SOFT-JAR-2009

N0005 2009

INTRODUCTION TO FRACTIONAL DIFFERENTIAL

EQUATIONS(NOTES)

AVALOS RODRIGUEZ JESUS
A

Abstract. This notes are about linear fractional differential equations of or-
der (2, q) with constants coefficients, which involve fractional integrals and
fractional derivatives, with some special functions such as Miller-Ross func-
tion, and Gamma function.
Key Words: Fractional Differential Equations, Miller-Ross function, Gamma
function.

1. Introduction.
The problem of finding a solution to ordinary differential equations is in general
not an easy task. For example, even to solve so a simple equation as the second
order linear differential equation
t2 D2 y(t) + tDy(t) + (t2 v 2 )y(t) = 0, t0
this is the Bessels equations, which requires considerable effort. The only class
of equations for which we can find an explicit solution without too much work is
the class of linear differential equations with constants coeficients (or equations
reducible to this form).
For example the following equation
(1.1) D2 y(t) + aDy(t) + by(t) = 0
where a, b are constants. Then the indicial polynomial of equation(1.1) is
P (x) = x2 + ax + b.
If and are distinct zeros of P (x), we know that
et and et
are linearly independent solutions of the equation(1.1).

Date: March 11th, of 2009.

A. E-mail address: jeshua w7@yahoo.es.
Dedicated to Professor Dr. Amado M endez C..
38
 INTRODUCTION TO FRACTIONAL DIFFERENTIAL EQUATIONS(NOTES) 39

Figure 1. Gamma Function.

If 6= , then
et and tet
are solutions.

2. Special Functions.
Definition 1. Gamma Function.
Z
(z) = tz1 et dt
0
where z > 0

Definition 2. Miller-Ross Function.

X (at)k
Et (, a) = t .
( + k + 1)
k=0

2.1. Some basic results. Those important results are worthy in our study (see
[3], [4]).

t
1. Et (, a) = aEt ( + 1, a) + (+1) .
p
2. D
0 t t E (, a) = Et ( p, a).
3. Et (0, a) = eat .
4. E0 (t, a) = 0.
5. Et (1, a) = aEt (0, a).
40
J. AVALOS RODRIGUEZ

3. Fractional Integration and Fractional Derivation.

Now we will define two important tools of Fractional Calculus, which are the
fractional Integral and the fractional derivative (see [1], [2], [3] and [4]).
Definition 3. Let > 0 and if f is a continuous function on I 0 = (0, X] and
integrable on every finite subinterval of I = [0, X], we call
Z x
1
(3.1) D
0 x

f (x) = (x t)1 f (t)dt,
() 0
the fractional integral of f of order > 0.
Definition 4. Let > 0 and n is the smallest integer exceeding and f a contin-
uous function integrable of order ( n), we call
dn
(3.2) 0 Dx f (x) [0 Dx(n) f (x)],
=
dxn
the fractional derivative of f of order > 0.

4. Fractional Differential Equations.

Here we will use the following notation

0 Dt y(t) = D y(t), with > 0.
Let rm , rm1 , ..., r0 be a strictly decreasing sequence of nonnegative numbers. Then
if b1 , b2 , ..., bm are constants; then
(4.1) [Drm + b1 Drm1 + ... + bm Dr0 ]y(t) = 0
is a candidate, but even this equation is too complex. Well impose one additional
requirement that rj be a rational numbers.
Then if q is the least common multiple of the denominator of the nonzero rj ,
we may write it as
(4.2) [Dn + a1 D(n1) + ... + an D0 ]y(t) = 0, t 0,
where
1
=
q
If q = 1, then = 1 and (4.2) is simply an ordinary differential equation.
Definition 5. The order of the fractional differential equation (4.2) is (n, q). And it
is called A fractional linear differential equation with constant coefficients
of order (n, q).
Let
P (x) = xn + a1 xn 1 + ... + an
the indicial polynomial of (4.2). We can write
P (D ) = Dn + a1 D(n1) + ... + an D0
is a fractional operator, and we may write it compactly
P (D )y(t) = 0.
 INTRODUCTION TO FRACTIONAL DIFFERENTIAL EQUATIONS(NOTES) 41

