Talk:Fractional calculus: Difference between revisions
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== ambiguous "Fractional derivative of a basic power function" section hiding the most important formula == |
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{{maths rating|class=start|priority=low|field=analysis}} |
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AFAIK (and understand from the text), the last part of this section starting with "For a general function f(x)" is really about any kind of f() and not only for f() being a basic power function, as expected by the section title. |
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Also, this general formula is probably the most important part of this page since it explain how to practically compute it (when you don't want to do it in Fourier or Laplace space ). |
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==Untitled== |
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This is a large and multi-faceted topic. |
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This will be the mother-page for a large section. |
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Here's a rough outline: |
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So I guess it should deserve its own paragraph. <!-- Template:Unsigned --><span class="autosigned" style="font-size:85%;">— Preceding [[Wikipedia:Signatures|unsigned]] comment added by [[User:Fabrice.Neyret|Fabrice.Neyret]] ([[User talk:Fabrice.Neyret#top|talk]] • [[Special:Contributions/Fabrice.Neyret|contribs]]) 17:40, 9 May 2022 (UTC)</span> <!--Autosigned by SineBot--> |
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#Introduction |
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#History |
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#Semiotic base |
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##Differintegrals |
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###Riemann-Liouville |
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###Grunwald-Lietnikov |
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###Weyl |
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###Interpretation |
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##Relation to Standard Transformations |
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###Laplace transform |
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###Fourier transform |
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##Properties and Techniques |
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###General Properties |
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###Differintegration of some special functions |
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#Geometric structure of |
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##Relation to Diffusion |
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###anomalous(non-fickian) diffusion |
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###fractional brownian motion |
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##Relation to Fractals & Chaos Theory |
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#Advanced topics |
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##Multiple-order differintegration |
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###extraordinary differential equations |
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###partial fractional derivatives |
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##Special Forms of Fractional Calculus |
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###Initialized fractional calculus |
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###Local fractional derivative(LFD) |
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##Morphological(Synthesis of Structure and Change) aspects |
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###fractional reaction-diffusion equations |
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###fractional calculus in continuum mechanics |
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###fractal operators |
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#Applications of Fractional Calculus |
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##Mathematics |
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##Physics |
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##Engineering |
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#Contemporary Trends in Fractional Calculus |
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:I take issue with this section, but not for the same reasons you do. This wording implies that this is ''the'' way of computing the fractional derivative of a power function, which it is not. There are many different fractional derivatives as detailed in the later in the page under "Fractional integrals" and "Fractional derivative" and they do not follow this form. As well as saying that was ''the'' general formula for fractional derivatives is also misleading if not false. The formula in this section is pretty much the same as the Riemann-Liouville fractional integral. |
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And, ofcourse, I am open to suggestions. I will, however, be stubborn on there being a 'geometric structure of' section, in whatever form. I hope this helps get this moving. |
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:I do however think that it would make more sense if it were tweaked and moved as a "Special case of basic power functions" section in the [[Riemann%E2%80%93Liouville_integral]] article. |
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:Same with the Laplace transform section. I think it can be moved the Riemann-Liouvile integral article as motivation for it's definition alongside the Cauchy repeated integral rule. [[User:Coffeevector|Coffeevector]] ([[User talk:Coffeevector|talk]]) 06:52, 2 September 2022 (UTC) |
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== Which character does the article use for the index of differentiation? == |
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-[[User:Kevin_baas]] 2003.05.06 |
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The nice illustration with caption "The animation shows the derivative operator oscillating ..." |
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--- |
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appears to use a Greek lowercase alpha for the index, whereas the article appears to use a Roman lowercase A. (Unless my eyes are deceiving me.) |
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It's probably best if they both use the same character, especially because the caption does not define the meaning of that character but assumes it is understood. [[Special:Contributions/2601:200:C000:1A0:9D6A:3426:156B:13FB|2601:200:C000:1A0:9D6A:3426:156B:13FB]] ([[User talk:2601:200:C000:1A0:9D6A:3426:156B:13FB|talk]]) 23:36, 17 June 2022 (UTC) |
