Analytic Solution of Linear Fractional Differential Equation With Jumarie Derivative in Term of Mittag-Lef Er Function
Analytic Solution of Linear Fractional Differential Equation With Jumarie Derivative in Term of Mittag-Lef Er Function
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Received March 05, 2015; Revised April 11, 2015; Accepted April 27, 2015
Abstract There is no unified method to solve the fractional differential equation. The type of derivative here used
in this paper is of Jumarie formulation, for the several differential equations studied. Here we develop an algorithm
to solve the linear fractional differential equation composed via Jumarie fractional derivative in terms of Mittag-
Leffler function; and show its conjugation with ordinary calculus. In these fractional differential equations the one
parameter Mittag-Leffler function plays the role similar as exponential function used in ordinary differential
equations.
Keywords: jumarrie fractional derivative, riemann-liouvelli fractional derivative, mittag-leffler function,
fractional differential equations
Cite This Article: Uttam Ghosh, Srijan Sengupta, Susmita Sarkar, and Shantanu Das, “Analytic Solution of
Linear Fractional Differential Equation with Jumarie Derivative in Term of Mittag-Leffler Function.” American
Journal of Mathematical Analysis, vol. 3, no. 2 (2015): 32-38. doi: 10.12691/ajma-3-2-2.
Let the function f (t ) is one time integrable then the Using this definition we get Dα {K } = 0, 0 ≤ α < 1.
integro-differential expression The above formula in line-1, becomes fractional order
m +1 t integration if we replace α by −α which is
α 1 d m −α
a Dt f (t )
Γ(−α + m + 1) dt ∫ (t − τ ) f (τ )dτ
−α 1
t
(t − τ )α −1 f (τ )dτ
Γ(α ) ∫
a D=
a
t f (t )
is known as the Riemann-Liouville (R-L)definition of a
fractional derivative [6] with m as integer with condition
m ≤ α < m + 1. Using the above formula we get for f (t )= (t − a )γ , the
fractional integral for order α
In Riemann-Liouville definition the function, f (t ) is
integrated (m − α ) fold and then differentiate m + 1 times. −α 1
t
)γ (t − τ )α −1 (τ − a )γ dτ
Γ(α ) ∫
We can re-write the above as follows a Dt (t − a=
The left R-L fractional derivative is defined by a
(t − a )γ +α
Using the left R-L derivative we get the fractional 1
ξ γ (1 − ξ )α −1 d ξ
Γ(α ) ∫
derivative of the function f (t ) = K as non-zero, = as
demonstrated below. 0
γ +α
(t − a )
α 1 d
t
−α = B(α , γ + 1)
Γ(1 − α ) dt ∫
= D
a t f (t ) (t − ξ ) Kd ξ Γ(α )
a Γ(γ + 1)
= (t − a )γ +α , (α < 0, γ > −1)
1−α t Γ γ + + α
K d (t − ξ ) ( 1 )
= −
Γ(1 − α ) dt 1 − α 1
1) ∫ ξ γ (1 − ξ )α −1 d ξ
a
We used Beta-function B(α , γ +=
(t − a )1−α
=K 0
Γ(1 − α ) Γ(α )Γ(γ + 1)
= defined as
Similarly the right R-L derivative of f (t ) = K is Γ(α + γ + 1)
α (b − t )1−α def 1
p −1 Γ ( p )Γ ( q )
t Db f (t ) = K . B( p, q ) = ∫u (1 − u )q −1 du = .
Γ(1 − α ) 0
Γ( p + q )
This shows that the fractional derivative of a constant Applying the above obtained result the fractional
(K) is non-zero but in classical calculus derivative of a integral of order (1 − υ ) , with 0 ≤ υ < 1 is
constant is zero which is contradiction between the
classical derivative and the fractional derivative of a − (1−υ ) Γ(γ + 1)
constant. To overcome this difference Jumarie [2] a Dt = (t − a )γ (t − a )γ +1−υ .
Γ(γ + 2 − υ )
modified the left R-L fractional derivative.
We get the R-L left derivative of a power function as Taking one whole derivative of the above we get
2.2 Jumarie Modified Definition of the D1 a Dt−(1−υ ) (t − a )γ = a Dtυ (t − a )γ
Fractional Derivative Is
d Γ(γ + 1)
= (t − a )γ +1−υ
1 t
−α −1 dt Γ(γ + 2 − υ )
∫ (t − ξ ) f (ξ )dξ , α < 0.
