Questions on the differentiation/integration of functions to arbitrary order.

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Geometric Interpretation of Fractional Derivatives

I was looking for a geometrical interpretations of fractional derivatives and fractional integrals. I would be glad to see any kind of intuitive and preferably visual interpretation of the objects ...
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50 views

Does Fractional Calculus have a real connection with Fractals? (or is it just an extra variable trick)

The fractional derivative and integral (operators that let you differentiate or integrate a fractional number of times) have drawn a lot of attention from people outside the field. Yet, after reading ...
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Fractional-order Halanay-type inequality

If there is any research article or books are available for Fractional-order Halanay-type inequality, if yes means, Please provide the proof or references list.
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The boundness of the solution of a fractional differential equation

D is the notation of Riemann-Liouville derivative. When I did the common first order differential equation and prove the same thing, I am able to first solve it and then prove the statement. But ...
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39 views

Fractional derivative definition

Suppose that $f(x) \in C^1$ for a $x \in [a, x]$. Then a regularization of Riemann-Louisville fractional derivative is defined as: $ \frac{1}{\Gamma(1-b)} \frac{d}{dx} \int_{a}^{x}\left( ...
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14 views

Understanding fractional-differencing formula

I have a time series $y_t$ and I would like to model it as an ARFIMA (a.k.a. FARIMA) process. If $y_t$ is integrated of (fractional) order $d$, I would like to fractionally-difference it to make it ...
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40 views

Show that a complex number's set is no empty

Consider $\alpha \in \mathbb{C}$ such that $Re (\alpha) > |\alpha|^2.$ Why is the set $$\Omega_{\alpha}=\mathbb{C}^{*} - \{\lambda^{\alpha}e^{i\theta\alpha}; \lambda > 0 \ \mbox{and}\ -\pi \leq ...
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1answer
40 views

Integral over Fractals with respect to fractal dimension

I understand that there is type of integral with respect to measures that can return values when evaluated over an integral. But is there an Integral that returns d dimensional volume where d is the ...
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19 views

fractional system fractional order equations

As resolved and how is the graph the phase plane of $D^{\alpha}y_{1}(t)=2y_{1}(1-\dfrac{y_{1}}{2y_{2}}-\dfrac{y_{1}}{2})$ $D^{\alpha}y_{2}(t)=3y_{2}(1-\dfrac{y_{2}}{2y_{1}}-\dfrac{y_{2}}{2})$ ...
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1answer
37 views

What can I do with half-derivative?

If I want to know the slope of the tangent of curve function I just have to find the derivative of this function and if I want to know the area under this curve I can integrate it (the function of ...
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26 views

properties of fractional calculus using grunwald letnikov

First definitions of fractional integral and derivative I 'm using $I^{\alpha}f(x)=\displaystyle\frac{1}{\Gamma(\alpha)}\displaystyle\int_{0}^{x}(x-t)^{\alpha-1}f(t)dt$ y ...
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2answers
83 views

Imaginary-Order Derivative

I would like to find the imaginary-order derivative of a function (let's just focus on a simple function for now). There is the Riemann-Liouville fractional-derivative: $$ _{a}D^{i}_{t} f(t) = ...
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58 views

Computing the fractional derivative of a fractional integral

I know that $D^{\alpha}I^{\alpha}f(x)=f(x)$ and $D^{\alpha}I^{\beta}f(x)=D^{\alpha-\beta}f(x)$ but How can prove this? ...
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56 views

Is $(-\Delta)^{s}$ c0incident with $(-\Delta)^{s/2}$?

We already know the following facts´╝Ü $$\displaystyle (-\Delta)^su(x):=c_{n,s}\text{P.V.}\int_{\mathbb{R}^N}\frac{u(x)-u(y)}{|x-y|^{N+2s}}\,dy, $$ where $s\in (0,1)$. $$\int_{\mathbb{R}^N} ...
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2answers
38 views

Is the Fractional integral operator well-defined?

How to prove the fractional integral operator $J_{\alpha}:L^p(\Bbb R^+)\rightarrow L^p(\Bbb R^+)$ (of order $\alpha>0$) which is defined for each $f\in L^p(\Bbb R^+)$ by $$J_{\alpha}f(x):={1\over ...
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46 views

Can a Local Fractional Differential Operator exist?

Let $f: \mathbb{R} \rightarrow \mathbb{R}$. The derivative of $f$ is defined pointwise, and we say that $f$ is differentiable if the derivative exists in each point. Higher order derivatives are ...
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1answer
48 views

Formula for tangent derivatives, how to prove?

How to prove? $$(\tan x)^{(s-1)}=\pi^{-s}\Gamma(s)\left(\zeta\left(s, \frac12-\frac x\pi\right)+(-1)^s\zeta\left(s, \frac12+\frac x\pi\right)\right) $$
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1answer
90 views

What level of math is needed to learn fractional calculus?

