c1

Chapter 2
Mittag-Leffler Functions and Fractional

Calculus
[This chapter is based on the lectures of Professor R.K. Saxena of Jai Narain Vyas University,
Jodhpur, Rajasthan, India.]
2.0 Introduction
This section deals with Mittag-Leffler function and its generalizations. Its
importance is realized during the last one and a half decades due to its direct
involvement in the problems of physics, biology, engineering and applied sciences.
Mittag-Leffler function naturally occurs as the solution of fractional order dif-
ferential equations and fractional order integral equations. Various properties of
Mittag-Leffler functions are described in this section. Among the various results
presented by various researchers, the important ones deal with Laplace transform
and asymptotic expansions of these functions, which are directly applicable in the
solution of differential equations and in the study of the behavior of the solution for
small and large values of the argument. Hille and Tamarkin in 1920 have presented
a solution of Abel-Volterra type integral equation
x
(t)
(x) dt = f (x), 0 < x < 1
( ) 0 (x t)1
in terms of Mittag-Leffler function. Dzherbashyan (1966) has shown that both the
functions defined by (2.1.1) and (2.1.2) are entire functions of order p = 1 and type
= 1. A detailed account of the basic properties of these functions is given in the
third volume of Batemann Manuscript Project written by Erdelyi et al (1955) under
the heading Miscellaneous Functions.
2.1 Mittag-Leffler Function
Notation 2.1.1. E (x) : Mittag-Leffler function
Notation 2.1.2. E , (x) : Generalized Mittag-Leffler function
79
80 2 Mittag-Leffler Functions and Fractional Calculus
Note 2.1.1: According to Erdelyi, et al (1955) both E (x) and E , (x) are
called Mittag-Leffler functions.
Definition 2.1.1.

zk
E (z) = ( k + 1) , C, ( ) > 0. (2.1.1)
k=0
Definition 2.1.2.

zk
E , (z) = ( k + ) , , C, ( ) > 0, ( ) > 0. (2.1.2)
k=0
The function E (z) was defined and studied by Mittag-Leffler in the year 1903. It is
a direct generalization of the exponential series. For = 1 we have the exponential
series. The function defined by (2.1.2) gives a generalization of (2.1.1). This gener-
alization was studied by Wiman in 1905, Agarwal in 1953, Humbert and Agarwal
in 1953, and others.
ez 1
Example 2.1.1. Prove that E1,2 (z) = z .
Solution 2.1.1: We have

zk zk 1 zk+1 1
E1,2 (z) = (k + 2) = (k + 1)! = z (k + 1)! = z (ez 1).
k=0 k=0 k=0
Definition 2.1.3. Hyperbolic function of order n.

znk+r1
hr (z, n) = (nk + r 1)! = zr1 En,r (zn ), r = 1, 2, .... (2.1.3)
k=0
Definition 2.1.4. Trigonometric functions of order n.

(1)k zkn+r1
Kr (z, n) = = zr1 En,r (zn ). (2.1.4)
k=0 (kn + r 1)!

zk
k + 1 = ez erfc(z),
2
E 1 ,1 (z) = (2.1.5)
2
k=0 2
where erfc is complementary to the error function erf.
Definition 2.1.5. Error function.

2
eu du = 1 erf(z), z C.
2
erfc(z) = 1 (2.1.6)
2 z
2.1 Mittag-Leffler Function 81
To derive (2.1.5), we see that Dzherbashyan (1966, P.297, Eq.7.1.) reads as
w(z) = ez erfc(iz)
2
(2.1.7)
whereas Dzherbashyan (1966, P.297, Eq.7.1.8) is

(iz)n
w(z) = n + 1 . (2.1.8)
n=0 2
From (2.1.7) and (2.1.8) we easily obtain (2.1.5). In passing, we note that w(z) is
also an error function (Dzherbashyan (1966)).
Definition 2.1.6. Mellin-Ross function.

(at)k
Et ( , a) = t ( + k + 1) = t E1, +1 (at). (2.1.9)
k=0
Definition 2.1.7. Robotovs function.

k t k( +1)
R ( ,t) = t ((1 + )(k + 1)) = t E +1, +1 ( t +1 ). (2.1.10)
k=0
ez z1
Example 2.1.2. Prove that E1,3 (z) = z2
.

zk 1 zk+2
E1,3 (z) = (k + 3) = z2 (k + 2)!
k=0 k=0
1
= 2 (ez z 1).
z
Example 2.1.3. Prove that

r2 k
1 z
E1,r (z) = ez , r = 1, 2, . . . .
zr1 k=0 k!
The proof is similar to that in Example 2.1.2.
Revision Exercises 2.1.

2.1.1. Prove that

1,1 (a,A)

(1)k x(k+a)/A
H1,2 x (a,A),(0,1) = A1 ,
k=0 (1 + (k + a)A)
and write the right side in terms of a generalized Mittag-Leffler function.
2.1.2. Prove that

d 1,1 (a,A)
1,1 (aA,A)

H1,2 x (a,A),(0,1) = H1,2 x (aA,A),(0,1) .
dx
2.1.3. Prove that

k+1a
1 (1a,A),(1,1) (1)k ( 1x ) A
1,1
H2,1 = A1
.
x (1a,A) k=0 (1 (k + 1 a)/A)
2.2 Basic Properties of Mittag-Leffler Function
As a consequence of the definitions (2.1.1) and (2.1.2) the following results hold:
Theorem 2.2.1. There hold the following relations:

1
(i) E , (z) = zE , + (z) + (2.2.1)
( )
d
(ii) E , (z) = E , +1 (z) + z E , +1 (z) (2.2.2)
dz
m
d
(iii) z 1 E , (z ) = z m1 E , m (z ), (2.2.3)
dz
( m) > 0, m = 0, 1, . . . . (2.2.4)
Solutions 2.2.1: (i) We have

zk zk+1
E , (z) = ( k + ) =
k=0 k=1 ( + + k)
1
= zE , + (z) + , ( ) > 0.
( )
(ii) We have
d zk
R.H.S. = E , +1 (z) + z
dz k=0 ( k + + 1)

( k + )zk zk
= ( k + + 1) = ( k + )
k=0 k=0
= E , (z) = L.H.S.
2.2 Basic Properties of Mittag-Leffler Function 83
(iii)
m
d z k+ 1
L.H.S. =
dz ( k + )
k=0

z m1
k+
= ( k + m) , ( m) > 0,
k=0
since
m
d ( k + )
dz
(z k+ 1 ) = ( k + m) z k+ m1
k=0 k=0
m1
=z E , m (z ), m = 0, 1, 2, ...
= R.H.S.
Following special cases of (2.2.3) are worth mentioning. If we set = m

n, m, n =
1, 2, ... then
m
d
z 1 E mn , (z n ) = z m1 E mn , m (z n )
m m
dz
mk
zn
= z m1 mk .
k=0 n + m
for ( m) > 0, (replacing k by k + n)

m(k+n)

z n
= z m1 + mk
k=n n
mk
n
z n
1 1
mk , m, n = 1, 2, 3.
m
=z E m ,
n
(z ) + z
n
k=1 n
(2.2.5)
m
d zm
z 1 Em, (zm ) = z 1 Em, (zm ) + , ( m) > 0. (2.2.6)
dz ( m)
n
Putting z = t m in (2.2.3) it yields

m 1 n d m ( 1) n
m E m (t)] = t ( 1) m E m (t)
n
t m [t n , n ,
n dt
n
t k
+ t ( 1) m ( mk ) , ( m) > 0, m, n = 1, 2, ....
n
(2.2.7)
k=1 n
When m = 1, (2.2.7) reduces to
t 1n d ( 1)n n
t k
t E 1 , (t) = t ( 1)n E 1 , (t) + t ( 1)n ,
k=1 n
n dt n n k
for ( ) > 1, which can be written as
1 d ( 1)n n
t k
t E 1 , (t) = t n1 E 1 , (t) + t n1 , ( ) > 1. (2.2.8)
k=1 n
n dt n n k
2.2.1 Mittag-Leffler functions of rational order
Now we consider the Mittag-Leffler functions of rational order = qp with p, q =

1, 2, .... relatively prime. The following relations readily follow from the definitions
(2.1.1) and (2.1.2).
p
d
(i) E p (z p ) = E p (z p ) (2.2.9)
dz
p q1 k qp p
d p p z
(ii) E p (z q ) = E p (z q ) + p , (2.2.10)
dz k=1 (k q + 1 p)
q q
q = 1, 2, 3, .... We now derive the relation

1
q1 (1 qk , z)
(iii) E 1 (z ) = e
q z
1+ , (2.2.11)
q
k=1 (1 qk )
where q = 2, 3, ... and ( , z) is the incomplete gamma function, defined by

z
( , z) = eu u 1 du
0
To prove (2.2.11), set p = 1 in (2.2.10) and multiply both sides by ez and use the
definition of ( , z). Thus we have
d z 1
q1
z qk
e E 1 (z q ) = e
z . (2.2.12)
dz q
k=1 1
k
q
Integrating (2.2.12) with respect to z, we obtain (2.2.11).
2.2.2 Euler transform of Mittag-Leffler function
By virtue of beta function formula it is not difficult to show that

1
( , ),(1,1)
z 1 (1 z) 1 E , (xz )dz = ( )2 2 x( , ),( + , ) (2.2.13)
0
where ( ) > 0, ( ) > 0, ( ) > 0, > 0. Here 2 2 is the generalized Wright

function and , , , C.
Special cases of (2.2.13):
(i) When = , = , (2.2.13) yields

1
z 1 (1 z) 1 E , (xz )dz = ( )E , + (x), (2.2.14)
0
where > 0; , C, ( ) > 0, ( ) > 0 and,
(ii) 1
z 1 (1 z) 1 E , [x(1 z) ]dz = ( )E , + (x), (2.2.15)
0
where > 0; , C, ( ) > 0, ( ) > 0.
(iii) When = = 1 we have

1
( , ),(1,1)
z 1 (1 z) 1 exp(xz )dz = ( )2 2 x(1,1),( + , )
0
( , )
= ( )1 1 x( + , ) , (2.2.16)
where > 0, , C, ( ) > 0, ( ) > 0.
2.2.3 Laplace transform of Mittag-Leffler function
Notation 2.2.1. F(s) = L{ f (t); s} = (L f )(s) : Laplace transform of f (t) with

parameter s.
Notation 2.2.2. L1 {F(s);t} : Inverse Laplace transform
Definition 2.2.1. The Laplace transform of a function f (t), denoted by F(s), is

defined by the equation

F(s) = (L f )(s) = L{ f (t); s} = est f (t)dt, (2.2.17)
0
where (s) > 0, which may be symbolically written as
F(s) = L{ f (t); s} or f (t) = L1 {F(s);t},
provided that the function f (t) is continuous for t 0, it being tacitly assumed that
the integral in (2.2.17) exists.
t 1
L1 {s } = , (s) > 0, ( ) > 0. (2.2.18)
( )
It follows from the Laplace integral

(s)
est t 1 dt = , (s) > 0, ( ) > 0. (2.2.19)
0 s
F(s)
Example 2.2.2. Find the inverse Laplace transform of a+s ; a, > 0; where
(s) > 0, F(s) = L{ f (t); s}.
Solution 2.2.1: Let

1 a
G(s) = =
a + s r=0
(a)r s r , | | < 1.
s
Therefore,

1
L {G(s)} = g(t) = L 1
(a) s
r r
r=0
= t 1 E , (at ). (2.2.20)
Application of convolution theorem of Laplace transform yields the result

x
F(s)
L 1
;t = (x t) 1 E , (a(x t) ) f (t)dt (2.2.21)
a + s 0
where ( ) > 0.
By the application of Laplace integral, it follows that

x
1 (1,1),( , ) ,
z 1 eaz E , (xz )dz = 2 1 (2.2.22)
0 a a ( , )
where , a, , C, ( ) > 0, ( ) > 0, ( ) > 0, (a) > 0, ( ) > 0 and

| az | < 1. Special cases of (2.2.22) are worth mentioning.
(i) For = , = , ( ) > 0, (2.2.22) gives

a
eaz z 1 E , (xz )dz = , (2.2.23)
0 a x
where a, , C, ( ) > 0, ( ) > 0, | ax | < 1.
When a = 1, (2.2.23) yields a known result.

