FractionalDifferential Equations

Fractional
Differential Equations
Guest Editors: Fawang Liu, Mark M. Meerschaert, Shaher Momani,
Nikolai N. Leonenko, Wen Chen, and Om P. Agrawal
International Journal of Differential Equations
Fractional Differential Equations
International Journal of Differential
Equations
Guest Editors: Fawang Liu, Mark M. Meerschaert, Shaher Momani,
Copyright q 2010 Hindawi Publishing Corporation. All rights reserved.
This is an issue published in volume 2010 of International Journal of Differential Equations. All articles are open
access articles distributed under the Creative Commons Attribution License, which permits unrestricted use, distribu-
tion, and reproduction in any medium, provided the original work is properly cited.
Editorial Board
Om Agrawal, USA
Bashir Ahmad, Saudi Arabia
Ch erif Amrouche, France
Sabri Arik, Turkey
Dumitru Baleanu, Turkey
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Vieri Benci, Italy
Elena Braverman, Canada
Alberto Cabada, Spain
Jinde Cao, China
Der Chen Chang, USA
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Gui Qiang Chen, USA
Fengde Chen, China
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Simon, Hungary
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Contents
Fractional Dierential Equations, Fawang Liu, Mark M. Meerschaert, Shaher Momani,
Volume 2010, Article ID 215856, 2 pages
The M-Wright Function in Time-Fractional Diusion Processes: A Tutorial Survey,
Francesco Mainardi, Antonio Mura, and Gianni Pagnini
Stability and Convergence of an Eective Numerical Method for the Time-Space Fractional
Fokker-Planck Equation with a Nonlinear Source Term, Qianqian Yang, Fawang Liu,
and Ian Turner
Hes Variational Iteration Method for Solving Fractional Riccati Dierential Equation,
H. Jafari and H. Tajadodi
Solitary Wave Solutions for a Time-Fraction Generalized Hirota-Satsuma Coupled KdV
Equation by a New Analytical Technique, Majid Shateri and D. D. Ganji
Time-Optimal Control of Systems with Fractional Dynamics, Christophe Tricaud and
YangQuan Chen
On the Speed of Spread for Fractional Reaction-Diusion Equations, Hans Engler
Riesz Potentials for Korteweg-de Vries Solitons and Sturm-Liouville Problems,
Vladimir Varlamov
Linear Fractionally Damped Oscillator, Mark Naber
Positive Solution to Nonzero Boundary Values Problem for a Coupled System of Nonlinear
Fractional Dierential Equations, Jinhua Wang, Hongjun Xiang, and Zhigang Liu
The Periodic Solutions of the Compound Singular Fractional Dierential System with Delay,
XuTing Wei and XuanZhu Lu
The Use of Fractional B-Splines Wavelets in Multiterms Fractional Ordinary Dierential
Equations, X. Huang and X. Lu
Solvability of Nonlinear Langevin Equation Involving Two Fractional Orders with Dirichlet
Boundary Conditions, Bashir Ahmad and Juan J. Nieto
On the Selection and Meaning of Variable Order Operators for Dynamic Modeling,
Lynnette E. S. Ramirez and Carlos F. M. Coimbra
Hindawi Publishing Corporation
International Journal of Dierential Equations
doi:10.1155/2010/215856
Editorial
Fawang Liu,
1
Mark M. Meerschaert,
2
Shaher Momani,
3
Nikolai N. Leonenko,
4
Wen Chen,
5
and Om P. Agrawal
6
1
School of Mathematical Sciences, Queensland University of Technology, P.O. Box 2434,
Brisbane, Qeensland 4001, Australia
2
Department of Statistics and Probability, Michigan State University, A416 Wells Hall,
East Lansing, MI 48823, USA
3
Department of Mathematics, Mutah University, P.O. Box 7, Mutah 61710, Jordan
4
School of Mathematics, Cardi University, Cardi CF2 4YH, UK
5
Department of Engineering Mechanics, Hohai University, Xikang Road Number 1,
Nanjing, Jiangsu 210098, China
6
Department of Mechanical Engineering and Energy Processes, Southern Illinois University,
Carbondale, IL 62901, USA
Correspondence should be addressed to Fawang Liu, f.liu@qut.edu.au
Received 13 April 2010; Accepted 13 April 2010
Copyright q 2010 Fawang Liu et al. This is an open access article distributed under the Creative
Commons Attribution License, which permits unrestricted use, distribution, and reproduction in
any medium, provided the original work is properly cited.
It is my pleasure to present this special issue of the International Journal of Dierential
Equations dedicated to Fractional Dierential Equations FDEs.
Fractional dierential equations are generalizations of ordinary dierential equations
to an arbitrary noninteger order. Fractional dierential equations have attracted consider-
able interest because of their ability to model complex phenomena. These equations capture
nonlocal relations in space and time with power-law memory kernels. Due to the extensive
applications of FDEs in engineering and science, research in this area has grown signicantly
all around the world.
This special issue of Fractional Dierential Equations consists of one review article
paper 1 and 12 original articles covering various aspects of FDEs and their applications by
the prominent researchers in the eld.
The review article surveys the properties of a transcendental function of the Wright
type, nowadays known as the M-Wright function, entering as a probability density
in a relevant class of self-similar stochastic processes. The second paper presents a
computationally eective numerical method for the time-space fractional Fokker-Planck
equations with a nonlinear source term, together with a stability and convergence analysis
of the numerical method.
2 International Journal of Dierential Equations
The third paper uses Hes variational iteration method for solving the fractional Riccati
dierential equation. The fourth paper proposes a fractional iteration method and has been
applied to study the Hirota-Satsuma coupled KdV of time-fractional-order equation.
The fth paper develops a formulation for fractional time-optimal control problems.
The sixth paper derives conditions for the speed of spread of solutions of fractional
scalar reaction-diusion equations to be nite or innite. The seventh paper studies the
Riesz fractional derivatives for the Korteweg-de Vries solitons and proves that these Riesz
potentials and their Hilbert transforms are linearly independent solutions of a Sturm-
Liouville problem.
The eighth paper gives the analytical solution of the linear fractionally damped
oscillator equation by means of Laplace transform. The ninth paper proves the existence
and uniqueness of a positive solution to the nonzero boundary value problem for a coupled
system of fractional dierential equations. The tenth paper gives sucient conditions on
the existence of a periodic solution for a class of compound singular fractional dierential
systems with delay, involving Nishimoto fractional derivative. The eleventh paper discusses
the existence and uniqueness of the solutions of the nonhomogeneous linear dierential
equations of arbitrary positive real order by using the fractional B-Splines wavelets and
the Mittag-Leer function. The twelfth paper proves the existence of solutions of the
fractional Langevin equation with two dierent fractional orders in a Banach space using
the contraction mapping principle and Krasnoselskiis xed point theorem. The nal paper
addresses the selection and meaning of variable-order operators for dynamic modelling.
Thus, this special issue provides a wide spectrum of current research in the area of
FDEs, and I hope that experts in this and related elds would nd it useful.
Finally, I would like to acknowledge the guest editors Mark M. Meerschaert, Shaher
Momani, Nikolai N. Leonenko, We Chen, and Om P. Agrawal for their assistance in
producing this special edition within the specied timeframe.
Fawang Liu
Mark M. Meerschaert
Shaher Momani
Nikolai N. Leonenko
Wen Chen
Om P. Agrawal
doi:10.1155/2010/104505
Review Article
The M-Wright Function in Time-Fractional
Diffusion Processes: A Tutorial Survey
Francesco Mainardi,
1
Antonio Mura,
2
and Gianni Pagnini
3
1
Department of Physics, University of Bologna and INFN, Via Irnerio 46, 40126 Bologna, Italy
2
CRESME Ricerche S.p.A, Viale Gorizia 25C, 00199 Roma, Italy
3
CRS4, Centro Ricerche Studi Superiori e Sviluppo in Sardegna, Polaris Building 1,
09010 Pula, Italy
Correspondence should be addressed to Francesco Mainardi, francesco.mainardi@bo.infn.it
Received 13 September 2009; Accepted 8 November 2009
Academic Editor: Fawang Liu
Copyright q 2010 Francesco Mainardi et al. This is an open access article distributed under
the Creative Commons Attribution License, which permits unrestricted use, distribution, and
reproduction in any medium, provided the original work is properly cited.
In the present review we survey the properties of a transcendental function of the Wright type,
nowadays known as M-Wright function, entering as a probability density in a relevant class of
self-similar stochastic processes that we generally refer to as time-fractional diusion processes.
Indeed, the master equations governing these processes generalize the standard diusion equation
by means of time-integral operators interpreted as derivatives of fractional order. When these
generalized diusion processes are properly characterized with stationary increments, the M-
Wright function is shown to play the same key role as the Gaussian density in the standard and
fractional Brownian motions. Furthermore, these processes provide stochastic models suitable for
describing phenomena of anomalous diusion of both slow and fast types.
1. Introduction
By time-fractional diusion processes, we mean certain diusion-like phenomena governed
by master equations containing fractional derivatives in time whose fundamental solution
can be interpreted as a probability density function pdf in space evolving in time. It
is well known that, for the most elementary diusion process, the Brownian motion, the
master equation, is the standard linear diusion equation whose fundamental solution is
the Gaussian density with a spatial variance growing linearly in time. In such case we speak
about normal diusion, reserving the term anomalous diusion when the variance grows
dierently. A number of stochastic models for explaining anomalous diusion have been
introduced in literature; among themwe like to quote the fractional Brownian motion; see, for
example, 1, 2, the Continuous Time Random Walk; see, for example, 36, the L evy ights;
see, for example, 7, the Schneider grey Brownian motion; see 8, 9, and, more generally,
random walk models based on evolution equations of single and distributed fractional order
in time and/or space; see, for example, 1018.
In this survey paper we focus our attention on modications of the standard diusion
equation, where the time can be stretched by a power law t t
, 0 < < 2 and the rst-

order time derivative can be replaced by a derivative of noninteger order 0 < 1. In
these cases of generalized diusion processes the corresponding fundamental solution still
keeps the meaning of a spatial pdf evolving in time and is expressed in terms of a special
function of the Wright type that reduces to the Gaussian when 1. This transcendental
function, nowadays known as M-Wright function, will be shown to play a fundamental
role for a general class of self-similar stochastic processes with stationary increments, which
provide stochastic models for anomalous diusion, as recently shown by Mura et al. 1922.
In Section 2 we provide the reader with the essential notions and notations concerning
the integral transforms and fractional calculus, which are necessary in the rest of the paper.
In Section 3 we introduce in the complex plane C the series and integral representations of
the general Wright function denoted by W
,
z and of the two related auxiliary functions
F
z, M
z, which depend on a single parameter. In Section 4 we consider our auxiliary

functions in real domain pointing out their main properties involving their integrals and their
asymptotic representations. Mostly, we restrict our attention to the second auxiliary function,
which we call M-Wright function, when its variable is in R
or in all of R but extended in

symmetric way. We derive a fundamental formula for the absolute moments of this function
in R
, which allows us to obtain its Laplace and Fourier transforms. In Section 5 we consider
some types of generalized diusion equations containing time partial derivatives of fractional
order and we express their fundamental solutions in terms of the M-Wright functions
evolving in time with a given self-similarity law. In Section 6 we stress how the M-Wright
function emerges as a natural generalization of the Gaussian probability density for a class
of self-similar stochastic processes with stationary increments, depending on two parameters
, . These processes are dened in a unique way by requiring the determination of any
multipoint probability distribution and include the well-known standard and fractional
Brownian motion. We refer to this class as the generalized grey Brownian motion ggBm,
because it generalizes the grey Brownian motion gBm introduced by Schneider 8, 9.
Finally, a short concluding discussion is drawn. In Appendix A we derive the fundamental
solution of the time-fractional diusion equation. In Appendix B we outline the relevance of
the M-Wright function in time-fractional drift processes entering as subordinators in time-
fractional diusion.
2. Notions and Notations
2.1. Integral Transforms Pairs
In our analysis we will make extensive use of integral transforms of Laplace, Fourier, and
Mellin types; so we rst introduce our notation for the corresponding transform pairs. We
do not point out the conditions of validity and the main rules, since they are given in any
textbook on advanced mathematics.
Let
fs L
_
fr; r s
_

_
0
e
sr
frdr 2.1
International Journal of Dierential Equations 3
be the Laplace transform of a suciently well-behaved function fr with r R
, s C, and
let
fr L
1
_
fs; s r
_

1
2i
_
Br
e
sr

fsds 2.2
be the inverse Laplace transform, where Br denotes the so-called Bromwich path, a straight
line parallel to the imaginary axis in the complex s-plane. Denoting by
L
the justaposition
of the original function fr with its Laplace transform

fs, the Laplace transformpair reads
fr
L

fs.
2.3
Let
f F
_
fx; x
_

_
e
ix
fxdx 2.4
be the Fourier transform of a suciently well-behaved function fx with x R, R, and
let
fx F
1
_
f; x
_

1
2
_
e
ix

fd 2.5
be the inverse Fourier transform. Denoting by
F
the justaposition of the original function
fx with its Fourier transform

f, the Fourier transform pair reads
fx
F

f.
2.6
Let
f
s M
_
fr; r s
_

_
0
r
s1
frdr 2.7
be the Mellin transform of a suciently well-behaved function fr with r R
, s C, and let
fr M
1
_
f
s; s r
_

1
2i
_
Br
r
s
f
sds 2.8
be the inverse Mellin transform. Denoting by
M
the justaposition of the original function
fr with its Mellin transform f
s, the Mellin transform pair reads

fr
M
f
s.
2.9
2.2. Essentials of Fractional Calculus with Support in R
Fractional calculus is the branch of mathematical analysis that deals with pseudodierential
operators that extend the standard notions of integrals and derivatives to any positive
noninteger order. The term fractional is kept only for historical reasons. Let us restrict
our attention to suciently well-behaved functions ft with support in R
. Two main
approaches exist in the literature of fractional calculus to dene the operator of derivative
of noninteger order for these functions, referred to Riemann-Liouville and to Caputo. Both
approaches are related to the so-called Riemann-Liouville fractional integral dened for any
order > 0 as
J
t
ft :
1
_
_
t
0
t
1
fd. 2.10
We note the convention J
0
t
I Identity and the semigroup property
J
t
J
t
J
t
J
t
J
t
, 0, 0. 2.11
The fractional derivative of order > 0 in the Riemann-Liouville sense is dened as the
operator D
t
which is the left inverse of the Riemann-Liouville integral of order in analogy
with the ordinary derivative, that is,
D
t
J
t
I, > 0. 2.12
If m denotes the positive integer such that m 1 < m, we recognize, from 2.11 and
2.12, D
t
ft : D
m
t
J
m
t
ft; hence,
D
t
ft
d
m
dt
m
_
1
_
m
_
_
t
0
fd
t
1m
_
, m 1 < < m,
d
m
dt
m
ft, m.
2.13
For completeness we dene D
0
t
I.
On the other hand, the fractional derivative of order > 0 in the Caputo sense is dened
as the operator

D
t
such that

D
t
ft : J
m
t
D
m
t
ft; hence,
t
ft
_
m
_
_
t
0
f
m
d
t
1m
, m 1 < < m,
d
m
dt
m
ft, m.
2.14
We note the dierent behavior of the two derivatives in the limit m 1
. In fact,
m 1
t
ft D
m
t
J
1
t
ft D
m1
t
ft,
t
ft J
1
t
D
m
t
ft D
m1
t
ft D
m1
t
f0
,
2.15
where the limit for t 0
is taken after the operation of derivation.

Furthermore, recalling the Riemann-Liouville fractional integral and derivative of the
power law for t > 0,
J
t
t

_
1
_
_
1
_t
,
D
t
t

_
1
_
_
1
_t
,
> 0, > 1, 2.16
we nd the relationship between the two types of fractional derivative
D
_
ft
m1
k0
t
k
k!
f
k
0
_

D
t
ft. 2.17
We note that the Caputo denition for the fractional derivative incorporates the initial values
of the function and of its integer derivatives of lower order. The subtraction of the Taylor
polynomial of degree m 1 at t 0
from ft is a sort of regularization of the fractional

derivative. In particular, according to this denition, the relevant property that the derivative
of a constant is zero is preserved for the fractional derivative.
Let us nally point out the rules for the Laplace transformwith respect to the fractional
integral and the two fractional derivatives. These rules are expected to properly generalize
the well-known rules for standard integrals and derivatives.
For the Riemann-Liouville fractional integral, we have
L
_
J
t
ft; t s
_

fs
s
, 0.
2.18
For the Caputo fractional derivative, we consequently get
L
_
t
ft; t s
_
s

fs
m1
k0
s
1k
f
k
0
, m 1 < m, 2.19
where f
k
0
: lim
t 0
f
k
t. The corresponding rule for the Riemann-Liouville fractional
derivative is more cumbersome and it reads
L
_
D
t
ft; t s
_
s

fs
m1
k0
_
D
k
t
J
m
t
_
f0
s
m1k
, m 1 < m, 2.20
where the limit for t 0
is understood to be taken after the operations of fractional

integration and derivation. As soon as all the limiting values f
k
0
are nite and m 1 <

< m, formula 2.20 for the Riemann-Liouville derivative is simplied into
L
_
D
t
ft; t s
_
s

fs, m 1 < < m. 2.21
In the special case f
k
0
0 for k 0, 1, m 1, we recover the identity between the

two fractional derivatives. The Laplace transform rule 2.19 was practically the key result
of Caputo 23, 24 in dening his generalized derivative in the late sixties. The two fractional
derivatives have been well discussed in the 1997 survey paper by Goreno and Mainardi
25; see also 26, and in the 1999 book by Podlubny 27. In these references the authors
have pointed out their preference for the Caputo derivative in physical applications where
initial conditions are usually expressed in terms of nite derivatives of integer order.
For further reading on the theory and applications of fractional calculus, we
recommend the recent treatise by Kilbas et al. 28.
3. The Functions of the Wright Type
3.1. The General Wright Function
The Wright function, which we denote by W
,,
z, is so named in honor of E. Maitland
Wright, the eminent British mathematician, who introduced and investigated this function
in a series of notes starting from1933 in the framework of the asymptotic theory of partitions;
see 2931. The function is dened by the series representation, convergent in the whole
z-complex plane
W
,
z :
n0
z
n
n!
_
n
_, > 1, C. 3.1
Originally, Wright assumed that 0, and, only in 1940 32, he considered 1 < < 0.
We note that in Chapter 18 of Vol. 3 of the handbook of the Bateman Project 33, devoted to
Miscellaneous Functions, presumably for a misprint, the parameter of the Wright function is
restricted to be nonnegative. When necessary, we propose to distinguish the Wright functions
in two kinds according to 0 rst kind and 1 < < 0 second kind.
For more details on Wright functions the reader can consult, for example, 3441 and
references therein.
The integral representation of the Wright function reads
W
,
z
1
2i
_
Ha
e
z
d
, > 1, C, 3.2
where Ha denotes the Hankel path. We remind that the Hankel path is a loop that starts from
along the lower side of the negative real axis, encircles the circular area around the origin
with radius 0 in the positive sense, and ends at along the upper side of the negative
real axis. The equivalence of the series and integral representations is easily proved using
Hankel formula for the Gamma function
1

_
Ha
e
u
u
du, C 3.3
and performing a term-by-term integration. In fact,
W
,
z
1
2i
_
Ha
e
z
d

1
2i
_
Ha
e
n0
z
n
n!

n
_
d
n0
z
n
n!
_
1
2i
_
Ha
e
n
d
_

n0
z
n
n!
_
n
_.
3.4
It is possible to prove that the Wright function is entire of order 1/1 ; hence, it is of
exponential type only if 0 which corresponds to Wright function of the rst kind. The
case 0 is trivial since W
0,
z e
z
/, provided that
/
0, 1, 2, . . . .
3.2. The Auxiliary Functions of the Wright Type
Mainardi, in his rst analysis of the time-fractional diusion equation 42, 43, aware of the
Bateman handbook 33, but not yet of the 1940 paper by Wright 32, introduced the two
Wright-type entire auxiliary functions,
F
z : W
,0
z, 0 < < 1,
M
z : W
,1
z, 0 < < 1,
3.5
interrelated through
F
z zM
z. 3.6
As a matter of fact, functions F
z and M
z are particular cases of the Wright

function of the second kind W
,
z by setting and 0 or 1, respectively.
Hereafter, we provide the series and integral representations of the two auxiliary
functions derived from the general formulas 3.1 and 3.2, respectively.
The series representations for the auxiliary functions read
F
z :
n1
z
n
n! n

1
n1
z
n1
n!
n 1 sinn, 3.7
M
z :
n0
z
n
n! n 1

1
n1
z
n1
n 1!
n sinn. 3.8
The second series representations in 3.7-3.8 have been obtained by using the reection
formula for the Gamma function 1 /sin .
As an exercise, the reader can directly prove that the radius of convergence of the
power series in 3.7-3.8 is innite for 0 < < 1 without being aware of Wrights results, as
it was shown independently by Mainardi 42; see also 27.
Furthermore, we have F
0 0 and M
0 1/1 . We note that relation 3.6

between the two auxiliary functions can be easily deduced from3.7-3.8, by using the basic
property of the Gamma function 1 .
The integral representations for the auxiliary functions read
F
z :
1
2i
_
Ha
e
z
d, 3.9
M
z :
1
2i
_
Ha
e
z
d
1
. 3.10
We note that relation 3.6 can be obtained also from 3.9-3.10 with an integration by parts.
In fact,
M
z
_
Ha
e
z
d
1

_
Ha
e
1
z
d
d
e
z
_
d
1
z
_
Ha
e
z
d
F
z
z
.
3.11
The equivalence of the series and integral representations is easily proved by using the
Hankel formula for the Gamma function and performing a term-by-term integration.
3.3. Special Cases
Explicit expressions of F
z and M
z in terms of known functions are expected for some

particular values of . Mainardi and Tomirotti 43 have shown that for 1/q, where
q 2 is a positive integer, the auxiliary functions can be expressed as a sum of simpler q 1
entire functions. In the particular cases q 2 and q 3, we nd
M
1/2
z
1
m0
1
m
_
1
2
_
m
z
2m
2m!

1
exp
_
z
2
4
_
, 3.12
M
1/3
z
1
2/3
m0
_
1
3
_
m
z
3m
3m!

1
1/3
m0
_
2
3
_
m
z
3m1
3m 1!
3
2/3
Ai
_
z
3
1/3
_
,
3.13
where Ai denotes the Airy function.
Furthermore, it can be proved that M
1/q
z satises the dierential equation of order
q 1
d
q1
dz
q1
M
1/q
z
1
q
q
zM
1/q
z 0, 3.14
subjected to the q 1 initial conditions at z 0, derived from 3.14, such that
M
h
1/q
0
1
h
_
1 h 1/q
_
1
h

_
h 1
q
_
sin
_
h 1
q
_
, 3.15
with h 0, 1, . . . , q 2. We note that, for q 4, 3.14 is akin to the hyper-Airy dierential
equation of order q 1; see, for example, 44. Consequently, the auxiliary function M
z
could be considered a sort of generalized hyper-Airy function. However, in view of further
applications in stochastic processes, we prefer to consider it as a natural fractional
generalization of the Gaussian function, similarly as the Mittag-Leer function is known
to be the natural fractional generalization of the exponential function.
To stress the relevance of the auxiliary function M
z, it was also suggested the

special name M-Wright function, a terminology that has been followed in literature to some
extent.
Some authors including Podlubny 27, Goreno et al. 34, 35, Hanyga 45, Balescu
46, Chechkin et al. 12, Germano et al. 47, and Kiryakova 48, 49 refer to the M-Wright
function as the Mainardi function. It was Professor Stankovi c, during the presentation of the
paper by Mainardi and Tomirotti 43 at the Conference of Transform Methods and Special
Functions, Soa 1994, who informed Mainardi, being aware only of the Bateman Handbook
33, that the extension for 1 < < 0 had been already made just by Wright himself in
1940 32, following his previous papers published in the thirties. Mainardi, in the paper
50 devoted to the 80th birthday of Prof. Stankovi c, used the occasion to renew his personal
gratitude to Prof. Stankovi c for this earlier information that led him to study the original
papers by Wright and work also in collaboration on the functions of the Wright type for
further applications; see, for example, 34, 35, 51.
Moreover, the analysis of the limiting cases 0 and 1 requires special attention.
For 0 we easily recognize from the series representations 3.7-3.8
F
0
z 0, M
0
z e
z
. 3.16
The limiting case 1 is singular for both auxiliary functions as expected from the denition
of the general Wright function when 1. Later we will deal with this singular case
for the M-Wright function when the variable is real and positive.
4. Properties and Plots of the Auxiliary Wright Functions
in Real Domain
Let us state some relevant properties of the auxiliary Wright functions, with special attention
to the M
function in view of its role in time-fractional diusion processes.

4.1. Exponential Laplace Transforms
We start with the Laplace transform pairs involving exponentials in the Laplace domain.
These were derived by Mainardi in his earlier analysis of the time-fractional diusion
equation; see, for example, 42, 52,
1
r
F
_
1
r
_

r
1
M
_
1
r
_
L
e
s
, 0 < < 1, 4.1

1
_
1
r
_

1
r
_
1
r
_
L
e
s
s
1
, 0 < < 1. 4.2
We note that the inversion of the Laplace transform of the exponential exps
is relevant
since it yields for any 0, 1 the unilateral extremal stable densities in probability theory,
denoted by L
r in 53. As a consequence, the nonnegativity of both auxiliary Wright

functions when their argument is positive is proved by the Bernstein theorem. We refer to
Fellers treatise 54, 55 for Laplace transforms, stable densities and Bernstein theorem. The
Laplace transform pair in 4.1 has a long history starting from a formal result by Humbert
56 in 1945, of which Pollard 57 provided a rigorous proof one year later. Then, in 1959
Mikusi nski 58 derived a similar result on the basis of his theory of operational calculus. In
1975, albeit unaware of the previous results, Buchen and Mainardi 59 derived the result in a
formal way. We note that all the above authors were not informed about the Wright functions.
To our actual knowledge the former author who derived the Laplace transforms pairs 4.1-
4.2 in terms of Wright functions of the second kind was Stankovi c in 1970; see 39.
Hereafter we would like to provide two independent proofs of 4.1 carrying out the
inversion of exps
, either by the complex Bromwich integral formula following 42, or by

the formal series method following 59. Similarly we can act for the Laplace transform pair
4.2. For the complex integral approach we deform the Bromwich path Br into the Hankel
path Ha, that is equivalent to the original path, and we set sr. Recalling the integral
representation 3.9 for the F
function and 3.6, we get

L
1
_
exps
; s r
_

1
2i
_
Br
e
srs
ds
1
2i r
_
Ha
e
/r
1
r
F
_
1
r
_

r
1
M
_
1
r
_
.
4.3
Expanding in power series the Laplace transform and inverting term by term, we formally
get
L
1
_
exps
n0
1
n
n!
L
1
s
n

n1
1
n
n!
r
n1
n
1
r
F
_
1
r
_

r
1
M
_
1
r
_
,
4.4
where now we have used the series representation 3.7 for the function F
along with the

relationship formula 3.6.
4.2. Asymptotic Representation for Large Argument
Let us point out the asymptotic behavior of the function M
r when r . Choosing a
variable r/ rather than r, the computation of the desired asymptotic representation by the
saddle-point approximation is straightforward. Mainardi and Tomirotti 43 have obtained
M
_
r
_
ar
1/2/1
exp
_
br
1/1
_
,
a
1
_
21
> 0, b
1
> 0.
4.5
The above evaluation is consistent with the rst term in the asymptotic series expansion
provided by Wright with a cumbersome and formal procedure for his general function W
,
when 1 < < 0; see 32. In 1999 Wong and Zhao have derived asymptotic expansions of
the Wright functions of the rst and second kind in the whole complex plane following a new
method for smoothing Stokes discontinuities; see 40, 41, respectively.
We note that, for 1/2 as 4.5 provides the exact result consistent with 3.12,
M
1/2
2r
1
e
r
2
M
1/2
r
1
e
r
2
/4
. 4.6
We also note that in the limit 1
the function M
r tends to the Dirac generalized

function r 1, as can be recognized also from the Laplace transform pair 4.1.
4.3. Absolute Moments
From the above considerations we recognize that, for the M-Wright functions, the following
rule for absolute moments in R
holds
_
0
r
rdr
1
1
, > 1, 0 < 1. 4.7
In order to derive this fundamental result, we proceed as follows on the basis of the integral
representation 3.10:
_
0
r
rdr
_
0
r
_
1
2i
_
Ha
e
r
d
1
_
dr
1
2i
_
Ha
e
__
0
e
r
dr
_
d
1
2i
_
Ha
e
1
d
1
1
.
4.8
Above we have legitimized the exchange between integrals and used the identity
_
0
e
r
dr
1
1
,
4.9
along with the Hankel formula of the Gamma function. Analogously, we can compute all the
moments of F
r in R
.
4.4. The Laplace Transform of the M-Wright Function
Let the Mittag-Leer function be dened in the complex plane for any 0 by the following
series and integral representation; see, for example, 33, 60:
E
n0
z
n
n 1

1
2i
_
Ha
1
e

z
d, > 0, z C. 4.10
Such function is entire of order 1/ for > 0 and reduces to the function expz for > 0 and
to 1/1 z for 0. We recall that the Mittag-Leer function for > 0 plays fundamental
roles in applications of fractional calculus like fractional relaxation and fractional oscillation;
see, for example, 25, 26, 61, 62, so that it could be referred as the Queen function of fractional
calculus. Recently, numerical routines for functions of Mittag-Leer type have been provided,
e.g., by Freed et al. 63, Goreno et al. 64 with MATHEMATICA, Podlubny 65 with
MATLAB, Seybold and Hilfer 66.
We now point out that the M-Wright function is related to the Mittag-Leer function
through the following Laplace transform pair:
M
r
L
E
s, 0 < < 1.
4.11
For the readers convenience, we provide a simple proof of 4.11 by using two dierent
approaches. We assume that the exchanges between integrals and series are legitimate in
view of the analyticity properties of the involved functions. In the rst approach we use the
integral representations of the two functions obtaining
_
0
e
sr
M
rdr
1
2i
_
0
e
s r
__
Ha
e
r
d
1
_
dr
1
2i
_
Ha
e
1
__
0
e
rs
dr
_
d
1
2i
_
Ha
e
s
d E
s.
4.12
In the second approach we develop in series the exponential kernel of the Laplace transform
and we use the expression 4.7 for the absolute moments of the M-Wright function arriving
to the following series representation of the Mittag-Leer function:
_
0
e
sr
M
rdr
n0
s
n
n!
_
0
r
n
M
rdr
n0
s
n
n!
n 1
n 1

n0
s
n
n 1
E
s.
4.13
We note that the transformation term by term of the series expansion of the M-Wright
function is not legitimate because the function is not of exponential order; see 67. However,
this procedure yields the formal asymptotic expansion of the Mittag-Leer function E
s
as s in a sector around the positive real axis; see, for example, 33, 60, that is,
n0
_
0
e
sr
r
n
dr
n!n 1

n0
1
n
n 1
1
s
n1
m1
1
m1
m 1
1
s
m
E
s, s .
4.14
4.5. The Fourier Transform of the Symmetric M-Wright Function
The M-Wright function, extended on the negative real axis as an even function, is related to
the Mittag-Leer function through the following Fourier transform pair:
M
|x|
F
2E
2
_
2
_
, 0 < < 1. 4.15
Below, we prove the equivalent formula
_
0
cosrM
rdr E
2
_
2
_
. 4.16
For the proof it is sucient to develop in series the cosine function and use formula 4.7 for
the absolute moments of the M-Wright function:
_
0
cosrM
rdr
n0
1
n

2n
2n!
_
0
r
2n
M
rdr
n0
1
n

2n
2n 1
E
2
_
2
_
.
4.17
0
0.2
0.4
0.6
0.8
1
5 4 3 2 1 0 1 2 3 4 5
M
x
0
1/8
1/4
3/8
1/2
a
0
10
2
10
1
10
0
5 4 3 2 1 0 1 2 3 4 5
M
x
0
1/8
1/4
3/8
1/2
b
Figure 1: Plots of the symmetric M
-Wright function with 0, 1/8, 1/4, 3/8, 1/2 for5 x 5: a linear

scale, b logarithmic scale.
4.6. The Mellin Transform of the M-Wright Function
It is straightforward to derive the Mellin transform of the M-Wright function using result
4.7 for the absolute moments of the M-Wright function. In fact, setting s 1 in 4.7, by
analytic continuation it follows:
M
r
M
s
s 1 1
, 0 < < 1. 4.18
4.7. Plots of the Symmetric M-Wright Function
It is instructive to show the plots of the symmetric M-Wright function on the real axis for
some rational values of the parameter . In order to have more insight of the eect of the
parameter itself on the behavior close to and far from the origin, we adopt both linear and
logarithmic scale for the ordinates.
In Figures 1 and 2 we compare the plots of the M
x-Wright functions in5 x 5

for some rational values of in the ranges 0, 1/2 and 1/2, 1, respectively. In
Figure 1 we see the transition fromexp|x| for 0 to 1/
expx
2
for 1/2, whereas
in Figure 2 we see the transition from 1/
expx
2
to the delta functions x1 for 1.
Because of the two symmetrical humps for 1/2 < 1, the M
function appears bimodal

with the characteristic shape of the capital letter M.
In plotting M
x at xed for suciently large x, the asymptotic representation

4.5-4.6 is useful since, as x increases, the numerical convergence of the series in 3.8
decreases up to being completely inecient: henceforth, the matching between the series
and the asymptotic representation is relevant and followed by Mainardi and associates; see,
for example, 38, 51, 53, 68. However, as 1
, the plotting remains a very dicult

task because of the high peak arising around x 1. For this we refer the reader to the
1997 paper by Mainardi and Tomirotti 69, where a variant of the saddle point method has
been successfully used to properly depict the transition to the delta functions x 1 as
approaches 1. For the numerical point of viewwe like to highlight the recent paper by Luchko
70, where algorithms are provided for computation of the Wright function on the real axis
with prescribed accuracy.
0
0.2
0.4
0.6
0.8
1
5 4 3 2 1 0 1 2 3 4 5
M
x
1/2
5/8
3/4
1
a
0
10
2
10
1
10
0
5 4 3 2 1 0 1 2 3 4 5
M
x
1/2
5/8
3/4
1
b
Figure 2: Plots of the symmetric M-Wright function with 1/2, 5/8, 3/4, 1 for5 x 5: a linear scale,
b logarithmic scale.
4.8. The M-Wright Function in Two Variables
In view of the time-fractional diusion processes that will be considered in the next sections,
it is worthwhile to introduce the function in the two variables
M
x, t : t
_
xt
_
, 0 < < 1, x, t R
, 4.19
which denes a spatial probability density in x evolving in time t with self-similarity
exponent H . Of course for x R we have to consider the symmetric version obtained
from 4.19 multiplying by 1/2 and replacing x by |x|.
Hereafter we provide a list of the main properties of this function, which can be
derived from Laplace and Fourier transforms of the corresponding M-Wright function in
one variable.
From 4.2 we derive the Laplace transform of M
x, t with respect to t R
as
L{M
x, t; t s} s
1
e
xs
. 4.20
From 4.10 we derive the Laplace transform of M
x, t with respect to x R
as
L{M
x, t; x s} E
st
. 4.21
From 4.15 we derive the Fourier transform of M
|x|, t with respect to x R as

F{M
|x|, t; x } 2E
2
_
2
t
_
. 4.22
Moreover, using the Mellin transform, Mainardi et al. 71 derived the following integral
formula:
M
x, t
_
0
M
x, M
, td, . 4.23
Special cases of the M-Wright function are simply derived for 1/2 and 1/3 from the
corresponding ones in the complex domain; see 3.12-3.13. We devote particular attention
to the case 1/2 for which we get from 4.6 the Gaussian density in R:
M
1/2
|x|, t
1
2
t
1/2
e
x
2
/4t
. 4.24
For the limiting case 1 we obtain
M
1
|x|, t
1
2
x t x t. 4.25
5. Fractional Diffusion Equations
Let us now consider a variety of diusion-like equations starting from the standard diusion
equation whose fundamental solutions are expressed in terms of the M-Wright function
depending on space and time variables. The two variables, however, turn out to be related
through a self-similarity condition.
5.1. The Standard Diffusion Equation
The standard diusion equation for the eld ux, t with initial condition ux, 0 u
0
x is
u
t
K
1
2
u
x
2
, < x < , t 0,
5.1
where K
1
is a suitable diusion coecient of dimensions K
1
L
2
T
1
cm
2
/sec. This
initial-boundary value problem can be easily shown to be equivalent to the Volterra integral
equation
ux, t u
0
x K
1
_
t
0
2
ux,
x
2
d. 5.2
It is well known that the fundamental solution usually referred as the Green function, which
is the solution corresponding to u
0
x x, is the Gaussian probability density evolving
in time with variance mean square displacement proportional to time. In our notation we
have
G
1
x, t
1
2
_
K
1
t
1/2
e
x
2
/4K
1
t
,
5.3
2
1
t :
_
x
2
G
1
x, tdx 2K
1
t. 5.4
This variance law characterizes the process of normal diusion as it emerges from Einsteins
approach to Brownian motion Bm; see, for example, 72.
In view of future developments, we rewrite the Green function in terms of the M-
Wright function by recalling 3.12, that is,
G
1
x, t
1
2
1
_
K
1
t
1/2
M
1/2
_
|x|
_
K
1
t
1/2
_
. 5.5
From the self-similarity of the Green function in 5.3 or 5.5, we are led to write
G
1
x, t
1
_
K
1
t
H
G
1
_
|x|
_
K
1
t
H
, 1
_
, 5.6
where H 1/2 is the similarity or Hurst exponent and |x|/
_
K
1
t
1/2
acts as the
similarity variable. We refer to the one-variable function G
1
as the reduced Green function.
5.2. The Stretched-Time Standard Diffusion Equation
Let us now stretch the time variable in 5.1 by replacing t with t
where 0 < < 2. We have

u
t
2
u
x
2
, < x < , t 0, 5.7
where K
is a sort of stretched diusion coecient of dimensions K
L
2
T
cm
2
/sec
. It is easy to recognize that such equation is akin to the standard diusion equation
but with a diusion coecient depending on time; K
1
t t
1
K
. In fact, using the rule

1
t
1
t
, 5.8
we have
u
t
t
1
K
2
u
x
2
, < x < , t 0.
5.9
The integral form corresponding to 5.75.9 reads
ux, t u
0
x K
_
t
0
2
ux,
x
2

