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{{Calculus|expanded=Fractional calculus}}
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In [[mathematics]], the '''Riemann–Liouville integral''' associates with a real [[Function (mathematics)|function]] ''&fnof;''&nbsp;:&nbsp;'''R'''&nbsp;→&nbsp;'''R''' another function ''I''<sup>α</sup>''&fnof;'' of the same kind for each value of the parameter α&nbsp;>&nbsp;0. The integral is a manner of generalization of the repeated [[antiderivative]] of ''&fnof;'' in the sense that for positive integer values of α, ''I''<sup>α</sup>''&fnof;'' is an iterated antiderivative of ''&fnof;'' of order α.  The Riemann–Liouville integral is named for [[Bernhard Riemann]] and [[Joseph Liouville]], the latter of whom was the first to consider the possibility of [[fractional calculus]] in 1832.<ref name="Lizorkin">{{harvnb|Lizorkin|2001}}</ref>  The operator agrees with the '''[[Euler transform]]''', after [[Leonhard Euler]], when applied to [[analytic function]]s.<ref>{{harvnb|Brychkov|Prudnikov|2001}}</ref> It was generalized to arbitrary dimensions by [[Marcel Riesz]], who introduced the [[Riesz potential]].
 
==Definition==
The Riemann–Liouville integral is defined by
:<math>I^\alpha f(x) = \frac{1}{\Gamma(\alpha)}\int_a^xf(t)(x-t)^{\alpha-1}\,dt</math>
where Γ is the [[Gamma function]] and ''a'' is an arbitrary but fixed base point. The integral is well-defined provided ''&fnof;'' is a [[locally integrable function]], and α is a [[complex number]] in the [[half-plane]] re(α)&nbsp;>&nbsp;0.  The dependence on the base-point ''a'' is often suppressed, and represents a freedom in [[constant of integration]]. Clearly ''I''<sup>1</sup>ƒ is an antiderivative of ƒ (of first order), and for positive integer values of α, ''I''<sup>α</sup>ƒ is an antiderivative of order α by [[Cauchy formula for repeated integration]]. Another notation, which emphasizes the basepoint, is<ref>{{harvnb|Miller|Ross|1993|p=21}}</ref>
 
:<math>{}_aD_x^{-\alpha}f(x) = \frac{1}{\Gamma(\alpha)}\int_a^x f(t)(x-t)^{\alpha-1}\,dt.</math>
 
This also makes sense if ''a''&nbsp;=&nbsp;&minus;∞, with suitable restrictions on ''&fnof;''.
 
The fundamental relations hold
:<math>\frac{d}{dx}I^{\alpha+1} f(x) =  I^\alpha f(x),\quad I^\alpha(I^\beta f) = I^{\alpha+\beta}f,</math>
the latter of which is a [[semigroup]] property.<ref name="Lizorkin" />  These properties make possible not only the definition of fractional integration, but also of fractional differentiation, by taking enough derivatives of ''I''<sup>α</sup>''&fnof;''.
 
==Properties==
Fix a bounded interval (''a'',''b''). The operator ''I''<sup>α</sup> associates to each [[integrable function]] ''&fnof;'' on (''a'',''b'') the function ''I''<sup>α</sup>''&fnof;'' on (''a'',''b'') which is also integrable by [[Fubini's theorem]].  Thus ''I''<sup>α</sup> defines a [[linear operator]] on [[Lp space|L<sup>1</sup>(''a'',''b'')]]:
:<math>I^\alpha : L^1(a,b) \to L^1(a,b).</math>
Fubini's theorem also shows that this operator is [[continuous linear operator|continuous]] with respect to the [[Banach space]] structure on L<sup>1</sup>, and that the following inequality holds:
:<math>\|I^\alpha f\|_1 \le \frac{|b-a|^{\operatorname{re}(\alpha)}}{\operatorname{re}(\alpha)|\Gamma(\alpha)|}\|f\|_1.</math>
Here <math>\|\cdot\|_1</math> denotes the [[norm (mathematics)|norm]] on L<sup>1</sup>(''a'',''b'').
 
More generally, by [[Hölder's inequality]], it follows that if ''&fnof;''&nbsp;∈&nbsp;L<sup>''p''</sup>(''a'',''b''), then ''I''<sup>α</sup>''&fnof;''&nbsp;∈&nbsp;L<sup>''p''</sup>(''a'',''b'') as well, and the analogous inequality holds
 
:<math>\|I^\alpha f\|_p \le \frac{|b-a|^{\operatorname{re}(\alpha)/p}}{\operatorname{re}(\alpha)|\Gamma(\alpha)|}\|f\|_p</math>
 
where <math>\|\cdot\|_p</math> is the [[Lp space|L<sup>p</sup> norm]] on the interval (''a'',''b''). Thus ''I''<sup>α</sup> defines a bounded linear operator from ''L''<sup>''p''</sup>(''a'',''b'') to itself. Furthermore, ''I''<sup>α</sup>''&fnof;'' tends to ''&fnof;'' in the ''L''<sup>''p''</sup> sense as α&nbsp;→&nbsp;0 along the real axis.  That is
:<math>\underset{\alpha > 0}{\lim_{\alpha\to 0}} \|I^\alpha f-f\|_p = 0</math>
for all ''p''&nbsp;≥&nbsp;1.  Moreover, by estimating the [[maximal function]] of ''I'', one can show that the limit ''I''<sup>α</sup>''&fnof;''&nbsp;→&nbsp;''&fnof;'' holds pointwise [[almost everywhere]].
 
