预备公式
Γ ( z + 1 ) = z Γ ( z ) (1) \Gamma(z+1)=z\Gamma(z)\tag{1} Γ(z+1)=zΓ(z)(1)
Γ ( z ) = ∫ 0 ∞ e − t t z − 1 d t = lim n → ∞ n ! n z z ( z + 1 ) . . . ( z + n ) = lim n → ∞ n z [ p r ] ( p + r ) (2) \Gamma(z)=\int_{0}^{\infty} e^{-t}t^{z-1}\mathrm{d}t=\lim_{n\to\infty}\frac{n!n^{z}}{z(z+1)...(z+n)}=\lim_{n\to\infty}\frac{n^{z}}{\begin{bmatrix} p\\r \end{bmatrix}(p+r)}\tag{2} Γ(z)=∫0∞e−ttz−1dt=n→∞limz(z+1)...(z+n)n!nz=n→∞lim[pr](p+r)nz(2)
B ( z , w ) = ∫ 0 1 τ z − 1 ( 1 − τ ) w − 1 d τ = Γ ( z ) Γ ( w ) Γ ( z + w ) (3) B(z,w)=\int_0^1\tau^{z-1}(1-\tau)^{w-1}\mathrm{d}\tau=\frac{\Gamma(z)\Gamma(w)}{\Gamma(z+w)}\tag{3} B(z,w)=∫01τz−1(1−τ)w−1dτ=Γ(z+w)Γ(z)Γ(w)(3)
[ p r ] = p ( p + 1 ) . . . ( p + r − 1 ) r ! = ( − 1 ) r ( − p r ) (4) \begin{bmatrix} p\\r \end{bmatrix}=\frac{p(p+1)...(p+r-1)}{r!}=(-1)^r\begin{pmatrix}-p\\r \end{pmatrix}\tag{4} [pr]=r!p(p+1)...(p+r−1)=(−1)r(−pr)(4)
( p r ) = ( p − 1 r ) + ( p − 1 r − 1 ) (5) \begin{pmatrix}p\\r \end{pmatrix}=\begin{pmatrix}p-1\\r \end{pmatrix}+\begin{pmatrix}p-1\\r-1 \end{pmatrix}\tag{5} (pr)=(p−1r)+(p−1r−1)(5)
f n ( t ) = d n f d t n = lim h → 0 1 h n ∑ r = 0 n ( − 1 ) r ( n r ) f ( t − r h ) = lim h → 0 1 h n Δ n f ( t ) (6) f^{n}(t)=\frac{d^{n}f}{dt^{n}}=\lim_{h\to 0} \frac{1}{h^n}\sum_{r=0}^{n}(-1)^r\begin{pmatrix}n\\r \end{pmatrix} f(t-rh)=\lim_{h\to 0} \frac{1}{h^n}\Delta^nf(t)\tag{6} fn(t)=dtndnf=h→0limhn1r=0∑n(−1)r(nr)f(t−rh)=h→0limhn1Δnf(t)(6)
变限积分求导
![avatar](https://pic2.zhimg.com/aff0982565a44433f231be2a67ed263d_r.jpg?source=1940ef5c)
将积分和导数统一
我们把n阶导数的定义,即公式(6)极限号去掉,并且把p的范围从正整数改为实数,从而定义了下面这个函数
f
h
(
p
)
(
t
)
=
1
h
p
∑
r
=
0
p
(
−
1
)
r
(
p
r
)
f
(
t
−
r
h
)
(7)
f^{(p)}_h(t)=\frac{1}{h^p}\sum_{r=0}^{p}(-1)^r\begin{pmatrix}p\\r \end{pmatrix}f(t-rh) \tag{7}
fh(p)(t)=hp1r=0∑p(−1)r(pr)f(t−rh)(7)
再定义极限
lim
h
→
0
n
h
=
t
−
a
f
h
(
p
)
(
t
)
=
a
D
t
p
f
(
t
)
(8)
\lim_{h\to 0 \atop nh=t-a }f^{(p)}_h(t)=_aD^{p}_tf(t)\tag{8}
nh=t−ah→0limfh(p)(t)=aDtpf(t)(8)
-p<0表示积分
此时是一个变上限积分,区间从a到t,证明利用定积分定义即可
当p是整数时,(8)的极限和p阶乘有关,即
a
D
t
−
p
f
(
t
)
=
1
(
p
+
1
)
!
