Professional Documents
Culture Documents
Mihir Sen
Department of Aerospace and Mechanical Engineering
University of Notre Dame, Notre Dame, IN 46556
Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . v
1 Basics 1
1.1 Operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Matrices with fractional exponents . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.3 Integrals of fractional order . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.4 Derivatives of fractional order . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.5 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.6 Properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.7 Solutions of fractional-order differential equations . . . . . . . . . . . . . . . . . . . . 7
1.8 Fractional vector calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.9 Physical interpretation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.10 Taylor series and continued fractions . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2 Numerical aspects 11
2.1 Forward shift operator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
2.2 Forward difference operator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
2.3 Backward Difference Operator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.4 Differential operator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.5 Integral operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
2.6 Numerical implementation summary . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
2.7 Binomial coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
3 Applications 37
3.1 Networks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
3.2 Non-local effects . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
3.3 Probabilistic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
3.4 Fractal and random media . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
3.5 Fractionally-dependent component . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
3.6 Applications to mechanics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
3.7 Applications to controls . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
3.8 Applications to transport phenomena . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
3.9 Fractional equations and chaos . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
3.10 Experimental evidence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
3.11 Future ideas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
iii
CONTENTS CONTENTS
A Appendix 59
A.1 Continued fractions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
A.2 Factorial and Gamma functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
A.3 Cauchy’s formula for repeated integration . . . . . . . . . . . . . . . . . . . . . . . . 61
A.4 Binomial coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
A.5 Laplace transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
Index 69
This is a set of notes on fractional operators and their applications to engineering problems, concen-
trating principally on the fractional-order derivative. Though these operators have been around for a
long time, it is only in recent years that they have been included among the mainstream engineering
tools such as those used in modeling or experimental data analysis. Though there are a number
of good books available on the subject, the present notes intend to present a quick overview of the
subject that may be of use to the modeler and the data analyst.
v
Chapter 1
Basics
When l’Hôpital1 asked what would be the result of half-differentiating a function, Leibnitz (1695)2
replied that “It leads to a paradox, from which one day useful consequences will be drawn.” Heavi-
side’s (1871)3 view was “There is universe of mathematics lying in between the complete differenti-
ations and integrations, and that fractional operators push themselves forward sometimes, and are
just as real as others.”
The process by which we arrive at fractional operators is somewhat like what was done for
numbers. First we had positive integers, and then followed the zero, fractions, irrational, negative,
and complex numbers. A scalar α raised to a fractional power such as 1/2 is understood in the
context of the law of exponents, αn αm = αn+m , where n and m are numbers. Although αn , where
n is a positive √integer, is defined by α being multiplied by itself (n − 1) times, α1/2 is defined by
1/2 1/2
α α = 1. 2 is merely a notation, but α1/2 can be used with ease in algebraic manipulations,
and can participate in binary operations such as addition, subtraction, multiplication, division, and
exponentiation.
Though the use of fractional operators and derivatives is wide-spread, by choice we will
restrict ourselves to the areas of engineering related to mechanical systems. For convenience we
will also assume that the numbers and functions treated here are real, although generalizations to
complex numbers exist.
1.1 Operators
Let T : X → Y or T(x) = y, be a map where x ∈ X ⊆ U, y ∈ Y ⊆ V, and U and V are vector spaces.
Sometimes, especially for matrices, scalar multiplication, and derivatives, we will follow the notation
Tx = y, but there should be no confusion. More importantly, we should be able to recognize the
operator T in the map.
T is linear iff
1
1.1. OPERATORS CHAPTER 1. BASICS
The most common linear operators that are used in engineering are the following.
• Scalar multiplication of a vector like, for example, αx.
• Matrix A operating on a vector x to give another vector y. This can be written as Ax = y.
Of course, A and x must be compatible for the matrix multiplication to be possible.
• Derivative D operating on a function f (x) to give another function g(x). We write this as
Df (x) = g(x), where D = d/dx. Of course, we assume that f (x) is smooth enough for it to
be differentiable. If we include distributions4 also, then we increase the range of possibilities
for f (x).
• Integral I operating on a function
R f (x) to give another function g(x). We write this as
I(f (x)) = g(x), where I(·) = (·) dx. This comes in several flavors. Thus, I can simply be
an anti-derivative with an additive arbitrary
R x constant C. Or, it can be an integral with lower
limit a and upper limit x so that I(·) = a (·) dy; this is an anti-derivative with C = I(a). A
definite integral from a to b will, of course, not produce a function of x, and hence will not be
included.
• Linear combinations of the above, when possible. D + α and A + αI are examples.
for an integer n > 0. To complete the non-negative integers, we can define T0 to be the identity
operator I.
It is obvious that the additive law of exponents
Tn+m = Tn Tm
holds for non-negative integers. It is common to use this property to define an inverse T−1 , for
which
T−1 T = T0 ,
= I.
Repeated application of T−1 then extends Tn to all negative integers also, so that Tn is defined
for all n, positive, negative or zero. We ignore issues such as if T−1 T = TT−1 or T−1 T 6= TT−1 ,
which can be easily answered for specific operators T.
T = T1/2 T1/2 .
4 L.
Schwartz, L., 1951, Théorie des distributions 1–2, Hermann, Paris.
5 Thus,strictly speaking, one should talk about an operator with a real exponent. One can also extend the definition
to complex exponents, but that is beyond our scope here.
This defines the square root of an operator . Similarly, any other nth root T1/n can be defined.
Repeated application gives Tm/n , where m/n is a rational number.
Of course, this a special case of a function of operators such as f (T). The latter is also
widely used in engineering, but its inclusion here is outside our scope. Suffice it to say that the
Cayley-Hamilton theorem about a square matrix satisfying its own characteristic equation is an
example. Other matrix examples are eA and log A which are commonly used. A function such
as (D + α)2 is a derivative example that is routinely used for the solution of ordinary differential
equations.