5. Direct Approach.
Although we can solve the general equation, in this elementary treatment we
will focus our attention on equations of order (2, q), that equation has the following
form
(5.1) [D2 + aD + bD0 ]y(t) = 0.
Let us to attempt to use the usual arguments of ordinary differential equations
to attack (5.1). We have seen in section 3, some basic results, in this case the
number (3)
Et (0, c) = ect ,
and using the result (1) we readily compute
D Et (0, c) = Et (, c)
D Et (, c) = Et (2, c)
...
D Et ((q 1), c) = Et (q, c)
But q = 1, and from the result (1), we obtain
t1
Et (1, c) = cEt (0, c) + .
(0)
Since (0) = we see that
Et (1, c) = cEt (0, c).
The importance of this results is that if we apply the operator D to Et (0, c),
Et (, c), ..., Et ((q 1), c), we get a cyclic permutation of the same functions.
That means that our solutions is only expressed with those functions no new func-
tions are introduced.
Therefore we shall choose a linear combination of these functions as a candidate
for a solution of (5.1), we write
(5.2) y(t) = B0 Et (0, c) + B1 Et (, c) + B2 Et (2, c) + ...
+Bq1 Et ((q 1), c)
where B0 , B1 , ..., Bq1 as well as c are arbitrary constants for the moment that we
have to find. From our preceding arguments
(5.3) D y(t) = cBq1 Et (0, c) + B0 Et (, c) + B1 Et (2, c)
+B2 Et (3, c) + ... + Bq2 Et ((q 1), c)
Now if D y(t) has the same cyclic property, we may calculate [D2 + aD +
2

bD0 ]y(t). It will be a linear combination of Et (0, c), Et (, c), ..., Et ((q 1), c)
whose coefficients are functions of B 0 s and c. Then we can choose B0 , B1 , ..., Bq1 , c
such that the coefficients of the Et (k, c) functions vanish. If so, we will have a
solution of (5.1). Let us therefore start by calculating D2 y(t). Again from the
basic result (1)
(5.4) D2 y(t) = B0 Et (2, c) + B1 Et (3, c) + B2 Et (4, c)
+Bq2 Et (q, c) + Bq1 Et ((q + 1), c)
Now, as before, Et (q, c) = Et (1, 0) = cEt (0, c). Also
(5.5) Et ((q + 1), c) = Et (1 , c)
42
J. AVALOS RODRIGUEZ

To simplify this expression we invoke again the basic result(1) with = 1 and
a = c. Then
t1
Et (1 , c) = cEt (, c) + ,
()
and becomes (5.5)
t1
Et ((q + 1), c) = cEt (, c) + .
()
So while we still have our cyclical property, that is, only terms of the form Et (k, c),
k = 0, 1, 2, ..., (q 1), appear, we also have the unwanted term
t1
;
()
well, lets worry about this term later. For the present we may write D2 y(t) as
(5.6) D2 y(t) = cBq2 Et (0, c) + cBq1 Et (, c) + B0 Et (2, c) + ...
t1
+Bq3 Et ((q 1), c) + Bq1
()
Now from (5.2), (5.3), and (5.6) we may compute [D2 + aD + bD0 ]y(t). if we do
so, collecting coefficients of the Et (k, c) terms, we get
(5.7)[D2 + aD + bD0 ]y(t) = [cBq2 + acBq1 + bB0 ]Et (0, c)
+[cBq1 + aB0 + bB1 ]Et (, c)
q3
X
+ [Bk + aBk+1 + bBk+2 ]Et ((k + 2), c)
k=0
t1
+Bq1 .
()
Since the indicial polynomial P () = 2 + a + b = ( )( ) = 0, is one of
its roots,
(5.8) 2 + a + b 0.
Thus if we compare (5.8) with the terms under the summation sign in (5.7), we see
that if the Bk represents decreasing powers of , then all the terms will vanish. Let
us therefore choose Bk as
Bk = Ak
where A is an arbitrary nonzero factor independent of k, of course, we are assuming
that 6= 0. Then from (5.7)
[Bk + aBk+1 + bBk+2 ] = A(k + ak1 + bk2 )
= Ak2 (2 + a + b)
= 0.
We therefore have reduced (5.7) to
[D2 + aD + bD0 ]y(t) = A[cq+2 + acq+1 + b]Et (0, c)
+A[cq+1 + a + b1 ]Et (, c)
t1
+Aq+1 .
()
 INTRODUCTION TO FRACTIONAL DIFFERENTIAL EQUATIONS(NOTES) 43

