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Past and Present

by Donato Cafagna

Fractional Calculus: A Mathematical Tool


from the Past for Present Engineers

he history of fractional calculus


begins at the end of the 17th
century, and it should not be surprising if its birth was due to a letter
exchange. At that time scientific journals did not exist, and the usual way of
exchanging information among scientists was mainly by letter. Every scientist exchanged letters with other
scientists who possibly had the same
level of knowledge and were trustworthy persons. This method of knowledge exchange had two main
drawbacks: the problem of plagiarism
and the fact that letters took a long
time to reach the final destination.
During those years, even scientific
matters were taught by letter. This
was the case of Johann Bernoulli. In
1691 Bernoulli moved to Paris and
there he met mathematicians in Malebranche's circle, where the cream of
French mathematics gathered at that
time. There Bernoulli met Guillaume
de l'Hpital, and they engaged in deep
mathematical conversations (contrary to what is often believed, de
lHpital was a fine mathematician,
perhaps the best in Paris at that time,
although not of the same class as
Bernoulli). During their conversations, de lHpital discovered that
Bernoulli had deeply understood the
new methods related to both differential and integral calculus that Gottfried Leibniz (Figure 1) had published
in the Acta Eruditorum journal in 1684
and 1686, respectively. De lHpital
asked Bernoulli to teach him these
methods. Bernoulli agreed to do this
during his stay in Paris, receiving generous payment from de lHpital.
Digital Object Identifier 10.1109/MIE.2007.901479

1932-4529/07/$25.002007IEEE

When Bernoulli moved to Basel he


still continued his calculus lessons by
correspondence. Thanks to this learning, in 1696 de lHpital published the
first textbook written on differential
calculus (with no mention of the lectures of Bernoulli). Around 1695,
when de lHpital was already skilled
in differential and integral calculus, a
letter exchange between Leibniz and
de lHpital began. In particular, in
one of these letters, Leibniz put to de
lHpital the following question [1]:
Can the meaning of derivatives with
integer order be generalized to derivatives with non-integer orders?
That strange question aroused de
lHpitals curiosity, and he replied to
Leibniz with another question:
What if the order will be 1/2?
Leibniz in a reply letter dated
30 September 1695 wrote the famous
words:
Thus it follows that will be equal to

2
x dx : x, an apparent paradox, from
which one day useful consequences will
be drawn.
Nowadays, on the basis of such farsighted words, many scientists consider 30 September 1695 as the exact
birthday of fractional calculus and Gottfried Leibniz as its father [2]. It is
worth noting that the current name of
fractional calculus is actually a misnomer and the designation of integration and differentiation of arbitrary
order would be more appropriate.

Defining Fractional Calculus


After that first intuition, it wasnt until
1730 that Euler mentioned fractional
calculus when he studied the interpolation between integer orders of a

FIGURE 1Gottfried Wilhelm von Leibniz, in a


painting by Bernhard Christoph Francke (about
1700).

derivative and, successively in 1772,


Lagrange referred to it in one of his
studies. However, the earliest more or
less systematic studies on fractional
calculus were made only at the beginning of the 19th century. In particular,
in 1812, Laplace defined a fractional
derivative by means of an integral,
and in 1819 the first discussion on a
derivative of fractional order in a calculus text was written by S.F. Lacroix.
Nevertheless, Lacroixs method of
generalizing from a case of integer
order did not offer hints for possible
applications, and Lacroix himself considered this question as a mere mathematical exercise. In 1822, Fourier was
the next to mention a derivative of
arbitrary order, but like his famous
predecessors, he gave no application.
A fractional operation was applied for
the first time by Niels Abel in 1823 for
solving an integral equation arisen

SUMMER 2007 IEEE INDUSTRIAL ELECTRONICS MAGAZINE 35

during the demonstration of the


tautochrone problem [3].
The first systematic study on fractional calculus was made in 1832 by
Joseph Liouville, who was probably
attracted to this topic by the brief
comments of Laplace and Fourier or
by the Abels demonstration. Initially,
Liouville defined a derivative of arbitrary order as an infinite series. This
definition had the disadvantage that
the order must be restricted to those
values for which the series converges.
Aware of the restrictive nature of his
first definition, he formulated a second definition in which he was able to
give a fractional derivative of x a ,
whenever both x, a, and n are positive. Successively, Liouville applied
the fractional derivative to problems
in potential theory and was also the
first scientist who attempted to solve
differential equations by means of
fractional operations [2].
After Liouville, Bernhard Riemann
was to develop a somewhat different
theory of fractional calculus during
his student days (but this theory was
published only posthumously in
1876). Riemann, probably the greatest mathematician of all time, used a
generalization of a Taylor series to
derive a formula for integration of
arbitrary order.
At this point of our history we have
two different approaches for the integration of arbitrary order, but it can be
demonstrated that the approaches proposed by Liouville and Riemann can be
abridged in a single formula (nowadays
known as the Riemann-Liouville Fractional Integral Formula) [4]:
Jc f(t ) =

