half-integer param-
eter with the (generalized) hypergeometric function,

1 2 m−1
Em/2 (z) = 0 Fm−1 ( ; , ,..., ; z)
m m m
2(m+1)/2 z m+2 m+3 3m z 2
+ 1 F2m−1 (1; , ,..., ; ), m ∈ ℕ, (58)
n!√π 2m 2m 2m mm

where the generalized hypergeometric function p Fq is defined by the formula

∞ (a1 )n (a2 )n ⋅ ⋅ ⋅ (ap )n z n

p Fq (a1 , a2 , . . . , ap ; b1 , b2 , . . . , bq ; z) = ∑ (59)
n=0
(b1 )n (b2 )n ⋅ ⋅ ⋅ (bq )n n!

and (c)n is the Pochhammer symbol.

As already mentioned in Section 2, the Mittag-Leffler function can be considered
as a special case of general family of special functions, namely the H-functions (see
(11)). The corresponding relation gives the following formula:
󵄨󵄨 (0, 1)
1,1 󵄨
Eα,β (z) = H1,2 (z) [−z 󵄨󵄨󵄨 ]. (60)
󵄨󵄨 (0, 1), (1 − β, α)

Such a relation can be rewritten in terms of generalized Wright function (or Wright–
Fox function) p Wq (z), p, q ∈ ℕ0 ,

󵄨󵄨 (1, 1)
󵄨
Eα,β (z) = 1 W1 [z 󵄨󵄨󵄨 ], (61)
󵄨󵄨 (β, α)

where the Wright–Fox function is defined by the following series:

󵄨󵄨 (a , α ), . . . , (a , α ) ∞ ∏p Γ(a + α n) n
󵄨 l l z
p Wq (z) = p Wq [z 󵄨󵄨󵄨 1 1 p p
] = ∑ l=1q . (62)
󵄨󵄨 (b1 , β1 ), . . . , (bq , βq ) n=0 ∏j=1 Γ(bj + βj n)
n!

γ
For the Prabhakar function Eα,β (z) the following relations with special functions
are known:

γ 1 β β+1 β+m−1 z
Em,β (z) = F (γ; , ,..., ; m ), m ∈ ℕ, (63)
Γ(β) 1 m m m m m
1 󵄨
󵄨󵄨 (1 − γ, 1)
γ
Eα,β (z) = H 1,1 (z) [−z 󵄨󵄨󵄨 ], (64)
Γ(γ) 1,2 󵄨󵄨 (0, 1), (1 − β, α)
280 | R. Gorenflo et al.

γ 1 (γ, 1) 󵄨󵄨󵄨󵄨
Eα,β (z) = 1 W1 [ 󵄨 z] . (65)
Γ(γ) (β, α) 󵄨󵄨󵄨

If the conditions (40) are satisfied, then the Kilbas–Saigo function Eα,m,l (z) is re-
lated to generalized hypergeometric function

nl + 1 nl + 2 nl + n z
En,m,l (z) = 1 Fn (1; , ,..., ; ). (66)
nm nm nm (nm)n

3.5 The Mittag-Leffler function of real variable

Recall that a smooth function f on (0, +∞) is called completely monotonic if its succes-
sive derivatives have an alternating sign starting from positive

(−1)k f (k) (x) ≥ 0, ∀x ∈ (0, +∞); k = 0, 1, 2, . . .

By the celebrated Bernstein theorem, the function f is completely monotonic if it is

the Laplace transform
∞

f (x) = ∫ e−xt μ(dt)

0

for a positive σ-finite measure μ.

The following results are known for the Mittag-Leffler function: the classical
Mittag-Leffler function Eα (−x) with α ∈ [0, 1] and the two-parametric Mittag-Leffler
function Eα,β (−x) with α ∈ [0, 1], β ≥ α, are completely monotonic for x ∈ (0, +∞).
Feller (see [9]) discusses completely monotonic functions through their rela-
tionship with infinitely divisible measures, which are fundamental in defining Lévy
processes, which are stochastic process with independent, stationary increments. He
showed [9, p. 450] that the function ω is the Laplace transform of an infinitely divisible
probability distribution iff ω = e−ψ , where ψ has a completely monotone derivative
and ψ(0) = 0.
In past several decades, Lévy processes and Lévy stable distributions have gained
popularity in financial modeling, as well as in biology and physics; this is probably a
reason for the increased interest in completely monotonic functions, too.