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I think some of that may be hard to swallow for an undergraduate math student. (Minor note: fractional calculus deals with complex numbered orders of differintegration as well.) Charles, thank you very much for your contributions to this page! I've been waiting for someone besides me to work in this area. :) [[User:Kevin baas|Kevin Baas]] 19:33, 16 Apr 2004 (UTC) |
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== Two equivalent definitions of Caputo fractional derivative == |
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OK - let me explain that I was working today on the basis of the half-page article in the big Soviet mathematical encyclopedia. So it's not going to look like a tutorial, at this point. |
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There seem to be two equivalent definitions given of the Caputo fractional derivative, one using {{math|α}} and one using {{math|ν}}, which is confusing. One of them should be removed. Since {{math|α}} seems to be used consistently throughout the article, I would suggest removing the definition that uses {{math|ν}}. Some editing of the surrounding text will also be required. [[User:Benjamin Rich|Benjamin Rich]] ([[User talk:Benjamin Rich|talk]]) 15:10, 22 December 2023 (UTC) |
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[[User:Charles Matthews|Charles Matthews]] 19:42, 16 Apr 2004 (UTC) |
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== Proposal for the Addition of Information on Fractional Operators == |
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== Alternative version == |
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This page used to be quite different. The current and the older version both have their advantages. I invite contributors to look at the older version [[/alternative|here]], and combine the best of both worlds, while making the article more in line with the protocols agreed to on the WikiProject Mathematics pages. [[User:Kevin baas|Kevin Baas]] | [[User_talk:Kevin_baas|talk]] 19:56, 2004 Sep 24 (UTC) |
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'''Considering the following references:''' |
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I think it would also be helpful to point out that we now have pages on [[functional calculus]] and [[pseudo-differential operator]], that contribute significantly to the context; and, less obviously, there is material on the [[Sobolev space]] page that also uses fractional differentiation, defined via [[Fourier transform]]. |
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Acceleration of the order of convergence of a family of fractional fixed-point methods and its implementation in the solution of a nonlinear algebraic system related to hybrid solar receivers <ref>{{Cite journal|url=https://doi.org/10.1016/j.amc.2022.127231|title=Acceleration of the order of convergence of a family of fractional fixed-point methods and its implementation in the solution of a nonlinear algebraic system related to hybrid solar receivers|first1=A.|last1=Torres-Hernandez|first2=F.|last2=Brambila-Paz|first3=R.|last3=Montufar-Chaveznava|date=September 29, 2022|journal=Applied Mathematics and Computation|volume=429|pages=127231|doi=10.1016/j.amc.2022.127231|arxiv=2109.03152 }}</ref> |
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[[User:Charles Matthews|Charles Matthews]] 20:56, 24 Sep 2004 (UTC) |
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Sets of Fractional Operators and Numerical Estimation of the Order of Convergence of a Family of Fractional Fixed-Point Methods <ref>{{Cite journal|title=Sets of Fractional Operators and Numerical Estimation of the Order of Convergence of a Family of Fractional Fixed-Point Methods|first1=A.|last1=Torres-Hernandez|first2=F.|last2=Brambila-Paz|date=December 29, 2021|journal=Fractal and Fractional|volume=5|issue=4|pages=240|doi=10.3390/fractalfract5040240|doi-access=free }}</ref> |
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:Kevin, are you done with the page or is this work in progress? [[User:Gadykozma|Gadykozma]] 23:25, 24 Sep 2004 (UTC) |
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'''Would it be possible to add the following information on fractional operators?''' |
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::This page, or the alternative? Every page is a work in progress. The version here is primarily Charles Matthews', the alternative version is primarily mine, before charles radically altered the page. Why do you ask? [[User:Kevin baas|Kevin Baas]] | [[User_talk:Kevin_baas|talk]] 02:19, 2004 Sep 25 (UTC) |
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{{reflist-talk}} |
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:I'm afraid I cannot add much mathematical intuition beyond what I anyway wrote under [[Sobolev space]]. Editorially, I only think that it's better to start with modest goals (i.e. the current article) and expand the article step by step. Here it is also important to keep in sync with [[Differintegral]] so that there won't be any unnecessary duplication of material. [[User:Gadykozma|Gadykozma]] 02:49, 25 Sep 2004 (UTC) |
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== Set <math>O_{x,\alpha}^n(h)</math> of Fractional Operators == |
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== Hmmm… == |
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Fractional calculus, a branch of mathematics dealing with derivatives of non-integer order, emerged nearly simultaneously with traditional calculus. This emergence was partly due to Leibniz's notation for derivatives of integer order: <math>\frac{d^n}{dx^n}</math>. Thanks to this notation, L'Hopital was able to inquire in a letter to Leibniz about the interpretation of taking <math>n = \frac{1}{2}</math> in a derivative. At that moment, Leibniz couldn't provide a physical or geometric interpretation for this question, so he simply replied to L'Hopital in a letter that "... is an apparent paradox from which, one day, useful consequences will be drawn". The name "fractional calculus" originates from a historical question, as this branch of mathematical analysis studies derivatives and integrals of a certain order <math>\alpha \in \mathbb{R}</math>. Currently, fractional calculus lacks a unified definition of what constitutes a fractional derivative. Consequently, when the explicit form of a fractional derivative is unnecessary, it is typically denoted as follows: {{center|1=<math>\frac{d^\alpha}{dx^\alpha}. </math>}} Fractional operators have various representations, but one of their fundamental properties is that they recover the results of traditional calculus as <math>\alpha \to n</math>. Considering a scalar function <math>h: \mathbb{R}^m \to \mathbb{R}</math> and