Discrete Fractional Calculus With The Nabla Operator
Discrete Fractional Calculus With The Nabla Operator
Discrete Fractional Calculus With The Nabla Operator
eCommons
Mathematics Faculty Publications Department of Mathematics
2009
Paul W. Eloe
University of Dayton, [email protected]
eCommons Citation
Atici, Ferhan M. and Eloe, Paul W., "Discrete fractional calculus with the nabla operator" (2009). Mathematics Faculty Publications.
105.
https://ecommons.udayton.edu/mth_fac_pub/105
This Article is brought to you for free and open access by the Department of Mathematics at eCommons. It has been accepted for inclusion in
Mathematics Faculty Publications by an authorized administrator of eCommons. For more information, please contact [email protected],
[email protected].
Electronic Journal of Qualitative Theory of Differential Equations
Spec. Ed. I, 2009 No. 3, 1–12; http://www.math.u-szeged.hu/ejqtde/
1
Western Kentucky University
Department of Mathematics and Computer Science
Bowling Green Kentucky 42101-3576 USA
e-mail: [email protected]
2
University of Dayton
Department of Mathematics
Dayton Ohio 45469-2316 USA
email: [email protected]
Honoring the Career of John Graef on the Occasion of His Sixty-Seventh Birthday
Abstract
Properties of discrete fractional calculus in the sense of a backward difference
are introduced and developed. Exponential laws and a product rule are devel-
oped and relations to the forward fractional calculus are explored. Properties of
the Laplace transform for the nabla derivative on the time scale of integers are
developed and a fractional finite difference equation is solved with a transform
method. As a corollary, two new identities for the gamma function are exhibited.
1 Introduction
In this article, we shall continue our recent work to study discrete fractional calculus.
We shall continue to employ terminology from the theory of time scales calculus [5]
and in this article, we shall employ the backward difference, or the nabla derivative.
There has been little work done in the study of discrete fractional calculus in the
case of the forward difference. Miller and Ross [15] initiated the study and the authors
[2, 3, 4] have more recently been developing discrete forward fractional calculus. There
has been more work in the study of discrete fractional calculus using the backward
difference [11, 8, 10, 12, 13]; applications arising in time series analysis have motivated
the development in discrete backward fractional calculus. As is typical in fractional
calculus, authors do not agree on basic definitions.
In Section 2, we shall present the definitions and fundamental identities that we shall
employ. In Section 3, we present a discrete nabla analogue of the Laplace transform
and develop some fundamental properties. We point out that this transform agrees
with the transform for the alpha derivative on the time scale of integers when alpha is
nabla. We close the article by applying the transform method to solve a fractional nabla
difference equation and exhibit two new identities for the gamma function. Throughout
this article, we shall compare and contrast the methods and results with the analogous
methods and results for fractional forward difference calculus.
(n−1)!
is the Cauchy function for
n
∇ y(t) = 0. To agree with Gray and Zhang [11], we shall define the n−th order sum
of f (t) by the formula
t
X (t − ρ(s))n−1
∇−n
a f (t) = f (s). (1)
s=a
Γ(n)
Hence, the solution of the initial value problem is ∇−na+1 f (t). With this observation,
define (as done in [11, Equation 2.3]) the ν−th order fractional sum of f by
t
X (t − ρ(s))ν−1
∇−ν
a f (t) = f (s) (2)
s=a
Γ(ν)
and
∆µ u(t) = ∆m−ν u(t) = ∆m (∆−ν u(t)),
where m − 1 < µ < m, −ν = µ − m and m is a positive integer.
It is already known and it can be easily shown that ∆m y(t − m) = ∇m y(t) for any
positive number m. Next we shall generalize this formula for any positive real number
ν and also give a relation between the ∇−fractional sum and the ∆−fractional sum
operators.
t
m
X (t + m − ν − σ(s))(m−ν−1)
=∇ y(s)
s=a
Γ(m − ν)
t
X (t − ρ(s))m−ν−1
= ∇m y(s) = ∇m ∇a−(m−ν) y(t) = ∇νa y(t),
s=a
Γ(m − ν)
Lemma 2.2 Let 0 ≤ m − 1 < ν ≤ m where m denotes a positive integer and y(t) be
defined on Nν−m = {ν − m, ν − m + 1, . . .}. Then the following statements are valid.
(i) ∆νν−m y(t) = ∇νν−m y(t + ν) for t ∈ N−m .
−(m−ν) −(m−ν)
(ii) ∆ν−m y(t) = ∇ν−m y(t − m + ν) for t ∈ N0 .
t−m+ν
m
X (t − σ(s))(m−ν−1)
=∆ y(s)
s=ν−m
Γ(m − ν)
= ∆m ∆ν−m y(t) = ∆νν−m y(t),
−(m−ν)
Lemma 2.3
µ Γ(µ + 1) µ+ν
∇−ν
1 t = t .
