What Lies Between a Function and Its Derivative? | Fractional Calculus

Morphocular
11 Aug 202225:27
EducationalLearning
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TLDRThe script delves into the intriguing concept of fractional calculus, exploring the possibility of 'half-derivatives' and their mathematical properties. It challenges the traditional understanding of derivatives by suggesting a method to interpolate between basic polynomial functions using fractional powers. The video introduces the idea of fractional integrals first, utilizing the gamma function to handle non-integer inputs, and then extends this concept to fractional derivatives. It discusses the Riemann-Liouville Fractional Derivative and highlights the non-local nature of fractional derivatives, contrasting them with local integer-order derivatives. The script concludes by emphasizing the complexity and the rich, albeit somewhat mysterious, landscape of fractional calculus, and its potential to expand our traditional mathematical concepts.

Takeaways
  • ๐Ÿ“š The concept of fractional calculus extends the idea of derivatives and integrals to non-integer orders, allowing for operations like 'half-derivatives'.
  • ๐Ÿ” Derivatives typically reduce the power of a function by 1 with each iteration; however, the notion of a 'half-derivative' is not straightforward and requires careful definition.
  • ๐Ÿค” The idea of a 'half-derivative' was initially thought to be as simple as reducing the exponent of a function like x^3 by half, resulting in x^2.5, but this approach was found to be insufficient.
  • ๐Ÿ“‰ To properly define a 'half-derivative', it must satisfy the property that applying it twice is equivalent to applying a regular derivative once, which the initial guess did not meet.
  • ๐Ÿ“ˆ The script introduces fractional integrals as a stepping stone to defining fractional derivatives, leveraging the gamma function to handle non-integer inputs for factorials.
  • ๐Ÿงฉ The Riemann-Liouville Fractional Integral is a well-known method for defining fractional integrals and is used to explore the effects of fractional orders on functions.
  • ๐Ÿ”ง The fractional integral formula is applied to functions like 2x and e^x to demonstrate how it interpolates between integer orders and provides a meaningful 'half-integral'.
  • ๐Ÿ”„ The script highlights the non-local nature of fractional derivatives, in contrast to the local nature of integer-order derivatives, which only depend on the behavior near a point.
  • ๐Ÿ”„ The differintegral operator, combining fractional derivatives and integrals, is introduced as a unified approach to handling different orders of operations.
  • ๐Ÿ”ฎ The visualization of fractional integrals as transformations of the area under a curve provides a geometric understanding of how these operations stretch and compress function graphs.
  • ๐Ÿšง The script acknowledges the complexity and multiple formulations of fractional derivatives, such as the Riemann-Liouville and Caputo derivatives, indicating that the field is not yet fully settled.
Q & A
  • What is the basic pattern observed in the derivatives of the function f(x) = x^3?

    -The basic pattern is that each derivative reduces the power of the previous function by 1. So, x^3 goes to x^2, x^2 goes to x^1, and x^1 goes to the constant 1, which can be thought of as x^0.

  • What are fractional powers of x and how do they relate to basic polynomials?

    -Fractional powers of x, such as x^(1/2) which is the square root of x, serve to interpolate between the basic polynomials. They are functions that lie 'between' the degrees of polynomials, providing a transition from constant functions to linear functions, and so on.

  • What is the concept of a 'fractional derivative' and why is it difficult to define?

    -A 'fractional derivative' is an attempt to interpolate between ordinary derivatives, similar to how fractional powers of x interpolate between polynomials. It is difficult to define because it's not clear how to apply the concept of a derivative to non-integer orders, and any definition must satisfy properties that relate to the behavior of derivatives, such as the chain rule.

  • Why might the initial guess for the half-derivative of x^3 being x^2.5 be incorrect?

    -The initial guess might be incorrect because simply reducing the exponent by 1/2 does not account for the necessary coefficient that should be included in the derivative. The actual derivative of x^3 is 3x^2, which includes both a change in the exponent and a coefficient.

  • What property should a half-derivative have if it is to be considered a proper operation?

    -A proper half-derivative should have the property that applying it twice in a row to a function should yield the same result as applying a single ordinary derivative to that function once.

  • What is the relationship between fractional integrals and fractional derivatives?

    -Fractional integrals and fractional derivatives are related through the concept of the Riemann-Liouville Fractional Integral and Derivative. The fractional integral can be used to define a fractional derivative by first applying a fractional integral and then using ordinary derivatives to adjust the order.

  • How does the gamma function help in defining fractional integrals?

    -The gamma function extends the factorial function to non-integer inputs, which allows for the definition of fractional integrals by replacing the factorial in the formula for repeated integration with the gamma function.

  • What is the Riemann-Liouville Fractional Integral formula and how is it used?