I was skimming through wikipedia pages and stumbled upon the fractional calculus page. My interest increased when I noticed it has applications in physics. I was wondering as an undergraduate who's ...
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1answer
50 views

Is fractional order Sobolev spaces reflexive?

Let $0<s<1$, we define $$ W^{s,p}(\Omega):=\left\{u\in L^p(\Omega),\,\frac{|u(x)-u(y)|}{|x-y|^{\frac{N}{p}+s}}\in L^p(\Omega\times\Omega)\right\} $$ with norm $$ \|u\|:=\left(\int_{\Omega} ...
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38 views

Solutions of fractional linear dynamical systems

The Mittag-Leffler function is defined as: $$ E_\alpha(\tau) = \sum_{k=0}^{\infty}\frac{\tau^k}{\Gamma(\alpha k + 1)}, $$ which can also be defined, analogously, for matrices $A\in\mathbb{R}^{n\times ...
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Is this similarity just a coincidence?

Here is the function $-1/x$: If we add infinitely many similar functions with a shift of pi/2 each in both directions, we get $\tan x$. But if we do the same only in one direction, we get ...
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2answers
61 views

n-th Derivative

It can be proven the for a function $h(x)=f(x)g(x)$, letting $f^{(k)}(x)=\frac{d^k}{dx^k}f(x)$ and $g^{(k)}(x)=\frac{d^k}{dx^k}g(x)$ then the n-th derivative, for n is an integer is: ...
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1answer
30 views

Simplifying general formula for fractional derivative by removed derivative of integral.

On the wikipage about fractional calculus, there's a general formula for the fractional derivative: $D^\alpha$ is the derivative operator. $$D^\alpha ...
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1answer
49 views

Do smooth functions have fractional derivatives of all orders?

Suppose $\nu > 0$ and $n$ is such that $\lceil\nu\rceil = n$. The Riemann-Liouville definition of the fractional derivative would be $$f^{(\nu)}(x) = ...
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Geometric mean of fractional derivative

What is the geometrical mean of the fractional derivative (of order $\alpha \in (0,1)$) for a function $f:\Bbb R \rightarrow \Bbb R$? For example $f$ is increasing on $\Bbb R$ if $f'$ is positive.
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1answer
39 views

fractional derivative of test function

I have a small questions concerning the fractional derivative of a test function. Is it true that if $u \in C^{\infty}_{c}(\mathbb{R})$ and we define the fractional derivative of this function as ...
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3answers
70 views

Non integer derivative of $1/p(x)$

I need to find the $k$'th derivative of $1/p(x)$, where $p(x)$ is a polynomial and $k\in\mathbb{R}$ It dosen't have to be an explicit formula, an algorithm which finds a formula for some $k$ is fine. ...
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1answer
68 views

Fractional powers of the operator $B: L_2(\mathbb{R}) \mapsto L_2(\mathbb{R})$, $Bf = f-f^{''}$.

Consider the linear operator $B: L_2(\mathbb{R}) \mapsto L_2(\mathbb{R})$ defined by the following mapping: $Bf = f-f^{\prime\prime} \equiv (I-\Delta)f$, where $\Delta$ is the Laplace operator that ...
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1answer
41 views

Fractional Derivatives on a function with bounded Support

I have a question about functions that have bounded support in $\mathbb{R}$. In particular, suppose that I have a function $f$ with support $A\subset \mathbb{R}$ so that $A$ is compact. Without loss ...
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Fractional derivatives of Gamma function

For integer $n \geq 0$, we have $\dfrac{d^n}{ds^n} x^s = (\ln x)^n \,x^s$. From this it follows, for example, that $$\int_0^{\infty}e^{-x}\ln^n x \,dx= \Gamma^{(n)}(0)$$ Question: is there a way of ...
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101 views

Fractional Derivatives

If we define the (forward) difference operator as $$\Delta f(x)=f(x+\Delta x)-f(x)$$ we can break it up using the "shift" operator $E\,f(x)=f(x+\Delta x)$ and the "identity" $1\,f(x)=f(x)$. Then ...
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1answer
127 views

Definition of fractional Laplacian on a compact manifold?

How does one define the fractional Laplacian operator $(-\Delta)^s$ on a compact Riemannian manifold? In $\mathbb{R}^n$, it is defined $$ (-\Delta)^s f(x) = c_{n,s} \int_{\mathbb{R}^n} \frac{f(x) - ...
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fractional derivaitve of logarithm function $x^ {a} log(x) $

Given the function $ x^{a}\log(x) $ natural logarithmic Could someone tell me how to evaluate the fractional derivative $$ \frac{d^{b}}{dx^{b}}x^{a}\log(x) $$ for positive $a$ and $b$
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4answers
749 views

Fractional Calculus: Motivation and Foundations.

