0907 2363 PDF
0907 2363 PDF
0907 2363 PDF
Vasily E. Tarasov
Abstract
The theory of derivatives and integrals of non-integer order goes back to Leibniz, Liou-
ville, Grunwald, Letnikov and Riemann. The history of fractional vector calculus (FVC)
has only 10 years. The main approaches to formulate a FVC, which are used in the physics
during the past few years, will be briefly described in this paper. We solve some problems
of consistent formulations of FVC by using a fractional generalization of the Fundamen-
tal Theorem of Calculus. We define the differential and integral vector operations. The
fractional Green’s, Stokes’ and Gauss’s theorems are formulated. The proofs of these the-
orems are realized for simplest regions. A fractional generalization of exterior differential
calculus of differential forms is discussed. Fractional nonlocal Maxwell’s equations and
the corresponding fractional wave equations are considered.
1
1 Introduction
The fractional calculus has a long history from 30 September 1695, when the derivative of
order α = 1/2 has been described by Leibniz [1, 2] (see also [6]). The theory of derivatives and
integrals of non-integer order goes back to Leibniz, Liouville, Grunwald, Letnikov and Riemann.
There are many interesting books about fractional calculus and fractional differential equations
[1, 2, 3, 4, 5] (see also [7, 8]). Derivatives and integrals of fractional order, and fractional
integro-differential equations have found many applications in recent studies in physics (for
example, see books [9, 10, 11, 12], and reviews [13, 14, 15]).
The history of fractional vector calculus (FVC) is not so long. It has only 10 years and
can be reduced to the papers [16]-[27]. The main approaches to formulate a FVC, which are
used in the physics during the past few years, will be briefly described in this paper. There are
some fundamental problems of consistent formulations of FVC that can be solved by using a
fractional generalization of the Fundamental Theorem of Calculus. Fractional vector calculus
is very important to describe processes in fractal media (see for example [10]). A consistent
FVC can be used in fractional electrodynamics [18, 19, 20, 25] and fractional hydrodynamics
[21, 29].
In Section 2, we describe different approaches to formulate FVC, which are used in the
physics during the past 10 years. The problems of consistent formulation of FVC are described
in Section 3. A fractional generalization of the Fundamental Theorem of Calculus is considered
in Section 4. In Section 5, the differential and integral vector operations are defined. In Sections
6-8, the fractional Green’s, Stokes’ and Gauss’s theorems are formulated. The proofs of these
theorems are realized for simplest regions. In Section 9, a fractional generalization of exterior
calculus of differential forms is discussed. In Section 10, fractional nonlocal Maxwell’s equations
and the corresponding fractional wave equations are considered.
2
2 Approaches to fractional vector calculus
For Cartesian coordinates, fractional generalizations of the divergence or gradient operators
can be defined by
gradα f (x) = es Dsα f (x), (1)
where Dsα are fractional (Liouville, Riemann-Liouville, Caputo, etc.) derivatives [1, 2, 3, 4, 5]
of order α with respect to xs , (s = 1, 2, 3). Here es (s = 1, 2, 3) are orthogonal unit vectors,
and Fs (x) are components of the vector field
The main problem of formulation of FVC appears, when we try to generalize the curl
operator and the integral theorems. In Cartesian coordinates, the usual (integer) curl operator
for the vector field (3) is defined by
where Dm = ∂/∂xm , and εlmn is Levi-Civita symbol, which is 1 if (i, j, k) is an even permutation
of (1, 2, 3), (−1) if it is an odd permutation, and 0 if any index is repeated. The Fourier
transform of the curl operator is
where Z +∞
F̃n (k) = F (Fn (x)) = d3 x e−ikx Fn (x). (6)
−∞
3
2.1 Ben Adda’s fractional vector calculus
In the paper [16] (see also [17]), fractional generalizations of gradient, divergence and curl
operator for analytic functions have been suggested in the form
1
gradα f (x) = es Dsα f (x), (7)
Γ(α + 1)
1
div α F(x) = Dsα Fs (x), (8)
Γ(α + 1)
1
curlα F = α
el εlmn Dm Fn (x), (9)
Γ(α + 1)
where Γ(α + 1) is the Gamma function. In these definitions, the Nishimoto fractional derivative
[8] (see also Section 22 of [2]) is used. This derivative is a generalization of the Cauchy’s
differentiation formula.
Fractional generalizations of integral operations (flux and circulation), and generalizations
of Gauss’s, Stokes’, Green’s integral theorems are not considered.
The fractional Liouville derivative (11) can be defined through the Fourier transform by
Z +∞
α −1
α
1
Dm Fn (x) = F (ikm ) F̃n (k) = d3 k eikx (ikm )α F̃n (k), (13)
(2π)3 −∞
4
where F̃n (k) is defined by (6) and iα = exp{iαπ sgn(k)/2}. For this fractional curl operator,
the fractional integral Stokes’ and Green’s theorems are not suggested. The problems of a
generalization of these theorems will be considered in the next section.