∫
a
t
(
t
−
τ
)
p
−
1
f
(
τ
)
d
t
(9)
_aD^{-p}_tf(t)=\frac{1}{(p+1)!}\int_a^t(t-\tau)^{p-1}f(\tau)\mathrm{d}t\tag{9}
aDt−pf(t)=(p+1)!1∫at(t−τ)p−1f(τ)dt(9)
p是任意阶时用gamma函数代替阶乘,证明过程在书2.2。
a
D
t
−
p
f
(
t
)
=
1
Γ
(
p
+
1
)
∫
a
t
(
t
−
τ
)
p
−
1
f
(
τ
)
d
t
(10)
_aD^{-p}_tf(t)=\frac{1}{\Gamma(p+1)}\int_a^t(t-\tau)^{p-1}f(\tau)\mathrm{d}t \tag{10}
aDt−pf(t)=Γ(p+1)1∫at(t−τ)p−1f(τ)dt(10)
如果函数m+1阶连续,由分部积分可知
a
D
t
−
p
f
(
t
)
=
∑
k
=
0
m
f
(
k
)
(
a
)
(
t
−
a
)
p
+
k
Γ
(
p
+
k
+
1
)
+
1
Γ
(
p
+
k
+
1
)
∫
a
t
(
t
−
τ
)
p
+
m
f
m
+
1
(
τ
)
d
τ
(11)
_aD^{-p}_tf(t)=\sum_{k=0}^m\frac{f^{(k)}(a)(t-a)^{p+k}}{\Gamma(p+k+1)}+\frac{1}{\Gamma(p+k+1)}\int_a^t(t-\tau)^{p+m}f^{m+1}(\tau)\mathrm{d}\tau \tag{11}
aDt−pf(t)=k=0∑mΓ(p+k+1)f(k)(a)(t−a)p+k+Γ(p+k+1)1∫at(t−τ)p+mfm+1(τ)dτ(11)
p>0表示导数
当p>0时上述定义函数具有性质(利用公式(5)证明)
f
h
(
p
)
(
t
)
=
∑
k
=
0
m
(
−
1
)
n
−
k
(
p
−
k
−
1
r
n
−
k
)
h
−
p
Δ
k
f
(
a
+
k
h
)
+
p
−
1
∑
r
=
0
n
−
m
−
1
(
−
1
)
r
(
p
−
m
−
1
r
)
Δ
m
+
1
f
(
t
−
r
h
)
f^{(p)}_h(t)=\sum_{k=0}^{m}(-1)^{n-k}\begin{pmatrix}p-k-1\\rn-k\end{pmatrix}h^{-p}\Delta^kf(a+kh)+p^{-1}\sum_{r=0}^{n-m-1}(-1)^r\begin{pmatrix}p-m-1\\r \end{pmatrix}\Delta^{m+1}f(t-rh)
fh(p)(t)=k=0∑m(−1)n−k(p−k−1rn−k)h−pΔkf(a+kh)+p−1r=0∑n−m−1(−1)r(p−m−1r)Δm+1f(t−rh)
对上式求积分估计,和积分形式是一样的。但是需要满足m<p<m+1
a
D
t
p
f
(
t
)
=
∑
k
=
0
m
f
(
k
)
(
a
)
(
t
−
a
)
−
p
+
k
Γ
(
−
p
+
k
+
1
)
+
1
Γ
(
−
p
+
m
+
1
)
∫
a
t
(
t
−
τ
)
−
p
+
m
f
m
+
1
(
τ
)
d
τ
(12)
_aD^{p}_tf(t)=\sum_{k=0}^m\frac{f^{(k)}(a)(t-a)^{-p+k}}{\Gamma(-p+k+1)}+\\\frac{1}{\Gamma(-p+m+1)}\int_a^t(t-\tau)^{-p+m}f^{m+1}(\tau)\mathrm{d}\tau \tag{12}
aDtpf(t)=k=0∑mΓ(−p+k+1)f(k)(a)(t−a)−p+k+Γ(−p+m+1)1∫at(t−τ)−p+mfm+1(τ)dτ(12)
特殊的函数
(
t
−
a
)
ν
(t-a)^{\nu}
(t−a)ν有分数阶导数
a
D
t
p
(
t
−
a
)
ν
=
Γ
(
ν
+
1
)
Γ
(
−
p
+
ν
+
1
)
(
t
−
a
)
ν
−
p
(13)
_aD^{p}_t(t-a)^{\nu}=\frac{\Gamma(\nu+1)}{\Gamma(-p+\nu+1)}(t-a)^{\nu-p}\tag{13}