The operator ''I''<sup>α</sup> is well-defined on the set of locally integrable function on the whole real line '''R'''.  It defines a bounded transformation on any of the [[Banach space]]s of functions of [[exponential type]]  ''X''<sub>σ</sub>&nbsp;=&nbsp;''L''<sup>1</sup>(''e''<sup>-σ|''t''|</sup>d''t''), consisting of locally integrable functions for which the norm
:<math>\|f\| = \int_{-\infty}^\infty |f(t)|e^{-\sigma|t|}\,dt</math>
is finite. For ƒ in ''X''<sub>σ</sub>, the [[Laplace transform]] of ''I<sup>&alpha;</sup>&fnof;'' takes the particularly simple form
:<math>(\mathcal{L}I^\alpha f)(s) = s^{-\alpha}F(s)</math>
for re(''s'')&nbsp;>&nbsp;σ. Here ''F''(''s'') denotes the Laplace transform of ''&fnof;'', and this property expresses that ''I''<sup>α</sup> is a [[Fourier multiplier]].
 
==Fractional derivatives==
One can define fractional-order derivatives of ''&fnof;'' as well by
:<math>\frac{d^\alpha}{dx^\alpha} f \overset{def}{=} \frac{d^{\lceil\alpha\rceil}}{dx^{\lceil\alpha\rceil}} I^{\lceil\alpha\rceil-\alpha}f</math>
where <math>\lceil\cdot\rceil</math> denotes the [[ceiling function]]. One also obtains a [[differintegral]] interpolating between differentiation and integration by defining
:<math>D^\alpha_x f(x) =
\begin{cases}
\frac{d^{\lceil\alpha\rceil}}{dx^{\lceil\alpha\rceil}} I^{\lceil\alpha\rceil-\alpha}f(x)& \alpha>0\\
f(x) & \alpha=0\\
I^{-\alpha}f(x) & \alpha<0.
\end{cases}</math>
 
An alternative fractional derivative was introduced by Caputo in 1967, and produces a derivative that has different properties: it produces zero from constant functions and, more importantly, the initial value terms of the [[Laplace Transform]] are expressed by means of the  values of that function and of its derivative of integer order rather than the derivatives of fractional order as in the Riemann–Liouville derivative.[http://www.nd.edu/~msen/Teaching/UnderRes/FracCalc.pdf] The Caputo fractional derivative with base point <math>x</math>, is then:
 
:<math>D_x^{\alpha}f(y)=\frac{1}{\Gamma(1-\alpha)}\int_x^y f'(y-u)(u-x)^{-\alpha}du.</math>
 
Another representation is:
 
:<math>{}_a\tilde{D}^\alpha_x f(x)=I^{\lceil \alpha\rceil-\alpha}\left(\frac{d^{\lceil \alpha\rceil}f}{dx^{\lceil \alpha\rceil}}\right).</math>
 
==Notes==
<references/>
 
==References==
*{{springer|title=Euler transformation|id=e/e036620|first1=Yu.A.|last1=Brychkov|first2=A.P.|last2=Prudnikov}}.
*{{Citation | last1=Hille | first1=Einar | last2=Phillips | first2=Ralph S. | title=Functional analysis and semi-groups | publisher=[[American Mathematical Society]] | location=Providence, R.I. | mr=0423094  | year=1974}}.
*{{springer|title=Fractional integration and differentiation|id=f/f041230|first=P.I.|last=Lizorkin}}.
*{{citation|title=An Introduction to the Fractional Calculus and Fractional Differential Equations|first1=Kenneth S.|last1=Miller|first2=Bertram|last2=Ross|publisher=John Wiley & Sons|year=1993|isbn=0-471-58884-9}}.
*{{Citation | doi=10.1007/BF02395016 | last1=Riesz | first1=Marcel | author1-link=Marcel Riesz | title=L'intégrale de Riemann-Liouville et le problème de Cauchy | mr=0030102  | year=1949 | journal=[[Acta Mathematica]] | issn=0001-5962 | volume=81 | issue=1 | pages=1–223}}.
 
==External links==
*{{cite web|author=Alan Beardon|url=http://nrich.maths.org/public/viewer.php?obj_id=1369|title=Fractional calculus II|publisher=University of Cambridge|year=2000}}
*{{cite web|author=Alan Beardon|url=http://nrich.maths.org/public/viewer.php?obj_id=1371|title=Fractional calculus III|publisher=University of Cambridge|year=2000}}
 
{{DEFAULTSORT:Riemann-Liouville integral}}
[[Category:Fractional calculus]]
[[Category:Integral transforms]]

Latest revision as of 06:59, 7 January 2015

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