In general, the fractional vector calculus must include generalizations of the differential oper-
ations (gradient, divergence, curl), the integral operations (flux, circulation), and the theorems
of Gauss, Stokes and Green.
where In1−α are fractional integrals of order (1 − α) with respect to xn , (n = 1, 2, 3). Note that
the integration In1−α in (14) is considered with the index n as the component Fn . The derivative
Dm = ∂/∂xm in Eq. (14) is considered with respect to xm , where m 6= n. Therefore expression
(14) can be presented as the usual (integer) curl operator
Equation (15) allows us to use the usual (integer) integral Stokes’ and Green’s theorems.
In Eq. (14), the fractional integral Inα and the integer derivative Dm have antisymmetric
indices, and the components of (14) are
5
It is easy to see that operator (14) has no fractional derivatives with respect to xm , (m = 1, 2, 3),
α 1−α
like as Dm = Dm Im or C Dm
α 1−α
= Im Dm .
As a result, we have the usual (integer) vector calculus for new type of fields as in (16). The
suggested approach cannot be considered as a fractional generalization of vector calculus. It is
important to define a curl operator with fractional derivatives in such a form that fractional
generalizations of the integral theorems exist.
gradα f (x) = es C α
0 Dxs f (x), (20)
curlα F = el εlmn C α
0 Dxm Fn , (21)
where C α
0 Dxm is a fractional Caputo derivative with respect to xm :
Z x n ′
C α 1 1 ′ ∂ f (x )
a Dx f (x) = dx , (n − 1 < α < n). (22)
Γ(n − α) a (x − x′ )α−n+1 ∂(x′ )n
The fractional generalizations of integral theorems (Gauss’s, Stokes’, Green’s theorems) are not
considered and the fractional integrals for differential forms are not defined.
6
3 Problems of fractional generalization of Green’s for-
mula
Let us describe a main problem that appears when the curl operator and integral formulas are
generalized on a fractional case. For simplification, we consider a rectangular domain on R2
and integral formulas in Cartesian coordinates.
The Green’s formula in Cartesian coordinates is
Z Z Z
(Fx dx + Fy dy) = dxdy [Dy Fx − Dx Fy ] , (23)
∂W W
where Fx = Fx (x, y) and Fy = Fy (x, y) are functions defined for all (x, y) in the region W .
Let W be the rectangular domain
W := {(x, y) : a ≤ x ≤ b, c ≤ y ≤ d}
with the sides AB, BC, CD, DA, where the points A, B, C, D have coordinates
The function f (x) in (25) is absolutely continuous on [a, b]. As a result, expression (24) can be
presented as
Z b Z d Z d Z b
dx dy Dy Fx (x, y) + dy − dx Dx Fy (x, y) =
a c c a
7
Z b Z d Z Z
= dx dy [Dy Fx (x, y) − Dx Fy (x, y)] = dxdy [Dy Fx − Dx Fy ] .
a c W
α α
a Ib a Dx f (x) = f (b) − f (a), (26)
where some integral and derivative of noninteger order are used. This generalization exists for
specified fractional integrals and derivatives, and does not exist for arbitrary taken type of the
fractional derivatives.
For the left Riemann-Liouville fractional integral and derivative (Lemma 2.5. of [5]), we
have n
α α
X (b − a)α−j
a Ib a Dx f (x) = f (b) − (Dxn−j a Ixn−α f )(a), (27)
j=1
Γ(α − j + 1)
where Dxn−j = dn−j /dxn−j are integer derivatives, and n−1 < α < n. In particular, if 0 < α < 1,
then
α α (b − a)α−1 1−α
a Ib a Dx f (x) = f (b) − a Ib f (x), (28)
Γ(α)
Obviously that Eq. (28) cannot be considered as a realization of (26). The left Riemann-
Liouville fractional integral for x ∈ [a, b] is defined by
Z x
α 1 dx′
I
a x f (x) := (α > 0). (29)
Γ(α) a (x − x′ )1−α
The left Riemann-Liouville fractional derivative for x ∈ [a, b] and n − 1 < α < n is defined by
Z x
α n n−α 1 ∂n f (x′ )dx′
a Dx f (x) := Dx a Ix f (x) = . (30)
Γ(n − α) ∂xn a (x − x′ )α−n+1
Note that Eq. (27) is satisfied if f (x) is Lebesgue measurable functions on [a, b] for which
Z b
f (x) dx < ∞,
a
and a Ibn−α f (x) of the right-hand side of (27) has absolutely continuous derivatives up to order
(n − 1) on [a, b].