the canonical basis of <math>\mathbb{R}^m</math> denoted by <math>\{\hat{e}_k\}_{k \geq 1}</math>, the following fractional operator of order <math>\alpha</math> is defined using [[Einstein notation]] <ref>[https://www.sciencedirect.com/science/article/pii/S0898122102002109 Einstein summation for multidimensional arrays]</ref>: {{center|1=<math> o_x^\alpha h(x) := \hat{e}_k o_k^\alpha h(x). </math>}} Denoting <math>\partial_k^n</math> as the partial derivative of order <math>n</math> with respect to the <math>k</math>-th component of the vector <math>x</math>, the following set of fractional operators is defined: <div style="text-align: center;"> <math> O_{x,\alpha}^n(h) := \left\{ o_x^\alpha : \exists o_k^\alpha h(x) \text{ and } \lim_{\alpha \to n} o_k^\alpha h(x) = \partial_k^n h(x) \ \forall k \geq 1 \right\}, </math> </div> with its complement: <div style="text-align: center;"> <math> O_{x,\alpha}^{n,c}(h) := \left\{ o_x^\alpha : \exists o_k^\alpha h(x) \ \forall k \geq 1 \text{ and } \lim_{\alpha \to n} o_k^\alpha h(x) \neq \partial_k^n h(x) \text{ for at least one } k \geq 1 \right\}. </math> </div> Consequently, the following set is defined: {{center|1=<math> O_{x,\alpha}^{n,u}(h) := O_{x,\alpha}^{n}(h) \cup O_{x,\alpha}^{n,c}(h). </math>}} |
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Interesting article. I certainly haven't explored the subject in depth—this article is all that I've read on it—, but I'm already beginning to wonder about the uniqueness of <math>D^{p/q}</math> (to deal only with the rational case for now; it would be easy to extend that to real- and complex-valued exponents). For a given function <math>f</math>, might there be two distinct operators <math>D_1</math> and <math>D_2</math> such that <math>\big(D_1^{p/q}\big)^q = f' = \big(D_2^{p/q}\big)^q</math>? |
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=== Extension to Vectorial Functions === |
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Take the polynomial case: |
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:<math>f(x) = \sum_{i=0}^n a_ix^i.</math> |
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If we make the desirable (I suppose) assumptions that <math>D^{p/q}(f+g) = D^{p/q}(f) + D^{p/q}(g)</math> and that <math>D^{p/q}(kf) = kD^{p/q}(f)</math> (for constant <math>k</math>), then one way to define <math>D^{1/q}(f)</math> for a non-zero integer <math>q</math> is |
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:<math>D^{1/q}(f) = \sum_{i=0}^n {\Gamma(i+1)\over \Gamma(i+1-1/q)} a_ix^{i-1/q}.</math> |
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And that implies that |
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:<math>D^{p/q}(f) = \sum_{i=0}^n {\Gamma(i+1)\over \Gamma(i+1-p/q)} a_ix^{i-p/q}</math> |
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for integers <math>p</math> and <math>q</math> (again, <math>q\neq0</math>). But is that definition unique? And is it easy to extend to general functions? How about function composition: do we get <math>D^{p/q}\big(f(g)\big) = D^{p/q}\big(f(g)\big) D^{p/q}(g)</math> for functions <math>f</math> and <math>g</math>? Do we even want to define <math>D^{p/q}</math> that way? |
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For a function <math>h: \Omega \subset \mathbb{R}^m \to \mathbb{R}^m</math>, the set is defined as: {{center|1=<math> {}_mO_{x,\alpha}^{n,u}(h) := \left\{ o_x^\alpha : o_x^\alpha \in O_{x,\alpha}^{n,u}([h]_k) \ \forall k \leq m \right\}, </math>}} where <math>[h]_k: \Omega \subset \mathbb{R}^m \to \mathbb{R}</math> denotes the <math>k</math>-th component of the function <math>h</math>. [[User:Calfracsets|Calfracsets]] ([[User talk:Calfracsets|talk]]) 06:27, 12 August 2024 (UTC) |
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Just some random musings. Forgive me if this is just a lot of ignorant babbling. [[User:Shorne|Shorne]] 05:37, 16 Oct 2004 (UTC) |
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(PS: Why do \bigl and the like not work? [[User:Shorne|Shorne]] 05:37, 16 Oct 2004 (UTC)) |
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:Shorne hi. You forgot one important assumption, and that's translation invariance: you want that <math>(D^{p/q})(f(x+a))=(D^{p/q}f)(x+a)</math>. However, even with this assumption there is more than one solution. The easiest way to see this is in the Fourier domain. There, differentiation is just mutiplication by ''n''. So it's root must be multiplication by <math>\sqrt{n}</math>. However, any choice of signs would also give you a square root. In other words, for any choice of a series <math>\epsilon_n</math> of <math>\pm 1</math>, you can construct a "root of differential" operator by taking Fourier transform, multiplying by <math>\epsilon_n \sqrt{n}</math>, and taking inverse Fourier transform. |
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:As for your PS question, the mechanics are expalined in [[meta:Help:Formula]] so check there. [[User:Gadykozma|Gadykozma]] 14:16, 16 Oct 2004 (UTC) |
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::Gadykozma, that's about what I was thinking: if you had the Fourier series of your function it's easy to do fractional derivatives because it's just of sines and cosines, and if you represent the fourier series as magnitude and phase instead of a sine and a cosine you don't have to worry about the edges lining up on your interval... and there's the overlap with what you just said, when you take the derivative of sine it shifts by (1+2n)pi/2 so for a half derivative do you shift by pi/2 or 3pi/2... --[[User:Sukisuki|Sukisuki]] ([[User talk:Sukisuki|talk]]) 00:37, 28 August 2009 (UTC) |
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==complicated?== |
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"Unfortunately the comparable process for the derivative operator ''D'' is significantly more complex..." really? The one in [http://mathworld.wolfram.com/FractionalDerivative.html Mathworld] isn't especially complicated in concept; integrate up the fraction (integration being so tidy) then differentiate down: |
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:<math>D^\mu=D^mI^{m-\mu}</math> with integer <math>m\ge\mu>0</math> |
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Y'don't even have to use the least ''m''. [[User:Kwantus|Kwantus]] 2005 July 2 01:18 (UTC) |
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With ''m'' restricted to the least value, [http://www.nd.edu/~msen/Teaching/UnderRes/FracCalc.pdf Loverro] p11 calls that the Lefthand form and the reverse <math>D^\mu=I^{m-\mu}D^m</math> the Righthand or Caputo form. The latter is apparently more practical, producing 0 for constant functions and working better in DEs. [[User:Kwantus|Kwantus]] 2005 July 2 18:17 (UTC) |
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==and now for the Amateur Hour (me)== |