1
()


c

f( )
d
(t )1

(1)

where J represents the fractional integral operator of order R+ , f(t) is a


causal function of time (i.e., identically
vanishing for t < 0), c is a proper lower
limit of integration, and  is the Gamma
function. In particular, if c = 0 then (1)
gives the Riemann Formula, whereas if
c = then (1) becomes the Liouville
Formula (it should be noted that in
many articles and books on fractional
calculus, the Riemann-Liouville Frac-

tional Integral Formula is given by considering c = 0 and therefore the Riemann Formula is commonly given).
After the notion of a fractional integral, one may ask whether the definition of fractional derivative of order
(> 0) can be deduced from (1) by
merely substituting with . The
answer is that the application of this
trick is allowed, but it needs some care
since the convergence of the integrals
and the properties of the ordinary
derivative of integer order have to be
guaranteed and preserved. To this purpose, denoting by D n (n N) the operator of the derivative of integer order
n, note that D n J n = I but J n D n = I;
i.e., D n is left-inverse (and not rightinverse) to the corresponding integral
operator J n . As a consequence, one
expects that D is defined as leftinverse to J . Therefore, by introducing the positive integer m such that
m 1 < m, the Fractional Derivative Formula of order > 0 is obtained
starting from (1) for c = 0 [4]:
dm
D f(t ) := D m J m f(t ) = m
dt


 t
f( )
1

d
.
(m ) 0 (t )+1m
(2)

Grunwalds approach, even if correct,


was not mathematically rigorous. The
first rigorous demonstration of the formula (3) was given by the A.V. Letnikov
in 1868 [6], only one year after the
appearance of Grunwalds paper.
Letnikov was perhaps the most prolific
writer on the subject of fractional differentiation. His papers were the first
to exhibit a strong attention to details
and mathematical rigor. It should be
noted that, unlike the RiemannLiouville approach, which derives definition (1) from the repeated integral of
a function, the Grunwald-Letnikov formulation (3) faces the problem from
the derivative side.
It has been shown that the Riemann-Liouville definition (2) of the
fractional integral can be adapted to
define the fractional derivative. Also,
in the case of the Grunwald-Letnikov
derivative formula, it could be shown
that (3) can be modified for use in an
alternate definition of the fractional
integral. The most natural change is
to consider the Grunwald-Letnikov
derivative for negative . Namely,
with proper mathematical adjustments the Grunwald-Letnikov Fractional Integral Formula is obtained [5]:
ta

Note that if = m then (1) reduces to


the formula for integer order
derivative D f(t ) := D m J m f(t ) =
dm
dt m f(t ).
In 1867, Anton Karl Grunwald proposed perhaps the most difficult, yet
in some way the most natural,
approach for fractional differentiation.
His method was based on the generalization of the finite difference quotients for fractional derivatives,
obtaining the formula (nowadays
known as Grunwald-Letnikov Fractional Derivative Formula) [5]:
ta

h
1 
D f(t ) = limh 0
(1)m
h m=0

( + 1)
f(t mh)
m!( m + 1)

(3)

where t and a are the upper and


lower limits of differentiation, respectively. Unfortunately, the derivation of

36 IEEE INDUSTRIAL ELECTRONICS MAGAZINE SUMMER 2007

f(t) = limh 0h

h


m=0

( + m)

f(t mh).
m!()

(4)

At this point, two formulations of fractional calculus have been presented,


the one proposed by Riemann and Liouville, and the other by Grunwald and
Letnikov, respectively. The existence of
different formulations of the same concept poses the question of whether
these formulations are also equivalent.
The answer to this question is affirmative but its mathematical proof is
beyond the scope of this article. However, simple guidelines about the use of
the two different approaches can be
given. The Riemann-Liouville definition
for the fractional integral and derivative, by virtue of its form, is well suited
for finding the analytical solution of relatively simple functions (x a, e x , sin(x),
etc.). Conversely, the Grunwald-

TABLE 1FRACTIONAL ORDER DIFFERINTEGRAL FORMULAS.