Γ(µ + ν + 1)
t
1 X
Proof. ∇−ν µ
1 t = (t − ρ(s))ν−1 sµ
Γ(ν) s=1
t−1
1 X Γ(t − s + ν − 1) Γ(s + µ + 1)
=
Γ(ν) s=0 Γ(t − s) Γ(s + 1)
t−1
1 X t − 1 Γ(t − s + ν − 1)Γ(s + µ + 1)
=
Γ(ν) s=0 s Γ(t)
t−1
Γ(µ + 1) X t − 1
= (µ + 1)s ν t−s−1
Γ(t) s=0 s
Γ(µ + 1)
= (ν + µ + 1)t−1
Γ(t)
Γ(µ + 1) µ+ν
= t .
Γ(µ + ν + 1)
A proof of the identity
t−1
t−1
X
(µ + 1)s ν t−s−1 = (ν + µ + 1)t−1
s=0
s
(4) and Lemma 2.1 (ii) can be employed to give an alternate verification of Lemma
2.3.
t
−ν µ µ 1 X
∇1 t = ∆1 (t + ν) =
−ν
(t + ν − σ(s))(ν−1) sµ
Γ(ν) s=1
t t+µ−1
1 X (ν−1) (µ) 1 X
= (t + ν − σ(s)) (s + µ − 1) = (t + µ − 1 + ν − σ(s))(ν−1) s(µ)
Γ(ν) s=1 Γ(ν) s=µ
Next we shall state and prove the law of exponents for the ∇−fractional sums. Gray
and Zhang [11] also consider laws of exponents; our definitions for fractional derivatives
are not in total agreement.
Theorem 2.1 Let f be a real valued function, and let µ, ν > 0. Then
−(µ+ν)
∇−ν
a [∇a f (t)] = ∇a
−µ
f (t) = ∇−µ
a [∇a f (t)].
−ν
Proof. The proof follows from the definition of the ∇− fractional sum operator and
the power rule.
t
1 X
∇a [∇a f (t)] =
−ν −µ
(t − ρ(s))ν−1 ∇−µ
a f (s)
Γ(ν) s=a
t s
1 X ν−1 1
X
= (t − ρ(s)) (s − ρ(τ ))µ−1 f (τ )
Γ(ν) s=a Γ(µ) τ =a
t X t
X (t − ρ(s))ν−1 (s − ρ(τ ))µ−1
= f (τ )
τ =a s=τ
Γ(ν)Γ(µ)
t
1 X −ν
= ∇1 (t − ρ(τ ))µ−1 f (τ )
Γ(µ) τ =a
t
1 X
= (t − ρ(τ ))ν+µ−1 f (τ )
Γ(µ + ν) τ =a
−(µ+ν)
= ∇a f (t).
and
1
ux−1 (1 − u)y−1 Γ(x)Γ(y)
Z
x+y
du = x y .
0 (au + b(1 − u)) a b Γ(x + y)
The radius of convergence in (i) is given by the radius of convergence for the series
expansion for 2 F1 (1, ν; 1; 1 − s).
Note that, in general,
ν
N (tν )(s) = N (tν−1 ) (7)
s
where ν ∈ R\{..., −2, −1, 0}. To see this, note that summation by parts implies
∞ ∞
X
t−1 ν−1 1X
(1 − s) t = (1 − s)t−1 ∇(tν ) =
t=1
ν t=1
∞ ∞
1X 1 sX
(∇((1 − s)t tν ) − (∇(1 − s)t )(tν )) = − 0ν + (1 − s)t−1 tν .
ν t=1 ν ν t=1
Since the gamma function has a pole at zero, 0ν = 0 and the proof of (i) is complete.
(ii) will follow from (i) once we write
∞ ∞
X
t−1 ν−1 1X s + α − 1 t−1 ν−1
(1 − s) t α −t
= (1 − ) t .
t=1
α t=1 α
Proof.
∞
X
Na f (t + 1) = (1 − s)t−1 f (t + 1)
t=a
∞
X
= (1 − s) −1
(1 − s)t−1 f (t)
t=a+1
= (1 − s)−1 Na+1 f (t).
Na (∇−ν
a f (t)) = s Na (f (t))(s),
−ν
where f is defined on Na .
Proof. ∞
X
Na (∇−ν
a f (t)) = (1 − s)t−1 ∇−ν
a f (t)
t=a
∞ t
X 1 X
= (1 − s)t−1 (t − ρ(τ ))ν−1 f (τ )
t=a
Γ(ν) τ =a
∞ X
∞
X 1
= (1 − s)t−1 (t − ρ(τ ))ν−1 f (τ )
τ =a t=τ
Γ(ν)
∞ X
∞
X 1 ν−1
= (1 − s)r−1+τ −1r f (τ )
τ =a r=1
Γ(ν)
∞ ∞
1 X τ −1
X
= (1 − s) f (τ ) (1 − s)r−1 r ν−1
Γ(ν) τ =a r=1
1
= Na (f )(s)N (tν−1) = s−ν Na (f (t))(s).