1
ez z 1 E , (xz )dz = , |x| < 1, (2.2.24)
0 1x
where ( ) > 0, ( ) > 0. If we further take = 1, (2.2.24) reduces to

1
ez E (xz )dz = , |x| < 1.
0 1x
(ii) When = 1, (2.2.23) gives

a 1
eaz E (xz )dz = , (2.2.25)
0 a x
where (a) > 0, ( ) > 0, | ax | < 1.
2.2.4 Application of Lalace transform
From (2.2.23) we find that
s
L{x 1 E , (ax )} = (2.2.26)
s a
where ( ) > 0, ( ) > 0. We also have
s
L{x 1 E , (ax )} = . (2.2.27)
s + a
Now
s s s2 ( + )
= 2 for (s2 ) > (a). (2.2.28)
s a
s +a s a2
By virtue of the convolution theorem of the Laplace transform, it readily follows
that
t
u 1 E , (au )(t u) 1 E , (a(t u) )du = t + 1 E2 , + (a2t 2 ),
0
(2.2.29)
where ( ) > 0, ( ) > 0. Further, if we use the identity
1 s 2 2
= s s (2.2.30)
s2 s 1
and the relation
L{t 1 ; s} = ( )s , (2.2.31)
where ( ) > 0, (s) > 0, we obtain

t

1 (t u)1 (t u) +1
u E , (u ) du = t, (2.2.32)
0 (2 ) ( + 2)
where 0 < < 2, ( ) > 0. Next we note that the following result (2.2.34) can be
derived by the application of inverse Laplace transform to the identity

s2 s2 s
[s ] = + , (s ) > 1. (2.2.33)
s2 1 s2 1 s 1
We have
x
1
(x t) 1 E2 , (t 2 )t 1 dt = x 1 E2 , (x2 ) + x 1 E , (x ),
( ) 0
(2.2.34)
where ( ) > 0, ( ) > 0. If we set = 1 in (2.2.34), it reduces to

x
1
(x t) 1 E2 (t 2 )dt = E (x ) E2 (x2 ) (2.2.35)
( ) 0
where ( ) > 0.
2.2.5 Mittag-Leffler functions and the H-function
Both the Mittag-Leffler functions E (z) and E , (z) belong to H-function family.
We derive their relations with the H-function.
Lemma 2.2.1: Let R+ = (0, ). Then E (z) is represented by the Mellin-

Barnes integral

1 (s)(1 s)(z)s
E (z) = ds, |argz| < , (2.2.36)
2 i L (1 s)
where the contour of integration L, beginning at c i and ending at c + i, 0<c<1,

separates all poles s = k, k = 0, 1, 2, ... to the left and all poles s = 1 + n, n = 0, 1, ...
to the right.
Proof. We now evaluate the integral (2.2.36) as the sum of the residues at the
points s = 0, 1, 2, . . . . We find that

1 (s)(1 s)(z)s (s + k)(s)(1 s)(z)s

ds = lim (2.2.37)
2 i L (1 s) k=0 sk (1 s)

(1)k (1 + k)
= k!(1 + k)
(z)k
k=0
= E (z),
which yields (2.2.36) in accordance with the definition (2.1.1). It readily follows
from the definition of the H-function and (2.2.36) that E (z) can be represented in
the form
z(0,1),(0, ) ,
1,1 (0,1)
E (z) = H1,2 (2.2.38)
1,1
where H1,2 is the H-function, which is studied in Chapter 1.
Lemma 2.2.2: Let R+ = (0, ), C, then

1 (s)(1 s)(z)s
E , (z) = ds. (2.2.39)
2 i L ( s)
The proof of (2.2.39) is similar to that of (2.2.36). Hence the proof is omitted. From
(2.2.39) and the definition of the H-function we obtain the relation

z(0,1),(1 , ) .
1,1 (0,1)
E , (z) = H1,2 (2.2.40)
In particular, E (z) can be expressed in terms of generalized Wright function in the

form
E (z) = 1 1 z(1, ) .
(1,1)
(2.2.41)
Similarly, we have
E , (z) = 1 1 z( , ) .
(1,1)
(2.2.42)
Next, if we calculate the residues at the poles of the gamma function (1 s) at the
points s = 1 + n, n = 0, 1, 2, ... it gives

1 (s)(1 s) (s 1 n)(s)(1 s)(z)s
(z)s ds = lim
2 i L (1 s) n=0 s1+n (1 s)

(1)n (1 + n)(z)n1
= n!(1 (1 + n))
n=0

zn
= , (2.2.43)
n=1 (1 n)
for = 1, 2, . Similarly for = 1, 2, , E , (z), gives

1 (s)(1 s) zn
(z)s ds = . (2.2.44)
2 i L ( s) n=1 ( n)
Exercises 2.2.
2.2.1. Let
U1 (t) = t 1 E mn , (t n )
m
U2 (t) = t 1 Em, (t m )
U3 (t) = t ( 1) m E mn , (t)
n
U4 (t) = t ( 1)n E 1 , (t).

n
Then show that these functions respectively satisfy the following differential equa-
tions of Mittag-Leffler functions when m, n are relatively prime.
m
dm n
t n k
(i) m U1 (t) U1 (t) = t 1
k=1 ( n )
dt mk
( ) > m, (m, n = 1, 2, 3, ...);

dm t m+ 1
(ii) U2 (t) U2 (t) = , ( ) > m, m = 1, 2, . . . .;
dt m ( m)

m 1 n d m n
t k
U3 (t) U3 (t) = t ( 1) m
n
(iii) t m
k=1 ( n )
n dt mk
m, n = 1, 2, 3, ..., ( ) > m;

1 d n
t k
(iv) U4 (t) t n1U4 (t) = t n 1
k=1 ( n )
n dt k
n = 1, 2, 3, ..., ( ) > 1.
2.2.2. Prove that

x
E ( t )
dt = E ( x ) 1, ( ) > 0.
( ) 0 (x t)1
2.2.3. Prove that
d 1
[x E , (ax )] = x 2 E , 1 (ax ) + ( )x 2 E , (ax ), = .
dx
2.2.4. Prove that
z
1
t 1 (z t) 1 E , ( t )dt = z + 1 E , + ( z ),
( ) 0
( ) > 0, ( ) > 0, ( ) > 0.
2.2.5. Prove that

z
1
(z t) 1 cosh( t)dt = z E2, +1 ( z2 ), ( ) > 0.
( ) 0
2.3 Generalized Mittag-Leffler Function 91
2.2.6. Prove that

z
1
e t (z t) 1 dt = z E1, +1 ( z), ( ) > 0.
( ) 0
2.2.7. Prove that

z
1 1 sinh( t)
(z t) dt = z +1 E2, +2 ( z2 ), ( ) > 0.
( ) 0
2.2.8. Prove that

s
esx x 1 E , (x )dx = , (s) > 1.
0 s 1
2.2.9. Prove that

1
est E (t )dt = , (s) > 1.
0 s s1
2.2.10. Prove that
x
u 1 E , (yu )(x u) 1 E , [z(x u) ]du
0
yE , + (yx ) zE , + (zx ) + 1
= x ,
yz
where y, z C; y = z, > 0, > 0.
2.3 Generalized Mittag-Leffler Function
Notation 2.3.1. E , (z): Generalized Mittag-Leffler function
Definition 2.3.1.

( )n zn
E , (z) = ( n + )n! , (2.3.1)
n=0
where , , C with ( ) > 0. For = 1, it reduces to Mittag-Leffler function

(2.1.2). This function was introduced by T.R. Prabhakar in 1971. It is an entire
function of order = [( )]1 .
2.3.1 Special cases of E , (z)
(i) E (z) = E1 ,1 (z) (2.3.2)

(ii) E , (z) = E1 , (z) (2.3.3)

(iii) ( , ; z) = 1 F1 ( ; ; z) = ( )E1, (z), (2.3.4)
where ( , ; z) is Kummers confluent hypergeometric function.
2.3.2 Mellin-Barnes integral representation
Lemma 2.3.1: Let R+ = (0, ); , C, = 0, ( ) > 0. Then E , (z) is

represented by the Mellin-Barnes integral

1 1 (s)( s)
E , (z) = (z)s ds, (2.3.5)
( ) 2 i L ( s)
where |arg(z)| < ; the contour of integration beginning at c i and ending at

c + i, 0 < c < ( ), separates all the poles at s = k, k = 0, 1, ... to the left and all
the poles at s = n + , n = 0, 1, ... to the right.
Proof. We will evaluate the integral on the R.H.S. of (2.3.5) as the sum of the
residues at the poles s = 0, 1, 2, ... . We have

1 (s)( s) (s + k)(s)( s)(z)s

(z)s ds = lim
2 i L ( s) k=0 sk ( s)

(1)k ( + k)
= k! ( + k)
(z)k
k=0

( )k zk
= ( ) = ( )E , (z)
k=0 ( k + ) k!
which proves (2.3.5).
2.3.3 Relations with the H-function and Wright function
It follows from (2.3.5) that E , (z) can be represented in the form
1
(1 ,1)
E , (z) = 1,1
H1,2 z(0,1),(1 , ) (2.3.6)
( )
1,1
where H1,2 (z) is the H-function, the theory of which can be found in Chapter 1. This
function can also be represented by
1
E , (z) = ( ,1)
1 1 z ( , ) (2.3.7)
( )
where 1 1 is the Wright hypergeometric function p q (z).
2.3.4 Cases of reducibility
In this subsection we present some interesting cases of reducibility of the function

