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Progress in Fractional Differentiation and Applications
An International Journal
http://dx.doi.org/10.12785/pfda/010202
Abstract: We introduce the fractional integral corresponding to the new concept of fractional derivative recently introduced by Caputo
and Fabrizio and we study some related fractional differential equations.
1 Introduction
Let us recall the well known definition of Caputo fractional derivative [1]. Given b > 0, f ∈ H 1 (0, b) and 0 < α < 1, the
Caputo fractional derivative of f of order α is given by
Z t
1
C
Dα f (t) = (t − s)−α f ′ (s) ds, t > 0.
Γ (1 − α ) 0
Fractional calculus and, in particular, Caputo fractional derivative, finds numerous applications in different areas of
science [2,3,4,5].
By changing the kernel (t − s)−α by the function exp(−α (t − s)/(1 − α )) and 1/Γ (1 − α ) by 1/ 2π (1 − α 2), one
p
obtains the new Caputo-Fabrizio fractional derivative of order 0 < α < 1, which has been recently introduced by Caputo
and Fabrizio in [6]. That is,
(2 − α )M(α ) t α
Z
CF α
D f (t) = exp − (t − s) f ′ (s) ds, t ≥ 0,
2(1 − α ) 0 1−α
(2 − α )M(α )
Dα f (t) (s) =
CF
L s L [ f (t)] (s) − f (0) , s > 0. (1)
2 s + α (1 − s)
where L [g(t)] denotes the Laplace Transform of function g. So, it is clear that if we work with Caputo-Fabrizio derivative,
Laplace Transform will also be a very useful tool.
∗ Corresponding author e-mail: juanjose.nieto.roig@usc.es
c 2015 NSP
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88 J. Losada, J.J. Nieto: Properties of a New Fractional Derivative
(2 − α )M(α )
s L [ f (t)] (s) − f (0) = L [u(t)] (s), s > 0,
2 s + α (1 − s)
or equivalently,
1 2α 2(1 − α )
L [ f (t)] (s) = f (0) + L [u(t)] (s) + L [u(t)] (s), s > 0.
s s(2 − α )M(α ) (2 − α )M(α )
Hence, using now well known properties of inverse Laplace transform, we deduce that
2(1 − α ) 2α
Z t
f (t) = u(t) + u(s) ds + f (0), t ≥ 0. (3)
(2 − α )M(α ) (2 − α )M(α ) 0
(2 − α )M(α ) t α
Z
exp − (t − s) f ′ (s) ds = u(t), t ≥ 0,
2(1 − α ) 0 1−α
or equivalently,
α 2(1 − α ) α
Z t
exp s f ′ (s) ds = exp t u(t), t ≥ 0.
0 1−α (2 − α )M(α ) 1−α
Differentiating both sides of the latter equation, we obtain that,
2(1 − α ) α
′ ′
f (t) = u (t) + u(t) , t ≥ 0.
(2 − α )M(α ) 1−α
2(1 − α ) 2α
Z t
f (t) = [u(t) − u(0)] + u(s) ds + f (0), t ≥ 0.
(2 − α )M(α ) (2 − α )M(α ) 0
Thus, as consequence, we expect that the fractional integral of Caputo-Fabrizio type must be defined as follows.
Definition 1. Let 0 < α < 1. The fractional integral of order α of a function f is defined by,
2(1 − α ) 2α
Z t
CF
I α f (t) = u(t) + u(s) ds, t ≥ 0.
(2 − α )M(α ) (2 − α )M(α ) 0
c 2015 NSP
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Progr. Fract. Differ. Appl. 1, No. 2, 87-92 (2015) / www.naturalspublishing.com/Journals.asp 89
Remark. Note that, according to the previous definition, the fractional integral of Caputo-Fabrizio type of a function of
order 0 < α < 1 is an average between function f and its integral of order one.
Imposing
2(1 − α ) 2α
+ = 1,
(2 − α )M(α ) (2 − α )M(α )
we obtain an explicit formula for M(α ),
2
M(α ) = , 0 ≤ α ≤ 1.
2−α
Due to this, we propose the following definition of fractional derivative of order 0 < α < 1.
Definition 2. Let 0 < α < 1. The fractional Caputo-Fabrizio derivative of order α of a function f is given by,
α
Z t
CF α 1
D∗ f (t) = exp − (t − s) f ′ (s) ds, t ≥ 0.
1−α 0 1−α
Lemma 1. Let 0 < α < 1 and f be a solution of the following fractional differential equation,
CF
Dα f (t) = 0, t ≥ 0. (4)
Then, f is a constant function. The converse, as indicated in the Introduction, is also true.