8
Properties (27) and (28) are connected with the definition of the Riemann-Liouville frac-
tional derivative, where the integer-order derivative acts on the fractional integral:
α
a Dx = Dxn a Ixn−α , (n − 1 < α < n). (31)
α α α
a I x a Dx = a Ix Dxn a Ixn−α , (32)
where the integer derivative Dxn is located between the fractional integrals. Since the operations
Dxn and α
a Ix are not commutative
n−α n
a Ix Dx − Dxn a Ixn−α 6= 0,
we get the additional terms, which cannot give the right-hand side of (26). This noncommu-
tativity can be presented as a nonequivalence of Riemann-Liouville and Caputo derivatives
[4, 5],
n−1
C α α
X (x − a)j−α
a Dx f (x) = a Dx f (x) − (Dxj f )(a), (n − 1 < α < n). (33)
j=0
Γ(j − α + 1)
The left Caputo fractional derivative is defined by the equation (compare with (31))
C α n−α n
a Dx f (x) := a Ix Dx f (x), (n − 1 < α < n). (34)
The noncommutativity of Dxn and a Ixα in (32) does not allow us to use semi-group property (see
Lemma 2.3 of [5] and Theorem 2.5 of [2]) of fractional integrals
α β α+β
a Ix a Ix = a Ix , (α > 0, β > 0). (35)
Note that equation (35) is satisfied at almost every point x ∈ [a, b] for f (x) ∈ Lp (a, b) and
α, β > 0. We denote by Lp (a, b) (1 < p < ∞) the set of those Lebesgue measurable functions
on [a, b] for which
Z b 1/p
p
dx |f (x)| < ∞.
a
In general, the semi-group property
α β α+β
a Dx a Dx = a Dx , (α > 0, β > 0). (36)
9
is not satisfied for fractional derivatives (see Property 2.4 in [5]). For some special cases, Eq.
(36) can be used (see Theorem 2.5. in [2]). For example, the property (36) is satisfied for the
functions
f (x) ∈ a Ixα+β (L1 (a, b)),
i.e., equation (36) is valid for f (x) if there exists a function g(x) ∈ L1 (a, b) such that
The semi-group property for fractional derivatives is also valid if a = 0, b = ∞ and f (x) is
infinitely differentiable (generalized) function on [0, ∞) (see Sec.1.4.5. of [30] and Sec.8.3. of
[2]).
In order to have a fractional generalization of the Newton-Leibniz formula of the form (26),
we must replace the left Riemann-Liouville derivative a Dbα in Eq. (26), where
α α
a I x a Dx = a Ibα (Dxn a Ixn−α )
C α
by the left Caputo derivative a Dx , such that the left-hand side of (26) is
α C α α n−α n
a I x a Dx = a Ix ( a Ix Dx ).
α C α α n−α n
a Ix a Dx f (x) = a Ix a Ix Dx f (x) = a Ixn Dxn f (x).
As a result, to generalize Gauss’s, Green’s and Stokes’ formulas for fractional case, we can
use the equation with the Riemann-Liouville integral and the Caputo derivative:
α C α
a Ib a Dx f (x) = f (b) − f (a). (38)
10
4 Fractional Generalization of the Fundamental Theo-
rem of Calculus
The fundamental theorem of calculus (FTC) is the statement that the two central operations
of calculus, differentiation and integration, are inverse operations: if a continuous function is
first integrated and then differentiated, the original function is retrieved
An important consequence, sometimes called the second fundamental theorem of calculus, al-
lows one to compute integrals by using an antiderivative of the function to be integrated:
1
a Ib Dx1 f (x) = f (b) − f (a). (40)
If we use the Riemann-Liouville integrals and derivatives [2, 5], we cannot generalize (40) for
fractional case, since
α α
a Ib a Dx f (x) 6= f (b) − f (a), (41)
11
then
C α
a Dx F (x) = f (x) (44)
or, equivalently,
α C α
a Ib a Dx F (x) = F (b) − F (a), (0 < α < 1). (48)
As a result, we have the fractional analogs of equations (39) and (40) in the form
C α α
a Dx a Ix f (x) = f (x), (α > 0), (49)
α C α
a Ix a Dx F (x) = F (x) − F (a), (0 < α < 1), (50)
Proof.
The proof of this theorem can be realized by using the Lemma 2.21 and Lemma 2.22 of [5].
(1) For real values of α > 0, the Caputo fractional derivative provides operation inverse to
the Riemann-Liouville integration from the left (see Lemma 2.21 [5]),
C α α
a Dx a Ix f (x) = f (x), (α > 0) (51)
12
where C n [a, b] is a space of functions, which are n times continuously differentiable on [a, b]. In
particular, if 0 < α ≤ 1 and f (x) ∈ AC[a, b] or f (x) ∈ C[a, b], then
α C α
a Ix a Dx f (x) = f (x) − f (a). (53)
Remark 1. In this theorem (see Eqs. (42-48)), the spaces L1 [a, b] and AC[a, b] are used.
(a) Here AC[a, b] is a space of functions F (x), which are absolutely continuous on [a, b]. It
is known that AC[a, b] coincides with the space of primitives of Lebesgue summable functions
and therefore an absolutely continuous function F (x) has a summable derivative Dx1 (x) almost
everywhere on [a, b]. If F (x) ∈ AC[a, b], then the Caputo derivative (0 < α < 1) exists almost
everywhere on [a, b] (see Theorem 2.1 of [5]).
(b) We denote Lp (a, b) the set of those Lebesgue measurable functions f on [a, b] for which
Z b 1/p
p
kf kp = |f (x)| dx < ∞. (54)
a
If f (x) ∈ Lp (a, b), where p > 1, then the fractional Riemann-Liouville integrations are bounded
in Lp (a, b), and the semi-group property
α β α+β
a Ix a Ix f (x) = a Ix f (x), (α > 0, β > 0) (55)
are satisfied at almost every point x ∈ [a, b]. If α + β > 1, then relations (55) holds at any
point of [a, b] (see Lemma 2.1 and Lemma 2.3 in [5]).