A1/n = B
then
BBB
| {z. . . B} = A.
n times
1/n
Furthermore, A multiplied by itself (m − 1) times gives Am/n .
Exercises
„ « „ « „ «
1 4 5 2 33 24
1. Show that and are square roots of .
8 5 4 7 48 57
Exercises
Show that, if f (x) = (x − a)β , then
Γ(β + 1)
RL α
x Ia f (x) = (x − a)α+β
Γ(α + β + 1)
for β > −1 and α ≥ 0. For α = 1, this becomes (wrong!)
1
RL 1
a Ix f (x) = (x − a)n+1 .
n+1
• Weyl
Z ∞
W α 1
a Ix f (x) = (y − x)α−1 f (y) dy.
Γ(α) x
• Riesz
Z ∞
R α 1
a Ix f (x) = |y − x|α−1 f (y) dy.
2Γ(α) cos(απ/2) −∞
RL α dn α
a Dx = I f (x),
dxn RL Z
x
1 dn
= (x − y)α−1 f (y) dy. (1.1)
Γ(α) dxn a
where n − 1 ≤ α < n.
differentiation
3
−3 −2 −1 0 1 2
α
integration
for n − 1 ≤ α < n.
then
GL α ∆α
h f (x)
a Dx f (x) = lim .
h→0 hα
http://people.tuke.sk/igor.podlubny/fc.html
http://www.cs.dartmouth.edu/farid/research/fracderiv.html
http://en.wikipedia.org/wiki/Fractional_calculus
1.5 Example
Some examples of fractional-order derivatives , i.e. function f (x) = x2 and its derivatives DRL
α
, are
shown in Fig. 1.2 (from Schumer et al. [61]).
(a) α = 0.2, 0.4, 0.6, 0.8, 1.0.
(b) α = 1, 1.2, 1.4, 1.6, 1.8, 2.0.
8 Anton Karl Grünwald, Czech, 1828-1920; Aleksey Vasilievich Letnikov, Russian, 1837-1888.
1.6 Properties
•
where
X
α= αi
i
– Caputo
¯
f ¯¯
n−1
X k
α−k−1 d
L[C α
0 Dt f (t)]
α
= s F (s) − s ¯
dtk ¯
k=0 t=0
where n − 1 ≤ α < n.
http://en.wikipedia.org/wiki/Mittag-Leffler_function
∞
X xk
Eα,β (x) =
Γ(αk + β)
k=0
Special case
E1,1 (x) = ex
• Series solutions
9 An exception is the Kolwankar-Gangal derivative, [31]
α α
DKG f (y) = lim DRL (f (x) − f (y)),
x→y
¥ Example
Consider the semi-differential equation [49]
D1/2 y + y = 0.
This can be simplified to
Dy − y = C1 x−3/2 ,
from which
Z x
y(x) = C2 ex + ex C1 e−s s−3/2 ds.
0
Assume that any function of D, where D = d/dt, can be written as a Taylor series
f ′′ (0) 2 f ′′′ (0) 2
f (D) = f (0) + f ′ (0)D + D + D + ... (1.2)
2! 3!
Examples are
D2 D3
eD = 1 + D + + + ...
2! 3!
2 3
D D
ln(1 + D) = D − + + ...
2 3
α(α − 1) 2 α(α − 1)(α − 2) 3
(1 + D)α = 1 + αD + D + D + ...
µ 2! 3!¶
1/2 D D2 D3
(α + D) = α1/2 1 + − 2+ + ...
2α 8α 16α3
µ ¶ µ ¶
1/2 1/2 1/2 D D2 D3 1/2 D D2 D3
(α + D) (β + D) =α 1+ − + + ... β 1+ − 2+ + ...
2α 8α2 16α3 2β 8β 16β 3
¥ Example
Solve
(1 + D)1/2 y = 0.
" 1 1 1 1
#
D ( − 1) ( − 1)( 21 − 2)
(1 + D)1/2 y = 1 + + 2 2
D2 + 2 2
D3 . . . y,
22! 3!
D2 D3 5D4
» –
D
= 1+ − + − + . . . y.
2 8 16 128
Let
y = eλt ,
then
λ λ2 λ3 5λ4
1+ − + − + . . . = 0.
2 8 16 128
Thus
(1 + λ)1/2 = 0,
from which λ = −1, so that
y = e−t .
Numerical aspects
Here we will discuss numerical aspects related to of shift , difference , differential , and inte-
gral operators. In the following h, α, β ∈ R; i, j, m, n ∈ N = {1, 2, 3, . . .}; s ∈ Z = {. . . , −2, −1, 0, 1, 2, . . .}.
f, g : R 7→ R are sufficiently smooth functions of t. I is the identity operator.
def
Eh f = f (t + h)
n times
def
z }| {
Ehn f = Eh (Eh . . . (Eh f ) . . .)
def
(Ehn + Ehm ) f = Ehn f + Ehm f
2.1.2 Properties
11
2.1. FORWARD SHIFT OPERATOR CHAPTER 2. NUMERICAL ASPECTS
j+1
X
j j! n(i−1) m(j−i+1)
(Ehn + Ehm ) = E Eh
i=1
(i − 1)!(j − i + 1)! h
where two operators are equivalent if, when operating on the same arbitrary function, the two
operators produce the same result.
def
Ehs f = f (t + sh)
Ehs = Esh
Eh0 = I
def
Ehα f = f (t + αh)
Ehα = Eαh
Ehα Ehβ = Ehα+β
Then the inverse, Ehβ , of an operator Ehα is defined as Ehβ = Eh−α , where β = −α, so that
Ehβ Ehα = Eh0 = I are all equivalent operators.
The inverse of the Shift operator Ehα , for α ∈ R, always exists and is unique and can be
easily shown to be E −α :
if Eh−α f (x) = f (x − αh), then Eh−α Ehα f (x) = Eh−α [f (x + αh)] = f (x).
The inverse of the forward shift operator Ehα is the backward shift operator Eh−α .
