Fractional calculus, in allowing integrals and derivatives of any positive order (the term "fractional" kept only for historical reasons), can be considered a branch of mathematical physics which mainly deals with integro-differential equations, where integrals are of convolution form with weakly singular kernels of power law type. In recent decades fractional calculus has won more and more interest in applications in several fields of applied sciences. In this lecture we devote our attention to wave propagation problems in linear viscoelastic media. Our purpose is to outline the role of fractional calculus in providing simplest evolution processes which are intermediate between diffusion and wave propagation. The present treatment mainly reflects the research activity and style of the author in the related scientific areas during the last decades.
This paper presents a better approach to model an engineering problem in fractal-time space based on local fractional calculus. Some examples are given to elucidate to establish governing equations with local fractional derivative.
This paper presents the fractional trigonometric functions in complex-valued space and proposes a short outline of local fractional calculus of complex function in fractal spaces.
Fractional vector calculus is discussed in the spherical coordinate framework. A variation of the Legendre equation and fractional Bessel equation are solved by series expansion and numerically. Finally, we generalize the hypergeometric functions.
Fractional calculus is the calculus of differentiation and integration of non-integer orders. In a recently paper (Annals of Physics 323 (2008) 2756-2778), the Fundamental Theorem of Fractional Calculus is highlighted. Based on this theorem, in this paper we introduce fractional series expansion method to fractional calculus. We define a kind of fractional Taylor series of an infinitely fractionally-differentiable function. Further, based on our definition we generalize hypergeometric functions and derive corresponding differential equations. For finitely fractionally-differentiable functions,…
The theory of derivatives and integrals of non-integer order goes back to Leibniz, Liouville, Grunwald, Letnikov and Riemann. The history of fractional vector calculus (FVC) has only 10 years. The main approaches to formulate a FVC, which are used in the physics during the past few years, will be briefly described in this paper. We solve some problems of consistent formulations of FVC by using a fractional generalization of the Fundamental Theorem of Calculus. We define the differential and integral vector operations. The fractional Green's, Stokes' and Gauss's theorems are formulated. The pro…
In this paper, using the theory of the so-called fractional calculus we show that it is possible to easily obtain the solutions for the confluent hypergeometric equation. Our approach is to be compared with the standard one (Frobenius) which is based on the ordinary calculus of integer order.
We prove Euler-Lagrange fractional equations and sufficient optimality conditions for problems of the calculus of variations with functionals containing both fractional derivatives and fractional integrals in the sense of Riemann-Liouville.
We present an extension of a previously developed method employing the formalism of the fractional derivatives to solve new classes of integral equations. This method uses different forms of integral operators that generalizes the exponential shift operator.
General fractional calculus offers an elegant and self-consistent path toward the generalization of fractional calculus to an enhanced class of kernels. Prabhakar's theory can be thought of, to some extent, as an explicit realization of this scheme achieved by merging the Prabhakar (or, three-parameter Mittag-Leffler) function with the general wisdom of the standard (Riemann-Liouville and Caputo) formulation of fractional calculus. Here I discuss some implications that emerge when attempting to frame Prabhakar's theory within the program of general fractional calculus.
We introduce a stochastic fractional calculus. As an application, we present a stochastic fractional calculus of variations, which generalizes the fractional calculus of variations to stochastic processes. A stochastic fractional Euler-Lagrange equation is obtained, extending those available in the literature for the classical, fractional, and stochastic calculus of variations. To illustrate our main theoretical result, we discuss two examples: one derived from quantum mechanics, the second validated by an adequate numerical simulation.
In this paper, we resort to the Laplace transform method in order to show its efficiency when approaching some types of fractional differential equations. In particular, we present some applications of such methods when applied to possible generalizations of certain physical problems in linear viscoelasticity and harmonic oscillators, proving that fractional calculus is well suited for the modelling and solving of problems usually treated by ordinary integer calculus, with the promissing advantages of being able to provide more accurate theoretical predictions to fit with experimental data. OB…
We introduce a fractional theory of the calculus of variations for multiple integrals. Our approach uses the recent notions of Riemann-Liouville fractional derivatives and integrals in the sense of Jumarie. Main results provide fractional versions of the theorems of Green and Gauss, fractional Euler-Lagrange equations, and fractional natural boundary conditions. As an application we discuss the fractional equation of motion of a vibrating string.
Fractional (or non-integer) differentiation is an important concept both from theoretical and applicational points of view. The study of problems of the calculus of variations with fractional derivatives is a rather recent subject, the main result being the fractional necessary optimality condition of Euler-Lagrange obtained in 2002. Here we use the notion of Euler-Lagrange fractional extremal to prove a Noether-type theorem. For that we propose a generalization of the classical concept of conservation law, introducing an appropriate fractional operator.
One dimensional Klein-Gordon (KG) equation is investigated in the domain of conformable fractional calculus for one dimensional scalar potential namely generalized Hulthen potential. The conformable fractional calculus is based on conformable fractional derivative which is the most natural definition in non integer order calculus. Fractional order differential equations can be solved analytically by means of this derivative operator. We obtained exact eigenvalue and eigenfunction solutions of local fractional KG equation and investigated the evolution of relativistic effects in correspondence …
The theory of fractional calculus in the complex plane was not built with a specific application in mind. The main obstacle to application was the difficulty with obtaining analytic continuations of fractional derivatives and integrals. It is known that if a function is analytic in a simply connected domain, then its fractional derivatives and integrals are also analytic in this region. In multi-connected domains, in general, this property does not hold. However, for the set of hypergeometric functions $_{p+1}F_{p},p\geq 2$, this property is preserved. We propose a new version of fractional ca…
The purpose of this article is to review the developments related to the notion of local fractional derivative introduced in 1996. We consider its definition, properties, implications and possible applications. This involves the local fractional Taylor expansion, Leibnitz rule, chain rule, etc. Among applications we consider the local fractional diffusion equation for fractal time processes and the relation between stress and strain for fractal media. Finally, we indicate a stochastic version of local fractional differential equation.