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Question: I am a non-mathematician who chanced upon fractional diff/integ quite by accident many years ago, specifically by noting that since fractional diff/integ is trivial for simple sinusoidal plane waves -- a proportional -/+ phase shift does the trick -- then I could define a meaningful continuum for diff/integ just by taking the Fourier transform of a function and shifting its components proportionally. It's rather fun, as you can see the results approximating the regular fencepost values of -2, -1, 0, 1, 2 as they approach those points. Sort of slinky-thinky, yes, but such visualizations might help some readers. Comments, anyone? --[[User:Terry Dactyl|Terry Dactyl]] 04:53, 15 August 2005 (UTC) |
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:Nice and simple intuitive explanation! If diffing of sinus or cosinus, is shifting by -pi/2, then it is clear that half-diffing would be shifting by -pi/4, becuase doing this twice, will lead to original transformation. This quickly and nicely extends to any fractional or real parameter. And finally leads to frequency domain interpretation. --[[Special:Contributions/91.213.255.7|91.213.255.7]] ([[User talk:91.213.255.7|talk]]) 22:38, 9 November 2010 (UTC) |
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::Do we have this? by all means we should. (and as mentioned below something about application and particularly in relation to viscoelasticity.) i chanced upon frac calc myself, as well, in high school, though by way of extending the power law. (i had to find a fractionalization of the factorial function (and hence i learned of the gamma function), so perhaps it was not as elegant, but it worked.) there is a section on "heuristics" there. but that's just from riemann in a letter he wrote a long time ago, and nobody really arrives at it that way and it's not very intuitive. (or mathematical) |
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::So in conclusion i say we should add an explanation of the fourier transform method in the manner just described by Terry. [[User:Kevin_Baas|Kevin Baas]]<sup>[[User_talk:Kevin_Baas|talk]]</sup> 19:30, 10 November 2010 (UTC) |
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----------- |
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And an amateur question. Any practical applications of this, as there are for ordinary caluclus? An example or two, of interest to non-mathematicians, would help this article shine. [[User_talk:Derex|Derex]] 19:15, 7 June 2006 (UTC) |
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---- |
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The fractional calculus does have uses in modeling viscoelastic phenomena. Both magma flows (very low fequency) and [[aeroelasticity|flutter]] (very high frequency) phenomena can be modeled using fractional models. (Also, the [[Bessel function]]s are fractional detivatives of sinusoids.) [[User:ComputerGeezer|ComputerGeezer]] ([[User talk:ComputerGeezer|talk]]) 03:10, 14 February 2008 (UTC) |
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=== Soapbox: Need for a history section // Why not help newbies more? === |
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Some further discussion and questions about this article: |
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# There is a rich history to this topic that goes back to the foundations of calculus with [[Leibniz]] and [[Newton]], as [http://www.tuke.sk/podlubny/fc.html briefly mentioned on this page]. None of that seems to show up in this page. I'd would try to edit the article myself, but frankly, the show of mathematical notational expertise on this page is a bit too intimidating. Still, I find it a bit bizarre that for such a historically rich topic there isn't even a header for the history of this topic. Giving two external references, one in French without any link (!) and one link at the end, just doesn't seem to cut it. |
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# Why oh why do so many pages like this in Wikipedia seem absolutely dedicated to scaring the bejeebers out of anyone other than a pure mathematician who might want to come by and actually learn something they can understand about the topic? This article is so notation-rich and method-rich that the only people who would seem to have much chance of following it are the people who already ''do'' understand it. What is the point of that? I keep thinking that I'm reading a discussion by expert wine connoisseurs of the various delicate parameters that add richness to the topic. That's fine -- important even -- but wouldn't a more complete article help get the general drift over to less sophisticated tasters? Shouldn't the idea be writing articles that try to bring in new folks and get them interested in learning more, so that someday they, too, can become aware of the full depth of it? |
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# I would again in this case point to the example of how fractional calculus could be introduced with minimal notations by going through a discussion of how how sinusoidals behave when differentiated or integrated (they shift left or right by wavelength-proptotional units), and how that can be used in an intuitive fashion to create continuous definitions of differentiation and integration as left and right shifts of wave forms. Does that over simplify things? Great gollumpus gumdrops (please pardon the profanity) yes, of course it does, insanely so! But isn't that the whole point when trying to convey a basic concept over to newbies -- simplifying things to the point where they can have that little click of intuition that tells them "Hey, I think I get the drift of this idea afterall, wow!"? |
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# From sinusoidal-only you can then point out this odd idea that you can try adding just a couple of them with different wavelengths, then pointing out that you still get the right results at the fencepost (integer) differentiations and integrations. You then refer the readers to this wonderful concept of a basis set, and how sinusoidals form such a [[basis set]]. (Side Note: Error on my part! I first typed "base set", thought it look wrong, but for some reason went with it anyway. Spelled correctly, "Basis set" is in fact covered in the article [[Basis (linear_algebra)]]. However, I remain disappointed that even in that case the article starts with the assumption that the reader must understand [[linear algebra]] before being able to grasp the concept of a set of elements from which all points of interest can be constructed or expressed.) From that you introduce [[Fourier transforms]], and point out how extraordinarily useful this little concept is -- and, if you don't mind tossing in a bit of physics, point out that this simple concept underlies the entire mysterious-sounding uncertainty principle of quantum physics. Hey, it's a better intro and a lot more precise intro to such a concept than the wonky philosophy stuff leads the reader ''away'' from precision and mathematical formulation of the concept!) |