Implementation of Ehα requires that the function be sampled at intervals no greater than αh.
Given a signal F (t) and the freedom to sample it at any time to produce the data set Fi = F (t0 +iαh),
where i = 1, 2, 3 . . . , then
¡ ¢
Ehα Fi = F t0 + iαh + αh
¡ ¢
= F t0 + (i + 1)αh
= Fi+1
Lf = g
where
j
X
L= pi (x)Ehαi ,
i=1
and pi (x) and g(x) are real valued functions and pi (x) 6= 0 for all x ≥ x0 , then the initial conditions
are necessary for a unique solution. Furthermore, the solution procedure is similar to the solution
of ordinary linear differential equations. The fundamental solution set can be found by substituting
λn for x into the homogeneous equation and solving the resulting characteristic equation. Particular
solutions can be found using an analog of the method of undetermined coefficients or variation of
parameters.
def
∆h f = f (t + h) − f (t)
n times
def
z }| {
∆nh f = ∆h (∆h . . . (∆h f ) . . .)
2.2.2 Properties
∆nh (f + g) = ∆nh f + ∆nh g
∆nh (αf ) = α∆nh f
∆(f g) = f ∆g + Eg ∆f = Ef ∆g + g∆f
(∆nh + ∆m n m
h ) f = ∆h f + ∆h f
m+n
∆nh ∆m
m f = ∆h f
∆h = Eh − Eh0
Eh ∆h = ∆h Eh
∆1h = ∆h
∆nh = (Eh − I)n
Xn µ ¶
n
= (−1)k E n−k
k
k=0
Xn µ ¶
n
= (−1)n−k E k
k
k=0
Xn
n!
= (−1)n−k Ek
k!(n − k)! h
k=0
Similarly,
∆α −α
h ∆h f (t) = f (t)
α
∆−α
h ∆h f (t) = f (t) + p(x)
and
∞ µ ¶
X α
∆α
h = (−1)α−k E k
k
k=0
The first option results in real coefficients and fractional step sizes, while the second provides complex
coefficients with integer order steps (if α 6∈ N). While both are equally valid, the first will be used for
convenience sake to avoid the use of complex coefficients. Using this formula, implementation of ∆α h
is straightforward for α ≥ 0, ∈ Q, although it has the disadvantage of requiring data at fractional
step sizes if α 6∈ N. However, if α ∈ Q then α can be written as α = pq and the problem of requiring
data at fractional time steps can be avoided by taking the sampling rate to be f = hq . Now given a
signal F (t) and sampling at the appropriate frequency results in the data set Fi = F (to + i hq ). The
forward difference of order α at point Fi is now given by
∞ µ ¶
X α
∆α
h Fi = (−1)k Ehα−k Fi
k
k=0
where
p
Ehα−k Fi = Fi+p−kq , α =
q
¡ ¢
¡For
¢ α ∈ N, this is very simple
¡ ¢ as every αk = 0 for k > α. However, for α ≥ 0 and
α 6∈ N, αk 6= 0 for k > α. Luckily, αk → 0 as k → ∞, so only a a few terms for k > α are needed to
approximate the sum. Also note that the data required to calculate the fractional forward difference
at Fi requires data not only at fractional multiples of h, but also at points both before and after ti .
For α 6∈ Q, numerical implementation of the forward difference operator can only be ap-
proximated.
Implementation of ∆α h is more complicated for α < 0 because the binomial coefficient does
not necessarily tend to zero as k goes to infinity. While it is straightforward, there is no guarantee
the series will converge which decreases its usefulness.
Implementing an infinite sum numerically is no easy task, and only taking a few terms is
not always a good idea because the number of terms needed to be even somewhat accurate depends
on α. However, a simple assumption can simplify the infinite sum to a finite sum. When dealing
with a discrete data set fi = f (a + i hq ), there is always an initial and final data point, f0 = f (a)
and fn = f (a + n hq ). When considering ∆α h Fi it is obvious to see data is required at points Fi+p−kq ,
which, as k → ∞, requires data before f0 = f (a), which does not exist, or you do not have.
However, by making the assumption that Fi = 0 for i < 0 (F (a + t) is causal), the infinite sum can
be simplified to a finite sum from k = 0 to k = n, where n = t−a h . Denoting this operator with the
causal assumption as a ∆α h , we can write
n µ ¶
X α
α
a ∆h Fi = (−1)k Ehα−k Fi
k
k=0
where
p
Ehα−k Fi = Fi+p−kq , α =
q
t−a
and n = h .
j
X
∆α
h f =g
i
i=1
def
∇h f = f (t) − f (t − h)
n times
def
z }| {
∇nh f = ∇h (∇h . . . (∇h f ) . . .)
2.3.2 Properties
∇0h = I
∇sh = (I − Eh−1 )s
X∞ µ ¶
s
= (−1)s−k Ehk−s
k
k=0
X∞ µ ¶
s
= (−1)k Eh−k
k
k=0
∇α −1 α
h = (I − Eh )
X∞ µ ¶
α
= (−1)α−k Ehk−α
k
k=0
X∞ µ ¶
α
= (−1)k Eh−k
k
k=0
X∞
α(α − 1)(α − 2) . . . (α − k + 1)
= (−1)k Eh−k
k!
k=0
∇α −α
h ∇h f (t) = f (t)
α
∇−α
h ∇h f (t) = f (t) + p(x)
where
Eh−k Fi = Fi−k
¡ ¢
¡α¢ for α ∈ N, this is very¡αsimple
Once again, ¢ as every αk = 0 for k > α. However, for α ≥ 0 and
α 6∈ N, k 6= 0 for k > α. Luckily, k → 0 as k → ∞, so only a a few terms for k > α are needed to
approximate the sum. Also note that to calculate the fractional backward difference at Fi requires
data only at or before ti and only at integer step sizes, which are the two main advantages of using
the backward difference.
When dealing with a discrete data set fi , there is always an initial data point f0 = f (a).