aDtp(t−a)ν=Γ(−p+ν+1)Γ(ν+1)(t−a)ν−p(13)
整数阶和分数阶混合运算
利用变上限积分求导
d
n
d
t
n
(
a
D
t
p
f
(
t
)
)
=
∑
k
=
0
s
f
(
k
)
(
a
)
(
t
−
a
)
−
p
+
n
+
k
Γ
(
−
p
+
n
+
k
+
1
)
+
1
Γ
(
−
p
+
n
+
s
+
1
)
∫
a
t
(
t
−
τ
)
−
p
+
s
+
n
f
s
+
1
(
τ
)
d
τ
=
a
D
t
p
+
n
f
(
t
)
(14)
\frac{d^n}{dt^n}(_aD^{p}_tf(t))=\sum_{k=0}^s\frac{f^{(k)}(a)(t-a)^{-p+n+k}}{\Gamma(-p+n+k+1)}+\frac{1}{\Gamma(-p+n+s+1)}\int_a^t(t-\tau)^{-p+s+n}f^{s+1}(\tau)\mathrm{d}\tau \\ =_aD^{p+n}_tf(t)\tag{14}
dtndn(aDtpf(t))=k=0∑sΓ(−p+n+k+1)f(k)(a)(t−a)−p+n+k+Γ(−p+n+s+1)1∫at(t−τ)−p+s+nfs+1(τ)dτ=aDtp+nf(t)(14)
a
D
t
p
(
d
n
f
(
t
)
d
t
n
)
=
∑
k
=
0
s
f
(
n
+
k
)
(
a
)
(
t
−
a
)
−
p
+
k
Γ
(
−
p
+
k
+
1
)
+
1
Γ
(
−
p
+
s
+
1
)
∫
a
t
(
t
−
τ
)
−
p
+
s
f
n
+
s
+
1
(
τ
)
d
τ
(15)
_aD^{p}_t(\frac{d^nf(t)}{dt^n})=\sum_{k=0}^s\frac{f^{(n+k)}(a)(t-a)^{-p+k}}{\Gamma(-p+k+1)}+\frac{1}{\Gamma(-p+s+1)}\int_a^t(t-\tau)^{-p+s}f^{n+s+1}(\tau)\mathrm{d}\tau\\ \tag{15}
aDtp(dtndnf(t))=k=0∑sΓ(−p+k+1)f(n+k)(a)(t−a)−p+k+Γ(−p+s+1)1∫at(t−τ)−p+sfn+s+1(τ)dτ(15)
证明技巧:s取不同的值 P57 一式s=m+n-1,二式s=m-1,两式相减就有下式
d
n
d
t
n
(
a
D
t
p
f
(
t
)
)
=
a
D
t
p
(
d
n
f
(
t
)
d
t
n
)
+
∑
k
=
0
n
−
1
f
(
k
)
(
a
)
(
t
−
a
)
−
p
+
n
+
k
Γ
(
−
p
+
n
+
k
+
1
)
(16)
\frac{d^n}{dt^n}(_aD^{p}_tf(t))= _aD^{p}_t(\frac{d^nf(t)}{dt^n})+\sum_{k=0}^{n-1}\frac{f^{(k)}(a)(t-a)^{-p+n+k}}{\Gamma(-p+n+k+1)}\tag{16}
dtndn(aDtpf(t))=aDtp(dtndnf(t))+k=0∑n−1Γ(−p+n+k+1)f(k)(a)(t−a)−p+n+k(16)
显然当t=a,a导数为0有
d
n
d
t
n
(
a
D
t
p
f
(
t
)
)
=
a
D
t
p
(
d
n
f
(
t
)
d
t
n
)
=
a
D
t
p
+
n
f
(
t
)
\frac{d^n}{dt^n}(_aD^{p}_tf(t))= _aD^{p}_t(\frac{d^nf(t)}{dt^n})=_aD^{p+n}_tf(t)
dtndn(aDtpf(t))=aDtp(dtndnf(t))=aDtp+nf(t)
分数阶和分数阶混合运算
这个地方的结果和整数阶是一样的,p和q的是任意大于零的数。
a
D
t
q
(
a
D
t
p
f
(
t
)
)
=
a
D
t
p
(
a
D
t
q
f
(
t
)
)
=
a
D
t
p
+
q
f
(
t
)
(17)
_aD^{q}_t(_aD^{p}_tf(t))=_aD^{p}_t(_aD^{q}_tf(t))=_aD^{p+q}_tf(t)\tag{17}
aDtq(aDtpf(t))=aDtp(aDtqf(t))=aDtp+qf(t)(17)