1
d. 5.10
The corresponding fundamental solution is the stretched-time Gaussian
G
x, t
1
2
_
K
t
/2
e
x
2
/4K
1
2
1
_
K
t
/2
M
1/2
_
|x|
_
K
t
/2
_
. 5.11
The corresponding variance
t :
_
x
2
G
x, tdx 2K
5.12
is characteristic of a general process of anomalous diusion, precisely of slow diusion for 0 <
< 1, and of fast diusion for 1 < < 2.
5.3. The Time-Fractional Diffusion Equation
In literature there exist two forms of the time-fractional diusion equation of a single order,
one with Riemann-Liouvile derivative and one with Caputo derivative. These forms are
equivalent if we refer to the standard initial condition ux, 0 u
0
x, as shown in 73.
Taking a real number 0, 1, the time-fractional diusion equation of order in the
Riemann-Liouville sense reads
u
t
K
D
1
t
2
u
x
2
,
5.13
whereas in the Caputo sense reads
t
u K
2
u
x
2
, 5.14
where K
is a sort of fractional diusion coecient of dimensions K
L
2
T
cm
2
/sec
. Like for diusion equations of integer order 5.1 and 5.7-5.9, we consider the
equivalent integral equation corresponding to our fractional diusion equations 5.13-5.14
as
ux, t u
0
x K
_
_
t
0
t
1
2
ux,
x
2
d. 5.15
The Green function G
x, t for the equivalent 5.135.15 can be expressed, also in this

case, in terms of the M-Wright function, as shown in Appendix A by adopting two dierent
approaches, as follows:
G
x, t
1
2
1
_
K
t
/2
M
/2
|x|
_
K
t
/2
. 5.16
The corresponding variance can be promptly obtained from the general formula 5.5 for
the absolute moment of the M-Wright function. In fact, using 5.5 and 5.16 and after an
obvious change of variable, we obtain
t :
_
x
2
G
x, tdx
2
_
1
_K
. 5.17
As a consequence, for 0 < < 1 the variance is consistent with a process of slow diusion with
similarity exponent H /2. For further reading on time-fractional diusion equations and
their solutions the reader is referred, among others, to 38, 51, 53 and 74, 75.
5.4. The Stretched Time-Fractional Diffusion Equation
In the fractional diusion equation 5.13, let us stretch the time variable by replacing t with
t
/
where 0 < < 2 and 0 < 1. We have
u
t
/
K
D
1
t
/
2
u
x
2
,
5.18
namely,
u
t

t
/1
K
D
1
t
/
2
u
x
2
, 5.19
where K
is a sort of stretched diusion coecient of dimensions K
L
2
T
cm
2
/sec
that reduces to K
if 1 and to K
if . Integration of 5.19 gives the

corresponding integral equation 21
ux, t u
0
x K
_
t
0
/1
_
t
/

/
_
1
2
ux,
x
2
d, 5.20
whose Green function G
x, t is
G
x, t
1
2
1
_
K
t
/2
M
/2
|x|
_
K
t
/2
, 5.21
with variance
2
,
t :
_
x
2
G
,
x, tdx
2
_
1
_K
. 5.22
As a consequence, the resulting process turns out to be self-similar with Hurst exponent H
/2 and a variance law consistent with both slow diusion if 0 < < 1 and fast diusion if
1 < < 2. We note that the parameter does explicitly enter in the variance law 5.22 only
as in the determination of the multiplicative constant.
It is straightforward to note that the evolution equations of this process reduce to those
for time-fractional diusion if < 1, for stretched diusion if
/
1 and 1, and nally
for standard diusion if 1.
6. Fractional Diffusion Processes with Stationary Increments
We have seen that any Green function associated to the diusion-like equations considered
in the previous section can be interpreted as the time-evolving one-point pdf of certain
self-similar stochastic processes. However, in general, it is not possible to dene a unique
self-similar stochastic process because the determination of any multipoint probability
distribution is required; see, for example, 22.
In other words, starting from a master equation which describes the dynamic
evolution of a probability density function fx, t, it is always possible to dene an
equivalence class of stochastic processes with the same marginal density function fx, t.
All these processes provide suitable stochastic representations for the starting equation. It is
clear that additional requirements may be stated in order to uniquely select the probabilistic
model.
For instance, considering 5.19, the additional requirement of stationary increments,
as shown by Mura et al.; see 1922, can lead to a class {B
,
t, t 0}; called generalized
grey Brownian motion ggBm, which, by construction, is made up of self-similar processes with
stationary increments and Hurst exponent H /2. Thus {B
,
t, t 0} is a special class of
H-sssi processes, which provide non-Markovian stochastic models for anomalous diusion,
of both slow type 0 < < 1 and fast type 1 < < 2. According to a common terminology,
H-sssi stands for H-self-similar-stationary-increments, see for details 2.
The ggBm includes some well known processes, so that it denes an interesting
general theoretical framework. The fractional Brownian motion fBm appears for 1
and is associated with 5.7; the grey Brownian motion gBm, dened by Schneider 8, 9,
corresponds to the choice , with 0 < < 1, and is associated to 5.13, 5.14, or 5.15;
nally, the standard Brownian motion Bm is recovered by setting 1 being associated
to 5.1. We should note that only in the particular case of Bm the corresponding process is
Markovian.
In Figure 3 we present a diagram that allows to identify the elements of the ggBm
class. The top region 1 < < 2 corresponds to the domain of fast diusion with long-range
dependence. We remind that a self-similar process with stationary increments is said to possess
long-range dependence if the autocorrelation function of the increments tends to zero like a
power function and such that it does not result integrable, see for details 2. In this domain
the increments of the process B
,
t are positively correlated, so that the trajectories tend to
be more regular persistent. It should be noted that long-range dependence is associated to
a non-Markovian process which exhibits long-memory properties. The horizontal line 1
corresponds to processes with uncorrelated increments, which model various phenomena of
normal diusion. For 1 we recover the Gaussian process of the standard Brownian
motion. The Gaussian process of the fractional Brownian motion is identied by the vertical
line 1. The bottom region 0 < < 1 corresponds to the domain of slow diusion. The
increments of the corresponding process B
,
t turn out to be negatively correlated and this
implies that the trajectories are strongly irregular antipersistent motion; the increments form
a stationary process which does not exhibit long-range dependence. Finally, the diagonal line
represents the Schneider grey Brownian motion gBm.
0
0.5
1
1.5
2
0 0.5 1
0.5
0
1
H
B
,1
t
B
,
t
Brownian
motion
Purely random
Long range dependence
Persistent
Anti -
persistent
fBm
gBm
B
,
t
B
2,
t
Figure 3: Parametric class of generalized grey Brownian motion.
Here we want to dene the ggBm by making use of the Kolmogorov extension
theorem and the properties of the M-Wright function. According to Mura and Pagnini 21,
the generalized grey Brownian motion B
,
t is a stochastic process dened in a certain
probability space such that its nite-dimensional distributions are given by
f
,
_
x
1
, x
2
, . . . , x
n
;
,
_

2
n1/2
_
2
_
1
_
n
det
,
_
0
1
n/2
M
1/2
_

1/2
_
M
d,
6.1
with

2
_
1
_
1
n
i,j1
x
i
,
1
_
t
i
, t
j
_
x
j
1/2
6.2
and covariance matrix
,
_
t
i
, t
j
_

1
_
1
_
_
t
i
t
j

_
_
t
i
t
j
_
_
_
, i, j 1, . . . , n.
6.3
The covariance matrix 6.3 characterizes the typical dependence structure of a self-similar
process with stationary increments and Hurst exponent H /2; see, for example, 2.
Using 4.23, for n 1, 6.1 reduces to
f
,
x, t
1
4t
0
M
1/2
_
|x|t
/2
,
_
M
, 1d
1
2
t
/2
M
/2
_
|x|t
/2
_
. 6.4
This means that the marginal density function of the ggBm is indeed the fundamental
solution 5.21 of 5.18-5.19 with K
1. Moreover, because M
1
1, for 1,
putting
,1

, we have that 6.1 provides the Gaussian distribution of the fractional

Brownian motion
f
,1
_
x
1
, x
2
, . . . , x
n
;
,1
_

2
n1/2
_
2 det
M
1/2
2
n
i,j1
x
i
t
i
, t
j
x
j
1/2
, 6.5
which nally reduces to the standard Gaussian distribution of Brownian motion as 1.
By the denition used above, it is clear that, xed , B
,
t is characterized only by its
covariance structure, as shown by Mura et al. 20, 21. In other words, the ggBm, which is
not Gaussian in general, is an example of a process dened only through its rst and second
moments, which indeed is a remarkable property of Gaussian processes. Consequently, the
ggBm appears to be a direct generalization of Gaussian processes, in the same way as the
M-Wright function is a generalization of the Gaussian function.
7. Concluding Discussion
In this review paper we have surveyed a quite general approach to derive models for
anomalous diusion based on a family of time-fractional diusion equations depending on
two parameters: 0, 2, 0, 1.
The unifying topic of this analysis is the so-called M-Wright function by which the
fundamental solutions of these equations are expressed. Such function is shown to exhibit
fundamental analytical properties that were properly used in recent papers for characterizing
and simulating a general class of self-similar stochastic processes with stationary increments
including fractional Brownian motion and grey Brownian motion.
In this respect, the M-Wright function emerges to be a natural generalization of the
Gaussian density to model diusion processes, covering both slow and fast anomalous
diusion and including non-Markovian property. In particular, it turns out to be the main
function for the special H-sssi class of stochastic processes which are self-similar with
stationary increments governed by a master equation of fractional type.
Appendices
A. The Fundamental Solution of the Time-Fractional
Diffusion Equation
The fundamental solution G
x, t for the time-fractional diusion equation can be obtained

by applying in sequence the Fourier and Laplace transforms to any form chosen among
5.135.15 with the initial condition G
x, 0
u
0
x x. Let us devote our attention
to the integral form 5.15 using nondimensional variables by setting K
1 and adopting
the notation J
t
for the fractional integral 2.10. Then, our Cauchy problem reads
G
x, t x J
2
G
x
2
x, t.
A.1
In the Fourier-Laplace domain, after applying formula 2.18 for the Laplace transform of the
fractional integral and observing

1; see, for example, 76, we get
, s
1
s

2
s
, s,
A.2
from which
, s
s
1
s

2
, 0 < 1, Rs > 0, R.
A.3
To determine the Green function G
x, t in the space-time domain we can follow two

alternative strategies related to the order in carrying out the inversions in A.3.
S1 Invert the Fourier transform getting

G
x, s and then invert the remaining Laplace

transform.
S2 Invert the Laplace transform getting

G
, t and then invert the remaining Fourier

transform.
Strategy (S1)
Recalling the Fourier transform pair
a
b
2
F
a
2b
1/2
e
|x|b
1/2
, a, b > 0, A.4
and setting a s
1
, b s
, we get
x, s
1
2
s
/21
e
|x|s
/2
. A.5
Strategy (S2)
Recalling the Laplace transform pair
s
1
s
c
L
E
_
ct
_
, c > 0,
A.6
and setting c
2
, we have
, t E
2
t
_
. A.7
Both strategies lead to the result
G
x, t
1
2
M
/2
|x|, t
1
2
t
/2
M
/2
_
|x|
t
/2
_
, A.8
consistent with 5.16. Here we have used the M-Wright function, introduced in Section 4,
and its properties related to the Laplace transform pair 4.20 for inverting A.5 and the
Fourier transform pair 4.22 for inverting A.7.
B. The Fundamental Solution of the Time-Fractional Drift Equation
Let us nally note that the M-Wright function does appear also in the fundamental solution
of the time-fractional drift equation. Writing this equation in nondimensional form and
adopting the Caputo derivative, we have
t
ux, t

x
ux, t, < x < , t 0,
B.1
where 0 < < 1 and ux, 0
u
0
x. When u
0
x x, we obtain the fundamental solution
Green function that we denote by G
x, t. Following the approach of Appendix A, we show

that
G
x, t
_
x
t
_
, x > 0,
0, x < 0,
B.2
which for 1 reduces to the right running pulse x t for x > 0.
In the Fourier-Laplace domain, after applying formula 2.19 for the Laplace transform
of the Caputo fractional derivative and observing

1; see, for example, 76, we get
s

, s s
1
i
, s,
B.3
from which
, s
s
1
s
i
, 0 < 1, Rs > 0, R.
B.4
Like in Appendix A, to determine the Green function G
x, t in the space-time domain we

can follow two alternative strategies related to the order in carrying out the inversions in
B.4.
S1 Invert the Fourier transform getting

G
x, s and then invert the remaining Laplace

transform.
S2 Invert the Laplace transform getting

G
, t and then invert the remaining Fourier

transform.
Strategy (S1)
Recalling the Fourier transform pair
a
b i
F
a
b
e
xb
, a, b > 0, x > 0, B.5
and setting a s
1
, b s
, we get
x, s s
1
e
xs
. B.6
Strategy (S2)
Recalling the Laplace transform pair
s
1
s
c
L
E
_
ct
_
, c > 0,
B.7
and setting c i, we have
, t E
_
it
_
. B.8
Both strategies lead to the result B.2. In view of 4.1 we also recall that the M-Wright
function is related to the unilateral extremal stable density of index L
. Then, using our

notation stated in 53 for stable densities, we write our Green function as
G
x, t
t
x
11/
L
_
tx
1/
_
, B.9
To conclude this Appendix, let us briey discuss the above results in view of their relevance
in fractional diusion processes following the recent paper by Goreno and Mainardi 77.
Equation B.1 describes the evolving sojourn probability density of the positively oriented
time-fractional drift process of a particle, starting in the origin at the instant zero. It has
been derived in 77 as a properly scaled limit for the evolution of the counting number
of the Mittag-Leer renewal process the fractional Poisson process. It can be given in
several forms, and often it is cited as the subordinator producing the operational time from
the physical time for space-time-fractional diusion as in the form B.9. For more details see
3, where simulations of space-time-fractional diusion processes have been considered as
composed by time-fractional and space-fractional diusion processes.
This analysis can be compared to that described with a dierent language in papers
by Meerschaert et al. 4, 78. Recently, a more exhaustive analysis has been given by Goreno
79.
Acknowledgments
This work has been carried out in the framework of the research project Fractional Calculus
Modelling http://www.fracalmo.org/. The authors are grateful to V. Kiryakova, R. Goreno
and the anonymous referees for useful comments.
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doi:10.1155/2010/464321
Research Article
Stability and Convergence of an Effective
Numerical Method for the Time-Space Fractional
Fokker-Planck Equation with a Nonlinear
Source Term
Qianqian Yang, Fawang Liu, and Ian Turner
School of Mathematical Sciences, Queensland University of Technology, GPO Box 2434, Brisbane,
QLD 4001, Australia
Correspondence should be addressed to Fawang Liu, f.liu@qut.edu.au
Received 25 May 2009; Revised 20 August 2009; Accepted 28 September 2009
Academic Editor: Om Agrawal
Copyright q 2010 Qianqian Yang et al. This is an open access article distributed under the Creative
Fractional Fokker-Planck equations FFPEs have gained much interest recently for describing
transport dynamics in complex systems that are governed by anomalous diusion and nonex-
ponential relaxation patterns. However, eective numerical methods and analytic techniques for
the FFPE are still in their embryonic state. In this paper, we consider a class of time-space fractional
Fokker-Planck equations with a nonlinear source term TSFFPENST, which involve the Caputo
time fractional derivative CTFD of order 0, 1 and the symmetric Riesz space fractional
derivative RSFD of order 1, 2. Approximating the CTFD and RSFD using the L1-algorithm
and shifted Gr unwald method, respectively, a computationally eective numerical method is pre-
sented to solve the TSFFPE-NST. The stability and convergence of the proposed numerical method
are investigated. Finally, numerical experiments are carried out to support the theoretical claims.
1. Introduction
The Fokker-Planck equation FPE has commonly been used to describe the Brownian motion
of particles. Normal diusion in an external force eld is often modeled in terms of the
following Fokker-Planck equation FPE 1:
ux, t
t

_

x
V
x
m
1
K
1
2
x
2
_
ux, t, 1.1
where m is the mass of the diusing test particle,
1
denotes the fraction constant
characterising the interaction between the test particle and its embedding, and the force is
related to the external potential through Fx dVx/dx. The FPE 1.1 is well studied for
a variety of potential types, and the respective results have found wide application. In many
studies of diusion processes where the diusion takes place in a highly nonhomogeneous
medium, the traditional FPE may not be adequate 2, 3. The nonhomogeneities of the
medium may alter the laws of Markov diusion in a fundamental way. In particular,
the corresponding probability density of the concentration eld may have a heavier tail
than the Gaussian density, and its correlation function may decay to zero at a much
slower rate than the usual exponential rate of Markov diusion, resulting in long-range
dependence. This phenomenon is known as anomalous diusion 4. Fractional derivatives
play a key role in modeling particle transport in anomalous diusion including the space
fractional Fokker-Planck advection-dispersion equation describing L evy ights, the time
fractional Fokker-Planck equation depicting traps, and the time-space fractional equation
characterizing the competition between L evy ights and traps 5, 6. Dierent assumptions
on this probability density function lead to a variety of time-space fractional Fokker-Planck
equations TSFFPEs.
TSFFPE has been successfully used for modeling relevant physical processes. When
the fractional dierential equation is used to describe the asymptotic behavior of continuous
time random walks, its solution corresponds to the L evy walks, generalizing the Brownian
motion to the L evy motion. The following space fractional Fokker-Planck equation has been
considered 2, 3, 7:
ux, t
t
v
ux, t
x
K
_
c
a
D
x
ux, t c
x
D
b
ux, t
_
,
1.2
where v is the drift of the process, that is, the mean advective velocity; K
is the coecient of
dispersion;
a
D
x
and
x
D
b
are the left and right Riemann-Liouville space fractional derivatives
of order given by
a
D
x
ux, t
1
_
2
_

2
x
2
_
x
a
u, td
x
1
,
x
D
b
ux, t
1
_
2
_

2
x
2
_
b
x
u, td
x
1
;
1.3
c
and c
indicate the relative weight of transition probability; Benson et al. 2, 3 took c

1/2 /2 and c
1/2 /2, 1 1, which indicate the relative weight forward versus

backward transition probability. If c
1/2 cos/2, 1.2 can be rewritten in

the following form:
ux, t
t
v
ux, t
x
K
ux, t
|x|
, 1.4
where
/|x|
is the symmetric space fractional derivative of order 1 < 2. This is also

referred to as the Riesz derivative 8, which contains a left Riemann-Liouville derivative
a
D
x
and a right Riemann-Liouville derivative
x
D
b
, namely,
|x|
ux, t c
_
a
D
x

x
D
b
_
ux, t. 1.5
As a model for subdiusion in the presence of an external eld, a time fractional
extension of the FPE has been introduced as the time fractional Fokker-Planck equation
TFFPE 5, 9:
ux, t
t

0
D
1
t
_

x
V
x
m
2
x
2
_
ux, t, 1.6
where the Riemann-Liouville operator
0
D
1
t
, 0 < < 1 is dened through its operation:
0
D
1
t
ux, t
1
t
_
t
0
u
_
x,
_
_
t
_
1
d.
1.7
Yuste and Acedo 10 proposed an explicit nite dierence method and a new von
Neumann-type stability analysis for the anomalous subdiusion equation 1.6 with V
x
0. However, they did not give a convergence analysis and pointed out the diculty of this
task when implicit methods are considered. Langlands and Henry 11 also investigated
this problem and proposed an implicit numerical L1-approximation scheme and discussed
the accuracy and stability of this scheme. However, the global accuracy of the implicit
numerical scheme has not been derived and it seems that the unconditional stability for
all in the range 0 < 1 has not been established. Recently, Chen et al. 12 presented
a Fourier method for the anomalous subdiusion equation, and they gave the stability
analysis and the global accuracy analysis of the dierence approximation scheme. Zhuang
et al. 13 also proposed an implicit numerical method and an analytical technique for the
anomalous subdiusion equation. Chen et al. 14 proposed implicit and explicit numerical
approximation schemes for the Stokes rst problem for a heated generalized second grade
uid with fractional derivatives. The stability and convergence of the numerical scheme
are discussed using a Fourier method. A Richardson extrapolation technique for improving
the order of convergence of the implicit scheme is presented. However, eective numerical
methods and error analysis for the time-space fractional Fokker-Planck equation with a
nonlinear source term are still in their infancy and are open problems.
Equation 1.6 can be written as the following equivalent form 15:
0
D
t
ux, t
ux, 0t
1

_

x
V
x
m
2
x
2
_
ux, t. 1.8
By noting that 15
ux, t
t

0
D
t
ux, t
ux, 0t
1
, 1.9
we arrive at
ux, t
t

_

x
V
x
m
2
x
2
_
ux, t, 1.10
where
ux, t/t
is the Caputo time fractional derivative CTFD of order 0 < < 1

with starting point at t 0 dened by 16
ux, t
t

1
1
_
t
0
u
_
x,
_
d
_
t
_
. 1.11
The time-space fractional Fokker-Plank equation TSFFPE, which describes the competition
between subdiusion and L evy ights, is given by 5
ux, t
t

0
D
1
t
_

x
V
x
m
|x|
_
ux, t, 1.12
or
ux, t
t

_

x
V
x
m
|x|
_
ux, t, 1.13
where K
denotes the anomalous diusion coecient.

Schot et al. 17 investigated a fractional diusion equation that employs time and
space fractional derivatives by taking an absorbent or source term and an external force
into account, which can be described by the following time-space fractional Fokker-Plank
equation with an absorbent term and a linear external force:
ux, t
t

x
Fxux, t K
|x|
ux, t
_
t
0
r
_
t
_
u
_
x,
_
d, 1.14
where Fx is the external force and rt is a time-dependent absorbent term, which may be
related to a reaction diusion process.
The fractional Fokker-Planck equations FFPEs have been recently treated by many
authors and are presented as a useful approach for the description of transport dynamics in
complex systems that are governed by anomalous diusion and nonexponential relaxation
patterns. The analytical solution of FFPE is only possible in simple and special cases 2, 3, 18
and the analytical solution provides a general representation in terms of Greens functions.
We note that the representation of Greens functions is mostly expressed as convergent
expansions in negative and positive power series. These special functions are not suitable
for numerical evaluation when x is suciently small or suciently large. Therefore, a new
numerical strategy is important for solving these equations. Although numerical methods
for the time fractional Fokker-Planck type equation, the space fractional Fokker-Plank type
equation, and the time-space fractional Fokker-Planck type equation have been considered
7, 15, 19, numerical methods and stability and convergence analysis for the FFPE are quite
limited and dicult. In fact, published papers on the numerical methods for the FFPE are
sparse. We are unaware of any other published work on numerical methods for the time-
space fractional Fokker-Planck type equation with a nonlinear source term. This motivates
us to consider an eective numerical method for the time-space fractional Fokker-Planck
equation with a nonlinear source term and to investigate its stability and convergence.
In this paper, we consider the following time-space fractional Fokker-Planck equation
with a nonlinear source term TSFFPE-NST:
ux, t
t

_

x
V
x
m
|x|
_
ux, t su, x, t 1.15
subject to the boundary and initial conditions:
ua, t ub, t 0, 0 t T,
ux, 0 u
0
x, a x b,
1.16
where px V
x/m
is known as the drift coecient. The nonlinear source or absorbent

term su, x, t is assumed to satisfy the Lipschitz condition:
su, x, t sv, x, t Lu v. 1.17
Let X be a Banach space with associated norm u. We say that s : X X is globally
Lipschitz continuous if for some L > 0, we have su sv Lu v for all u, v X, and
is locally Lipschitz continuous, if the latter holds for u, v M with L LM for any
M > 0 20.
Let a, b 0, T. In this paper, we suppose that the continuous problem 1.15-
1.16 has a smooth solution ux, t C
1,2
x,t
.
The rest of this paper is organized as follows. In Section 2, the Caputo time fractional
derivative CTFD and the Riesz space fractional derivative RSFD are approximated by
the L1-algorithm and the shifted Gr unwald method, respectively. An eective numerical
method ENM for solving the TSFFPE-NST 1.15-1.16 is proposed. The stability and
convergence of the ENM are discussed in Sections 3 and 4, respectively. In Section 5,
numerical experiments are carried out to support the theoretical analysis. Finally, some
conclusions are drawn in Section 6.
2. An Effective Numerical Method for the TSFFPE-NST
In this section, we present an eective numerical method to simulate the solution behavior
of the TSFFPE-NST 1.15-1.16. Let x
l
lh l 0, 1, . . . , M and t
n
n n 0, 1, . . . , N,
where h b a/M and T/N are the spatial and temporal steps, respectively.
Firstly, adopting the L1-algorithm 21, we discretize the Caputo time fractional
derivative as
ux, t
n1
2
n
j0
b
j
_
u
_
x, t
n1j
_
u
_
x, t
nj
__
O
_
1
_
,
2.1
where b
j
j 1
1
j
1
, j 0, 1, 2, . . . , N 1.
For the symmetric Riesz space fractional derivative, we use the following shifted
Gr unwald approximation 22:
ux
l
, t
|x|
2 cos
_
/2
_
_
l1
i0
w
i
ux
li1
, t
Ml1
i0
w
i
ux
li1
, t
_
Oh
q
, 2.2
where the coecients are dened by
w
0
1, w
i
1
i
_
1
_

_
i 1
_
i!
, i 1, 2, . . . , M.
2.3
This formula is not unique because there are many dierent valid choices for w
i
that lead to
approximations of dierent orders q 23. The denition 2.2 provides order q 1.
The rst-order spatial derivative can be approximated by the backward dierence
scheme if px < 0, otherwise, the forward dierence scheme can be used if px > 0:
x
px
l
ux
l
, t
px
l
ux
l
, t px
l1
ux
l1
, t
h
Oh.
2.4
The nonlinear source term can be discretised either explicitly or implicitly. In this
paper, we use an explicit method and evaluate the nonlinear source term at the previous
time step:
sux, t
n1
, x, t
n1
sux, t
n
, x, t
n
O. 2.5
In this way, we avoid solving a nonlinear system at each time step and obtain an
unconditionally stable and convergent numerical scheme, as shown in Section 3. However,
the shortcoming of the explicit method is that it generates additional temporal error, as shown
in 2.5.
Thus, using 2.12.5, we have
2
n
j0
b
j
_
u
_
x
l
, t
n1j
_
u
_
x
l
, t
nj
__
px
l
ux
l
, t
n1
px
l1
ux
l1
, t
n1
2 cos
_
/2
_
_
l1
i0
w
i
ux
li1
, t
n1

Ml1
i0
w
i
ux
li1
, t
n1
_
sux
l
, t
n
, x
l
, t
n
O
_
1
h
_
.
2.6
After some manipulation, 2.6 can be written in the following form:
ux
l
, t
n1
b
n
ux
l
, t
0

n1
j0
_
b
j
b
j1
_
u
_
x
l
, t
nj
_

0
h
_
px
l
ux
l
, t
n1
px
l1
ux
l1
, t
n1
_

0
r
0
_
l1
i0
w
i
ux
li1
, t
n1

Ml1
i0
w
i
ux
li1
, t
n1
_

0
sux
l
, t
n
, x
l
, t
n
R
n1
l
,
2.7
where
0

2 > 0, r
0
K
/2 cos/2 < 0, and

_
_
_R
n1
l
_
_
_ C
1
1
h
_
. 2.8
Let u
n
l
be the numerical approximation of ux
l
, t
n
, and let s
n
l
be the numerical
approximation of sux
l
, t
n
, x
l
, t
n
. We obtain the following eective numerical method
ENM of the TSFFPE-NST 1.15-1.16:
u
n1
l
b
n
u
0
l

n1
j0
_
b
j
b
j1
_
u
nj
l

0
h
_
p
l
u
n1
l
p
l1
u
n1
l1
_

0
r
0
_
l1
i0
w
i
u
n1
li1

Ml1
i0
w
i
u
n1
li1
_

0
s
n
l
2.9
for l 1, 2, . . . , M 1, n 0, 1, 2, . . . , N 1. The boundary and initial conditions can be
discretised using
u
n
0
u
n
M
0, n 0, 1, 2, . . . , N,
u
0
l
u
0
lh, l 0, 1, 2, . . . , M.
2.10
Remark 2.1. If we use the implicit method to approximate the nonlinear source term, the
numerical method of the TSFFPE-NST can be written as
u
n1
l
b
n
u
0
l

n1
j0
_
b
j
b
j1
_
u
nj
l

0
h
_
p
l
u
n1
l
p
l1
u
n1
l1
_

0
r
0
_
l1
i0
w
i
u
n1
li1

Ml1
i0
w
i
u
n1
li1
_

0
s
n1
l
,
2.11
that is, replace s
n
l
in 2.9 with s
n1
l
. This numerical method is stable and convergent when
the source term sux, t, x, t satises the Lipschitz condition 1.17 see, e.g., 24.
Lemma 2.2 see 19. The coecients b
j
satisfy
1 b
j
> 0 for j 0, 1, 2, . . . , n;
2 1 b
0
> b
1
> > b
n
, b
n
0 as n ;
3 when 0 < < 1,
lim
j
b
1
j
j
lim
j
j
1
_
1 j
1
_
1
1
1
1
. 2.12
Thus, there is a positive constant C
2
such that
b
1
j
C
2
j
, j 0, 1, 2, . . . . 2.13
Lemma 2.3 see 25. The coecients w
i
satisfy
1 w
0
0, w
1
< 0, and w
i
> 0 for i 2, 3, . . . , M;
2

i0
w
i
0, and

n
i0
w
i
< 0 for n N.
3. Stability of the Effective Numerical Method
In this section, we analyze the stability of the ENM 2.9-2.10. Firstly, we rewrite 2.9 in the
following form:
u
n1
l

0
h
_
p
l
u
n1
l
p
l1
u
n1
l1
_

0
r
0
_
l1
i0
w
i
u
n1
li1

Ml1
i0
w
i
u
n1
li1
_
b
n
u
0
l

n1
j0
_
b
j
b
j1
_
u
nj
l

0
s
n
l
.
3.1
Let u
n
l
be the approximate solution of the ENM 3.1, and let s
n
l
be the approximation
of s
n
l
. Setting
n
l
u
n
l
u
n
l
, we obtain the following roundo error equation:
n1
l

0
h
_
p
l
n1
l
p
l1
n1
l1
_

0
r
0
_
l1
i0
w
i
n1
li1

Ml1
i0
w
i
n1
li1
_
b
n
0
l

n1
j0
_
b
j
b
j1
_
nj
l

0
_
s
n
l
s
n
l
_
3.2
for l 1, 2, . . . , M 1; n 0, 1, . . . , N 1.
We suppose that px 0 and that px decreases monotonically on a, b. This is
based on the fact that physical considerations and stability dictate that p
x < 0 26, 27.

Assuming
n
max
1lM1
|
n
l
|, and using mathematical induction, we obtain the
following theorem.
Theorem 3.1. Suppose that
n
l
(l 1, 2, . . . , M 1, n 1, 2, . . . , N) is the solution of the roundo
error equation 3.2, and the nonlinear source term sux, t, x, t satises the Lipschitz condition
1.17, then there is a positive constant C
0
, such that
_
_
n
_
_
C
0
_
_
_
0
_
_
_
, n 1, 2, . . . , N. 3.3
Proof. When n 1, assume that |
1
l
0
| max{|
1
1
|, |
1
2
|, . . . , |
1
M1
|}. Because px 0 and
decreases monotonically on a, b, we have
0
0
h
_
p
l
0
p
l
0
1
_
_
_
_
1
l
0
_
_
_
0
h
p
l
0
_
_
_
1
l
0
_
_
_

0
h
p
l
0
1
_
_
_
1
l
0
1
_
_
_. 3.4
Using the properties of
i
in Lemma 2.3, we have
0
0
r
0
_
l
0
1
i0
w
i
_
_
_
1
l
0
_
_
_
Ml
0
1
i0
w
i
_
_
_
1
l
0
_
_
_
_

0
r
0
_
l
0
1
i0
w
i
_
_
_
1
l
0
i1
_
_
_
Ml
0
1
i0
w
i
_
_
_
1
l
0
i1
_
_
_
_
.
3.5
Combining 3.4 with 3.5, using the Lipschitz condition 1.17 and smooth solution
condition, we obtain
_
_
_
1
l
0
_
_
_
_
_
_
1
l
0
_
_
_

0
h
p
l
0
_
_
_
1
l
0
_
_
_

0
h
p
l
0
1
_
_
_
1
l
0
1
_
_
_

0
r
0
_
l
0
1
i0
w
i
_
_
_
1
l
0
i1
_
_
_
Ml
0
1
i0
w
i
_
_
_
1
l
0
i1
_
_
_
_
_
_
_
_
_
1
l
0

0
h
p
l
0
1
l
0

0
h
p
l
0
1
1
l
0
1

0
r
0
_
l
0
1
i0
w
i
1
l
0
i1

Ml
0
1
i0
w
i
1
l
0
i1
__
_
_
_
_
_
_
_b
0
0
l
0

0
_
s
0
l
0
s
0
l
0
__
_
_
b
0
_
_
_
0
l
0
_
_
_
0
L
_
_
_
0
l
0
_
_
_
_
1
0
L
_
_
_
_
0
l
0
_
_
_.
3.6
Let C 1
0
L. Thus, we obtain
_
_
_
1
_
_
_
C
_
_
_
0
_
_
_
. 3.7
Now, suppose that
_
_
_
k
_
_
_
C
_
_
_
0
_
_
_
, k 2, . . . , n. 3.8
By assuming |
n1
l
0
| max{|
n1
1
|, |
n1
2
|, . . . , |
n1
M1
|}, we have that
_
_
_
n1
l
0
_
_
_
_
_
_
_
_
n1
l
0

0
h
_
p
l
0
n1
l
0
p
l
0
1
n1
l
0
1
_

0
r
0
_
l
0
1
i0
w
i
n1
l
0
i1

Ml
0
1
i0
w
i
n1
l
0
i1
__
_
_
_
_
_
_
_
_
_
_
b
n
0
l
0

n1
j0
_
b
j
b
j1
_
nj
l
0

0
_
s
n
l
0
s
n
l
0
_
_
_
_
_
_
_
b
n
_
_
_
0
l
0
_
_
_
n1
j0
_
b
j
b
j1
_
_
_
_
nj
l
0
_
_
_
0
L
_
_
_
n
l
0
_
_
_.
3.9
Using 3.7 and 3.8, we have
_
_
_
n1
l
0
_
_
_ b
n
_
_
_
0
l
0
_
_
_ C
n1
j0
_
b
j
b
j1
_
_
_
_
0
l
0
_
_
_ C
0
L
_
_
_
0
l
0
_
_
_
b
n
_
_
_
0
l
0
_
_
_ Cb
0
b
n
_
_
_
0
l
0
_
_
_ C
0
L
_
_
_
0
l
0
_
_
_
_
b
n
0
L C
2
__
_
_
0
l
0
_
_
_.
3.10
Let C
0
b
n
0
L C
2
. Hence, we have
_
_
_
n1
_
_
_
C
0
_
_
_
0
_
_
_
. 3.11
The proof of Theorem 3.1 is completed.
Applying Theorem 3.1, the following theorem of stability is obtained.
Theorem 3.2. Assuming that the nonlinear source term sux, t, x, t satises the Lipschitz
condition 1.17 and that the drift coecient px 0 decreases monotonically on a, b, the ENM
dened by 2.9-2.10 is stable.
Remark 3.3. If px > 0 and decreases monotonically on a, b, we can use the forward
dierence method to approximate the rst-order spatial derivative and apply a similar
analysis of stability.
Remark 3.4. In fact, for the case px does not decrease monotonically, we can still obtain a
stable numerical scheme by a minor change in our current ENM. We can expand the rst
term on the RHS of 1.15 as /xpxux, t dp/dxux, t pxux, t/x, which
enables us to group dp/dxux, t together with the nonlinear source termsu, x, t to obtain
a new nonlinear source term s
u, x, t su, x, t dp/dxux, t. This way we can weaken

the assumption on px and the analysis given in this section still can be used.
Remark 3.5. If we use an implicit method to approximate the nonlinear source term, as shown
in Remark 2.1, we can prove that the numerical method dened in 2.11 is stable when
1
0
L > 0, which is independent of the spatial step. In fact, when the time step is small,
the condition 1
0
L > 0 is generally satised.
4. Convergence of the Effective Numerical Method
In this section, we analyze the convergence of the ENM 2.9-2.10. Let ux
l
, t
n
be the exact
solution of the TSFFPE-NST 1.15-1.16 at mesh point x
l
, t
n
, and let u
n
l
be the numerical
solution of the TSFFPE-NST 1.15-1.16 computed using the ENM 2.9-2.10. Dene
n
l

ux
l
, t
n
u
n
l
and Y
n

n
1
,
n
1
, . . . ,
n
M1
T
. Subtracting 2.9 from 2.7 leads to
n1
l

0
h
_
p
l
n1
l
p
l1
n1
l1
_

0
r
0
_
l1
i0
w
i
n1
li1

Ml1
i0
w
i
n1
li1
_
b
n
0
l

n1
j0
_
b
j
b
j1
_
nj
l

0
_
sux
l
, t
n
, x
l
, t
n
s
n
l
_
R
n1
l
,
4.1
where l 1, 2, . . . , M 1; n 0, 1, . . . , N 1.
Assuming that Y
n
max
1lM1
|
n
l
| and using mathematical induction, we obtain
the following theorem.
Theorem 4.1. Assuming the nonlinear source term sux, t, x, t satises the Lipschitz condition
1.17, and the drift coecient px 0 decreases monotonically on a, b, the ENM dened by
2.9-2.10 is convergent, and there exists a positive constant C
, such that
Y
n
1
h
_
, n 1, 2, . . . , N. 4.2
Proof. Assume |R
k
0
l
0
| max
1lM1,1nN
|R
n
l
|. Following a similar argument to that presented
above for the stability analysis of the ENM 2.9-2.10, when n 1, assuming that |
1
l
0
|
max{|
1
1
|, |
1
2
|, . . . , |
1
M1
|}, we have
_
_
_
1
l
0
_
_
_
_
_
_b
0
0
l
0

0
_
sux
l
0
, t
0
, x
l
0
, t
0
s
0
l
0
_
R
1
l
0
_
_
_. 4.3
Utilising Y
0
0, the Lipschitz condition 1.17, and smooth solution condition, we obtain
_
_
_
1
l
0
_
_
_ b
0
_
_
_
0
l
0
_
_
_
0
L
_
_
_
0
l
0
_
_
_
_
_
_R
k
0
l
0
_
_
_
_
_
_R
k
0
l
0
_
_
_. 4.4
Thus,
_
_
_Y
1
_
_
_
_
_
_R
k
0
l
0
_
_
_. 4.5
Now, suppose that
_
_
_Y
k
_
_
_
b
1
k1
_
_
_R
k
0
l
0
_
_
_, k 1, 2, . . . , n. 4.6
Using Lemma 2.2, b
k
> b
k1
, we have
_
_
_Y
k
_
_
_
b
1
n
_
_
_R
k
0
l
0
_
_
_. 4.7
Similarly, assuming |
n1
l
0
| max{|
n1
1
|, |
n1
2
|, . . . , |
n1
M1
|}, we have
_
_
_
n1
l
0
_
_
_
_
_
_
_
_
_
b
n
0
l
0

n1
j0
_
b
j
b
j1
_
nj
l
0

0
_
sux
l
0
, t
n
, x
l
0
, t
n
s
n
l
0
_
R
n1
l
0
_
_
_
_
_
_
. 4.8
Utilising Y
0
0, the Lipschitz condition 1.17, and smooth solution condition, we obtain
_
_
_
n1
l
0
_
_
_ b
1
n
b
0
b
n
_
_
_R
k
0
l
0
_
_
_
0
Lb
1
n
_
_
_R
k
0
l
0
_
_
_
_
_
_R
k
0
l
0
_
_
_
b
1
n
_
b
0
b
n