From the formula above for ∇α α
h Fi , it is easy to see that the numerical implementation of ∇h requires
α
data at Fi−k , so as k → ∞, ∇h requires data before f0 , which does not exist. However, by assuming
Fi to be causal (Fi = 0 for i < 0), the formula can be simplified and the infinite sum becomes finite,
which can now be easily calculated. Denoting a ∇α h as the backward difference operator with Fi = 0
for i < 0, we can write
n µ ¶
X
α α
a ∇h Fi = (−1)k Eh−k Fi
k
k=0
where
Eh−k Fi = Fi−k
t−a
and n = h .
Implementation of ∇α h is more complicated for α < 0 because the binomial coefficient does
not necessarily tend to zero as k goes to infinity. While it is straightforward, there is no guarantee
the series will converge which decreases its usefulness.
Alternatively, as was the case with the forward difference, there is another way to implement
the backward difference operator that has decided disadvantages when compared to the previous
method. The backward difference of a function at point Fi can also be expressed as
∞ µ ¶
X s
∇α
h Fi = (−1)α−k Ehk−α Fi
k
k=0
Now, for α 6∈ N, it is obvious that this implementation results in both imaginary coefficients and
fractional step sizes. The combination of the two make it very impractical.
2.4.2 Properties
Properties of the differential operator are independent of the choice of difference operator used to
define it. The following properties are true for both definitions.
(Dn + Dm ) f = Dn f + Dm f
Dn (f + g) = Dn f + Dn g
Dn (αf ) = αDn f
D(f g) = f Dg + g Df
D1 = D
Dm Dn f = Dm+n f
Derivatives of order α ≤ 0 are not considered in this section, but will be discussed with integral
operators.
D1 J 1 f = f
J 1 D1 f = f + C
Dα J α f = f
J α Dα f = f + C(x)
Dα D−α f = f
D−α Dα f = f + C(x)
J α J −α f = f + C(x)
J −α J α f = f
Similarly,
∞ µ ¶
³ 1 X ´
α
Dhα f = lim (−1)k −k
E h f
h→0 hα k
k=0
for the backward difference formulation of the differential operator. Implementation is thus slightly
complicated because of the infinite upper limit on the summation. This infinite upper limit means,
in a physical sense, that the derivative of a function f at time t = τ depends on the complete history
of the signal, for all −∞ < t < τ . This problem can be simplified by taking h = t−a n where a and
t are the lower and upper limits of differentiation, respectively. This allows us to write n = t−a h ,
so now as h → 0, n → ∞. Now the derivative can be approximated by a finite difference formula
assuming h is small. Alternatively, the use of terminals to convert the infinite sum to a finite sum
can be considered to be an assumption that the signal is causal, or that the signal or function f = 0
for t < a, which is, effectively, the case when dealing with a discrete data set that surely does
not extend to t = −∞. Now the fractional order finite difference approximation using the forward
difference is given as
n µ ¶
1 X α t−a
aD
α
f≈ (−1)k Ehα−k f, where n =
hα k h
k=0
Similarly,
n µ ¶
α 1 X α t−a
aD f ≈ (−1)k Eh−k f, where n =
hα k h
k=0
Linear equations
To find f (t) given g and
j
X
Dαi f = g
i=1
Eigenvalue problem
which, for finite and fixed n, tends to the uninteresting limit Dα f = 0 as h → 0. Only if, as seen
before, this upper limit is set at infinity will an interesting answer be produced. However, if we take
h = t−a
n where t and a are the upper and lower terminals of the integro-differentation, respectively,
then n → ∞ as h → 0. This allows us to write
µ α ¶
α ∆h f
D
a t f = lim
h→0 hα
nh=t−a
n µ ¶
1 X α
= lim (−1)k Ehα−k f
h→0 hα k
nh=t−a k=0
which represents the derivative of order β if α = β and the β-fold integral if α = −β. Following the
same steps as above, the derivative of order β if α = β and the β-fold integral if α = −β using the
backward difference definition of the differential operator yields
µ α ¶
α ∇h f
a Dt f = lim
h→0 hα
nh=t−a
n µ ¶
1 X α
= lim (−1)k Eh−k f
h→0 hα k
nh=t−a k=0
Definition
The indefinite integral has already been defined in terms of the inverse of the derivative. If Y is a
function that when operated upon by D1 results in the new function y, then Y is the integral, or
anti-derivative, of y and is denoted by D−1 y, i.e.,
if DY = y, then D−1 y = Y + C
The integral can also be represented using the notation J n , which is read the n-fold integral,
or the integral of order n. Using the definition of the derivative based on the forward differencing
scheme,
Jf = D−1 f + C
¡ ∆−1
h f
¢
= lim −1
+C
h→0 h
J n f = D−n f + C(x)
¡ ∆−n
h f
¢
= lim −n
+ C(x)
h→0 h
Using the backward differencing scheme,
Jf = D−1 f + C
¡ ∇−1
h f
¢
= lim −1
+C
h→0 h
J n f = D−n f + C(x)
¡ ∇−n
h f
¢
= lim −n
+ C(x)
h→0 h
In all of the above cases, C and C(x) are the set of functions or vectors that span the null space
of the operators D−1 and D−n , respectively.
Properties
(J n + J m ) f = J n f + J m f
J n (f + g) = J n f + J n g
J n (αf ) = αJ n f
J1 = J
J m J n f = J m+n f
In the previous section covering differential operators, the extension to negative powers was not
made. By now, the reasons why are obvious. Now, before extending the definition of an integral
operator to negative integer order, we must first relate integrals of integer order to derivative of
negative integer order. The integral can be viewed as the extension of the derivative operator to
negative powers. Thus extending the integral to a negative integer power is, in effect, the same as
a derivative of integer order, which has already been discussed. Mathematically,
J n = D−n f + C(t)
µ −n ¶
∆h f
= lim + C(t)
h→0 h−n
and
J n = D−n f + C(t)
µ −n ¶
∇h f
= lim + C(t)
h→0 h−n
J −n = Dn
Extension to reals
Similarly, integration of order α is related to differentiation of order α through the following (for
α ≥ 0):
J α = D−α + C(t)
J −α = Dα
Inverse operators
Integration is defined as the inverse to a differential operator. As would be expected, the differential
operator is the inverse to the integral operator J α . However, unlike before, the inverse to the integral
operator is unique, which is also expected, as the null space of the integral operator is trivial.