α α
a Dx a Ix f (x) = f (x), (α > 0) (56)
holds almost everywhere on [a, b] for f (x) ∈ Lp (a, b) (see Lemma 2.4 of [5]).
Remark 3. The Fundamental Theorem of Fractional Calculus (FTFC) uses the Riemann-
Liouville integration and the Caputo differentiation. The main property is that the Caputo
13
fractional derivative provides us an operation inverse to the Riemann-Liouville fractional in-
tegration from the left. It should be noted that consistent fractional generalizations of the
FTC, the differential vector operations and the integral theorems for other fractional integro-
differentiation such as Riesz, Grunvald-Letnikov, Weyl, Nishimoto are open problems.
Remark 5. In the FTFC, we use the left fractional integrals and derivatives. The Newton-
Leibniz formulas can be presented for the right fractional Riemann-Liouville integrals and the
right fractional Caputo derivatives in the form
n−1
αC α
X (−1)j f (j) (b)
x Ib x Db f (x) = f (x) − (b − x)j . (59)
j=0
j!
αC α
x Ib x Db f (x) = f (x) − f (b). (60)
C α α
x Db x Ib f (x) = f (x). (61)
14
5 Definition of fractional vector operations
C α ′
a Dx [x ] =a Ixn−α [x′ ]D n [x′ ], (n − 1 < α < n).
Using these notations, formulas (49) and (50) of the FTFC can be presented as
C α ′ α ′′ ′′
a Dx [x ] a Ix′ [x ]f (x ) = f (x), (α > 0), (66)
α C α ′ ′
a Ib [x] a Dx [x ]f (x ) = f (b) − f (a), (0 < α < 1). (67)
This form is more convenient than (49) and (50), since it allows us to take into account the
variables of integration and the domain of the operators.
15
5.2 Definition of fractional differential vector operations
Let us define the fractional differential operators (grad, div, curl) such that fractional gener-
alizations of integral theorems (Green’s, Stokes’, Gauss’) can be realized. We use the Caputo
derivatives to defined these operators and we use the Riemann-Liouville integrals in the gener-
alizations of the integral theorems.
Let W be a domain of R3 . Let f (x) and F(x) be real-valued functions that have continuous
derivatives up to order (n−1) on W , such that the (n−1) derivatives are absolutely continuous,
i.e., f, F ∈ AC n [W ]. We can define a fractional generalization of nabla operator by
∇αW = C
DαW = e1 C DW
α
[x] + e2 C DW
α
[y] + e3 C DW
α
[z], (n − 1 < α < n). (68)
we have
C α C α C α C α C α C α
DW [x] = a Db [x], DW [y] = c Dd [y], DW [z] = g Dh [z]. (69)
The right-hand sides of these equations the Caputo derivatives are used.
(1) If f = f (x, y, z) is (n − 1) times continuously differentiable scalar field such that Dxn−1
l
f
is absolutely continuous, then we define its fractional gradient as the following
GradαW f = C
DαW f = el C DW
α
[xl ]f (x, y, z) =
= e1 C DW
α
[x]f (x, y, z) + e2 C DW
α
[y]f (x, y, z) + e3 C DW
α
[z]f (x, y, z). (70)
(2) If F(x, y, z) is (n − 1) times continuously differentiable vector field such that Dxn−1
l
Fl are
absolutely continuous, then we define its fractional divergence as a value of the expression
α C
DivW F= DαW , F = C α
DW [xl ]Fl (x, y, z) =
C α
= DW [x]Fx (x, y, z) + C DW
α
[y]Fy (x, y, z) + C α
DW [z]Fz (x, y, z). (71)
16
(3) The fractional curl operator is defined by
h i
α C
DαW , F = el εlmk C DW
α C α C α
CurlW F= [xm ]Fk = e1 DW [y]Fz − DW [z]Fy +
C α C α C α C α
+ e2 DW [z]Fx − DW [x]Fz + e3 DW [x]Fy − DW [y]Fx , (72)
α
CurlW GradαW f = el εlmn C DW
α
[xm ] C DW
α
[xn ]f = 0, (73)
where εlmn is Levi-Civita symbol, i.e. it is 1 if (i, j, k) is an even permutation of (1, 2, 3), (−1)
if it is an odd permutation, and 0 if any index is repeated.
(b) The second relation,
3
X
α
DivW GradαW f (x, y, z) = C α
DW [xl ] C DW
α
[xl ]f (x, y, z) = ( C DW
α
[xl ])2 f (x, y, z). (74)
l=1
It is obvious from
(C α 2 n−α n
a Dx ) = a I x Dx a Ixn−α Dxn =
n−α n−α n n
= a Ix a Ix Dx Dx + a Ixn−α [Dxn , a Ixn−α ]Dxn = 2α
a Dx + a Ixn−α [Dxn , a Ixn−α ]Dxn ,
where
[Dxn , a Ixn−α ] := Dxn a Ixn−α − a Ixn−α Dxn = α
a Dx −C α
a Dx 6= 0.