0
L b
n
_
_
_
_R
k
0
l
0
_
_
_
b
1
n
_
b
0

0
L
_
_
_
_R
k
0
l
0
_
_
_ Cb
1
n
_
_
_R
k
0
l
0
_
_
_.
4.9
Hence,
_
_
_Y
n1
_
_
_
Cb
1
n
_
_
_R
k
0
l
0
_
_
_. 4.10
Finally, utilising 2.8 and Lemma 2.2, b
1
n
C
2
n
, we obtain the result on the convergence of

the ENM 2.9-2.10, namely,
Y
n
CC
1
C
2
n
1
h
_
C
1
h
_
4.11
for n 1, 2, . . . , N.
Remark 4.2. If we use an implicit method to approximate the nonlinear source term, as shown
in Remark 2.1, we can prove that the numerical method dened in 2.11 is convergent when
1
0
L > 0, which is independent of the spatial step. In fact, when the time step is small, the
condition 1
0
L > 0 is generally satised.
5. Numerical Results
In this section, we present four numerical examples of the TSFFPE to demonstrate the
accuracy of our theoretical analysis. We also use our solution method to illustrate the changes
in solution behavior that arise when the exponent is varied from integer order to fractional
order and to identify the dierences between solutions with and without the external force
term.
Table 1: Maximum error behavior versus grid size reduction for Example 5.1 at T 1.0.
h Maximum error
1/10 4.8148E-2
1/20 1.0111E-2
1/40 2.0587E-3
1/80 7.3019E-4
T 5
T 1
1 0.8 0.6 0.4 0.2 0
x
ENM
Exact
0
0.5
1
1.5
2
2.5
3
u
x
,
t
Figure 1: Comparison of the numerical solution with the exact solution for Example 5.1 at T 1.0, 3.0, 5.0.
T increases in the direction of the arrow.
Example 5.1. Consider the following TSFFPE:
ux, t
t

x
K
|x|
_
ux, t fx, t,
ua, t ub, t 0, 0 t T,
ux, 0 K
x a
2
b x
2
, a x b,
5.1
where
fx, t 1 1 tx a
2
b x
2
_
K
t
1
_
2 cos
_
/2
_
_
gx a gb x
_
2
_
K
t
1
_
x ab xa b 2x,
gx
4!
_
5
_x
4
2b a
3!
_
4
_x
3
b a
2
2
_
3
_x
2
.
5.2
The exact solution of the TSFFPE 5.1 is found to be
ux, t
_
K
t
1
_
x a
2
b x
2
, 5.3
which can be veried by direct fractional dierentiation of the given solution, and
substituting into the fractional dierential equation.
In this example, we take a 0, b 1, K
25, 1, 0.8, and 1.9. From

Figure 1, it can be seen that the numerical solution using the ENM is in good agreement with
the exact solution at dierent times T, with h 1/40 and 1/40. The maximum errors
of the ENM at time T 1.0 are presented in Table 1. It can be seen that the ENM is stable
and convergent for solving the TSFFPE 5.1. The errors, as our theory indicated, satisfy the
relationship error
1
h .
Example 5.2. Consider the following TSFFPE-NST:
ux, t
t
|x|
ux, t

_
_
t
0
t
1
ux, d,
u5, t u5, t 0, 0 t T,
ux, 0 x.
5.4
This example is a TSFFPE-NST without the external force term. In fact, it reduces to
the fractional diusion equation with an absorbent term. The formulae to approximate the
absorbent term are presented in the appendix. Here, we take 0.5, 1, and K
1.
Figures 24 show the changes in the solution proles of the TSFFPE-NST 5.4 when and
are changed from integer to fraction at dierent times T. We see that the solution prole
of the fractional order model is characterized by a sharp peak and a heavy tail. The peak
height in Figure 2 1.0 and 2.0 decreases more rapidly than that in Figure 3 0.8
and 1.8. Furthermore, when we choose 0.5 and 1.5, a more interesting result
can be observed; that is, the peak height in Figure 2 decreases more slowly than that shown
in Figure 4 at the early time T 0.1, but this trend reverses for the later times T 0.5 and
T 1.0. Hence, the TSFFPE-NST 5.4 may be useful to investigate several physical processes
in the absence of an external force eld by choosing appropriate and .
ux, t
t

_

x
px K
|x|
_
ux, t

_
_
t
0
t
1
ux, d,
u5, t u5, t 0, 0 t T,
ux, 0 x.
5.5
This example of the TSFFPE-NST incorporates the external force term with px
1 and an absorbent term. The formula to approximate the absorbent term is presented in
the appendix. Here, we take 0.5, 1, and K
1. Figures 57 show the changes

5 4 3 2 1 0 1 2 3 4 5
x
T 0.1
T 0.5
T 1
0
0.02
0.04
0.06
0.08
0.1
0.12
0.14
0.16
0.18
u
x
,
t
Figure 2: Numerical solutions for Example 5.2 with 1.0 and 2.0 at dierent times T 0.1, 0.5, 1.0.
5 4 3 2 1 0 1 2 3 4 5
x
T 0.1
T 0.5
T 1
0
0.02
0.04
0.06
0.08
0.1
0.12
0.14
0.16
0.18
0.2
u
x
,
t
in the solution proles of the TSFFPE-NST 5.5 when and are changed from integer
order to fractional order at dierent times T. Again, we see that the solution prole of the
fractional order model is characterized by a sharp peak and a heavy tail. Furthermore, due
to the presence of the external force term with px 1, the solution proles are shifted to
the right. It is worthwhile to note that the peak of the integer order model in Figure 5 1.0
5 4 3 2 1 0 1 2 3 4 5
x
T 0.1
T 0.5
T 1
0
0.02
0.04
0.06
0.08
0.1
0.12
0.14
0.16
0.18
u
x
,
t
and 2.0 moves to the right as time increases, but the peak of the fractional order model
in Figure 6 0.8 and 1.8 and Figure 7 0.5 and 1.5 does not move.
We also see that the peak heights in Figures 5 and 6 remain almost the same for
increasing time. The peak height in Figure 5 decreases more slowly than that shown in
Figure 7 at the early time T 0.1, but this trend reverses for the later times T 0.5 and
T 1.0. Hence, the TSFFPE-NST 5.5 may be useful to investigate several physical processes
within an external force eld by choosing appropriate and .
ux, t
t

_

x
px K
|x|
_
ux, t rux, t
_
1
ux, t
K
_
,
u0, t u5, t 0, 0 t T,
ux, 0 x
2
5 x
2
, 0 x 5.
5.6
In applications to population biology, ux, t is the population density at location x R and
time t > 0. The nonlinear source termsux, t, x, t rux, t1ux, t/K is Fishers growth
term that models population growth, where r is the intrinsic growth rate of a species and K
is the environmental carrying capacity, representing the maximum sustainable population
density 20, 28, 29.
In this example, we take r 0.2, K 1. Figure 8 shows the solution behavior when
0.8, 1.6 at dierent times T 0.1, 0.5, 1.0, while Figure 9 shows the solution behavior
with dierent values of between 0 and 1 and xed value of 1.8 at time T 1.0. Figure 9
also shows that the system exhibits anomalous diusion behavior and that the solution
5 4 3 2 1 0 1 2 3 4 5
x
T 0.1
T 0.5
T 1
0
0.02
0.04
0.06
0.08
0.1
0.12
0.14
0.16
0.18
u
x
,
t
5 4 3 2 1 0 1 2 3 4 5
x
T 0.1
T 0.5
T 1
0
0.02
0.04
0.06
0.08
0.1
0.12
0.14
0.16
0.18
u
x
,
t
continuously depends on the time and space fractional derivatives. Although the source
term for Fishers equation sux, t, x, t rux, t1 ux, t/K is not globally Lipschitz
continuous, the solution of the discrete numerical method still yields bounds on the solution
of the continuous problem and the solution of the numerical method ENM converges to
the unique solution of the continuous problem 5.6 as the time and space steps tend to zero
30.
5 4 3 2 1 0 1 2 3 4 5
x
T 0.1
T 0.5
T 1
0
0.02
0.04
0.06
0.08
0.1
0.12
0.14
0.16
u
x
,
t
5 4 3 2 1 0
x
T 0.1
T 0.5
T 1
0
2
4
6
8
10
12
14
16
18
20
u
x
,
t
6. Conclusions
In this paper, we have proposed an eective numerical method to solve the TSFFPE-NST
and proved that the ENM is stable and convergent provided that the nonlinear source term
satises the Lipschitz condition, the solution of the continuous problem satises the smooth
5 4 3 2 1 0
x
0.3
1
0
2
4
6
8
10
12
u
x
,
t
Figure 9: Numerical solutions for Example 5.4 with xed 1.8 at time T 1.0, and dierent values of
0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9, 1.0.
solution condition, and p
x can be either > 0 or < 0. Numerical experiments have been

carried out to support the theoretical claims. These numerical methods can also be used to
investigate other types of fractional partial dierential equations.
Appendix
Formulae for Examples 5.2 and 5.3
Let us start from 3.1, that is,
u
n1
l

0
h
_
p
l
u
n1
l
p
l1
u
n1
l1
_

0
r
0
_
l1
i0
w
i
u
n1
li1

Ml1
i0
w
i
u
n1
li1
_
b
n
u
0
l

n1
j0
_
b
j
b
j1
_
u
nj
l

0
s
n
l
.
A.1
Now setting s
n
l
/
_
t
n
0
t
n

1
ux
l
, d, then we have
s
n
l

_
n1
j0
_
t
j1
t
j
t
n

1
ux
l
, d. A.2
Applying the Mean Value Theorem M.V.T for integration yields
s
n
l

_
n1
j0
u
_
x
l
,
j
_
_
t
j1
t
j
t
n

1
d, where t
j
<
j
< t
j1

_
n1
j0
u
j
l
u
j1
l
2
_
t
n
t
j
_

_
t
n
t
j1
_
_
2
n1
j0
_
u
j
l
u
j1
l
__
_
n j
_
_
n j 1
_
2
_
1
_
n1
j0
_
u
nj1
l
u
nj
l
__
_
j 1
_
_

1
n1
j0
q
j
_
u
nj1
l
u
nj
l
_
,
A.3
where
1

/2 1, q
j
j 1
, j 0, 1, . . . .
Also, we have
l1
i0
w
i
u
n1
li1

Ml1
i0
w
i
u
n1
li1

M1
i0
li
u
n1
i
, A.4
where
li

w
li1
, 1 i l 2,
w
0
w
2
, i l 1,
2w
1
, i l,
w
0
w
2
, i l 1,
w
il1
, l 2 i M 1.
A.5
Now, substituting A.3 and A.4 into A.1, we obtain the numerical scheme for
Example 5.2 as
u
n1
l

0
r
0
M1
i0
li
u
n1
i
b
n
u
0
l

n1
j0
_
_
b
j
b
j1
_
u
nj
l

1
q
j
_
u
nj1
l
u
nj
l
__
, A.6
and the numerical scheme for Example 5.3 as
_
1

0
p
l
h
_
u
n1
l

0
p
l1
h
u
n1
l1

0
r
0
M1
i0
li
u
n1
i
b
n
u
0
l

n1
j0
_
_
b
j
b
j1
_
u
nj
l

1
q
j
_
u
nj1
l
u
nj
l
__
.
A.7
Acknowledgments
This research has been supported by a Ph.D. Fee Waiver Scholarship and a School of
Mathematical Sciences Scholarship, QUT. The authors also wish to thank the referees for their
constructive comments and suggestions.
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doi:10.1155/2010/764738
Research Article
Hes Variational Iteration Method for Solving
Fractional Riccati Differential Equation
H. Jafari and H. Tajadodi
Department of Mathematics and Computer Science, University of Mazandaran,
P.O. Box 47416-95447, Babolsar, Iran
Correspondence should be addressed to H. Jafari, jafari@umz.ac.ir
Received 10 August 2009; Accepted 28 January 2010
Academic Editor: Shaher M. Momani
Copyright q 2010 H. Jafari and H. Tajadodi. This is an open access article distributed under
We will consider Hes variational iteration method for solving fractional Riccati dierential
equation. This method is based on the use of Lagrange multipliers for identication of optimal
value of a parameter in a functional. This technique provides a sequence of functions which
converges to the exact solution of the problem. The present method performs extremely well in
terms of eciency and simplicity.
1. Introduction
The fractional calculus has found diverse applications in various scientic and technological
elds 1, 2, such as thermal engineering, acoustics, electromagnetism, control, robotics,
viscoelasticity, diusion, edge detection, turbulence, signal processing, and many other
physical processes. Fractional dierential equations FDEs have also been applied in
modeling many physical, engineering problems, and fractional dierential equations in
nonlinear dynamics 3, 4.
The variational iteration method was proposed by He 5 and was successfully
applied to autonomous ordinary dierential equation 6, to nonlinear partial dierential
equations with variable coecients 7, to Schrodinger-KdV, generalized Kd and shallow
water equations 8, to linear Helmholtz partial dierential equation 9, recently to
nonlinear fractional dierential equations with Caputo dierential derivative 10, 11, and
to other elds, 12. The variational iteration method gives rapidly convergent successive
approximations of the exact solution if such a solution exists; otherwise a fewapproximations
can be used for numerical purposes. The method is eectively used in 68, 1315 and the
references therein. Jafari et al. applied the variational iteration method to the Gas Dynamics
Equation and Stefan problem 13, 14. We consider here the following nonlinear fractional
Riccati dierential equation:
D
yt At Bty Cty
2
, 1.1
subject to the initial conditions
y
k
0 c
k
, k 0, 1, . . . , n 1, 1.2
where is fractional derivative order, n is an integer, At, Bt, and Ct are known real
functions, and c
k
is a constant. There are several denitions of a fractional derivative of order
> 0. The two most commonly used denitions are the Riemann-Liouville and Caputo.
Each denition uses Riemann-Liouville fractional integration and derivatives of whole order.
The dierence between the two denitions is in the order of evaluation. Riemann-Liouville
fractional integration of order a is dened as
I
fx
1
x
0
x t
1
ftdt, > 0, x > 0. 1.3
The following two equations dene Riemann-Liouville and Caputo fractional derivatives of
order , respectively:
D
fx
d
m
dx
m
I
m
fx
,
1.4
D
fx I
m
d
m
dx
m
fx
, 1.5
where m 1 < m and m N. We have chosen to use the Caputo fractional
derivative because it allows traditional initial and boundary conditions to be included in
the formulation of the problem, but for homogeneous initial condition assumption, these
two operators coincide. For more details on the geometric and physical interpretation for
fractional derivatives of both the Riemann-Liouville and Caputo types, see 1.
2. Analysis of the Variational Iteration Method
We consider the fractional dierential equation
D
yt At Bty Cty
2
, 0 < 1, 2.1
with initial condition y0 0, where D
/dt
. According to the variational iteration

method 5, we construct a correction functional for 2.1 which reads
y
n1
y
n
I
y
n
d
At Bty
n
Cty
2
n
. 2.2
To identify the multiplier, we approximately write 2.2 in the form
y
n1
y
n

t
0
y
n
d
At Bt y
n
Ct y
2
n
d, 2.3
where is a general Lagrange multiplier, which can be identied optimally via the variational
theory, and y
n
is a restricted variation, that is, y
n
0.
The successive approximation y
n1
, n 0 of the solution yt will be readily obtained
upon using Lagranges multiplier, and by using any selective function y
0
. The initial value
y0 and y
t
0 are usually used for selecting the zeroth approximation y
0
. To calculate the
optimal value of , we have
y
n1
y
n

t
0
dy
n
d
d 0. 2.4
This yields the stationary conditions
0, and 1 0, which gives

1. 2.5
Substituting this value of Lagrangian multiplier in 2.3, we get the following iteration
formula
y
n1
y
n
I
y
n
d
At Bty
n
Cty
2
n
, 2.6
and nally the exact solution is obtained by
yt lim
n
y
n
t.
2.7
3. Applications and Numerical Results
To give a clear overview of this method, we present the following illustrative examples.
Example 3.1. Consider the following fractional Riccati dierential equation:
d
y
dt
y
2
t 1, 0 < 1,
3.1
subject to the initial condition y0 0.
The exact solution of 3.1 is yt e
2t
1/e
2t
1, when 1.
In view of 2.6 the correction functional for 3.1 turns out to be
y
n1
y
n
I
y
n
d
y
2
n
1
d. 3.2
0.2
0.4
0.6
0.8
y
0.2 0.4 0.6 0.8 1 1.2 1.4
t
Figure 1: Dashed line: Approximate solution.
Beginning with y
0
t t
/1 , by the iteration formulation 3.2, we can obtain directly

the other components as
y
1
t
t
1

1 2t
3
1
2
1 3
,
y
2
t
t
1

1 2t
3
1
2
1 3

2
32
41/2 t
5
1 1 31 5
64
1 2
2
1/2 3t
7
1
4
1 31 7
,
.
.
.
3.3
and so on. The nth Approximate solution of the variational iteration method converges to the
exact series solution. So, we approximate the solution yt lim
n
y
n
t.
In Figure 1, Approximate solution yt

y
3
t of 3.4 using VIM and the exact
solution have been plotted for 1. In Figure 2, Approximate solution yt

y
3
t of 3.4
using VIM and the exact solution have been plotted for 0.98.
Comment. This example has been solved using HAM, ADM, and HPM in 1618. It should
be noted that these methods have given same result after applying the Pad e approximants on
yt.
0.2
0.4
0.6
0.8
y
0.2 0.4 0.6 0.8 1 1.2 1.4
t
Example 3.2. Consider the following fractional Riccati dierential equation:
d
y
dt
2yt y
2
t 1, 0 < 1,
3.4
subject to the initial condition y0 0.
The exact solution of 3.4 is yt 1

2tanh
2t 1/2 log
2 1/
2 1,
when 1.
Expanding yt using Taylor expansion about t 0 gives
yt t t
2
t
3
3

t
4
3

7t
5
15

7t
6
45

53t
7
315

71t
8
315
.
3.5
The correction functional for 3.4 turns out to be
y
n1
y
n
I
y
n
d
2y
n
y
2
n
1
d. 3.6
0.5
1
1.5
2
y
0.2 0.4 0.6 0.8 1 1.2 1.4
t
Beginning with y
0
t t
/1 , by the iteration formulation 3.6, we can obtain directly

the other components as
y
1
t
t
2
12
t
2
1 1/2

4
t
3
1/2
13 1
,
y
2
t
t
2
12
t
2
1 1/2

2
12
1/2t
4
14

4
3
3 1
1 2t
3
1
2
3 1

123t
4
2 14 1
2
42
4t
5
1/22 15 1

2
32
4 1/2t
5
13 15 1
205t
6
13 16 1

1024
1/2
2
3 1/2t
7
3
1
2
3 17 1
.
.
.
3.7
and so on. In Figure 3, Approximate solution yt

y
3
t of 3.4 using VIM and the exact
solution have been plotted for 1. In Figure 4, Approximate solution yt

y
3
t of 3.4
using VIM and the exact solution have been plotted for 0.98.
0.5
1
1.5
2
y
0.2 0.4 0.6 0.8 1 1.2 1.4
t
4. Conclusion
In this paper the variational iteration method is used to solve the fractional Riccati dierential
equations. We described the method, used it on two test problems, and compared the results
with their exact solutions in order to demonstrate the validity and applicability of the method.
Acknowledgments
The authors express their gratitude to the referees for their valuable suggestions and
corrections for improvement of this paper. Mathematica has been used for computations in
this paper.
References
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Adomian decomposition, Journal of Computational and Applied Mathematics, vol. 196, no. 2, pp. 644
651, 2006.
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no. 3, pp. 685688, 2006.
5 J. He, A new approach to nonlinear partial dierential equations, Communications in Nonlinear
Science and Numerical Simulation, vol. 2, no. 4, pp. 230235, 1997.
6 J.-H. He, Variational iteration method for autonomous ordinary dierential systems, Applied
Mathematics and Computation, vol. 114, no. 2-3, pp. 115123, 2000.
7 J.-H. He, Variational principles for some nonlinear partial dierential equations with variable
coecients, Chaos, Solitons & Fractals, vol. 19, no. 4, pp. 847851, 2004.
8 M. A. Abdou and A. A. Soliman, New applications of variational iteration method, Physica D, vol.
211, no. 1-2, pp. 18, 2005.
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equation, Chaos, Solitons & Fractals, vol. 27, no. 5, pp. 11191123, 2006.
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equations of fractional order, International Journal of Nonlinear Sciences and Numerical Simulation, vol.
7, no. 1, pp. 2734, 2006.
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of Computational and Applied Mathematics, vol. 207, no. 1, pp. 96110, 2007.
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Physics B, vol. 20, no. 10, pp. 11411199, 2006.
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application of the variational iteration method, Applied Mathematical Sciences, vol. 2, no. 48, pp. 2397
2400, 2008.
14 H. Jafari, A. Golbabai, E. Salehpoor, and Kh. Sayehvand, Application of variational iteration method
for Stefan problem, Applied Mathematical Sciences, vol. 2, no. 60, pp. 30013004, 2008.
15 H. Jafari and A. Alipoor, A new method for calculating General Lagranges multiplier in the
variational iteration method, Numerical Method for Partial Dierential Equations, In press, 2010.
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fractional order, Chaos, Solitons & Fractals, vol. 40, no. 1, pp. 19, 2009.
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equations, Applied Mathematics and Computation, vol. 182, no. 2, pp. 10831092, 2006.
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dierential equation of fractional order, Chaos, Solitons & Fractals, vol. 36, no. 1, pp. 167174, 2008.
doi:10.1155/2010/954674
Research Article
Solitary Wave Solutions for a Time-Fraction
Generalized Hirota-Satsuma Coupled KdV
Equation by a New Analytical Technique
Majid Shateri and D. D. Ganji
Department of Mechanical Engineering, Babol University of Technology,
P.O. Box 484, 47148 71167 Babol, Iran
Correspondence should be addressed to D. D. Ganji, ddg davood@yahoo.com
Received 17 May 2009; Accepted 7 July 2009
Academic Editor: Shaher Momani
Copyright q 2010 M. Shateri and D. D. Ganji. This is an open access article distributed under
A new iterative technique is employed to solve a system of nonlinear fractional partial dierential
equations. This new approach requires neither Lagrange multiplier like variational iteration
method VIM nor polynomials like Adomians decomposition method ADM so that can be more
easily and eectively established for solving nonlinear fractional dierential equations, and will
overcome the limitations of these methods. The obtained numerical results show good agreement
with those of analytical solutions. The fractional derivatives are described in Caputo sense.
1. Introduction
In recent years, it has been turned out that fractional dierential equations can be
used successfully to model many phenomena in various elds such as uid mechanics,
viscoelasticity, physics, chemistry, and engineering. For instance, the uiddynamics trac
model with fractional derivatives 1 is able to eliminate the deciency arising from the
assumption of continuum trac ow, and the nonlinear oscillation of earthquakes can be
modeled by fractional derivatives 2. Fractional dierentiation and integration operators can
also be used for extending the diusion and wave equations 3. Most of fractional dierential
equations do not have exact analytical solutions, hence considerable heed has been focused
on the approximate and numerical solutions of these equations. Although variational
iteration method 48 and Adomians decomposition method 914 are approaches that
have been utilized extensively to provide analytical approximations of linear and nonlinear
problems, they have limitations due to complicated algorithms of calculating Adomian
polynomials for nonlinear fractional problems, and an inherent inaccuracy in determining
the Lagrange multiplier for fractional equations. In this study, a new alternative procedure
that needs no Lagrange multiplier or Adomian polynomials is used to obtain an analytical
approximate solution of a system of nonlinear fractional partial dierential equations 1.1 to
illustrate the eectiveness, accuracy, and convenience of this method.
In this work, we consider the solution of generalized HirotaSatsuma coupled KdV
of timefractional order which is presented by a system of nonlinear partial dierential
equations, of the form:
D
t
u
1
2
u
xxx
3uu
x
3vw
x
,
D
t
v v
xxx
3uv
x
,
D
t
w w
xxx
3uw
x
,
0 < < 1, 1.1
subject to the following initial conditions:
ux, 0
2k
2
3
2k
2
tanh
2
kx,
vx, 0
4k
2
c
0
_
k
2
_
3c
2
1
4k
2
_
k
2
_
tanhkx
3c
1
,
wx, 0 c
0
c
1
tanhkx,
1.2
where k, c
0
, c
1 /
0, and are arbitrary constants. The HirotaSatsuma system of equations
15 was introduced to describe the interaction of two long waves with dierent dispersion
relations. The case of 1 in system 1.1 was solved by Wu et al. 16. If c , then in one
case the ux, t 2k
2
/3 2k
2
tanh
2
kx ct, vx, t 4k
2
c
0
k
2
/3c
2
1
4k
2

k
2
/3c
1
tanhkx ct and wx, t c
0
c
1
tanhkx ct are travellingwave solutions of
system 1.1 when 1.
2. Basic Denitions
In this section, there are some basic denitions and properties of the fractional calculus theory
which are used in this paper.
Denition 2.1. A real function fx, x > 0, is mentioned to be in the space C
, R if there
exists a real number p> such that fx x
p
f
1
x, where f
1
x C0, , and it is said to
be in the space C
m
if f
m
C
, m N.
Denition 2.2. The leftsided RiemannLiouville fractional integral operator of order 0,
of a function f C
, 1 is dened as
D
fx
1
_
x
0
x t
1
ftdt, > 0, x > 0,
D
0
fx fx.
2.1
The properties of the operator D
can be found in 1, 17, and we only mention the

following in this case, f C
, 1, , 0 and > 1:
D
fx D
fx,
D
fx D
fx,
D

_
1
_
_
1
_x
.
2.2
The RiemannLiouville derivative has certain disadvantages, in trying way to model
realworld phenomena with fractional dierential equations. Therefore, we will employ a
modication of fractional dierential operator D
proposed by Caputo, in his work 18 on

the theory of viscoelasticity.
Denition 2.3. The leftsided Caputo fractional derivative of fx is dened as
D
fx D
m
D
m
fx
1
m
_
x
0
x t
m1
f
m
tdt,
2.3
for m 1 < m, m N, x > 0, f C
m
1
Also, we need two of its basic properties.
Lemma 2.4. If m 1 < m, m N, and f C
m
, 1, then one has:

D
fx fx,
D
fx fx
m1
k0
f
k
0
x
k
k!
, x > 0.
2.4
The Caputo fractional derivative is considered here, because it allows traditional initial
and boundary conditions to be included in the formulation of the problem.
In this work, we consider the onedimensional linear nonhomogeneous fractional
partial dierential equations in uid mechanics, where the unknown function ux, t is
assumed to be a causal function of time, that is, vanishing for t < 0.
Denition 2.5. For m as the smallest integer that exceeds , the Caputo timefractional
derivative operator of order > 0 is dened as
D
t
ux, t

ux, t
t
1
m
_
t
0
t
m1
m
ux,
m
d, m 1 < < m,
m
ux, t
t
m
, m N.
2.5
For more information on the mathematical properties of fractional derivatives and
integrals, one can consult the mentioned references.
0.4
0.3
0.2
0.1
0
u1, 0.6
v1, 0.6
w1, 0.6
3 2 1 0 1
h
Figure 1: hcurves of ux, t: dash, vx, t: dash dot, and wx, t: solid when k 0.1, 1, 1.5, c
0
1.5,
c
1
0.1 at point 1,0.6.
3. Basic Ideas of Fractional Iteration Method (FIM)
As pointed in 19, to illustrate fractional iteration method, we consider the following
nonlinear fractional dierential equation more general form can be considered without loss
of generality:
D
yx f
_
x, yx
_
0, y
k
0 a
k
, k 0, 1, . . . , m 1, 3.1
where the fractional dierential operator D
is dened as in 2.3, m 1 < m, m N, f is

a nonlinear function of y, and y is an unknown function to be determined later. We want to
nd a solution y of 3.1 having the form
yx lim
n
y
n
x. 3.2
Let Hx
/
0 denote the socalled auxiliary function. Multiplying 3.1 by Hx and
then applying D
, the RiemannLiouville fractional integral operator, of order 0 dened

by 2.1, on both sides of the resulted term yields
D
_
Hx
_
D
yx f
_
x, yx
___
0. 3.3
Let h
/
0 denote the socalled auxiliary parameter. Multiplying 3.3 by h and then adding y,
the solution of 3.1, on both sides of the resulted term yields
yx yx hD
_
Hx
_
D
yx f
_
x, yx
___
. 3.4
0.493
0.498
0.503
0.508
0.513
40
20
0
20
40
4
3
2
1
0
t
x
a
0.493
0.498
0.503
0.508
0.513
40
20
0
20
40
4
3
2
1
0
t
x
b
Figure 2: The solitary wave solution of ux, t, FIM result a and exact solution b, when k 0.1, 1,
1.5, c
0
1.5, c
1
0.1.
3.22
3.12
3.02
2.92
2.82
40
20
0
20
40
4
3
2
1
0
t
x
a
3.22
3.12
3.02
2.92
2.82
40
20
0
20
40
4
3
2
1
0
t
x
b
Figure 3: The solitary wave solution of vx, t, FIM result a and exact solution b, when k 0.1, 1,
1.5, c
0
1.5, c
1
0.1.
However 3.4 can be solved iteratively as follows:
y
n1
x y
n
x hD
_
Hx
_
D
y
n
x f
_
x, y
n
x
___
. 3.5
In 3.5, the subscript n denotes the nth iteration, and provided that the right hand of
it, that is, yxhD
HxD
yxfx, yx, is a contractive mapping. The convergence

of 3.5 is ensured by Banachs xed point theorem 20, as is shown in 19.
Now, we introduce a newconvenient technique for controlling the convergence region
and rate of solution series for this method. Assume that we gain a family of solution series in
1.4
1.45
1.5
1.55
1.6
40
20
0
20
40
4
3
2
1
0
t
x
a
1.4
1.45
1.5
1.55
1.6
40
20
0
20
40
4
3
2
1
0
t
x
b
Figure 4: The solitary wave solution of wx, t, FIM result a and exact solution b, when k 0.1, 1,
1.5, c
0
1.5, c
1
0.1.
Table 1: Numerical values when 0.5, 0.75, 1.0 and k 0.1, 1.5, c
0
1.5, c
1
0.1 for ux, t.
t x
0.5 0.75 1.0
u
FIM
u
HPM
u
FIM
u
HPM
u
FIM
u
HPM
u
Exact
0.2
0 0.4935113355 0.4933513333 0.4933937249 0.4933513333 0.4933513226 0.4933513333 0.4933513225
0.25 0.4935979177 0.4934136490 0.4934546200 0.4934060408 0.4933937118 0.4933937581 0.4933937115
0.5 0.4937081918 0.4935005536 0.4935399023 0.4934853752 0.4934607890 0.4934608711 0.4934607891
0.75 0.4938416235 0.4936116158 0.4936491516 0.4935889426 0.4935522228 0.4935523392 0.4935522227
1 0.4939975728 0.4937462882 0.4937818335 0.4937162326 0.4936675611 0.4936677111 0.4936675613
0.4
0 0.4936853330 0.4934053333 0.4935033001 0.4934053333 0.4934051602 0.4934053333 0.4934051609
0.25 0.4938008948 0.4935090262 0.4935963610 0.4934954686 0.4934771397 0.4934775983 0.4934771401
0.5 0.4939391903 0.4936368323 0.4937131147 0.4936097847 0.4935733947 0.4935741334 0.4935733945
0.75 0.4940995646 0.4937881198 0.4938529939 0.4937477171 0.4936934501 0.4936944620 0.4936934499
1 0.4942812668 0.4939621476 0.4940153259 0.4939085897 0.4938367205 0.4938379949 0.4938367203
0.6
0 0.4938553137 0.4934953333 0.4936435681 0.4934953333 0.4934944586 0.4934953333 0.4934944625
0.25 0.4939921388 0.4936348749 0.4937639292 0.4936174202 0.4935955155 0.4935973485 0.4935955186
0.5 0.4941508292 0.4937979026 0.4939071763 0.4937630802 0.4937202663 0.4937230371 0.4937202675
0.75 0.4943306471 0.4939836133 0.4940726248 0.4939315968 0.4938681006 0.4938717813 0.4938681010
1 0.4945307679 0.4941911034 0.4942594934 0.4941221502 0.4940383061 0.4940428589 0.4940383061
the auxiliary parameter h by the means of fractional iteration method. Like HAM, by plotting
the amount of the function or one of its derivatives at a particular point with respect to the
auxiliary parameter h which is the socalled hcurve, we can obtain a proper value of h
that ensures the convergence of the solution series. This proper value of h corresponds to the
curve segment nearly parallel to the horizontal axis in the hcurve plot. Therefore, if we set
h any value in this region, which is socalled the valid region of h, we are quite sure that the
corresponding solution series converge.
Having freedom for choosing the auxiliary function Hx, the auxiliary parameter h,
the initial approximation y
0
x, and the fractional integral order , that is, fundamental to
0
1.5, c
1
0.1 for vx, t.
t x
0.5 0.75 1.0
v
FIM
v
HPM
v
FIM
v
HPM
v
FIM
v
HPM
v
Exact
0.2
0 3.004851885 3.009951963 3.010186962 3.011485031 3.013961813 3.013960000 3.013961811
0.25 2.999873282 3.004930481 3.005175951 3.006462592 3.008937820 3.008936014 3.008937819
0.5 2.994919279 2.999927784 3.000183326 3.001457026 3.003927607 3.003925818 3.003927606
0.75 2.989995777 2.994950010 2.995215173 2.996474487 2.998937350 2.998935586 2.998937348
1 2.985108534 2.990003168 2.990277460 2.991521007 2.993973118 2.993971391 2.993973120
0.4
0 2.998707345 3.001587258 3.003540427 3.004319121 3.007934500 3.007920000 3.007934475
0.25 2.993774914 2.996584581 2.998560913 2.999314737 3.002927784 3.002913367 3.002927763
0.5 2.988873896 2.991611047 2.993607731 2.994336092 2.997942249 2.997927984 2.997942228
0.75 2.984009951 2.986672646 2.988686777 2.989389199 2.992983946 2.992969899 2.992983924
1 2.979188572 2.981775197 2.983803790 2.984479922 2.988058789 2.988045031 2.988058768
0.6
0 2.994081735 2.994318388 2.997767879 2.997835535 3.001928965 3.001880000 3.001928766
0.25 2.989192682 2.989342884 2.992826759 2.992857834 2.996948389 2.996899772 2.996948197
0.5 2.984339775 2.984405468 2.987918608 2.987913837 2.991996239 2.991948208 2.991996054
0.75 2.979528475 2.979511953 2.983049116 2.983009390 2.987078404 2.987031190 2.987078224
1 2.974764060 2.974667936 2.978223778 2.978150144 2.982200600 2.982154433 2.982200431
0
1.5, c
1
0.1 for wx, t.
t x
0.5 0.75 1.0
w
FIM
w
HPM
w
FIM
w
HPM
w
FIM
w
HPM
w
Exact
0.2
0 1.507523900 1.504990747 1.504874024 1.504229289 1.502999100 1.503000000 1.502999100
0.25 1.509996714 1.507484860 1.507362938 1.506723878 1.505494461 1.505495357 1.505494461
0.5 1.512457311 1.509969643 1.509842719 1.509210085 1.507982979 1.507983864 1.507982977
0.75 1.514902760 1.512442049 1.512310343 1.511684858 1.510461580 1.510462458 1.510461582
1 1.517330199 1.514899088 1.514762850 1.514145194 1.512927259 1.512928117 1.512927258
0.4
0 1.510575823 1.509145401 1.508175285 1.507788516 1.505992798 1.506000000 1.505992810
0.25 1.513025704 1.511630175 1.510648553 1.510274137 1.508479570 1.508486739 1.508479588
0.5 1.515459985 1.514100473 1.513108742 1.512746974 1.510955834 1.510962922 1.510955847
0.75 1.517875852 1.516553321 1.515552926 1.515204040 1.513418571 1.513425547 1.513418581
1 1.520270576 1.518985828 1.517978251 1.517642422 1.515864843 1.515871673 1.515864850
0.6
0 1.512873311 1.512755768 1.511042443 1.511008840 1.508975680 1.509000000 1.508975778
0.25 1.515301647 1.515227046 1.513496642 1.513481209 1.511449479 1.511473624 1.511449571
0.5 1.517712032 1.517679404 1.515934464 1.515936836 1.513909155 1.513933009 1.513909245
0.75 1.520101750 1.520109958 1.518353088 1.518372820 1.516351785 1.516375237 1.516351875
1 1.522468182 1.522515926 1.520749779 1.520786351 1.518774537 1.518797467 1.518774621
the validity and exibility of the FIM, we can suppose that all of them are properly chosen,
therefore, the iterative scheme 3.5 will converge to the exact solution. Accordingly, the
successive approximations y
n
x, n 0, of the solution yx will be obtained by choosing
y
0
x that at least satises the initial and/or boundary conditions. Consequently, the exact
solution may be obtained by using yx lim
n
y
n
x.
4. Applications
In this section, we implement fractional iteration method to generalized HirotaSatsuma
coupled KdV of timefractional order when 0 < 1. For convenience in applying FIM
method, we choose the initial conditions given in 1.2 as the initial approximations:
u
0
x, t
2k
2
3
2k
2
tanh
2
kx,
v
0
x, t
4k
2
c
0
_
k
2
_
3c
2
1
4k
2
_
k
2
_
tanhkx
3c
1
,
w
0
x, t c
0
c
1
tanhkx.
4.1
Choosing and Hx, t 1, we can construct the iterative scheme 3.5 for
investigation of the traveling wave solution of 1.1 as follows:
u
n1
x, t u
n
x, t hD
t
_
D
t
u
n
x, t
1
2
3
x
3
u
n
x, t 3u
n
x, t

x
u
n
x, t 3

x
v
n
x, tw
n
x, t
_
,
v
n1
x, t v
n
x, t hD
t
_
D
t
v
n
x, t

3
x
3
v
n
x, t 3u
n
x, t

x
v
n
x, t
_
,
w
n1
x, t w
n
x, t hD
t
_
D
t
w
n
x, t

3
x
3
w
n
x, t 3u
n
x, t

x
w
n
x, t
_
.
4.2
Substituting the initial approximations, 4.1, into 4.2, for the case 1, yields
u
1
0.493 0.02 tanh0.1x
2
h
_
0.016
_
0.1 0.1 tanh0.1x
2
_
2
tanh0.1xt
0.0008 tanh0.1x
3
_
0.1 0.1 tanh0.1x
2
_
t 0.12
_
0.493 0.02 tanh0.1x
2
_
tanh0.1x
_
0.1 0.1 tanh0.1x
2
_
t 3
_
0.001342 0.001342 tanh0.1x
2
_
1.5 1.5 tanh0.1xt30.001342 0.001342 tanh0.1x
_
0.15 0.15 tanh0.1x
2
_
t
_
,
v
1
0.001342 0.001342 tanh0.1x h
_
0.002684
_
0.1 0.1 tanh0.1x
2
_
2
t
0.0005368 tanh0.1x
2
_
0.1 0.1 tanh0.1x
2
_
t 3
_
0.493 0.02 tanh0.1x
2
_
_
0.001342 0.001342 tanh0.1x
2
_
t
_
,
w
1
1.5 1.5 tanh0.1x h
_
0.3
_
0.1 0.1 tanh0.1x
2
_
2
t
0.06 tanh0.1x
2
_
0.1 0.1 tanh0.1x
2
_
3
_
0.493 0.02 tanh0.1x
2
_
_
0.15 0.15 tanh0.1x
2
_
t
_
.
4.3
5. Result and Discussion
In this section, four gures are presented corresponding to FIM results and exact solutions
for the solitary wave solutions ux, t, vx, t, and wx, t with the initial conditions 1.2,
when k 0.1, 1, 1.5, c
0
1.5, c
1
0.1. Furthermore, numerical values for the case
0.5, 0.75, 1.0, and k 0.1, 1.5, c
0
1.5, c
1
0.1 are obtained for ux, t, vx, t, and
wx, t.
Demonstrating the exactness of FIM, the numerical results are presented and only
few iterations are required to achieve accurate solutions. The convergence of FIM for the
generalized fractionalorder HirotaSatsumacoupled KdV equation is controllable, using
the socalled hcurves presented in Figure 1 which are obtained based on the fourthorder
FIM approximate solutions. In general, by the means of the socalled hcurve, it is straight
forward to choose a proper value of h which ensures that the solution series is convergent.
This proper value of h corresponds to the curve segment nearly parallel to the horizontal axis.
Both exact results and approximate solutions obtained for the rst four approximations are
plotted in Figures 2, 3, and 4. There are no visible dierences in two solutions of each pair of
diagrams.
Tables 1, 2, and 3 show the numerical values by FIM when 0.5, 0.75, 1.0 and
k 0.1, 1.5, c
0
1.5, c
1
0.1 for ux, t, vx, t, and wx, t respectively.
6. Conclusion
In this paper, the fractional iteration method FIM has been successfully applied to study
HirotaSatsumacoupled KdV of timefractionalorder equation. FIM results are compared
with the exact solutions and those obtained by Homotopy perturbation method 21.
The results show that fractional iteration method is a powerful and ecient technique
in nding exact and approximate solutions for nonlinear partial dierential equations of
fractional order. The method provides the user with more realistic series solutions that
converge very rapidly in real physical problems.
Compared with the ADM and VIM, the FIM has following advantages, 19.
1 The auxiliary parameter h provides us with a convenient way to modify and control
the convergence region of the solution.
2 The solution of a given nonlinear problemcan be expressed by an innite number of
solution series and thus can be more eciently approximated by a better selection
of the auxiliary parameter values.
3 Unlike the ADM, the FIM method is free from the need to use Adomian
polynomials.
4 This method has no need for the Lagrange multiplier, correction functional,
stationary conditions, the variational theory, and so forth, which eliminates the
complications that exist in the VIM.
5 The fractional iteration method can be easily comprehended with only a basic
knowledge of fractional calculus.
6 Compared to the ADM and VIM, the presented method proves simpler in its
principles and more convenient for computer algorithms.
In this work, we used Maple Package to calculate the series obtained by fractional
iteration method.
References
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doi:10.1155/2010/461048
Research Article
Time-Optimal Control of Systems with
Fractional Dynamics
Christophe Tricaud and YangQuan Chen
Center for Self-Organizing and Intelligent Systems (CSOIS), Department of Electrical and
Computer Engineering, Utah State University, 41260 Old Main Hill, Logan, UT 84322-4160, USA
Correspondence should be addressed to Christophe Tricaud, c.tricaud@aggiemail.usu.edu
Received 1 August 2009; Accepted 5 December 2009
Academic Editor: Wen Chen
Copyright q 2010 C. Tricaud and Y. Chen. This is an open access article distributed under the
Creative Commons Attribution License, which permits unrestricted use, distribution, and
We introduce a formulation for the time-optimal control problems of systems displaying fractional
dynamics in the sense of the Riemann-Liouville fractional derivatives operator. To propose a
solution to the general time-optimal problem, a rational approximation based on the Hankel
data matrix of the impulse response is considered to emulate the behavior of the fractional
dierentiation operator. The original problem is then reformulated according to the new model
which can be solved by traditional optimal control problem solvers. The time-optimal problem is
extensively investigated for a double fractional integrator and its solution is obtained using either
numerical optimization or time-domain analysis.
1. Introduction
In the world surrounding us, the physical laws of dynamics are not always followed by all
systems. When the considered systems are complex or can only be studied on a macroscopic
scale, they sometimes divert from the traditional integer order dynamic laws. In some cases,
their dynamics follow fractional-order laws meaning that their behavior is governed by
fractional-order dierential equations 1. As an illustration, it can be found in the literature
2 that materials with memory and hereditary eects, and dynamical processes, such as
gas diusion and heat conduction, in fractal porous media can be more precisely modeled
using fractional-order models than using integer-order models. Another vein of research has
identied the dynamics of a frogs muscle to display fractional-order behavior 3.
Optimal Control Problems OCPs or Integer-Order Optimal Controls IOOCs can
be found in a wide variety of research topics such as engineering and science of course, but
economics as well. The eld of IOOCs has been investigated for a long time and a large
collection of numerical techniques has been developed to solve this category of problems 4.
The main objective of an OCP is to obtain control input signals that will make a given
system or process satisfy a given set of physical constraints either on the systems states
or control inputs while extremizing a performance criterion or a cost function. Fractional
Optimal Control Problems FOCPs are OCPs in which the criterion and/or the dierential
equations governing the dynamics of the system display at least one fractional derivative
operator. The rst record of a formulation of the FOCP was given in 5. This formulation
was general but includes constraints on the systems states or control inputs. Later, a general
denition of FOCP was formulated in 6 that is similar to the general denition of OCPs. The
number of publications linked to FOCPs is limited since that problem has only been recently
considered.
Over the last decade, the framework of FOCPs has hatched and grown. In 5, Agrawal
gives a general formulation of FOCPs in the Riemann-Liouville RL sense and proposes
a numerical method to solve FOCPs based on variational virtual work coupled with the
Lagrange multiplier technique. In 7, the fractional derivatives FDs of the system are
approximated using the Gr unwald-Letnikov denition, providing a set of algebraic equations
that can be solved using numerical techniques. The problem is dened in terms of the
Caputo fractional derivatives in 8 and an iterative numerical scheme is introduced to solve
the problem numerically. Distributed systems are considered in 9 and an eigenfunction
decomposition is used to solve the problem.