Integral transforms of the Mittag-Leffler function

Here the results of application of classical integral transforms to the Mittag-Leffler
function are presented (see, e. g., [6]), namely, the Laplace transform
∞

Lφ (t) = ∫ e−xt φ(x)dx,

0
 Mittag-Leffler function: properties and applications | 281

the Mellin transform

∞

Mψ (s) = ∫ ψ(τ)τs−1 dτ,

0

and the Fourier transform

+∞

Fϕ (κ) = ∫ eitκ ϕ(t)dt.

−∞

The one most used in applications is the following form of the Laplace transform
of the two-parameter Mittag-Leffler function:
∞
aα−β 󵄨󵄨 λ 󵄨󵄨
󵄨 󵄨
∫ e−at Eα,β (λt α )t β−1 dt = (Re(α) > 0, Re(β) > 0, Re(a) > 0, 󵄨󵄨󵄨 α 󵄨󵄨󵄨 < 1). (67)
aα − λ 󵄨󵄨 a 󵄨󵄨
0

Similar to the Laplace transform formula we have for the Prabhakar function
∞
aαγ−β 󵄨󵄨 λ 󵄨󵄨
γ 󵄨 󵄨
∫ e−at Eα,β (λt α )t β−1 dt = (Re(α) > 0, Re(β) > 0, Re(a) > 0, 󵄨󵄨󵄨 α 󵄨󵄨󵄨 < 1). (68)
(aα − λ)γ 󵄨󵄨 a 󵄨󵄨
0

Laplace transforms of the Mittag-Leffler function can be represented via the

Volterra function (see [2, Ch. 6] and [11]),
∞
1 t u+α uβ
μ(t, β, α) = ∫ du (Re(β) > −1).
Γ(β + 1) Γ(u + α + 1)
0

From the Mellin–Barnes integral representation of the two-parametric Mittag-

Leffler function (see, e. g., [16]) we arrive at the following formula for the Mellin
transform of this function:
∞
Γ(s)Γ(1 − s)
M{Eα,β (−t); s} = ∫ Eα,β (−t)t s−1 dt = (0 < Re(s) < 1). (69)
Γ(β − αs)
0

For the Prabhakar function the analogous formula has the form
∞
γ Γ(s)Γ(γ − s)
M{Eα,β (−t); s} = ∫ Eα,β (−t)t s−1 dt = (0 < Re(s) < γ). (70)
Γ(γ)Γ(β − αs)
0

To conclude this subsection, we consider the Fourier transform of the two-

parameter Mittag-Leffler function Eα,β (|t|) with α > 1:

2 1 󵄨󵄨 (2, 2), (1, 1)

󵄨󵄨
F{|t|Eα,α+β (|t|); κ} = − W [− 󵄨󵄨 ] (α > 1, β ∈ ℂ), (71)
κ2 2 1 κ2 󵄨󵄨 (α + β, 2α)

where 2 W1 is a Wright function (62) with parameters p = 2, q = 1.

282 | R. Gorenflo et al.

3.6 Relations to fractional calculus

Here we present a few formulas related to the values of the fractional integrals and
derivatives of the two-parameter Mittag-Leffler function. Let us start with the left-sided
Riemann–Liouville integral:
t
α 1 f (τ)dτ
(I0+ f (τ))(t) := ∫ (t > 0).
Γ(α) (t − τ)1−α
0

Let Re(α) > 0, Re(β) > 0, Re(γ) > 0, λ ∈ ℝ. Then by using the series representation
and the left-sided Riemann–Liouville integral of the power function we get
α γ−1
(I0+ τ Eβ,γ (λτβ ))(t) = t α+γ−1 (Eβ,α+γ (λt β )), (72)

and, in particular, if λ ≠ 0, then

α γ−1 t γ−1 1
(I0+ τ Eα,γ (λτα ))(t) = (Eα,γ (λt α ) − ). (73)
λ Γ(γ)
Analogously, one can calculate the right-sided fractional Riemann–Liouville (or
Liouville) integral
+∞
1 f (τ)dτ
(I−α f (τ))(t) := ∫
Γ(α) (τ − t)1−α
t

of the two-parameter Mittag-Leffler function in the case Re(α) > 0, Re(β) > 0, λ ∈ ℝ,
λ ≠ 0; we have

(I−α τ−α−γ Eβ,γ (λτ−β ))(t) = t −γ (Eβ,α+γ (λt −β )). (74)

