Fractional calculus generalizes the derivative and antiderivative operations of differential and integral calculus from integer orders to the entire complex plane. Methods are presented for using this generalized calculus with Laplace transforms of complex-order derivatives to solve analytically many differential equations in physics, facilitate numerical computations, and generate new infinite-series representations of functions. As examples, new exact analytic solutions of differential equations, including new generalized Bessel equations with complex-power-law variable coefficients, are derived.
We set the main concepts for multiplicative fractional calculus. We define Caputo, Riemann and Letnikov multiplicative fractional derivatives and multiplicative fractional integrals and study some of their properties. Finally, the multiplicative analogue of the local conformable fractional derivative and integral is studied.
The theory of fractional calculus has developed in a number of directions over the years, including: the formulation of multiple different definitions of fractional differintegration; the extension of various properties of standard calculus into the fractional scenario; the application of fractional differintegrals to assorted special functions. Recently, a new variant of fractional calculus has arisen, namely incomplete fractional calculus. In two very recent papers, incomplete versions of the Riemann-Liouville and Caputo fractional differintegrals have been formulated and applied to several …
We consider the integral and derivative operators of tempered fractional calculus, and examine their analytic properties. We discover connections with the classical Riemann-Liouville fractional calculus and demonstrate how the operators may be used to obtain special functions such as hypergeometric and Appell's functions. We also prove an analogue of Taylor's theorem and some integral inequalities to enrich the mathematical theory of tempered fractional calculus.
This paper is concerned with analyzing a class of fractional calculus of variations problems and their associated Euler-Lagrange (fractional differential) equations. Unlike the existing fractional calculus of variations which is based on the classical notion of fractional derivatives, the fractional calculus of variations considered in this paper is based on a newly developed notion of weak fractional derivatives and their associated fractional order Sobolev spaces. Since fractional derivatives are direction-dependent, using one-sided fractional derivatives and their combinations leads to new …
In this article, we illustrate the asymptotic behaviour of exponential functions of nabla fractional calculus. For this purpose, we propose a novel matrix technique to compute these functions numerically.
Here we define a Caputo like discrete nabla fractional difference and we produce discrete nabla fractional Taylor formulae for the first time. We estimate their remaiders. Then we derive related discrete nabla fractional Opial, Ostrowski, Poincare and Sobolev type inequalities.
We introduce a general notion of fractional (noninteger) derivative for functions defined on arbitrary time scales. The basic tools for the time-scale fractional calculus (fractional differentiation and fractional integration) are then developed. As particular cases, one obtains the usual time-scale Hilger derivative when the order of differentiation is one, and a local approach to fractional calculus when the time scale is chosen to be the set of real numbers.
The operators of fractional calculus come in many different types, which can be categorised into general classes according to their nature and properties. We conduct a formal study of the class known as weighted fractional calculus and its extension to the larger class known as weighted fractional calculus with respect to functions. These classes contain tempered, Hadamard-type, and Erdélyi--Kober operators as special cases, and in general they can be related to the classical Riemann--Liouville fractional calculus via conjugation relations. Considering the corresponding modifications of the La…
In this article, we presented some properties of the Katugampola fractional integrals and derivatives. Also we studied the fractional calculus properties involving Katugampola Fractional integrals and derivatives of generalized $k-$Wright function $_{n}Φ_{m}^{k}(z).$\\[2mm]
This paper gives particular emphasis to the nabla tempered fractional calculus, which involves the multiplication of the rising function kernel with tempered functions, and provides a more flexible alternative with considerable promise for practical applications. Some remarkable inequalities for such nabla fractional calculus are developed and analyzed, which greatly enrich the mathematical theory of nabla tempered fractional calculus. Numerical results confirm the validity of the developed properties once again, which also reveals that the introduction of tempered function provides high value…
Here we define a Caputo like discrete fractional difference and we compare it to the earlier defined Riemann-Liouville fractional discrete analog. Then we produce discrete fractional Taylor formulae for the first time, and we estimate their remainders. Finally, we derive related discrete fractional Ostrowski, Poincare and Sobolev type inequalities.
In this paper we consider a class of partial integro-differential equations of fractional order, motivated by an equation which arises as a result of modeling surface-volume reactions in optical biosensors. We solve these equations by employing techniques from fractional calculus; several examples are discussed. Furthermore, for the first time, we encounter an order of the fractional derivative other than $\frac{1}{2}$ in an applied problem. Hence, in this paper we explore the applicability of fractional calculus in real-world applications, further strengthening the true nature of fractional c…
Many possible definitions have been proposed for fractional derivatives and integrals, starting from the classical Riemann-Liouville formula and its generalisations and modifying it by replacing the power function kernel with other kernel functions. We demonstrate, under some assumptions, how all of these modifications can be considered as special cases of a single, unifying, model of fractional calculus. We provide a fundamental connection with classical fractional calculus by writing these general fractional operators in terms of the original Riemann-Liouville fractional integral operator. W…
Conformable fractional derivative is introduced by the authors Khalil et al. In this study we develop their concept and introduce multivariable conformable derivative for a vector valued function with several variables.