Ozdemir et al. 10 also use eigenfunction
expansion approach to formulate an FOCP of a 2-dimensional distributed system. Cylindrical
coordinates for the distributed systemare considered in 11. Amodied Gr unwald-Letnikov
approach is introduced in 12 which leads to a central dierence scheme. Frederico and
Torres 1315, using similar denitions of the FOCPs, formulated a Noether-type theorem
in the general context of the fractional optimal control in the sense of Caputo and studied
fractional conservation laws in FOCPs. In 6, a rational approximation of the fractional
derivatives operator is used to link FOCPs and the traditional IOOCs. Anewsolution scheme
is proposed in 16, based on a dierent expansion formula for fractional derivatives.
In this article, we introduce a formulation to a special class of FOCP: the Fractional
Time-Optimal Control Problem FTOCP. Time-optimal control problems are also referred
to in the literature as minimum-time control problems, free nal time-optimal control, or
bang-bang control problems. These dierent denominations dene the same kind of optimal
control problem in which the purpose is to transfer a system from a given initial state
to a specied nal state in minimum time. So far, this special class of FOCPs has been
disregarded in the literature. In 6, such a problemwas solved as an example to demonstrate
the capability and generality of the proposed method but no thorough studies were done.
The article is organized as follows. In Section 2, we give the denitions of fractional
derivatives in the RL sense and FOCP and introduce the formulation of FTOCP. In Section 3,
we consider the problem of the time-optimal control of a fractional double integrator and
propose dierent schemes to solve the problem. In Section 4, the solution to the problem
is obtained for each approach for a given system. Finally, we give our conclusions in
Section 5.
2. Formulation of the Fractional Time-Optimal Control Problem
2.1. The Fractional Derivative Operator
There exist several denitions of the fractional derivative operator: Riemann-Liouville,
Caputo, Gr unwald-Letnikov, Weyl, as well as Marchaud and Riesz 1720. Here, we are
interested in the Riemann-Liouville denition of the fractional derivatives for the formulation
of the FOCP.
The Left Riemann-Liouville Fractional Derivative LRLFD of a function ft is
dened as
a
D
t
ft
1
n
_
d
dt
_
n
_
t
a
t
n1
fd, 2.1
where is the Gamma function dened for any complex number z as
z
_
0
t
z1
e
t
dt 2.2
and where the order of the derivative satises n 1 < n. The Right Riemann-Liouville
Fractional Derivative RRLFD is dened as
t
D
b
ft
1
n
_
d
dt
_
n
_
b
t
t
n1
fd. 2.3
2.2. Fractional Optimal Control Problem Formulation
With the RL denition of the fractional derivatives operator given in 2.1 and 2.3, we can
specify a general FOCP: nd the optimal control ut for a fractional dynamical system that
minimizes the following performance criterion:
Ju G
o
xa, xb
_
b
a
L
o
x, u, tdt 2.4
subject to the following system dynamics:
a
D
t
xt Hx, u, t 2.5
with initial condition
xa x
a
2.6
and with the following constraints:
u
min
t ut u
max
t,
x
min
a xa x
max
a,
L
ti
t, xt, ut 0,
G
ei
xa, xb 0,
G
ee
xa, xb 0,
2.7
where x is the state variable, t a, b stands for the time, and L, G, and H are arbitrary given
nonlinear functions. The subscripts o, ti, ei, and ee on the functions G, and L, , stand
for, respectively, objective function, trajectory constraint, endpoint inequality constraint and
endpoint equality constraint.
2.3. Fractional Time-Optimal Control Problem Formulation
A FTOCP is dened by a performance index of the form
Ju
_
b
a
1 dt b a, 2.8
which appears when we desire to minimize the time required to reach a given target x
b
given
some initial conditions x
a
.
Under such conditions, the problem is to transfer the system whose dynamics are
given by
a
D
t
xt Hx, u, t 2.9
from a given initial state xa x
a
to the desired state xb x
b
. The minimum time required
to reach the target is dened as t
.
To ensure that the problem has a solution, the control variables are required to be
constrained in the following way:
u
min
ut u
max
. 2.10
In the following, we will make use of the minimumprinciple to determine the optimal control
law u
t for the previously dened problem. We dene the state associated with the optimal
control law as x
t.
We dene the Hamiltonian H for the problem described by the dynamic system 2.9
and the criterion 2.8 as
Hx, u, t 1
_
Hx, u, t
a
D
t
x
_
, 2.11
where t stands for the costate variable. The optimal costate variable is dened as
t.
In the case of constrained systems, the results given in 5 do not apply as the control
function ut is constrained and does not have arbitrary variations. Indeed, if the control ut
lies on the boundary in 2.10, then the variations are not arbitrary. Instead, we need to use
Pontryagins minimum principle 4. According to the proof of the theorem in 21, we use
for demonstration arbitrary variations in the control signal ut u
t ut. We dene
both the increment J and the rst variation J of the performance index J as
Ju
, u Ju Ju
0 for minimum
Ju
, u O
2
,
2.12
where the rst variation is dened as
J
J
u
ut.
2.13
With the constraints 2.10 and making the assumption that all the admissible variations
on the control ut are small enough to ensure that the sign of the increment J can
be determined by the sign of the variation J, the necessary condition on u
to minimize
J becomes
Ju
t, ut 0. 2.14
According to 21, Chapter 2, the rst variation can be dened as
Ju
t, ut
_
b
a
_
_
H
x

t
_
xt
_
H
u
_
ut
_
H
xt
_
t
_
dt
_
S
x
t
_
b
x
b

_
H
S
t
_
b
b.
2.15
In the previous equation,
1 if the optimal state x
equations are satised, then we obtain the state relation,

2 if the costate
is chosen so that the coecient of the dependent variation x in the

integrand is identically zero, then we obtain the costate equation,
3 the boundary condition is chosen so that it results in the auxiliary boundary
condition.
When all of the previous enumerated items are satised, the rst variation can be
reformulated as
Ju
, u
_ _
H
u
_
udt. 2.16
The integrand in the previous relation is the rst-order approximation to change in the
Hamiltonian H due to a change in u alone. This means that by denition
_
H
u
x
, u
, t
_
u Hx
, u
u,
, t Hx
, u
, t 2.17
combining the previous two equations leads us to
Ju
, u
_
b
a
Hx
, u
u,
, t Hx
, u
, tdt. 2.18
Now, using the above, the necessary condition becomes
_
b
a
Hx
, u
u,
, t Hx
, u
, tdt 0, 2.19
for all admissible u less than a small value. The relation becomes
Hx
, u
u,
, t Hx
, u
, t. 2.20
Replacing u
u by u, the necessary condition becomes

Hx
, u
, t Hx
, u,
, t. 2.21
When applied to our problem, we obtain
1
_
Hx
, u
, t
a
D
t
x
_
1
_
Hx
, u, t
a
D
t
x
_
, 2.22
which can be simplied to
_
Hx
, u
, t
a
D
t
x
_
Hx
, u, t
a
D
t
x
_
,
Hx
, u
, t Hx
, u, t.
2.23
The state and costate equations can be retrieved from 5 and give
a
D
t
x Hx, u, t,
t
D
b

Hx, u, t
x
,
2.24
with
xa x
a
, xb x
b
, 2.25
where we again note that b is free. We can notice that u
is the control signal that causes

Gx
, u, t to take its minimum value.

Let us consider the simple case of a fractional system with the following: dynamics
a
D
t
x Ax Bu. 2.26
The state and costate equations become
a
D
t
x Ax Bu,
t
D
b
A,
2.27
with
xa x
a
, xb x
b
. 2.28
Using Pontryagins minimum principle, we have
u
uB
. 2.29
Dening q
gives us
u
uq
, 2.30
u
min
u
min
uu
max
_
uq
_
.
2.31
We can now derive the optimal control sequence u
t. Given 2.31,
1 if q
t is positive, then the optimal control u
t must be the smallest admissible

control u
min
value so that
min
u
min
uu
max
_
uq
_
q

_
_
q
_
_
,
2.32
2 and if q
t is negative, then the optimal control u
t must be the largest admissible

control u
max
value so that
min
u
min
uu
max
_
uq
_
q

_
_
q
_
_
.
2.33
Combining 2.32 and 2.33 gives us the following control law:
u
u
max
if q
t < 0,
u
min
if q
t > 0,
undetermined if q
t 0.
2.34
In Section 3, we provide several numerical methods to obtain the control u, state x, and
costate for a specic problem from the literature.
3. Solution of the Time-Optimal Control of
a Fractional Double Integrator
In this section, we consider the following FTOCP:
min
u,T
Ju, T
.
T
, 3.1
subject to
x
1
x
2
, x
1
0 0, x
1
T A,
0
D
x
2
u, x
2
0 0, x
2
T 0,
u
min
ut u
max
, t 0, T.
3.2
3.1. Solution Using Rational Approximation of the Fractional Operator
It is possible for time-optimal control problems to be reformulated into traditional optimal
control problems by augmenting the system dynamics with additional states one additional
state for autonomous problems. For that purpose, the rst step is to specify a nominal time
interval, a b, for the problem and to dene a scaling factor, adjustable by the optimization
procedure, to scale the system dynamics, and hence, in eect, scale the duration of the time
interval accordingly. This scale factor and the scaled time are represented by the extra states.
The problem dened by 3.1-3.2 can accordingly be reformulated as follows: nd
the control ut satisfying u
min
ut u
max
over the time interval 01, which minimizes
the quadratic performance index
Ju T, 3.3
subject to the following dynamics:
x
1
Tx
2
,
0
D
t
x
2
Tu,
T 0,
3.4
where the initial conditions are
x
1
0 0,
x
2
0 0,
T0 n,
3.5
where T0 is the initial value chosen by the user. Final state constraints are
x
1
1 A,
x
2
1 0.
3.6
According to 22, we can approximate the operator
a
D
t
using a state space denition
a
D
t
x u
_
z Az bu
x cz
_
. 3.7
Such approximation is called rational approximation of the fractional operator. To ensure the
applicability of our method, we need to dene a new state vector yt such that
yt
x
1
t
zt
T
, 3.8
where zt is the state vector of the rational approximation for the fractional-order system
described by
0
D
t
x
2
u.
Using the methodology proposed in 6, we reformulate the problem dened by 3.1-
3.2. Find the control ut satisfying u
min
ut u
max
, which minimizes the quadratic
performance index
Ju T, 3.9
subjected to the following dynamics:
y
c
_
y
2
t y
N1
t
_
T
A
_
y
2
t y
N1
t
_
T
but
0
, 3.10
the initial condition
y0
_
0 0 0 T
_
T
,
3.11
and the nal state constraints given by
y
1
T 300,
c
_
y
2
T y
N1
T
_
T
0.
3.12
Such a denition allows the problem to be solved by any traditional optimal control
problem solver.
3.2. Solution Using Bang-Bang Control Theory
The solution to the problemdened by 3.13.2 can also be solved using bang-bang control
theory. In the integer case 1, the solution in the time domain is well documented and is
given by
T
1

_
2Au
min
u
max
u
max
u
min
,
T T
1

_
2Au
max
u
min
u
max
u
min
,
3.13
where T
1
is the switching time.
Such a solution is obtained by deriving the systems dynamic equations in the time
domain: for t 0, T
1
acceleration
ut u
max
,
x
2
t u
max
t,
x
1
t u
max
t
2
2
,
3.14
and for t T
1
, T deceleration
ut u
min
,
x
2
t u
min
t T
1
x
2
T
1
,
x
1
t u
min
t T
1
2
2
x
2
T
1
t T
1
x
1
T
1
.
3.15
Finding the switching time T
1
and the nal time T can be done by solving the system of nal
time conditions:
x
1
T
2
A,
x
2
T
2
0.
3.16
We can apply a similar technique to solve the fractional problem. For t 0, T
1
acceleration
ut u
max
,
x
2
t u
max

t
1
,
x
1
t u
max

t
1
2
,
3.17
and for t T
1
, T
2
deceleration
ut u
min
,
x
2
t u
min

t T
1
1
x
2
T
1
t T
1
,
x
1
t u
min

t T
1
1
2
x
2
T
1

t T
1
1
x
1
T
1
.
3.18
Finding the switching time T
1
and the nal time T can be achieved by solving the system of
nal time conditions:
x
1
T
2
A,
x
2
T
2
0.
3.19
When expanded, it becomes
T
2
T
1
1
2
u
min

T
1
1
T
2
T
1
1
u
max

T
1
1
2
u
max
A,
T
2
T
1
1
u
min
T
1
1
T
2
T
1
u
max
0.
3.20
Renaming T
21
T T
1
, we get
T
1
21
2
u
min

T
1
T
21
1
2
u
max

T
1
1
2
u
max
A,
T
21
1
u
min

T
1
T
1
21
1
u
max
0.
3.21
The solution to the system of equations is as follows: solve for T
21
u
min
2
T
1
21

u
min
2
_
u
min
u
max
_
1/
T
1/
21
A,
T
1

_
u
min
u
max
T
21
_
1/
,
T T
21
T
1
.
3.22
0 5 10 15 20 25
Time s
0
50
100
150
200
250
300
P
o
s
i
t
i
o
n
Figure 1: States xt as functions of time t for the Bang-Bang control problem for 1.
4. Results
In this section, we nd the solution to the problem dened in Section 3 for the following
parameter values:
i u
min
2,
ii u
max
1,
iii A 300.
The analytical solution for this system for 1 the traditional double integrator is
given in 23 by T
30 as
ut
1 for 0 t < 20,

2 for 20 t 30,
xt
t
2
2
for 0 t < 20,
t
2
60t 600 for 20 t 30,
xt
t for 0 t < 20,

60 2t for 20 t 30.
4.1
0 5 10 15 20 25 30
Time s
0
50
100
150
200
250
300
P
o
s
i
t
i
o
n
Figure 2: States xt as functions of time t for the Bang-Bang control problem for 0.9.
0 10 20 30
Time s
0
50
100
150
200
250
300
P
o
s
i
t
i
o
n
To solve the problem, we use the RIOTS 95 Matlab Toolbox 24. The acronym RIOTS means
recursive integration optimal trajectory solver. It is a Matlab toolbox developed to solve
a wide variety of optimal control problems. For more information about the toolbox, please
refer to 25.
Figure 1 shows the states xt as functions of t for 1. Figures 2, 3, 4, 5 and 6 show
the state xt as functions of t for dierent values of 0.9, 0.8, 0.7, 0.6, and 0.5, respectively.
We can observe that when the order approaches 1, the optimal duration nears its value for
the double integrator case.
Since it is possible to obtain the analytical solution of the problem from 3.22, we
give in Figure 7 the plot of the duration of the control T versus the order of the fractional
derivative. As we can see, for 1, the solution matches the results obtained for a double
integrator.
0 10 20 30
Time s
0
50
100
150
200
250
300
P
o
s
i
t
i
o
n
0 10 20 30 40
Time s
0
50
100
150
200
250
300
P
o
s
i
t
i
o
n
5. Conclusions
We developed a formulation for fractional time-optimal control problems. Such problems
occur when the dynamics of the system can be modeled using the fractional derivatives
operator. The formulation made use of the the Lagrange multiplier technique, Pontryagins
minimum principle, and the state and costate equations. Considering a specic set of
dynamical equations, we were able to demonstrate the bang-bang nature of the solution of
fractional time-optimal control problems, just like in the integer-order case. We were able
to solve a special case using both optimal control theory and bang-bang control theory. The
optimal control solution can be obtained using a rational approximation of the fractional
derivative operator whereas the bang-bang control solution is derived from the time-domain
solution for the nal time constraints. Both methods showed similar results, and in both cases
0 10 20 30 40 50
Time s
0
50
100
150
200
250
300
P
o
s
i
t
i
o
n
0.5 0.6 0.7 0.8 0.9 1
Order
30
35
40
45
50
55
D
u
r
a
t
i
o
n
Figure 7: Duration of the control T as a function of the order .

as the order approaches the integer value 1, the numerical solutions for both the state and
the control variables approach the analytical solutions for 1.
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doi:10.1155/2010/315421
Research Article
On the Speed of Spread for Fractional
Reaction-Diffusion Equations
Hans Engler
Department of Mathematics, Georgetown University, Box 571233, Washington, DC 20057, USA
Correspondence should be addressed to Hans Engler, engler@georgetown.edu
Received 12 August 2009; Revised 12 October 2009; Accepted 25 October 2009
Academic Editor: Om Agrawal
Copyright q 2010 Hans Engler. This is an open access article distributed under the Creative
The fractional reaction diusion equation
t
u Au gu is discussed, where A is a fractional
dierential operator on R of order 0, 2, the C
1
function g vanishes at 0 and 1, and
either g 0 on 0, 1 or g < 0 near 0. In the case of nonnegative g, it is shown that solutions
with initial support on the positive half axis spread into the left half axis with unbounded speed if
g satises some weak growth condition near 0 in the case > 1, or if g is merely positive on
a suciently large interval near 1 in the case < 1. On the other hand, it shown that solutions
spread with nite speed if g
/
0 < 0. The proofs use comparison arguments and a suitable family
of travelling wave solutions.
1. Introduction
The scalar reaction-diusion equation
t
ux, t
2
x
ux, t gux, t 1.1
has been the subject of much study, beginning with the celebrated paper 1. The authors
of 1 proposed this equation, with g being positive and concave on 0, 1 such that g0
g1 0, as a model for a population that undergoes logistic growth and Brownian diusion.
If ux, 0 Hx, the Heaviside function, and gu u u
2
, the equation in fact has
an exact probabilistic interpretation, given in 2. Consider a population of particles that
undergo independent Brownian motion and branching processes, with each child particle
again following the same behavior. Then ux, t is the probability that there is a particle to
the left of position x at time t, assuming that there was exactly one particle at position x 0
at time t 0. Equation 1.1 also can be derived heuristically for the mean behavior of an
interacting particle process in which two types of particles call them A- and B-particles
simultaneously undergo Brownian diusion and conversion reactions
A B 2A, A B 2B 1.2
with suitable reaction rates. Then the volume density fraction ux, t of A-particles in the
hydrodynamic limit of large particle numbers per unit volume formally satises 1.1 with
gu cu1 u where c depends on the reaction rates in 1.2; see 3 for a discussion of the
underlying limit procedure and an exact connection to a stochastic version of 1.1. If instead
the conversion reactions are
2A B 3A, 2A B A 2B, 1.3
then the equation for u becomes 1.1 with gu cu
2
1u. Other polynomial reaction terms
g occur in similar ways.
For 1.1 with gu u1 u, it is known that solutions approach a wave prole in
the sense that
ux mt, t x t , 1.4
where mt is the median, umt, t 1/2. It turns out that mt c
t Olog t for a suitable

asymptotic nite wave speed c
. Larger asymptotic speeds are only possible if the initial data

are supported on R. A more general result, given in 4, implies that there is a critical speed
c
such that for fairly general initial data u, 0 that are nonnegative and supported on 0, ,
limsup
t
sup
x<ct
ux, t 0
1.5
whenever c > c
and
liminf
t
inf
x<ct
ux, t 1
1.6
whenever c < c
. If u is interpreted as the density of a quantity whose spread is governed by

1.1, a runner may escape from it by running to at a speed c > c
, but this quantity will

catch up with and engulf it if its speed is c < c
. In this sense, solutions of the 1.1 exhibit

nite speed of spread.
Equation 1.1 was also derived in 5 to describe antiphase domain coarsening in
alloys. In this situation, g0 g1 gu
0 for some u
0, 1, and g < 0 on 0, u
,
and g > 0 on u
, 1. In this case there exists exactly one wave speed c
with associated wave

prole. In particular, 1.5 and 1.6 still hold for this c
. The rst of the two cases the KPP

case corresponds to pulled fronts the state u 0 is unstable while the second case the
Allen-Cahn case results in a pushed front the state u 0 is stable. More on these two
fundamentally dierent situations may be found in 6 and the references given there. A vast
range of applications leading to related models is discussed in 7.
The purpose of this note is a study of the fractional reaction-diusion equation:
t
ux, t Aux, t gux, t. 1.7
Here A A
is a pseudodierential operator with symbol p p
that is homogeneous of
degree 0, 2, such that p p and p1 1. Following the presentation in 8, we
write p in the Riesz-Feller form:
p e
i/2 sign
, 1.8
where the skewness parameter must also satisfy min|, 2 |. The operator A is the
innitesimal generator of a stable L evy process, that is, a continuous time stochastic process
that has c adl ag paths and independent stationary increments with stable distributions; see
9. Paths of such a process must have jumps, and the variance of the displacement must be
innite.
For 0 we obtain fractional powers of the usual negative one-dimensional
Laplacian, abbreviated often by
/2
. There are various real variable representations of
such operators, for example, as singular integral operators or as limits of suitable dierence
operators; see 8. In the special case where 1 and 1 1, there is the representation
A
1,
ux
d
dx
_
cos

2
Jux sin

2
ux
_
,
1.9
where Ju is the Hilbert transform of u. In particular, for 1, this is an ordinary rst-order
derivative, not a fractional derivative.
The function g is always assumed to satisfy g0 g1 0. We are interested in both
the KPP-case, that is, g 0 for 0 < < 1, and the Allen-Cahn case, that is, g < 0 for
near 0 and g > 0 for near 1.
The equation occurs in the heuristic hydrodynamic limit of interacting particle
populations in which conversion reactions such as 1.2 or 1.3 occur together with motion
by a stable L evy process. It has been proposed in, for example, 1015. It should be noted
that the term anomalous diusion is also used for situations in which the rst-order time
derivative is replaced by a fractional order derivative; see 8 where the present case of a
rst-order time derivative is called space-fractional diusion. Another generalization of 1.1
consists in allowing time delays; see 16. These further generalizations will not be discussed
here.
There is strong evidence that 1.7 does not admit traveling wave solutions if 0 < < 2
and g is positive and concave on 0, 1. Rather, numerical results in 11, 17 suggest that for
initial data that are supported on the positive half axis and increase there from 0 to 1, the
median satises mt e
ct
for some c > 0. In 18, the estimates
limsup
t
sup
x<e
ct
ux, t 0, liminf
t
inf
x>e
dt
ux, t 1
1.10
are shown to hold for such initial data whenever c > c
> d > 0, where c
g
/
0/. Thus the
support of a solution grows asymptotically like an exponential. For the case where g < 0 on
some interval 0, u
, the results in 14, 19 suggest on the other hand that there exist wave
prole solutions that move with constant speed, although no rigorous proofs are given there.
The main results of this note are concerned with the existence and nonexistence of a
nite speed of spread and take the form 1.5 and 1.6. It is shown that for a large class of
right-hand sides g that are nonnegative on 0, 1, the speed of spread is innite; that is, the
estimate 1.6 holds for all positive speeds c. It is not necessary to assume that g
/
0 > 0, and
if < 1, one does not even have to assume that g is strictly positive on 0, 1. On the other
hand, if g
/
0 < 0 and therefore g is negative near 0, then it will be shown that there exists a
nite speed of spread; that is, 1.5 holds for some nite positive c. These results are stated
and proven in Section 3. Some basic existence and comparison results for 1.7 are sketched
in Section 4.
To prove these results, comparison arguments are employed which follow from
integral representations of solutions of 1.7 and which are therefore extensions of similar
arguments for the study of 1.1. The challenge then is to come up with suitable comparison
solutions. Since 1.7 is nonlocal in nature, techniques from ordinary dierential equations
cannot be employed to construct such solutions. Instead, in this paper a set of travelling wave
solutions is used that comes directly fromthe fundamental solution of the linear problemsee
2.1 below. These solutions are discussed in Section 2 and may be of independent interest.
2. A Class of Travelling Wave Solutions
In this section, it will be shown that fundamental solutions of fractional diusion equations
without reaction terms lead to traveling wave solutions ux, t Ux ct of 1.7, for
suitable functions g. A two-parameter family will be constructed for each possible choice
of and , one parameter being the speed c. The main contribution of this section is the
characterization of the nonlinear function g that is required to make the equation hold.
Throughout this section, let 0, 2 and < min|, 2 |.
Consider the free equation
t
ux, t A
ux, t 0, 2.1
where A
is the pseudodierential operator with symbol p
dened in 1.8. It is known

that 2.1 has the fundamental solution
x, t W
x, t t
1/
f
_
xt
1/
_
2.2
with initial data W
x, 0
0
x, the delta distribution; see 8. In particular, W
x, 1
f
x. Here f
is the probability density function of a stable distribution; see 20, 21.

There are many ways to parametrize such distributions. For / |0, 1, 2| the version used here
corresponds to form B in 21 with the same choice of , scale parameter 1, location
parameter 0, and skewness parameter:

min|, 2 |
,
2.3
where the sign is positive if 0 < < 1 and negative if 1 < < 2. For 1, the form used here
corresponds to form C in 21 with , 1, 0.
There is also the special solution
x, t V
x, t F
_
xt
1/
_
, 2.4
where F
x
_
x
sds is a cumulative distribution function. Then V
solves 2.1 with

initial data V
x, 0 Hx, the Heaviside function. The equations hold in the sense of

distributions, and the initial data are attained in this sense. It is known that f
is positive,
innitely dierentiable, and unimodal. Also, as x , there are expansions
1 F
j1
c
j
x
j
,
f
j1
c
j
x
1j
,
2.5
and as x
F
j1
d
j
x
j
,
f
j1
d
j
x
1j
.
2.6
These are convergent expansions if 0 < < 1 and asymptotic expansions if 1 < < 2; see 8.
For the remainder of this section, we suppress the subscripts and in most formulae
that involve A
, f
, and F
. For xed c R and > 0 we consider the function

U
F
_
1/
_
. 2.7
Set u
c
x, t U
x ct, then
Au
c
x, t
F
_
x ct
1/
_
_
x ct
1/1
_
f
_
x ct
1/
_
t
u
c
x, t c
1/
f
_
x ct
1/
_
,
2.8
and therefore
t
u
c
x, t Au
c
x, t
_
1
_
x ct
1/1
_
c
1/
_
f
_
x ct
1/
_
. 2.9
Now x ct
1/
F
1
u
c
x, t and consequently
t
u
c
x, t Au
c
x, t c
1/
g
0
u
c
x, t
1
g
1
u
c
x, t 2.10
with
g
0
f
_
F
1
_
, g
1
F
1
f
_
F
1
_
. 2.11
Equation 2.10 is of the form 1.7, with g c
1/
g
0
1/g
1
.
In the case 1 and 1 < < 1, everything is explicit. Let cos/2 and
sin/2. Then by results in 21,
Fx
1
2

1
arctan
x
,
F
1
cot,
fx
1
_
1 x
2
/
2
_,
g
0

1
sin
2
,
g
1

sin
2

1
cos sin.
2.12
It remains to characterize the functions g
0
, g
1
in the general case.
Proposition 2.1. Let 0 < < 2, < min|, 2 |. The functions g
0
, g
1
have the following
properties.
a g
0
and g
1
are innitely dierentiable on 0, 1.
b The function g
0
is positive on 0, 1. The function g
1
is negative on 0, F
0 and positive
on F
0, 1. The function
c
1/
g
0

1
g
1
2.13
is negative on 0, u
and positive on u
, 1, where u
c
1/1
.
c As 0, g
0
O
11/
and g
0
1 O
11/
.
d As 0, g
1
O
11/
. As 1, g
1
1 O1
11/
.
e The functions g
0
and g
1
can be represented as
g
0

d
d
_
F
1
f
2
sds,
g
1

d
d
_
F
1
sf
2
sds.
2.14
Proof. Property a follows since f and F together with its inverse are innitely dierentiable.
Property b is obvious. Properties c and d follow from the asymptotic expansions 2.5
and 2.6. Finally e can be checked by dierentiation.
Property e will not be used in what follows. It should be noted that g
0
and g
1
are of
class C
1
on 0, 1 but are not innitely dierentiable at the interval endpoints, except if 1.
Clearly g
0
and g
1
do not depend on c or . We are therefore free to form fairly arbitrary linear
combinations of g
0
and g
1
by choosing c and .
The construction provides travelling wave solutions for 1.7 for a special class of
functions for which g C
1
0, 1, g0 gu
g1 for some u
0, 1, and g
/
0 <
0, g
/
u
> 0, g
/
1 < 0. This suggests that 1.7 possesses travelling wave solutions for more
general functions g with these properties.
If the same construction is attempted for the case 2, it turns out that g
0
and g
1
are
merely continuous on 0, 1, with derivatives that have logarithmic singularities near 0
and 1. Therefore the arguments in the next section cannot be extended to the case 2,
and indeed the results of the next section do not hold in that case.
3. Results on the Speed of Spread
This section contains the main results of this paper. As before, the operator A has symbol
1.8 with 0 < < 2 and < min|, 2 |. We always assume that u is a solution of 1.7
and that g C
1
0, 1, R with g0 g1 0. Initial data u
0
will be assumed to satisfy
u
0
CR, R, 0 u
0
x 1, lim
x
u
0
x 1, suppu
0
0, .
3.1
The results in Section 4 then imply that 1.7 has a unique mild solution u that exists for all
x R, t > 0, and this solution satises 0 ux, t 1 for all x, t. The notation of that section
will also be used here.
We rst discuss the case where g 0 on 0, 1. The main result in this case is the
following.
Theorem 3.1. Let u be the solution of 1.7 with u
0
satisfying 3.1.
a Let > 1. Assume that g > 0 on 0, 1 and that there are 0 < < / 1 , c
0
> 0 such
that for all 0, 1/2
g c
0
. 3.2
Then for all c > 0
liminf
t
inf
xct
ux, t 1.
3.3
b Let 1. Assume that g > 0 on 0, 1. Then for all c > 0
liminf
t
inf
xct
ux, t 1.
3.4
c Let < 1. Assume that g 0 on 0, 1 and g > 0 for /2, 1. Then for all
c > 0
liminf
t
inf
xct
ux, t 1.
3.5
The result shows that the speed of spread is unbounded i.e., 1.6 holds for all c > 0,
and it exhibits dierent mechanisms for this phenomenon. Recall that in the interpretation
of 1, the function g is responsible for the growth of a substance whose density is given by
u, while A describes the spread of this substance. If 0, 2, the substance spreads with a
jump process, not with Brownian diusion, and jumps of magnitude exceeding Moccur with
a probability that is OM
for large M. If > 1, the mean jump distance is still nite. In

this case, the growth rate gu at small densities small u is responsible for the unbounded
speed of spread. If is close to 1, this growth can be very weak g
with large yet

the speed of spread is still unbounded. If on the other hand < 1, then large jumps tend to
be more frequent, and jump sizes have unbounded mean. In this case, the growth rate for
small densities is no longer the reason why the speed of spread is unbounded; in fact there
may be no growth at all for small densities gu 0 for small u for this to occur. Rather,
the unbounded speed of spread results from growth that occurs solely for large densities
g > 0 only for /2. The substance is transported towards due large < 1
negative jumps, resulting in an unbounded speed of spread. It is known that in this case,
/2 is the probability that a jump is negative. If this fraction is large, then growth
that occurs only for large densities, that is, gu > 0 on /2, 1, already leads to an
unbounded speed of spread. The case 1 is intermediate: any growth for small densities
g > 0 for > 0 results in an unbounded speed of spread.
In the case > 1, it would be interesting to know if the speed of spread is still
unbounded if / 1 or if a nite speed of spread occurs 1.5 holds for large c if
becomes suciently large, that is, if growth is extremely weak for small densities u. In the
case < 1, it would be interesting to know if a nite speed of spread is possible at all if g 0
and g is not identically equal to 0.
The main result in the case where g is negative near 0 is the following.
Theorem 3.2. Let u be the solution of 1.7 with initial data u
0
satisfying 3.1. Assume that g
/
0 <
0. Then there exists c > 0 such that
limsup
t
sup
xct
ux, t 0.
3.6
The result shows that negative proportional growth at small densities g
/
0 < 0
always limits the speed of spread of a substance whose growth and spread are governed by
1.7, even for processes whose jump sizes tend to be very large < 1. I am not aware of an
interpretation of this result in the context of material science, similar to the use of 1.1 in 5.
The proofs will be given below. The main tools in the proofs are the comparison
arguments given in the next section, together with the following crucial auxiliary result.
Lemma 3.3. Let g C
1
0, 1, R and let g
0
, g
1
be dened as in 2.11, depending on and .
a Let 1, 2. Suppose that g > 0 for all 0, 1 and that there exist c
0
> 0 and
< / 1 such that g c
0
for all 0, 1/2. Then given any c > 0 there exists

> 0 such that for all 0, 1
g c
1/
g
0

1
g
1
. 3.7
b Let 1. Suppose that g > 0 on 0, 1. Then given any c > 0 there exists > 0 such that
for all 0, 1
g c
1
g
0

1
g
1
. 3.8
c Let 0, 1. Suppose that g 0 on 0, 1 and g > 0 for all /2, 1. Then
given any c > 0 there exists > 0 such that for all 0, 1
g c
1/
g
0

1
g
1
. 3.9
d Suppose that g
/
0 < 0 and g 0 for 1 , 1 for some . Then there exist c R
and > 0 such that for all 0, 1
g c
1/
g
0

1
g
1
. 3.10
Proof. Consider rst statement a. Let us write F F
and f f
. Let > 1 and let M > 0

be large enough such that for some c
1
, c
2
> 0 and all x M
Fx c
1
x
, fx c
2
x
1
. 3.11
This is possible by 2.6. Let c > 0 be given, then we may increase M further such that also
c
0
c
1
M
r
c
2
1
c
/1
, 3.12
where r /1 > 0. Now set FM. Then for 0 < Fx , that is, x < M,
and for all M/c
/1
c
1/
g
0
Fx
1
g
1
Fx
_
c
1/

1
x
_
fx
c
/1
x
1/1
fx
c
/1
x
1/1
c
2
x
1
c
/1
c
2
x
2
/1
,
3.13
where a standard calculus argument has been used to see that the expression c
1/
1
x is maximal for x/c
/1
. We estimate further, using the choice of M,
c
1/
g
0
Fx
1
g
1
Fx c
0
c
1
M
r
x
2
/1
c
0
c
1
x
r
x
2
/1
c
0
_
c
1
x
c
0
Fx
gFx.
3.14
Therefore, for all M/c
/1
and all < FM,
c
1/
g
0

1
g
1
g. 3.15
Since g > 0 on , 1 by assumption, this inequality can be achieved also on , 1 by increasing
even further. This proves part a.
The proof of part b is straight forward: given c > 0, note that cg
0
g
1
0 on the
interval 0, Fc. Then cg
0
g
1
/ g is true if is suciently large.
To prove part c, let again c > 0 be given. Let u
inf|u 0, 1 gu > 0|. Then

u
< /2 F0. Pick large enough such that Fc

11/
> u
. This is possible since

< 1. Then on 0, u
,
c
1/
g
0

1
g
1
g 3.16
since the left-hand side is nonpositive there by Proposition 2.1. By increasing further, we
can obtain this estimate also for u
, 1, using again that g is assumed to be positive on

1 /2, 1.
To prove part d, note rst that
c
1/
g
0

1
g
1
g 3.17
on an interval 0, as soon as
1
g
/
0 > 0, that is, for suciently small . Increasing c
suciently and noting that g 0 near 1 extends this inequality to the entire interval
0, 1.
Proof of Theorem 3.1. The proof uses the same argument for all three parts; so we give details
only in part a. Let > 0. We replace u with u 1 u and g with g, where g
1 g1
1
. Then
t
u A u g u. 3.18
Then g c
0
for 0, 1/2, possibly with a changed c

0
, and additionally g > 0 on 0, 1.
Let c > 0 be given, then there exists > 0 such that
g c 1
1/
g
0