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:In other words: Lead 'em in! Bring 'em along! Get their curiousity up! To me a topic like this one -- fractional calculus that is, since I've digressed a bit 8^) -- is a perfect example of the kind of fascinating concept-extension that makes math fun. |
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:Another is the beautiful way that complex numbers almost magically encompass wave-related mathematics. (I am stealing [[Roger Penrose]]'s terminology and perspective there, since I'm currently going through his delightfully exploratory book [[The Road to Reality]]. Penrose's take on the topic really is a lot of fun to read, even if you already know it well and were already impressed by it.) |
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All of the above takes far less writing than it might seem, especially with good use of diagrams and references to other (apparently non-existent in some cases!) Wikipedia articles. But more importantly, it might give a few readers enough interest and self-confidence to actually dig into the real meat of the article that is already here. |
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Enough... as in "wow, I think I just said waaaaaay too much, but what the heck, I believe what I said and don't particularly feel like taking it back... 8^) |
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Cheers, [[User:Terry Bollinger|Terry Bollinger]] 03:23, 19 June 2006 (UTC) |
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== A good introduction to Fractional Calculus: == |
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http://www.xuru.org/fc/toc.asp |
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I didn't see it already in the article, but didn't want to add it if it's already there. |
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[[User:JWhiteheadcc|JWhiteheadcc]] ([[User talk:JWhiteheadcc|talk]]) 15:36, 16 January 2008 (UTC) |
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== Parametric continuity == |
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Considering [[parametric continuity]], what happens when you take, e.g., the 3/2 derivative of a ''C''<sup>1</sup>-continuous function? At what fractional does the fractional derivative does the non-smoothness make the fractional derivative locally undefined? [[User:BenFrantzDale|—Ben FrantzDale]] ([[User talk:BenFrantzDale|talk]]) 17:59, 25 August 2008 (UTC) |
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:[[Multiple integration]] can be seen as measuring the volume of a solid, the area of a surface, the length of a curve, etc. By extension, fractional integration can be seen as measuring the volume/area/length/whatever of a [[fractal]]. |
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:Note, 1st-order integration on a volume will give you a surface of lengths, 2nd-order will give you a curve of areas, and 3rd-order will give you a point of volume. The same holds true for fractional integration. |
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:In a way, integrating over an R-dimensional region is just [[Projection_(mathematics)|projecting]] an N-dimensional function onto an N-R dimensional space. think of shining light through a translucent (3D)object onto a (2D)piece of paper. the darkness at a point on the (2D)surface of the paper is equal to the (1D)thickness("length") of the object at that point. 2D+1D=3D The "region of integration" in this example are the (1D)rays cast through the object. |
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:Thus, for example, if you do a fractional integration on [[coral]], of order equal to the [[fractal dimension]] of the coral, you might get some (0D)growth parameter such as the rate of calcium deposition. |
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:Now if you integrate to a lower order you might get from that a "surface" of growth rates, or something like that (though it might not be a 2-dimensional "surface"). If you look at a point in a region not on the surface of the coral, you might very well get a growth rate that's "locally undefined" - which is all perfectly logical because there's no coral there. |
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:You also might want to consider blowing up a fractal balloon. It's a twist on the oft-cited related rates problem, and the solution is just about as straightforward. The important point is that the intuition is just as applicable, and most of nature's balloons are fractal. |
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:You see, since nature has to follow the laws of mathematics and vice-versa, even very high-level math usually has very simple and intuitive explanations. Which is why visualizing the problems, mathematical operations, etc. can often make math MUCH easier than just using a purely formal/symbolic approach. (And more useful.) Perhaps not too surprisingly, this was [[Benoit Mandlebrot]]'s approach. [[User:Kevin_baas|Kevin Baas]]<sup>[[User_talk:Kevin_baas|talk]]</sup> 17:10, 14 January 2009 (UTC) |
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:If I still haven't answered your question: "At what fractional does the fractional derivative does the non-smoothness make the fractional derivative locally undefined?" - then let me just say that it's the same as non-fractional integration. You're really not doing anything different, spatially speaking. And the formalism only describes what's going on spatially, so if you try to measure the volume of a surface or something like that, you'll have problems. Just so long as you realize what you're actually doing, there should be no surprises. And one more thing: notice that integration has a region of integration, but differentiation doesn't. That's why you have to add that "C"(integration constant) back in when you reverse it (and why the "C"'s on the other side of the equation). Same holds true for fractional integration, only the "C" might be a function of fractional dimension. (In a way, the "C" represents information lost in the projection.) NASA invented an "[http://findarticles.com/p/articles/mi_qa3957/is_/ai_n9130418 initialized fractional calculus]" to deal with this. You might find it interesting. [[User:Kevin_baas|Kevin Baas]]<sup>[[User_talk:Kevin_baas|talk]]</sup> 18:08, 14 January 2009 (UTC) |
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:: Thanks for the reply. That sounds very interesting although I must admit I don't fully understand. Let me rephrase my initial question; see if this is a less nonsensical question: Suppose I have the function |
