b b

International Journal of Mathematics and M

Computer Science, 16(2021), no. 2, 767–774 CS

Grünwald-Leitnikov fractional derivative for a

product of two functions

Rami AlAhmad

Department of Mathematics
Faculty of Science
Yarmouk University
Irbid, Jordan

email: rami [email protected]

(Received November 3, 2020, Accepted December 15, 2020)

Abstract
In this paper, we introduce a procedure to approximate the Grünwald-
Leitnikov fractional derivative of order α ∈ (0, 1) for a product of two
functions. This procedure uses the Laplace transform for a product of
functions.

1 Introduction
In fractional calculus, one can take the derivative a non-integer number of
times. An introduction for fractional derivatives was given in [4]. Histori-
cally, the concept of the fractional calculus is more than 300 years old. Oliver
Heaviside introduced the practical use of fractional differential operators in
electrical transmission back in 1890. Recently, scientists and engineers have
come to realize the potential fractional calculus presents in applied science.
Research has been done successfully on applications using models and tools
from fractional calculus , see [7], [8], [9], and [10]. The Grünwald-Letnikov
derivative was introduced by Anton Karl Grünwald in 1867 and by Alek-
sey Vasilievich Letnikov in 1868. The Grünwald-Letnikov derivative [10] is
defined as:
Key words and phrases: Fractional derivatives, Grünwald-Leitnikov
fractional derivatives , Laplace transform.
AMS (MOS) Subject Classifications: 44A10, 26A33.
ISSN 1814-0432, 2021, http://ijmcs.future-in-tech.net
768 R. AlAhmad

Definition 1.1. For f : R → R, the Grünwald-Letnikov fractional deriva-

tive of order α of the function f is given by the equation:
∞
1 X (−α)j
(D α f )(t) = lim f (t − jh).
h→0 hα j!
j=0

The above derivative is also called Forward Grünwald-Letnikov fractional

derivative. More details were given by Ortigeira et al. in [11]. The Grünwald-
Letnikov derivative was one of the proposed derivatives to answer Leibniz’s
question related to the definition of the fractional derivative; many investi-
gations were done related to the effective use of this derivative.
Suppose that f is a real-valued function and s is a complex variable. The
Laplace transform of f (t) is defined as
Z ∞
Ls (f (t)) = (Lf )(s) = F (s) = e−st f (t)dt. (1.1)
0

We note that the Laplace transform of the product of two functions is not
the product of their Laplace transforms. However, the Laplace transform of a
convolution of two functions equals the product of their Laplace transforms.

1.1 The Mittag-Leffler functions

Another important tool to deal with fractional calculus is the Mittag-Leffler
function Ea,b (t) and it is defined as
∞
X tn
Ea,b (t) = . (1.2)
n=0
Γ(an + b)

Proposition 1.2. We have

1
1. E0,1 (t) = 1−t
, |t| < 1,
2. E1,1 (t) = et ,
3. E2,1 (−t2 ) = cos(t) and E2,1 (t2 ) = cosh(t),
sin(t) sinh(t)
4. E2,2 (−t2 ) = t
and E2,2 (t2 ) = t
.
Definition 1.3. Define ψa,b (t) to be the antiderivative of Ea,b (t). In this
case,
∞ ∞
X tn+1 X tn
ψa,b (t) = = .
n=0
(n + 1)Γ(an + b) n=1
nΓ(an + b − a)
Grünwald-Leitnikov fractional derivative for a product of two functions 769

For example,

∞ ∞
X tn X tn
ψ1,1 (t) = =
n=1
nΓ(n) n=1 Γ(n + 1)
∞ n
X t
= = et − 1,
n=1
n!

which is an antiderivative for E1,1 (t).

For further discussion on the Mittag-Leffler function properties, see [9].

2 Preliminaries
In this section, we will give the fractional derivative of order α for products
of two functions. Also, using these results, Lemma 2.1,Theorem 2.2 and
differential transform allows us to solve fractional differential equations.

Lemma 2.1. [10] For α ∈ (0, 1), the Laplace transform of Grünwald-Letnikov
derivative of (D α f )(t) is sα F (s).

In [3], an explicit formula for the Laplace transform of a product of two

functions is given as follows:

Theorem 2.2. Assume that L(f (t)) = F (s) and L(g(t)) = G(s).
R ∞ R ∞ −(s+ξ)t
If 0 0 e g(ξ)f (t)dtdξ converges absolutely for s > b, then Ls (f (t)G(t))
is given as
    Z ∞ Z ∞
Ls f (t)G(t) = Ls f (t)L (g(t)) = g(ξ)F (ξ+s)dξ = g(ξ−s)F (ξ)dξ for s > b.
0 s
(2.3)
R∞R∞
This theorem can be stated as: if 0 0
e−(s+ξ)t (L−1 h)(ξ)f (t)dtdξ con-
verges absolutely for s > b, then
  Z ∞ Z ∞
−1
Ls f (t)h(t) = (L h)(ξ)(Lf )(ξ+s)dξ = (L−1 h)(ξ−s)(Lf )(ξ)dξ for s > b.
0 s
(2.4)
770 R. AlAhmad

s
Example 2.3. Using the fact that L (cos(at)) = s2 +a2 , we get

 
tf (t)
Ls 2 = L (f (t)L(cos(at)))
t + a2
Z ∞
= cos(ξ − s)F (ξ)dξ
s
Z ∞ Z ∞
= cos(s) cos(ξ)F (ξ)dξ − sin(s) sin(ξ)F (ξ)dξ.
s s