17
(c) It is easy to prove the following relation,
α α C α
DivW CurlW F(x, y, z) = DW [xl ]εlmn C DW
α
[xm ]Fn (x, y, z) =
= εlmn C DW
α
[xl ] C DW
α
[xm ]Fn (x, y, z) = 0, (77)
α α
CurlW CurlW F(x, y, z) = el εlmn C DW
α
[xm ]εnpq C DW
α
[xp ]Fq (x, y, z) =
= el εlmn εnpq C DW
α
[xm ] C DW
α
[xp ]Fq (x, y, z). (78)
Using
εlmn εlpq = δmp δnq − δmq δnp , (79)
we get
α α
CurlW CurlW F(x, y, z) = GradαW DivW
α
F(x, y, z) − ( C DαW )2 F(x, y, z), (80)
if f (x) and g(x) are analytic functions on [a, b]. As a result, we have
GradαW f g 6= GradαW f g + GradαW g f, (83)
α
DivW f F 6= GradαW f, F + f DivW
α
F. (84)
These relations state that we cannot use the Leibniz rule in a fractional generalization of the
vector calculus.
18
5.4 Fractional integral vector operations
In this section, we define fractional generalizations of circulation, flux and volume integral.
Let F = F(x, y, z) be a vector field such that
For α = 1, we get
Z Z
EL1 (F) = I1L , F = dL, F = (Fx dx + Fy dy + Fz dz), (86)
L L
where dL = e1 dx + e2 dy + e3 dz.
(2) A fractional flux of the vector field F across a surface S is a fractional surface integral
of the field, such that
ΦαS (F) = IαS , F = ISα [y, z]Fx + ISα [z, x]Fy + ISα [x, y]Fz . (87)
For α = 1, we get
Z Z Z Z
Φ1S (F) = I1S , F = dS, F = (Fx dydz + Fy dzdx + Fz dxdy), (88)
S S
where dS = e1 dydz + e2 dzdx + e3 dxdy.
VWα (f ) = IW
α α
[x, y, z]f (x, y, z) = IW α
[x]IW α
[y]IW [z]f (x, y, z). (89)
For α = 1, we have
Z Z Z Z Z Z
VW1 (f ) := dV f (x, y, z) = dxdydz f (x, y, z). (90)
W W
This is the usual volume integral for the function f (x, y, z).
19
6 Fractional Green’s formula
Green’s theorem gives the relationship between a line integral around a simple closed curve ∂W
and a double integral over the plane region W bounded by ∂W . The theorem statement is the
following. Let ∂W be a positively oriented, piecewise smooth, simple closed curve in the plane
and let W be a region bounded by ∂W . If Fx and Fy have continuous partial derivatives on an
open region containing W , then
Z Z Z
Fx dx + Fy dy = Dy Fx − Dx Fy dxdy. (91)
∂W W
A fractional generalization of the Green’s formula (91) is presented by the following statement.
α α α C α
[y]Fx (x, y) − C D∂W
α
I∂W [x]Fx (x, y) + I∂W [y]Fy (x, y) = IW [x, y] D∂W [x]Fy (x, y) , (93)
where 0 < α ≤ 1.
Proof
α
To prove equation (93), we change the double fractional integral IW [x, y] to the repeated frac-
α α
tional integrals IW [x] IW [y], and then employ the Fundamental Theorem of Fractional Calculus.
Let W be the rectangular domain (92) with the sides AB, BC, CD, DA, where the points
A, B, C, D have coordinates
20
For the rectangular region W defined by a ≤ x ≤ b, c ≤ y ≤ d, the repeated integral is
α α
IW [x] IW [y] = a Ibα [x] c Idα [y],
α
a Ib [x] (Fx (x, d) − Fx (x, c)) + c Idα [y] (Fy (a, y) − Fy (b, y)) =
α α C α ′ ′ C α ′ ′
= a Ib [x] c Id [y] c Dy [y ]Fx (x, y ) − a Dx [x ]Fy (x , y) . (94)
= a Ibα [x]Fx (x, d) − a Ibα [x]Fx (x, c) + c Idα [y]Fy (a, y)dy − c Idα [y]Fy (b, y) =
= a Ibα [x] [Fx (x, d) − Fx (x, c)] + c Idα [y] [Fy (a, y) − Fy (b, y)]. (95)
The main step of the proof of Green’s formula is to use the fractional Newton-Leibniz formula
This is the left-hand side of Eq. (94). This ends the proof.
Remark 1. In this fractional Green’s theorem, we use the rectangular region W . If the
region can be approximated by a set of rectangles, the fractional Green’s formula can also be
proved. In this case, the boundary ∂W is presented by paths each consisting of horizontal and
21
vertical line segments, lying in W .
Remark 2. To define the double integral and the theorem for nonrectangular regions R, we
can consider the function f(x, y), that is defined in the rectangular region W such that R ⊂ W
and
F(x, y), (x, y) ∈ R;
f(x, y) = (97)
0,
(x, y) ∈ W/R.