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::: <math>f(x)=\frac{1}{2}|x|^2</math> |
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:: This function is <math>C^1</math> continuous. Its derivatives are |
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::: <math>\frac{d}{dx}f(x) = |x|</math> |
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:: and |
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::: <math>\frac{d^2}{dx^2} f(x) = \begin{cases} |
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-1 & x < 0 \\ |
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\;\;\,1 & x > 0 \\ |
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\text{undefined}& x=0 |
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\end{cases}</math> |
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:: Looking at the derivative at zero as a function of the order of the derivative, |
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::: <math>g(n):=\left.\frac{d^n}{dx^n} f(x)\right|_{x=0}</math> |
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:: we have |
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::: <math>g(0) = 0</math>, the function value at zero; |
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::: <math>g(1) = 0</math>, the parabola is flat; |
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::: <math>g(2)</math> is undefined. |
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:: It seems like the fractional derivative should let us fill in values for <math>g(n)</math> for <math>n\in[0,2)</math>. |
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:: What would it give us? |
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:: Is there a finite-difference approximation of a fractional derivative? |
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:: I am particularly curious to understand what happens to this fractional derivative as ''n'' goes to two. I feel like I'll learn something by understanding at what order of fractional differentiation <math>f^{(n)}(x)</math> "suddenly" gets a sharp point in it. |
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:: Thanks. [[User:BenFrantzDale|—Ben FrantzDale]] ([[User talk:BenFrantzDale|talk]]) 13:36, 15 January 2009 (UTC) |
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:::Hmm, well absolute value isn't really a "natural" function, so to speak. (As far as I can tell nature rarely, if ever, takes the absolute value of something, and I can't concieve of how it would. (save inventing humans who do so)) And consequently there aren't really any formulas or identities for integrating/differentiating it, like there is for natural log, cosine, etc. Or any formulas / identities at all involving absolute value, for that matter. In this sense, it's poorly defined. |
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:::But in any case, for dx^2, at least, I suppose you could go back to first principles, and take the limit h->0 from the right, versus from the left, giving you a separate "right" and "left" derivative, both of which are defined (g(2) = 0). But really, by just looking at the graph, you can see that the instantaneous acceleration at the origin is infinite -- it goes from -1mph to +1mph in a nanosecond. |
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:::So that doesn't help us. I think the problem here is that absolute value is an even function, whereas x^0 is even, x^1 is odd, and x^2 are even. Every time you integrate/differentiate the odd/evenness of the outer function changes. A fractional differentation/integration would leave you with something like x^1.5th. (Which I guess is somewhere between odd and even.) For absolute value, the even/oddness doesn't change. (which seems to violate what one would expect from differentiation/integration. As far as i'm aware, absolute value is the only function that does this. In fact, I think a single-order differentiation translates to a 90-degree phase shift in all frequencies (and a scaling) when transformed to the fourier domain. (hence d(sin(ax)) = a*cos(ax) and d(x+y)=d(x)+d(y) this should pretty much guarantee alternation between odd and even functions.) In fact, come to think of it, what IS the derivative of absolute value, ''formally'' speaking (i.e. derived by manipulating symbols)? One needs to know it because one needs to apply the chain rule. Then one needs to derive the fractional derivative of the absolute value function. Do that, and you'll have your answer. But I'm not going to be holding my breath. |
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:::Perhaps an example that didn't use the absolute value function might be better? I would generally say just integrate/differentiate it like any other function and you'll get your answers just as you would w/integer-order calculus. You can use the fractionalized formulas listed [[Differintegral|here]], though i notice that the fractional chain rule is missing from there. It exists, you'll just have to do a search for it. |
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:::I would guess that there's no greater significance to when fractional integrations become singular than when non-fractional ones do. It all depends on the function, really. And if you're deal with abstractions like C-1 continuous, you don't have a function so you just say, well it's c-1 so at precisely 1 order of differentation. And if you're working with functions that just aren't defined that well due to their abstract/artifical nature (such as absolute value), then don't expect the results to be well defined. [[User:Kevin_baas|Kevin Baas]]<sup>[[User_talk:Kevin_baas|talk]]</sup> 15:59, 15 January 2009 (UTC) |
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== self-similarity of this article == |
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pardon the pun. absolve the alliterations. I think "heuristics" and "Half derivative of a simple function" cover pretty much the same stuff. But I think half-derivative is written more clearly, and with less narrative ("A fairly natural question to ask...", "It turns out..."). I say heuristics should be merged into half-derivative. [[User:Kevin_baas|Kevin Baas]]<sup>[[User_talk:Kevin_baas|talk]]</sup> 17:19, 14 January 2009 (UTC) |
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== composition / initialization / boundary conditions - explanation. == |
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There are some interesting issues that show up w/fractional calculus concerning boundary conditions, composition, and the like. |