If we suppose additionally that Re(α + γ) > Re(β), then this formula can be rewritten
as
t β−γ 1
(I−α τ−α−γ Eβ,γ (λτ−β ))(t) = (Eβ,α+γ−β (λt −β ) − ), (75)
λ Γ(α + γ − β)
and, in particular,

t α−β 1
(I−α τ−α−β Eα,β (λτ−α ))(t) = (Eα,β (λt −α ) − ). (76)
λ Γ(β)
Fractional differentiation of the two-parameter Mittag-Leffler function is pre-
sented here by the formulas only for the Riemann–Liouville derivative of order α,
Re(α) > 0 with non-integer real part m − 1 < Re(α) < m (more relations can be found
in [16]). First we calculate the left-sided Riemann–Liouville derivative:
t
1 dm f (τ)dτ
(Dα0+ f (τ))(t) := ∫ .
Γ(m − α) dt m (t − τ)α+1−m
0
 Mittag-Leffler function: properties and applications | 283

(Dα0+ τγ−1 Eβ,γ (λτβ ))(t) = t γ−α−1 (Eβ,γ−α (λt β )), Re(α) > 0, Re(β) > 0, λ ∈ ℝ. (77)

If we assume an extra condition on the parameters, namely Re(γ) > Re(β), Re(γ) >
Re(α + β), λ ≠ 0, then the following relations hold:

t γ−α−1
(Dα0+ τγ−1 Eβ,γ (λτβ ))(t) = + λt γ−α+β−1 Eβ,γ−α+β (λt β ). (78)
Γ(γ − α)

In particular (see [19]), for Re(α) > 0, Re(β) > Re(α) + 1, one can prove

t β−α−1
(Dα0+ τβ−1 Eα,β (λτα ))(t) = + λt β−1 (Eα,β (λt α )). (79)
Γ(β − α)

Finally, the right-sided (Liouville) fractional derivative

+∞
(−1)m dm f (τ)dτ
(Dα− f (τ))(t) := ∫
Γ(m − α) dt m (τ − t)α+1−m
t

of the two-parameter Mittag-Leffler function satisfies the relation (see, e. g., [21, p. 86])

t −β
(Dα− τα−β Eα,β (λτ−α ))(t) = + λt −α−β (Eα,β (λt −α )), (80)
Γ(β − α)

valid for all Re(α) > 0, Re(β) > Re(α) + 1.

4 Application to fractional order equations

4.1 Solution to integral equations
Among the applications of the Mittag-Leffler function to the solution of integral equa-
tions we have to single out the Abel equation of the second kind (see [14])
t
λ u(τ)
u(t) + ∫ dτ = f (t), α > 0, λ ∈ ℂ. (81)
Γ(α) (t − τ)1−α
0

In terms of the fractional integral operator such an equation reads

α
((1 + λI0+ )u(τ))(t) = f (t). (82)

The Abel integral equations occur in many situations where physical measure-
ments are to be evaluated. In many of these, the independent variable is the radius of
a circle or a sphere and only after a change of variables the integral operator has the
form I α , usually with α = 1/2, and the equation is of the first kind. For instance, there
284 | R. Gorenflo et al.

are applications in the evaluation of spectroscopic measurements of cylindrical gas

discharges, the study of the solar or a planetary atmosphere, the investigation of star
densities in a globular cluster, the inversion of travel times of seismic waves for the
determination of terrestrial sub-surface structure, spherical stereology. Descriptions
and analysis of several problems of this kind can be found in the books by Gorenflo
and Vessella [15].
Another field in which the Abel integral equations or integral equations with more
general weakly singular kernels are important is the study of inverse boundary value
problems in partial differential equations, in particular parabolic ones, in which nat-
urally the independent variable has the meaning of time.
The Abel integral equation (82) can be formally solved as follows:

∞
α
) f (τ))(t) = ((1 + ∑ (−λ)n I0+
αn
−1
u(t) = ((1 + λI0+ )f (τ))(t). (83)
n=1

The formula is obtained by using standard technique of the successive approxima-

tion method. Convergence of the Neumann series simply follows for any function f ∈
αn t+αn−1
C[0, a] (cf., e. g., [15, p. 130]). Note that (I0+ f (τ))(t) = Φαn (t) ∗ f (t) = Γ(αn)
∗ f (t) =
1 ∞
∫ (t
Γ(αn) 0
− τ)αn−1
+ f (τ)dτ, where v+ = v if v > 0, v+ = 0 if v < 0. Thus the formal
solution reads
∞
t+αn−1
u(t) = f (t) + ( ∑ (−λ)n ) ∗ f (t). (84)
n=1 Γ(αn)