E , (z). The results are given in the form of five theorems. The results are useful in
the investigation of the solutions of certain fractional order differential and integral
equations.The proofs of the following theorems can be developed on similar lines
to that of equation (2.2.1).
Theorem 2.3.1. If , , C with ( ) > 0, ( ) > 0, ( ) > 0, then there

holds the relation
zE , (z) = E , (z) E ,1
(z). (2.3.8)
Corollary 2.3.1: If , C, ( ) > ( ) > 0, then we have
1
zE1 , (z) = E , (z) . (2.3.9)
( )
Theorem 2.3.2. If , , C, ( ) > 0, ( ) > 1, then there holds the formula
E2 , (z) = E , 1 (z) + (1 + )E , (z). (2.3.10)
Theorem 2.3.3. If ( ) > 0, ( ) > 2 + ( ), then there holds the formula
1
zE3 , (z) = [E (z) (2 3 3)E , 1 (z)
2 2 , 2
+ (2 2 + 2 3 + 3 2 + 1)E , (z)]. (2.3.11)
Theorem 2.3.4. If ( ) > 0, ( ) > 2, then there holds the formula
1
E3 , (z) = [E (z) + (3 + 3 2 )E , 1 (z)
2 2 , 2
+ (2 2 + 2 + 3 3 2 + 1)E , (z)]. (2.3.12)
2.3.5 Differentiation of generalized Mittag-Leffler function
Theorem 2.3.5. Let , , , , w C. Then for any n = 1, 2, ... there holds the for-
mula, for ( ) > n,
n
d
[z 1 E , (wz )] = z n1 E , n (wz ). (2.3.13)
dz
In particular, for ( ) > n,
n
d
[z 1 E , (wz )] = z n1 E , n (wz ) (2.3.14)
dz
and for ( ) > n,
n
d ( ) n1
[z 1 ( ; ; wz)] = z ( ; n; wz). (2.3.15)
dz ( n)
Proof. Using (2.3.1) and taking term by term differentiation under the summation
sign, which is possible in accordance with uniform convergence of the series in
(2.3.1) in any compact set of C, we obtain
n n k x+ 1
d ( )k d wz
[z E , (wz )] =
1
dz k=0 ( k + ) dz k!
= z n1 E , n (wz ), ( ) > n,
which establishes (2.3.13). Note that (2.3.14) follows from (2.3.13) when = 1 due
to (2.3.3), and (2.3.15) follows from (2.3.13) when = 1 on account of (2.3.4).
2.3.6 Integral property of generalized Mittag-Leffler function
Corollary 2.3.2: Let , , , w C, ( ) > 0, ( ) > 0, ( ) > 0. Then

z
t 1 E , (wt )dt = z E , +1 (wz ) (2.3.16)
0
and (2.3.16) follows from (2.3.13). In particular,

z
t 1 E , (wt )dt = z E , +1 (wz ) (2.3.17)
0
and z
1
t 1 ( , ; wt)dt = z ( , + 1; wz) (2.3.18)
0
Remark 2.3.1: The relations (2.3.15) and (2.3.18) are well known.
2.3.7 Integral transform of E , (z)
By appealing to the Mellin inversion formula, (2.3.5) yields the Mellin transform of
the generalized Mittag-Leffler function.

(s)( s)ws
t s1 E , (wt)dt = . (2.3.19)
0 ( )( s )
If we make use of the integral

1
+ + 12 +
t 1 e 2 W , (t)dt =
t
2
(2.3.20)
0 (1 + )
where ( ) > 12 , we obtain the Whittaker transform of the Mittag-Leffler

function

p w ( ,1),( 21 + , )
t 1 e 2 pt W , (pt)E , (wt )dt =
1
3 2 (2.3.21)
0 ( ) p ( , ),(1 + , )
where 3 2 is the generalized Wright function, and ( ) > |( )| 12 , (p) >

0, | pw | < 1. When = 0 and = 12 , then by virtue of the identity
t
W 1 ,0 (t) = exp , (2.3.22)
2 2
the Laplace transform of the generalized Mittag-Leffler function is obtained.

1 pt p w ( ,1),( , )
t e E , (wt )dt = 2 1 (2.3.23)
0 ( ) p ( , )
1
where ( ) > 0, ( ) > 0, ( ) > 0, (p) > 0, p > |w| ( ) . In particular, for =
and = we obtain a result given by Prabhakar (1971, Eq.2.5).

t 1 ept E , (wt )dt = p (1 wp ) (2.3.24)
0
1
where ( ) > 0, ( ) > 0, (p) > 0 and p > |w| ( ) .
The Euler transform of the generalized Mittag-Leffler function follows from the beta
function.
1
(b) ( ,1),(a, )
t a1 (1 t)b1 E , (xt )dt = 2 2 x ( , ),(a+b, ) , (2.3.25)
0 ( )
where (a) > 0, (b) > 0, ( ) > 0, ( ) > 0, ( ) > 0, ( ) > 0.

Theorem 2.3.6. We have

k!p
ept t k+ 1 E , (at )dt =
(k)
, (2.3.26)
0 (p a)k+1
1
(k) dk
where (p) > |a| ( ) , ( ) > 0, ( ) > 0, and E , (y) = E (y).
dyk ,
Proof: We will use the following result:

1
et t 1 E , (zt )dt = , |z| < 1. (2.3.27)
0 1z
The given integral

dk pt 1
= k e t E , (at )dt
da 0
dk p k!p
= k = , ( ) > 0.
da (p a) (p a)k+1
Corollary 2.3.3:

k1 k!
ept t
(k)
2 E 1 1 (a t)dt = (2.3.28)
0 ,
2 2 ( p a)k+1
where (p) > a2 .
Exercises 2.3.
2.3.1. Prove that
1
1
u 1 (1 u) 1 E , (zu )du = E , + (z), ( ) > 0, ( ) > 0, ( ) > 0.
( ) 0
2.3.2. Prove that

x
1
(x u) 1 (u t) 1 E , [ (u t) ]du = (x t) + 1 E , + [ (x t) ]
( ) t
where ( ) > 0, ( ) > 0, ( ) > 0.

2.3.3. Prove that for n = 1, 2, ...
1 n
En, (z) = 1 Fn ( ; (n; ); n z),
( )
where (n; ) represents the sequence of n parameters n , +1

n , ...,
+n1
n .
2.3.4. Show that for ( ) > 0, ( ) > 0,

2.4 Fractional Integrals 97
m
d
E , (z) = ( )m E ,+m
+m (z).
dz
2.3.5. Prove that for ( ) > 0, ( ) > 0,

d
z + E , (z) = E ,+1
(z).
dz
2.3.6. Prove that for ( ) > 1,
( 1)E , (z) = E , 1 (z) E ,+1
(z).
2.3.7. Prove that

x
+
t 1 (x t) 1 E , [w(x t) ]E, (wt )dt = x + 1 E , + (wx ),
0
where , , , , , w C; ( ), ( ), ( ) > 0.
2.3.8. Find
1 z
L s 1
s
and give the conditions of validity.
2.3.9. Prove that

1 z1 1 z2 2 t 1
L s 1 1 = 2 (1 , 2 ; ; z1t, z2t),
s s ( )
where ( ) > 0, (s) > max[0, (z1 ), (z2 )] and 2 is the confluent hypergeo-
metric function of two variables defined by

(b)k (b ) j uk z j
2 (b, b ; c; u, z) = . (2.3.29)
k, j=0 (c)k+ j k! j!
2.3.10. From the above result deduce the formula

z t 1
L1 s (1 ) = ( , ; zt), (2.3.30)
s ( )
where ( ) > 0, (s) > max[0, |z|].
2.4 Fractional Integrals
This section deals with the definition and properties of various operators of frac-
tional integration and fractional differentiation of arbitrary order. Among the various
operators studied are the Riemann-Liouville fractional integral operators, Riemann-
Liouville fractional differential operators, Weyl operators, Kober operators etc. Be-
sides the basic properties of these operators, their behaviors under Laplace, Fourier
and Mellin transforms are also presented. Application of Riemann-Liouville op-
erators in the solution of fractional order differential and fractional order integral
equations is demonstrated.
2.4.1 Riemann-Liouville fractional integrals of arbitrary order
n
a Ix , a Dx , n N 0:
Notation 2.4.1. n Fractional integral of integer order n
Definition 2.4.1.
x
n 1
n
a Ix f (x) = a Dx f (x) = (x t)n1 f (t)dt (2.4.1)
(n) a
where n N 0.
We begin our study of fractional calculus by introducing a fractional integral of

integer order n in the form of Cauchy formula.
x
n 1
a Dx f (x) = (x t)n1 f (t)dt. (2.4.2)
(n) a
It will be shown that the above integral can be expressed in terms of n-fold integral,
that is,
x x1 x2 xn1
n
a Dx f (x) = dx1 dx2 dx3 ... f (t)dt. (2.4.3)
0 a a a
Proof. When n = 2, by using the well-known Dirichlet formula, namely
b x b b
dx f (x, y)dy = dy f (x, y)dx (2.4.4)
a a a y
(2.4.3) becomes
x x1 x x
dx1 f (t)dt = dt f (t) dx1
a a
a x t
= (x t) f (t)dt. (2.4.5)
a
This shows that the two-fold integral can be reduced to a single integral with the
help of Dirichlet formula. For n = 3, the integral in (2.4.3) gives
x x1 x2
3
a Dx f (x) = dx1 dx2 f (t)dt
a
x a x1
a
x2
= dx1 dx2 f (t)dt . (2.4.6)

a a a
By using the result in (2.4.5) the integrals within big brackets simplify to yield
x x
1
3
a Dx f (x) = dx1 (x1 t) f (t)dt . (2.4.7)
a a
If we use (2.4.4), then the above expression reduces to

x t x
3 (x t)2
a Dx f (x) = dt f (t) (x1 t)dx1 = f (t)dt. (2.4.8)
a x a 2!
Continuing this process, we finally obtain
x
n 1
a Dx f (x) = (x t)n1 f (t)dt. (2.4.9)
(n 1)! a
It is evident that the integral in (2.4.9) is meaningful for any number n provided its
real part is greater than zero.
2.4.2 Riemann-Liouville fractional integrals of order

Notation 2.4.2. x Ib , x Db , Ib : Riemann-Liouville right-sided fractional
integral of order .
Definition 2.4.2. Let f (x) L(a, b), C, ( ) > 0, then

x
1 f (t)
a Ix f (x) = a D
x f (x) = Ia+ f (x) = dt, x > a (2.4.10)
( ) a (x t)1
is called Riemann-Liouville left-sided fractional integral of order .
Definition 2.4.3. Let f (x) L(a, b), C, ( ) > 0, then

b
1 f (t)
x Ib f (x) = x D
b f (x) = Ib f (x) = dt, x < b (2.4.11)
( ) x (t x)1
is called Riemann-Liouville right-sided fractional integral of order .
Example 2.4.1. If f (x) = (x a) 1 , then find the value of a Ix f (x).