As a result, we define a fractional double integral over the nonrectangular region R, through
the fractional double integral over the rectangular region W :
To define double integrals over nonrectangular regions, we can use a fairly general method
to calculate them. For example, we can do this for special regions called elementary regions.
Let R be a set of all points (x, y) such that
a ≤ x ≤ b, ϕ1 (x) ≤ y ≤ ϕ2 (x).
22
Note that the Mittag-Leffler function Eα [(x′ − a)α ] is not changed by the Caputo derivative
C α ′ ′
a Dx [x ] Eα [(x − a)α ] = Eα [(x − a)α ]. (102)
This equation is a fractional analog of the well-known property of exponential function of the
form Dx1 exp(x − a) = exp(x − a). Therefore the Mittag-Leffler function can be considered as
a fractional analog of exponential function.
The right-hand side of this equation is the surface integral of curlF over W , whereas the left-
hand side is the line integral of F over the line ∂W . Thus the Stokes’ theorem is the assertion
that the line integral of a vector field over the boundary of the surface W is the same as the
integral over the surface of the curl of F.
For Cartesian coordinates, Eq. (103) gives
Z
Fx dx + Fy dy + Fz dz =
∂W
Z Z
= dydz [Dy Fz − Dz Fy ] + dzdx [Dz Fx − Dx Fz ] + dxdy [Dx Fy − Dy Fx ] . (104)
W
23
Here we use the notations
such that
α α α α
I∂W , F = I∂W [x]Fx + I∂W [y]Fy + I∂W [z]Fz . (107)
IαS = IαW = e1 IW
α α
[y, z] + e2 IW α
[z, x] + e3 IW [x, y]. (108)
α
F = el εlmn C DW
α C α C α
CurlW [xm ]Fn = e1 DW [y]Fz − DW [z]Fy +
C α C α C α C α
+ e2 DW [z]Fx − DW [x]Fz + e3 DW [x]Fy − DW [y]Fx . (109)
1
CurlW F = curlF = el εlmn Dxm Fn = e1 (Dy Fz − Dz Fy ) +
α C α C α α C α C α
+ IW [z, x] DW [z]Fx − DW [x]Fz + IW [x, y] DW [x]Fy − DW [y]Fx . (111)
24
Theorem (Fractional Gauss’s Theorem for a Parallelepiped)
Let Fx (x, y, z), Fy (x, y), Fz (x, y, z) be continuously differentiable real-valued functions in a do-
main that includes the parallelepiped
Proof.
For Cartesian coordinates, we have the vector field F = Fx e1 + Fy e2 + Fz e3 , and
α α
IW = IW [x, y, z], Iα∂W = e1 I∂W
α α
[y, z] + e2 I∂W α
[x, z] + e3 I∂W [x, y]. (114)
Then
Iα∂W , F = I∂W
α α
[y, z]Fx + I∂W α
[x, z]Fy + I∂W [x, y]Fz , (115)
and
α α α C α C α C α
IW DivW F = IW [x, y, z] D∂W [x]Fx + D∂W [y]Fy + D∂W [z]Fz . (116)
If W is the parallelepiped
W := {a ≤ x ≤ b, c ≤ y ≤ d, g ≤ z ≤ h}, (117)
α
IW [x, y, z] = a Ibα [x] c Idα [y] g Ihα [z], (118)
and
α
I∂W [y, z] = c Idα [y] g Ihα [z], (119)
α
I∂W [x, z] = a Ibα [x] g Ihα [z], (120)
25
α
I∂W [x, y] = a Ibα [x] c Idα [y]. (121)
This ends the proof of the fractional Gauss’s formula for parallelepiped region.
Remark. To define the triple integral and the theorem for non-parallelepiped regions R,
we consider the function f (x, y, z), that is defined in the parallelepiped region W such that
R ⊂ W , such that
F (x, y, z), (x, y, z) ∈ R;
f (x, y, z) = (122)
0,
(x, y, z) ∈ W/R.
Then we have
IαR [x, y, z]F (x, y, z) = IαW [x, y, z]f (x, y, z). (123)
As a result, we define a fractional triple integral over the non-parallelepiped region R, through
the fractional triple integral over the parallelepiped region W .
26
Naber in [22] (see also [23, 24]). The application of fractional differential forms to dynamical
systems are considered in [26, 27]. Fractional integral theorems are not considered.
(1) In the papers [16, 17], the fractional differential for analytic functions is defined by
1
dα f = dxj Nxαj f (x), (124)
Γ(1 + α)
where Nxαj are Nishimoto fractional derivatives [8] (see also Section 22 of [2]), which is a gener-
alization of the Cauchy’s differentiation formula.