We recall
n
∞
(−λt α )
eα (t; λ) := Eα (−λt α ) = ∑ , t > 0, α > 0, λ ∈ ℂ, (85)
n=0
Γ(αn + 1)
∞
t+αn−1 d
∑ (−λ)n = E (−λt α ) = eα󸀠 (t; λ), t > 0. (86)
n=1 Γ(αn) dt α

Finally, the (formal) solution can be written as

u(t) = f (t) + eα󸀠 (t; λ) ∗ f (t). (87)

Observing that, because of the rapid growth of the gamma function, the infinite
series in (84) and (86) are uniformly convergent in every bounded interval of the vari-
able t, we conclude that the term-wise integration and differentiation are well defined.
Following [14] one can use the alternative technique of the Laplace transform,
which will allow us to obtain the solution in different forms, including the result (87).
Applying the Laplace transform to (81) we obtain

λ sα ̃ sα−1 ̃
[1 + α
̃ (s) = ̃f (s) 󳨐⇒ u
]u ̃ (s) = α f (s) = s α f (s). (88)
s s +λ s +λ
 Mittag-Leffler function: properties and applications | 285

By proceeding with the inverse Laplace transform using a Laplace transform pair,

sα−1 󸀠 sα−1
eα (t; λ) := Eα (−λt α ) ÷ , e (t; λ) ÷ s , (89)
sα + λ α sα + λ
we obtain the following representation of the solution to (81):
t

u(t) = f (t) + eα󸀠 (t; λ) ∗ f (t) = f (t) + ∫ f (t − τ)eα󸀠 (τ; λ)dτ. (90)
0

Formally, one can apply integration by parts and rewrite (90) (note that this formula
is more restrictive with respect to condition on the given function f ):
t

u(t) = f (t) + ∫ f 󸀠 (t − τ)eα (τ; λ)dτ + f (0+)eα (t; λ). (91)

0

If the function f is continuous on the interval [0, a] then formula (87) (or, what is the
same, (90)) gives the unique continuous solution to the Abel integral equation of the
second kind (81) for any real λ. The existence of the integral in (87) follows for any
absolutely integrable function f .
A number of integral equations which are reduced to the Abel integral equation of
the first or the second kind are presented in the Handbook of Integral Equations [35].
Among them we can single out the following equations:
1o t

∫(1 + b√t − τ)y(τ)dτ = f (t), b = const, (92)

0

which is reduced to the Abel integral equation of the second kind by differentiat-
ing in t;
2o t
1
∫(b + )y(τ)dτ = f (t), b = const, (93)
√t − τ
0

which can be solved as a combination of the Abel integral equation of the first and
the second kind.

4.2 Solution to fractional ordinary differential equations

One of the leading solution methods for linear fractional ordinary differential equa-
tions is their (equivalent) reduction to certain Volterra integral equations in proper
functional spaces. An extended technique based on this method is presented in the
monograph [21] (see also [16, Ch. 7]). Other methods discussed, e. g., in [21] are the
compositional method, the operational method, and the integral transforms method.
286 | R. Gorenflo et al.

It was noted, in particular, that different types of fractional derivatives involved in

the equations lead to different kinds of initial conditions. For instance, if a differen-
tial equation contains the Riemann–Liouville fractional derivative, then the natural
initial conditions are the so-called Cauchy type conditions:

β
Da+k (a+) = bk ;

but in the case of the Caputo derivatives it is natural to pose the standard Cauchy con-
ditions.
We give below two examples of the solution to initial problems for fractional or-
dinary differential equations involving the Mittag-Leffler function. A lot of other frac-
tional ordinary differential equations possessing a closed form solution are presented
in the monograph [21]. First consider a simple linear ordinary differential equation
with one Riemann–Liouville fractional derivative,

(Dαa+ y(τ))(t) − λy(t) = f (t) (a < t ≤ b; α > 0; λ ∈ ℝ). (94)

Standard initial conditions for such an equation are so-called Cauchy type initial con-
ditions,

(Dα−k
a+ y(τ))(a+) = bk (bk ∈ ℝ, k = 1, . . . , n = −[−α]), (95)

where [⋅] means the integral part of a number.