x
1
a Ix f (x) = (x t) 1 (t a) 1 dt.
( ) a
If we substitute t = a + y(x a) in the above integral, it reduces to
( )
(x a) + 1
( + )
where ( ) > 0. Thus
( )
a Ix f (x) = (x a) + 1 . (2.4.12)
( + )
Example 2.4.2. It can be similarly shown that
( )
x Ib g(x) = (b x) + 1 , x < b (2.4.13)
( + )
where ( ) > 0 and g(x) = (b x) 1 .
Note 2.4.1: It may be noted that (2.4.12) and (2.4.13) give the Riemann-
Liouville integrals of the power functions f (x) = (x a) 1 and g(x) = (b
x) 1 , ( ) > 0.
2.4.3 Basic properties of fractional integrals
Property: Fractional integrals obey the following properties:

a Ix a Ix = a Ix + = a Ix a Ix ,
+
x Ib x Ib = x Ib = x Ib x Ib . (2.4.14)
Proof: By virtue of the definition( 2.4.10), it follows that

x t (u)du
1 dt 1
a Ix a Ix =
( ) a (x t)1 ( ) a (t u)1
x x
1 dt
= du (u) . (2.4.15)
( )( ) a u (x t)1 (t u)1
tu
If we use the substitution y = xu , the value of the second integral is
1
1 (x u) + 1
y 1 (1 y) 1 dy = ,
( )( )(x u)1 0 ( + )
which, when substituted in (2.4.15) yields the first part of (2.4.14). The second part
can be similarly established. In particular,
n+
a Ix f = a Ixn a Ix f , n N, ( ) > 0 (2.4.16)
which shows that the n-fold differentiation

dn n+
aI f (x) = a Ix f (x), n N, ( ) > 0 (2.4.17)
dxn x
for all x. When = 0, we obtain
dn
0
a Ix f (x) = f (x); a Ixn f (x) = f (x) = f (n) (x). (2.4.18)
dxn
Note 2.4.2: The property given in (2.4.14) is called semigroup property of frac-
tional integration.
Notation 2.4.3. L(a, b): space of Lebesgue measurable real or complex val-
ued functions.
Definition 2.4.4. L(a, b), consists of Lebesgue measurable real or complex

valued functions f (x) on [a, b]:
b
L(a, b) = { f : || f ||1 | f (t)|dt < }. (2.4.19)
a
Note 2.4.3: The operators a Ix and x Ib are defined on the space L(a, b).
Property: The following results hold:

b b
f (x)(a Ix g)dx = g(x)(x Ib f )dx. (2.4.20)
a a
(2.4.20) can be established by interchanging the order of integration in the integral

on the left-hand side of (2.4.20) and then using the Dirichlet formula (2.4.4).
The above property is called the property of integration by parts for fractional
integrals.
2.4.4 A useful integral
We now evaluate the following integral given by Saxena and Nishimoto [Journal of
Fractional Calculus, Vol. 6, 1994, 65-75].
b
(t a) 1 (b t) 1 (ct + d) dt = (ac + d) (b a) + 1
a

(a b)c
B( , )2 F1 , ; + ; ,
(ac + d)
(2.4.21)
where ( ) > 0, ( ) > 0, |arg (d+bc)

(d+ac) | < , a, c and d are constants.
Solution Let
b
I= (t a) 1 (b t) 1 (ct + d) dt
a
b
(1)k ( )k ck
= (ac + d) (ac + d)k a
(t a) +k1 (b t) 1 dt
k=0

(a b)c
= (ac + d) (b a) + 1 B( , )2 F1 , ; + ; .
(ac + d)
In evaluating the inner integral the modified form of the beta function, namely
b
(t a) 1 (b t) 1 dt = (b a) + 1 B( , ), (2.4.22)
a
where ( ) > 0, ( ) > 0, is used.
Example 2.4.3. As a consequence of (2.4.21) it follows that
1 ( )
a Ix [(x a) (cx + d) ] = (ac + d) (x a) + 1
( + )

(a x)c
2 F1 , ; + ; , (2.4.23)
(ac + d)
(ax)c
where ( ) > 0, ( ) > 0, |arg (ac+d) | < , a, c and d being constants. In a similar
manner we obtain the following result:
Example 2.4.4. We also have
1 ( )
x Ib [(b x) (cx + d) = (cx + d) ](b x) + 1
( + )

(x b)c
2 F1 , ; + ; , (2.4.24)
(cx + d)
(xb)c
where ( ) > 0, ( ) > 0, |arg (cx+d) | < .
Example 2.4.5. On the other hand if we set = in (2.4.21) it is found

that
1 ( )
a Dx [(x a) (cx + d) ] = (ac + d) (x a) + 1 (d + cx) ,
( + )
(2.4.25)
where ( ) > 0, ( ) > 0.
Example 2.4.6. Similarly, we have
1 ( )
x Ib [(b x) (cx + d) ] = (cx + d) (bc + d) (b x) + 1
( + )
(2.4.26)
where ( ) > 0, ( ) > 0.

2.4.5 The Weyl integral
Notation 2.4.4. Weyl integral of order .

xW , x I :
Definition 2.4.5. The Weyl fractional integral of f (x) of order , denoted by

xW , is defined by

1
xW f (x) = (t x) 1 f (t)dt, < x < (2.4.27)
( ) x
where C, ( ) > 0. (2.4.27) is also denoted by x I f (x).
x e x
xW e = where ( ) > 0. (2.4.28)

Solution: We have

x 1
xW e = (t x) 1 e t dt, > 0
( ) x

e x
= u 1 eu du
( ) 0
e x
= , ( ) > 0.

Notation 2.4.5. D Weyl fractional derivative.
x D ,
Definition 2.4.6. The Weyl fractional derivative of order , denoted by x D ,

is defined by
m
m d m
D
x f (x) = D f (x) = (1) xW f (x)
dx
m
d 1 f (t)
= (1)m dt, < x < (2.4.29)
dx (m ) x (t x)1+ m
where m 1 < m, C, m = 0, 1, 2, . . . .
Example 2.4.8. Find x D e x , > 0.
Solution: We have

x d m m x
m
x D e = (1) xW e
dx
m
d
= (1)m (m ) e x (2.4.30)
dx
= e x .
2.4.6 Basic properties of Weyl integral
Property: The following relation holds:

(x) (0 Ix (x)) dx = (xW (x)) (x)dx. (2.4.31)
0 0
(2.4.31) is called the formula for fractional integration by parts. It is also called
Parseval equality. (2.4.31) can be established by interchanging the order of integra-
tion.
Property: Weyl fractional integral obeys the semigroup property. That is,

+
xW xW f = xW f = xW xW f . (2.4.32)
Proof: We have

1
xW xW f (x) = dt(t x) 1
( ) x

1
(u t) 1 f (u)du.
( ) x
By using the modified form of the Dirichlet formula (2.4.4), namely

a a a
dt(t x) 1 (u t) 1 f (u)du = B( , ) (u t) + 1 f (u)du, (2.4.33)
x t t
and letting a , (2.4.33) yields the desired result:

+
xW xW f = xW f . (2.4.34)
Notation 2.4.6. : Weyl integral with lower limit .

Wx , I+
Definition 2.4.7. Another companion to the operator (2.4.27) is the following:

x
1
Wx f (x) = I+ f (x) = (x t) 1 f (t)dt, < x < (2.4.35)
( )
where ( ) > 0.
Note 2.4.4: The operator defined by (2.4.35) is useful in fractional diffusion

problems in astrophysics and related areas.
ax eax
Wx e = . (2.4.36)
a
Solution: We have the result by setting x t = u.
Note 2.4.5: An alternative form of (2.4.35) in terms of convolution is given by

1 1
Wx f (x) = t+ f (x t)dt (2.4.37)
( )
where
1 t 1 , t > 0
t+ =
0, t < 0

1
xW (cos ax) = a cos ax + (2.4.38)
2
where a > 0, 0 < ( ) < 1.
Solution: The result follows from the known integral

( )
(x u) 1 cos ax dx = cos au + . (2.4.39)
u a 2

1
W
x (sin ax) = a sin ax + . (2.4.40)
2
Hint: Use the integral

1 ( ) 1
(x u) sin ax dx = sin au + (2.4.41)
u a 2
where a > 0, 0 < ( ) < 1.
Exercises 2.4.
2.4.1. Prove that
( )
1
a Ix (x a) = (x a) + 1 , ( ) > 0.
( + )
2.4.2. Prove that

1
(a c) 1 ax
I
a x (x c) = (x a) F
2 1 1, 1 ; + 1;
( + 1) ac
ax
where ( ) > 0, C, a = c, ac < 1.
2.4.3. Prove that

( ) (x a) + 1
1 1
I
a x [(x a) (b x) ] =
( + ) (b a)1

xa
2 F1 , 1 ; + ;
ba
where ( ) > 0, C, a < x < b.

2.4.4. Prove that

(x a) 1 ( ) (x a) + 1
a Ix =
(b x) + ( + ) (b a) (b x)
where ( ) > 0, a < x < b.

2.4.5. Prove that
( ) (x a) + 1
1 1
I
a x (x a) (x c) =
( + ) (a c)1

(a x)
2 F1 , 1 ; + ; ,
ac
where ( ) > 0, C, a = c, | ax
ac | < 1.
2.4.6. Prove that for ( ) > 0,

(x a) 1 ( ) (x a) + 1 a x
a Ix = , < 1.
(x c) + ( + ) (a c) (x c) a c
2.4.7. Prove that

x
a Ix [e ] = e a (x a) E1, +1 ( x a).
2.4.8. Prove that

( ) a
x 1
a Ix [e (x a) ] = e (x a) + 1 1 F1 ( ; + ; x a),
( + )
where ( ) > 0, ( ) > 0.