1
g
1
3.19
for all 0, 1 by Lemma 3.3. By extending g
0
and g
1
to be zero on 1, 1 , this inequality
is true on 0, 1 . Now nd a constant d such that v
0
x Hx d ux, 0 for all x. This
is possible since lim
x
ux, 0 1 . By Proposition 4.3, we see that
ux, t F
_
x dt
1/
_
3.20
for all x R, t > 0. This is in particular true for t . Now use Proposition 4.1 and 3.19 to
infer that
ux, t F
_
x d c 1t
1/
_
3.21
for all x R, t . Therefore for t and x ct,
ux, t F
_
x d c 1t
1/
_
F
_
ct d c 1t
1/
_
F
_
t d
1/
_
.
3.22
As t , the right-hand side goes to 1. Rewriting this in terms of u, we see that
liminf
t
inf
xct
ux, t 1
1
.
3.23
Since > 0 was arbitrary, the desired result follows.
In case of part b, the same argument can be used without changes, appealing to part
b of Lemma 3.3.
In case of part c, we have to restrict such that g > 0 on /2, 1, that is,
g > 0 on /21 , 1. The rest of the proof is again unchanged, using part c of
Lemma 3.3.
Proof of Theorem 3.2. We replace u with u 1/2u and g with g, where g 1/2g2 for
0 1/2 and g 0 for 1/2, 1. Then

g
/
0 g
/
0 < 0 and
t
u A u g u. 3.24
By Lemma 3.3, part d, there exist c > 0 and > 0 such that
g c 1
1/
g
0

1
g
1
. 3.25
Since lim
x
ux, 0 1/2 and ux, 0 0 for x < 0, we can nd d > 0 such that Fx
d
1/
ux, 0 for all x R. Using Proposition 4.1, one sees that
F
_
x d c 1t
1/
_
ux, t 3.26
for all x R, t > 0. Therefore for t > 0 and x ct,
ux, t F
_
x d c 1t
1/
_
F
_
ct d c 1t
1/
_
F
_
t d
1/
_
.
3.27
The right-hand side tends to 0 as t . In terms of u, this implies
limsup
t
sup
xct
ux, t 0.
3.28
This concludes the proof.
4. Facts about Fractional Reaction-Diffusion Equations
In this section we summarize some basic theory about 1.7 that is needed in this note. A
broader and deeper discussion may be found in 10.
We work in the Banach space
C
lim

_
w CR lim
x
wx and lim
x
wx exist
_
4.1
equipped with the supremum norm . Let A A
be the pseudodierential operator

with symbol 1.8 and parameters , , with 0 < < 2 and < min|, 2 |. Subscripts
, will again frequently be suppressed. Solutions of the free equation 2.1 with initial data
u, 0 C
lim
then can be written in terms of the fundamental solution given in 2.2,
namely,
ux, t
_
R
W
_
x y, t
_
_
y
_
dy. 4.2
For xed and and C
lim
, we therefore dene
Stx ux, t, 4.3
where u is given by 4.2. Then St
t0
is a positive C
0
semigroup on C
lim
and a Feller
semigroup on the subspace of functions in C
lim
that vanish at . If is a continuous function
from 0, T to C
lim
, then solutions of the inhomogeneous equation
t
ux, t Aux, t x, t, u, 0 4.4
can be written with the variation-of-constants formula:
u, t St
_
t
0
St s, s ds. 4.5
A continuous curve u : 0, T C
lim
that satises 4.5 is commonly called a mild solution
of 4.4. Next let g : 0, R R be locally Lipschitz continuous in both variables and let
C
lim
. Then the equation
t
ux, t Aux, t gt, ux, t for which 1.7 is a special case
has a unique mild solution u C0, T, C
lim
, where 0 < T is maximal. Either T , or
u, t as t T. The solution can be obtained as the locally in time uniform limit of the
iteration scheme:
u
n1
, t St
_
t
0
St sgs, u
n
, s ds n 0, 1, . . . 4.6
with u
0
being arbitrary, for example, u
0
, t St. It is possible to set up a more general
solution theory, but this is not needed for the purposes of this paper.
Solutions of 1.7 satisfy comparison theorems. Results of this type are true for all
Feller semigroup. A systematic study of such semigroups and their generators was carried
out in 22, following the seminal work on this topic in 23. For the sake of completeness, a
comparison result is stated here, and its proof is sketched.
Proposition 4.1. Let u, v C0, T, C
lim
be mild solutions of the equations
t
u Au gu,
t
v Av hv, 4.7
where g, h : R R are locally Lipschitz continuous. If
g h, R,
u, 0 v, 0,
4.8
then
ux, t vx, t x, t R 0, T. 4.9
Proof. Let M max
0,T
u, t v, t 1. Let > g
/
h
/
for all M. Without
loss of generality we may assume that g and h are constant outside M, M. Set
Ux, t e
t
ux, t, Vx, t e
t
vx, t, 4.10
and observe that U and V satisfy
t
U AU gt, U,
t
V AV

ht, V
4.11
with gt, e
t
ge
t
and

ht, dened similarly. Clearly, gt,

ht, for all .
The function g is nondecreasing in its second argument, since for almost all
gt, g
/
_
e
_
0. 4.12
Consider the iteration scheme:
U
n1
, t Stu, 0
_
t
0
St s gs, U
n
, sds 4.13
and similarly for V
n
and

h. The scheme for the U
n
converges to the limit U, and the scheme
for the V
n
converges to the limit V.
We now employ a standard induction argument to show that U
n
V
n
on R0, T for
all n. Let U
0
, t Stu, 0 and V
0
, t Stv, 0, then U
0
V
0
on R 0, T since S is a
positive semigroup and u, 0 v, 0. Suppose U
n
V
n
on R 0, T, then
U
n1
, t Stu, 0
_
t
0
St s gs, U
n
, sds
Stv, 0
_
t
0
St s gs, V
n
, sds
Stv, 0
_
t
0
St s
hs, V
n
, sds
V
n1
, t,
4.14
which completes the induction step. Taking the limit, this implies that U V and therefore
also u v on R 0, T. This proves the proposition.
Corollary 4.2. Consider a mild solution u C0, T, C
lim
of 1.7 and assume that g is locally
Lipschitz continuous. If g 0 for some and u, 0 , then u, t for all t. If g
0 g for some < and u, 0 , then u, t for all t, and the solution can be
continued to R 0, .
The proof consists in observing that the constant functions vx, t and wx, t
solve 1.7 with right-hand sides 0 and therefore must be pointwise bounds for the
solution, by Proposition 4.1. If the solution remains bounded between two constants, then
its supremum norm remains bounded and it can be continued to R 0, .
Also required is a comparison result for solutions whose initial data are step functions.
Since such initial data are not in C
lim
, a separate argument is required.
Proposition 4.3. Let u C0, T, C
lim
be a mild solution of 1.7, with locally Lipschitz
continuous g. Assume that
ux, 0 v
0
x a
0

N
j1
a
j
H
_
x c
j
_
x R, 4.15
where a
j
R, c
1
< c
2
< c
N
, and H is the Heaviside function. Let min
R
v
0
x and
max
R
v
0
x. Assume also that g 0 on , . Then
ux, t a
0

N
j1
a
j
V
_
x c
j
, t
_
x R, 0 < t T, 4.16
where V
is dened in 2.4.
Proof. We knowthat ux, t and thus may assume that g 0 also for < . For arbitrary
, > 0, we set
v
x
1
0
v
0
x zdz . 4.17
Then v
is piecewise linear and constant outside the interval c

1
, c
N
; in particular, v

C
lim
. Solving 2.1 with initial data v
,
gives the solution
G
x, t
1
0
N
j1
a
j
V
_
x z c
j
, t
_
a
0
. 4.18
Given > 0, it is possible to nd > 0 such that v
< u
0
x on R, since u
0
is uniformly
continuous. Clearly, G
. We may therefore view G
as a solution of 1.7 with a

right-hand side h that satises h 0 g for and h g also for > . Then
by Proposition 4.1
ux, t G
,
x, t x R, 0 < t T. 4.19
Send to 0, then since V
is uniformly continuous, 4.16 is obtained with a

0
replaced by
a
0
on the right-hand side. Now send to 0 and 4.16 follows.
5. Conclusion
In this note, conditions for the speed of spread of solutions of fractional scalar reaction-
diusion equations to be nite or innite have been derived. If the reaction term is positive
for all positive arguments, then this speed is shown to be innite as soon as the reaction term
describes some very weak growth for low densities. This is in contrast to the corresponding
problem for standard diusion, where the speed of spread is always nite for such reaction
terms. On the other hand, if the reaction term is negative for small positive arguments, then
the speed of spread is nite, just as it is for the case of standard diusion.
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doi:10.1155/2010/193893
Research Article
Riesz Potentials for Korteweg-de Vries Solitons
and Sturm-Liouville Problems
Vladimir Varlamov
Department of Mathematics, The University of Texas-Pan American, Edinburg, TX 78539-2999, USA
Correspondence should be addressed to Vladimir Varlamov, varlamov@utpa.edu
Received 9 August 2009; Accepted 9 November 2009
Academic Editor: Mark M. Meerschaert
Copyright q 2010 Vladimir Varlamov. This is an open access article distributed under the Creative
Riesz potentials also called Riesz fractional derivatives and their Hilbert transforms are
computed for the Korteweg-de Vries soliton. They are expressed in terms of the full-range
Hurwitz Zeta functions
s, a and
s, a. It is proved that these Riesz potentials and their

Hilbert transforms are linearly independent solutions of a Sturm-Liouville problem. Various new
properties are established for this family of functions. The fact that the Wronskian of the system is
positive leads to a new inequality for the Hurwitz Zeta functions.
1. Introduction
In recent years the theory of fractional derivatives and integrals called Fractional Calculus
has been steadily gaining importance for applications. Ordinary and partial dierential
equations of fractional order have been widely used for modeling various processes in
physics, chemistry, and engineering see, e.g., 13 and the references therein. Recent
theoretical developments shed new light on the interpretation and properties of fractional
derivatives. Having written the latter in the form of Stieltjes integrals, Podlubny 4 found
newphysical and geometric interpretation of these structures relating themto inhomogeneity
of time. Extension of the classical maximumprinciple to the case of a time-fractional diusion
equation appeared in the recent work of Luchko 5. In the present paper we are concerned
with Riesz fractional derivatives also called Riesz potentials; see 6, page 88, and 7, page
117 that are dened as fractional powers of the Laplacian D

/2
with R. They
are well known for their role in investigating the solvability of nonlinear partial dierential
equations, and the Korteweg-de Vries equation KdV henceforth in particular see, e.g., 7
11 and the references therein. In the current work, Riesz potentials of KdV solitons are
computed and their relation to ordinary dierential equations is established.
We continue the study of Riesz fractional derivatives of solutions to Korteweg-de-
Vries-type equations started in 12. After appropriate rescaling, KdV can be written in the
form
u
t
u
xxx
3
_
u
2
_
x
0, x R, t > 0. 1.1
It is well known that the fundamental solution of the Cauchy problem for the linearized
KdV is expressed in terms of the Airy function of the rst kind Aix and its Hilbert
transformconjugate in terms of the Scorer function Gix. The papers 1214 were devoted
to the study of fractional properties of the Airy functions and their conjugates and to the
establishing of related properties for KdV-type equations.
Although there exists extensive literature on solitons, as far as we know, a study of
their fractional properties is still missing. A preliminary investigation of Riesz potentials for
a KdV soliton was carried out in 15. In this paper the emphasis was put on the issue of
whether solitons inherit fractional properties of fundamental solutions. Riesz potentials of a
soliton, u
X D
u
0
X, where u
0
X 2sech
2
X, X x 4t, and D

2
x
/2
, and their
Hilbert transforms, v
X Hu
X, were obtained in terms of the Hurwitz Zeta function

of a complex argument, s, z with s 2 and z 1/2 iX/. It was proved in 15
that the zero mean properties hold for both u
X and v
X with > 0. This conrmed

the predictions based on the properties of fundamental solutions of the linearized Cauchy
problems.
The goal of the current paper is to go further and to study Riesz potentials of solitons
as solutions of dierential equations. We intend to showthat these functions and their Hilbert
transforms form linearly independent systems of solutions for a second-order ordinary
dierential equation in a self-adjoint form. This fact may be helpful in understanding the
issue of using these structures as intrinsic mode functions in signal processing see 16, 17
and the references therein, that is, in using Riesz potentials for expansions. In this context it
is interesting to point out that the graphs of the functions u
X reveal a striking similarity

to those of the Airy wavelets generated by the function Ai
/
xAi
/
x see 18, page 34, and
Figure 3 below.
For the analysis to follow; we employ the full-range Hurwitz Zeta functions:
s, a
s, as, 1a and
s, a s, as, 1a symmetric and antisymmetric combinations

of s, a and s, 1 a, recently introduced in 19 for a R. We prove that the functions
w
X u
X iv
X, > 1 are solutions of the Sturm-Liouville problem
d
dX
_
P
X
dw
dX
_
Q
Xw
Xw, X R, 1.2
lim
X
wX 0,
1.3
for 1. Here P
X > 0,
X > 0, and Q
X is a real function. The essential point consists

in proving that the Wronskian of u
X and v
X is positive for all > 1 and x R. It

allows one to prove that P
X and
X are positive and to estimate the number of zeros of

u
X and v
X on any bounded interval.

The fact that this Wronskian is positive also leads to a new inequality for the Hurwitz
Zeta functions
s, zs 1, z s, zs 1, z > 0, 1.4
where s > 1, z 1/2iX/, and the bar over the letter denotes complex conjugation. As far as
we know, there are no results in the literature on the arguments of the Hurwitz Zeta functions.
However, 1.4 provides some information on this issue. Indeed, setting s, z r
s
e
i
s
and
s 1, z r
s1
e
i
s1
in 1.4 allows one to deduce the relation cos
s1
z
s
z > 0 for
s > 1, z 1/2 iX/, and X R.
The paper is organized as follows. In Section 2, we provide the necessary information
on the special functions involved. Section 3 is devoted to the study of Riesz potentials for KdV
solitons and their Hilbert transforms. In Section 3.1, the main properties of these functions are
summarized. Sturm-Liouville problem 1.2 is derived in Section 3.2. Section 3.3 deals with
the properties of the Wronskian Wu
, v
. Zeros of the functions u
and v
are studied in
Section 3.4. In Section 4, the inequality 1.4 is discussed.
2. Preliminaries
Introduce the Fourier transform of the function f : R R by
f
_
f
_

_
e
ix
fxdx, 2.1
and the inverse Fourier transform by
fx
1
_
f
_
x
1
2
_
e
ix

fd. 2.2
For real and x R, dene Riesz potentials of a function fx by the formula see 7,
page 117
D
fx
1
2
_
fe
ix
d, 2.3
provided that the integral in the right-hand side exists. Dene derivatives of D
x
fx with
respect to by
x
fx
1
2
_
ln
n
fe
ix
d, n N, 2.4
provided that these integrals exist.
Introduce the Hilbert transform of the function f by see 20, page 120
Hfx
1
P.V.
_
f
_
y
_
y x
dy, 2.5
where x R and P.V. denotes the Cauchy principal value of the integral. According to our
choice of the Fourier transform

Hf i sgn
f, one can see that H

2
I on L
p
R, p
1, where I is the identity operator. Also,
x
H D and
2
x
D
2
, where the operator D is
dened by 2.3.
Next, introduce the Trigamma function by see 21, page 260, 6.4.1
/
z
d
2
dz
2
ln z
_
0
te
zt
1 e
t
dt, Rz > 0. 2.6
Notice that see 21, page 260, 6.4.7
/
z
/
1 z
d
dz
|cotz|.
2.7
Also, the following asymptotic expansion holds:
/
z
1
z

1
2z
2

1
6z
3
O
_
1
z
5
_
for z ,
_
_
arg z
_
_
< . 2.8
The Hurwitz generalized Zeta function is dened by see 22, page 88
s, a
n0
1
n a
s
for Rs > 1, a C, a
/
0, 1, 2, . . . . 2.9
This implies that
a
s, a ss 1, a. 2.10
This function has the integral representation
s, a
1
s
_
0
x
s1
e
ax
1 e
x
dx for Rs > 1, Ra > 0, 2.11
where x is the Gamma function. In two particular cases, we have see 22 that
_
s,
1
2
_
2
s
1s, 2.12
2, a
/
a, 2.13
where s is the Riemann Zeta function.
The singularity of s, a as s 1 is given by the relation
lim
s 1
_
s, a
1
s 1
_

/
a
a
a. 2.14
The asymptotic expansion of s, a for large a is see 23
s, a
1
2
a
s
a
1s
s 1

1
s
k1
B
2k
2k!
2k s 1
a
2ks1
, a < ,
_
_
arg a
_
_
< , 2.15
where B
n
are the Bernoulli numbers.
Introduce the full-range forms of Hurwitz Zeta functions see 19
s, a
n
1
_
n a
2
_
s/2 , 2.16
s, a
n0
1
_
n a
2
_
s/2

1
n
1
_
n a
2
_
s/2
.
2.17
Representations 2.16 and 2.17 imply that
s, a s, a s, 1 a,
s, a s, a s, 1 a. 2.18
Hence, follow the symmetric and antisymmetric properties of the functions,
s, a
s, 1 a,
s, a
s, 1 a. 2.19
It follows from 2.16 that
s, a is a periodic function of a, with the unit period. It is even

with respect to a 0 and a 1/2. The function
s, a is odd about a 1/2 and
s, 1/2
0. These functions satisfy the functional dierential equations
s, a s
s 1, a,
a
s, a s
s 1, a. 2.20
Consider now that s R and denote by a the complex conjugate of a. Then s, a
s, a. It implies that, for a a
1
ia
2
,
s, a 2R|s, a|
2
s
_
0
x
s1
e
a
1
x
cos a
2
x
1 e
x
dx. 2.21
In a similar way,
s, a 2iI|s, a|
2i
s
_
0
x
s1
e
a
1
x
sina
2
x
1 e
x
dx. 2.22
Denote by Wu, v the Wronskian of the functions ux and vx, that is, Wu, v
_
_
_
u v
u
/
v
/
_
_
_. For readers convenience, we present here 24, Theorem 5.3.
Theorem 2.1. Let pt > 0, qt be real valued and continuous for 0 t T. Let u and v be real
valued solutions of the equation
_
pu
/
_
/
qu 0, 2.23
satisfying the condition
ptWut, vt C
0
> 0. 2.24
Let N be the number of zeros of ut on 0, T. Then
_
_
_
_
_
N C
0
_
T
0
dt
ptv
2
t u
2
t
_
_
_
_
_
. 2.25
In conclusion of this section, we would like to quote an interesting result concerning
integrals over the real axis see 25.
Theorem 2.2. For any integrable function fx and gx x c
2
/x with c const R,
P.V.
_
f
_
gx
_
dx P.V.
_
fxdx. 2.26
Moreover, the above formula holds true if
gx x
j1
b
j
x c
j
,
2.27
where |b
j
| is any sequence of positive constants, c
j
are any real constants, and the series is convergent.
3. Fractional Derivatives of A KdV Soliton and Their Conjugates
In this section, we consider Riesz fractional derivatives of a KdV soliton and their Hilbert
transforms and establish their properties. We notice that all the graphs were obtained with
the Mathematica 6 software.
We take the soliton solution of 1.1 in the form u
0
X 2sech
2
X with X x 4t see
Figure 1 and introduce the function
w
X u
X iv
X, 3.1
where
u
X D
u
0
X, v
Hu
0
X. 3.2
4 2 2 4
0.5
1
1.5
2
2.5
Figure 1: Graph of the soliton u
0
X.
Notice that the functions u
X and v
X form a conjugate pair see 20, page 120 since

u
X Hv
X, v
X Hu
X. 3.3
The next statement was proved in 15. Using the functions 2.16 and 2.17, we
rewrite it in a more convenient form.
Theorem 3.1. The functions u
X and v
X have the following representations for > 1 and

X R:
u
X
22
_
2 ,
1
2
i
X
_
, 3.4
v
X i
22
_
2 ,
1
2
i
X
_
, 3.5
where
s, a and
s, a are the full-range Hurwitz Zeta functions (see 2.16 and 2.17) and s
is the Gamma function.
3.1. Properties of the Functions u
and v
In this subsection, we collect the properties of the functions u
and v
. Some of them were

established in 15 and some are given for the rst time as follows.
Properties of the Functions u
and v
1 The functions u
X and v
X satisfy the functional dierential equations

u
/
X v
1
X, v
/
X u
1
X, 3.6
where > 1, X R, and the prime denotes dierentiation with respect to X. This follows
from 3.3 and the relation d/dX H D.
2 The functions u
X are even and the functions v
X are odd on R see 15 and

Figures 14.
3 The function u
X is periodic with the period 9 i. It follows from the

periodicity of
s, a with the unit period.

4 For all > 0 see 15,
_
XdX 0,
_
XdX 0. 3.7
These properties are reected on the graphs see Figures 3 and 4.
5 For all > 0 and n N,
XdX 0,
n
XdX 0. 3.8
These relations follow from the dierentiation of the identities in 3.7.
6 For all > 0 and c R,
P.V.
_
_
X
c
2
X
_
dX 0, P.V.
_
_
X
c
2
X
_
dX 0. 3.9
Moreover,
P.V.
_
j1
b
j
X c
j
dX 0,
P.V.
_
j1
b
j
X c
j
dX 0,
3.10
where b
j
is any sequence of positive constants, c
j
are any real constants, and the series
converges. These relations follow from 3.7 and Theorem 2.2 .
7 The functional sequence of Riesz potentials |u
X| converges pointwise to the

soliton u
0
X, and the functional sequence |v
X| converges pointwise to the

4 2 2 4
2
1.5
1
0.5
0.5
1
1.5
2
Figure 2: Graph of the conjugate soliton v
0
X.
conjugate soliton v
0
X for 0
see 15. Notice that

_
u
0
XdX 4, P.V.
_
v
0
XdX 0 3.11
see Figures 1 and 2. Here the conjugate soliton v
0
X is given by
v
0
X
2i
2
_
/
_
1
2
i
X
_

/
_
1
2
i
X
__
. 3.12
Equation 3.12 can be recovered from 3.5 with 0 thanks to 2.13.
Remark 3.2. The conjugate soliton 3.12 is an algebraic solitary wave for extended KdV:
v
t
v
xxx
3
_
2v Hv H
_
v
2
__
x
0, 3.13
obtained by applying the Hilbert transformto 1.1 and setting v Hu. The termalgebraic
solitary wave is explained by the fact that v
0
X has a 1/X decay for large X. More precisely
see 15,
v
0
X
2

1
X
O
_
1
X
2
_
for X . 3.14
8 For 0, the functions u
and v
are the elements of L

2
R. Moreover, they are
orthogonal in the principal value sense, namely, for all
1
,
2
0,
P.V.
_
1
Xv
2
XdX 0. 3.15
4 2 2 4
10
10
20
Figure 3: Graph of the fractional derivative u
3.8
X.
Equations 3.12 and 3.14 imply that v
0
L
2
R. The fact that u
and v
with > 0 are the

elements of L
2
R follows from their asymptotics obtained in 15, namely,
u
X
41
2
cos1 arctan2X/
_
1/4 X/
2
_
1/2
O
_
1
X
2
_
,
v
X
42
2
2 sin1 arctan2X/
1
_
1/4 X/
2
_
1/2
O
_
1
X
2
_
.
3.16
Orthogonality of u
and v
follows from the fact that all u
X with 0 are even functions

and all v
X with 0 are odd functions of X see Property 2 and Figures 14.

9 At the point X 0, one has for all > 1
u
0
42
2
_
2
2
1
_
2 > 0, 3.17
v
0 0, 3.18
where s is the Riemann Zeta function see 15.
3.2. Sturm-Liouville Problem
It is convenient to represent w
X in the exponential form, namely,

w
X R
X expi
X, 3.19
4 2 2 4
20
10
10
20
Figure 4: Graph of the conjugate fractional derivative v
3.8
X.
where
R
X
_
u
X
2
v
X
2
,
X, u
X > 0,
X , u
X < 0, v
X 0,
X , u
X < 0, v
X < 0,
X arctan
v
X
u
X
.
3.20
Exponential representation 3.19 allows one to deduce the boundary value problem for the
functions w
X. It turns out that for all > 1 the functions w
X solve the equation

d
dX
_
P
X
dw
dX
_
Q
Xw
Xw 0, X R, 3.21
where
P
X
C
Wu
X, v
X
, C const,
Q
X
P
XR
/
X
/
R
X
,
X
/
X
2
,
3.22
X
Wu
X, v
X
R
2
X
. 3.23
Here Wu
X, v
X is the Wronskian of u
X and v
X. Below we shall use a shorter

notation W
X Wu
X, v
X.
4 2 2 4
2
1.5
1
0.5
0.5
1
1.5
2
Figure 5: Graph of the arctangent function
3.8
X.
Taking into account the behavior of w
X for large X see 15, we can restate the

obtained results in another form. Indeed, w
X are solutions of the Sturm-Liouville problem
d
dX
_
P
X
dw
dX
_
Q
Xw
Xw, X R, 3.24
lim
X
wX 0,
3.25
corresponding to 1. Without loss of generality, we can choose the constant in 3.22 to be
positive. In the next subsection, we shall prove that W
X > 0. It implies that P
X > 0 and
X > 0 in 3.22.
It follows from 3.7 that for > 0 the functions w
X also satisfy the zero mean

condition
_
XdX 0. 3.26
This reects the oscillatory behavior of w
X for > 0 see Figures 3 and 4.

The graph of the arctangent function
X is shown in Figure 5.
X conveniently
serves as a zero counter for both functions: u
X and v
X. It possesses zeros at the points

where v
X has zeros and has jumps at the points where u
X has zeros.
Remark 3.3. Observe that a general solution of 3.24 can be written in the form
w
g
X C
1
u
X C
2
u
X
_
X
0
W
_
y
_
u
2
_
y
_ dy, 3.27
where C
1
, C
2
const.
Remark 3.4. We would like to point out that the dierential equation given by 3.21 can be
factored in the following way see 26, page 269:
d
dX
_
P
X
dw
dX
_
Q
Xw
Xw
W
X
u
X
d
dX
_
u
2
X
W
X
d
dX
_
wX
u
X
_
_
. 3.28
3.3. Wronskian of u
and v
Lemma 3.5. The following properties hold for the Wronskian W
X for > 1 and all x R:

W
X W
X, W
/
0 0, 3.29
W
X > 0. 3.30
Proof. We start with 3.29. Taking into account relations in 3.3 and the fact that
X
H D,
we can write
W
X u
Xv
/
X v
Xu
/
X u
Xu
1
X v
Xv
1
X. 3.31
Since the functions u
X are even and v
X are odd with respect to X R, W
X is even
for X R. Dierentiation of 3.31 with the help of 3.6 and 3.18 yields W
/
0 0. Next,
we turn to the proof of 3.30. Since the functions u
X and v
X are linearly independent

solutions of the equation 3.24, W
X
/
0 for all > 1 and x R. It remains to establish
the sign of the Wronskian. In view of 3.17 and 3.18,
W
0 u
0u
1
0
162 3
52
_
2
2
1
__
2
3
1
_
2 3 > 0. 3.32
By Abels formula, for all X R,
W
X W
0 exp
_
_
X
0
P
/
_
P
_ d
_
, 3.33
where the function
P
/
X
P
X

is 1
s, z
s 2, z
s, z
s 2, z
s, z
s 1, z
s, z
s 1, z
,
s 2 , z 1/2 iX/,
3.34
0
20
40
0
1
2
4
2
0
2
4
Figure 6: Three-dimensional graph of the Wronskian W
X.
is continuous on R. After some simplication, we have that
W
X W
0 exp
_
s 1
Is, zRs 2, z Rs, zIs 2, z

Rs, zRs 1, z Is, zIs 1, z
_
. 3.35
This representation yields 3.30. The lemma is proved.
Three-dimensional graph of W
X is given in Figure 6.
Remark 3.6. What does the positivity of the Wronskian yield for the soliton and its conjugate?
For 0, 3.30 simplies to read
W
0
X 2sech
2
X
_
v
/
0
X tanhX v
0
X
_
> 0. 3.36
We notice that v
0
X > 0 for X > 0, v
0
X v
0
X for X R, and v
0
0 0 see Figure 2.
Integrating the inequality v
/
0
X/v
0
X tanhX > 0 over the interval , X for X > 0 and
the inequality v
/
0
X/v
0
X tanhX < 0 over , X for X < 0 yields the estimate
v
0
X > v
0
cosh
coshX
for X > 0.
3.37
3.4. Zeros of the Functions u
X and v
X
This subsection is devoted to the estimates of the number of zeros for the functions in
question. By a strictly monotone change of variable
y
_
X
b
d
P
_, b const R, 3.38
Equation 3.21 can be reduced to the equation
d
2
1
dy
2

Q
_
y
_
1 0, 3.39
where 1y wXy and

Q
y P
XyQ
Xy. Therefore, any nontrivial solution

of 3.39 can have not more than a nite number of zeros on any bounded interval 24, page
323.
Theorem 3.7. Let N
be the number of zeros of the function v
X on the interval 0, X
0
, where
X
0
< . Then the following inequality holds:
I
1 N
1, 3.40
where
I
arctan
i
2 , 1/2 iX
0
/
2 , 1/2 iX
0
/
. 3.41
Proof. Since we chose C 1 in 3.22,
P
XWu
X, v
X 1. 3.42
Therefore,
X
v
/
u
/
v
2
> 0. 3.43
Therefore, by Theorem 2.1 of Section 2, for the interval 0, X
0
we have the estimate
1 I
1 I
, 3.44
where
I

_
X
0
0
W
_
d
v
2
_
u
2
_
_
X
0
0
_
d arctan
i
2 , 1/2 iX
0
/
2 , 1/2 iX
0
/
. 3.45
Here we have used the fact that
s, 1/2 0 for s > 1.

Theorem 3.8. The zeros of u
X separate and are separated by those of v
X.
Proof. This follows from Sturms Separation Theorem see 24, page 335.
4. Inequality for Hurwitz Zeta Functions
Here we discuss a new inequality for the Hurwitz Zeta functions which follows from
Lemma 3.5. The next statement is a corollary of this lemma.
Corollary 4.1. For s > 1 and z 1/2 iX/ with X R, the following inequality holds:
Js, z s, zs 1, z s, zs 1, z > 0. 4.1
This inequality can also be written in another form:
Js, z R|s, z|R|s 1, z| I|s, z|I|s 1, z| > 0. 4.2
Proof. Dropping positive terms in front of the full-range Hurwitz Zeta functions in 3.4 and
3.5 and using 3.30 lead to
s, z
s 1, z
s, z
s 1, z
2s, zs 1, z s, zs 1, z
4R|s, z|R|s 1, z| I|s, z|I|s 1, z| > 0.
4.3
Remark 4.2. Setting s, z r
s
ze
i
s
z
and s 1, z r
s1
e
i
s1
z
, we can rewrite 4.1 in
the form
J 2r
s
r
s1
_
exp
_
i
_
s1

s
__
exp
_
i
_
s1

s
___
4r
s
r
s1
cos
_
s1

s
_
. 4.4
It shows that, for z 1/2 iX/, X R,
cos
_
s1
z
s
z
_
> 0. 4.5
Introduce the scalar product for the complex-valued functions f f
1
if
2
and g g
1
ig
2
by
the formula
_
f g
_
f g f
1
f
2
f
2
g
2
i
_
f
2
g
1
f
1
g
2
_
. 4.6
Then for s > 1 and z 1/2 iX/,
Js, z 2R|s, z s 1, z)| > 0. 4.7
Remark 4.3. The proof of 4.1 becomes quite dicult when one approaches it from the point
of view of special functions. For example, the use of integral representations 2.21 and 2.22
yields
J
1
2ss 1
__
0
t
s1
s
cosX/t
sinht/2 sinh/2
dtd. 4.8
The change of variables t /2, t /2 leads to
J
2
ss 1
_
0
cos
_
2
X

_
d
_
_

_
s1
_

_
s
cosh cosh
d.
4.9
It is not clear at all that the integral 4.9 is positive for all s > 1 and X R. However, 4.1
shows that it is. Multiplication of the series representations 2.16 and 2.17 does not make
the proof any easier.
References
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4 I. Podlubny, Geometric and physical interpretation of fractional integration and fractional
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doi:10.1155/2010/197020
Research Article
Linear Fractionally Damped Oscillator
Mark Naber
Department of Mathematics, Monroe County Community College, Monroe, MI 48161-9746, USA
Correspondence should be addressed to Mark Naber, mnaber@monroeccc.edu
Received 8 July 2009; Accepted 11 August 2009
Academic Editor: Mark M. Meerschaert
Copyright q 2010 Mark Naber. This is an open access article distributed under the Creative
The linearly damped oscillator equation is considered with the damping term generalized to a
Caputo fractional derivative. The order of the derivative being considered is 0 v 1. At the
lower end v 0 the equation represents an undamped oscillator and at the upper end v 1 the
ordinary linearly damped oscillator equation is recovered. A solution is found analytically, and a
comparison with the ordinary linearly damped oscillator is made. It is found that there are nine
distinct cases as opposed to the usual three for the ordinary equation damped, over-damped, and
critically damped. For three of these cases it is shown that the frequency of oscillation actually
increases with increasing damping order before eventually falling to the limiting value given by
the ordinary damped oscillator equation. For the other six cases the behavior is as expected, the
frequency of oscillation decreases with increasing order of the derivative damping term.
1. Introduction
In this paper the linearly damped oscillator equation is considered with the damping term
replaced by a fractional derivative 1 whose order, , will be restricted to, 0 1,
D
2
t
x
0
D
t
x
2
x 0. 1.1
Burov and Barkai 2, 3 examined such an equation in connection with critical behavior. They
were able to determine a solution in terms of generalized Mittag-Leer functions. Nonlinear
fractional oscillators have been studied numerically by Zaslavsky et al. 4. He was primarily
interested in chaotic behavior. It is hoped that a careful study of the analytic solution to
the linear fractionally damped equation will help shed light on properties of the nonlinear
equation and be of use for direct applications of fractionally damped oscillations see, e.g.,
5, 6.
In this paper the Caputo formulation of the fractional derivative will be used. The
Caputo derivative is preferred over the Riemann-Liouville derivative for physical reasons.
Consider the Laplace transform of the two formulations of the fractional derivative for 0 <
< 1
L
_
RL
0
D
t
ft
_
s
Fs
RL
0
D
1
t
ft
_
_
0
,
L
_
C
0
D
t
ft
_
s
Fs ft
_
_
0
.
1.2
The constant term arising from the Laplace transform of the Caputo derivative is merely
the initial value of the function. For the Riemann-Liouville derivative this is not the case.
The constant term arising from the Laplace transform currently has no simple physical
interpretation. Hence the Caputo fractional derivative seems to be more useful for modeling
physical systems.
If the order of the fractional damping term is allowed to become 3/2 outside the
range of values considered in this paper the equation is usually referred to as the Bagley-
Torvik equation see, e.g., 1, 7, 8. The solution of this equation exhibits damped oscillatory
behavior similar to what we expect to nd for the equation studied in this paper. The Bagley-
Torvik equation was originally derived to study the motion of a rigid plate in a Newtonian
uid 7.
The analytic solution to the fractionally damped equation is found by means of
Laplace transform. For the sake of clarity, and for pointing out some unique diculties with
the factional equation, a comparison with the Laplace transform method as applied to the
nonfractional case is made. It is found that there are nine distinct cases for the fractionally
damped equation as opposed to the usual three cases for the Nonfractional equation. In six
of the nine cases the results are as expected; increasing the order of the factional derivative
increases the eects of the damping i.e., the frequency of the damping slows as the order
of the derivative increases. However, in three cases, the frequency of the damping actually
increases as the order of the fractional derivative increases until a peak value is reached after
which the frequency falls to its Nonfractional limit. The physical reason for this increase in
the oscillation frequency is not yet clear.
2. The Nonfractional Case
Before a solution to the linear fractionally damped oscillator equation is constructed it will be
useful to review the Laplace transform method of solution for the linearly damped oscillator
equation
D
2
t
x D
t
x
2
x 0. 2.1
The constants and are taken to be real and positive. is the damping force per unit
mass.
2
is the restoring force per unit mass. In both cases fractional and Nonfractional the
following initial conditions will be used:
x0 x
0
, D
t
x0 x
1
. 2.2
Transforming 2.1 together with the initial conditions 2.2 gives the following:
s
2
Xs sx
0
x
1
sXs x
0

2
Xs 0, 2.3
or
Xs
sx
0
s
2
s
2

x
1
x
0
s
2
s
2
. 2.4
Equation 2.4 can be inverted using tables, however, to shed light on a problem that will
happen later, 2.4 will be inverted via the complex inversion integral. The exponents on the
s variable in both terms are whole numbers, hence there will not be a branch cut in the contour
integral and the Bromwich contour can be used
xt Residue
1
2i
_
e
st
Xsds. 2.5
Recall that the Bromwich contour begins at i goes vertically up to i where is
chosen so that all poles will lie to the left of the vertical contour line and thus all poles will be
captured within the contour and then travels in a half circle to the left, counter clockwise
back to i. For this problem there is no contribution from the contour integral. The only
contribution comes from the residue. The residue is generated from the roots of the following
quadratic equation
s
2
s
2
0. 2.6
There are three dierent cases.
1 > 2; 2 unequal real roots that are negative
s
1,2

2
4
2
2
. 2.7
2 2; 2 repeated real roots that are negative
s
3

2
. 2.8
3 < 2; 2 complex roots whose real parts are negative
s
4,5

i
4
2

2
2
. 2.9
See Figure 1 for a graphical representation of the location of the roots.
Note that in cases one and three the poles will be of order one and in case two the
pole will be of order two. Note also that if there were no damping the poles would be on the
imaginary axis at i.
s
2
s
3
s
1
s
4
s
5
i
i
Im
Re
Figure 1
Computing the residue for case one gives
Residue lim
s s
1,2
s s
1,2
e
st
_
sx
0
s
2
s
2

x
1
x
0
s
2
s
2
_
, 2.10
or
xt
e
s
1
t
2s
1

s
1
x
0
x
1
x
0

e
s
2
t
2s
2

s
2
x
0
x
1
x
0
. 2.11
As s
1
and s
2
are both negative this solution will decay exponentially. This is usually referred
to as the over-damped case.
Case three is computed the same way as case one. Now the poles are complex so the
exponential function can be expressed using sine and cosine with an over-all exponential
damping factor
xt e
t
_
x
0
cos
_
t
_
2x
1
x
0
2
sin
_
t
_
_
, 2.12
where
_
2

2
/4 and /2 Notice that the presence of damping causes the eective
angular frequency, , to be smaller than the un-damped angular frequency; that is, the
oscillations go slower, as one might expect if there were damping to impede the motion. This
is usually referred to as the under-damped case. By comparison, cases one and two could be
viewed as having a zero frequency or an innite period.
For case two the pole is of order 2, and the residue is given by
lim
s
d
ds
_
s
2
e
st
_
sx
0
x
1
x
0
s
2
s
2
__
. 2.13
Recall that 2, this allows the denominator to be factored. The limit then becomes
lim
s
d
ds
_
e
st
sx
0
x
1
2x
0
_
, 2.14
or
xt e
t
tx
0
x
1
x
0
. 2.15
This is usually called the critically damped case. Graphs of sample solutions to these three
cases can be found in any introductory book on dierential equations.
3. The Fractional Case
Now consider 1.1. In this case, has units of time raised to the power 2. Hence the
over all units of the second term remain the same as in 2.1. There are two cases to consider,
0 < < 1 and 1 < < 2. We will consider the former in this paper. The Laplace transform of
1.1 is
s
2
X sx
0
x
1