If we suppose that the right-hand side in (94) is Hölder-continuous, i. e. f ∈
Cγ [a, b], 0 ≤ γ < 1, γ < α, then (see [21, p. 172]) the Cauchy type problem (94)–(95) is
equivalent in the space Cn−α [a, b] to the Volterra integral equation

t t
n bj (t − a)α−j λ y(τ) 1 f (τ)
y(t) = ∑ + ∫ dτ + ∫ dτ. (96)
j=1
Γ(α − j + 1) Γ(α) (t − τ)1−α Γ(α) (t − τ)1−α
a a

Here and in what follows C0 [a, b] means simply the set of continuous functions on
[a, b], i. e. C[a, b].
One can solve equation (94) by the method of successive approximations (for jus-
tification of this method in the case considered, see, e. g. [21, pp. 172, 222]). If we set

n bj
y0 (t) = ∑ (t − a)α−j , (97)
j=1
Γ(α − j + 1)

then we get the recurrent relation

t t
λ y (τ) 1 f (τ)
ym (t) = y0 (t) + ∫ m−1 1−α dτ + ∫ dτ. (98)
Γ(α) (t − τ) Γ(α) (t − τ)1−α
a a
 Mittag-Leffler function: properties and applications | 287

It can be rewritten in terms of the Riemann–Liouville fractional integrals,

α α
ym (t) = y0 (t) + λ(Ia+ ym−1 (τ))(t) + (Ia+ f (τ))(t). (99)

Performing successive substitutions one can obtained from (99) the following formula
for the mth approximation ym to the solution of (96):

n m+1 m t
λk−1 (t − a)αk−j λk−1
ym (t) = ∑ bj ∑ + ∫[ ∑ (t − τ)αk−1 ]f (τ)dτ. (100)
j=1 k=1
Γ(αk − j + 1) k=1
Γ(αk)
a

Taking the limit as m → ∞ we get the solution of the integral equation (96) (and thus
of the Cauchy type problem (94)–(95))

n t
λk−1 (t − a)αk−j
∞ ∞
λk−1
y(t) = ∑ bj ∑ + ∫[ ∑ (t − τ)αk−1 ]f (τ)dτ, (101)
j=1 k=1
Γ(αk − j + 1) k=1
Γ(αk)
a

or

n t
∞
λk (t − a)αk+α−j ∞
λk
y(t) = ∑ bj ∑ + ∫[ ∑ (t − τ)αk+α−1 ]f (τ)dτ. (102)
j=1 k=0
Γ(αk + α − j + 1) k=0
Γ(αk + α)
a

The latter yields the following representation of the solution to (94)–(95) in terms of
the Mittag-Leffler function:

n t
α−j
y(t) = ∑ bj (t − a) Eα,α−j+1 [λ(t − a) ] + ∫(t − τ)α−1 Eα,α [λ(t − τ)α ]f (τ)dτ.
α
(103)
j=1 a

Another important problem for linear ordinary differential equation is the Cauchy
problem for FDE with one fractional derivative of Caputo type,

(C Dαa+ y(τ))(t) − λy(t) = f (t) (a ≤ t ≤ b; n − 1 ≤ α < n; n ∈ ℕ; λ ∈ ℝ), (104)

(k)
y (a) = bk (bk ∈ ℝ, k = 1, . . . , n − 1), (105)

where the Caputo fractional derivative C Dαa+ is defined by the following formula:

t
C 1 y(n) (τ)dτ
( Dαa+ y(τ))(t) := ∫ (n − 1 < α < n).
Γ(n − α) (t − τ)α+1−n
0

In this case it is possible to pose initial conditions in the same form as that for ordinary
differential equations (i. e. by involving usual derivatives) due to the properties of the
Caputo derivative (see the corresponding discussion in [16, Appendix E]).
288 | R. Gorenflo et al.

Under the assumption f ∈ Cγ [a, b], 0 ≤ γ < 1, γ < α, the Cauchy problem (104)–
(105) is equivalent (see, e. g., [21, pp. 172, 230]) to the Volterra integral equation,

n−1 t t
bj λ j y(τ) 1 f (τ)
y(t) = ∑ (t − a) + ∫ dτ + ∫ dτ. (106)
j=0
j! Γ(α) (t − τ) 1−α Γ(α) (t − τ)1−α
a a

By applying the method of successive approximations with the initial approximation

bj
y0 (t) = ∑n−1 j
j=0 j! (t − a) we get the solution to the Volterra equation (106) (and thus to
the Cauchy problem (104)–(105)) in the form

n−1 t
λk (t − a)αk+j
∞ ∞
λk−1
y(t) = ∑ bj ∑ + ∫[ ∑ (t − τ)αk−1 ]f (τ)dτ. (107)
j=0 k=0
Γ(αk + j + 1) k=1
Γ(αk)
a