If this is too broad, I apologise; let's keep it focused on the basics if necessary. What's the motivation and the rigorous foundations behind fractional calculus? It seems very weird & ...
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How should I interpret this function notation?

I'm trying to implement an FDGD Algorithm from a paper and I'm a little stuck how to interpret a piece of function notation. See page 7, equations 2 and 3 in this document: In there we have ...
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Convergence of a limit

everyone. I have a question regarding the convergence of a certain limit. I've been fiddling with it but its been proving quite evasive. What I am trying to calculate is the Grundwald-Letnikov ...
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1answer
136 views

Do fractional derivatives maintain the $[fg]'=f'g+g'f$ and $f(g(x))'=f'(g(x))\cdot g'(x)$ rules?

Of course, I'm not really familiar with all fractional derivative methods, but is it a necessary rule that they all should comply with? If not, which ones, for example, do and which don't ? ( ...
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74 views

A question about fractional derivatives

What would be the fractional derivative of any order 'b' of the function $ (a-x) $ ? My guess is: $$ \frac{d^{s}}{dx^{s}}(a-x)^{-1}= \frac{\Gamma(s+1)}{(a-x)^{s+1}} $$ Is this correct?
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Are all fractional deriviatives/integrals of $e^x$ equal to $e^x$?

I have learned through calculus that the derivatives and the indefinite integrals of the exponential function are the same (at integer arguments) but was wondering if this holds true for fractional ...
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54 views

Characterization of functions with fractional expansion near zero

I would like to understand if it is possible to completely characterize real-valued functions with an expansion of this type: $f(x)=f'(0)\cdot x + o(x^{\alpha})\qquad \alpha \in (1,2)$ I am not ...
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59 views

Fourier Transform of Fractional Laplacian

I'm trying to solve a PDE with a spectral method. The PDE has a fractional Laplacian... $\Delta^s$. In regards to a numerical implementation, will the "s" term simply become the exponent of the ...
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1answer
192 views

Could you explain me the use of fractional derivatives?

For first time in my (loooong !) life, I heard, thanks to a question posted on SE, about fractional derivatives. In Wikipedia, I found very interesting material. But, being a physicist and not a real ...
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238 views

Fractional Derivative of a Taylor Series?

I have a function defined only by it's taylor series: $f(x) = \sum_{k=0}^\infty \frac{f^{(k)}(0)}{k!}x^k$ Obviously, integer derivatives can be defined as $\frac{d^n}{dx^n} f(x) = \sum_{k=0}^\infty ...
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106 views

How can we interpret the coefficients of Laurent series?

The coefficients of a Taylor series of a function about a given point are related to the nth derivatives of the function at that point. Can we make a similar statement about what the (negative-index) ...
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1answer
741 views

Solving double integral numerically in matlab

In the paper "The fractional Laplacian operator on bounded domains as a special case of the nonlocal diffusion operator". Where the author has solved a fractional laplacian equation on bounded domain ...
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1answer
103 views

Fourier transformation on a torus and the definition of fractional Laplacian

as we know, in $R^n$, for a function $f$, we can define its Fourier transform as $$\hat f(\xi)=\int_{R^3}f(x)e^{-ix\cdot \xi}d x,$$ with this, the Laplacian of $f$ can be elegently defined by ...
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Problem with the application of the fractional integral (as in wikipedia) , example $f(x)=\exp(x)-1$

I am still fiddling with the understanding and application of the fractional integration/differentation. I've tried the wikipedia-formula for the Cauchy's iterated integration: $$ (J^{\alpha} f)(x) = ...
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Proprieties of the Fractional Laplacian on unbounded domain

I'm interesting to the stochastic PDE $$\left\{\begin{array}{l}\dfrac{\partial u}{\partial t}(t,x)=\Delta_{\mathbf{\alpha }}u(t,x) + {\dot{W}}(t,x), \\u(0,x)=u_{0}(x),\,\,\,\, ...
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I can Euler-sum $\sqrt{-\ln(1)}-\sqrt{-\ln(2)}+\sqrt{-\ln(3)}-\cdots$. But how can I do $\sqrt{-\ln(1)}+\sqrt{-\ln(2)}+\sqrt{-\ln(3))}+\cdots$?

This is also related to an older thread in MSE ("what is the half derivative of zeta at zero?") . One of the possible steps in the problem of that thread was to evaluate the series ...
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1answer
152 views

Fractional calculus

I have this exercise : "Consider the Cauchy problem's : $$ ^C D^{\alpha}y(t)=f(t,y(t),y'(t)), t\in [0,T] ....(1) $$ $$ y(0)=y_0, y'(0)=y_1 .... (2) $$ Where ...