Γ(ν)
Lemma 3.4 For 0 < ν ≤ 1,
5 y(0)
N0 (y(t))(s) = + .
s3/2 (1 − s)s1/2
Using Lemma 3.2, we have
5 y(0)
N0 (y(t))(s) = N0 (t1/2 ) + N0 ((t + 1)−1/2 ).
Γ(3/2) Γ(1/2)
Applying the inverse N0 -transform to each side of the last equation, we obtain the
solution of the initial value problem
5 y(0)
y(t) = t1/2 + (t + 1)−1/2 ,
Γ(3/2) Γ(1/2)
where t = 0, 1, 2, ....
In the next example we compare the fractional ∇−difference equation and the
fractional ∆−difference equation and their solutions.
5 y(−1/2) (−1/2)
y(t) = t(1/2) + t . (8)
Γ(3/2) Γ(1/2)
For the details of the calculation of the solution we refer the paper [2] by the authors.
Next we convert the above fractional ∆−difference equation to a fractional ∇−difference
equation using Lemma 2.2. Hence we have
for t = 0, 1, 2, .... In order to apply the N1 -transform, we also prove the following
equality
−1/2 −1/2
∇−1/2 y(t + 1/2) = ∇0 z(t + 1), for t = 0, 1, 2, ...
where z(t) = y(t − 1/2). Then
t+1/2
−1/2
X
∇−1/2 y(t + 1/2) = (t + 1/2 − ρ(s))−1/2 y(s)
s=−1/2
t+1
X
= (t + 1 − ρ(u))−1/2 y(u − 1/2)
u=0
−1/2
= ∇0 z(t + 1)
where z(t) = y(t − 1/2). As a result of this equality, the corresponding ∇−difference
equation becomes
1/2
∇0 z(t) = 5 for t = 1, 2, ...
−1/2
∇0 z(t)|t=0 = z(0) = a.
It follows from the Example 3.1 that the solution of the above fractional ∇−difference
equation is
5 z(0)
z(t) = t1/2 + (t + 1)−1/2 , (9)
Γ(3/2) Γ(1/2)
where t ∈ N0 . A straight forward calculation shows that the solutions in (8) and (9)
are same.
We shall close this paper with two identities for the gamma function. In [2], the au-
thors employed the α−Laplace transform associated with the forward finite difference,
α = ∆. In particular, the authors employed
∞
X 1 t+1
Ra (f (t))(s) = ( ) f (t)
t=a
s+1
and showed
Γ(ν)
Rν−1 (t(ν−1) )(s) = .
sν
Evaluate this identity at s = 1, to obtain
∞
X 1
Γ(ν) = ( )t+1 t(ν−1) , ν ∈ R \ {..., −2, −1, 0}. (10)
t=ν−1
2
With the introduction of the nabla Laplace transform in this article, evaluate the
identity given in Lemma 3.1 (i) at s = 12 to obtain
∞
X 1
Γ(ν) = ( )t−ν−1 tν−1 , ν ∈ R \ {..., −2, −1, 0}. (11)
t=1
2
We believe that identities (10) and (11) are new. If one employs (4) and Lemma 3.1 (i),
then the derivations to equate the right hand sides of (10) and (11) are straightforward.
References
[1] G. E. Andrews, R. Askey and R. Roy, Special Functions, Cambridge University
Press, Cambridge, 1999.
[4] F. M. Atıcı and P. W. Eloe, Initial value problems in discrete fractional calculus,
Proc. Amer. Math. Soc. 137 (2009), 981-989.
[7] G. Boros and V. Moll, Irresistible Integrals: Symbols, Analysis and Experiments
in the Evaluation of Integrals, Cambridge University Press, Cambridge, 2004.
[8] J. B. Diaz and T. J. Osler, Differences of fractional order, Math. Comp. 28 (1974),
185-201.
[13] G. L. Isaacs, Exponential laws for fractional differences, Math. Comp. 35 (1980),
933-936.
[15] K. S. Miller and B. Ross, Fractional difference calculus, Proceedings of the Interna-
tional Symposium on Univalent Functions, Fractional Calculus and Their Appli-
cations, Nihon University, Koriyama, Japan, May (1988), 139-152; Ellis Horwood
Ser. Math. Appl., Horwood, Chichester, 1989.
[16] K. S. Miller and B. Ross, An Introduction to the Fractional Calculus and Fractional
Differential Equations, John Wiley and Sons, Inc., New York, 1993.
[17] I. Podlubny, Fractional Differential Equations, Academic Press, New York, 1999.