Γ(−α ) 0 Γ(γ + 1)
= (γ + 1 − υ )(t − a )γ −υ
def 1 t
f (ξ )
Γ (γ − υ + 2)
d
Dtα f (t )
= ∫ (t − ξ )−α d ξ , 0 < α < 1. Γ(γ + 1)
Γ(1 − α ) dt 0 − f (0) = (γ + 1 − υ )(t − a )γ −υ
(α − n) ( n) (γ − υ + 1) Γ (γ + 1 − υ )
[ f (t )] , n ≤ α < n + 1, n ≥ 1. Γ(γ + 1)
= (t − a )γ −υ
Γ (γ + 1 − υ )
American Journal of Mathematical Analysis 34
υ 1
0 Dt [1] = t −υ 3. Mittag-Leffler Function
Γ(1 − υ )
In 1903 Mittag-Leffler [17,18,19,20] was introduce a
Let us now see what Jumarrie derivative is from above ∞
zk
R-L derivative obtained for f (t ) = t . The composition of γ function defined by Eα ( z ) = ∑ ,
k =0 Γ(1 + α k )
the Jumarie derivative, with start point of integration as
( z ∈ , Re(α ) > 0) is named as the one parameter Mittag-
t = a and f (a ) = aγ is
Leffler function. For α = 1and 2 we get
t
f (α ) [t γ=
1 d
(t − ξ )−α ξ γ − aγ d ξ
Γ(1 − α ) dt ∫
]ta def z z2 z3
E1 ( z ) = 1+ + + + .................∞
a Γ(1 + 1) Γ(1 + 2) Γ(1 + 3)
D 1
D −(1−α ) t γ − a Dt−(1−α ) aγ z z 2 z3
a t = 1+ + + + .................∞ = e z
α γ
t − a Dtα aγ .
1! 2! 3!
= a Dt
def z z2 z3
The above expression show that this Jumarrie E2 ( z ) = 1+ + + + .................∞
Γ(1 + 2) Γ(1 + 4) Γ(1 + 6)
derivative is composed of two RL derivatives those are
α γ
t minus RL derivative of a constant a Dtα aγ . Going z z 2 z3
a Dt =1 + + + + .................∞
2! 4! 6!
by similar steps as done for 0 Dtα t γ , we get first the
= Cosh( z )
fractional integral in terms of incomplete Gamma function as
(t − a )/ t The integral representation of the Mittag-Leffler
t γ +1−α
= − (1−α ) γ
a Dt t ∫ z −α γ
(1 − z ) dz 1 tα −1et
Γ(1 − α )
0
function is =
Eα ( z )
2π ∫ tα − z dt , ( z ∈ , Re(α ) > 0).
C
t γ +1−α t−a Here the path of the integral C is a loop which starts and
= Bη (1 − α , γ =
+ 1) η .
Γ(1 − α ) t ends at −∞ and encloses the circles of
disk | t |≤| z |1/α in positive sense :| arg(t ) |≤ π on C .
The fractional derivative of t γ is by taking one whole
The two parameter Mittag-Leffler function [21] was
derivative of above expression we get the following defined by
α γ d t γ +1−α t −a ∞
=
a Dt t Bη (1 − α
= , γ + 1) η . zk
dt Γ(1 − α ) t =
Eα , β ( z ) ∑ Γ(β + α k ) , ( z, β ∈ , Re(α ) > 0).
k =0
The fractional derivative of aγ is Here, Eα ,1 ( z ) = e z ( z ∈ , Re(α ) > 0)
Eα ( z ) =
α γ aγ ez −1
=
a Dt a (t − a )−α . =
E1,2 ( z ) = , E 2,2 ( z )
Sinh( z )
.
Γ(1 − α ) z z
Therefore and the corresponding integral representation of the two
t parameter Mittag-Leffler function is
f (α ) [t γ=
1 d
(t − ξ )−α ξ γ − aγ d ξ t α − β et
Γ(1 − α ) dt ∫
]ta 1
a
Eα , β ( z ) =
2π ∫ tα − z
dt , ( z ∈ , Re(α ) > 0). where the
C
D1 a Dt−(1−α ) t γ − a Dt−(1−α ) aγ =
= Dα t γ − a Dtα aγ contour C is already defined.
a t
35 American Journal of Mathematical Analysis
atα a 2t 2α Eα (atα ) Eα (=
btα ) Eα ((a + b)tα )
1 + +
α Γ(1 + α ) Γ(1 + 2α )
=D Proof: Let y = Eα (atα ) Eα (btα ) then
3 3α
+ a t +
Γ(1 + 3α ) ................. y = Eα (atα ) Eα (btα )
Γ(1 + α )a Γ(1 + 2α )a 2tα =Dα y Eα (btα ) Dα (atα ) + Eα (atα ) Dα (btα )
=
0+ +
Γ(1)Γ(1 + α ) Γ(1 + 2α )Γ(1 + α ) =Dα y aEα (atα ) Eα (btα ) + bEα (atα ) Eα (btα ) (3)
Γ(1 + 3α )a3t 2α = (a + b) Eα (atα ) Eα (btα )
+ + ..........