3 Main result
Using Theorem 2.2 and Lemma 2.1, we have the following result:
Theorem 3.1. The Grünwald-Letnikov derivative of order α ∈ (0, 1) of f g
is given by:
Z ∞ Z ∞
α −1 α −1 −1 α
(D f g)(t) = L {s (L g)(ξ)(Lf )(ξ+s)dξ} = L {s (L−1 g)(ξ−s)(Lf )(ξ)dξ}.
0 s
 
Proof. According to Lemma 2.1, the Laplace transform of (D α f g)(t) is sα L f (t)g(t) .
Therefore, 
(D α f g)(t) = L−1 {sα L f (t)g(t))}. (3.5)
Now, using Theorem 2.2, we get:
  Z ∞ Z ∞
−1
Ls f (t)g(t) = (L g)(ξ)(Lf )(ξ + s)dξ = (L−1 g)(ξ − s)(Lf )(ξ)dξ.
0 s
(3.6)
Combining (3.5) and (3.6), the result follows.
As applications we have the following examples:
Example 3.2. For α ∈ (0, 1), we prove that
   
D α te−t = t1−α E1,1−α (t) + αE1,2−α (t) .

Now,
   Z ∞ 
α −t −1 α −2
D te =L s u δ(u − s − 1)du
s
 
−1 α −2
=L s (1 + s) .
Grünwald-Leitnikov fractional derivative for a product of two functions 771

Now, for |s| > 1,

1 1 1 
=
s+1 s 1s + 1
X∞
= (−1)n s−n−1 .
n=0

Differentiating both sides gives:

1 1 1 
=
(s + 1)2 s 1s + 1
X∞
= (−1)n (n + 1)s−n−2 .
n=0

Therefore,
∞
sα X n+1
2
= (−1)n n+2−α
(s + 1) n=0
s
∞
X (n + 1)Γ(n + 2 − α)
= (−1)n .
n=0
Γ(n + 2 − α)sn+2−α
Hence,
 sα  X ∞ n+1−α
−1 n (n + 1)t
L = (−1)
(s + 1)2 n=0
Γ(n + 2 − α)
∞
X (n + 1)tn+1−α
= (−1)n
n=0
(n + 1 − α)Γ(n + 1 − α)
∞
X (n + 1 − α + α)tn+1−α
= (−1)n
n=0
(n + 1 − α)Γ(n + 1 − α)
∞ ∞
X tn+1−α X tn+1−α
= (−1)n +α (−1)n
n=0
Γ(n + 1 − α) n=0
(n + 1 − α)Γ(n + 1 − α)
∞ ∞
1−α
X (−t)n 1−α
X (−t)n
=t + αt
Γ(n + 1 − α) Γ(n + 2 − α)
n=0  n=0
= t1−α E1,1−α (t) + αE1,2−α (t) .
   
α 1−α
Therefore, D te −t
=t E1,1−α (t) + αE1,2−α (t) .
   
Interestingly, limα−→1 D α te−t = −te−t + e−t = D te−t .
772 R. AlAhmad

Example 3.3. For α ∈ (0, 1), we prove that

 e−t + t − 1   t 
α −α−2
D =t ψ1,−α (−t) + − t−α−1 ψ1,1−α (−t).
t2 Γ(−α)
Now,
 e−t + t − 1  ∞
1 1 1
 Z 
α −1 α
D =L s (u − s)(− + 2 + )du
t2 s u u 1+u
  1 
= L−1 sα (s + 1) ln(1 + ) − 1 .
s
Since ∞
X (−1)k xk
ln(1 + x) = − for |x| < 1,
k=1
k
we have
∞
1 X (−1)k
(s + 1) ln(1 + ) − 1 = −(s + 1) k
−1
s k=1
ks
∞ ∞
X (−1)k X (−1)k
=− − .
k=2
ksk−1 k=1
ksk

Hence,
∞ ∞
 1  X (−1)k X (−1)k
sα (s + 1) ln(1 + ) − 1 = − k−1−α
− k−α
.
s k=2
ks k=1
ks

∞ ∞
α
 e−t + t − 1 
−1
 X (−1)k X (−1)k 
D =L − −
t2 k=2
ksk−1−α k=1 ksk−α
∞ ∞
X (−1)k tk−α−2 X (−1)k tk−α−1
= −
k=2
kΓ(k − 1 − α) k=1 kΓ(k − α)
∞ ∞
X (−t)k X (−t)k
= t−α−2 − t−α−1 .
k=2
kΓ(k − 1 − α) k=1
kΓ(k − α)

Using Definition 1.3, we get

 e−t + t − 1   t 
Dα = t−α−2 ψ1,−α (−t) + − t−α−1 ψ1,1−α (−t).
t2 Γ(−α)
Grünwald-Leitnikov fractional derivative for a product of two functions 773

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