The latter yields the following representation of the solution to (104)–(105) in terms of
the Mittag-Leffler function:

n t

y(t) = ∑ bj (t − a)j Eα,j+1 [λ(t − a)α ] + ∫(t − τ)α−1 Eα,α [λ(t − τ)α ]f (τ)dτ. (108)
j=1 a

4.3 Solution to fractional partial differential equations

(main types)
Classification of linear and non-linear partial differential equations of fractional order
is still far from complete. Several results for partial differential equations are described
in [21]. Anyway this area is rapidly growing, since most of the results are related to
different types of applications. It is impossible to describe all existing results. Partly,
they are presented in [16]. We also note that many authors have applied methods of
fractional integro-differentiation to constructing solutions of ordinary and partial dif-
ferential equations, to investigating integro-differential equations, and to obtaining a
unified theory of special functions. Recently a number of books presenting results in
this area were published (e. g., [4, 7, 25, 43, 44]). One can find in these references dif-
ferent aspects of the theory and applications of partial fractional differential equation.
Anyway, we have to note that this branch of analysis is far from complete.
The simplest partial differential equation with a Riemann–Liouville fractional
derivative is the so-called fractional diffusion equation,

𝜕2 u
(Dα0+,t u)(x, t) = λ2 (x ∈ ℝ; t > 0; λ > 0; α > 0). (109)
𝜕x2

Here Dα0+,t is the Riemann–Liouville fractional derivative of order α with respect to

time t.
 Mittag-Leffler function: properties and applications | 289

Partial differential equations with the Riemann–Liouville fractional derivative in

time are supplied by initial conditions which are known as Cauchy type conditions.
Let us consider equation (109) for 0 < α < 2. The Cauchy type initial conditions then
have the form

(Dα−k
0+,t u)(x, 0+) = fk (x), x ∈ ℝ, (110)

where k = 1 if 0 < α < 1, and two conditions with k = 1, 2 if 1 < α < 2.

The problem (109)–(110) is solved usually by the method of integral transforms.
Let us apply to equation (109) successively the Laplace transform with respect to time
∞
variable t, Lt {u(x, t); s} = ∫0 u(x, t)e−st dt (x ∈ ℝ; (s) > 0), and the Fourier transform
+∞
with respect to spatial variable x, Fx {u(x, t); κ} = ∫−∞ u(x, t)eixκ dx (σ ∈ ℝ; t > 0). Then

l
α−j
Lt {Dα−k α j−1
0+,t u(x, t); s} = s Lt {u(x, t); s} − ∑ s (D0+,t u)(x, 0+) (x ∈ ℝ), (111)
j=1

where l − 1 < α ≤ l, l ∈ ℕ. In the considered case (0 < α < 2) we take into account the
initial conditions (110) and we get from (109)
k
𝜕2
sα Lt {u(x, t); s} = ∑ sj−1 fj (x) + λ2 ( L {u(x, t); s}). (112)
j=1
𝜕x2 t

Here either k = 1 or k = 2. For the Fourier transform the following relation is well
known:
𝜕2 u
Fx {[ (x, t)]; κ} = −|κ|2 Fx {u(x, t); κ}. (113)
𝜕x2
Thus applying the Fourier transform to (112) we get for k = 1 or k = 2,
k
sj−1
Fx Lt {u(x, t); (κ, s)} = ∑ (κ ∈ ℝ; s > 0). (114)
j=1
sα + λ2 |κ|2

In order to obtain an explicit solution to problem (109)–(110) we use the inverse

Fourier and the inverse Laplace transform and the corresponding tables of these trans-
forms. The final result reads (see, e. g., [21, Thm. 6.1]):
Let 0 < α < 2 and λ > 0. Then the formal solution of the Cauchy type problem (109)–(110)
is represented in the form

k +∞
u(x, t) = ∑ ∫ Gjα (x − τ, t)fj (τ)dτ, (115)
j=1 −∞

where k = 1 if 0 < α < 1, and k = 2 if 1 < α < 2,

1 α/2−j α α |x|
Gjα (x, t) = t ϕ(− , − j + 1; − t −α/2 ) (j = 1, 2) (116)
2λ 2 2 λ
290 | R. Gorenflo et al.