_
s
X s
1
x
0
_

2
X 0, 3.1
or
X
sx
0
x
1
s
1
x
0
s
2
s

2
. 3.2
If 3.2 is inverted using a contour integral a branch cut is needed on the negative real axis
due to the fractional exponents on the complex variable s. Hence, a Hankel contour will be
used. This contour starts at i and goes vertically up to i where is again chosen
so that all poles will lie to the left of the vertical contour line then travels in a quarter circle
arc to the left to just above the negative real axis i.e., . The contour then has a cut that
goes into the origin following the negative real axis, around the origin in a clockwise sense
to just below the negative real axis and then back out to . The contour then has another
quarter circle arc to i.
Now the question is, where are the poles? This is a somewhat more involved question
than in the standard linearly damped model. To nd the poles the following equation needs
to be solved:
s
2
s

2
0, 3.3
Which, for an arbitrary , is not a trivial problem. To determine if there are solutions, and if
so how many, let s re
i
then 3.3 breaks into 2 equations, a real and an imaginary part
r
2
cos2 r
cos
2
0,
r
2
sin2 r
sin 0.
3.4
Could there be a solution on the positive real axis? No, in this case 0 and the rst equation
of 3.4 would be the sum of three positive nonzero terms, which would never be zero. Could
there be a solution on the negative real axis? No, in this case and the second term
of the second equation of 3.4 would never be zero. Using similar arguments we can show
that there are no solutions on the positive or negative imaginary axes, recall 0 < < 1. It
can also be shown that no solutions are in the right half plane both terms of the second
equation would always be positive. If there are solutions, they should be in pairs, complex
conjugates, with /2 < < and /2 > > . To attempt to nd a solution rst solve the
second equation of 3.4 for r and substitute this into the rst equation only look for positive
values rst
_
sin
sin2
_
2/2
cos2
_
sin
sin2
_
/2
cos
2
0. 3.5
The reader may be worried about the negative sign and the fractional exponent in 3.5,
however, for the restricted angular range being considered, /2 < < , sin2 is always
negative. So, the argument of the root will always be positive.
Given values for , , and it would appear to be impossible to solve 3.5 for .
Equation 3.5 can be simplied to a more aesthetically pleasing form
_
sin
sin2
2
_
1/2
sin2
_

1/2
_
2
. 3.6
Now it needs to be seen if there is a value that will satisfy 3.6. For this equation
to be true sin2 needs to be positive. This will only happen on the restricted domain
/2 < < /2 . Now the question becomes, on this restricted domain can we pick a
value that will make the left-hand side of 3.6 as large or as small as we wish? Thus ensuring
that no matter what the values of , , and we are given we can always nd a value that
will satisfy 3.6. Consider the two limits
lim
/2
_
sin
sin2
2
_
1/2
sin2 ,
lim
/2
_
sin
sin2
2
_
1/2
sin2 0.
3.7
Since the left-hand side of 3.6 is continuous in and we have the two limits above, 3.7,
it is guaranteed that there will be at least one solution to 3.6 and hence there will be at
least two poles for the residue calculation. If we can show that the left hand side of 3.6
decreases monotonically in over the restricted domain then we know that there will be only
one solution to 3.6, and thus only two poles in the residue calculation. To show that the left
hand side of 3.6 decreases monotonically in we need to show that the derivative of the
left hand side of 3.6 with respect to is always negative, that is,
_
sin
sin2
2
_
1/2
sin2
< 0. 3.8
Computing the derivative, doing some algebra, and throwing away over all factors that are
always positive we have
2
sin
2
2 4 sin2 sin cos2 4sin
2
> 0. 3.9

2

2
s
6
s
5

2

2
Im
Re
Figure 2
On the restricted domain sin > 0, sin2 < 0, and cos2 1. This reduces 3.9 to
2
sin
2
2 4 sin2 sin 4sin
2
> 0. 3.10
Equation 3.10 can now be factored into a perfect square and prove the assertion made
in3.8
sin2 2 sin
2
> 0. 3.11
Hence the left hand side of 3.6 will decrease monotonically on the restricted domain with
the upper bound being and the lower bound being 0. To summarize, it has just been shown
that there is always one solution, with a positive angle, to 3.6 and this solution must be such
that /2 < < /2 . Consequently there will be two poles for the residue calculation
and they will be complex conjugates of each other. Notice that for the fractionally damped
equation repeated roots are not possible. Repeated roots can only happen when the order of
the derivative becomes one. See Figure 2 for a graphical representation of the location of the
roots.
Now the question of the poles that has been settled the solution to 1.1 can be
generated. Denote the two poles as
s
6,7
i re
i
, 3.12
where and are determined from the r and values that satisfy 3.6 in the usual way,
r
_
2

2
and tan /. Note that is negative, the two solutions are in the second
and third quadrants and s
7
is the complex conjugate of s
6
. Note also that plays the role of
/2 from the Nonfractional case. The poles are of order one and the residue is given by
Residue lim
s s
6
s s
6
e
st
_
sx
0
x
1
s
1
x
0
s
2
s

2
_
lim
s s
7
s s
7
e
st
_
sx
0
x
1
s
1
x
0
s
2
s

2
_
e
s
6
t
_
s
6
x
0
x
1
x
0
s
1
6
2s
6
s
1
6
_
e
s
6
t
_
s
6
x
0
x
1
x
0
s
1
6
2s
6
s
1
6
_
,
3.13
where s
7
has been replaced by s
6
. After some algebra this can be reduced to
2e
t
cost
x
0
_
2r
2

2
r
22
r
2 cos 2
_
A
4r
2
4
cos2
2
2
r
22
2e
t
sint
x
0
r
2 sin 2 x
1
_
2r sin r
1
sin 1
_
4r
2
4r
cos2
2
2
r
22
,
3.14
where A denote to x
1
2r cos r
1
cos 1.
For the contour integral the only contributions come fromthe paths along the negative
real axis
0
Rx
0
x
1
sin x
0
/R
_
R
2

2
_
sin 1
R
2

2
2
2R
R
2

2
cos R
2
e
Rt
R
dR. 3.15
The solution to 1.1 is then 3.15 subtracted from 3.14. This may look overly complicated
but the solution does have the general form of
xt Ae
t
cost Be
t
sint Decay function. 3.16
Notice that the decay function, 3.15, goes to zero if goes to zero or one; that is, if 1.1 goes
to its Nonfractional limits the decay function goes away, as expected. The damping factor
e
t
is similar to the damping factor for the Nonfractional case, e
t/2
. Notice that since the
poles, for the residue calculation, have nonzero imaginary and nonzero real parts we will not
have the same three distinct cases as we did for the Nonfractional case critically damped,
over-damped, and under-damped.
4. The Oscillation Frequency
Consider the frequency of the oscillation component of the solution, Ims
6
. One question
we might ask is: how does the frequency change as we change the order of the fractional
damping? When is set to zero we have an un-damped oscillator with frequency

_

2
. 4.1
When is set to one we have the three cases given in Section 2: over-damped, critically-
damped, and under-damped. So, the frequency may be zero or nonzero, that is,
0 2,

4
2

2
2
< 2.
4.2
For 0 < < 1 there will always be a nonzero frequency. Note that 0
4
2

2
/2 <

2
.
In the Nonfractional case increasing causes the frequency of oscillation to become
smaller, monotonically, until the critical cases are reached and the oscillation period becomes
innite these are the critical and over-damped cases. In the fractional case the frequency of
oscillation, Ims
6
, now depends on the order of the derivative, , as well as and . To
try to determine how depends on these three parameters consider s to be a function of ,
on 0 1, implicitly dened by
s
2
s

2
0, 4.3
for xed values of and both being positive. Let us restrict our attention to the upper half
plane for s. As such s will be one to one on 0 < 1. Due to the fractional exponent causing
a branch cut on the negative real axis s will not be one to one at 1.
Nowthe question arises, does fall monotonically with respect to ? To get the answer
to this consider the derivative of 4.3 with respect to and isolate ds/d remember, and
are being held xed
ds
d

s
lnss
2s
2
s
. 4.4
The imaginary part of this equation is
d
d
Im
_
ds
d
_
. 4.5
Specically, consider this equation at 0
d
d
_
_
_
_
0
Im
__
s
2

2
_
lnss
2s
2
s
2

2
__
_
_
_
_
0

_
ln
_

2
__
4

2
. 4.6
This gives three initial slopes for the rate of change of with respect to .

2
> 1 The frequency initially increases with increasing damping order.
2
1 The frequency initially is not changing with increasing damping order.

2
< 1 The frequency initially decreases with increasing damping order.
This is not entirely what might have been expected. In the rst case the oscillation
frequency actually increases before falling. Hence there will be some values of for which
the fractional damping will actually cause the oscillations to go faster than the un-damped
oscillator the damping will still cause the amplitude to decrease. Each of the above three
cases can become any of the three Nonfractionally damped cases by letting 1 2.7,
2.8, and 2.9. Hence, there are nine cases for the linear fractionally damped oscillator.
There are some graphs of solutions to the imaginary part of 4.3 the oscillation
frequency for various values of , , and . In all three graphs the oscillation frequency is on
the vertical axis and the order of the derivative is on the horizontal axis. The three graphs for
each case correspond to what would be under-damped, critically damped, and over-damped
for a damped oscillator with whole order derivatives.
0 0.2 0.4 0.6 0.8 1
Derivative order
0.9
1
1.1
1.2
1.3
1.4
O
s
c
i
l
l
a
t
i
o
n
f
r
e
q
u
e
n
c
y
Figure 3
0 0.2 0.4 0.6 0.8 1
Derivative order
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
1
O
s
c
i
l
l
a
t
i
o
n
f
r
e
q
u
e
n
c
y
Figure 4
Figure 3 is a representative graph of case one,
2
> 1. The green graph is for
1, the black graph is for 2 and 1, and the red graph is for 3 and 1.
Figure 4 is a representative graph from case two,
2
1, a at start. The red graph
is for 2
2 1 and /2, the green graph is for 1/2 and 1/
2, and the black

graph is for 15/16 and 1/4.
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9
Derivative order
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
O
s
c
i
l
l
a
t
i
o
n
f
r
e
q
u
e
n
c
y
Figure 5
Figure 5 is a representative graph for case three, a decreasing start. The green graph is
for 1/2 and 1/8, the black graph is for 1/2 and 1/4, and the red graph is for
1/2.
5. Conclusion
In this paper the linear fractionally damped oscillator equation was solved analytically. It was
found that the solution is very similar to the Nonfractional case decayed oscillations but with
the inclusion of an additional decay function. It was found that there are nine distinct cases,
as opposed to the usual three for the ordinary damped oscillator. An unexpected result was
that for three of the cases the oscillation frequency actually increases with increasing order of
derivative of the damping term till a peak value is reached, then the frequency decreases as
expected. The physical reason for this increase in oscillation frequency is not yet clear.
References
1 I. Podlubny, Fractional Dierential Equations, vol. 198, Academic Press, San Diego, Calif, USA, 1999.
2 S. Burov and E. Barkai, Fractional langevin equation: over-damped, under-damped, and critical
behaviors, http://arxiv.org/abs/0802.3777.
3 S. Burov and E. Barkai, The critical exponent of the fractional langevin equation is
c
0.402,
http://arxiv.org/abs/0712.3407.
4 G. M. Zaslavsky, A. A. Stanislavsky, and M. Edelman, Chaotic and pseudochaotic attractors of
perturbed fractional oscillator, Chaos, vol. 16, no. 1, Article ID 013102.
5 A. C. Galucio, J. FranC ois, and F. Dubois, On the use of fractional derivative operators to
describe viscoelastic damping in structural dynamics- FE formulation of sandwich beams and
approximation of fractional derivatives by using the scheme, Derivation fractionaire enme-
caniqueetat-de-lart et applications, CNAM Paris, France, November 2006, http://www.cnam.fr/
lmssc/seminaires/derivfrac/galucio/.
6 B. N. Narahari Achar, J. W. Hanneken, and T. Clarke, Damping characteristics of a fractional
oscillator, Physica A, vol. 339, no. 3-4, pp. 311319, 2004.
7 R. L. Bagley and P. J. Torvik, On the appearance of the fractional derivative in the behavior of real
materials, Journal of Applied Mechanics, vol. 51, pp. 294298, 1984.
8 S. Saha Ray and R. K. Bera, Analytical solution of the Bagley Torvik equation by Adomian
decomposition method, Applied Mathematics and Computation, vol. 168, no. 1, pp. 398410, 2005.
doi:10.1155/2010/186928
Research Article
Positive Solution to Nonzero Boundary
Values Problem for a Coupled System of Nonlinear
Jinhua Wang, Hongjun Xiang, and Zhigang Liu
Department of Mathematics, Xiangnan University, Chenzhou 423000, China
Correspondence should be addressed to Hongjun Xiang, hunxhjxhj67@126.com
Received 13 April 2009; Accepted 9 June 2009
Academic Editor: Shaher Momani
Copyright q 2010 Jinhua Wang et al. This is an open access article distributed under the Creative
We consider the existence and uniqueness of positive solution to nonzero boundary values
problem for a coupled system of fractional dierential equations. The dierential operator is taken
in the standard Riemann-Liouville sense. By using Banach xed point theorem and nonlinear
dierentiation of Leray-Schauder type, the existence and uniqueness of positive solution are
obtained. Two examples are given to demonstrate the feasibility of the obtained results.
1. Introduction
Fractional dierential equation can describe many phenomena in various elds of science
and engineering such as control, porous media, electrochemistry, viscoelasticity, and
electromagnetic. There are many papers dealing with the existence and uniqueness of
solution for nonlinear fractional dierential equation; see, for example, 15. In 1, the
authors investigated a singular coupled system with initial value problems of fractional
order. In 2, Su discussed a boundary value problem of coupled system with zero boundary
values. By means of Schauder xed point theorem, the existence of the solution is obtained.
The nonzero boundary values problem of nonlinear fractional dierential equations is more
dicult and complicated. No contributions exist, as far as we know, concerning the existence
of positive solution for coupled system of nonlinear fractional dierential equations with
nonzero boundary values.
In this paper, we consider the existence and uniqueness of positive solution to
nonzero boundary values problem for a coupled system of nonlinear fractional dierential
equations:
D
ut ft, vt 0, 0 < t < 1,

D
vt gt, ut 0, 0 < t < 1,

u0 0, u1 au,
v0 0, v1 bv,
1.1
where 1 < < 2, 1 < < 2, 0 a, b 1, 0 < < 1, f, g : 0, 1 0, 0, are
given functions, and D is the standard Riemann-Liouville dierentiation. By using Banach
xed point theorem and nonlinear dierentiation of Leray-Schauder type, some sucient
conditions for the existence and uniqueness of positive solution to the above coupled
boundary values problem are obtained.
The rest of the paper is organized as follows. In Section 2, we introduce some basic
denitions and preliminaries used in later. In Section 3, the existence and uniqueness of
positive solution for the coupled boundary values problem 1.1 will be discussed, and
examples are given to demonstrate the feasibility of the obtained results.
2. Basic Denitions and Preliminaries
In this section, we introduce some basic denitions and lemmas which are used throughout
this paper.
Denition 2.1 see 6, 7. The fractional integral of order > 0 of a function y : 0,
R is given by
I
yt
1
_
t
0
t s
1
ysds, 2.1
provided that the right side is pointwise dened on 0, .
Denition 2.2 see 6, 7. The fractional derivative of order > 0 of a continuous function
y : 0, R is given by
D
yt
1
n
_
d
dt
_
n
_
t
0
t s
n1
ysds, 2.2
where n 1 provided that the right side is pointwise dened on 0, .
Remark 2.3 see 3. The following properties are useful for our discussion:
1 I
ut ut
N
k1
C
k
t
k
, D
ut C0, 1
L0, 1, C
k
R, N 1,
2 D
ut ut,
3 D
1/ 1 t
, > 0, > 1, > 1, t > 0.

Lemma 2.4 the nonlinear alternative of Leray and Schauder type 8. Let E be a Banach space
with C E closed and convex. Let U be a relatively open subset of C with 0 U and let T : U C
be a continuous and compact mapping. Then either
a the mapping T has a xed point in U, or
b there exist u U and 0, 1 with u Tu.
Consider
D
ut yt 0, 0 < t < 1,
u0 0, u1 au,
2.3
then one has the following lemma.
Lemma 2.5. Let y C0, 1 and 1 < < 2, then ut is a solution of BVP 2.3 if and only if ut is
a solution of the integral equation:
ut
_
1
0
G
1
t, sysds, 2.4
where
G
1
t, s
t1 s
1
at
1
s
1
t s
1
_
1 a
1
_
_
1 a
1
_
, 0 s t 1, s ,
t1 s
1
t s
1
_
1 a
1
_
_
1 a
1
_
, 0 < s t 1,
t1 s
1
at
1
s
1
_
1 a
1
_
, 0 t s 1,
t1 s
1
_
1 a
1
_
, 0 t s 1, s.
2.5
Proof. Assume that ut is a solution of BVP 2.3, then by Remark 2.3, we have
ut I
yt C
1
t
1
C
2
t
2

_
t
0
t s
1
ysds C
1
t
1
C
2
t
2
.
2.6
By 2.3, we have
C
2
0, C
1

_
1
0
1 s
1
_
1 a
1
_ysds a
_
0
s
1
_
1 a
1
_ysds. 2.7
Therefore, we obtain
ut
_
t
0
t s
1
ysds
_
1
0
t
1
1 s
1
_
1 a
1
_ysds a
_
0
t
1
s
1
_
1 a
1
_ysds
_
1
0
G
1
t, sysds.
2.8
Conversely, if ut is a solution of integral equation 2.4, using the relation D
t
m
0, m 1, 2, . . . , N, where N is the smallest integer greater than or equal to 3, Remark 2.1,

we have
D
ut D
_
_
t
0
t s
1
ysds
_
D
t
1
_
_
1
0
1 s
1
_
1 a
1
_ysds a
_
0
s
1
_
1 a
1
_ysds
_
D
yt yt.
2.9
A simple computation showed u0 0, u1 au. The proof is complete.
Let
G
2
t, s
t1 s
1
bt
1
s
1
t s
1
_
1 b
1
_
_
1 b
1
_
_ , 0 s t 1, s ,
t1 s
1
t s
1
_
1 b
1
_
_
1 b
1
_
_ , 0 < s t 1,
t1 s
1
bt
1
s
1
_
1 b
1
_
_ , 0 t s 1,
t1 s
1
_
1 b
1
_
_, 0 t s 1, s,
2.10
we call Gt, s G
1
t, s, G
2
t, s Greens function of the boundary value problem 1.1.
Lemma 2.6. Let 0 a, b 1, then the function Gt, s is continuous and satises
1 Gt, s > 0, for t, s 0, 1,
2 Gt, s Gs, s, for t, s 0, 1.
Proof. It is easy to prove that Gt, s is continuous on 0, 1 0, 1, here we omit it. Now we
prove G
1
t, s > 0. Let
g
1
t, s
t1 s
1
at
1
s
1
t s
1
_
1 a
1
_
_
1 a
1
_
, 0 < s t 1, s ,
g
2
t, s
t1 s
1
t s
1
_
1 a
1
_
_
1 a
1
_
, 0 < s t 1,
g
3
t, s
t1 s
1
at
1
s
1
_
1 a
1
_
, 0 < t s 1,
g
4
t, s
t1 s
1
_
1 a
1
_
, 0 < t s 1, s.
2.11
We only need to prove g
1
t, s > 0, 0 < s t 1, s . Since
t1 s
1
at
1
s
1
t s
1
_
1 a
1
_
t
1
1 s
1
a s
1
_
1
s
t
_
1
_
1 a
1
_
,
2.12
set gt 1 s
1
a s
1
1 s/t
1
1 a
1
, we have
g
t 1
_
1
s
t
_
2
s
t
2
_
1 a
1
_
0, for 0 < s < t 1, s . 2.13
Then gt is decreasing on 0, 1. Meanwhile,
g1 1 s
1
a s
1
1 s
1
_
1 a
1
_
a
1
_
1 s
1
_
1
s
_
1
_
> 0, 0 < s < t 1, s .
2.14
Therefore, g
1
t, s > 0, for 0 < s < t 1, s . Clearly g
1
t, s > 0, t s, so g
1
t, s >
0, s, t 0, 1. It is easy to show that g
2
t, s > 0, g
3
t, s > 0, g
4
t, s > 0. Hence, G
1
t, s >
0, s, t 0, 1.
Similarly, G
2
t, s > 0, s, t 0, 1. The proof of 1 is completed.
Let
g
2
t
t1 s
1
t s
1
_
1 a
1
_
_
1 a
1
_
, 0 < s t 1, 2.15
then,
g
2
t
1t
2
1 s
1
1 s/t
2
_
1 a
1
_
_
1 a
1
_
, 0 < s < t 1,
1 s
1
1 s/t
2
_
1 a
1
_
1 s
1
1 s
2
_
1 a
1
_
1 s
2
_
a
1
s
_
0, 0 < s < t 1,
2.16
therefore,
g
2
t 0, 0 < s < t 1. 2.17
So, g
2
t, s is decreasing with respect to t. Similarly, g
1
t, s is decreasing with respect to t.
Also g
3
t, s and g
4
t, s are increasing with respect to t. We obtain that G
1
t, s is decreasing
with respect to t for s t and increasing with respect to t for t s.
With the use of the monotonicity of G
1
t, s, we have
max
0t1
G
1
t, s G
1
s, s
s1 s
1
as s
1
_
1 a
1
_ , s 0, ,
s1 s
1
_
1 a
1
_, s , 1.
2.18
Similarly,
max
0t1
G
2
t, s G
2
s, s
s1 s
1
bs s
1
__
1 b
1
_ , s 0, ,
s1 s
1
__
1 b
1
_, s , 1.
2.19
The proof of 2 is completed.
3. Main Result
In this section, we will discuss the existence and uniqueness of positive solution for boundary
value problem 1.1.
We dene the space X {ut | ut C0, 1} endowed with u
X
max
0t1
|ut|,
Y {vt | vt C0, 1} endowed with u
Y
max
0t1
|vt|.
For u, v X Y, let u, v
XY
max{u
X
, v
Y
}.
Dene P {u, v X Y | ut 0, vt 0} , then the cone P X Y.
From Lemma 2.5 in Section 2, we can obtain the following lemma.
Lemma 3.1. Suppose that ft, v and gt, u are continuous, then u, v X Y is a solution of
BVP 1.1 if and only if u, v X Y is a solution of the integral equations
ut
_
1
0
G
1
t, sfs, vsds,
vt
_
1
0
G
2
t, sgs, usds.
3.1
Let T : X Y X Y be the operator dened as
Tu, vt
_
_
1
0
G
1
t, sfs, vsds,
_
1
0
G
2
t, sgs, usds
_
: T
1
vt, T
2
ut,
3.2
then by Lemma 3.1, the xed point of operator T coincides with the solution of system 1.1.
Lemma 3.2. Let ft, v and gt, u be continuous on 0, 1 0, 0, , then T : P P
dened by 3.2 is completely continuous.
Proof. Let u, v P, in view of nonnegativeness and continuity of functions Gt, s, f, and g,
we conclude that T : P P is continuous.
Let P be bounded, that is, there exists a positive constant h > 0 such that u, v
h for all u, v .
Let
M max
__
_
ft, vt
_
_
1 : 0 t 1, 0 v h
_
,
N max
__
_
gt, ut
_
_
1 : 0 t 1, 0 u h
_
,
3.3
then we have
|T
1
vt|
_
_
_
_
_
_
1
0
G
1
t, sfs, vsds
_
_
_
_
_
M
_
1
0
G
1
s, sds,
|T
2
ut|
_
_
_
_
_
_
1
0
G
2
t, sgs, usds
_
_
_
_
_
N
_
1
0
G
2
s, sds.
3.4
Hence, Tu, v max{M
_
1
0
G
1
s, sds, N
_
1
0
G
2
s, sds}. T is uniformly bounded.
Since G
1
t, s is continuous on 0, 1 0, 1, it is uniformly continuous on 0, 1 0, 1.
Thus, for xed s 0, 1 and for any > 0, there exists a constant > 0, such that any
t
1
, t
2
0, 1 and |t
1
t
2
| < ,
|G
1
t
1
, s G
1
t
2
, s| < /M. 3.5
Then
|T
1
vt
2
T
1
vt
1
| M
_
1
0
|G
1
t
2
, s G
1
t
1
, s|ds < . 3.6
Similarly,
|T
2
ut
2
T
2
ut
1
| N
_
1
0
|G
2
t
2
, s G
2
t
1
, s|ds < . 3.7
For the Euclidean distance d on R
2
, we have that if t
1
, t
2
0, 1 are such that |t
2
t
1
| < , then
dTu, vt
2
, Tu, vt
1

_
T
1
vt
2
T
1
vt
1
2
T
2
ut
2
T
2
ut
1
2
<
2. 3.8
That is to say, TP is equicontinuous. By the means of the Arzela-Ascoli theorem, we have
T : P P is completely continuous. The proof is completed.
Theorem 3.3. Assume that ft, v and gt, u are continuous on 0, 10, 0, , and there
exist two positive functions mt, nt that satisfy
H
1
|ft, v
2
ft, v
1
| mt|v
2
v
1
|, for t 0, 1, v
1
, v
2
0, ,
H
2
|gt, u
2
gt, u
1
| nt|u
2
u
1
|, for t 0, 1, u
1
, u
2
0, .
Then system 1.1 has a unique positive solution if

_
1
0
G
1
s, smsds < 1,
_
1
0
G
2
s, snsds < 1. 3.9
Proof. For all u, v P, by the nonegativeness of Gt, s and ft, v, gt, u, we have
Tu, vt 0. Hence, TP P.
T
1
v
2
T
1
v
1
max
t0,1
|T
1
v
2
T
1
v
1
|
max
t0,1
_
_
_
_
_
_
1
0
G
1
t, s
_
fs, v
2
s fs, v
1
s
_
ds
_
_
_
_
_
_
1
0
G
1
s, smsdsv
2
v
1
v
2
v
1
.
3.10
Similarly,
T
2
u
2
T
2
u
1
u
2
u
1
. 3.11
We have,
Tu
2
, v
2
Tu
1
, v
1
max
_
,
_
u
2
, v
2
u
1
, v
1
. 3.12
From Lemma 3.2, T is completely continuous, by Banach xed point theorem, the operator
T has a unique xed point in P, which is the unique positive solution of system 1.1. This
completes the proof.
Theorem 3.4. Assume that ft, v and gt, u are continuous on 0, 1 0, 0, and
satisfy
H
3
|ft, vt| a
1
t a
2
t|vt|,
H
4
|gt, ut| b
1
t b
2
t|ut|,
H
5
A
1

_
1
0
G
1
s, sa
2
sds < 1, 0 < B
1

_
1
0
G
1
s, sa
1
sds < ,
H
6
A
2

_
1
0
G
2
s, sb
2
sds < 1, 0 < B
2

_
1
0
G
2
s, sb
1
sds < .
Then the system 1.1 has at least one positive solution u, v in
C
_
u, v P | u, v < min
_
B
1
1 A
1
,
B
2
1 A
2
__
. 3.13
Proof. Let C {u, v X Y : u, v < r} with r minB
1
/1 A
1
, B
2
/1 A
2
, dene
the operator T : C P as 3.2.
Let u, v C, that is, u, v < r. Then
T
1
v max
t0,1
_
_
_
_
_
_
1
0
G
1
t, sfs, vsds
_
_
_
_
_
_
1
0
G
1
s, sa
1
s a
2
s|vs|ds
_
1
0
G
1
s, sa
1
sds
_
1
0
G
1
s, sa
2
sdsv
B
1
A
1
v r.
3.14
Similarly, T
2
u r, so Tu, v r, Tu, v C. From Lemma 3.2 T : C C is
completely continuous.
Consider the eigenvalue problem
u, v Tu, v, 0, 1. 3.15
Under the assumption that u, v is a solution of 3.15 for a 0, 1, one obtains
u T
1
v
max
t0,1
_
_
_
_
_
_
1
0
G
1
t, sfs, vsds
_
_
_
_
_
<
_
1
0
G
1
s, sa
1
s a
2
s|vs|ds
_
1
0
G
1
s, sa
1
sds
_
1
0
G
1
s, sa
2
sdsv
B
1
A
1
v r.
3.16
Similarly, v T
2
u < r, so u, v < r, which shows that u, v / C. By Lemma 2.4, T
has a xed point in C. We complete the proof of Theorem 3.4.
Example 3.5. Consider the problem
D
7/4
ut ft, vt 0, 0 < t < 1,
D
3/2
vt gt, ut 0, 0 < t < 1,
u0 0, u1
1
2
u
_
1
2
_
,
v0 0, v1
3
4
v
_
1
2
_
,
3.17
where
ft, vt
tvt
1 t1 vt
, gt, ut arctan
t
1 t
|sinut|. 3.18
Set v
1
t, v
2
t, u
1
t, u
2
t 0, and t 0, 1, then we have
_
_
ft, v
2
t ft, v
1
t
_
_
t
1 t
|v
2
t v
1
t|,
_
_
gt, u
2
t gt, u
1
t
_
_
arctan
t
1 t
|u
2
t u
1
t|.
3.19
Therefore,
_
1
0
G
1
s, smsds
_
1
0
G
1
s, sds
1
7/4
_
1 1/2
7/4
_
_
_
1/2
0
s1 s
3/4
ds
_
1/2
0
1
2
_
s
_
1
2
s
__
3/4
ds
_
1
1/2
s1s
3/4
ds
_
2
_
1 1/2
7/4
_
5

3/4
1/2
<
4
5
< 1,
_
1
0
G
2
s, snsds

4
_
1
0
G
2
s, sds
4
1
3/2
_
13/41/2
1/2
_
_
_
1/2
0
s1s
1/2
ds
_
1/2
0
3
4
_
s
_
1
2
s
__
1/2
ds
_
1
1/2
s1s
1/2
ds
_
4
_
1 3/41/2
2
_
_
1 3/41/2
1/2
_
3/2
3
0.6018 < 1.
3.20
With the use of Theorem 3.3, BVP 3.17 has a unique positive solution.
Example 3.6. Consider the problem
D
7/4
ut ft, vt 0, 0 < t < 1,
D
3/2
vt gt, ut 0, 0 < t < 1,
u0 0, u1
1
2
u
_
1
2
_
,
v0 0, v1
3
4
v
_
1
2
_
,
3.21
where
ft, vt t
2
t
1 t
ln1 vt, gt, ut 10
t
2
20
ut. 3.22
We have
_
_
ft, vt
_
_
t
2
t
1 t
|vt|,
_
_
gt, ut
_
_
_
10
t
2
20
_
|ut|. 3.23
Hence,
A
1

_
1
0
G
1
s, sa
2
sds
_
1
0
G
1
s, sds
2
_
1 1/2
7/4
_
5

3/4
1/2
< 1,
B
1

_
1
0
G
1
s, sa
1
sds
_
1
0
G
1
s, s s
2
ds < ,
A
2

_
1
0
G
2
s, sb
2
sds
_
1
0
G
2
s, sds 0.7666 < 1,
B
2

_
1
0
G
2
s, sb
1
sds
_
1
0
G
2
s, s
_
10
s
2
20
_
ds < .
3.24
By Theorem 3.4, BVP 3.21 has at least one positive solution in
C
_
u, v P | u, v < min
_
B
1
1 A
1
,
B
2
1 A
2
__
. 3.25
Acknowledgments
This work was jointly supported by the Natural Science Foundation of Hunan Provincial
Education Department under Grants 07A066 and 07C700, the Construct Program of the Key
Discipline in Hunan Province, Aid Program for Science and Technology Innovative Research
Teamin Higher Educational Institutions of Hunan Province, and the Foundation of Xiangnan
University.
References
1 C. Bai and J. Fang, The existence of a positive solution for a singular coupled system of nonlinear
fractional dierential equations, Applied Mathematics and Computation, vol. 150, no. 3, pp. 611621,
2004.
2 X. Su, Boundary value problem for a coupled system of nonlinear fractional dierential equations,
Applied Mathematics Letters, vol. 22, no. 1, pp. 6469, 2009.
3 Z. Bai and H. L u, Positive solutions for boundary value problem of nonlinear fractional dierential
equation, Journal of Mathematical Analysis and Applications, vol. 311, no. 2, pp. 495505, 2005.
4 S. Zhang, Existence of solution for a boundary value problem of fractional order, Acta Mathematica
Scientia, vol. 26, no. 2, pp. 220228, 2006.
5 S. Q. Zhang, Positive of solution for boundary-value problems of nonlinear fractional dierential
equations, Electronic Journal of Dierential Equations, vol. 36, pp. 112, 2006.
7 A. A. Kilbas, H. M. Srivastava, and J. J. Trujillo, Theory and Applications of Fractional Dierential Equations,
vol. 204 of North-Holland Mathematics Studies, Elsevier Science, Amsterdam, The Netherlands, 2006.
8 E. Zeidler, Nonlinear Functional Analysis and Its ApplicationsI: Fixed-Point Theorems, Springer, New
doi:10.1155/2010/509286
Research Article
The Periodic Solutions of the Compound Singular
Fractional Differential System with Delay
XuTing Wei and XuanZhu Lu
School of Mathematics and Computer Science, Fuzhou Universiy, Fuzhou 350108, China
Correspondence should be addressed to XuTing Wei, wxt1985wan@163.com
Received 31 July 2009; Revised 16 November 2009; Accepted 1 December 2009
Copyright q 2010 X. Wei and X. Lu. This is an open access article distributed under the Creative
The paper gives sucient conditions on the existence of periodic solution for a class of
compound singular fractional dierential systems with delay, involving Nishimoto fractional
derivative. Furthermore, for the particular functions, the necessary conditions on the existence of
periodic solution are also derived. Especially, for two-dimensional compound singular fractional
dierential equation with delay, the criteria of existence of periodic solution are obtained. Finally,
two examples are presented to verify the validity of criteria.
1. Introduction
In real life, there are many phenomena with time delay. The mathematical model derived
from engineering, physics, mechanics, control theory, chemical reactions, biology, and
medicine was made with a signicant amount of delay, such as the limited signal
transmission speed human reaction time to the outside world. Therefore, the delay is
widespread in nature and society, in the introduction of time-delay dierential equations
there can be a more accurate description and explanation of various phenomena and
processes.
Fractional calculus is the promotion of classical calculus. The study found that
fractional calculus was very suitable to describe long memory and hereditary properties
of various materials and processes 1, 2. In the recent years, fractional calculus becomes a
research hotspot, its eld of concern has become wide, such as the numerical method of the
equation in 3, the existence and uniqueness of equations in 4, fractional Brownian motion,
fractional reaction-diusion equation and random walk 5, 6, fractional wavelet transform
7, and fractional control 8.
Most of the above-mentioned studies, utilize the Riemann-liouville fractional deriva-
tive denition, which due to its nature of its denition is simple and relatively good. But
Nishimoto denition of fractional calculus 9, 10, has not received a lot of attention, this may
be part of the naturalization due to the complexity of its denition, but compared to Riemann-
liouville fractional calculus, it has a better nature, relevant results more concise useful.
The existence of periodic solutions of dierential equations is one of the important
research directions of biomathematics 1115, which has a wide range of applications, such
as the existence of periodic orbits of celestial movement and its stability.
In 12, the author discussed the following system:
E xt Axt Bxt
1
Cxt
2
, 1.1
and obtained sucient and necessary conditions for the existence of periodic solutions for the
system. Taking into account the periodic solutions of the fractional time-delay system will be
a very important practical signicance; we are tried to generalize the corresponding results
to the case of fractional order.
For the above reasons we consider the following compound singular fractional
dierential system with delay:
HD
xt Axt Bxt
1
Cxt
2
, 1.2
where D
denotes Nishimoto fractional derivative of order , > 0. H, A, B, and C are

constant system matrices of appropriate dimensions, and
1
and
2
are constants with
1
>
0,
2
> 0, |H| 0.
2. Denitions and Notations
In this section we introduce the denitions of fractional derivative/integral and related basic
properties used in the paper; more information can be obtained from 9, 10.
Denition 2.1 see 9. If the function fz is analytic regular inside and on C, here C :
{C
, C
}, C
is a contour along the cut joining the points z and iIz, which starts from
the point at , encircles the point z once counter-clockwise, and returns to the point at ,
C
is a contour along the cut joining the points z and iIz, which starts from the point
at , encircles the point z once counter-clockwise, and returns to the point at ,
f
z
_
fz
_
:
1
2i
_
c
f
z
1
d
_

R
Z
; Z
: {1, 2, 3, . . .}
_
,
f
n
z : lim
n
_
f
z
_
n N : {1, 2, 3, . . .},
2.1
where , arg z , for C
, and 0 arg z 2, for C
.
Then f
z > 0 is said to be the fractional derivative of fz of order and

f
z < 0 is said to be the fractional integral of fz of order , provided that |f
z| <
R.
Let us recall the following useful properties associated with the denition introduced
above 9.
Property 1. For a constant ,
_
e
z
_
e
z
/
0; R; z C. 2.2
_
e
z
_
e
i
e
z
/
0; R; z C. 2.3
Property 3. If the function fz is singlevalued and analytic in some domain C, then
_
f
z
_
z
_
f
z
_
. 2.4
_
z
e
i

_
R; z C;
_
_
_
_

_
_
_
_
<
_
. 2.5
In the following section of this paper, we let D
denote the order Nishimoto derivative.