Dα J α f = f
Alternatively, the inverse of the indefinite integral operator can be defined as follows. If y
is a function that when operated upon by J α (α ≥ 0) results in the function Y + C(x), then y is
called the derivative of Y + C(x) and is denoted by Dα {Y + C(x)} or J −α {Y + C(x)}, i.e.,
Numerical implementation
Implementing the indefinite integral numerically, as defined above, is not an easy task and requires
the evaluation of an infinite sum and is still is not unique as any function in the null space of
the corresponding differential operator can be added to to the result. For these reasons indefinite
integration through discrete formulas is impractical. However, if the definition is changed slightly,
implementation of the indefinite integral becomes simple.
From this theorem, it is noteworthy that the indefinite integral operator J operates on a function
and returns another function, J : F → F. while the definite integral operator, a Jb , where a and b
are the upper and lower limits or terminals of the operation, operates on a function and returns a
real number, a Jb : F → R.
The second fundamental theorem of calculus holds for a function f , continuous on an open
interval I, and a is any point in I, and states that if F is defined by
Z x
F (x) = f (t)dt
a
then
F ′ (x) = f (x)
at each point in I. This integral operator with an indefinite terminal, another form of indefinite
integration, operates on a function and returns another function, a J : F → F. Using this form of
indefinite integration allows us to numerically compute the indefinite integral using a data series.
Definition
Denoting the integral operator with an indefinite terminal as a J, the operator is defined by the
following. If Y is a function that when operated on by D1 results in the new function y, then Y is
the integral, or anti-derivative of y and is denoted by a Jy or D−1 , i.e.,
if DY = y, then a Jy =Y
Using this definition, the lower terminal a serves as an initial, or boundary condition to eliminate
the unknown C(x) that was present before. In this way, a J is defined as the inverse to the operator
D,
a Jf = D−1 f
µ ¶
∆−1
h f
= lim
h→0 h−1
nh=t−a
Properties
Extension to negative integers
The operator a J can be extended to negative numbers in the same fashion as J. Using the definition
as the inverse to the derivative,
aJ
−n
=a Dn
µ ¶
∆nh f
= lim
h→0 hn
nh=t−a
Extension to reals
Likewise, the extension to all real numbers is straight forward. For α ≥ 0,
α
aJ = D−α
µ ¶
∆−α
h f
= lim
h→0 h−α
nh=t−a
−α α
aJ =D
µ ¶
∆αhf
= lim
h→0 hα
nh=t−a
Inverse operators
Having been defined as the inverse to the derivative, it is, once again, not surprising to find the the
inverse of the indefinite integral operator with terminals of order α is the differential operator of
order α. The inverse of J α is unique and is given by Dα . Mathematically,
Dα a J α f = f
which is not the same as before. This is another way of saying that a J α is the unique inverse of the
operator Dα .
Numerical implementation
Now that the integral operation (defined as the inverse to the derivative) is unique, it can be
implemented numerically. Previously, the operator a J α was given as
α
aJ = D−α
µ ¶
∆−α
h f
= lim
h→0 h−α
nh=t−a
and
µ ¶
α ∇−α
h f
aJ f = lim
h→0 h−α
nh=t−a
Xn µ ¶
α α
= lim h (−1)k Eh−k f
h→0 k
nh=t−a k=0
and
α
aJ f= lim hα ∇α
hf
h→0
nh=t−a
Xn µ ¶
α α
≈h (−1)k Eh−k f
k
k=0
t−a
where, for both cases, n = h . As before, the backward differencing result again has an obvious
advantage over the forward difference in that data is only required at regular intervals. When
implementing this numerically, then h is the step-size, n is the number of intervals between t and a
(or n − 1 is the number of points), and a is the starting point for the integration.
25
F(t) = t3 − t2
f(t) = F(t+α h)
20 gi = Eα F
h i
15
F,f and g
10
−5
0 0.5 1 1.5 2 2.5 3
t
Figure 2.1: The function f (t) = t3 − t2 , the function f (t + αh), and Ehα Fi . Shown for α = 0.5.
Shift
Given the data fi = f (a + ih), implementation of Ehs fi where s ∈ Z is simply
Ehs fi = fi+s
Ehα fi = fi+p
Note that in order to shift in fractional steps of h, the data set must be sampled at a frequency q/h.
Also note that the formula for Ehs is simply a special case of Ehα , with q = 1. Figure 2.2 shows the
shift operator Ehα applied to fi = f (a + i hq ) where f (t) = t3 − t2 for two different pairs of α and h.
Forward difference
p
Given the data fi = f (a + i hq ), implementation of the operator a ∆α
h where α = q , is given by
n µ ¶
X α
α
a ∆h fi = (−1)k Ehα−k fi
k
k=0
Xn µ ¶
α
= (−1)k fi+p−kq
k
k=0
t−a
where n = h . Figure 2.4 shows a function f (t) and its fractional forward difference or order α,
calculated using the above formula for two values of α.
18
F(t) = t3 − t2
16 f(t) = F(t+α h)
Eαh i
F
14
12
10
F,f and g
−2
0 0.5 1 1.5 2 2.5 3
t
Figure 2.2: α = −4/3, h = 0.18. The function f (t) = t3 − t2 , the function f (t + αh), and Ehα Fi .
Shown for α = 4/3.
F = x2.1
4.5
f = ∆α F
g = a∆αF
4
3.5
3
F, f and g
2.5
1.5
0.5
0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
t
Figure 2.3: α = 1/3. The function f (t) = t2.1 , its forward difference of order α, and the forward
difference of order α calculated numerically. Shown for both α = 1/3 and α = −1/2.