ϕ(α, β; z) is the classical Wright function (15). The formal solution (115) becomes the ex-
act one if the integrals in the right-hand side of (115) converge.
Another example is the solution to the Cauchy problem for the partial fractional
differential equation with the Caputo fractional derivative,

𝜕2 u
(C Dα0+,t u)(x, t) = λ2 (x ∈ ℝ; t > 0; λ > 0; 0 < α < 2). (117)
𝜕x2
This equation is a particular case of the fractional diffusion-wave equation

(C Dα0+,t u)(x, t) = λ2 Δx u(x, t) (x ∈ ℝn ; t > 0; λ > 0; 0 < α < 2). (118)

Equation (117) is supplied by the Cauchy condition(s)

𝜕k u
(x, 0) = fk (x) (x ∈ ℝ), (119)
𝜕xk
where k = 0, if 0 < α < 1, and two conditions with k = 0, 1, if 1 < α < 2; the 0th order
derivative means the value of the solution u at points (x, 0).
To solve the Cauchy problem (119) for the fractional differential equation (117) we
use the same method as in Section 4.2. We apply first the Laplace integral transform
with respect to time variable t using the relation
k−1
𝜕j u
(Lt CDα0+,t u)(x, s) = sα (Lt u)(x, s) − ∑ sα−j−1 (x, 0), (120)
j=0 𝜕t j

and then the Fourier transform with respect to spatial variable x. Then in view of the
Cauchy initial condition(s) we obtain from equation (117)
k−1
sα−j−1
(Fx Lt u)(σ, s) = ∑ (F f )(σ). (121)
j=0
sα + λ2 |σ|2 x k

By using the inverse Fourier and the inverse Laplace transform and the corresponding
tables of these transforms we get the final result (see, e. g., [21, Thm. 6.3]):
Let 0 < α < 2 and λ > 0. Then the formal solution of the Cauchy problem (117), (119) is
represented in the form

k−1 +∞
u(x, t) = ∑ ∫ Gjα (x − τ, t)fj (τ)dτ, (122)
j=0 −∞

where k = 1 if 0 < α < 1, and k = 2 if 1 < α < 2,

1 j−α/2 α α |x|
Gjα (x, t) = t ϕ(− , j + 1 − ; − t −α/2 ) (j = 0, 1) (123)
2λ 2 2 λ
ϕ(α, β; z) is the classical Wright function (15). The formal solution (122) becomes the ex-
act one if the integrals in the right-hand side of (122) converge.
 Mittag-Leffler function: properties and applications | 291

5 Fractional modeling with the Mittag-Leffler

function
5.1 Deterministic models
The following differential equation of fractional order α > 0, with the Caputo frac-
tional derivative Dα∗ (in the notation of [14])

m−1 k
t (k) +
Dα∗ u(t) := Dα0+ (u(t) − ∑ u (0 )) = −u(t) + q(t), t > 0, m − 1 < α ≤ m, (124)
k=0
k!

providing the initial conditions

u(k) (0+ ) = ck , k = 0, 1, . . . , m − 1, (125)

is called the simple fractional relaxation equation and the simple fractional oscillation
equation, whenever 0 < α < 1 and 1 < α < 2, respectively.
The application of the Laplace transform to (124)–(125) yields
m−1
sα−k−1 1
u(s)
̃ = ∑ ck + q(s).
̃ (126)
k=0
sα + 1 sα + 1

By using the notation

sα−1
eα (t) ≡ eα (t; 1) := Eα (−t α ) ÷ , (127)
sα + 1
sα−k−1
uk (t) := J k eα (t) ÷ , k = 0, 1, . . . , m − 1, (128)
sα + 1
t
where J k := I0+
k
is a k-times repeated integral, J 1 u(t) = ∫0 u(τ)dτ. Inversion of the
Laplace transform gives the representation of the solution to (124)–(125)

m−1 t m−1 t

u(t) = ∑ ck uk (t) − ∫q(t − τ)u󸀠0 (τ)dτ = ∑ ck uk (t) − ∫q(t − τ)eα󸀠 (τ)dτ. (129)
k=0 0 k=0 0

Here we use the relation

1 sα−1
= −(s α − 1) ÷ −u󸀠0 (t) = −eα󸀠 (t), u0 (0+ ) = eα (0+ ) = 1.
sα +1 s +1

Besides, the m functions uk (t) = J k eα (t) with k = 0, 1, . . . , m − 1 represent those partic-

ular solutions of the homogeneous equation (124) which satisfy the initial conditions
u(h)
k
(0+ ) = δk,h , h, k = 0, 1, . . . , m − 1, and thus they are fundamental solutions to this
equation.
292 | R. Gorenflo et al.