3. The Main Results
In this section, we discuss some problems to the system of the system 1.2.
Theorem 3.1. The sucient condition for the existence of the nonconstant periodic solutions of
system 1.2 is that the following equation exists pure imaginary roots
det
_
H A Be
Ce
_
0. 3.1
Proof. Assume that i is pure imaginary root of 3.1, let xt Ke
it
K R
n
, substituting
xt in 1.2, then
_
_
i
_
H A Be
1
i
Ce
2
i
_
K 0. 3.2
As i is pure imaginary roots of 3.1, note that
det
_
_
i
_
H A Be
1
i
Ce
2
i
_
0. 3.3
So 3.1 exists nonzero solution K, then, xt Ke
it
is the nonconstant periodic solution of
1.2.
If the system have nonconstant periodic solutions, then we may wonder whether
the solution satisfy 3.1, in fact, as you will see it holds when the function satisfy some
conditions. We know that if the function ft is a continuous smooth periodic function with
period 2l, then it can be expressed as its fourier series form
ft
k
C
k
e
ikt/l
, 3.4
where C
k
1/2l
_
l
l
fe
ikt/l
d.
And as we also know that its fourier series expansion has the following properties:
f
k
C
k
ik
l
e
ikt/l
, 3.5
we can even get the following relation if ft satisfy some more strictly condition:
f
k
t
k
C
k
_
ik
l
_
k
e
ikt/l
. 3.6
To obtain the similar property of our fractional derivative, what conditions the function
should satisfy? We give the following function space.
Denition 3.2. If the periodic function ft is continuous and smooth on R, its > 1 order
Nishimoto derivative exists, then we let t denote the corresponding function space whose
elements have the following property:
D
ft D
k
C
k
e
ikt/l
_

k
C
k
D
_
e
ikt/l
_

k
C
k
_
ikt
l
_
e
ikt/l
, 3.7
it is easy to know from the denition that e
it
t R, and so t is nonempty.
Theorem 3.3. If xt is the non-constant periodic solution of 1.2, and further xt t, one can
obtain the necessity of Theorem 3.1.
Proof. Suppose the period of xt is 2l, xt is continuous and dierentiable because of > 1,
then we can denote it in the form of its fourier series:
xt
k
C
k
e
ikt/l
. 3.8
Since xt t, we have
D
xt
k
C
k
_
ikt
l
_
e
ikt/l
, 3.9
where C
k
1/2l
_
l
l
xe
ikt/l
d.
We put 3.8 and 3.9 into 1.2, and obtain
k
__
ik
l
_
H A Be
ik
1
/l
Ce
ik
2
/l
_
C
k
e
ikt/l
0, 3.10
then multiply 1/2le
imt/l
m 0, 1, 2, . . . on both sides of 3.10 and integrate it froml
to l, hence
k
__
ik
l
_
H A Be
ik
1
/l
Ce
ik
2
/l
_
C
k
1
2l
_
l
l
e
ikmt/l
dt 0. 3.11
It is easy to deduce that
1
2l
_
l
l
e
ikmt/l
dt
1, k m,
0, k
/
m,
3.12
recalling 3.10, it reduces to
__
ik
l
_
H A Be
ik
1
/l
Ce
ik
2
/l
_
C
m
0 m 0, 1, 2, . . .. 3.13
Thus, if there are no pure imaginary roots in 3.1, then for every k we have C
k
0, according
to 3.8, we conclude that xt cons tan t vector which conicts the suppose that xt is the
non-constant periodic solution of 1.2.
4. Two-Dimensional Case
For the case of the two-dimensional compound singular fractional dierential system with
delay, there is
HD
xt Axt Bxt
1
Cxt
2
, 4.1
where > 0, H
_
1 0
0 0
_
, A
_
a
11
a
12
a
21
a
22
_
, B
_
b
11
b
12
b
21
b
22
_
, C
_
c
11
c
12
c
21
c
22
_
, xt
_
x
1
t
x
2
t
_
,
and x
1
t, x
2
t is scalar function.
Using Theorem 3.1, we obtained the following theorem.
Theorem 4.1. If one of the following equations exists non-zero real root, then system4.1 exists non-
constant periodic solution, further more, if xt t, then the conclusion is sucient and necessary
|A| |B| cos
_
2
1
y
_
|C| cos
_
2
2
y
_
Ecos
_
1
y
_
F cos
_
2
y
_
Gcos
_
2

1
y
_
b
22
_
_
y
_
_
cos
_
1
y

2

_
c
22
_
_
y
_
_
cos
_
2
y

2

_
a
22
_
_
y
_
_
cos
_
2

_
0
|B| sin
_
2
1
y
_
|C| sin
_
2
2
y
_
Esin
_
1
y
_
F sin
_
2
y
_
Gsin
_
2

1
y
_
b
22
_
_
y
_
_
sin
_
1
y

2

_
c
22
_
_
y
_
_
sin
_
2
y

2

_
a
22
_
_
y
_
_
sin
_
2

_
0,
4.2
or
|A| |B| cos
_
2
1
y
_
|C| cos
_
2
2
y
_
Ecos
_
1
y
_
F cos
_
2
y
_
Gcos
_
2

1
y
_
b
22
_
_
y
_
_
cos
_
1
y

2

_
c
22
_
_
y
_
_
cos
_
2
y

2

_
a
22
_
_
y
_
_
cos
_
2

_
0
|B| sin
_
2
1
y
_
|C| sin
_
2
2
y
_
Esin
_
1
y
_
F sin
_
2
y
_
Gsin
_
2

1
y
_
b
22
_
_
y
_
_
sin
_
1
y

2

_
c
22
_
_
y
_
_
sin
_
2
y

2

_
a
22
_
_
y
_
_
sin
_
2

_
0,
4.3
where E
_
_
_
a
11
a
12
b
21
b
22
_
_
_
_
_
_
b
11
b
12
a
21
a
22
_
_
_, F
_
_
_
a
11
a
12
c
21
c
22
_
_
_
_
_
_
c
11
c
12
a
21
a
22
_
_
_, G
_
_
_
b
11
b
12
c
21
c
22
_
_
_
_
_
_
c
11
c
12
b
21
b
22
_
_
_.
Proof. First of all we know that
_
yi
_
e
i/2
, y 0,
_
_
y
_
_
e
i/2
, y < 0,
4.4
according to Theorem 3.1, we have
h
_
yi
_

_
_
_yiI A Be
1
yi
Ce
2
yi
_
_
_
_
_
_
_
_
_
yi
_
a
11
b
11
e
1
yi
c
11
e
2
yi
a
12
b
12
e
1
yi
c
12
e
2
yi
a
21
b
21
e
1
yi
c
21
e
2
yi
a
22
b
22
e
1
yi
c
22
e
2
yi
_
_
_
_
_
|A| |B|e
1
yi
|C|e
2
2
yi
|E|e
1
yi
Fe
2
yi
Ge
1
yi
b
22
_
yi
_
1
yi
c
22
_
yi
_
2
yi
a
22
_
yi
_
.
4.5
then
R
_
h
_
yi
__
|A| |B| cos
_
2
1
y
_
|C| cos
_
2
2
y
_
Ecos
_
1
y
_
F cos
_
2
y
_
Gcos
_
2

1
y
_
b
22
_
_
y
_
_
cos
_
1
y

2

_
c
22
_
_
y
_
_
cos
_
2
y

2

_
a
22
_
_
y
_
_
cos
_
2

_
0,
I
_
h
_
yi
__
|B| sin
_
2
1
y
_
|C| sin
_
2
2
y
_
Esin
_
1
y
_
F sin
_
2
y
_
Gsin
_
2

1
y
_
b
22
_
_
y
_
_
sin
_
1
y

2

_
c
22
_
_
y
_
_
sin
_
2
y

2

_
a
22
_
_
y
_
_
sin
_
2

_
0,
4.6
where R z and I z denote the real and imaginary parts of z, respectively. Then using
Theorem 3.1, if there exists y R, y
/
0, hyi 0, we obtain that
R
_
h
_
yi
__
0,
I
_
h
_
yi
__
0,
4.7
hence system 4.1 exists non-constant periodic solution. This proved the theorem.
5. Examples
In this section we give some concrete examples to illustrate our conclusions.
Example 5.1. We consider the following two-dimensional compound singular fractional
dierential system with delay:
D
x
1
t x
2
t x
1
t 1 x
2
t 1 x
2
t 1,
0 x
1
t x
1
t 1 x
1
t 1,
5.1
where H
_
1 0
0 0
_
, A
_
0 1
1 0
_
, B
_
1 1
1 0
_
, C
_
0 1
1 0
_
,
1
1,
2
1, > 1. so we have
|A| 1, |B| 1, |C| 1, E 0, F 0, G 2.
Using the discriminant of Theorem 4.1, we have
2 cos
_
2y
_
1,
0 0,
5.2
the solution is y k /3 k 0, 1, 2, . . ..
According to Theorem 4.1 , system 5.1 has non-constant periodic solution. We
suppose that y /3, as
_
_
yi
_
I A Be
yi
Ce
yi
_
K 0 5.3
exists non-zero solution, it means that
_
_
3
_
cos
_
2
_
3
2
_
_
_
3
_
sin
_
2
_
3
2
_
i 0
0 0
_
k
1
k
2
_

_
0
0
_
. 5.4
So we have k
1
0, k
2
for any real number. Supposed that k
2
1, then we obtained a non-
constant periodic solution of system 5.1:
xt e
/3it
_
0
1
_
. 5.5
We can verify that xt is a non-constant periodic solution of system 5.1.
Example 5.2. Consider the following two-dimension compounded with singular fractional
dierential equation delay system:
D
1/2
x
1
t x
2
t x
1
t 1 x
2
t 1,
0 x
1
t x
2
t x
1
t 1 x
2
t 1 x
1
t 1 x
2
t 1.
5.6
where H
_
1 0
0 0
_
, A
_
0 1
1 1
_
, B
_
0 1
1 1
_
, C
_
0 1
1 1
_
,
1
1,
2
1, 1/2.
So we have |A| 1, |B| 1, |C| 1, E 0, F 0, G 2.
Using the discriminant of Theorem 4.1, we obtained
_
2 cos y 1
__
_
y
_
_
1/2
cos

4
2 cos 2y 1 0,
_
2 cos y 1
__
_
y
_
_
1/2
sin

4
2 sin2y.
5.7
Through the simplication of this equation, we have
2 sin
_
2y /4
_
1/2, 5.8
and the solution is y k 1/2arc sin1/2
2 /8, k 0, 1, 2, . . ..
According to Theorem 4.1, there exists non-constant periodic solution in the system.
References
Academic Press, London, UK, 1999.
3 Xuanzhu Lu and Fawang Liu, The explicit and implicit nite dierence approximations for the space
fractional advection diusion equation, Computational Mechanics, September 2004, Beijing, China.
4 A. Arikoglu and I. Ozkol, Solution of fractional dierential equations by using dierential transform
method, Chaos, Solitons and Fractals, vol. 34, no. 5, pp. 14731481, 2007.
5 M. M. Meerschaert, Stochastic solution of space-time fractional diusion equations, Physical Review
E, vol. 65, no. 4, Article ID 041103, 4 pages, 2002.
6 F. Liu, V. V. Anh, and I. Turner, Time fractional advection-dispersion equation, Journal of Applied
Mathematics & Computing, vol. 13, no. 1-2, pp. 233245, 2003.
7 M. Unser and T. Blu, Fractional splines and wavelets, SIAM Journal, vol. 42, no. 1, pp. 4367, 2000.
8 P. Varshney, M. Gupta, and G. S. Visweswaran, New switched capacitor fractional order integrator,
Journal of Active and Passive Electronic Devices, pp. 187197, 2007.
9 T.-M. Hsieh, S.-D. Lin, and H. M. Srivastava, Some relationships between certain families of ordinary
and fractional dierential equations, Computers and Mathematics with Applications, vol. 46, no. 10-11,
pp. 14831492, 2003.
10 K. Nishimoto, Fractional Calculus: Integrations and Dierentiations of Arbitrary Order, vol. 1, Descartes
Press, Koriyama, Japan, 1984.
11 M. L. Hbid and R. Qesmi, Periodic solutions for functional dierential equations with periodic delay
close to zero, Electronic Journal of Dierential Equations, vol. 141, pp. 112, 2006.
12 Z.-X. Zhang and W. Jiang, The periodic solution of compound singular dierential equation with
delay, Journal of Anhui University Natural Science Edition, vol. 30, pp. 47, 2006.
13 V. Kevantuo and C. Lizama, A characterization of periodic solutions for time-fractional dierential
equations in UMD spaces and applications, Mathematische Nachrichten, pp. 2528, 2008.
14 J. L. Kaplan and J. A. Yorke, Ordinary dierential equations which yield periodic solutions of
dierential delay equations, Journal of Mathematical Analysis and Applications, vol. 48, pp. 317324,
1993.
15 W. Deng, C. Li, and J. L u, Stability analysis of linear fractional dierential system with multiple time
delays, Nonlinear Dynamics, vol. 48, no. 4, pp. 409416, 2007.
doi:10.1155/2010/968186
Research Article
The Use of Fractional B-Splines
Wavelets in Multiterms Fractional Ordinary
Differential Equations
X. Huang and X. Lu
School of Mathematical and Computer Sciences, Fuzhou University, Fuzhou 350002, China
Correspondence should be addressed to X. Huang, hxdjwan@163.com
Received 31 July 2009; Revised 2 November 2009; Accepted 4 November 2009
Copyright q 2010 X. Huang and X. Lu. This is an open access article distributed under the Creative
We discuss the existence and uniqueness of the solutions of the nonhomogeneous linear dierential
equations of arbitrary positive real order by using the fractional B-Splines wavelets and the Mittag-
Leer function. The dierential operators are taken in the Riemann-Liouville sense and the initial
values are zeros. The scheme of solving the fractional dierential equations and the explicit
expression of the solution is given in this paper. At last, we show the asymptotic solution of the
dierential equations of fractional order and corresponding truncated error in theory.
1. Introduction
Recently, there have been several schemes devoted to the solution of fractional dierential
equations. These schemes can be broadly classied into two classes, numerical and analytical
1. As we know, with the help of some special functions, such as Mittag-Leer function
and Green function, Miller and Ross have obtained the explicit representations of solutions of
some classes of homogeneous linear fractional dierential equations FDEs in 2; through
the use of the technique of Laplace and Fourier Transform, the analytical solutions have been
given by Podlubny in 3. The numerical scheme we have encountered can be divided into
two groups. In the rst group, the solution is approximated over the entire domain using
approximating functions such as polynomials and orthogonal functions. In the second group,
the entire domain is divided into several small domains like in a nite element technique, and
the solution is obtained for variables at the node points 1. As Edwards et al. declaimed in
4, several forms of fractional dierential equations have been proposed in standard models,
and there has been signicant interest in developing numerical schemes for their solution.
Thus, several papers have been presented in dealing with approximate numerical techniques
for FDEs. Among these, the papers of Diethelm, Edwards, Ford, Freed, and Simpson are
noteworthy see, e.g., 1, 46. One of these schemes which should be mentioned is the
use of a Predictor-Corrector more precisely, PECE method in 6. In order to obtain higher
precision, they have replaced the PECE method by a PEC
m
E method with m 2 in 7.
In particular, the PECE method is an important numerical scheme which has been applied
in many elds; for example, Yang and Liu have applied the PECE method for simulating
fraction order dynamical control system in 8. In addition, several numerical schemes have
also been proposed by other authors see 9, 10. In this paper, we present a new scheme
which contains the features of both two groups by using the fractional B-splines wavelet.
In paper 11, Unser and Blu have proved that the fractional B-splines generates a valid
multiresolution analyses of L
2
for > 1/2, which means that the orthogonal fractional B-
splines could be obtained by applying the standard technique described in 12. And they
also obtained that the fractional B-splines deriving the asymptotic development of the L
2
have a fractional order of approximation.
In fact, as the theories of wavelets analyses improve day by day, the wavelet has
become a powerful mathematical tool which widely used in signal processing, image
compression and enhancement, pattern recognition, control systems, and other elds in the
past two decades. But almost no papers or books have applied the theories of wavelets
to solve the fractional dierential equations. And our fundamental purpose of this paper
is applying the fractional B-Splines wavelets to prove the existence and uniqueness of the
solution of the nonhomogeneous linear fractional dierential equations also so-called linear
multiterm fractional dierential equations with its initial conditions. Let us begin to discuss
the solution of multiterms fractional ordinary dierential equations with the following form:
b
n
D
n
b
n1
D
n1
b
1
D
1
yt ft. 1.1
For convenience, we consider the initial values:
_
D
k
1
yt
_
t0
0,
_
D
k
2
yt
_
t0
0, . . . ,
_
D
k
r
k
yt
_
t0
0, 1.2
where D
are taken in the Riemann-Liouville sense,

n
>
n1
> >
1
, b
n /
0,
n
1,
and 0 r
k
1
k
< r
k
, r
k
N,
k
R
, b
k
R, k 1, . . . , n. The function ft belongs
to the space L
2
; without loss of generality, in this paper, we consider the interval as
0, T, T R
.
The plan of this paper is as follows. In Section 2, we recall the denitions of fractional
derivative and integral and related properties which will be used in this paper, give the
representation of Mittag-Leer function and generalized Mittag-Leer function, and then
introduce the fractional B-splines and some related properties of wavelets. In Section 3,
by applying the technique of the Laplace Transforms, and considering the proprieties of
the generalized Mittag-Leer function, we prove the lemma of the dierential equations
of arbitrary positive real order, which make sure the solution belongs to the space L
2
; by
virtue of the solution that can be expressed as the form of wavelet series and the basis
function that is the orthogonal fractional B-splines wavelet which yields the Riesz basis for
the space L
2
, we can prove the uniqueness of the coecients of the representation of the
solution, which gain the uniqueness of the solution of the fractional dierential equations
and validate the representation of solution. Thus, we have nished the proof of the theorem.
In Section 4, the asymptotic solution of the dierential equations of fractional order Q
and corresponding truncated error will be discussed.

The present paper is essentially based on the works of the Unser and Blu in 11 and
Podlubny in 3, to which more general classes of the fractional dierential equations we
shall refer in the following research. For more related review of fractional B-spline wavelet,
see the papers of the Unser and Blu 11, 13, 14, which have discussed some more important
wavelet properties, such as Riesz bounds and two-scale relation.
2. Preliminary and Denitions
2.1. Denitions
We may recall the denition of the Left Riemann-Liouville dierential operators of arbitrary
order > 0, which take the form
0
D
t
yt :
1
m
d
m
dt
m
_
t
0
y
t
m1
d, 2.1
where m is the integer dened by m 1 < m see 3, and is gamma function.
Similarly, the left Riemann-Liouville integral operators of order > 0 is dened as
0
D
t
yt :
1
_
t
0
t
1
yd. 2.2
And then we should give the following expression for the Laplace transform of the Riemann-
Liouville dierential operators of the order > 0, which is
L
_
0
D
t
yt; s
_
s
Ys
m1
k0
s
k
_
0
D
k1
t
yt
_
t0
, m 1 < m. 2.3
Let us now introduce the case of the Caputo dierential operators of arbitrary order
> 0, which is dened as
C
0
D
t
ft
1
n
_
t
0
f
n
d
t
1n
, n 1 < n. 2.4
And the formula of its Laplace transform can be expressed as
L
_
C
0
D
t
ft; s
_
s
Fs
n1
k0
s
k1
f
k
0, n 1 < n. 2.5
2.2. Mittag-Lefer Functions and Generalized
The Mittag-Leer functions and its generalized forms have played a special role in solving
the fractional dierential equations. In this section, we just give the denition of the following
series of representation of the Mittag-Leer function E
z with > 0, which validates in the

whole complex plane:
E
z :
n0
z
n
n 1
, > 0, z C. 2.6
And for the generalized Mittag-Leer function, we use the following denition:
E
,
z :
n0
z
n
_
n
_, > 0, > 0, z C. 2.7
Let us now consider the Laplace transforms of the function t
k1
E
,
at
see 3, which
is dened by
_
0
e
st
t
k1
E
k
,
at
dt
k!s
a
k1
,
_
Res > a
1/
_
. 2.8
2.3. Fractional B-Splines Wavelet
Splines have had a signicant impact on the early development of the theory of the wavelet
transformsee 13. And Unser and Blu have rst mentioned the fractional B-Splines in 13,
who extended Schoenbergs family of polynomial splines to all fractional degrees > 1 and
dened the fractional causal B-splines by taking the 1th fractional dierence of the one-
sided power function:
x :
1
1

1
1
k0
1
k
_
1
k
_
x k
, 2.9
where the one-side power function x
is dened as follows:
x
, x 0,
0, otherwise.
2.10
Then we introduce the fractional B-splines autocorrelation sequence as follows:
21
k :
_
x,
x k
_
. 2.11
From 13, we know the explicit form of the fractional B-splines wavelet:
_
x
2
_

kZ
1
k
2
lZ
_
1
l
_
21
l k 1
x k, 2.12
which yields a Riesz basis for L
2
. Thus, using the standard orthogonalize technique
described in 12, we have

w
_
k0
_
_

2k
_
_
2
_
1/2
, 2.13
where
w is the Fourier Transformof the function of
x. Thus we obtain the orthogonal

fractional B-splines
x which also yields a Riesz basis for L

2
. According to the theories
of wavelet analyses, the function yt L
2
can be expressed as
yt
k
ck
t k, 2.14
where the coecients ck are constants.
3. The Existence and Uniqueness of the Solution of
Multiterms Fractional Ordinary Differential Equations
In this section, we will prove the existence and uniqueness properties of the solutions of the
nonhomogeneous linear dierential equations of arbitrary real order > 0.
3.1. An Important Lemma
Under the hypothesis of the existence for the solutions of 1.1, we have the following lemma.
Lemma 3.1. Let
n
>
n1
> >
1
, and
n
1, and ft L
2
, then the solution of the initial
value problem 1.1 and 1.2 is also in L
2
.
Proof. In order to prove this lemma, we divide the proof into two steps.
Firstly, we consider the case of n 1, then 1.1 can be rewritten as
0
D
1
t
yt ft. 3.1
Taking the transform of 3.1 to both sides, we obtain
yt
0
D
1
t
ft. 3.2
By virtue of the functions ft L
2
and D
: L
2
L
2
that is a bounded linear
operator see 15, we can easily derive the function yt L
2
.
And then, let us consider the case of n > 1.
To 1.1, using the formula 2.2 and taking the Laplace transform to both sides, we
conclude that
b
1
s
1
b
2
s
2
b
n
s
n
Ys Fs, 3.3
and then
Ys
Fs
b
1
s
1
b
2
s
2
b
n
s
n
FsGs. 3.4
To prove the functions yt L
2
, we change the functions Gs into the following form:
Gs
1
b
n
s
n
b
n1
s
n1
1
1
_
n2
k0
b
k
s
k
/b
n
s
n
b
n1
s
n1
_. 3.5
Then replacing the factor 1/b
n
s
n
b
n1
s
n1
with b
1
n
s
n1
/s
n1
b
n1
/b
n
in 3.5, and
expanding the second factor into a formal of series, we have
Gs
m0
1
m
b
1
n
s
n1
s
n1
b
n1
/b
n
m1
_
n2
k0
_
b
k
b
n
_
s
n1
_
m
. 3.6
Using the method described in 3, we obtain the expression of Gs, which is
Gs
1
b
n
m0
1
m

k
0
k
1
k
n2
m
k
0
,k
1
,...,k
n2
0
m; k
0
, k
1
, . . . , k
n2
n2
i0
_
b
i
b
n
_
k
i
s
n1
n2
i0

i
n1
k
i
s
n1
b
n1
/b
n
m1
,
3.7
Substituting Gs in 3.4, considering the formula 2.8, and taking the inverse Laplace
transform term-by-term, we obtain that the analytical solution of initial values problem 1.1
and 1.2 in the following form:
yt ft gt 3.8
with
gt
1
b
n
m0
1
m
m!
k
0
k
1
k
n2
m
k
0
,k
1
,...,k
n2
0
m; k
0
, k
1
, . . . , k
n2
n2
i0
_
b
i
b
n
_
k
i
t
n1
m
n
n2
j0
n1
j
k
j
1
E
m
n1
,
n
n2
j0
n1
j
k
j
_
b
n1
b
n
t
n1
_
,
3.9
where m; k
0
, k
1
, . . . , k
n2
m!/
n2
i0
k
i
! is the multinomial coecient, the representation
of ft gt is the convolution of functions ft and gt, and E
k
,
is the kth derivative of the
Mittag-Leer function with parameters and see 16.
From the representation 3.9, the function E
m
,
z is bounded in z C, and the index
satises
n

n1
m
n

n2
j0
n1

j
k
j
1 0; so we can easily gain that the function
gt is bounded in . And then
_
_
yt
_
_
L
2

_
_
ft gt
_
_
L
2

_
_
ft
_
_
L
2
_
_
gt
_
_
L
2
C
_
_
ft
_
_
L
2
, 3.10
it yields that the functions yt L
2
, and so we have nished the proof of the lemma.
3.2. The Proof of Existence and Uniqueness
Considering the solution of the fractional dierential equation yt L
2
and the fractional
B-spline wavelet
x which generates a Riesz basis for L

2
, we can prove the following
theorem.
Theorem 3.2. Let
n
>
n1
> >
1
, and
n
1, and ft L
2
, then the initial value
problems 1.1 and 1.2 have a unique solution. Further more, the solution has explicit representation
of fractional B-splines wavelets series.
Proof. FromLemma 3.1, we have obtained the functions yt L
2
, which can be expressed
as
yt
k
ck
t k, 3.11
where the index satises > 0.
Then substituting 2.14 into 1.1, and taking the Fourier transform to both sides, we
obtain
c
_
b
1
i
1
b
2
i
2
b
n
i
n
_

w

f, 3.12
where c

k
cke
ikw
, and 3.12 is equivalent to the following form:
c
f
_
b
1
i
1
b
2
i
2
b
n
i
n
_. 3.13
And then, by taking the inverse Fourier transform to 3.13, we have
k
ck
t k ft gt. 3.14
Because the function
t is the orthogonal fractional B-splines, hence, the representation of

the coecient ck is dened by
ck
_
ft gt,
t k
_
, 3.15
where , ) is the inner product. Then substituting 3.15 in 2.14, we obtain the solution of
the initial value problems 1.1 and 1.2.
Let us suppose that the initial value problems 1.1 and 1.2 have another solution,
which can be expressed as
y
1
t
n
dn
t n. 3.16
Utilizing the similar scheme to ck, we acquire the representation of dn, which is
dn
_
ft gt,
t n
_
. 3.17
Taking 3.17 into 3.16, we obtain the representation of y
1
t. Obviously, we have
yt y
1
t
k
ck
t k
n
dn
t n 0; 3.18
it derives that yt y
1
t, which means that the solution of the initial value problems 1.1
and 1.2 is unique. Then substituting y
1
t with its coecient in 1.1, we can easily check
that the equation is correct. It indicates that the function y
1
t is a solution of the dierential
equation 1.1, which yields the existence of solution. Finally, we have completed the proof of
the solution of existence and uniqueness of the nonhomogeneous linear dierential equations
of arbitrary order.
4. The Asymptotic Solution of the Fractional Differential Equations
and Error Estimation
4.1. The Asymptotic Solution of the Fractional Differential Equations
The purpose of this section is to discuss the case of
i
Q
in 1.1, which appeared in

most practical applications we have encountered, and show the asymptotic solution of the
fractional dierential equations and error estimation. In fact, the case of
i
Q, i 1, 2, . . . , n
in Theorem 3.2 is equivalent to the following corollary.
Corollary 4.1. Let mv 1, and ft L
2
, then the nonhomogeneous linear fractional dierential
equations
_
a
m
D
mv
a
m1
D
m1v
a
0
D
0
_
yt ft 4.1
on the initial values
_
D
mkv1
yt
_
t0
0,
_
D
mkv2
yt
_
t0
0, . . . ,
_
D
mkvr
k
1
yt
_
t0
0, 4.2
where 0 r
k
1 m kv < r
k
, v Q
, r
k
N, k 0, 1, . . . , m, have a unique solution.
In Section 3, we have proved the existence and uniqueness of the nonhomogeneous
linear fractional dierential equations of arbitrary positive real order. Obviously, it also
satises the case of positive rational order. To 1.1, let q Z be the least common multiple
of the denominators of
i
Q, i 1, 2, . . . , n, so
i
q
i
/q, where q
i
Z, i 1, 2, . . . , n. And
to 4.1, let v 1/q and m i
0
q
n
, m i
1
q
n1
, . . . , m i
n1
q
1
, then considering the
conditions of a
mi
j
b
nj
, a
k
0, k
/
m i
j
, where i
j
< m, i
j
Z, j 1, 2, . . . , n 1. Hence,
the initial value problems 4.1 and 4.2 have been changed into of the problems 1.1 and
1.2 with the order
i
Q
, respectively, which means that Theorem 3.2 in the case of

i
Q
is equivalent to Corollary 4.1.

Similarity to the scheme of Theorem 3.2, we can easily prove Corollary 4.1 and give
the representation of explicit solution of the initial value problems 4.1 and 4.2, which can
be dened by
yt
k
ck
t k, 4.3
where ck ft gt,
t k), and gt is the inverse of the Laplace Transform of the

function Gs, where
Gs
1
a
m
s
mv
a
m1
s
m1v
a
0
. 4.4
To obtain the asymptotic solution of 4.1, we will give the explicit formulation of the function
gt. Let Ps
v
a
m
s
mv
a
m1
s
m1v
a
0
and x s
v
; thus the Px is a polynomial of
the degree m. Moreover, we suppose that
1
,
2,...,
j
are distinct zeros of Px with the order
of l
1
, l
2,...,
l
j
, respectively; by applying the theories of polynomials, the Px can be rewritten in
the following form
Px a
m
_
x
1
_
l
1
_
x
2
_
l
2

_
x
j
_
l
j
, 4.5
where

j
i1
l
i
m, j, l
i
N, i 1, 2, . . . , j, Then, substituting the function Px in 4.2 and
expanding it to the sum of partial fractions, we have
Gs
j
i1
l
i
1
n0
A
i,l
i
n
_
s
v

i
_
l
i
n
, 4.6
where the coecients A
i,l
i
n
, i 1, 2, . . . , j; n 0, 1, . . . , l
i
1, are constants.
Thus, taking the inverse Laplace Transform to 4.6 and using the formulation 2.8,
we obtain explicit formulation of the function gt, dened by
gt
j
i1
l
i
1
n0
t
i1v1
l
i
n!A
i,l
i
n
E
l
i
n1
v,v
_
i
t
v
_
. 4.7
According to Unser and Blu in 13, the wavelet base generated by fractional B-splines
wavelet
x is denseness of the representation in L

2
. Let

x be the inverse of Fourier

Transform of

, where
w
_
k0
_
_
_
2k
_
_
_
2
_
1/2
. 4.8
With the help of the theories of wavelet analyses, we know that the functions

x are an
orthogonal fractional B-splines wavelet and dense in L
2
with > 0. Thus the solutions of
initial value problems 4.1 and 4.2 have the following form:
yt
k
ck
t k. 4.9
Then substituting yt in 4.1, we obtain the representation of the coecients ck, dened
by
ck
_
ft gt,

t k
_
. 4.10
Finally, by combining 4.9 and 4.10, the obtained function yt is the asymptotic solution
of initial value problems 4.1 and 4.2 that we are looking for.
4.2. Order of the Error Estimation
To estimate the error of asymptotic solution of initial value problems 4.1 and 4.2, we
introduce the following properties of the fractional B-spines
x, which have been proved

by Unser and Blu see 13, Theorem 3.1.
Proposition 4.2. For all > 0, we have
x
2 sin
x
2
n1
e
2nix
2ni
1
o
_
1
x
2
_
, 4.11
when x tends to .
To 4.8, the function a

k0

2k
2
is 2-periodic and symmetric, and
so we can restrict its study to 0, . In particular, one has
a
_
_
_sinc
2
_
_
_
22
_
2
_
22
, 4.12
since sinc/2 is strictly decreasing over 0, see 13.
Combining 4.12 and 4.8 and taking the inverse of Fourier Transform, we obtain
t k
_
2
_
1
t k. 4.13
Then according to 4.10, 4.11, and 4.13, the asymptotic solution yt can be dened by
yt
k
_
ft gt,

t k
_
t k
_
_
ft gt
_
_
L
2
k
_
_
t k
_
_
2
. 4.14
To calculate the truncated error of the asymptotic solution, let y
N
t be the truncated sum
k N corresponding to asymptotic solution 4.8, where
y
N
t
N
kN
_
ft gt,

t k
_
t k. 4.15
Thus the truncated error y
t will be obtained as follows:

y
t yt y
N
t
k>N
_
ft gt,

t k
_
t k
_
_
ft gt
_
_

k>N
_
_
t k
_
_
2
,
4.16
where the function gt is bounded in and ft L
2
; with the help of 4.12, the
inequality of 4.16 can be amplied, which means that
y
t
_
2
_
22
_
_
ft gt
_
_

k>N
_
_
t k
_
_
2
. 4.17
Then substituting 4.10 in 4.16, we have
y
t
_
2
_
22
_
_
ft gt
_
_

k>N
_
_
_
_
_
2 sin
t k
2
n1
e
2inx
2ni
1
o
_
1
t k
2
__
_
_
_
_
2
.
4.18
To the right side of 4.17, we divided the representation into three parts for discussion.
Firstly, because the function gt is bounded in and ft L
2
, there exists a constant C
1
which holds
_
_
ft gt
_
_
L
2
c
_
_
ft
_
_
L
2
C
1
. 4.19
Secondly, we consider the series function
_
_
_
_
_
n1
e
2inx
2ni
1
_
_
_
_
_
2
n1
_
_
_
_
_
e
2inx
2ni
1
_
_
_
_
_
2
n1
1
2n
22
, 4.20
which is convergent in ; thus there exists a constant C
2
which satises
_
_
_
_
_
n1
e
2inx
2ni
1
_
_
_
_
_
2
C
2
. 4.21
At last, we denote a constant C
3
which dened by
C
3

2
22
2
2sin
2
24
. 4.22
Then combining 4.19, 4.21, and 4.22, the inequality of 4.18 can be amplied to the
following form:
y
t C
1
C
2
2
C
3
k>N
_
_
_
_
_
1
t k
2
o
_
1
t k
2
__
_
_
_
_
2
C
1
C
2
2
C
3
k>N
_
_
_
_
_
1 C
0
t k
2
_
_
_
_
_
2
, 4.23
when t k tends to .
Thus, from the above discussion, it is evident to derive that the truncated error
converges as

k>N
C/k t
24
, where C C
1
C
2
2
C
3
1 C
0
2
. Note that we should choose
a suitable N which should be much more greater than T, where, t 0, T. Finally, we
have obtained the error order of the asymptotic truncated sum in theory.
Remark 4.3. Noting that the process of the proof of the existence and uniqueness of the
solution of the initial value problems 1.1 and 1.2 in the case of Riemann-Liouville
fractional dierential operator, and considering the formula of the Laplace transform of
Caputo dierential operator, we can be easily replaced the case of Riemann-Liouville
fractional dierential operator by Caputo sense with its initial values. It means the following
corollary is correct.
Corollary 4.4. Let
n
>
n1
> >
1
> 0, and
n
1, and ft L
2
, then the multiterms
fractional ordinary dierential equations
b
n
D
n
b
n1
D
n1
b
1
D
1
yt ft 4.24
with its initial values
y
k
0 0, k 0, 1, 2, . . . , ]
n
] 1, 4.25
where ]
n
] max|m m
n
, m Z|, have a unique solution.
5. Conclusion
In this paper, we have proved the existence and uniqueness of the solution of the dierential
equations of arbitrary positive real order. And the representation of the solution of 1.1
has been given in the process of proof. We have obtained the asymptotic solution of the
dierential equations of fractional order Q
and corresponding error estimation. The

most notable feature is the order of the asymptotic truncated error, namely, 2 4th,
which is eective to calculate the numerical solution of 4.1. In particular, the case of
Riemann-Liouville dierential operator is replaced by Caputo sense with its initial values
in Corollary 4.4. Similarly to the scheme of the proof as showen in the paper, by considering
the relationship between Riemann-Liouville and Caputo dierential operator, we can easily
complete the proof of the corollary in the case of the Caputo dierential operator, which
shows that the method we have discussed can be applied more widely.
References
1 P. Kumar and O. P. Agrawal, Numerical scheme for the solution of fractional dierential equations
of order greater than one, Journal of Computational and Nonlinear Dynamics, vol. 1, no. 2, 8 pages, 2006.
A Wiley-Interscience Publication, John Wiley & Sons, New York, NY, USA, 1993.
4 J. T. Edwards, N. J. Ford, and A. C. Simpson, The numerical solution of linear multi-term fractional
dierential equations; systems of equations, Journal of Computational and Applied Mathematics, vol.
148, no. 2, pp. 401418, 2002.
5 K. Diethelm and N. J. Ford, Analysis of fractional dierential equations, Journal of Mathematical
Analysis and Applications, vol. 265, no. 2, pp. 229248, 2002.
6 K. Diethelm, N. J. Ford, and A. D. Freed, A predictor-corrector approach for the numerical solution
of fractional dierential equations, Nonlinear Dynamics, vol. 29, no. 14, pp. 322, 2002.
7 K. Diethelm, Ecient solution of multi-term fractional dierential equations using PEC
m
E
methods, Computing, vol. 71, no. 4, pp. 305319, 2003.
8 C. Yang and F. Liu, A computationally eective predictor-corrector method for simulating fractional
order dynamical control system, The ANZIAM Journal, vol. 47, pp. C168C184, 2005.
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solution, Applied Mathematics and Computation, vol. 154, no. 3, pp. 621640, 2004.
10 V. Daftardar-Gejji and A. Babakhani, Analysis of a system of fractional dierential equations,
Journal of Mathematical Analysis and Applications, vol. 293, no. 2, pp. 511522, 2004.
11 M. Unser and T. Blu, Construction of fractional spline wavelet bases, in Wavelets Applications in
Signal and Image Processing VII, vol. 3813 of Proceedings of SPIE, pp. 422431, Denver, Colo, USA, July
1999.
12 S. Mallat, A Wavelet Tour of Signal Processing, Academic Press, San Diego, Calif, USA, 2nd edition,
1998.
13 M. Unser and T. Blu, Fractional splines and wavelets, SIAM Review, vol. 42, no. 1, pp. 4367, 2000.
14 M. Unser, A. Aldroubi, and M. Eden, A family of polynomial spline wavelet transforms, Signal
Processing, vol. 30, pp. 141162, 1993.
15 V. J. Ervin and J. P. Roop, Variational formulation for the stationary fractional advection dispersion
equation, Numerical Methods for Partial Dierential Equations, vol. 22, no. 3, pp. 558576, 2005.
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Journal of Computational and Applied Mathematics, vol. 118, no. 1-2, pp. 283299, 2000.
doi:10.1155/2010/649486
Research Article
Solvability of Nonlinear Langevin Equation
Involving Two Fractional Orders with Dirichlet
Boundary Conditions
Bashir Ahmad
1
and Juan J. Nieto
2
1
Department of Mathematics, Faculty of Science, King Abdulaziz University, P.O. Box 80203,
Jeddah 21589, Saudi Arabia
2
Departamento de An alisis Matem atico, Facultad de Matem aticas, Universidad de Santiago de Compostela,
15782 Santiago de Compostela, Spain
Correspondence should be addressed to Bashir Ahmad, bashir qau@yahoo.com
Received 8 August 2009; Accepted 14 November 2009
Academic Editor: Nikolai Leonenko
Copyright q 2010 B. Ahmad and J. J. Nieto. This is an open access article distributed under
We study a Dirichlet boundary value problem for Langevin equation involving two fractional
orders. Langevin equation has been widely used to describe the evolution of physical phenomena
in uctuating environments. However, ordinary Langevin equation does not provide the correct
description of the dynamics for systems in complex media. In order to overcome this problem and
describe dynamical processes in a fractal medium, numerous generalizations of Langevin equation
have been proposed. One such generalization replaces the ordinary derivative by a fractional
derivative in the Langevin equation. This gives rise to the fractional Langevin equation with a
single index. Recently, a new type of Langevin equation with two dierent fractional orders has
been introduced which provides a more exible model for fractal processes as compared with the
usual one characterized by a single index. The contraction mapping principle and Krasnoselskiis
xed point theorem are applied to prove the existence of solutions of the problem in a Banach
space.
1. Introduction
Fractional dierential equations have recently gained much importance and attention.
The study of fractional dierential equations ranges from the theoretical aspects of
existence and uniqueness of solutions to the analytic and numerical methods for nding
solutions. Fractional dierential equations appear naturally in a number of elds such
as physics, polymer rheology, regular variation in thermodynamics, biophysics, blood
ow phenomena, aerodynamics, electrodynamics of complex medium, viscoelasticity,
Bodes analysis of feedback ampliers, capacitor theory, electrical circuits, electronanalytical
chemistry, biology, control theory, tting of experimental data, etc. An excellent account
in the study of fractional dierential equations can be found in 13. For more details
and examples, see 413 and the references therein. Some new and recent aspects
on fractional calculus can be seen in 1416. In 15, it was shown that fractional
Nambu systems can be proposed as a generalization of fractional Hamiltonian sys-
tems.
Langevin equation is widely used to describe the evolution of physical phenomena
in uctuating environments 17. However, for the systems in complex media, ordinary
Langevin equation does not provide the correct description of the dynamics. One of the
possible generalizations of Langevin equation is to replace the ordinary derivative by a
fractional derivative in it. This gives rise to fractional Langevin equation, see for instance
18, 19 and the references therein. In 18, the authors studied a new type of Langevin
equation with two dierent fractional orders. The solution to this new version of fractional
Langevin equation gives a fractional Gaussian process parameterized by two indices, which
provides a more exible model for fractal processes as compared with the usual one
characterized by a single index. In 19, the fractional oscillator process with two indices
was discussed.
In this paper, we study a Dirichlet boundary value problemof Langevin equation with
two dierent fractional orders. This work is motivated by recent work of Lim et al. 18, 19.
Precisely, we consider the problem
c
D
c
D
xt ft, xt, 0 < t < 1, 0 < , 1,

x0
1
, x1
2
,
1.1
where
c
D is the Caputo fractional derivative, f : 0, 1 X X, is a real number and
1
,
2
X. Here, X, is a Banach space and C C0, 1, X denotes the Banach space of
all continuous functions from 0, 1 X endowed with a topology of uniform convergence
with norm dened by x sup{|xt|, t 0, 1}.
In Section 1, we prove a new result for linear dierential equations involving
two fractional orders. Section 2 deals with the theory of nonlinear dierential equations
with two fractional orders. We rst use the contraction mapping principle to prove the
existence and uniqueness of the solution of problem 1.1 in a Banach space. We then
employ Krasnoselskiis xed point theorem to establish another new existence result for
problem 1.1. We also give an example for the illustration of the theory established in this
paper.
A function x C with its Caputo derivative of fractional order existing on 0, 1 is a
solution of 1.1 if it satises 1.1.
Relative to 1.1, we now introduce the following linear problem:
c
D
c
D
xt t, 0 < t < 1, 0 < , 1,

x0
1
, x1
2
,
1.2
where C0, 1.
Lemma 1.1. The unique solution of the boundary value problem 1.2 is given by
xt
_
t
0
t u
1
_
_
u
0
u s
1
_ sds xu
_
du
t
_
_
1
0
1 u
1
_
_
u
0
u s
1
_ sds xu
_
du
_
2