Proof. From (3), we obtain that the solution of (4) must satisfy f (t) = f (0) for all t ≥ 0. Hence, it is clear that f must be
a constant function. ⊓
⊔
Proposition 1. Let 0 < α < 1. Then, the unique solution of the following initial value problem
CF
Dα f (t) = σ (t), t ≥ 0, (5)
f (0) = f0 ∈ R; (6)
is given by
f (t) = f0 + aα σ (t) − σ (0) + bα I 1 σ (t),
t ≥ 0, (7)
where I 1 σ denotes a primitive of σ and
2(1 − α ) 2α
aα = , bα = . (8)
(2 − α )M(α ) (2 − α )M(α )
Proof. Suppose that the initial value problem (5)-(6) has two solutions, f1 and f2 . In that case, we have that
CF α
D f1 (t) − CF Dα f2 (t) = CF Dα f1 − f2 (t) = 0
and f1 − f2 (0) = 0.
Remark. For α = 1, we have that the solution of (5) is the usual primitive of σ .
c 2015 NSP
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90 J. Losada, J.J. Nieto: Properties of a New Fractional Derivative
From Proposition 1, we have that solving equation (9) is equivalent to find a function f such that
Z t
f (t) = f0 + aα λ f (t) − f0 + u(t) − u(0) + bα [λ f + u](s) ds,
t≥0
0
If λ aα = 1, we obtain:
aα ′ bα
f (t) = − u (t) − u(t), t ≥ 0.
λ bα λ
In the other case, i. e., λ aα 6= 1, we have that:
λ bα 1
f (t) − I f (t) = σ̃ (t), t ≥ 0, (10)
1 − λ aα
where
aα bα
σ̃ (t) = f0 + I 1 u (t),
u(t) − u(0) + t ≥ 0.
1 − λ aα 1 − λ aα
The case λ = 0 is trivial, and we obtain f = σ̃ . If λ 6= 0, we see that (10) can be rewritten as
where
λ bα
λ̃ = .
1 − λ aα
Hence,
f ′ (t) = λ̃ f (t) + σ̃ (t), t ≥ 0.
Thus, we have obtained an ordinary differential equation, which has a unique solution if we consider an initial condition.
In consequence, we have proved the following result.
Theorem 1. Let 0 < α < 1, T > 0 and ϕ : [0, T ] × R −→ R a continuous function such that there exits L > 0 satisfying,
c 2015 NSP
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Progr. Fract. Differ. Appl. 1, No. 2, 87-92 (2015) / www.naturalspublishing.com/Journals.asp 91
Proof. Let C [0, T ] be the space of all continuous functions defined on the interval [0, T ] endowed with the usual supremum
norm, that is,
k f k = sup | f (t)| for all f ∈ C [0, T ].
t∈[0,T ]
where
c = −aα ϕ (0, f0 ) + f0
By (3), finding a solution of (11)-(12) in C [0, T ] is equivalent to finding a fixed point of the operator N .
Since for all f1 , f2 ∈ C [0, T ] and all t ∈ [0, T ] we have that
Z t Zt
ϕ t, f1 (t) − ϕ t, f2 (t) + bα ϕ s, f1 (s) ds − ϕ s, f2 (s) ds
|N f1 (t) − N f2 (t)| = aα
0 0
Z t
ϕ t, f1 (t) − ϕ t, f1 (t) + bα ϕ s, f1 (s) − ϕ s, f2 (s) ds
≤ aα
0
Z t
≤ aα L | f1 (t) − f2 (t)| + bα L | f1 (s) − f2 (s)| ds
0
≤ (aα + bα T ) L k f1 − f2 k ,
we conclude that operator N is a contraction. The statement follows now from Banach’s Fixed Point Theorem. ⊓
⊔
Consider a mass m falling due to gravity. The net force acting on the body is equal to the rate of change of the momentum
of that body. For constant mass, applying the classical Newton second law, we have
where g is the gravitational constant, and the air resistance is proportional to the velocity with proportionality constant k.
If air resistance is negligible, then k = 0 and the equation simplifies to
v′ (t) = g.
k
CF
Dα v (t) = − v(t) + g.
m
For an initial velocity v(0) = v0 then, according to Proposition 2, it has a unique solution.
Acknowledgment
The work of J.J. Nieto and J. Losada has been partially supported by the Ministerio de Economı́a y Competitividad of
Spain under grants MTM2010-15314 and MTM2013–43014–P, Xunta de Galicia under grant R2014/002, and co-financed
by the European Community fund FEDER.
The authors are grateful to the anonymous referee for a careful checking of the details and for helpful comments that
improved this paper.
c 2015 NSP
Natural Sciences Publishing Cor.
92 J. Losada, J.J. Nieto: Properties of a New Fractional Derivative
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(1967).
[4] M. Caputo and F. Mainardi, A new dissipation model based on memory mechanism, Pure Appl. Geophys. 91, 134–147 (1971).
[5] R. Hilfer, Applications of Fractional Calculus in Physics, World Scientific, Singapore, 2000.
[6] M. Caputo and M. Fabrizio, A New Definition of Fractional Derivative without Singular Kernel, Progr. Fract. Differ. Appl. 1:2, 1-13
(2015).
[7] X.-L. Ding and J. J. Nieto, Analytical Solutions for the multi-term time-space fractional reaction-diffusion equations on an infinite
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c 2015 NSP
Natural Sciences Publishing Cor.