We introduce a more general discrete fractional operator, given by convex linear combination of the delta and nabla fractional sums. Fundamental properties of the new fractional operator are proved. As particular cases, results on delta and nabla discrete fractional calculus are obtained.
In this work we present a novel proof of the Saalschutz formula by using the theory of discrete fractional calculus. The proofs of some results within this theory, namely, the fractional power rule and the fractional Leibniz rule are revisited.
Many different types of fractional calculus have been proposed, which can be organised into some general classes of operators. For a unified mathematical theory, results should be proved in the most general possible setting. Two important classes of fractional-calculus operators are the fractional integrals and derivatives with respect to functions (dating back to the 1970s) and those with general analytic kernels (introduced in 2019). To cover both of these settings in a single study, we can consider fractional integrals and derivatives with analytic kernels with respect to functions, which h…
A generalization of fractional vector calculus as a self-consistent mathematical theory is proposed to take into account a general form of non-locality in kernels of fractional vector differential and integral operators. Self-consistency involves proving generalizations of all fundamental theorems of vector calculus for generalized kernels of operators. In the generalization of FVC from power-law nonlocality to the general form of nonlocality in space, we use the general fractional calculus in the Luchko approach. This paper proposed the following: (1) Self-consistent definitions of general fr…
In this paper, we study some extended hypergeometric functions from matrix point of view. We have given the integral representations of these matrix functions. Finally, we obtain some generating function relations using fractional derivative operators.
In the present paper, we provide five counterexamples to show directly the Jumarie's formulae are not true for non-differentiable continuous functions.
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…
Different fractional difference types of Euler-Lagrange equations are obtained within Riemann and Caputo by making use of different versions of integration by part forumlas in fractional difference calculus. An example is presented to illustrate part of the results.
A conformable time-scale fractional calculus of order $α\in ]0,1]$ is introduced. The basic tools for fractional differentiation and fractional integration are then developed. The Hilger time-scale calculus is obtained as a particular case, by choosing $α= 1$.
This paper presents a self-contained new theory of weak fractional differential calculus and fractional Sobolev spaces in one-dimension. The crux of this new theory is the introduction of a weak fractional derivative notion which is a natural generalization of integer order weak derivatives; it also helps to unify multiple existing fractional derivative definitions and characterize what functions are fractionally differentiable. Various calculus rules including a fundamental theorem of calculus, product and chain rules, and integration by parts formulas are established for weak fractional deri…
Many different types of fractional calculus have been defined, which may be categorised into broad classes according to their properties and behaviours. Two types that have been much studied in the literature are the Hadamard-type fractional calculus and tempered fractional calculus. This paper establishes a connection between these two definitions, writing one in terms of the other by making use of the theory of fractional calculus with respect to functions. By extending this connection in a natural way, a generalisation is developed which unifies several existing fractional operators: Rieman…
This paper presents a self-contained new theory of weak fractional differential calculus in one-dimension. The crux of this new theory is the introduction of a weak fractional derivative notion which is a natural generalization of integer order weak derivatives; it also helps to unify multiple existing fractional derivative definitions and characterize what functions are fractionally differentiable. Various calculus rules including a fundamental theorem calculus, product and chain rules, and integration by parts formulas are established for weak fractional derivatives. Additionally, relationsh…
In this work we look at the original fractional calculus of variations problem in a somewhat different way. As a simple consequence, we show that a fractional generalization of a classical problem has a solution without any restrictions on the derivative-order $α$.
This book intends to deepen the study of the fractional calculus, giving special emphasis to variable-order operators. It is organized in two parts, as follows. In the first part, we review the basic concepts of fractional calculus (Chapter 1) and of the fractional calculus of variations (Chapter 2). In Chapter 1, we start with a brief overview about fractional calculus and an introduction to the theory of some special functions in fractional calculus. Then, we recall several fractional operators (integrals and derivatives) definitions and some properties of the considered fractional derivativ…
The prime aim of the present paper is to continue developing the theory of tempered fractional integrals and derivatives of a function with respect to another function. This theory combines the tempered fractional calculus with the $Ψ$-fractional calculus, both of which have found applications in topics including continuous time random walks. After studying the basic theory of the $Ψ$-tempered operators, we prove mean value theorems and Taylor's theorems for both Riemann--Liouville type and Caputo type cases of these operators. Furthermore, we study some nonlinear fractional differential equat…
In the present paper, we investigate some interesting properties including several special polynomials arising from Caputo-fractional derivative. From our investigation, we derive a lot of interesting identities of several special polynomials.