1
_
t

1
.
1.3
Proof. As argued in 2, Section 5.4, the general solution of
c
D
c
D
xt t 1.4
can be written as
xt
_
t
0
t u
1
_
_
u
0
u s
1
_ sds xu
_
du
c
0
1
t
c
1
. 1.5
Using the boundary conditions for 1.2, we nd that
c
1

1
,
c
0
1

_
1
0
1 u
1
_
_
u
0
u s
1
_ sds xu
_
du
2

1
.
1.6
Substituting 1.6 in 1.5, we obtain the solution given by 1.3. This completes the proof.
Now, we state a known result due to Krasnoselskii see 20 which is needed to prove
the existence of at least one solution of 1.1.
Theorem 1.2. Let M be a closed convex and nonempty subset of a Banach space X. Let A, B be the
operators such that i Ax By M whenever x, y M; ii A is compact and continuous; iii B
is a contraction mapping. Then there exists z M such that z Az Bz.
2. Existence of Solutions
Theorem 2.1. Let f : 0, 1 X X be a jointly continuous function satisfying the condition
_
_
ft, x f
_
t, y
__
_
L
_
_
x y
_
_
, t 0, 1, x, y X, 2.1
Then the boundary value problem 1.1 has a unique solution provided < 1, where

2L
_
1
_
2||
1
. 2.2
Proof. Dene : C C by
xt
_
t
0
t u
1
_
_
u
0
u s
1
_ fs, xsds xu
_
du
t
_
_
1
0
1 u
1
_
_
u
0
u s
1
_ fs, xsds xu
_
du
_
2

1
_
t

1
, t 0, 1.
2.3
Let us set sup
t0,1
|ft, 0| M and choose
r
1
1
_
2M
_
1
_
__
_
2
_
_
2
_
_
1
_
_
_
_
, 2.4
where is such that < 1. Now we show that B
r
B
r
, where B
r
{x C : x r}.
For x B
r
, we have
xt
sup
t0,1
_
_
_
_
_
_
t
0
t u
1
_
_
u
0
u s
1
_ fs, xsds xu
_
du
t
_
_
1
0
1 u
1
_
_
u
0
u s
1
_ fs, xsds xu
_
du
_
2

1
_
t

1
_
_
_
_
_
sup
t0,1
_
_
t
0
t u
1
_
_
u
0
u s
1
_
__
_
fs, xs fs, 0
_
_
_
_
fs, 0
_
_
_
ds |xu|
_
du
t
_
_
1
0
1 u
1
_
_
u
0
u s
1
_
__
_
fs, xs fs, 0
_
_
_
_
fs, 0
_
_
_
ds
|xu|
_
du
_
__
_
2
_
_
_
_
1
_
_
_
t
_
_
1
_
_
_
sup
t0,1
_
_
t
0
t u
1
_
_
u
0
u s
1
_
_
L|xs|
_
_
fs, 0
_
_
_
ds |xu|
_
du
t
_
_
1
0
1 u
1
_
_
u
0
u s
1
_
_
L|xs|
_
_
fs, 0
_
_
_
ds |xu|
_
du
_
__
_
2
_
_
_
_
1
_
_
_
t
_
_
1
_
_
_
sup
t0,1
_
_
t
0
t u
1
_
_
u
0
u s
1
_ ds
_
L|xu|
_
_
fu, 0
_
_
_
|xu|
_
du
t
_
_
1
0
1 u
1
_
_
u
0
u s
1
_ ds
_
L|xu|
_
_
fu, 0
_
_
_
|xu|
_
du
_
__
_
2
_
_
_
_
1
_
_
_
t
_
_
1
_
_
_
sup
t0,1
_
t
0
t u
1
_
u
0
u s
1
_ dsduLx |M| sup

t0,1
_
t
0
t u
1
du||x
_
1
0
1 u
1
_
u
0
u s
1
_ dsduLx M
_
1
0
1 u
1
du||x
_
_
2
_
_
2
_
_
1
_
_
2Lr M
_
1
0
1 u
1
_
u
0
u s
1
_ dsdu
2||r
_
1
0
1 u
1
du
__
_
2
_
_
2
_
_
1
_
_
_
2Lr M
_
1
_
_
1
0
1 u
1
u
du
2||r
1

__
_
2
_
_
2
_
_
1
_
_
_
.
2.5
Using 2.2, 2.4, and the relation for Beta function B, :
B
_
1,
_

_
1
0
1 u
1
u
du

_
1
_
_
1
_ , 2.6
we nd that
xt 1 r r. 2.7
Now, for x, y C and for each t 0, 1, we obtain
_
_
xt
_
y
_
t
_
_
sup
t0,1
_
_
xt
_
y
_
t
_
_
sup
t0,1
_
_
t
0
t u
1
_
_
u
0
u s
1
_
_
_
fs, xs f
_
s, ys
__
_
ds
_
du
||
_
t
0
t u
1
__
_
xu ys
_
_
_
du
t
_
_
1
0
1 u
1
_
_
u
0
u s
1
_
_
_
fs, xs f
_
s, ys
__
_
ds
_
du
||
_
1
0
1 u
1
_
_
xu yu
_
_
du
__
sup
t0,1
_
L
_
t
0
t u
1
_
u
0
u s
1
_ dsdu
_
_
xt yt
_
_
||
_
t
0
t u
1
du
_
_
xt yt
_
_
_
L
_
1
0
1 u
1
_
u
0
u s
1
_ dsdu
_
_
x y
_
_
||
_
1
0
1 u
1
du
_
_
x y
_
_
_
_
x y
_
_
_
2L
_
1
0
1 u
1
_
u
0
u s
1
_ dsdu 2||
_
1
0
1 u
1
du
_

_
_
x y
_
_
,
2.8
where

2L
_
1
_
2||
1
, 2.9
which depends only on the parameters involved in the problem. As < 1, then is
a contraction. Thus, the conclusion of the theorem follows by the contraction mapping
principle. This completes the proof.
Theorem 2.2. Assume that f : 0, 1 X X is a jointly continuous function and maps bounded
subsets of 0, 1 X into relatively compact subsets of X. Furthermore, assume that
H
1
|ft, x ft, y| L|x y|, for all t 0, 1, x, y X;
H
2
|ft, x| t, for all t, x 0, 1 X, and L
1
0, 1, R
.
If
_
L
_
1
_
||
1
_
< 1, 2.10
then the boundary value problem 1.1 has at least one solution on 0, 1.
Proof. Let us x
r
_
2
_
_
_
_
L
1
/
_
1
_
_
_
2
_
_
2
_
_
1
_
_
1 2||/ 1
_
2.11
and consider B
r
{x C : x r}. We dene the operators and on B
r
as
xt
_
t
0
t u
1
_
_
u
0
u s
1
_ fs, xsds xu
_
du,
xt t
_
_
1
0
1 u
1
_
_
u
0
u s
1
_ fs, xsds xu
_
du
_
2

1
_
t

1
.
2.12
For x, y B
r
, we nd that
_
_
x y
_
_

_
2
_
_
_
_
L
1
_
1
_
2||r
1

_
_
2
_
_
2
_
_
1
_
_
_
r. 2.13
Thus, x y B
r
. From the assumption
_
L
_
1
_
||
1
_
< 1, 2.14
it follows that is a contraction mapping. The continuity of f implies that the operator is
continuous. Also, is uniformly bounded on B
r
as
x
_
_
_
_
L
1
_
1
_
||r
1
. 2.15
Now we prove the compactness of the operator . Setting 0, 1 B
r
, we dene
sup
t,x
|ft, x| f, and consequently we have
xt
1
xt
2

_
_
_
_
_
_
t
1
0
t
1
u
1
_
_
u
0
u s
1
_ fs, xsds xu
_
du
_
t
2
0
t
2
u
1
_
_
u
0
u s
1
_ fs, xsds xu
_
du
_
_
_
_
_
_
1
_
_
_
_t
1
t
2
_
_
_
||r
1
_
_
t
1
t
2
_
_
,
2.16
which is independent of x. Thus, is equicontinuous. Using the fact that f maps bounded
subsets into relatively compact subsets, we have that At is relatively compact in X for
every t, where A is a bounded subset of C. So is relatively compact on B
r
. Hence, by the
Arzela Ascoli theorem, is compact on B
r
. Thus all the assumptions of Theorem 1.2 are
satised and the conclusion of Theorem 1.2 implies that the boundary value problem 1.1
has at least one solution on 0, 1. This completes the proof.
Example 2.3. Consider the boundary value problem
c
D
1/4
_
c
D
1/2
1
4
_
xt
1
t 3
2
|x|
1 |x|
, 0 < t < 1,
x0
1
, x1
2
.
2.17
Here, ft, x 1/t 3
2
|x|/1 |x|, 1/2, 1/4 and 1/4. Clearly |ft, x
ft, y| 1/9|x y| with L 1/9. Further,

8
273/4

1
< 1. 2.18
Thus, by Theorem 2.1, the boundary value problem 2.17 has a unique solution on 0, 1.
3. Conclusions
The existence of solutions for a Dirichlet boundary value problem involving Langevin
equation with two dierent fractional orders has been discussed. We apply the concepts of
fractional calculus together with xed point theorems to establish the existence results. First
of all, we nd the unique solution for a linear Dirichlet boundary value problem involving
Langevin equation with two dierent fractional orders, which in fact provides the platform
to prove the existence of solutions for the associated nonlinear fractional Langevin equation
with two dierent orders. Our approach is simple and is applicable to a variety of real world
problems.
Acknowledgments
The research of J. J. Nieto has been supported by Ministerio de Educacion y Ciencia
and FEDER, project MTM2007-61724, and by Xunta de Galicia and FEDER, project
PGIDIT06PXIB207023PR.
References
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Netherlands, 2006.
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Cambridge Academic, Cambridge, UK, 2009.
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4 B. Ahmad and J. J. Nieto, Existence results for nonlinear boundary value problems of fractional
integrodierential equations with integral boundary conditions, Boundary Value Problems, vol. 2009,
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order nonlinear fractional dierential equations, Abstract and Applied Analysis, vol. 2009, Article ID
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doi:10.1155/2010/846107
Research Article
On the Selection and Meaning of Variable Order
Operators for Dynamic Modeling
Lynnette E. S. Ramirez and Carlos F. M. Coimbra
School of Engineering, University of California, P.O. Box 2039, Merced, CA 95344, USA
Correspondence should be addressed to Carlos F. M. Coimbra, ccoimbra@ucmerced.edu
Received 4 August 2009; Accepted 8 October 2009
Academic Editor: Nikolai Leonenko
Copyright q 2010 L. E. S. Ramirez and C. F. M. Coimbra. This is an open access article distributed
under the Creative Commons Attribution License, which permits unrestricted use, distribution,
and reproduction in any medium, provided the original work is properly cited.
We reviewthe application of dierential operators of noninteger order to the modeling of dynamic
systems. We compare all the denitions of Variable Order VO operators recently proposed in
literature and select the VO operator that has the desirable property of continuous transition
between integer and non-integer order derivatives. We use the selected VOoperator to connect the
meaning of functional order to the dynamic properties of a viscoelastic oscillator. We conclude that
the order of dierentiation of a single VO operator that represents the dynamics of a viscoelastic
oscillator in stationary motion is a normalized phase shift. The normalization constant is found by
taking the dierence between the order of the inertial term 2 and the order of the spring term
0 and dividing this dierence by the angular phase shift between acceleration and position in
radians , so that the normalization constant is simply 2/.
1. Introduction
The integer order dierential operators of classical calculus such as the rst or second order
derivatives are familiar to anyone who has an active interest in understanding dynamic
systems. These dierential operators are used to formulate models that accurately describe
the majority of physical phenomena and are ubiquitous in the mathematical description of
dynamic behavior. However eective these integer order dierential operators are in general,
there are more complex systems that are better characterized by dynamic behavior that lies in
between the normal integer order description. A case in point is the so-called viscoelastic
behavior, which has characteristics of both elastic order zero and viscous order one
elements. It is thus natural to assume that dierential operators of noninteger order, such
as a 0.25, 0.50, or 0.75 would provide a convenient mathematical description to analyze these
intermediate behaviors. The study of these noninteger dierential operators falls under the
general subject of what became known as Fractional Calculus, though the orders studied are
not strictly limited to rational numbers.
A further generalization of the concept of noninteger order derivatives that is
applicable to more complex systems is that of a derivative of varying order. One can nd
systems where the order of dynamics associated with each element is a function of time or
frequency or position or any derivative of the position vector 13. The objective of this work
is to identify the most appropriate denition of a variable-order VO operator for modeling
dynamic systems and to assign to the order of the derivative a physical meaning that will
facilitate the understanding of its use in problems of vibration and control. First, we compare
all VO operator denitions recently proposed in literature in order to select a denition that
is better suited for modeling purposes. We then use the familiar example of viscoelastic
harmonic oscillators to connect the order of the derivative to the dynamic properties of the
oscillators.
Unlike ordinary derivatives, noninteger order derivatives are integrodierential
operators with either a power-law in the case of fractional derivatives or a variable-
exponent for VOderivatives kernel. Thus, noninteger derivatives are nonlocal by denition
and are ideally suited for modeling systems characterized by nonlocal or memory-laden
behavior. Multiple denitions for a fractional derivative have been proposed, and there
is no straightforward geometric or physical interpretation for the meaning of a fractional
derivative, although a few interpretations have been proposed 4. The subject of Fractional
Calculus has developed rapidly, especially since in the last four decades, with quite a few
recent books dedicated exclusively to the subject see, e.g., 48. Some applications that
involve fractional derivatives include particle motion at small but nite Reynolds numbers
912, viscoelastic constitutive equations 1316, transport dynamics with anomalous
diusion 17, and fractional order control systems 4, 18.
The concept of a VO operator is a much more recent development and is less widely-
known. The order of the derivative/integral is allowed to vary over the domain of interest,
thus they are suitable for modeling systems with evolving dynamics. Such systems include
deformation of viscoelastic materials 1922 and the mechanics of variable viscoelastic
oscillators 1, 3. Similar to the state of aairs in Fractional Calculus, multiple denitions
of a VO derivative have been suggested 1, 2, 19, 23, 24, each preferred for dierent reasons.
Since the kernel of the VO operators have a variable-exponent, analytical solutions to VO
dierential equations VODEs are more dicult to obtain, and have not been the focus of
much attention. However, numerical solutions for the VODEs that have been formulated
with the various VO operators have been developed 13. In addition, rather than seeking
a constant or multiple constants for the order of the derivative in the model that would
accurately represent the data, in the VO case a function needs to be determined through
mathematical and/or physical arguments. Previous applications of VO derivatives have
either explicitly chosen the function 13 or found an approximation numerically 19, 20, 22.
This complication can be lessened if the functional form of the order is determined through
physical arguments as in 21, where a model based on statistical mechanics was developed
to describe the compression of a viscoelastic material.
The aim of this work is to compare the Variable Order operator denitions that have
been proposed and to select the operator with the characteristics that are critical for the
success of a dynamic model. We compare the various VO operators based on a very simple
criteria: the VO operator must return the correct fractional derivative that corresponds to
the argument of the functional order. In other words, if the argument qt is equal to,
say, 0, 0.50 or 1, then the function itself zero-order derivative, the half-derivative, or the
rst derivative must be returned as the output of the operator. We will see that only two
denitions previously proposed satisfy this elementary requirement. Of the two operator
denitions that satisfy this property, one is more ecient from the numerical standpoint,
and is therefore adopted in the remainder of this work. The appropriate operator then is used
to study the somewhat familiar problem of a harmonically forced oscillator with viscoelastic
damping. The goal of this second part of this work is to illustrate how a familiar problem in
dynamics can be used to understand the meaning of a VO operator, and to understand how
the dynamics in this familiar problem is aected by the physical parameters of the system
using a VO analysis.
The next section presents an overview of the various VO operator denitions and a
brief comparison of the VO operators applied to a harmonic and other bounded function.
Subsequent to selecting the operator, we propose a VO model for the harmonically forced
oscillator with viscoelastic damping of order p 0 < p < 1 and conduct a stationary analysis
that yields a very concrete meaning to the order of the operator.
2. Variable Order Operators
The VO operator denitions that have been proposed are either direct extensions of
the fractional calculus denitions or generalizations that arise from Laplace or Fourier
transformations. In the direct extension approach, the constant exponent in the fractional
operator is replaced with a function. For example, a VO integral is dened in 23 as
D
qt
c
ft
1
_
qt
_
_
t
c
t
qt1
fd. 2.1
When qt constant, then the th-order fractional integral is recovered. Other
denitions can be formulated by changing the form of the argument of the exponent to be
q q or q qt and considering the Gamma function under the integral sign 24, 25:
1
D
qt
0
ft
_
t
0
t
qt1
_
qt
_ fd, 2.2
2
D
qt
0
ft
_
t
0
t
q1
_
q
_ fd, 2.3
3
D
qt
0
ft
_
t
0
t
qt1
_
qt
_ fd. 2.4
In the cases above, the lower terminal is set equal to 0, and it is assumed that f0 0 for
t < 0. Since 2.3 and 2.4 involve the variable of integration within the exponent, then this
implies memory in the order, with the past states having a stronger eect on the order for
denition 2.4 24. Also, the full convolution form of 2.4 enables use of the convolution
properties to study the operator.
Similarly, a VO derivative denition can be obtained by directly substituting q qt
in the Riemann-Liouville fractional derivative denition 23 valid for 0 < q < 1:
D
qt
c
ft
1
_
1 qt
_
d
dt
_
t
c
f
t
qt
d. 2.5
Further denitions are obtained by taking mrst-order derivatives of the integrals dened in
2.22.4
D
qt
0
ft
d
m
dt
m
_
t
0
t
mqt,1
_
qt,
_ fd, 2.6
where m 1 < qt < m. Caputo-type VO operators are dened by taking the derivative of
the function under the integrals
D
qt
0
ft
_
t
0
t
mqt,1
_
qt,
_ f
m
d, 2.7
where f
m
denotes the mth integer order derivative of ft. VO operators based on
other fractional derivative denition forms have also been proposed. Samko and Ross 23
introduce a VO operator based on the Marchaud fractional derivative:
D
qt
c
ft
ft
_
1 qt
_
t c
qt

qt
_
1 qt
_
_
t
c
ft f
t
1qt
d, 2.8
where 0 < Re qt < 1.
Using a dierent approach, Coimbra 1 begins with the Laplace transform of the
Caputo operator to obtain a VO operator denition. Treating qt as a running parameter
and inverting back into the time domain yields the following denition valid for qt < 1:
D
qt
ft
1
_
1 qt
_
_
t
0
t
qt
f
1
d
_
f0 f0
_
t
qt
_
1 qt
_ . 2.9
Extension of denition 2.9 to values of qt larger than unity is possible as long as the higher-
order derivatives are dened and integrable. Although this denition began with the Laplace
transform of the Caputo operator, it is not strictly a Caputo generalization because of the
addition of the initial condition term. As a result, D
q0
f0
/
0 for any function ft as is the
the case for a Caputo-based operator. Soon et al. 3 show that a properly weighted sum of
fractional order derivatives terms approximates this single term VO operator when a large
number of terms are used, which implies convergence of both the operator and the numerical
method.
Although denitions 2.8 and 2.9 were dened independently through dierent
methods, they are similar. After integrating 2.8 by parts and simplifying, we arrive at
1
_
1 qt
_
_
t
c
f
1
t
qt
d
fc
_
1 qt
_
t c
qt
. 2.10
The dierence between 2.9 and 2.10 lies in the termthat is evaluated at the lower terminal.
For situations in which the system is assumed to be in dynamical equilibrium for t < 0 such
that D
2
ft < 0 0 for any ft, denitions 2.9 and 2.10 return the same result. However,
if f0 is a true constant, such that f0
f0
a, then 2.9 would return 0 for the

derivative, whereas 2.10 will not.
In summary, there are a total of nine VO operator denitions to be compared:
1
D
qt
0
ft
1
_
1 qt
_
d
dt
_
t
0
f
t
qt
d, 2.11
2
D
qt
0
ft
ft
_
1 qt
_
t
qt

qt
_
1 qt
_
_
t
0
ft f
t
1qt
d, 2.12
35
D
qt
0
ft
d
dt
_
_
t
0
t
qt,1
_
qt,
_ fd
_
, 2.13
68
D
qt
0
ft
_
t
0
t
qt,1
_
qt,
_ f
1
d, 2.14
9
D
qt
0
ft
1
_
1 qt
_
_
t
0
t
qt
f
1
d
_
f0 f0
_
t
qt
_
1 qt
_ , 2.15
where qt, in denitions 2.13 and 2.14 signify the three arguments: qt, qt,
qt, q, and qt, qt. Each of the above denitions is dened for real derivative
orders between 0 and 1. The value at all the lower terminals is set to 0, since we are interested
in applying the operators to physical processes not necessarily at steady state we examine
a stationary problem in the next section. As is the case with fractional derivatives, there is
no single VO derivative or integral denition that is widely considered to be the correct
denition. Samko and Ross prefer denition 2.12 because the operator retains the symmetry
on power functions that is found in the case of constant orders, that is:
D
qt
c
t c
_
1 qt
_t c
qt
2.16
for 0 < Re qt < 1 and > 1 6. Lorenzo and Hartley prefer the full convolution VO
integral denition 2.4 because it satises the index rule for certain functions 25 and is
time-invariant 24.
The approach chosen here is to determine which operator when acting upon a
function returns the fractional derivative of the function at the corresponding time. This is
an important characteristic from the aspect of physical modeling because it signies that the
operator yields a continuous transition of all orders of dierentiation between integer orders.
Thus, a smooth transition from zero-order dynamics to rst-order dynamics is possible. For
a qualitative comparison of the the VO operators, we look at the qt t derivative of
two bounded functions: sin2t, and erfct. The qt t derivative of both functions is
computed numerically using a product trapezoidal rule to evaluate the convolution integrals
3, 26. Plots of the t derivative of sin2t and erfct are shown in Figures 1-2. The 0, 0.25,
0.50, 0.75, and 1st-order derivatives of the sinusoidal function are shown for comparison
since both the Riemann-Liouville and Caputo fractional derivatives return the same result.
We show only the 0- and 1st-order derivatives of the erfc function since the dierent
4
2
0
2
4
6
D
t
s
i
n
0 0.2 0.4 0.6 0.8 1

t
a
2
0
2
4
6
D
t
s
i
n
0 0.2 0.4 0.6 0.8 1

t
b
4
2
0
2
4
6
D
t
s
i
n
0 0.2 0.4 0.6 0.8 1

t
c
Figure 1: Plots of the t derivatives of sin2t. The points are the 0, 0.25, 0.50, 0.75, and 1st-order
fractional derivatives at t . a Denition 2.13 with qt, qt thin line, qt, q medium
line, and qt, qt thick line. Note that none of the denitions match the 1st-order derivative at
t 1. b Caputo-type VO operators 2.14 with qt, qt thin line, qt, q medium line, and
qt, qt thick line. Note that the variant of 2.14 with argument t matches the corresponding
fractional derivatives at t . c Denition 2.11 thick line and Coimbras operator 2.15 thin line.
The t-derivative dened by 2.15 is equivalent to the corresponding fractional derivatives at all the points.
fractional derivative denitions yield dierent results. Also, note that Samkos Marchaud-
based denition and Coimbras denition coincide for these conditions, and therefore only
denition 2.15 is plotted.
As expected, the Caputo-based VO operators have values of 0 at t 0, similar to
the fractional derivative case. They do not return the zeroth-order derivative at t 0 for
any functions that deviate from this see Figure 2. Denition 2.14 is equivalent to 2.15
for the sine function, since ft is continuous at t 0 and qt is only a function of t. The
Riemann-Liouville and Caputo type operators with the argument t , also are shown to
1.5
1
0.5
0
0.5
1
1.5
D
t
e
r
f
c
0 0.2 0.4 0.6 0.8 1

t
a
1
0.5
0
0.5
1
D
t
e
r
f
c
0 0.2 0.4 0.6 0.8 1

t
b
0.5
0
0.5
1
1.5
2
D
t
e
r
f
c
0 0.2 0.4 0.6 0.8 1

t
c
Figure 2: Plots of the t derivatives of erfct. The points are the 0- and 1st-order derivatives at t 0 and t 1.
Also shown for comparison is the t derivative from Coimbras operator 2.15 dashed line. a Riemann-
Liouville type operator 2.13 with qt, qt thin line, q medium line, qt thick line. b
Caputo-type denition 2.14 with qt, qt thin line, q medium line, qt thick line. In
this case the operator 2.14 with exponent qt does not match Coimbras operator, but is equivalent to
the rst derivative at t 1. c Denition 2.11 thin line.
be equivalent because f0 0. This is analogous to the similarity of the Riemann-Liouville
and Caputo fractional derivatives of functions when f
0
0 0 for 0 q < 1 4. Denitions
2.12 and 2.15 are the only operators that have the desirable property of returning the
corresponding qth order fractional derivative of xt when qt p for both the sine and erfc
funcitons. However, the convergence of 2.12 to that of 2.15 is slower due to the stronger
singularity that must be evaluated in the convolution integral. Also, in the case of a true
constant function ft where f0
f0
, 2.12 would not return 0 as the derivative, so we

conclude that denition 2.15 is preferable for modeling dynamic systems.
Note that the operator dened in 2.15 is dynamically consistent with the causal
behavior of the initial conditions. In other words, when xt is a true constant from to
the initial time t 0
, the operator in 2.15 returns zero for all values of qt. However,
if ft is not continuous between t 0
and t 0
, the operator returns the appropriate

Heaviside contribution to the integral value of D
qt
ft. In accordance with this causal
denition, we take the value of the physical variable ft to be identically null from
to 0
as a representation of dynamic equilibrium. A nonzero initial condition is treated as a

Heaviside function at t 0, and therefore included in the second term of the denition of the
operator 2.15.
Through the direct comparison of the various proposed VO operator denitions, we
selected the operator that has fundamental characteristics that are desirable for physical
modeling. Denition 2.15 proposed in 1 represents a continuous transition between the
integer order derivatives, and returns a zero value for the derivative of a function that is
constant from < t < ; so we select it as the most appropriate denition. Now with
the chosen operator, we proceed to connect the behavior of a VO operator with a physical
quantity that is characteristic of a selected memory-laden system.
3. Stationary Analysis for Viscoelastic Oscillators
One of the drawbacks of VO modeling is that to date there is no clear physical understanding
of what a VO derivative represents. The objective of this section is to illustrate how a variable
order dierential operator may be used to understand a familiar problem: the stationary
analysis of a constant order viscoelastic oscillator. We will use a single VO operator of order
q to replace multiple terms of constant order dierential operators, including the viscoelastic
term of constant order p. We seek an analytical expression for q to examine the eects of the
parameters of the system on the dynamics of the oscillator. The exact expression for q
is obtained from the stationary analysis of the problem. In order words, we look for two
functions q that would allows us to replace the multiterm dierential equation describing
the steady motion of the oscillator with a single-term variable order equation. Note that
the objective of this section is not to rehash the analysis of the constant order viscoelastic
oscillator, rather we seek to nd meaning for a VO operator by comparing its order with the
physical parameters in a well-known problem. The reader who is interested in the details of
the dynamics of constant order viscoelastic oscillators should consult 4, 27, 28.
The equation of motion for the constant order viscoelastic oscillator is
mD
2
xt cD
p
xt kD
0
xt Ft, 3.1
where Ft F
0
cos t. When p 1, the system is an oscillator with viscous damping, and
for 0 < p < 1, the system is said to be characterized by viscoelastic damping. The equation is
recast in dimensionless form using the following scaled parameters:
x
x
L
c
,

t t
n
,

n
, 3.2
where L
c
is a characteristic length or amplitude of the motion and
n

_
k/m is the
undamped natural frequency of the system. The dimensionless equation of motion is
D
2
x

D
p
x x

F
o
cos
_
t
_
, 3.3
where

F
0
F
0
/m
2
n
L
c
is the dimensionless amplitude of the forcing, and is the damping
ratio and is

ck
p/21
m
p/2
.
3.4
Since we are concerned only with stationary behavior, and q are not functions of
time, so we look for a relationship such as
_
p,
,
_
D
qp,
,
x
_
D
2
D
p
D
0
_
x Re
_
F
0
exp
_
i
t
__
. 3.5
The stationary VO derivative of e
i
t
is
D
qp,
,
Ae
i
_
i

_
qp,
,
Ae
i
t
,
3.6
where denition 2.15 with a lower terminal of is used since we are dealing with a
stationary problem where the initial conditions are irrelevant. Rewriting 3.6 with 3.3 as
the stationary solution expi
t yields
_
i
_
q p,
,
1

_
i
_
p
. 3.7
We now equate the real and imaginary parts of the above equation to arrive at
q
_
p,
,
_
tan
1
p
sin
_
/2p
_
_
1

2
_
p
cos
_
/2p
_
_
p,
,
_
q
_
_
1

2
_
2
_
2
2
_
1

2
_

p
cos/2p.
3.8
The stationary solution for 3.5 can be written as x
t Acos
t where the amplitude

A and phase shift are
A
F
0
_
_
1

2
_
2
_
2
2
_
1

2
_

p
cos/2p
,
tan
1
p
sin
_
/2p
_
_
1

2
_
p
cos
_
/2p
_
.
3.9
The procedure used to obtain the functional form for q and is easily extendable to systems
that consist of multiple viscoelastic terms. For n terms, the expression for q is
q tan
1
n
k1
p
k
sin/2p
k
_
1

2
_
n
k1
p
k
cos/2p
k
. 3.10
Similarly, the expression for is

1
_
1

k1
p
k
cos

2
p
k
_
2
_
n
k1
p
k
sin

2
p
k
_
2
.
3.11
Equations 3.8-3.9 clearly show that q represents a scaled phase shift and is
the scaled ratio of the amplitude of the forcing to the response. Thus, for the stationary
solution of the oscillator the order of the derivative is connected to a physical quantity
that is characteristic of the system. The multiterm equation in frequency that represents the
stationary motion of a viscoelastic operator can be replaced by a single term parametric
operator in frequency, where both the order of the derivative and the scaling function
have physical meaning. A phase shift of /2 implies that the response is proportional to
the velocity and hence to the 1st-order derivative, while a phase shift of implies that it is
proportional to the acceleration or to the 2nd-order derivative. The order of the VO operator
that captures the whole dynamics of the systems is thus naturally connected with the phase
shift between the response and the forcing.
Plots of q and versus

for damping orders of p 0.25, 0.50, 0.75, and 1 and various
values of the damping ratio are shown in Figures 3, 4, 5, and 6. Also shown are the maps of q
and .
The expression for q reveals regions in which the three terms of the original equation of
motion are dominant. For example, regions in which the order of the derivative is near 2 such
as systems with lower damping ratio and higher forcing frequency are primarily dominated
by the inertial term. Lower values of damping ratio and orders of viscoelastic damping reach
the asymptotic value more quickly, suggesting that the change in the dynamics and also
the phase shift is more sensitive to changes in frequency in those cases. The dependence of
0
0.5
1
1.5
2
q
0 1 2 3 4 5
a
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
1.8
0
0.5
1
1.5
2
2.5
3
n
0 0.5 1 1.5 2 2.5 3
b
0
0.5
1
1.5
2
2.5
0 1 2 3 4 5
c
0.5
1
.5
.5
1.5
2
2.5
3 3.5
0
0.5
1
1.5
2
2.5
3
n
0 0.5 1 1.5 2 2.5 3
d
Figure 3: Plots of q and for p 0.25. a q
, versus

for 0.1, 0.5, 1, 1.5, and 2 going from light to
dark. Note that q aysmptotes to 2 as

increases. b Map of q
, where lower values are represented

by darker colors. When

1, q 0.25 for any value of . c
, versus

for 0.1, 0.5, 1, 1.5, and
2 going from light to dark. d Map of
, . The lowest values of occur near

1 and for small
damping ratio.
the order of the derivative on the damping ratio also changes when

1, corresponding
to the case where the driving frequency is the same as the natural frequency of the system.
When

< 1, then the systems with higher damping ratios have a higher value for q. Once
> 1 then the behavior is switched with the systems with higher damping ratio having lower
values for the order. For all cases, when

1, then q p for any damping ratio.
A scaled behavior identical to q is shown in the plots of . The normalized amplitude
ratio reaches an asymptotic value of 1 as

increases. Thus, at higher frequencies the
0
0.5
1
1.5
2
q
0 1 2 3 4 5
a
0.2
0.4
0.8
1
1.2
0.6
1.4
1.6
1.8
0
0.5
1
1.5
2
2.5
3
n
0 0.5 1 1.5 2 2.5 3
b
0
0.5
1
1.5
2
2.5
0 1 2 3 4 5
c
0.5
1
2
2.5
3
3.5
1.5
0
0.5
1
1.5
2
2.5
3
n
0 0.5 1 1.5 2 2.5 3
d
, versus

for 0.1, 0.5, 1, 1.5, and 2 going from light
to dark. The asymptotic behavior is similar to the case when p 0.25. b Map of q
, where lower
values are represented by darker colors. When

, versus

for
0.1, 0.5, 1, 1.5, and 2 going from light to dark. d Map of
, .
amplitude ratio is proportional to

p
, and the order of the damping and the damping ratio
do not have any eect on the amplitude of the stationary motion. Similar to the case for q,
approaches the asymptotic value more quickly for small viscoelastic damping orders p and
lower damping ratios. Also for the cases with damping order p < 1, the peak amplitude
response shifts to higher frequencies for increasing damping ratio. For increasing p and
damping ratio, the peak response begins to atten out. The maps of show that as the order
of the viscoelastic damping increases, the regions where the amplitude of the response is
damped increase.
0
0.5
1
1.5
2
q
0 1 2 3 4 5
a
0.2
0.4
0.6
0.8
1
1.2
1.4
1.6
1.8
0
0.5
1
1.5
2
2.5
3
n
0 0.5 1 1.5 2 2.5 3
b
0
0.5
1
1.5
2
0 1 2 3 4 5
c
0.5
1
1.5 2
2.5
3
0
0.5
1
1.5
2
2.5
3
n
0 0.5 1 1.5 2 2.5 3
d
, versus

for 0.1, 0.5, 1, 1.5, and 2 going from light
to dark. b Map of q
, where lower values are represented by darker colors. When

1, q 0.75
for any value of . c
, versus

for 0.1, 0.5, 1, 1.5, and 2 going from light to dark. d Map of
, .
4. Conclusions
This work advances our understanding of the use of variable order VO dierential
operators in dynamics in two substantial ways. First, we compare several denitions
proposed in literature, and select the most suitable denition based on a few criteria: 1 the
VO operator must be able to return all intermediate values between 0 and 1 that correspond
to the argument of the order of dierentiation, 2 the VO operator must be eectively
evaluated numerically, and 3 all derivatives of a true constant a function that is constant
from to must be zero. The operator dened in 2.15 satises these criteria for
modeling dynamic systems. We then proceed to illustrate the meaning of a variable order
0
0.5
1
1.5
2
q
0 1 2 3 4 5
a
0.2
0.4 1.4
1.6
0.6
0.8
1
1.2
1.8
0
0.5
1
1.5
2
2.5
3
n
0 0.5 1 1.5 2 2.5 3
b
0
0.5
1
1.5
2
0 1 2 3 4 5
c
0.5
1
2
2.5
1.5
0
0.5
1
1.5
2
2.5
3
n
0 0.5 1 1.5 2 2.5 3
d
Figure 6: Plots of q and for p 1, signifying the oscillator with viscous damping. a q
, versus

for
0.1, 0.5, 1, 1.5, and 2 going from light to dark. b Map of q
, where lower values are represented

by darker colors. When

, versus

for 0.1, 0.5, 1, 1.5, and 2
going from light to dark. d Map of
, .
of dierentiation by analyzing a familiar dynamical problem the stationary analysis of a
viscoelastic oscillator. We determine that the order of dierentiation for a single operator
describing all dynamic elements in the stationary equation of motion mass, damping and
spring is equal to the normalized phase shift. The normalization is easily understood as the
quantity that transforms the maximum phase shift between acceleration and position
into the maximum dierence between the order of acceleration 2 and the order of position
0. The normalization constant is thus 2/, and the variable order dierentiation is seen
as being just the normalized phase shift in this problem, which gives us a straightforward
interpretation of the meaning of variable orders of dierentiation in dynamic systems.
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FractionalDifferential Equations

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FractionalDifferential Equations

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Fractional

, 0 < < 2 and the rst-

z, which depend on a single parameter. In Section 4 we consider our auxiliary

or in all of R but extended in

s, the Mellin transform pair reads

is taken after the operation of derivation.

from ft is a sort of regularization of the fractional

is understood to be taken after the operations of fractional

are nite and m 1 <

0 for k 0, 1, m 1, we recover the identity between the

z are particular cases of the Wright

0 1/1 . We note that relation 3.6

z in terms of known functions are expected for some

z, it was also suggested the

function in view of its role in time-fractional diusion processes.

, 0 < < 1, 4.1

r in 53. As a consequence, the nonnegativity of both auxiliary Wright

, either by the complex Bromwich integral formula following 42, or by

function and 3.6, we get

along with the

r tends to the Dirac generalized

-Wright function with 0, 1/8, 1/4, 3/8, 1/2 for5 x 5: a linear

x-Wright functions in5 x 5

function appears bimodal

x at xed for suciently large x, the asymptotic representation

, the plotting remains a very dicult

|x|, t with respect to x R as

where 0 < < 2. We have

is a sort of stretched diusion coecient of dimensions K

. In fact, using the rule

is a sort of fractional diusion coecient of dimensions K

x, t for the equivalent 5.135.15 can be expressed, also in this

is a sort of stretched diusion coecient of dimensions K

if . Integration of 5.19 gives the

, we have that 6.1 provides the Gaussian distribution of the fractional

x, t for the time-fractional diusion equation can be obtained

x, t in the space-time domain we can follow two

x, s and then invert the remaining Laplace

, t and then invert the remaining Fourier

x, t. Following the approach of Appendix A, we show

x, t in the space-time domain we

x, s and then invert the remaining Laplace

, t and then invert the remaining Fourier

. Then, using our

as a Laplace integral, Bulletin of the American Mathematical

, Studia Mathematica, vol. 18, pp.

indicate the relative weight of transition probability; Benson et al. 2, 3 took c

1/2 /2, 1 1, which indicate the relative weight forward versus

1/2 cos/2, 1.2 can be rewritten in

is the symmetric space fractional derivative of order 1 < 2. This is also

is the Caputo time fractional derivative CTFD of order 0 < < 1

denotes the anomalous diusion coecient.

is known as the drift coecient. The nonlinear source or absorbent

/2 cos/2 < 0, and

x < 0 26, 27.

u, x, t su, x, t dp/dxux, t. This way we can weaken

, we obtain the result on the convergence of

25, 1, 0.8, and 1.9. From

1. Figures 57 show the changes

x can be either > 0 or < 0. Numerical experiments have been

. According to the variational iteration

0, and 1 0, which gives

/1 , by the iteration formulation 3.2, we can obtain directly

/1 , by the iteration formulation 3.6, we can obtain directly