2.4.9. Prove that
2 +

a Ix (x a) 2 J ( x a) = (x a) 2 J + ( x a),

where ( ) > 1.
2.4.10. Prove that

1
a Ix (x a) 2 F1 ( , ; ; (x a))
( )
= (x a) + 1 2 F1 ( , ; + ; x a),
( + )
where ( ) > 0.
2.4.7 Laplace transform of the fractional integral
We have x
1
0 Ix f (x) = (x t) 1 f (t)dt, (2.4.42)
( ) 0
where ( ) > 0. Application of convolution theorem of the Laplace transform

gives
1
t
L{0 Ix f (x)}; s = L L{ f (t); s}
( )
= s F(s), (2.4.43)
where (s) > 0, ( ) > 0.
2.4.8 Laplace transform of the fractional derivative
If n N, then by the theory of the Laplace transform, we know that

n1
dn
L
dxn
f ; s = s n
F(s) snk1 f (k) (0+) (2.4.44)
k=0
n1
= sn F(s) sk f (nk1) (0+), (n 1 < n) (2.4.45)
k=0
where (s) > 0 and F(s) is the Laplace transform of f (t). By virtue of the defi-
nition of the derivative, we find that
n
d n
L{0 Dx f ; s} = L 0I f ;s
dxn x
n1 dnk1
= sn L n
0 Ix f ; s sk nk1 0 Ixn f (0+)
k=0 dx
n1
d
= s F(s) sk D k1 f (0+), D = (2.4.46)
k=0 dx
n
= s F(s) sk1 D k f (0+) (2.4.47)
k=1
where (s) > 0.
2.4.9 Laplace transform of Caputo derivative
Notation 2.4.7. C a Dx
0
Definition 2.4.8. The Caputo derivative of a casual function f (t) ( that is f (t) = 0
for t < 0 ) with > 0 was defined by Caputo (1969) in the form
dn (n ) (n)
C a Dx f (x) = a Ixn f (x) = a Dt f (t) (2.4.48)
0 dxn
x
1
= (x t)n 1 f (n) (t)dt, (n 1 < < n) (2.4.49)
(n ) a
where n N.
From (2.4.43) and (2.4.49), it follows that
L{C 0 Dt f (t); s} = s(n ) L{ f (n) (t)}. (2.4.50)

0
On using (2.4.44), we see that

n1
L{C 0 Dt f (t); s} = s(n ) sn F(s) snk1 f (k) (0+)
0 k=0
n1
= s F(s) s k1 f (k) (0+), (n 1 < n), (2.4.51)
k=0
where (s) > 0 and ( ) > 0.
Note 2.4.6: From (2.4.48), it can be seen that
C 0 Dt A = 0, where A is a constant,
0
whereas the Riemann-Liouville derivative
At
0 Dt A = , ( = 1, 2, ), (2.4.52)
(1 )
which is a surprising result.
2.5 Mellin Transform 109
Exercises 2.4.
2.4.11. Prove that

(0 Ix f (x)) = L1 s L{ f (x); s}, (2.4.53)
where ( ) > 0.
2.4.12. Prove that the solution of Abel integral equation of the second kind
x
(t)dt
(x) = f (x), 0 < x < 1
( ) 0 (x t)1
> 0, is given by x
d
(x) = E [ (x t) ] f (t) dt, (2.4.54)
dx 0
where E (x) is the Mittag-Leffler function defined by equation (2.1.1).
2.4.13. Show that

x
E ( t )
dt = E ( x ) 1, > 0. (2.4.55)
( ) 0 (x t)1
2.5 Mellin Transform of the Fractional Integrals

and the Fractional Derivatives
2.5.1 Mellin transform
Notation 2.5.1. m{ f (x); s}, f (s): The Mellin transform
Notation 2.5.2. m1 { f (s); x}: Inverse Mellin transform
Definition 2.5.1. The Mellin transform of a function f (x), denoted by f (s), is

defined by
f (s) = m{ f (x); s} = xs1 f (x)dx, x > 0. (2.5.1)
0
The inverse Mellin transform is given by the contour integral
+i
1
f (x) = m1 { f (s); x} = f (s)xs ds, i = 1 (2.5.2)
2 i i
where is real.
2.5.2 Mellin transform of the fractional integral
Theorem 2.5.1. The following result holds true.

(1 s)
m(0 Ix f )(s) = f (s + ), (2.5.3)
(1 )
where ( ) > 0 and ( + s) < 1.
Proof 2.5.1: We have

z
1
m(0 Ix f )(s) = z s1
(z t) 1 f (t) dtdz
0 ( ) 0

1
= f (t) dt zs1 (z t) 1 dz. (2.5.4)
( ) 0 t
On setting z = ut , the z-integral becomes

1
t +s1 u s (1 u) 1 du = t +s1 B( , 1 s), (2.5.5)
0
where ( ) > 0, ( + s) < 1. Putting the above value of z-integral, the result
follows.
Similarly we can establish
Theorem 2.5.2. The following result holds true.

(s)
m(x I f )(s) = m {t f (t); s}
(s + )
(s)
= f (s + ), (2.5.6)
(s + )
where ( ) > 0, (s) > 0.
Note 2.5.1: If we set f (x) = x (x), then using the property of the Mellin trans-
form
x (x) (s + ), (2.5.7)
the results (2.5.3) and (2.5.6) become
(1 s)
(0 Ix x f (x))(s) = f (s), (2.5.8)
(1 s)
where ( ) > 0, ( + s) < 1 and
(s)
(x I x f (x))(s) = f (s), (2.5.9)
(s + )
where ( ) > 0, and (s) > 0, respectively.
2.6 Kober Operators 111
2.5.3 Mellin transform of the fractional derivative
Theorem 2.5.3. If n N and limt t s1 f ( ) (t) = 0, = 0, 1, , n, then

(s)
m{ f (n) (t); (s)} = (1)n m{ f (t); s n}, (2.5.10)
(s n)
where (s) > 0, (s n) > 0.
Proof 2.5.2: Integrate by parts and using the definition of the Mellin transform,
the result follows.
Example 2.5.1. Find the Mellin transform of the fractional derivative.

0 Dx f = 0 Dnx 0 Dx n f = 0 Dnx 0 Ixn f .
Therefore,
(1)n (s) n
m(0 Dx f )(s) = m 0 Ix f (s n), (n 1 ( ) < n) (2.5.11)
(s n)
(1)n (s)(1 (s ))
= m { f (t); s } , (2.5.12)
(s n)(1 s + n)
where (s) > 0, (s) < 1 + ( ).
Remark 2.5.1: An alternative form of (2.5.12) is given in Exercise 2.5.2.
Exercises 2.5.
2.5.1. Prove Theorem 2.5.2.
2.5.2. Prove that the Mellin transform of fractional derivative is given by

(1)n (s) sin[ (s n)]
m(0 Dx f )(s) = m { f (t); s } , (2.5.13)
(s ) sin[ (s )]
where (s) > 0, ( s) > 1.
2.5.3. Find the Mellin transform of (1 + xa )b ; a, b > 0.
2.6 Kober Operators
Kober operators are the generalization of Riemann-Liouville and Weyl operators.

These operators have been used by many authors in deriving the solution of sin-
gle, dual and triple integral equations possessing special functions of mathematical
physics, as their kernels.
Notation 2.6.1. Kober operator of the first kind

,
I[ f (x)], I[ , : f (x)], I( , ) f (x), E0,x f , In,
x f.
Notation 2.6.2. Kober operator of the second kind

,
R[ f (x)], R[ , : f (x)], R( , ) f (x), Kx, f , Kx , f .
Definition 2.6.1.
,
I[ f (x)] = I[ , : f (x)] = I( , ) f (x) = E0,x f
x
x
= Ix , f = (x t) 1t f (t)dt, (2.6.1)
( ) 0
where ( ) > 0.
Definition 2.6.2.
,
R[ f (x)] = R[ , : f (x)] = R( , ) f (x) = Kx, f

x
= Kx , f = (t x) 1t f (t)dt, (2.6.2)
( ) x
where ( ) > 0.
(2.6.1) and (2.6.2) hold true under the following conditions:

1 1 1 1
f L p (0, ), ( ) > 0, ( ) > ,( ) > , + = 1, p 1.
q p p q
When = 0, (2.6.1) reduces to Riemann-Liouville operator. That is,
Ix0, f = x 0 Ix f . (2.6.3)
For = 0, (2.6.2) yields the Weyl operator of t f (t). That is,
Kx0, f = xW t f (t). (2.6.4)
Theorem 2.6.1. [Kober (1940)].
If ( ) > 0, ( s) > 1, f L p (o, ), 1 p 2 ( or f Mp (o, ), a

subspace of L p (o, ) and p > 2 ), ( ) > 1q , 1p + 1q = 1, then there holds the
formula
(1 + s)
m{I( , ) f }(s) = m{ f (x); s}. (2.6.5)
( + + 1 s)
2.6 Kober Operators 113
Proof 2.6.1: It is similar to the proof of Theorem 2.6.1.
In a similar manner, we can establish
Theorem 2.6.2. [Kober (1940)].
If ( ) > 0, (s + ) > 0, f L p (o, ), 1 p 2 ( or f Mp (o, ), a sub-

space of L p (o, ) and p > 2 )
1 1 1
( ) > , + = 1,
p p q
then,
( + s)
m{( , ) f }(s) = m{ f (x); s}. (2.6.6)
( + + s)
Semigroup property of the Kober operators has been given in the form of
Theorem 2.6.3. If f L p (o, ), g Lq (o, ), 1p + 1q = 1, ( ) > 1q , ( ) >

1p , 1 p 2, ( or f Mp (o, ), a subspace of L p (o, ) and p > 2 ), then

g(x)(I( , : f ))(x)dx = f (x)(R( , : g))(x)dx. (2.6.7)
0 0
Proof 2.6.2: Interchange the order of integration.
Remark 2.6.1: Operators defined by (2.6.1.) and (2.6.2) are also called Erdelyi-
Kober operators.
Exercises 2.6.
2.6.2. For the modified Erdelyi-Kober operators, defined by the following equations
for m > 0:
I( , : m) f (x) = I( f (x) : , , m)

m m +m1 x m m 1
= x t (x t ) f (t)dt, (2.6.8)
( ) o
and
R( , : m) f (x) = R( f (x) : , , m)

mx
= t m +m1 (t m xm ) 1 f (t)dt, (2.6.9)
( ) x
where f L p (0, ), ( ) > 0, ( ) > 1q , ( ) > 1p , 1p + 1q = 1, find the Mellin

transforms of (i) I( , : m) f (x) and (ii) R( , : m) f (x) , giving the condi-
tions of validity.
2.6.3. For the operators defined by (2.6.8) and (2.6.9.), show that

R( f (x) : , , m)g(x)dx = f (x)I(g(x) : , , m)dx, (2.6.10)
0 0
where the parameters , , m are the same in both the operators I and R. Give
conditions of validity of (2.6.10).
2.6.4. For the Erdelyi-Kober operator, defined by

x
2x2 2
I , f (x) = (x2 t 2 ) 1t 2 +1 f (t)dt, (2.6.11)
( ) 0
where ( ) > 0, establish the following results (Sneddon (1975)):
(i) I , x2 f (x) = x2 I + , f (x) (2.6.12)

(ii) I , I + , = I , + = I + , , I , (2.6.13)
(iii) I1
, = I + , . (2.6.14)
Remark 2.6.2: The results of Exercise 2.6.4 also hold for the operator, defined by

