Geometric and Physical Interpretation of Fractional Integration and Fractional Differentiation
Geometric and Physical Interpretation of Fractional Integration and Fractional Differentiation
of Fractional Integration
and Fractional Differentiation
arXiv:math/0110241v1 [math.CA] 22 Oct 2001
Igor Podlubny
Department of Informatics and Control Engineering
BERG Faculty, Technical University of Kosice
B. Nemcovej 3, 04200 Kosice, Slovak Republic
e-mail: [email protected]
February 1, 2008
Abstract
A solution to the more than 300-years old problem of geometric and
physical interpretation of fractional integration and differentiation (i.e.,
integration and differentiation of an arbitrary real order) is suggested
for the Riemann-Liouville fractional integration and differentiation, the
Caputo fractional differentiation, the Riesz potential, and the Feller
potential. It is also generalized for giving a new geometric and physical
interpretation of more general convolution integrals of the Volterra
type. Besides this, a new physical interpretation is suggested for the
Stieltjes integral.
1 Introduction
It is generally known that integer-order derivatives and integrals have clear
physical and geometric interpretations, which significantly simplify their use
for solving applied problems in various fields of science.
However, in case of fractional-order integration and differentiation, which
represent a rapidly growing field both in theory and in applications to real-
world problems, it is not so. Since the appearance of the idea of differentia-
tion and integration of arbitrary (not necessary integer) order there was not
any acceptable geometric and physical interpretation of these operations
for more than 300 years. The lack of these interpretations has been ac-
knowledged at the first international conference on the fractional calculus in
1
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New Haven (USA) in 1974 by including it in the list of open problems [21].
The question was unanswered, and therefore repeated at the subsequent
conferences at the University of Strathclyde (UK) in 1984 [15] and at the
Nihon University (Tokyo, Japan) in 1989 [19]. The round-table discussion
[13, 10, 14] at the conference on transform methods and special functions
in Varna (1996) showed that the problem was still unsolved, and since that
time the situation, in fact, still did not change.
Fractional integration and fractional differentiation are generalisations
of notions of integer-order integration and differentiation, and include n-th
derivatives and n-folded integrals (n denotes an integer number) as partic-
ular cases. Because of this, it would be ideal to have such physical and
geometric interpretations of fractional-order operators, which will provide
also a link to known classical interpretations of integer-order differentiation
and integration.
Since the need for the aforementioned geometric and physical interpre-
tations is generally recognised, several authors attempted to provide them.
Probably due mostly to linguistical reasons, much effort have been devoted
to trying to relate fractional integrals and derivatives, on one side, and frac-
tal geometry, on the other [18, 27, 9, 16, and others]. However, it has been
clearly shown by R. Rutman [22, 23] that this approach is inconsistent.
Besides those “fractal-oriented” attempts, some considerations regarding
interpretation of fractional integration and fractional differentiation were
presented in [16]. However, those considerations are, in fact, only a small
collection of selected examples of applications of fractional calculus, in which
hereditary effects and self-similarity are typical for the objects modelled with
the help of fractional calculus. Although each particular problem, to which
fractional derivatives or/and fractional integrals have been applied, can be
considered as a certain illustration of their meaning, the paper [16] cannot
be considered as a definite answer to the posed question.
A different approach to geometric interpretation of fractional integration
and fractional differentiation, based on the idea of the contact of α-th order,
has been suggested by F. Ben Adda [1, 2]. However, it is difficult to speak
about an acceptable geometric interpretation if one cannot see any picture
there.
Obviously, there is still a lack of geometric and physical interpretation
of fractional integration and differentiation, which is comparable with the
simple interpretations of their integer-order counterparts.
In this paper we present a new approach to solution of this challenging
old problem.
We start with introducing a simple and really geometric interpretation
of several types of fractional-order integration: the left-sided and the right-
sided Riemann–Liouville fractional integration, the Riesz potential, and the
Feller potential.
Based on this, a physical interpretation of the Riemann–Liouville frac-
Geometric and Physical Interpretation of Fractional Integration and Differentiation 3
1 n o
gt (τ ) = tα − (t − τ )α . (3)
Γ(α + 1)
The function gt (τ ) has an interesting scaling property. Indeed, if we take
t1 = kt and τ1 = kτ , then
Now let us consider the integral (2) for a fixed t. Then it becomes simply
a Stieltjes integral, and we can utilize G. L. Bullock’s idea [3].
Let us take the axes τ , g, and f . In the plane (τ, g) we plot the function
gt (τ ) for 0 ≤ τ ≤ t. Along the obtained curve we “build a fence” of the
varying height f (τ ), so the top edge of the “fence” is a three-dimensional
line (τ, gt (τ ), f (τ )), 0 ≤ τ ≤ t.
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This “fence” can be projected onto two surfaces (see Fig. 1):
• the area of the projection of this “fence” onto the plane (τ, f ) corre-
sponds to the value of the integral
Zt
1
0 It (t) = f (τ )dτ ; (5)
0
• the area of the projection of the same “fence” onto the plane (g, f )
corresponds to the value of the integral (2), or, what is the same, to
the value of the fractional integral (1).