We define an analogue of the classical Mittag-Leffler function which is applied to two variables, and establish its basic properties. Using a corresponding single-variable function with fractional powers, we define an associated fractional integral operator which has many interesting properties. The motivation for these definitions is twofold: firstly their link with some fundamental fractional differential equations involving two independent fractional orders, and secondly the fact that they emerge naturally from certain applications in bioengineering.
In this paper, we first address the general fractional integrals and derivatives with the Sonine kernels that possess the integrable singularities of power function type at the point zero. Both particular cases and compositions of these operators are discussed. Then we proceed with a construction of an operational calculus of the Mikusiński type for the general fractional derivatives with the Sonine kernels. This operational calculus is applied for analytical treatment of some initial value problems for the fractional differential equations with the general fractional derivatives. The solution…
We will use analytic function theory and Fourier analysis to establish a characterization for some classical umbral calculus, which will focus on the generalization of the evaluation function. Although we cannot cover all the umbral calculus people care about, the part about Bernoulli numbers can still answer an open question about fractional sums raised by Müller and Schleicher in 2005 and synthesize some common analysis results. We will only develop the results which are sufficient to serve the purpose of this article, but at the same time, we will briefly mention some possible extensions.
We study operators that are generalizations of the classical Riemann-Liouville fractional integral, and of the Riemann-Liouville and Caputo fractional derivatives. A useful formula relating the generalized fractional derivatives is proved, as well as three relations of fractional integration by parts that change the parameter set of the given operator into its dual. Such results are explored in the context of dynamic optimization, by considering problems of the calculus of variations with general fractional operators. Necessary optimality conditions of Euler-Lagrange type and natural boundary …
A connection between fractional calculus and statistical distribution theory has been established by the authors recently. Some extensions of the results to matrix-variate functions were also considered. In the present article, more results on matrix-variate statistical densities and their connections to fractional calculus will be established. When considering solutions of fractional differential equations, Mittag-Leffler functions and Fox H-function appear naturally. Some results connected with generalized Mittag-Leffler density and their asymptotic behavior will be considered. Reference is …
In this paper, we first discuss the convolution series that are generated by the Sonine kernels from a class of functions continuous on the real positive semi-axis that have an integrable singularity of power function type at the point zero. These convolution series are closely related to the general fractional integrals and derivatives with the Sonine kernels and represent a new class of the special functions of Fractional Calculus. The Mittag-Leffler functions as solutions to the fractional differential equations with the fractional derivatives of both Riemann-Liouville and Caputo types are …
We focus on eventually non-linear abstract Cauchy problems with a generalized fractional derivative in time. First we prove a local existence and uniqueness result, then we focus on a generalized Grönwall inequality. Before addressing the inequality, we study some properties of eigenvalues and eigenfunctions of the generalized fractional derivatives. Finally, we prove some consequences of the generalized Grönwall inequality.
We consider an integral transform introduced by Prabhakar, involving generalised multi-parameter Mittag-Leffler functions, which can be used to introduce and investigate several different models of fractional calculus. We derive a new series expression for this transform, in terms of classical Riemann-Liouville fractional integrals, and use it to obtain or verify series formulae in various specific cases corresponding to different fractional-calculus models. We demonstrate the power of our result by applying the series formula to derive analogues of the product and chain rules in more general …
The idea of generating integrals analogous to generating functions is first introduced in this paper. A new proof of the well-known Finite Harmonic Series Theorem in Analysis and Analytical Number Theory is then obtained by the method of Generating Integrals and Fractional Calculus. A generalization of the Riemann zeta function up to non-integer order is derived.
In this short note we present a new general definition of local fractional derivative, that depends on an unknown kernel. For some appropriate choices of the kernel we obtain some known cases. We establish a relation between this new concept and ordinary differentiation. Using such formula, most of the fundamental properties of the fractional derivative can be derived directly.
We develop the Benkhettou-Hassani-Torres fractional (noninteger order) calculus on time scales by proving two chain rules for the $α$-fractional derivative and five inequalities for the $α$-fractional integral. The results coincide with well-known classical results when the operators are of (integer) order $α= 1$ and the time scale coincides with the set of real numbers.
In [1], an operator was introduced which acts parallel to the Riemann-Liouville differintegral on a transformation of the space of real analytic functions and commutes with itself. This paper aims to extend the technique - and its defining characteristic, commutativity - to all real continuous functions, up to the degree to which they are differentiable.