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When you integrate a function like 5x+3, you get 5x^2/2+3x ''+ C''. This is because when you differentiate 5x^2/2+3x + 2 or 5x^2/2+3x - 7 or anything like that you get the same answer: 5x+3 . For composition to hold, integration must be the inverse of differentiation so that many-to-one mapping in differentation (infinity-to-one) must map back from one-to-infinity, and we do this by adding an undefined constant, 'C'. Now when we integrate twice or differentiate twice, this infinity-to-one stuff happens twice, so we get two undefined constants. (This is all assuming an "indefinite" integral right now.) But when we integrate/differentiate one and a half times, do we get one and a half undefined constants? Ofcourse not, so what happens? |
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It is best to visualize it - picture differentiation/integration as an exponentially-shaped funnel - differentiation is pushing into the funnel, such that the result is smaller and that constant is popped out, while integration is pulling out of the funnel - such that we have to pop a constant in. Notice in typical calculus we are only pushing in discrete steps - for this, picture planes - or slices, if you will, cutting through the funnel, infinitely thin spaced one unit apart. when we integrate or differentiate by 1, we push all of these planes up or down by exactly one unit. (thus, in the end, the picture looks the same as before) We see that when we push down, we lose information because a finite becomes an infinitesimal, and when we pull up, we gain a constant because an infinitesimal becomes finite. |
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When we do fractional integration/differentation, we have to picture the whole volume of the funnel filled and the up/down motion being continuous rather than discrete. In our discrete example, each slice represented a polynominal order, the first was a*x^0, the next one higher, b*x^1, etc. In the continuous case, where we fill all the space in between, we have a continuum of polynominals - a(t)*x^t, or a "spectrum", if you will. As we move it up and down we have a continuum of those a(t) constants being pushed out or in. |
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Think of a function, instead of being a short string of symbols generating a curve, as a spectrum, such as: f(x) = a(t)*sin(x*t)+b(t)*cos(x*t) . Integrating or differentiating by a real number, 'q', will shift the entire spectrum - D_x^q ( a(t)*sin(x*t)+b(t)*cos(x*t) ) = a(t)*D_x^q( sin(x*t) ) + b(t)*D_x^q( cos(x*t) ) . Notice that in addition to adding a pi/2 phase shift per degree of integration/differentation, we have to apply a fractionalized version of the chain rule to the cos(x*t) and sin(x*t), bringing 't' out to the front. something like " a(t) * t^q * sin(x*t+q*pi/2) ", i believe. |
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In one differentiation, some of those t's brought out to the front will be zero, hence our loss of information. If we leave them as t's and integrate back, we will get back our original function. But if we evaluate the expression - replacing all t's with their calculated values, the zeros remain and there are no t's to be pushed back, except that instead of multiplying by t when t=0 we might be dividing by t when it equals zero, resulting in an undefined expression. This undefined expression is our "+ C". This dividing by zero or multiplying by zero is the infinitesimal-to-finite or finite-to-infinitesimal conversion; the infinity-to-one. |
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And this is how we lose composition; by not leaving everything as t's. As we pull from the funnel we generate a whole continuum of undefined expressions (+ C)'s, just as when we push through it we continuosly drive parts of the spectrum to zero. |
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[[User:Kevin_Baas|Kevin Baas]]<sup>[[User_talk:Kevin_Baas|talk]]</sup> 16:14, 9 June 2009 (UTC) |
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== Applications == |
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This [http://www.arsmathematica.net/archives/2010/03/12/applications-of-fractional-derivatives/] may be useful at some point for fleshing out the article. It discusses (briefly!) an application of fractional derivatives. |
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[[User:CRGreathouse|CRGreathouse]]<small> ([[User talk:CRGreathouse|t]] | [[Special:Contributions/CRGreathouse|c]])</small> 23:38, 15 March 2010 (UTC) |
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== Example plot used is not color blind friendly == |
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Blue and purple are hard do differentiate for people, like myself, with red-green colorblindness. [[Special:Contributions/24.18.246.152|24.18.246.152]] ([[User talk:24.18.246.152|talk]]) 02:33, 26 August 2010 (UTC) |
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== New plot, animation == |
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Hi, I prepared animation using gnuplot: http://smp.if.uj.edu.pl/~baryluk/fractional_diff/fractional_diff.gif (9MB) |
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It shows derivatives of x^4. I shows D^p x^4, where p varies from across animation from 0 to 5. For negative argument I show real part of complex result. Hopes this will help somehow. In the same directory in files fractional_diff.gp and fractional_diff.gp one will find simple code for this animation (do whatever you want with them). Witold Baryluk --[[Special:Contributions/91.213.255.7|91.213.255.7]] ([[User talk:91.213.255.7|talk]]) 22:02, 9 November 2010 (UTC) |
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:I, for one, uploaded it: [http://en.wikipedia.org/wiki/File:Fractional_diff.gif]. [[User:Kevin_Baas|Kevin Baas]]<sup>[[User_talk:Kevin_Baas|talk]]</sup> 19:44, 10 November 2010 (UTC) |
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== The bit about "the fractional derivative after the integer derivative" == |
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So I reverted an edit by Kevin_Baas, because it is not a standardized convention that 0 is negative (in fact, [[Negative integer#Order-theoretic properties]] claims it is neither positive nor negative) (and I didn't mean to remove the term integer from his edit), but his re-revert made me take another look at the paragraph in question, and I don't think it makes any sense. <math>\Gamma(1-\alpha)</math> only has problems as <math>\alpha\in\{1,2,3,\dots\}</math>, i.e. where we already know what the αth derivative means. Is this paragraph correct? [[User:RobHar|RobHar]] ([[User talk:RobHar|talk]]) 17:50, 18 January 2011 (UTC) |
Latest revision as of 14:20, 23 November 2024
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ambiguous "Fractional derivative of a basic power function" section hiding the most important formula
[edit]AFAIK (and understand from the text), the last part of this section starting with "For a general function f(x)" is really about any kind of f() and not only for f() being a basic power function, as expected by the section title.