In other words, our “fence” throws two shadows on two walls. The first
of them, that on the wall (τ, f ), is the well-known “area under the curve
f (τ )”, which is a standard geometric interpretation of the integral (5). The
“shadow” on the wall (g, f ) is a geometric interpretation of the fractional
integral (1) for a fixed t.
Obviously, for gt (τ ) = τ both “shadows” are equal. This shows that
classical definite integration is a particular case of the left-sided Riemann–
Liouville fractional integration even from the geometric point of view.
What happens when t is changing (namely growing)? As t changes, the
“fence” changes simultaneously. Its length and, in a certain sense, its shape
changes. For illustration, see Fig. 2. If we follow the change of the “shadow”
on the wall (g, f ), which is changing simultaneously with the “fence” (see
Fig.3), then we have a dynamical geometric interpretation of the fractional
integral (1) as a function of t.
Zb
α 1
t I0 f (t) = f (τ )(τ − t)α−1 dτ, (6)
Γ(α)
t
1 n o
ht (τ ) = tα + (τ − t)α . (8)
Γ(α + 1)
Then we can provide a geometric interpretation similar to the geometric
interpretation of the left-sided Riemann–Liouville fractional integral. How-
ever, in this case there is no any fixed point in the “fence” base – the end,
Geometric and Physical Interpretation of Fractional Integration and Differentiation 5
10
6
F(t)
0
0
2
0
4
2
6 4
6
8
8
10 10
Gt(τ) t, τ
Figure 1: The “fence” and its shadows: 0 It1 f (t) and 0 Itα f (t),
for α = 0.75, f (t) = t + 0.5 sin(t)
3 0
4 1
2
5 3
6 4
5
7
6
8 7
8
9
G (τ)
t 9 t, τ
10 10
10
F(t)
5
0
0 1 2 3 4 5 6 7 8 9 10
G (τ)
t
Zb
1
t Ib (t) = f (τ )dτ ; (9)
t
3 0
4 1
2
5 3
6 4
5
7
6
8 7
8
9
Gt(τ) 9 t, τ
10 10
Zb
α 1
0 Rb f (t) = f (τ )|τ − t|α−1 dτ (10)
Γ(α)
0
Zt Zb
α 1 α−1 1
0 Rb f (t) = f (τ )(t − τ ) dτ + f (τ )(τ − t)α−1 dτ. (11)
Γ(α) Γ(α)
0 t
Zb
α
0 Rb f (t) = f (τ )drt (τ ), (12)
0
1 n o
rt (τ ) = tα + sign(τ − t) |τ − t|α . (13)
Γ(α + 1)
The shape of the “fence”, corresponding to the Riesz potential, is de-
scribed by the function rt (τ ). In this case the “fence” consists of the two
parts: one of them (for 0 < τ < t) is the same as in the case of the left-sided
Riemann–Liouville fractional integral, and the second (for t < τ < b) is the
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3 0
4 1
2
5 3
6 4
5
7
6
8 7
8
9
Gt(τ) 9 t, τ
10 10
For α = 1 both “shadows” are equal. This shows that the classical definite
integral (14) is a particular case of the Riesz fractional potential (10) even
from the geometric point of view. We have already seen this inclusion in the
case of the left-sided and the right-sided Riemann–Liouville fractional inte-
gration. This demonstrates the strength of the suggested geometric inter-
pretation of these three types of generalization of the notion of integration.
“Absolute, true and mathematical time of itself, and from its own
nature, flows equably without relation to anything external.”
The invention of differential and integral calculus and today’s use of them
is the strongest reason for continuing using homogeneous equably flowing
time.
Time is often depicted using the time axis, and the geometrically equal
intervals of the time axis are considered as corresponding to equal time
intervals (Fig. 6).
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t
0 1 2 3 4 5 6 7
t
0 3 4 5 6 7
Figures 6 and 7 show those “clock ticks”, which we can register, only
symbolically. One can interpret them as if there exists some absolute, or
cosmic, inhomogeneous time axis, to which we can compare individual ho-
mogeneous time, represented by some “clock ticks”. Our picture of the
Geometric and Physical Interpretation of Fractional Integration and Differentiation 11
individual homogeneous time has the form shown in Fig. 6. The cosmic
time may be not necessarily flowing equably, like that shown in Fig. 7.
To illustrate the idea, let us consider the following situation. Suppose
person N has two devices: one is a speedometer, and another one is the
clock, which is slowing down, so the interval between the two subsequent
ticks is double comparing to the interval between the previous ticks (see
Fig. 7). Person N reads the velocity values indicated by the speedometer
at each encountered “second”, without knowing that the clock is, in fact,
slowing down.
Using these two series of data, namely the recorded sequence of values
of speed, and the sequence of the counted “seconds”, person N can estimate
the distance which he has passed.
For simplicity, let us suppose that the first “second” of the time shown by
the clocks is equal to the absolute time “second”. The results of observations
in this hypothetical experiment are given in Table 1.
