Wikipedia / Differintegral
Wikipedia / Differintegral
In fractional calculus, an area of mathematical analysis, the differintegral is a combined differentiation/integration operator. Applied to a function ƒ, the q-differintegral of f, here denoted by
is the fractional derivative (if q > 0) or fractional integral (if q < 0). If q = 0, then the q-th differintegral of a function is the function itself. In the context of fractional integration and differentiation, there are several definitions of the differintegral.
Standard definitions
The four most common forms are:
The Riemann–Liouville differintegralThis is the simplest and easiest to use, and consequently it is the most often used. It is a generalization of the Cauchy formula for repeated integration
The Grunwald–Letnikov differintegralThe Grunwald–Letnikov differintegral is a direct generalization of the definition of a derivative
The Weyl differintegral This is formally similar to the Riemann–Liouville differintegral, but applies to periodic functions, with integral zero over a period.
Definitions via transforms
The definitions of fractional derivatives given by Liouville, Fourier, and Grunwald and Letnikov coincide. They can be represented via Laplace, Fourier transforms or via Newton series expansion.
Recall the continuous Fourier transform
Under the bilateral Laplace transform
Representation via Newton series is the Newton interpolation over consecutive integer orders:
For fractional derivative definitions described in this section, the following identities hold:
Basic formal properties
Linearity rules
Zero rule
Product rule
In general, composition (or semigroup) rule is a desirable property, but is hard to achieve mathematically and hence is not always completely satisfied by each proposed operator; this forms part of the decision making process on which one to choose:
(ideally)
(in practice)
See also
References
External links
Specialized journal: Fractional Calculus and Applied Analysis (1998-2014) and Fractional Calculus and Applied Analysis (from 2015)
Specialized journal:
Specialized journal: Communications in Fractional Calculus ()
Specialized journal: Journal of Fractional Calculus and Applications (JFCA)
https://web.archive.org/web/20040502170831/http://unr.edu/homepage/mcubed/FRG.html
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