5
2.1
F=x
4.5
α
f=∆ F
α
g= ∆ F
4 a
3.5
3
F, f and g
2.5
1.5
0.5
0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
t
Figure 2.4: α = −1/2. The function f (t) = t2.1 , its forward difference of order α, and the forward
difference of order α calculated numerically. Shown for both α = 1/3 and α = −1/2.
Backward difference
Given the data fi = f (a + ih), a ∇α
h fi is given by
n µ ¶
X α
∇α
h fi = (−1)k Eh−k fi
k
k=0
Xn µ ¶
α
= (−1)k fi−k
k
k=0
where n = t−a
h . Figure 2.6 shows a function f (t) and its fractional backward difference or order α,
calculated using the above formula for two values of α.
Differential
Given the data fi = f (a + ih), the differential operator of order α can be implemented as
n µ ¶
α 1 X α
a D fi ≈ α (−1)k Eh−k fi
h k
k=0
n µ ¶
1 X α
≈ α (−1)k fi−k
h k
k=0
where n = t−ah is the number of intervals of step size h between t and a, or n + 1 is the number of
data points between a and t.
Figure 2.8 shows a function f (t) with both its analytical derivative of order α and its
derivative of order α calculated using the above formula, for two different values of α.
4.5
2.1
F=x
4 α
f=∇ F
α
g= ∇ F
a
3.5
3
F,f and g
2.5
1.5
0.5
0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
t
Figure 2.5: α = 1/2. The function f (t) = t2.1 , its backward difference of order α, and the backward
difference of order α calculated numerically. Shown for both α = 0.5 and α = −2/3.
180
F = x2.1
f = ∇α F
160
g = a∇αF
140
120
F,f and g
100
80
60
40
20
0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
t
Figure 2.6: α = −2/3. The function f (t) = t2.1 , its backward difference of order α, and the backward
difference of order α calculated numerically. Shown for both α = 0.5 and α = −2/3.
1.6
1.4 F = x2.1
f = DαF
g = aDα
1.2
1
F,f and g
0.8
0.6
0.4
0.2
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
t
Figure 2.7: α = 0.5. The function f (t) = t2.1 , its analytical derivative of order α, and the derivative
of order α calculated numerically. Shown for both α = 0.5 and α = 4/3.
2.5
F = x2.1
f = DαF
2 g = aDαF
1.5
F,f and g
0.5
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
t
Figure 2.8: α = 4/3. The function f (t) = t2.1 , its analytical derivative of order α, and the derivative
of order α calculated numerically. Shown for both α = 0.5 and α = 4/3.
0.9 F = x2.1
f = DαF
0.8 g = aDαF
0.7
0.6
F,f and g
0.5
0.4
0.3
0.2
0.1
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
t
Figure 2.9: α = 0.5. The function f (t) = t2.1 , its analytical integral of order α, and the integral of
order α calculated numerically. Shown for both α = 0.5 and α = 4/3.
Integral
Given the data fi = f (a + ih), the integral operator of order α can be implemented as
n µ ¶
X
α α α
aJ fi ≈ h (−1)k Eh−k fi
k
k=0
Xn µ ¶
α
≈ hα (−1)k fi−k
k
k=0
where n = t−ah is the number of intervals of step size h between t and a, or n + 1 is the number of
data points between a and t. Note that the discrete formula for the α-order integral is the same as
the α-order derivative of order −α, thus the same numerical formula is implemented.
Figure 2.10 shows a function f (t) with both its analytical integral of order α and its integral
of order α calculated using the above formula, for two different values of α.
F = x2.1
0.9
α
f=D F
g = aDαF
0.8
0.7
0.6
F,f and g
0.5
0.4
0.3
0.2
0.1
0
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
t
Figure 2.10: α = 4/3. The function f (t) = t2.1 , its analytical integral of order α, and the integral of
order α calculated numerically. Shown for both α = 0.5 and α = 4/3.
¡ ¢
where nk are the binomial coefficients defined in the following section. When generalized for any
real exponent, the result is
∞ µ ¶
X α
(A + B)α = Ak B α−k
k
k=0
The preceding formula is known as the generalized binomial theorem and is not only valid for α ∈ R,
but for α ∈ C as well.
¡In¢ the following α ∈ R; n, k ∈ N = {1, 2, 3, . . .}; s ∈ Z = {. . . , −2, −1, 0, 1, 2, . . .}. The
symbol nk denotes a binomial coefficient and is commonly read ’n choose k.’ While the binomial
coefficient is most commonly defined in terms of the factorial, which limits its usefulness to positive
integers, its definition can be expanded to allow for both positive and negative non-integer arguments.
2.7.1 Properties
The binomial coefficient possesses the following properties:
µ ¶ µ ¶
n n
= =1
0 n
µ ¶ µ ¶
n n
=
k n−k
µ ¶ µ ¶
n k−n−1
= (−1)k
k k
µ ¶ µ ¶
n n n−k
=
k k k+1
µ ¶ µ ¶ µ ¶
n+1 n n
= +
k k k−1
Applications
3.1 Networks
[28, 40]
http://www3.nd.edu/~msen/Teaching/FracDer/Papers/Mayes2011.pdf
An infinite tree is a structure of the form shown in Fig. 3.1. For linear, unsteady potential-
driven flow, in each branch we have [39]
where ∆φij is the driving potential in the branch, and uij is the resulting flow. For the overall tree
network,
TN (u) = ∆φ,
duij
+ aij uij = bij ∆φij ,
dt
where uij is the volume flow rate, ∆φij is the pressure difference, and aij and bij are constants for
this pipe. Thus
d
Tij = + aij
dt
37
3.1. NETWORKS CHAPTER 3. APPLICATIONS
Tn1
T31
T21 T32
Symmetric tree
[39]
Replace Tij with T1 and T2 for j odd and even, respectively. The overall result is
T∞ = lim TN ,
N →∞
1
= ,
1 1
+
1 1
T1 + T2 +
1 1 1 1
+ +
T1 + . . . T2 + . . . T1 + . . . T2 + . . .