FRACTIONAL
CALCULUS
( R+ )

RIEMANN-LIOUVILLE

J c f (t ) =

FRACTIONAL
INTEGRAL

1
()

GRUNWALD-LETNIKOV
ta

f ( )
d
(t )1

D f (t) = limh 0h

D f (t ) : = D m J m f (t )


 t
f ( )
dm
1
=
d
m
+1m
dt
(m ) 0 (t )

FRACTIONAL
DERIVATIVE

Letnikov definition is successfully utilized for numerical evaluations.


In the last two centuries, besides
previous definitions, several different
fractional differation-integral formulae
have been proposed. But the scope of
this article is to present those definitions that could be useful from an engineering (read applicative) point of
view. To this purpose, the last definition of fractional derivative presented
in this article is that originally introduced by Caputo in 1967; i.e., the socalled Caputo Fractional Derivative of
order > 0 (m 1 < m, m is a
positive integer) [7]:
D f(t ) := J m D m f(t ) =


1
(m )

f (m) ( )
d .
(t ) +1m

(5)

The five formulas presented so far


are summarized in Table 1.
Also, in the case of (5), it can be
demonstrated that the RiemannLiouville derivative and the Caputo
derivative are both equivalent under
the same set of homogenous initial
conditions. In many engineering applications the Caputo derivative (5) is
preferred to the commonly used
(among mathematicians) RiemannLiouville derivative (2), since the first
one guarantees a straightforward connection between the type of the initial
condition and the type of the fractional
derivative. In particular, in the Riemann-Liouville derivative (2), it is necessary to specify the values of certain
fractional derivatives of the function f
at the initial point t = 0. When a real

CAPUTO

D f (t ) =limh 0

h

( + m)
f (t mh)
m!()
m=0
ta
h

1 
(1)m
h m=0

( + 1)
f (t mh)
m!( m + 1)

physical application is considered, the


physical meaning of such fractional
derivative of f could be unknown, and
hence not measurable. On the contrary, when the Caputo derivative is
considered, the initial values
f( 0 ), f  ( 0 ), . . . , f (m1) ( 0 ) , i.e., the
function value itself and integer-order
derivatives, have to be specified.
These data typically have a well-understood physical meaning and can be
measured [4].
It is worth introducing one important property that all the definitions
of fractional derivative share; namely,
the fractional derivative operators are
not local. This means that the value of
D t0 f(t ) depends on all the values of f
in the inter val [t 0 , t ]; i.e., on the
entire history of the function f [3]. On
the contrary, it is well known that differential operators of integer order
are always local.

The Applicative Point of View


As shown so far, fractional calculus has
a long history, but, from an applicative
point of view, it fell into oblivion for
many years since it was considered not
useful for solving problems in physics
and engineering. Actually this oblivion
was due to its high complexity and the
lack of an acceptable physical and
geometric interpretation. Just in 2002,
Podlubny proposed a convincing explanation of the fractional phenomena
[8]. He suggested both a geometric
interpretation of the Riemann-Liouville
fractional integral (based on the projection of a very fascinating shadow on
the wall) and a physical interpretation
for the Riemann-Liouville (and Caputo)
fractional differentiation (based on the

D f (t ) :=J m D m f (t )
 t
1
f (m)( )
=
d
(m ) 0 (t ) +1m

fact that, as in the theory of relativity,


two time scales should be considered
simultaneously: the ideal, equably flowing homogeneous time and the cosmic
inhomogeneous time).
The subject of fractional calculus
and its applications has re-attracted
considerable interest in the past
three/four decades. Several applications based on fractional modeling in
numerous seemingly various and widespread fields of science and engineering have been proposed. A list of the
fields of application may include [9]:
acoustic wave propagation in inhomogeneous porous material, diffusive
transport, fluid flow, dynamical processes in self-similar structures, dynamics of earthquakes, optics, geology,
viscoelastic materials, bio-sciences,
medicine, economics, probability and
statistics, astrophysics, chemical engineering, physics, electromagnetic
waves, nonlinear control, signal processing, control of power electronic
converters, chaotic dynamics.
Note that the above list covers
almost all the fields of research in
science and engineering. Scientists
have indeed discovered that many phenomena, not completely understood
before, have complex microscopic
behaviors, and that their macroscopic
dynamics cannot be modeled anymore
via integer-order derivatives. In particular, it has been found that most of the
processes associated with complex
systems have nonlocal dynamics involving long-term memory effects; i.e., precisely the property that characterizes
fractional derivative operators.
In order to better appreciate the
potentialities of fractional calculus