An analysis of the solution (129) is given, e. g., in [16] (see also [25, 26]).
We have to mention also that the Mittag-Leffler function is used in the study of
fractional models of linear visco-elasticity, in particular, in the representation of the
creep compliance J(t) and the relaxation modulus G(t). These models are studied by
the Laplace transform method e. g. in [25]. The most general form of the corresponding
constitutive equation is the fractional operator equation for stress σ = σ(t) and strain
ϵ = ϵ(t),

p q
dνk dνk
[1 + ∑ ak ν
]σ(t) = [m + ∑ bk ν ]ϵ(t), (130)
k=1
dt k k=1
dt k

with νk = k + ν − 1, and

ν tν
{
{J(t) = J g + ∑ J n {1 − Eν [−(t/τ ϵ,n ) ]} + J ,
{ n
+
Γ(1 + ν)
{
{ t −ν
{G(t) = G + ∑ G E [−(t/τ )ν ] + G ,
e n ν σ,n
{ n
−
Γ(1 − ν)

where all the coefficients are non-negative.

5.2 Stochastic models

Taking into account the complete monotonicity of the Mittag-Leffler function Pillai [33]
has introduced the probability distribution (which he called the Mittag-Leffler distri-
bution). The theory of a process that has been devised by Pillai [33] as an increasing
Lévy process on the spatial half-line x ≥ 0 occurring in natural time t ≥ 0.
Let us consider the probability distribution function,

Fα (x) = 1 − Eα (−xα ), x ≥ 0, 0 < α ≤ 1, (131)

and its density

d
fα (x) = − E (−xα ), x ≥ 0, 0 < α ≤ 1. (132)
dx α

Their Laplace transforms (denoting by ξ the Laplace parameter corresponding to x)

are

1 ξ α−1 1 ̃f (ξ ) = 1
F̃α (ξ ) = − = , α . (133)
ξ 1 + ξ α ξ (1 + ξ α ) 1 + ξα

According to Feller [9], the distribution Fα (x) is infinite divisible if its density can
be written as ̃fα (ξ ) = exp(−gα (ξ )), ξ ≥ 0, where gα (ξ ) is (in a more modern terminol-
ogy) a Bernstein function, meaning that gα (ξ ) is non-negative and has a completely
 Mittag-Leffler function: properties and applications | 293

αξ α−1
monotone derivative. Here we have gα (ξ ) = ln(1 + ξ α ) ≥ 0 so gα󸀠 (ξ ) = 1+ξ α
. As a con-
sequence the derivative gα󸀠 (ξ )
turns out to be a completely monotone function being
a product of two completely monotone functions and thus it follows that gα (ξ ) is a
Bernstein function.
We can define a stochastic process x = x(t) in the half-line x ≥ 0 occurring in time
t ≥ 0 by its density fα (x, t) (density in x evolving in t) taking

1 t
= (1 + ξ α ) = (̃fα (ξ )) .
̃f (ξ , t) = −t
α (134)
(1 + ξ α )t

For a Laplace inversion of ̃fα (ξ , t) we write for ξ > 1

∞
̃f (ξ , t) = ξ −αt (1 + ξ −α )−t = ∑ (−t )ξ −α(t+k) . (135)
α
k=0
k

Then, using the correspondence

xα(t+k)−1
÷ ξ −α(t+k) , (136)
Γ(α(t + k))

we obtain finally the distribution function of the considered process,

∞
Γ(t + k)
Fα (x, t) = ∑ (−1)k x α(t+k) , (137)
k=0
k!Γ(t)Γ(α(t + k) + 1)

and its density,

∞
Γ(t + k)
fα (x, t) = ∑ (−1)k x α(t+k)−1 . (138)
k=0
k!Γ(t)Γ(α(t + k))

Another stochastic model, where the Mittag-Leffler function is used, is the re-
newal model of the Mittag-Leffler type. The standard Poisson process is generalized
by replacing the exponential function (as a waiting time density) by the Mittag-Leffler
function (taking into account its power law behavior at infinity). The corresponding
renewal process can be called the fractional Poisson process or the Mittag-Leffler wait-
ing time process. By taking the diffusion limit of the Mittag-Leffler renewal process one
can arrive at the space-time fractional diffusion equation. More details of these models
can be found in [16, Ch. 9].

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