p
= T1 T2
Laplace
transform
iR =⇒ R s0 I (resistor)
di
L =⇒ L s1 I (inductor)
∆V = dt
Z
1 t ′ 1 −1
i(t ) dt′ =⇒ s I (capacitor)
C a C
1.4
1.2
TN (s)
0.8
n=∞
0.6
n=6
n=4
0.4
n=1 n=2
0 1 2 3 4 5 6 7 8 9 10
s
(a) T1 = s, T2 = 1
35
30 n=8
TN (s)
25
n=∞
20 n=4
15
10
n=2
5 n=1
0
0 1 2 3 4 5 6 7 8 9 10
s
(b) T1 = s + 1, T2 = s2 + 2s
Figure 3.2: Convergence in Laplace domain for two different sets of T1 and T2 , with T∞ and TN
shown for different values of N .
(sC)−1
−1
(sC)
(sC)−1 R
(sC)−1 R (sC)−1
R
Vin (sC)−1 Vout
R (sC) −1
R
R (sC)−1
R
R
∆V = iZ
1 1 1
= +
Z 1 R+Z
+Z
sC
from which
µ ¶ µ ¶
1 1
+ Z (R + Z) = Z + R + 2Z ,
sC sC
R Z¶ H Z¶
+ ¶ H+ Z = ¶ +H
2 2
+ RZ H + 2Z ,
RZ
sC ¶ sC ¶
sC
µ ¶1/2
R
Z= .
sC
(sC)−1
R
Z
1
Z =R+ ,
1
sC +
1
R+
1
sC +
R + ...
which is equivalent to
1
Z =R+ ,
1
sC +
Z
Z
=R+ ,
sCZ + 1
so that
(sCZ + 1) (Z − R) = Z,
2
sCZ + ¡
Z − sCRZ − R = ¡Z,
R
Z 2 − RZ − = 0,
sC
from which
" r #
1 2
4R
Z= R± R + ,
2 sC
R R R
C C C
³ ρ c a ´ dT Z t ³ ρ c a ´ dT̃
p p p κ κm 1 d(Tp − T̃m ) m m m
+ (Tp − Tm ) + √ √ dτ =
3 dt a παm 0 t−τ dτ 3 dt
http://www3.nd.edu/~msen/Teaching/FracDer/Papers/Coimbra2000.pdf
x x′
http://www3.nd.edu/~msen/Teaching/FracDer/Papers/Sen2012.pdf
Z∞
u(x) = f (x′ , x) {φ(x′ ) − φ(x)} dx′
−∞
where the flow rate at x is due to the pressure differences between x and all other points x′ . f (x′ , x)
is a flow conductivity that relates the driving pressure difference to the resulting flow.
Special cases:
• Local: If
http://en.wikipedia.org/wiki/Dirac_delta_function
• Almost local: One can use nascent delta functions δǫ (x′ − x) for which
x
Figure 3.8: Superposition of grains and tubes.
( µ ¶2 )
2(x′ − x) x′ − x
δǫ′ (x′ − x) = − 3 √ exp − .
ǫ π ǫ
Fig. 3.8 shows the granularity of a porous medium which leads to almost-local behavior.
• Power-law non-local: If
α−1
f (x′ , x) = k (x − x′ )
then
where
Zx
α 1
−∞ Dx g(x) = (x − x′ )α−1 g(x′ ) dx′ ,
Γ(α)
−∞
Z∞
α 1
x D∞ g(x) = (x − x′ )α−1 g(x′ ) dx′ .
Γ(α)
x
3.3 Probabilistic
[36, 16]
http://www3.nd.edu/~msen/Teaching/FracDer/Papers/Machado2009.pdf
http://www3.nd.edu/~msen/Teaching/FracDer/Papers/Goodwine2014b.pdf
http://www3.nd.edu/~msen/Teaching/FracDer/Papers/Dzielinski2010.pdf
http://www3.nd.edu/~msen/Teaching/FracDer/Papers/DiPaola2009.pdf
3.6.2 Viscoelasticity
A viscoelastic material is schematically modeled in Fig. 3.9 [2, 19, 25]. The governing equations are
x(t) x0
x2,1
x1,1
f (t)
x1,2
x2,4
Z t
(kµ)−1/2
= (t − τ )−3/2 f (τ )dτ.
Γ(1/2) a
Tissue
A ladder model to describe ultrasonic power law attenuation in mammalian tissue is shown in
Fig. 3.10 [28]. The transfer function for stress-strain relationship
1
g(s) = ηs +
1
E −1 +
1
ηs + −1
E + ...
· r ³ ´¸
E ηs ηs ηs
= − + +4
2 E E E
p ηs
≈ ηsE for ≪1
E
Stress-strain relationship
√
4 ηE 1/2
σ= D ǫ
3
http://www3.nd.edu/~msen/Teaching/FracDer/Papers/Goodwine2014a.pdf
http://www3.nd.edu/~msen/Teaching/FracDer/Papers/Pineda2011.pdf
∂T ∂2T
=α 2
∂t ∂x
d2 Tb
sTb = α
dx2
Heat flux
∂T
q = −k
∂x
k
= √ D1/2 Twall (t)
α
∂C ∂C
+v = kDβα (C)
∂t ∂x
and
http://www3.nd.edu/~msen/Teaching/FracDer/Papers/Schumer2001.pdf
3/2
∂t hui − ∂x22 hui = η∂t3/2 hui
http://www3.nd.edu/~msen/Teaching/FracDer/Papers/Makris1991.pdf
http://www3.nd.edu/~msen/Teaching/FracDer/Papers/Meral2010.pdf
3.10.2 Circuits
http://www3.nd.edu/~msen/Teaching/FracDer/Papers/Meral2010.pdf
http://www3.nd.edu/~msen/Teaching/FracDer/Papers/Benson2001.pdf
Tc,o
Th,o
Th,i
Tc,i
0.8
0.6
θ(t)
0.4
0.2
Figure 3.15: Regression fits. dotted = data; dash = first-order; dash-dot = second-order; continuous
= fractional-order
1.2
(b) (a)
1
0.8
θ
0.6
(c)
0.4
0.2
−0.2
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1
τ
Figure 3.16: Variation with time of air temperature for relaxation process. (a) exact; (b) D2 θ +
1.9352Dθ + 0.8897θ = 0, (c) D1.2624 θ + 3.9774 θ = 0.