2x2
K , f (x) = (t 2 x2 ) 1t 2 2 +1 f (t)dt, (2.6.15)
( ) x
where ( ) > 0.
Remark 2.6.3: Operators more general than the operators defined by (2.6.11) and
(2.6.15) are recently defined by Galue et al [Integral Transform & Spec. Funct. Vol.
9 (2000), No. 3, pp. 185-196] in the form
x
, x
a Ix f (x) = (x t) 1t f (t)dt, (2.6.16)
( ) a
where ( ) > 0.
2.7 Generalized Kober Operators
Notation 2.7.1. I[ , , : m, , , a : f (x)], I[ f (x)]
Notation 2.7.2. I[ , , : m, , , a : f (x)], I[ f (x)]

2.7 Generalized Kober Operators 115

, , ;
Notation 2.7.3. R[ f (x)], R , ,a; : f (x)

, , ;
Notation 2.7.4. K[ f (x)], K , ,a; : f (x)
, , ;
Notation 2.7.5. I0,x f (x) (Saigo, 1978)
, , ;
Notation 2.7.6. Jx, f (x) (Saigo, 1978)
Definition 2.7.1.
I[ f (x)] = I[ , , : m, , , a : f (x)]

x 1 x at
= 2 F1 , + m, ; t f (t)dt, (2.7.1)
(1 ) 0 x
where 2 F1 () is the Gauss hypergeometric function.
Definition 2.7.2.
I[ f (x)] = I[ , , : m, , , a : f (x)]

x ax 1
= 2 F1 , + m; ; t f (t)dt. (2.7.2)
(1 ) x t
Operators defined by (2.7.1) and (2.7.2) exist under the following conditions:
(i) 1 p, q < , p1 + q1 = 1, |arg(1 a)| <

(ii) (1 ) > m, ( ) > 1q , ( ) > 1p , ( m) > 1, m N0 ;
= 0, 1, 2,
(iii) f L p (0, )
Equations (2.7.1) and (2.7.2) are introduced by Kalla and Saxena (1969).
For = , (2.7.1) and (2.7.2) reduce to generalized Kober operators, given by

Saxena (1967).
Definition 2.7.3.

, , ;
R[ f (x)] = R , ,a; f (x)
x
x t
= t (x t) 1 2 F1 , ; ; a 1 f (t)dt. (2.7.3)
( ) 0 x
Definition 2.7.4.

, , ;
K[ f (x)] = K , ,a; f (x)

x x
= t (t x) 1 2 F1 , ; ; a 1 f (t)dt. (2.7.4)
( ) x t
The conditions of validity of the operators (2.7.3) and (2.7.4) are given below:
(i) p 1, q < , p1 + q1 = 1, |arg(1 a)| < .

(ii) ( ) > 1q , ( ) > 1p , ( ) > 0.
(iii) = 0, 1, 2, ; ( ) > 0.
(iv) f L p (0, ).
The operators defined by (2.7.3) and (2.7.4) are given by Saxena and Kumbhat
(1973). When a is replaced by a and tends to infinity, the operators defined by
(2.7.3) and (2.7.4) reduce to the following operators associated with confluent hy-
pergeometric functions.
Definition 2.7.5.

, ; , , ;
R , ,a; f (x) = lim R , , a ; f (x)

x x t
= , ; a 1 t (x t) 1 f (t)dt. (2.7.5)
( ) 0 x
Definition 2.7.6.

, ; , , ;
K , ,a; f (x) = lim K , , a ; f (x)

x x
= , ; a 1 t (t x) 1 f (t)dt, (2.7.6)
( ) x t
where ( ) > 0, ( ) > 0.
Remark 2.7.1: Many interesting and useful properties of the operators defined by
(2.7.3) and (2.7.4) are investigated by Saxena and Kumbhat (1975), which deal with
relations of these operators with well-known integral transforms, such as Laplace,
Mellin and Hankel transforms. Equation (2.7.3) was first considered by Love (1967).
Remark 2.7.2: In the special case, when is replaced by + , by , by

zero, by and by , then (2.7.3) reduces to the operator (2.7.7) considered
by Saigo (1978). Similarly, (2.7.4) reduces to another operator (2.7.9) introduced by
Saigo (1978).
Definition 2.7.7. Let , , C, and let x R+ the fractional integral (( ) > 0)

and the fractional derivative (( ) < 0) of the first kind of a function f (x) on R+
are defined by Saigo (1978) in the form

, , x x
I0,x f (x) = (x t) 1
( ) 0
t
2 F1 + , ; ; 1 f (t)dt, ( ) > 0 (2.7.7)
x
n
d +n, n, n
= n I0,x f (x), 0 < ( ) + n 1, (n N0 ). (2.7.8)
dx
Definition 2.7.8. The fractional integral (( ) > 0) and fractional derivative

(( ) < 0) of the second kind of a function f (x) on R+ are given by Saigo (1978)
in the form

, , 1
Jx, f (x) = (t x) 1t
( ) x
x
2 F1 + , ; ; 1 f (t)dt, ( ) > 0 (2.7.9)
t
n
d +n, n,
= (1)n n Jx, f (x), 0 < ( ) + n 1, (n N0 ). (2.7.10)
dx
Example 2.7.1. Find the value of

, , 1

I0,x x 2 F1 (a, b; c; a x) .

, , 1

K = I0,x x 2 F1 (a, b; c; a x)

(a)r (b)r (1)r (a )r , , r+ 1
= (c)r r!
I0,x x .
r=0
Applying the result of Exercise 2.7.1, we obtain

(a)r (b)r ( + r)( + + r)(a )r r
K = x 1 (1)r (c)r r! ( + r)( + + + r)
x
r=0
( )( + )
= x 1
( )( + + )
4 F3 (a, b, , + ; c, , + + ; a x),
where ( ) > 0, ( ) > 0, ( + ) > 0, c = 0, 1, 2, ; |a x| < 1.
Example 2.7.2. Find the value of

, , a
Jx, x 2 F1 a, b; c; .
x
Solution 2.7.2: Following a similar procedure and using the result of Exercise
2.7.3, it gives

, , a ( )( )
Jx, x 2 F1 a, b; c; = x
x ( )( + + )

a
4 F3 a, b, , ; c, , + + ; ,
x
where ( ) > 0, ( ) > 0, ( ) > 0, x > 0, c = 0, 1, 2, ; |x| > |a |.

, , , ,
Remark 2.7.3: Special cases of the operators I0,x and Jx, are the operators
of Riemann -Liouville:
x
, , 1
I0,x f (x) = 0 D
x f (x) = (x t) 1 f (t)dt, (( ) > 0) (2.7.11)
( ) 0
the Weyl:

, , 1
Jx, f (x) = xW f (x) = (t x) 1 f (t)dt, (( ) > 0) (2.7.12)
( ) x
and the Erdelyi-Kober operators:

x
,0, , x
I0,x f (x) = E0,x f (x) = (x t) 1t f (t)dt, (( ) > 0) (2.7.13)
( ) 0
and

,0, , x
Jx, f (x) = Kx, f (x) = (t x) 1t f (t)dt, (( ) > 0)
( ) x
(2.7.14)
Example 2.7.3. Prove the following theorem.
If ( ) > 0 and (s) < 1 + min[0, ( )], then the following formula holds
for f (x) L p (0, ) with 1 p 2 or f (x) Mp (0, ) with p > 2:
(1 s)( + 1 s)
, ,
m x I0,x f = m{ f (x)}. (2.7.15)
(1 s )( + + 1 s)
Solution 2.7.3: Use the integral

x ( )( )( + )
u (u x) 1 2 F1 ( , ; ; 1 )du = ,
x u ( + )( + )
(2.7.16)
where ( ) > 0, ( ) > 0, ( + ) > 0.
Exercises 2.7.
2.7.1. Prove that

, , (1 + )(1 + + )
I0,x x = x , (2.7.17)
(1 + )(1 + + + )
, ,
2.7.2. Find the Mellin transform of x Jx, f (x), giving conditions of its validity.
2.7.3. Prove that
, , ( )( )
Jx, x = x (2.7.18)
( )( + + )
2.7.4. Prove that

, , (k + 1)( + k + 1) k
I0,x (xk e x ) = x
(k + 1)( + + k + 1)
2 F2 (k + 1, + k + 1; k + 1, + + k + 1; x),
(2.7.19)
2.7.5. Prove that
, , sx ( )
Jx, e = s x (1 , 1 + ; sx)
( + )
( )
+ s (1 , 1 + ; sx), (2.7.20)
( + )
and give the conditions of its validity. Deduce the results for L[ xW f ](s) and
,
L[ Kx, f ](s).
2.7.6. Prove that [Saxena and Nishimoto (2002)]
, , ( )( + ) 1
I0,x [x 1 (a + bx)c ] = ac x
( )( + + )

bx
3 F2 , + , c; , + + ; ,
a
(2.7.21)
where ( ) > max[0, ( )], | bx

a | < 1.
2.7.7. Evaluate
, ,
x 1 Hp,q ax |(bqp,Bqp) , > 0,
m,n (a ,A )
I0,x (2.7.22)
and give the conditions of its validity.
2.7.8. Evaluate

, ,
x 1 Hp,q ax |(bqp,Bqp) , > 0,
m,n (a ,A )
Jx, (2.7.23)
and give the conditions of its validity.

2.7.9. Establish the following property of Saigo operators called Integration by

parts.
, , , ,
f (x) I0,x g (x)dx = g(x) Jx, f (x)dx.
0 0
2.7.10. From Exercise 2.7.6, deduce the formula for

, ,
I0,x (a + bx)c , (2.7.24)
given by B. Ross (1993).
2.7.11. Prove that

k (k + 1) k+
0 Ix x = x , (2.7.25)
( + k + 1)
where ( ) > 0, (k) > 1,
2.7.12. Prove that

k ( k) k+
Wx, x = x , (2.7.26)
(k)
where ( ) > 0, (k) < ( ).
2.7.13. Show that

, , , + +
Jx, (x epx ) = x G3,0
2,3 px|0, , , (2.7.27)
3,0
where G2,3 () is the Meijers G-function, (px) > 0, ( ) > 0.
Hint: Use the integral

1
epx = (s)(px)s ds. (2.7.28)
2 i L
2.7.14. Evaluate
, ,
I0,x x 1 Hp,q
m,n (a p ,A p )
ax |(bq ,Bq ) , > 0, (2.7.29)
giving the conditions of its validity.
2.7.15. Evaluate
, , 1 m,n
Hp,q ax |(bqp,Bqp) , > 0
(a ,A )
Jx, x (2.7.30)
and give the conditions of validity of the result.
2.7.16. With the help of the following chain rules for Saigo operators ( Saigo, 1985)
2.8 Riemann-Liouville Fractional Calculus 121
, , , , + + , + ,
I0,x I0,x f = I0,x f, (2.7.31)
and
, , , , + + , + ,
Jx, Jx, f = Jx, f, (2.7.32)
derive the inverses

, , 1 , , +
(I0,x ) = I0,x . (2.7.33)
and
, , 1 , , +
(Jx, ) = Jx, . (2.7.34)
2.8 Compositions of Riemann-Liouville Fractional Calculus

Operators and Generalized Mittag-Leffler Functions
In this section, composition relations between Riemann-Liouville fractional calcu-

lus operators and generalized Mittag-Leffler functions are derived. These relations
may be useful in the solution of fractional differintegral equations. For details, one
can refer to the work of Saxena and Saigo (2005). For ready reference some of the
definitions are repeated here.
2.8.1 Composition Relations Between R-L Operators and E , (z)
Notation 2.8.1. E (x) : Mittag-Leffler function.
Notation 2.8.2. E , (x) : Generalized Mittag-Leffler function.
f : Riemann-Liouville left-sided integral.

