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Semi Group Property of Caputo Derivative

The document presents a proof of the semi-group property of the Caputo fractional derivative, showing that applying the Caputo fractional derivative of order α followed by β to a function f(t) is equivalent to applying the Caputo fractional derivative of order α + β. It utilizes definitions and properties of the Caputo fractional derivative, including the use of integrals and Fubini’s Rule. The proof concludes by confirming that the semi-group property holds true for the Caputo fractional derivative.

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Roy Tufail
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38 views2 pages

Semi Group Property of Caputo Derivative

The document presents a proof of the semi-group property of the Caputo fractional derivative, showing that applying the Caputo fractional derivative of order α followed by β to a function f(t) is equivalent to applying the Caputo fractional derivative of order α + β. It utilizes definitions and properties of the Caputo fractional derivative, including the use of integrals and Fubini’s Rule. The proof concludes by confirming that the semi-group property holds true for the Caputo fractional derivative.

Uploaded by

Roy Tufail
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Semi Group Property of Caputo Fractional Derivative

c
D { c D  { f (t)}} = c D +  { f (t)}
Proof: Definition of Caputo Fractional derivative of order α,β,  ,   n − 1, n)
t
1


c
D f (t) = (t − x) n − −1 f n ( x) dx (1)
( n −  ) a

Similarly,
x
1
D  f ( x) =  ( x −  )n−  −1 f n ( ) d 
c
(2)
( n −  ) a

Using (2) in (1)


t
1
D c D  f (t) =  (t − x)n− −1 c D  f ( x) dx
c

( n −  ) a
t x
1 1
  ( x −  ) n −  −1 f n ( ) d  dx
 c 
c
D D f (t) = (t − x)n − −1
( n −  ) a ( n −  ) a
t x
1 1
D c D  f (t) =  (t − x) n − −1 (  ( x −  ) n−  −1 f n ( ) d  ) dx
c

( n −  ) ( n −  ) a a

a  x  t

a    x
a    x  t

To solve two integrals, we Use Fubini’s Rule
t t
1 1
(n −  ) (n −  ) a
c
D c D  f (t) = f n ( ) (  (t − x) n − −1 ( x −  ) n−  −1 dx) d

As we know,
t

 (t −  ) ( − x)  d = (t − x) +  +1 B( + 1,  + 1)

t
1 1
D c D  f (t) =  f n ( ) (t −  )n − −1+ n −  −1+1 B(n −  , n −  ) d
c

( n −  ) ( n −  ) a
B(n −  , n −  )
t

 (t −  ) 2 n −( +  )−1 f n ( ) d
 c 
c
D D f (t) =
 ( n −  ) ( n −  ) a

( )(  ) (n −  )(n −  )


B( ,  ) = , B(n −  , n −  ) =
( +  ) ( n −  + n −  )

 ( n −  ) ( n −  )
t
1
(n −  )(n −  ) (n −  + n −  ) a
c  c 
D D f (t) = (t −  )2 n −( +  )−1 f n ( ) d

t
1
D c D  f (t) =  (t −  ) 2 n −( +  )−1 f n ( ) d
c

( n −  + n −  ) a
t
1
 (t −  ) 2 n −( +  )−1 f n ( ) d
 c 
c
D D f (t) =
(2n − ( +  )) a
c
D c D  f (t) = c D +  f (t) Proved

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