Person N will compute the distance he has passed as
SN = 10 · 1 + 11 · 1 + 12 · 1 + 13 · 1 + 12 · 1 + 11 · 1 + 10 · 1 = 79.
SO = 10 · 1 + 11 · 2 + 12 · 4 + 13 · 8 + 12 · 16 + 11 · 32 + 10 · 64 = 1368.
Below we use this idea for giving a new mechanical interpretation of the
Stieltjes integral.
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4 Physical interpretation of
the Stieltjes integral
Imagine a car equipped with two devices for measurements: the speedometer
recording the velocity v(τ ), and the clock which should show the time τ .
The clock, however, shows the time incorrectly; let us suppose that the
relationship between the wrong time τ , which is shown by the clock and
which the driver considers as the correct time, on one hand, and the true
time T , on the other, is described by the function T = g(τ ). This means
that where the driver “measures” the time interval dτ , the real time interval
is given by dT = dg(τ ).
The driver A, who do not know about wrong operation of the clock, will
compute the passed distance as the classical integral:
Zt
SA (t) = v(τ )dτ . (16)
0
However, the observer O knowing about the wrong clock and having the
function g(τ ), which restores the correct values of time from the driver’s
wrong time τ , will compute the really passed distance as
Zt
SO (t) = v(τ )dg(τ ). (17)
0
This example shows that the Stieltjes integral (17) can be interpreted
as the real distance passed by a moving object, for which we have recorded
correct values of speed and incorrect values of time; the relationship between
the wrongly recorded time τ and the correct time T is given by a known
function T = g(τ ).
Zt
α
SO (t) = v(τ )dgt (τ ) = 0 It v(t), (18)
0
time τ (individual time); the relationship between the locally recorded time
τ (which is considered as flowing equably) and the cosmic time (which flows
non-equably) is given by a known function gt (τ ).
The function gt (τ ) describes the inhomogeneous time scale, which de-
pends not only on τ , but also on the parameter t representing the last mea-
sured value of the individual time of the moving object. When t changes, the
entire preceding cosmic time interval changes as well. This is in agreement
with the current views in physics. Indeed, B. N. Ivanov [12, p. 33] mentioned
that time intervals depend on gravitational fields. Similarly, S. Hawking [11,
p. 32–33] wrote that:
Zt
α 1 d f (τ )dτ
0 Dt f (t) = . (20)
Γ(1 − α) dt (t − τ )α
0
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Clearly, the expansion of the universe implies that neither spatial scale
nor time scale remains homogeneous; they both are dynamic. For describ-
ing the inhomogeneous time, the ideal homogeneous time scale can be used.
This approach is not new; it has already been used in the theory of relativ-
ity for describing shortening of time intervals. This means that in fact two
time scales are considered simultaneously: the ideal, equably flowing homo-
geneous time, and the cosmic (inhomogeneous) time. The change of scale of
the cosmic time is described using the homogeneous time scale as a reference
scale. In other words, the homogeneous time scale is just an ideal notion,
which is necessary for developing mathematical models describing inhomoge-
neous cosmic time and its change. In this respect we can, without discussing
other views on this subject, recall the remark made by A. Daigneault and
A. Sangalli in their essay [8] about I. E. Segal and his two-time cosmology
(“chronometric cosmology”, or CC) [25] – note that “perhaps! ”:
So, the ideal model of equably flowing homogeneous time can be considered
as a rough approximation of the cosmic time.
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Zt
K ∗ f (t) = f (τ )k(t − τ )dτ (24)
0
Assuming that k(t) = K ′ (t), we can write this integral in the form
Zt
K ∗ f (t) = f (τ )dqt (τ ), (25)
0
Acknowledgment
This work has been done during the author’s visit to Department of Applied
Mathematics and Theoretical Physics (DAMTP) of the University of Cam-
bridge, UK, in July 2000, supported by the Cambridge Colleges Hospitality
Scheme.
The author will always remember late Professor David G. Crighton, the
former Head of DAMTP and the Master of the Jesus College, who invited
the author and arranged all details of the author’s stay and research at
DAMTP. Without this the present paper could not appear.
The author also expresses his deep gratitude to Professor Stephen Heath,
the President of the Jesus College, and to all members of the College, for
their cordial approach during the whole period of the author’s visit.
References
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Geometric and Physical Interpretation of Fractional Integration and Differentiation 17
[9] Fu-Yao Ren, Zu-Guo Yu, Feng Su. Fractional integral associated to
the self-similar set of the generalised self-similar set and its physical
interpretation. Phys. Lett. A, vol. 219, 1996, pp. 59–68.
[21] B. Ross (ed.). Fractional Calculus and Its Applications, Lecture Notes
in Mathematics, vol. 457, Springer-Verlag, New York, 1975.
[27] Zu-Guo Yu, Fu-Yao Ren and Ji Zhou. Fractional integral associated to
generalized cookie-cutter set and its physical interpretation. J. Phys.A:
Math. Gen., vol. 30, 1997, pp. 5569–5577.