Notation 2.8.3. I0+
Notation 2.8.4. I f : Riemann-Liouville right-sided integral.
Notation 2.8.5. D0+ f : Riemann-Liouville left-sided derivative.
Notation 2.8.6. D f : Riemann-Liouville right-sided derivative.
Notation 2.8.7. E , (z) : Generalized Mittag-Leffler function (Prabhakar, 1971).

Definition 2.8.1.

zk
E (z) = ( k + 1) , ( C, ( ) > 0). (2.8.1)
k=0
Definition 2.8.2.

zk
E , (z) = ( k + ) , ( , C, ( ) > 0, ( ) > 0). (2.8.2)
k=0
Definition 2.8.3.
x
1 f (t)
(I0+ f )(x) = dt, ( ) > 0. (2.8.3)
( ) 0 (x t)1
Definition 2.8.4.

1 f (t)
(I f )(x) = dt, ( ) > 0. (2.8.4)
( ) x (t x)1
Definition 2.8.5.
[ ]+1
d 1{ }
(D0+ f )(x) = I0+ (x); ( ) > 0 (2.8.5)
dx
[ ]+1 x
1 d f (t)
= dt, ( ) > 0. (2.8.6)
(1 { }) dx 0 (x t){ }
Definition 2.8.6.
[ ]+1
d 1{ }
(D f )(x) = (I f )(x), ( ) > 0 (2.8.7)
dx

1 d [ ]+1 f (t)
= dt, ( ) > 0. (2.8.8)
(1 { }) dx x (t x){ }
Remark 2.8.1: Here [ ] means the maximal integer not exceeding and { }
is the fractional part of . Note that (1 { }) = (m ), [ ] + 1 = m, { } =
1 + m.
Definition 2.8.7.

( )k zk
E , (z) = ( k + )k! , ( , , C; ( ) > 0, ( ) > 0). (2.8.9)
k=0
For = 1, (2.8.9) reduces to (2.8.2).

Theorem 2.8.1. Let > 0, > 0, > 0 and R. Let I0+ be the left-sided
operator of Riemann-Liouville fractional integral (2.8.3). Then there holds the for-
mula
1
(I0+ [t E , (at )])(x) = x + 1 E , + (ax ). (2.8.10)
Proof 2.8.1: By virtue of (2.8.3) and (2.8.9), we have

x
1 ( )n ant n + 1
K 1
(I0+ [t E , (at )])(x) =
( )
(x t) 1 dt.
0 n=0 ( n + )n!
Interchanging the order of integration and summation and evaluating the inner inte-
gral by means of beta-function formula, it gives

( )n (ax )n
K x + 1 ( + n + )(n)! = x + 1 E , + (ax ).
n=0
This completes the proof of Theorem 2.8.1.
Corollary 2.8.1: For > 0, > 0, > 0 and R, there holds the formula
1
(I0+ [t E , (at )])(x) = x + 1 E , + (ax ). (2.8.11)
Remark 2.8.2: For = , (2.8.11) reduces to

1 x 1 1
(I0+ [t E , (at )])(x) = E , (ax ) , (a = 0) (2.8.12)
a ( )
by virtue of the identity

1
E , (x) = + xE , + (x), (a = 0). (2.8.13)
( )
Theorem 2.8.2. Let > 0, > 0, > 0 and R, (a = 0) and let I0+ be the left-
sided operator of Riemann-Liouville fractional integral (2.8.3). Then there holds the
formula
1 1
(I0+ [t E , (at )])(x) = x + 1 [E , + (ax ) E ,1
+ (ax )].
a
(2.8.14)
Proof. Use Theorem 2.8.1.
The following two theorems can be established in the same way.

Theorem 2.8.3. Let > 0, > 0, > 0 and R and let I be the right-sided
operator of Riemann-Liouville fractional integral (2.8.4). Then we arrive at the fol-
lowing result:
(I [t E , (at )])(x) = x [E , + (ax )] (2.8.15)
Corollary 2.8.2: For > 0, > 0, > 0 and R, there holds the formulas:
(I [t E , (at )])(x) = x [E , + (ax )] (2.8.16)
and
(I t 1 E (at ))(x) = x1 [E , +1 (ax )]. (2.8.17)
Theorem 2.8.4. Let > 0, > 0, > 0, R, (a = 0), + > and let I be
the right-sided operator of Riemann-Liouville fractional integral (2.8.4). Then there
holds the formula
1
(I [t E , (at )])(x) = x [E , + (ax ) E ,1
+ (ax )].
a
(2.8.18)
Corollary 2.8.3: For > 0, > 0, > 0 with + > and for R, (a = 0),
there holds the formula

1 1
(I [t E , (at )])(x) = x E , + (ax ) .
a ( + )
(2.8.19)
Remark 2.8.3: (Kilbas and Saigo, (1998) )

x 1
(I [t E , (at )])(x) = E , (ax ) , (a = 0) (2.8.20)
a ( )
x 1
(I [t 1 E (at )])(x) = E (ax ) 1 , (a = 0). (2.8.21)
a
Theorem 2.8.5. Let > 0, > 0, > 0, > , R and let D0+ be the left-
sided operator of Riemann -Liouville fractional derivative (2.8.6). Then there holds
the formula.
(D0+ [t 1 E , (at )])(x) = x 1 E , (ax ). (2.8.22)
Proof 2.8.2: By virtue of (2.8.9) and (2.8.6), we have

[ ]+1
d 1{ }
K (D0+ [t 1 E , (at )])(x) = I0+ t 1 E , (at ) (x)
dx
[ ]+1 x
an ( )n d
= ( + n )(1 {a})n! dx 0
t n + 1 (x t){ } dt
n=0
[ ]+1
an ( )n d
= ( + n + 1 { })n! dx
xn + { }
n=0

an ( )n x +n 1
= (n + )n!
= x 1 E , (ax ),
n=0
which proves the theorem.
By using a similar procedure, we arrive at the following theorem.
Theorem 2.8.6. Let > 0, > > 0, R, (a = 0), > + and let D0+
be the left-sided operator of Riemann-Liouville fractional derivative (2.8.6). Then
1
D0+ [t 1 E , (at )] (x) = x 1 E , (ax ) E ,1
(ax ) .
a
(2.8.23)
Corollary 2.8.4: Let > 0, > > 0, R, (a = 0), > + , then there
holds the formula.

1 1
D0+ [t 1 E , (at )] (x) = x 1 E , (ax ) .
a ( )
(2.8.24)
Theorem 2.8.7. Let > 0, > 0, > 0 with + { } > 1, R, and let
D be the right-sided operator of Riemann-Liouville fractional derivative (2.8.8).
Then there holds the formula.

D [t E , (at )] (x) = x E , (ax ). (2.8.25)
Theorem 2.8.8. Let > 0, > 0 with { } > 1, R, > + , (a = 0)

and let D be the right-sided operator of Riemann-Liouville fractional derivative
(2.8.8). Then there holds the formula
x
D [t E , (at )] (x) = E , (ax ) E ,1
(ax
) .
a
(2.8.26)
Exercises 2.8.
2.8.1. Show that
ax E , (ax ) = E , (ax ) E ,1
(ax ), (a = 0) (2.8.27)
2.8.2. Show that

1
x 1 1
I0+ [t E , (at )] (x) = E , (ax ) , (a = 0). (2.8.28)
a ( )
2.8.8. Prove that

m,n (a p ,A p ) ( , ),(a ,A )
I0+ t Hp,q t |(bq,Bq) (x) = x + Hp+1,q+1
m,n+1
x |(bq,Bq),(p p , ) , (2.8.29)
giving conditions of validity.
2.8.9. Evaluate
I t Hp,q
m,n (a p ,A p )
t |(bq,Bq) (x), (2.8.30)
2.9 Fractional Differential Equations
Differential equations contain integer order derivatives, whereas fractional differen-

d
tial equations involve fractional derivatives, like dx , which are defined for > 0.
Here is not necessarily an integer and can be rational, irrational or even complex-
valued. Today, fractional calculus models find applications in physical, biological,
engineering, biomedical and earth sciences. Most of the problems discussed involve
relaxation and diffusion models in the so called complex or disordered systems.
Thus, it gives rise to the generalization of initial value problems involving or-
dinary differential equations to generalized fractional-order differential equations
and Cauchy problems involving partial differential equations to fractional reaction,
fractional diffusion and fractional reaction-diffusion equations. Fractional calculus
plays a dominant role in the solution of all these physical problems.
2.9 Fractional Differential Equations 127
2.9.1 Fractional relaxation
In order to formulate a relaxation process, we require a physical law, say the relax-
ation equation
d 1
f (t) + f (t) = 0,t > 0, c > 0, (2.9.1)
dt c
to be solved for the initial value f (t = 0) = f0 . The unique solution of (2.9.1) is
given by
t
f (t) = f0 e c ,t 0, c > 0. (2.9.2)
Now the problem is as to how we can generalize the initial-value problem (2.9.1)
into a fractional value problem with physical motivation. If we incorporate the initial
value f0 into the integrated relaxation equation (2.9.1), we find that
1 1
f (t) f0 = 0D f (t), (2.9.3)
c t
where 0 Dt1 is the standard Riemann integral of f (t). On replacing 1 1

c 0 Dt f (t) by
1
c 0 Dt f (t), it yields the fractional integral equation

1
f (t) f0 = 0 Dt f (t), > 0 (2.9.4)
c
with initial value

f0 = f (t = 0).
Applying the Riemann-Liouville differential operator 0 Dt from the left and making
use of the formula (2.4.16), we arrive at

0 Dt [ f (x) f 0 ] = c f (t), > 0, c > 0, (2.9.5)
with initial condition f0 = f (t = 0).
Theorem 2.9.1. The solution of the fractional differential equation (2.9.4) is given
by
t (0,1)
1,1
f (t) = f0 H1,2 , (2.9.6)
c (0,1),(0, )
where > 0, c > 0.
Proof 2.9.1: If we apply the Laplace transform to equation (2.9.4), it gives

1
F(s) f0 s1 = s F(s), (2.9.7)
c
where we have used the result (2.4.7) and F(s) is the Laplace transform of f (t).
Solving for F(s), we have

s1
F(s) = L{ f (t)} = f0 . (2.9.8)
1 + (cs)
Taking inverse Laplace transform, (2.9.8) gives