SUMMER 2007 IEEE INDUSTRIAL ELECTRONICS MAGAZINE 37

resistor: when the order of derivative


from an applicative point of view, in the
equals one, an electrical resistor is
following some examples of complex
obtained, whereas when the order of
systems modeled by means of fractionderivative equals zero, a capacitor is
al differential equations are given.
obtained. Using this new electric eleThe first example comes from the
ment, the authors propose
field of bioengineering. In
electric circuits able to
this field of research there
model relaxation processes
is an ongoing need to NOWADAYS, ON
develop efficient, high- THE BASIS OF SUCH in organic dielectric materials (semi-crystalline polyfidelity material models to FAR-SIGHTED
mers) [11].
simulate the stress reWORDS, MANY
Recently, in order to
sponse of biological mateattain an effective control
rials. To this purpose, SCIENTISTS
of the physical systems
fractional calculus is being CONSIDER 30
described by fractionalused to develop fractional- SEPTEMBER 1695
order models, the study of
order viscoelastic equa- AS THE EXACT
fractional-order controllers
tions, which could be BIRTHDAY OF
has attracted a lot of interuseful for modeling soft
FRACTIONAL
est. Some interesting exambiological tissues. In [10],
ples related to such field of
it is asserted that a CALCULUS AND
description based on frac- GOTTFRIED LEIBNIZ research are now reported.
In [12] a fractionaltional-order differential AS ITS FATHER.
order P I D k controller
equations has potentially
superior accuracy and gives the possibildesigned for a torsional systems
ity of correlating the hierarchical strucbacklash vibration suppression conture of biological tissues to the fractional
trol is proposed. Previous methods,
order of derivative. In particular, the
applied to the speed control of inertia
authors formulate a one-dimensional
systems, have always failed in supversion of fractional-order viscoelastic
pressing the vibrations caused by
equations, called quasilinear fractionalgear backlash nonlinearity. On the
order viscoelasticity, and apply it for
other hand, the proposed robust
P I D k controller gives the possibility
modeling the stress response of porcine
aortic valve tissues [10].
of directly tuning the fractional-order
k and, therefore, this enables one to
The second example presented
herein comes from the study of polyadjust the control systems frequency
meric materials. In organic dielectric
response [12]. Additionally, an
materials, such as semi-crystalline
approximation method based on the
polymers, the intimate mixture
short memory principle (a principle
between crystals and amorphous
often utilized for reducing the compuphase gives rise to a complex structure
tational complexity of fractional calcuwhose fractal features have been experlus) is introduced for realizing the
imentally detected. This property
discrete D k controller.
makes the polymers very difficult to
In [13] both linear and sliding-mode
handle analytically, and fractional calcontrol have been applied to power
culus seems to represent the only
dc/dc buck converters by means of fracmathematical tool able to describe
tional-order controllers. It is well known
fractal functions. In particular, it
that such converters are fast and, due to
enables one to obtain constitutive
the pulse-width modulation process,
equations that can be linked to molecunonlinear. Therefore, [13] shows how
lar theories describing the macroscopfractional-order controllers can be utiic behavior of polymeric materials. In
lized to reach an effective control of
[11] a dielectric fractional model is
such devices and that the practical
given, which is based on the idea of
implementation of these controllers is
obtaining an intermediate electrical
feasible using a digital processor.
behavior between a resistance (Ohms
Interesting research on fractionallaw) and a capacitor. The authors have
order controllers has been conducted
called this new electrical element capalso by the CRONE (French acronym

38 IEEE INDUSTRIAL ELECTRONICS MAGAZINE SUMMER 2007

for Controle Robuste dOrdre NonEntier) team that has effectively


applied fractional-order controllers
into car suspension control [14], flexible transmission [15], and hydraulic
actuator [16].
In [17] and [18], the theoretical
aspects of fractional-order controllers,
such as stability, controllability, and
observability, have been analyzed and
some useful results have been derived.
Igor Podlubny and other researchers are giving an important contribution from the point of view of
modeling, realizing and implementing
fractional-order controllers [19], [20].
The last application of fractional
calculus presented in this article
comes from the study of chaotic phenomena. In the last decade, many
researchers have found that several
nonlinear fractional systems can generate complex bifurcations and chaotic phenomena very similar to those
displayed by their integer-order counterparts (e.g., the fractional-order
Chua circuit [21], the fractional-order
Chen system, the fractional-order jerk
system, the fractional-order Lorenz
system, and many others). In particular, it has been demonstrated that
chaotic attractors appear in nonlinear fractional systems with order
much lower than three, when an
appropriate adjustment of the values
of system parameters is taken into
account. It is worth noting that,
according to Poicar-Bendixon theorem, chaos cannot occur in autonomous continuous-time systems of
integer order less than three. The
results of the current research on the
complex phenomena in fractional systems enables one to make the following considerations: 1) fractional-order
systems can be viewed as a generalization of the integer-order case,
where the latter is retrieved when the
derivative of fractional-order approaches the integer-order; 2) nonlinear fractional systems can generate at least
the same variety of dynamic phenomena found in nonlinear integerorder systems; 3) the occurrence of
chaos in fractional-order systems
does not depend on the order of system equations [21].

