（四）分数阶微积分

我们重点考察$R-L$型分数阶微积分的性质，简记${}_{0}^{RL}D_{t}^{\beta}=D_{t}^{\beta}$，若无特殊说明。
a). 线性性
$$D_{t}^{\beta}[f(t)+g(t)]=D_{t}^{\beta}f(t)+D_{t}^{\beta}g(t)$$
$$D_{t}^{\beta}\lambda f(t)=\lambda D_{t}^{\beta}f(t) $$
证明:直接带入定义验算即可.设$m=[\beta]+1$
$${}_{0}^{RL}D_{t}^{\beta}f(t)=\frac{1}{\Gamma(m-\beta)}\frac{d^{m}}{dt^{m}}\int_{0}^{t}(t-\tau)^{m-\beta-1}f(\tau)d\tau$$
b). 积分的叠加性
$$D_{t}^{-\alpha}D_{t}^{-\beta}f(t)=D_{t}^{-\alpha-\beta}f(t)\ \ \ \ \ (\alpha,\beta>0)$$
证明:对整数阶积分结论是显然的,对于分数阶R-L积分仍然具有叠加性。
由定义知
$${}_{0}D_{t}^{-\beta}f(t)=\frac{1}{\Gamma(\beta)}\int_{0}^{t}(t-x)^{\beta-1}f(x):=g(t)$$
那么
\begin{eqnarray*}
{}_{0}^{}D_{t}^{-\alpha}g(t)&=&\frac{1}{\Gamma(\alpha)}\int_{0}^{t}(t-\tau)^{\alpha-1}g(\tau) d\tau\\
&=&\frac{1}{\Gamma(\alpha)\Gamma(\beta)}\int_{0}^{t}(t-\tau)^{\alpha-1}d\tau \int_{0}^{\tau}(\tau-x)^{\beta-1}f(x)dx\\
&=&\frac{1}{\Gamma(\alpha)\Gamma(\beta)}\int_{0}^{t}f(x)dx \int_{x}^{t}(t-\tau)^{\alpha-1}(\tau-x)^{\beta-1}d\tau(交换积分次序)\\
&=&\frac{1}{\Gamma(\alpha)\Gamma(\beta)}\int_{0}^{t}f(x)dx\int_{0}^{1}(t-x)^{\alpha+\beta-1}(1-\xi)^{\alpha-1}\xi ^{\beta-1}d\xi \ \ \ \ (Let\ \xi=\frac{\tau-x}{t-x})\\
&=&\frac{B(\alpha,\beta)}{\Gamma(\alpha)\Gamma(\beta)}\int_{0}^{t}(t-x)^{\alpha+\beta-1}f(x)dx\\
&=&\frac{1}{\Gamma(\alpha+\beta)}\int_{0}^{t}(t-x)^{\alpha+\beta-1}f(x)dx\\
&=&{}_{0}D_{t}^{-\alpha-\beta}f(t)
\end{eqnarray*}
由此我们也得到了积分满足交换性，即
$$D_{t}^{-\alpha}D_{t}^{-\beta}f(t)=D_{t}^{-\alpha-\beta}f(t)=D_{t}^{-\beta}D_{t}^{-\alpha}f(t)\ \ \ \ \ (\alpha,\beta>0)$$
c). 上式考虑了积分叠加的情形，对于连续函数$f(t)$考虑混合运算“先积分再微分”.（还记得R-L定义思路$D^{\beta}=D^{m}D^{-(m-\beta)}$）
$${}_{0}^{}D_{t}^{\alpha}{}_{0}D_{t}^{-\beta}f(t)={}_{0}^{}D_{t}^{\alpha-\beta}f(t)\ \ \ \ \ \ (\alpha>0,\beta>0)$$
证明:先探讨一种特殊的情形
$$D^{\lambda}D^{-\lambda}f(t)=f(t)\ \ \ \ \ (\lambda>0)$$
当$\lambda$为整数时结论显然成立。不妨设$k-1 \leq \lambda<k$,即$k=[\lambda]+1$.故由定义有
$$D^{\lambda}=D^{k}D^{-(k-\lambda)}$$
代入下式
$$D^{\lambda}D^{-\lambda}=D^{k}D^{-(k-\lambda)}D^{-\lambda}=D^{k}D^{-k}=I\ \ \ (use \ b).)$$
$\bullet$若