Γ(1 + 3α )Γ(1 + 2α )
Dα =
y ( a + b) y
atα a 2t 2α
1 + + Using the solution of the equation (2) we get the
Γ(1 + α ) Γ(1 + 2α ) solution of the equation (3) in the following form
= a
3 3α
+ a t
Γ(1 + 3α ) + ..............
=y AEα [a + b]tα .( )
= aEα (atα ) From the definition of y we get y (0) = 1 . Therefore we
Thus =
have y Eα ((a + b)tα ) .
Thus we get
Dα ( Eα (atα )) = aEα (atα ) (1)
Eα ((a + b)tα ) =
Eα (atα ) Eα (btα ) (4)
α
This shows that AEα (at ) is a solution is a solution of
We get useful property of one parameter Mittag-Leffler
the fractional differential equation function.
Dα y = ay (2) Using the above property of Mittag-Leffler function we
get
Where A is arbitrary constant.
1
Therefore Eα (atα ) Eα (−at=
α α
) 1 or Eα (−at= ) . (5)
Eα (atα )
Dα y = ay
Eα (atα ) Eα (atα ) = Eα (2atα ) (6)
with y (0) = 1 has solution
y = Eα (atα ).
4. Complex Mittag-Leffler Function and
Using this property of the Mittag-Leffler one can easily Its Properties
prove the following theorem.
Again integrating the Mittag-Leffler function in the Jumarie [22] defined the complex Mittag-Leffler in the
interval [0, x] we get following form
American Journal of Mathematical Analysis 36
def
Eα (itα ) cosα (tα ) + i sinα (tα )
= D 2α y − (a + b) Dα y + aby =
0
α Eα (itα ) + Eα (−itα ) ∞
t 2kα has solution in the form
cosα (t= )
2
= ∑ (−1)k (2kα )! =y AEα (atα ) + BEα (btα ).
k =1
α Eα (itα ) − Eα (−itα ) ∞
t (2k +1)α
∑ (−1)k (2kα + α )!
On the other hand consider the differential equation
sinα (t= ) =
2 k =1 D 2α y − (a + b) Dα y + aby =
0
On the other hand Jumarie [22] defined period ( M α ) of
it can be express in the following form
the function Eα (itα ) in the following form, taking
( Dα − a)( Dα − b) y (t ) =
0. (7)
α
Eα (i ( M α ) ) = 1 and therefore
Let, ( Dα − b) y (t ) =
x(t ) then equation (7) reduce to the
α α α α
cosα (t +=
Mα ) cosα (t ),sinα (t +=
Mα ) sinα (t ) form
cosα ((−t )α ) =
cosα (tα ),sinα ((−t )α ) =
(−1)α sinα (tα ). α
( D= − a) x(t ) 0 Dα x(t ) ax(t )
or =
The series presentation of cosα (tα ) is Solution of the above equation is same as the solution
of the equation (2) which is
t 2α t 4α t 6α
cosα (tα ) =
1− + − + ..... x(t ) = A1Eα (atα )
Γ(1 + 2α ) Γ(1 + 4α ) Γ(1 + 6α )
( Dα − b) y (t ) =
A1Eα (atα )
Taking term by term Jumarie derivative we get
Dα y − by =
A1Eα (atα )
Dα [cosα (tα )]
Eα (−btα )( D=
α
y − by ) A1Eα (atα ) Eα (−btα )
Γ(1 + 2α )t 2α −α Γ(1 + 4α )t 4α −α
=
0− + α A1 α
Γ(1 + 2α )Γ(1 + α ) Γ(1 + 4α )Γ(1 + 3α ) D= ( yEα (−btα )) D ( Eα (atα ) Eα (−btα ))
a −b
Γ(1 + 6α )t 6α −α
− + ..... On integrating both side we get that is applying D −α
Γ(1 + 6α )Γ(1 + 5α )
on both sides of above, we get
tα t 3α
=
− − + ....... A1
Γ(1 + α ) Γ(1 + 3α ) yEα (−btα )
= ( Eα (atα ) Eα (−btα )) + B
a −b
= − sinα (tα ) A1
AEα (atα ) + BEα (btα )
y= where A= .
a −b
D 2α y − 2aDα y + a 2 y =
0 = Eα (atα )[ A cosα (btα ) + iB sinα (btα )]
is Where A =
A1 + B1 and B =
A1 − B1.
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