(2) In the paper [22] (see also [23, 26, 24]), an exterior fractional differential is defined
through the Riemann-Liouville derivatives by
n
X
α
d = (dxj )α 0 Dxαj . (125)
j=1
In two dimensions n = 2,
dα = (dx)α 0 Dxα + (dy)α 0 Dyα ,
suhc that
x1−α xy −α
dα x = (dx)α + (dy)α , (126)
Γ(2 − α) Γ(1 − α)
yx−α y 1−α
dα y = (dx)α + (dy)α , (127)
Γ(1 − α) Γ(2 − α)
where we use
α
x−α
j
0 Dx j 1 = . (128)
Γ(1 − α)
(3) In the paper [27], an exterior fractional differential is defined through the fractional
Caputo derivatives in the form
n
X
dα = (dxj )α C α
0 Dx j . (129)
j=1
dα = (dx)α C α αC α
0 Dx + (dy) 0 Dy ,
such that
x1−α
dα x = (dx)α , (130)
Γ(2 − α)
27
α y 1−α α
d y = (dy) , (131)
Γ(2 − α)
(compare with (126) and (127)). Equation (129) can be rewritten as
n
X
α
d = Γ(2 − α)xα−1
j dα xj C α
0 Dx j . (132)
j=1
The expression in the big brackets of (134) can be considered as a fractional differential of the
function f (x). As a result, we have
IˆLα [x] a dαx f (x) = f (b) − f (a), (0 < α < 1), (135)
where L = [a, b], and the fractional integration for differential forms is defined by the operator
Z b
ˆα |dx|1−α
IL [x] := 1−α
. (136)
a Γ(α)(b − x)
28
The exact fractional differential 0-form is a fractional differential of the function
α
a dx f (x) := (dx)α C α ′ ′
a Dx [x ]f (x ). (137)
Equation (135) can be considered as a fractional generalization of the integral for differential
1-form.
As a result, the fractional exterior derivative is defined as
α
a dx := [dxm ]α C α ′
a Dxm [xm ]. (138)
where
[dxm ]α = sgn(dxm )|dxm |α
α
a dx ω(α) = [dxm ]α ∧ [dxn ]α aC Dxαn [x′ ]Fm (x′ ). (140)
(−1)k−1 αΓ(k − α)
(αk ) = .
Γ(1 − α)Γ(k + 1)
29
Using the equation (see Property 2.16 in [5])
α ′ ′ Γ(β + 1)
a Dx [x ](x − a)β = (x − a)β−α , (141)
Γ(β + 1 − α)
α ′ ′
a Dx [x ](x − a)k = 0 (k = 0, 1, 2, ..., n − 1), (142)
we obtain
α
a dx (x − a)α = [dx]α C α ′ ′ α
a Dx [x ]x = (dx) Γ(α + 1) (x > a). (143)
Then
1
[dx]α = α α
a d (x − a) , (144)
Γ(α + 1) x
and the fractional exterior derivative (138) is presented as
α 1 α αC α ′
a dx := a d (xm − am ) a Dxm [xm ]. (145)
Γ(α + 1) x
1 α α
ω(α) = a dx (xm − am ) Fm (x). (146)
Γ(α + 1)
Remark. Using the suggested definition of fractional integrals and differential forms, it is
possible to define a fractional integration of n-form over the hypercube [0, 1]n . Unfortunately,
a generalization of this fractional integral, which uses the mapping φ of the region W ⊂ Rn
into [0, 1]n , has a problem. For the integer case, we use the equation
For the fractional case, the chain rule for differentiation (the fractional derivative of composite
functions) is more complicated (see Section 2.7.3. [4]). As a result, a consistent definition of
fractional integration of differential form for arbitrary manifolds is an open question.
30
9.3 Differential vector operations through the differential forms
To define a fractional divergence of the field F, we can consider the 2-form
ω2 = Fz dx ∧ dy + Fy dz ∧ dx + Fx dy ∧ dz. (148)
To define a fractional generalization of the curl operation for F, we can use the 1-form
ω1 = Fx dx + Fy dy + Fz dz. (150)
ω0 = f (x, y, z) (152)
31
curl E(t, r) = −∂t B(t, r), (155)
Here r = (x, y, z) is a point of the domain W . The densities ρ(t, r) and j(t, r) describe an
external sources. We assume that the external sources of electromagnetic field are given.
The relations between electric fields (E, D) for the medium can be realized by
Z +∞
D(t, r) = ε0 ε(r, r ′)E(t, r ′)dr ′ , (158)
−∞
where ε0 is the permittivity of free space. Homogeneity in space gives ε(r, r ′) = ε(r − r ′ ).
Equation (158) means that the displacement D is a convolution of the electric field E at other
space points. A local case corresponds to the Dirac delta-function permittivity ε(r) = εδ(r).
Then Eq. (158) gives D(t, r) = ε0 εE(t, r).
Analogously, we have nonlocal equation for the magnetic fields (B, H).
then
Z +∞ Z +∞
Dx1 D(t, x) = [Dx1 ε(x ′ ′
− x )]E(t, x )dx = − ′
[Dx1′ ε(x − x′ )]E(t, x′ )dx′ . (160)
−∞ −∞
Consider the kernel ε(x − x′ ) of integral (161) in the interval (0, x) such that
e(x − x′ ), 0 < x′ < x;
′
ε(x − x ) = (162)
0, x′ > x, x′ < 0,
32
with the power-like function
1 1
e(x − x′ ) = , (0 < α < 1). (163)
Γ(1 − α) (x − x′ )α
Then Eq. (161) gives the relation
Dx1 D(t, x) = C α
0 Dx E(t, x), (0 < α < 1) (164)
C α
with the Caputo fractional derivatives 0 Dx .