We derive Euler-Lagrange type equations for fractional action-like integrals of the calculus of variations which depend on the Riemann-Liouville derivatives of order $(α,β)$, $α> 0$, $β> 0$, recently introduced by J. Cresson and S. Darses. Some interesting consequences are obtained and discussed.
We study incommensurate fractional variational problems in terms of a generalized fractional integral with Lagrangians depending on classical derivatives and generalized fractional integrals and derivatives. We obtain necessary optimality conditions for the basic and isoperimetric problems, transversality conditions for free boundary value problems, and a generalized Noether type theorem.
We introduce the linear operators of fractional integration and fractional differentiation in the framework of the Riemann-Liouville fractional calculus. Particular attention is devoted to the technique of Laplace transforms for treating these operators in a way accessible to applied scientists, avoiding unproductive generalities and excessive mathematical rigor. By applying this technique we shall derive the analytical solutions of the most simple linear integral and differential equations of fractional order. We show the fundamental role of the Mittag-Leffler function, whose properties are r…
We show that the Dirac factorization method can be successfully employed to treat problems involving operators raised to a fractional power. The technique we adopt is based on an extension of the Pauli matrices and the properties of the roots of unity. We also comment about the possibility of using the method to linearize evolution equations containing the $n$-th root of differential operators and make a comparison with other techniques involving suitable transforms.
An analogy is drawn between the diffusion-wave equations derived from the fractional Kelvin-Voigt model and those obtained from Buckingham's grain-shearing (GS) model [J. Acoust. Soc. Am. 108, 2796-2815 (2000)] of wave propagation in saturated, unconsolidated granular materials. The material impulse response function from the GS model is found to be similar to the power-law memory kernel which is inherent in the framework of fractional calculus. The compressional wave equation and shear wave equation derived from the GS model turn out to be the Kelvin-Voigt fractional-derivative wave equation …
Invariant conditions for conformable fractional problems of the calculus of variations under the presence of external forces in the dynamics are studied. Depending on the type of transformations considered, different necessary conditions of invariance are obtained. As particular cases, we prove fractional versions of Noether's symmetry theorem. Invariant conditions for fractional optimal control problems, using the Hamiltonian formalism, are also investigated. As an example of potential application in Physics, we show that with conformable derivatives it is possible to formulate an Action Prin…
In this paper, the generalized fractional integral operators of two generalized Mittag-Leffler type functions are investigated. The special cases of interest involve the generalized Fox--Wright function and the generalized M-series and K-function. In the next Section 2 we first recall some generalized fractional integral operators among the most widely used in fractional calculus. Section 3 is devoted to the definitions of M-series and K-function and their relations to special functions. In Sections 4 and 5, effective fractional calculus of the generalized M-series and the K-function is carrie…
We prove multidimensional integration by parts formulas for generalized fractional derivatives and integrals. The new results allow us to obtain optimality conditions for multidimensional fractional variational problems with Lagrangians depending on generalized partial integrals and derivatives. A generalized fractional Noether's theorem, a formulation of Dirichlet's principle and an uniqueness result are given.
Derivatives and integrals of non-integer order were introduced more than three centuries ago, but only recently gained more attention due to their application on nonlocal phenomena. In this context, the Caputo derivatives are the most popular approach to fractional calculus among physicists, since differential equations involving Caputo derivatives require regular boundary conditions. Motivated by several applications in physics and other sciences, the fractional calculus of variations is currently in fast development. However, all current formulations for the fractional variational calculus f…
{Let $B=(B_1(t),...,B_d(t))$ be a $d$-dimensional fractional Brownian motion with Hurst index $α<1/4$, or more generally a Gaussian process whose paths have the same local regularity. Defining properly iterated integrals of $B$ is a difficult task because of the low Hölder regularity index of its paths. Yet rough path theory shows it is the key to the construction of a stochastic calculus with respect to $B$, or to solving differential equations driven by $B$. We intend to show in a series of papers how to desingularize iterated integrals by a weak, singular non-Gaussian perturbation of the Ga…
A new method that enables easy and convenient discretization of partial differential equations with derivatives of arbitrary real order (so-called fractional derivatives) and delays is presented and illustrated on numerical solution of various types of fractional diffusion equation. The suggested method is the development of Podlubny's matrix approach (Fractional Calculus and Applied Analysis, vol. 3, no. 4, 2000, 359--386). Four examples of numerical solution of fractional diffusion equation with various combinations of time/space fractional derivatives (integer/integer, fractional/integer, i…
The essentials of fractional calculus according to different approaches that can be useful for our applications in the theory of probability and stochastic processes are established. In addition to this, from this fractional integral one can list out almost all the extended densities for the pathway parameter $q < 1$ and $q \rightarrow 1$. Here we bring out the idea of thicker or thinner tailed models associated with a gamma type distribution as a limiting case of pathway operator. Applications of this extended gamma model in Statistical Mechanics, input-output models, and solar spectral irrad…