Also, this general formula is probably the most important part of this page since it explain how to practically compute it (when you don't want to do it in Fourier or Laplace space ).
So I guess it should deserve its own paragraph. — Preceding unsigned comment added by Fabrice.Neyret (talk • contribs) 17:40, 9 May 2022 (UTC)
- I take issue with this section, but not for the same reasons you do. This wording implies that this is the way of computing the fractional derivative of a power function, which it is not. There are many different fractional derivatives as detailed in the later in the page under "Fractional integrals" and "Fractional derivative" and they do not follow this form. As well as saying that was the general formula for fractional derivatives is also misleading if not false. The formula in this section is pretty much the same as the Riemann-Liouville fractional integral.
- I do however think that it would make more sense if it were tweaked and moved as a "Special case of basic power functions" section in the Riemann–Liouville_integral article.
- Same with the Laplace transform section. I think it can be moved the Riemann-Liouvile integral article as motivation for it's definition alongside the Cauchy repeated integral rule. Coffeevector (talk) 06:52, 2 September 2022 (UTC)
Which character does the article use for the index of differentiation?
[edit]The nice illustration with caption "The animation shows the derivative operator oscillating ..." appears to use a Greek lowercase alpha for the index, whereas the article appears to use a Roman lowercase A. (Unless my eyes are deceiving me.)
It's probably best if they both use the same character, especially because the caption does not define the meaning of that character but assumes it is understood. 2601:200:C000:1A0:9D6A:3426:156B:13FB (talk) 23:36, 17 June 2022 (UTC)
Two equivalent definitions of Caputo fractional derivative
[edit]There seem to be two equivalent definitions given of the Caputo fractional derivative, one using α and one using ν, which is confusing. One of them should be removed. Since α seems to be used consistently throughout the article, I would suggest removing the definition that uses ν. Some editing of the surrounding text will also be required. Benjamin Rich (talk) 15:10, 22 December 2023 (UTC)
Proposal for the Addition of Information on Fractional Operators
[edit]Considering the following references:
Acceleration of the order of convergence of a family of fractional fixed-point methods and its implementation in the solution of a nonlinear algebraic system related to hybrid solar receivers [1]
Sets of Fractional Operators and Numerical Estimation of the Order of Convergence of a Family of Fractional Fixed-Point Methods [2]
Would it be possible to add the following information on fractional operators?
References
- ^ Torres-Hernandez, A.; Brambila-Paz, F.; Montufar-Chaveznava, R. (September 29, 2022). "Acceleration of the order of convergence of a family of fractional fixed-point methods and its implementation in the solution of a nonlinear algebraic system related to hybrid solar receivers". Applied Mathematics and Computation. 429: 127231. arXiv:2109.03152. doi:10.1016/j.amc.2022.127231.
- ^ Torres-Hernandez, A.; Brambila-Paz, F. (December 29, 2021). "Sets of Fractional Operators and Numerical Estimation of the Order of Convergence of a Family of Fractional Fixed-Point Methods". Fractal and Fractional. 5 (4): 240. doi:10.3390/fractalfract5040240.
Set of Fractional Operators
[edit]Fractional calculus, a branch of mathematics dealing with derivatives of non-integer order, emerged nearly simultaneously with traditional calculus. This emergence was partly due to Leibniz's notation for derivatives of integer order: . Thanks to this notation, L'Hopital was able to inquire in a letter to Leibniz about the interpretation of taking in a derivative. At that moment, Leibniz couldn't provide a physical or geometric interpretation for this question, so he simply replied to L'Hopital in a letter that "... is an apparent paradox from which, one day, useful consequences will be drawn". The name "fractional calculus" originates from a historical question, as this branch of mathematical analysis studies derivatives and integrals of a certain order . Currently, fractional calculus lacks a unified definition of what constitutes a fractional derivative. Consequently, when the explicit form of a fractional derivative is unnecessary, it is typically denoted as follows:
Fractional operators have various representations, but one of their fundamental properties is that they recover the results of traditional calculus as . Considering a scalar function and the canonical basis of denoted by , the following fractional operator of order is defined using Einstein notation [1]:
Denoting as the partial derivative of order with respect to the -th component of the vector , the following set of fractional operators is defined:
with its complement:
Consequently, the following set is defined:
Extension to Vectorial Functions
[edit]For a function , the set is defined as:
where denotes the -th component of the function . Calfracsets (talk) 06:27, 12 August 2024 (UTC)