α1
DivW E(t, r) = g1 ρ(t, r), (165)
α2
CurlW E(t, r) = −∂t B(t, r), (166)
α3
DivW B(t, r) = 0, (167)
α4
g2 CurlW B(t, r) = j(t, r) + g3−1∂t E(t, r), (168)
33
Fractional coordinate derivatives are connected with nonlocal properties of the media. For
example, a power-law long-range interaction in the 3-dimensional lattice in the continuous limit
can give a fractional equation [40].
If α1 = α4 , then
α1 α4
DivW CurlW B(t, r) = 0, (175)
This fractional equation is a differential form of charge conservation law for fractional nonlocal
electrodynamics.
If α1 = α4 , we can define the fractional integral characteristics such as
α1
QW (t) = g1 IW [x, y, z]ρ(t, x, y, z), (177)
which can be called the total fractional nonlocal electric charge, and
J∂W (t) = g3 Iα∂W
1 α1
, j = g3 I∂W α1
[y, z]jx + I∂W α1
[z, x]jy + I∂W [x, y]jz (178)
34
10.5 Fractional waves
Let us derive wave equations for electric and magnetic fields in a region W from the fractional
nonlocal Maxwell’s equations with j = 0 and ρ = 0.
The time derivative of Eq. (166) is
α2
∂t2 B = −CurlW ∂t E (180)
α2 α4
∂t2 B = −g2 g3 CurlW CurlW B(t, r). (181)
As a result, we obtain
∂t2 B − v 2 ( C DαW )2 B = 0, (183)
where v 2 = g2 g3 . This is the fractional wave equation for the magnetic field B. Analogously,
Eqs. (166) and (172) give the fractional wave equation for electric field
The solution B(t, r) of equation (183) is a linear combination of the solutions B+ (t, r) and
B− (t, r) of the equations
∂t B+ (t, r) − v C DαW B+ (t, r) = 0, (185)
As a result, we get the fractional extension of D’Alembert expression that is considered in [36].
For the boundary conditions
35
where G̃m (ω) = F [Gm (t)], and Eα,β [z] is the biparametric Mittag-Leffler function [5]. Here
B±m (t, r), and Gm (t) are components of B± (t, r) and G(t).
For one-dimensional case, Bx (x, y, z, t) = u(x, t), By = Bz = 0, and we can consider the
fractional partial differential equation
where k = 0 for 0 < α ≤ 1/2, and k = 1 for 1/2 < α ≤ 1. If 0 < 2α < 2 and v > 0, the system
of equations (189), (190) is solvable (Theorem 6.3. of [5]), and the solution u(x, t) is given by
n−1 Z +∞
X
u(x, t) = G2α
k (y, t)fk (y)dy, (n − 1 < α ≤ n), (191)
k=0 −∞
where
1 k−α
G2α
k (x, t) = vx φ(−α, k + 1 − α, v|t|x−α ). (192)
2
Here φ(−α, k + 1 − α, v|t|x−α) is the Wright function [5].
Note that the solutions of equations as (185) and (186) are based primary on the use
C α
of Laplace transforms for equations with the Caputo 0 Dx derivatives. This leaves certain
C α
problems [5] with the fractional derivatives a Dx for a ∈ R.
11 Conclusion
Let us note some possible extensions of the fractional vector calculus.
(1) It is very important to prove the suggested fractional integral theorems for a general
form of domains and boundaries.
(2) It is interesting to generalize the formulations of fractional integral theorems for α > 1.
(3) A proof of fractional theorems for differential forms can be interesting to formulate a
fractional generalization of differential geometry.
36
In the fundamental theorem of fractional calculus (FTFC) we use the Riemann-Liouville
integration and the Caputo differentiation. The main property is that the Caputo fractional
derivative provides us an operation inverse to the Riemann-Liouville fractional integration from
the left. Note that a fractional generalization of the differential vector operations and the
integral theorems for the fractional integro-differentiation of Riesz, Grunvald-Letnikov, Weyl,
Nishimoto is an open problem.
There are the following possible applications of the fractional variational calculus (FVC).
(a) A fractional nonlocal electrodynamics that is characterized by the power law non-locality
can be formulated by using the FVC.
(b) Nonlocal properties in classical dynamics can be described by the FVC and by possible
fractional generalizations of symplectic geometry and Poisson algebra. In general, fractional
differential forms and fractional integral theorems for these forms can be used to describe
classical dynamics.
(c) A possible dynamics of fractional gradient and Hamiltonian dynamical systems can be
described by the FVC.
(d) The continuum mechanics of fluids and solids with nonlocal properties (with a nonlocal
interaction of medium particles) can be described by the FVC.
The fractional derivatives in equations can be connected with a long-range power-law inter-
action of the systems [37, 38, 40]. The nonlocal properties of electrodynamics can be considered
[39] as a result of dipole-dipole interactions with a fractional power-law screening that is con-
nected with the integro-differentiation of non-integer order. For noninteger derivatives with
respect to coordinates, we have the power-like tails as the important property of the solutions
of the fractional equations.
37
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42