P
Model c1 c2 c3 α error2
First-order 1.0401 0.028554 3.5284e-03
Data Set #1 Second-order 0.097011 0.59086 0.89968 7.6902e-04
Fractional-order 0.22381 2.1700 1.8911 9.5609e-05
α = 1.8196 0.24855 2.0221 1.3355e-04
P
Model c1 c2 c3 α error2
First-order 1.2536 -0.32904 1.4135e-03
Data Set #2 Second-order 0.12359 0.65039 0.85564 1.0973e-04
Fractional-order 0.33183 1.8782 1.7481 2.7757e-05
α = 1.8196 0.2976 2.0476 4.9404e-05
http://www3.nd.edu/~msen/Teaching/FracDer/Papers/Aoki2008.pdf
What relation do fractional differential equations have with power laws? With fractals?
Both have similar scaling laws,
f (ax) = bf (x).
wikipedia.org/wiki/Stable_distribution
wikipedia.org/wiki/Heavy-tailed_distribution
wikipedia.org/wiki/Levy_flight
http://en.wikipedia.org/wiki/Stretched_exponential_function
http://en.wikipedia.org/wiki/Fractional_relaxation
www.m-hikari.com/ams/forth/rahimyAMS49-52-2010.pdf
http://dea.iquanta.info/publications/2003a_hilfer.pdf
mi ui
f (t) ci−1 ci
ki−1 ki
u̇1 = v1 ,
m1 v̇1 + {c1 (v1 − v2 )} + {k1 (u1 − u2 )} = f (t).
u̇i = vi ,
mi v̇i + {ci−1 (vi − vi−1 ) + ci (vi − vi+1 )} + {ki−1 (ui − ui−1 ) + ki (ui − ui+1 )} = 0.
for i = 2, 3, . . ..
These can be wrtten as
u̇ = v,
Mv̇ + cv + ku = 0,
where
u1 v1
u 2 v2
u = , v = ,
.. ..
. .
m1 0 0 ...
0 m2 0 . . .
M= 0 0 m 3 0 . . . ,
.. ..
. 0 0 .
c1 −c1 0 0 ...
−c1 c1 + c2 −c 2 0 ...
c= 0 −c2 c2 + c3 −c3 0 . . . ,
.. ..
. .
k1 −k1 0 ...
−k1 k1 + k2 −k2 0 ...
k= 0 −k2 k2 + k3 −k3 0 . . . ,
.. ..
. .
Assume
mi = m/2i−1 ,
ci = 2i−1 c,
ki = 2i−1 k.
then
1 0 0 ...
0 2−1 0 ...
M = m 0 0 2−2
0 . . . ,
.. ..
. 0 0 .
1 −1 0 0 ...
−1 1 + 21 −21 0 ...
c = c 0 −21 1
2 + 2 −2 2 2
0 . . . ,
.. ..
. .
1 −1 0 0 ...
−1 1 + 21 −21 0 ...
k = k 0 −2 1
21
+ 22
−2 2
0 . . .
.. ..
. .
Total mass
m m m
M =m+ + + + ...,
2 4 8
1 h m m i
=m+ m+ + + ... ,
2 2 4
M
=m+ ,
2
so that M = 2m. Question: If
what is Dtα ?
Appendix
Find x, where
1
x= .
1
1+
1
1+
1
1+
1
1+
···
The part in red is simply x, so that
1
x= ,
1+x
x2 + x − 1 = 0.
Thus
8 √
−1 + 5
golden mean
>
>
>
>
< 2
x=
> √
: −1 − 5
>
>
>
2
59
A.2. FACTORIAL AND GAMMA FUNCTIONS APPENDIX A. APPENDIX
1
f (x) = a0 + ,
1
a1 +
1
a2 +
a3 + . . .
where
a0 = f (0).
1
a1 = ′ .
f (0)x
1 1 f ′′ (0) 2
a2 = − − 2 − x .
a1 a1 2!
..
.
and 0! = 1. Thus
n! = n (n − 1)!
so that
Z x Z y1 Z yn−1
n
I f (x) = ... f (yn ) dyn . . . dy1 .
|a a
{z a
}
n integrals
which is true by definition. Then we should show that, if it is true for n, then it must be true for
n + 1.
http://en.wikipedia.org/wiki/Cauchy_formula_for_repeated_integration
¥ Example
For f (x) = x, we have
I 0 f (x) = x,
Z x
I 1 f (x) = y1 dy1 ,
a
1` 2
x − a2 ,
´
=
2
Z x
1` 2
I 2 f (x) = y2 − a2 dy2
´
a 2
1` 3
x − a3 − a2 (x − a) ,
´
=
6
Z x“
1` 3 ”
I 3 f (x) = y3 − a3 − a2 (y3 − a) dy3 ,
´
a 6
1 ` 4 ´ a3 a2 ` 2
x − a4 − x − a2 + a3 (x − a) ,
´
= (x − a) −
24 6 2
and so on.
The algebra is simpler if, without any loss of generality, we move our x-coordinate to make a = 0. Then
I 0 f (x) = x,
x2
I 1 f (x) = ,
2
x 3
I 2 f (x) = ,
6
x4
I 3 f (x) = .
24
x4
= ,
24
..
.
where
µ ¶
n n!
= for 0 ≤ k ≤ n.
k k! (n − k)!
∼ sn + initial conditions
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