Solving Fractional
Differential Equations
The last argument related to fractional
calculus that it is worth introducing is
the following: after having modeled a
nonlocal phenomenon, a not trivial task
consists in finding a solution of the
obtained fractional differential equations. From an engineering point of
view, two main classes of methods for
solving fractional differential equations
can be identified: the frequency-domain
methods and the time-domain methods.
One well-known frequency-domain
method is based on the approximation
of the transition function (1/s)
(obtained by applying the Laplace
transform) using a specified error in
decibels and a bandwidth to generate
a continuous sequence of pole-zero
pairs for the system with a single fractional power pole [21]. This frequencydomain method presents two main
drawbacks: 1) the approximations of
the transition function are available
only for few values of and 2) the difference between the original and the
approximate systems is still unknown.
Recent studies have shown that
time-domain methods may represent a
better choice. In particular, in this article three time-domain methods will be
briefly introduced.
The first one is the AdamsBashforth-Moulton method [22]. This
method is based on the Volterra integral equation and seems to be an efficient technique for studying fractionalorder dynamical systems. However,
this numerical method encounters two
main difficulties: 1) the size of the computational work can be burdensome,
and 2) the rounding-off error can cause
loss of accuracy.
The second time-domain approach
is based on the direct application of the
Grunwald-Letnikov derivative formula
(3) [8]. This formula is written as a
summation of virtually infinite terms
and, therefore, is well suited for use
with a computer-based numerical
solver. Contrary to what one may think,
the limiting factor to the accuracy of
this approach is not the speed of the
computer simulation but rather the
capacity of the computer to accurately
store and move the large numbers that

SUMMER 2007 IEEE INDUSTRIAL ELECTRONICS MAGAZINE 39

Roy. Astr. Soc., vol. 13, pp. 529539, 1967.


[8] I. Podlubny, Fractional Differential Equations. New
York: Academic Press, 1999.
[9] R. Hilfer (Ed.), Applications of Fractional Calculus
in Physics. Singapore: World Scientific, 2001.

1.5

[10] E.O. Carew, T.C. Doehring, J.E. Barber, A.D.


Freed, and I. Vesely, Fractional-order viscoelasticity applied to heart valve tissues, in Proc.
2003 Summer Bioengineering Conf., Key Biscayne,
FL, June 2003, pp. 721722.

0.5
0
0.5
1
1.5
1

0.2
0.1
0.5

0
0
x

0.1
0.5

0.2

FIGURE 2Double-scroll chaotic attractor in the fractional-order Chuas circuit (order equal to 1.05).

can result from the computation of the


Gamma function.
The last, but not least, is the numerical method based on the Adomian
decomposition [21]. This method provides the solution of the fractionalorder system in the form of a power
series with easily computed terms.
The decomposition method has some
advantages over the previous techniques; i.e., 1) it preserves the system
nonlinearities (this property makes it
the first choice when the nonlinear
solution for systems of fractional differential equation have to be found); 2)
it avoids discretization in time (if the
number of the terms of the series is
great enough); 3) it provides an efficient numerical solution with high
accuracy. Finally, note that the Adomian decomposition method has been
effectively applied to the analysis of
the chaotic phenomena (e.g., for generating the Double-Scroll attractor
reported in Figure 2) in the nonlinear
fractional-order Chuas circuit [21].

Conclusions
In 1831, somebody asked Michael
Faraday to talk about the usefulness of
his discovery: the electromagnetic
induction phenomenon. Faraday simply
answered: What is the usefulness of a
child? He grows into a man! In 2007, I like
to conclude this article thinking of fractional calculus as an adolescent who
shows promise to become a great man.

Biograhy
Donato Cafagna received the Dr. Eng.
in electronic engineering (with honors) and the Ph.D. in electrical engineering from the Politecnico di Bari
(Italy) in 1995 and 1999, respectively.
In 2001, after two postdoctoral years
at the Politecnico di Bari, he joined
the Dipartimento di Ingegneria dellInnovazione, Universit del Salento
(Italy), where he is currently assistant
professor of electrical engineering. His
research interests include analysis
and design of chaotic circuits with
application to synchronization and
control, study of chaotic phenomena
in power converters, and analysis of
fractional order circuits and systems.
He is a Member of the IEEE.

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