In this paper, we address the one-parameter families of the fractional integrals and derivatives defined on a finite interval. First we remind the reader of the known fact that under some reasonable conditions, there exists precisely one unique family of the fractional integrals, namely, the well-known Riemann-Liouville fractional integrals. As to the fractional derivatives, their natural definition follows from the fundamental theorem of the Fractional Calculus, i.e., they are introduced as the left-inverse operators to the Riemann-Liouville fractional integrals. Until now, three families of …
An important class of fractional differential and integral operators is given by the theory of fractional calculus with respect to functions, sometimes called $Ψ$-fractional calculus. The operational calculus approach has proved useful for understanding and extending this topic of study. Motivated by fractional differential equations, we present an operational calculus approach for Laplace transforms with respect to functions and their relationship with fractional operators with respect to functions. This approach makes the generalised Laplace transforms much easier to analyse and to apply in …
We introduce a discrete-time fractional calculus of variations on the time scales $\mathbb{Z}$ and $(h\mathbb{Z})_a$. First and second order necessary optimality conditions are established. Some numerical examples illustrating the use of the new Euler-Lagrange and Legendre type conditions are given. We also give new definitions of fractional derivatives and integrals on time scales via the inverse generalized Laplace transform.
We give a brief outline of biography, review 3 of his works on the use of confluent hypergeometric function for description asymmetric relaxation spectrum and provide an overview of the Soviet works of the past (20th) that are in tune with this topic.
We introduce new fractional operators of variable order on isolated time scales with Mittag-Leffler kernels. This allows a general formulation of a class of fractional variational problems involving variable-order difference operators. Main results give fractional integration by parts formulas and necessary optimality conditions of Euler-Lagrange type.
Several approaches to the formulation of a fractional theory of calculus of "variable order" have appeared in the literature over the years. Unfortunately, most of these proposals lack a rigorous mathematical framework. We consider an alternative view on the problem, originally proposed by G. Scarpi in the early seventies, based on a naive modification of the representation in the Laplace domain of standard kernels functions involved in (constant-order) fractional calculus. We frame Scarpi's ideas within recent theory of General Fractional Derivatives and Integrals, that mostly rely on the Son…
The standard definition for the Atangana-Baleanu fractional derivative involves an integral transform with a Mittag-Leffler function in the kernel. We show that this integral can be rewritten as a complex contour integral which can be used to provide an analytic continuation of the definition to complex orders of differentiation. We discuss the implications and consequences of this extension, including a more natural formula for the Atangana-Baleanu fractional integral and for iterated Atangana-Baleanu fractional differintegrals.
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 effect of Marichev-Saigo-Maeda (MSM) fractional operators involving third Appell function on the $I$ function is studied. It is shown that the order of the $I$-function increases on application of these operators to the power multiple of the $I$-function. The Caputo-type MSM fractional derivatives are introduced and studied for the $I$-function. As special cases, the corresponding assertions for Saigo and Erdélyi-Kober fractional operators are also presented. The results obtained in this paper generalize several known results obtained recently in the literature.
We derive Itô-type change of variable formulas for smooth functionals of irregular paths with non-zero $p-$th variation along a sequence of partitions where $p \geq 1$ is arbitrary, in terms of fractional derivative operators, extending the results of the Föllmer-Ito calculus to the general case of paths with 'fractional' regularity. In the case where $p$ is not an integer, we show that the change of variable formula may sometimes contain a non-zero a 'fractional' Itô remainder term and provide a representation for this remainder term. These results are then extended to paths with non-zero $ϕ-…
The area of fractional calculus (FC) has been fast developing and is presently being applied in all scientific fields. Therefore, it is of key relevance to assess the present state of development and to foresee, if possible, the future evolution, or, at least, the challenges identified in the scope of advanced research works. This paper gives a vision about the directions for further research as well as some open problems of FC. A number of topics in mathematics, numerical algorithms and physics are analyzed, giving a systematic perspective for future research.
In this paper, we propose a new concept of derivative with respect to an arbitrary kernel-function. Several properties related to this new operator, like inversion rules, integration by parts, etc. are studied. In particular, we introduce the notion of conjugate kernels, which will be useful to guaranty that the proposed derivative operator admits a right inverse. The proposed concept includes as special cases Riemann-Liouville fractional derivatives, Hadamard fractional derivatives, and many other fractional operators. Moreover, using our concept, new fractional operators involving certain sp…
In this paper we study some properties of the Prabhakar integrals and derivatives and of some of their extensions such as the regularized Prabhakar derivative or the Hilfer--Prabhakar derivative. Some Opial- and Hardy-type inequalities are derived. In the last section we point out on some relationships with probability theory.
In order to describe more complex problem using the concept of fractional derivatives, we introduce in this paper the concept of fractional derivatives with orders. The new definitions are based upon the concept of power law together with the generalized Mittag-Leffler function. The first order is included in the power law function and the second is in the generalized Mittag-Leffler function. Each order therefore plays an important rule while modelling for instance problems with two layers with different properties. This is the case for instance in thermal science for a reaction diffusion with…
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…