But the constant c is still at our disposal. If we let c = q , then the above expres-
sions reduces to
t1
(5.9) [D2 + aD + bD0 ]y(t) = Aq+1 .
()
Since A is arbitrary, we shall choose it as q1 so that term on the right-hand side
of (5.9) is independent of .
With these choices of B0 , B1 , ..., Bq1 , c, A we may write y(t) (see (5.2)) as
q1
X
e (t) = qk1 Et (k, q )
k=0

and (5.9) may be written as

t1
(5.10) [D2 + aD + bD0 ]e (t) = ;
()
where is a zero of P (). If = 0 we choose e (t) as
t1+
e (t) = .
()
Of course e (t) is not a solution of (5.1) since we still have the t1 /() term
on the right-hand side of (5.10). But we are getting close. We recall that P has
two zeros. Let = be the other zero. Then similar arguments show that
t1
[D2 + aD + bD0 ]e (t) =
()
where of course
q1
X
e (t) = qk1 Et (k, q ).
k=0
Thus
(5.11) (t) = e (t) e (t)
is the solution of (5.1). If 6= then (5.11) represents a nonidentically zero solution
of (5.11). Of course if = we have the trivial solution (t) 0. However, we
recall the same phenomenon in ordinary differential equation theory. If = , then
tet is a solution of (5.1). Using a similar but more sophisticated argument one
can show that if = , that is if zeros of the indicial polynomial P are equal and
nonzero, then
q1
X
k (q |k|)D1(k+1) (te t )
q
(t) =
k=(q1)
is a nontrivial solution of (5.1). If = 0 = , then (5.1) becomes
D2 y(t) = 0
whose solutions is
t21
y(t) = .
(2)
This last expression could be proved showing that
 21 
2 t
D =0
(2)
44
J. AVALOS RODRIGUEZ

In effect, we have the following result from the fractional calculus (see [3], [4])
( + 1)
D t = t , with > 1
( + 1 )

t21
 
2 1
D = D2 (t21 )
(2) (2)
1 (2 1 + 1)
= t212
(2) (2 1 + 1 2)
1 (2) 1
= t = 0.
(2) (0)
6. Summary.
In conclusion the solution of the fractional differential equation
[D2 + aD + bD0 ]y(t) = 0
is

e (t) e (t),
P for 6= ;
q1 k 1(k+1) q t
y(t) = k=(q1) (q |k|)D (te ), for = 6= 0;
t21 ,

for = = 0.
(2)
Where and are zeros of the indicial polynomial,
1
q=

and
q1
X
e (t) = qk1 Et (k, q )
k=0

References
[1] Anatoli A. Kilbas, Hari M. Srivatasa, Juan J. Trujillo, Theory And Appliactions Of
Fractional Differential Equations. Elsevier 2006.
[2] Miller, Keneth S., Derivatives on Noninteger Order. Mathematics magazine, Vol 68, N. 3
June 1995, pp 183-192.
[3] Miller, K. and Ross, B., An Introduction to The Fractional Calculus and Fractional Difer-
ential Equations, John Wiley & Sons, New York, 1993.
[4] Podlubny, I.,Fractional Differential Equations, Academic Press, San Diego, 1999.