1 1 s1
f (t) = L {F(s)} = f0 L
1 + (cs)

= f0 L 1
(1) c k k k1
s
k=0
(1)k ( ct ) k
= f0
k=0 ( k + 1)

t
= f0 E , (2.9.9)
c
where E () is the Mittag-Leffler function. (2.9.9) can be written in terms of the

H-function as
t (0,1)
1,1
f (t) = f0 H1,2 , (2.9.10)
c (0,1),(0, )
where c > 0, > 0. This completes the proof of the Theorem 2.9.1.
Alternative form of the solution. By virtue of the identity

1
m,n (a p ,A p )
(a p , Ap )
Hp,q x (bq ,Bq ) = Hp,q xm,n , ( > 0) (2.9.11)
B
(bq , q )
the solution (2.9.10) can be written as

f0 1,1 t (0, 1 )
f (t) = H1,2 , (2.9.12)
c (0, 1 ),(0,1)
where > 0, c > 0.
Remark 2.9.1: In the limit as 1, one recovers the result (2.9.2)

t t
f (t) = f0 exp = f0 E1 . (2.9.13)
c c
Remark 2.9.2: In terms of Wrights function, the solution (2.9.10) can be ex-
pressed in the form
(1,1) t
f (t) = f0 1 1 (1, ) ; ( ) , (2.9.14)
c
where > 0, c > 0.
In a similar manner, we can establish Theorems 2.9.2 and 2.9.3 given below.
Theorem 2.9.2. The solution of the fractional integral equation

N(t) N0t 1 = c 0 Dt N(t), (2.9.15)
is given by
N(t) = N0 ( )t 1 E , (c t ), (2.9.16)
where E , () is the generalized Mittag-Leffler function (2.1.2), > 0, > 0.
Remark 2.9.3: When = 1, we obtain the result given by Haubold and Mathai
(2000).
Theorem 2.9.3. If c > 0, > 0, > 0, then for the solution of the integral equation

N(t) N0 t 1 E , [(ct) ] = c 0 Dt N(t), (2.9.17)
+1
N(t) = N0 t 1 E , [(ct) ]. (2.9.18)
Hint: Use the formula

L1 s (1 as ) = t 1 E , (at ), (2.9.19)
1
where ( ) > 0, ( ) > 0, (s) > |a| ( ) , (s) > 0.
Corollary 2.9.1: If c > 0, > 0, > 0, then for the solution of

N(t) N0t 1 E , [c t ] = c 0 Dt N(t), (2.9.20)
there holds the relation
N0
N(t) = t 1 E , 1 (c t ) + (1 + )E , (c t ) . (2.9.21)

Theorem 2.9.4. The Cauchy problem for the integro-differential equation

0 Dx f (x) + 0 D
x f (x) = h(x), ( , , C) (2.9.22)
with the initial condition
Dx k1 f (0) = ak , k = 0, 1, , [ ], (2.9.23)
where ( ) > 0, ( ) > 0 and h(x) is any integrable function on the finite interval
[0,b] has the unique solution, given by
x
f (x) = (x t) 1 E + , [ (x t) + ]h(t)dt
0
n1
+ ak x k1 E + , k ( x + ) (2.9.24)
k=0
Proof 2.9.2: Exercise.
Theorem 2.9.5. The solution of the equation

1 12
2
D
0 t f (t) + b f (t) = 0; D
0 t f (t) = C, (2.9.25)
t=0
where C is a constant is given by

1
1

f (t) = C t 2 E 1 , 1 bt 2 , (2.9.26)
2 2
where E 1 , 1 () is the Mittag-Leffler function.

2 2
Proof 2.9.3: Exercise see (2.4.47).
Remark 2.9.4: Theorem 2.9.5 gives the generalized form of the equation solved
by Oldham and Spanier (1974).
Exercises 2.9.
2.9.1. Prove that if c > 0, > 0, > 0, then the solution of
N(t) N0t 1 E2, (c t ) = c 0 Dt N(t), (2.9.27)
is given by

N0t 1
N(t) = N0t 1 E3, (c t ) = E , 2 (c t )
2 2
+ {3( + 1) 2 } E , 1 (c t )

2
+ 2 + + 3 2 3 + 1 E , (c t ) ,
2
(2.9.28)
where ( ) > 0, ( ) > 2.
2.9.2. Prove that if > 0, c > 0, d > 0, > 0, c = d, then for the solution of the
equation
N(t) N0t 1 E , (d t ) = c 0 Dt N(t), (2.9.29)
there holds the formula.
t 1
N(t) = N0 E , (d t ) E , (c t ) . (2.9.30)
c d
2.9.3. Prove that if c > 0, > 0, > 0, then for the solution of the equation
N(t) N0t 1 E , (c t ) = c 0 Dt N(t), (2.9.31)
the following result holds:

N0 1
N(t) = t E , 1 (c t ) + (1 + )E , (c t ) . (2.9.32)

2.9.4. Solve the equation
Q
0 Dt f (t) + 0 Dtq f (t) = g(t),
where q Q is not an integer or a half integer and the initial condition is

q1 Q1
0 Dt f (t) + 0 Dt f (t) =C (2.9.33)
t=0
where C is a constant.
2.9.5. Solve the equation

0 Dt x(t) x(t) = h(t), (t > 0), (2.9.34)
subject to the initial conditions

k
0 Dt h(t) = bk , (k = 1, , n) (2.9.35)
t=0
where n 1 < < n.
2.9.2 Fractional diffusion
Theorem 2.9.6. The solution of the following initial value problem for the frac-
tional diffusion equation in one dimension
2U(x,t)
0 Dt U(x,t) = 2 , (t > 0, < x < ) (2.9.36)
x2
with initial conditions :

lim U(x,t) = 0; 0 Dt 1 U(x,t) t=0 = (x) (2.9.37)
x
is given by

U(x,t) = G(x ,t) ( )d , (2.9.38)

where

1
G(x,t) = t 1 E , (k2 2t ) cos kx dk. (2.9.39)
0
Solution 2.9.1: Let 0 < < 1. Using the boundary conditions (2.9.37), the
Fourier transform of (2.9.36) with respect to variable x gives

0 Dx
U(k,t) + 2 k2U(k,t)
=0 (2.9.40)
1
0 Dt
U(k,t) = (k),
t=0
(2.9.41)
where k is a Fourier transform parameter and indicates Fourier transform.
Applying the Laplace transform to (2.9.40) and using (2.9.41), it gives
(k)
U(k, s) = , (2.9.42)
s + k2 2
where indicates Laplace transform. The inverse Laplace transform of (2.9.42)
yields

U(k,t) = t 1 (k)E , ( 2 k2t 2 ), (2.9.43)
and then the solution is obtained by taking inverse Fourier transform. By taking
inverse Fourier transform of (2.9.43) and using the formula

1 ikx 1
e f (k)dk = f (k) cos(kx)dk (2.9.44)
2 0
we have

U(x,t) = G(x ,t) ( )d , (2.9.45)

where

1
G(x,t) = t 1 E , (k2 2t ) cos(kx)dk (2.9.46)
0
with ( ) > 0, k > 0.
Exercises 2.9.
2.9.8. Evaluate the integral in (2.9.46).
2.9.9. Find the solution of the Ficks diffusion equation

2
P(x,t) = 2 P(x,t),
t x
with the initial condition P(x,t = 0) = (x), where (x) is the Dirac delta function.
References 133
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Chapter 2

Mittag-Leffler Functions and Fractional

2.1 Mittag-Leffler Function

Notation 2.1.1. E (x) : Mittag-Leffler function

Notation 2.1.2. E , (x) : Generalized Mittag-Leffler function

Solution 2.1.1: We have

Definition 2.1.3. Hyperbolic function of order n.

Definition 2.1.4. Trigonometric functions of order n.

where erfc is complementary to the error function erf.

Definition 2.1.5. Error function.

To derive (2.1.5), we see that Dzherbashyan (1966, P.297, Eq.7.1.) reads as

whereas Dzherbashyan (1966, P.297, Eq.7.1.8) is

Definition 2.1.6. Mellin-Ross function.

Definition 2.1.7. Robotovs function.

Solution 2.1.2: We have

Example 2.1.3. Prove that

The proof is similar to that in Example 2.1.2.

Revision Exercises 2.1.

and write the right side in terms of a generalized Mittag-Leffler function.

2.1.2. Prove that

2.1.3. Prove that

2.2 Basic Properties of Mittag-Leffler Function

Theorem 2.2.1. There hold the following relations:

Solutions 2.2.1: (i) We have

Following special cases of (2.2.3) are worth mentioning. If we set = m

for ( m) > 0, (replacing k by k + n)

When m = 1, (2.2.7) reduces to

for ( ) > 1, which can be written as

2.2.1 Mittag-Leffler functions of rational order

Now we consider the Mittag-Leffler functions of rational order = qp with p, q =

q = 1, 2, 3, .... We now derive the relation

where q = 2, 3, ... and ( , z) is the incomplete gamma function, defined by

Integrating (2.2.12) with respect to z, we obtain (2.2.11).

2.2.2 Euler transform of Mittag-Leffler function

By virtue of beta function formula it is not difficult to show that

where ( ) > 0, ( ) > 0, ( ) > 0, > 0. Here 2 2 is the generalized Wright

Special cases of (2.2.13):

(i) When = , = , (2.2.13) yields

where > 0; , C, ( ) > 0, ( ) > 0 and,

(iii) When = = 1 we have

where > 0, , C, ( ) > 0, ( ) > 0.

2.2.3 Laplace transform of Mittag-Leffler function

Notation 2.2.1. F(s) = L{ f (t); s} = (L f )(s) : Laplace transform of f (t) with

Notation 2.2.2. L1 {F(s);t} : Inverse Laplace transform

Definition 2.2.1. The Laplace transform of a function f (t), denoted by F(s), is

where (s) > 0, which may be symbolically written as

F(s) = L{ f (t); s} or f (t) = L1 {F(s);t},

Example 2.2.1. Prove that

It follows from the Laplace integral

Solution 2.2.1: Let

Application of convolution theorem of Laplace transform yields the result

By the application of Laplace integral, it follows that

where , a, , C, ( ) > 0, ( ) > 0, ( ) > 0, (a) > 0, ( ) > 0 and

(i) For = , = , ( ) > 0, (2.2.22) gives

When a = 1, (2.2.23) yields a known result.

2.2.4 Application of Lalace transform

From (2.2.23) we find that

where ( ) > 0, ( ) > 0. Further, if we use the identity

where ( ) > 0, (s) > 0, we obtain

where ( ) > 0, ( ) > 0. If we set = 1 in (2.2.34), it reduces to

2.2.5 Mittag-Leffler functions and the H-function

Lemma 2.2.1: Let R+ = (0, ). Then E (z) is represented by the Mellin-

where the contour of integration L, beginning at c i and ending at c + i, 0<c<1,