    -The Riemann-Liouville Fractional Integral formula is used to define an integral of a non-integer order. It is written in terms of the gamma function and allows for the computation of fractional integrals by plugging in fractional values for the order of integration.

  • How do fractional derivatives differ from integer-order derivatives in terms of locality?

    -Fractional derivatives are non-local operators, meaning they can be influenced by the behavior of the function far away from the target point. In contrast, integer-order derivatives are local operators, with their value at a point depending only on the local behavior of the function near that point.

  • What is the differintegral and how does it combine fractional derivatives and integrals?

    -The differintegral is a unified derivative-integral operator that works as a piecewise combination of fractional derivatives and integrals. For positive orders, it uses the fractional derivative formula, and for negative orders, it uses the fractional integral formula.

  • Why might the visualization of fractional integrals as stretching and squishing the graph horizontally be limited?

    -This visualization might be limited because it does not easily illustrate the process of applying the fractional integral twice, which is central to its connection with ordinary integrals. Additionally, it is not unique to fractional integrals and can be applied to other integral transforms.

  • What is the significance of the lower integration bound in the context of fractional derivatives?

    -The lower integration bound is significant because it can affect the behavior of the fractional derivative, especially for functions like exponentials. Choosing a bound that is not natural for the function, such as zero for an exponential, can lead to unexpected intermediate functions and make the integrals behave less stably.

  • Why does the order of applying derivatives and integrals matter in the context of fractional calculus?

    -The order of applying derivatives and integrals matters because different sequences can lead to different results. This is why there are different formulations for fractional derivatives, such as the Riemann-Liouville and Caputo fractional derivatives.

Outlines
00:00
๐Ÿ” Exploring Fractional Derivatives and Their Conceptual Challenges

The first paragraph introduces the concept of fractional derivatives, drawing an analogy with the pattern observed in the derivatives of polynomials and the fractional powers of x. It questions the possibility of a 'half-derivative' and speculates on its potential properties. The discussion highlights the need for a half-derivative to satisfy the condition that applying it twice should yield the same result as a single ordinary derivative. The paragraph also points out the complexity of defining such an operation, noting that simply reducing the exponent by half, as in the case of x^3 to x^2.5, is not sufficient due to the need for an appropriate coefficient. It concludes by suggesting that understanding fractional integrals might be a stepping stone to defining fractional derivatives.

05:01
๐Ÿ“š Defining Fractional Integrals Using the Gamma Function

The second paragraph delves into the concept of fractional integrals, leveraging Cauchy's Formula for Repeated Integration and the gamma function to handle non-integer inputs. It explains how to define a half-integral by substituting n = 1/2 into the formula and replacing the factorial with the gamma function, which results in the involvement of the square root of pi. The paragraph then validates the half-integral formula by applying it to the function f(x) = 2x and demonstrating that applying the half-integral twice yields the expected result, akin to a regular integral. The Riemann-Liouville Fractional Integral formula is introduced as a generalization for any positive real number p, illustrating how it can transform functions and interpolate between integrals of different orders.

10:05
๐Ÿšง The Challenges and Indirect Approach to Defining Fractional Derivatives

This paragraph discusses the challenges of defining fractional derivatives directly using the fractional integral formula and the gamma function. It explains that while the gamma function extends the factorial to real numbers, it is undefined for non-positive integers, making it impossible to compute derivatives with negative orders directly. The paragraph then proposes an indirect method to define fractional derivatives by first computing a fractional integral and then applying ordinary derivatives to 'lower' the order to the desired fractional derivative. This method, known as the Riemann-Liouville Fractional Derivative, is shown to be well-defined and capable of computing half-derivatives that, when applied twice, result in the original function's ordinary derivative.

15:06
๐ŸŒ Visualizing Fractional Derivatives and Their Non-Local Nature

The fourth paragraph explores the visualization and interpretation of fractional derivatives, contrasting them with the local nature of integer-order derivatives. It discusses how fractional derivatives are non-local and can be influenced by the behavior of a function far from the target point, which is likened to the non-local nature of integrals. The paragraph also addresses the peculiarity that fractional derivatives become local when their order is an integer and that composing two non-local operators can result in a local operator. It acknowledges the lack of a widely accepted interpretation for fractional derivatives and integrals, suggesting that their true meaning may be more complex and distinct from traditional calculus concepts.

20:09
๐ŸŽจ The Art of Fractional Calculus and Its Many Formulations

The final paragraph wraps up the discussion on fractional calculus by emphasizing the diversity of formulations for fractional derivatives and the fact that there is no single definitive version. It mentions the Caputo Fractional Derivative as an alternative to the Riemann-Liouville Derivative and hints at the existence of other formulations, some of which may have their own shortcomings. The paragraph concludes by celebrating the ingenuity of mathematicians in extending traditional concepts into new domains and the fascinating results that can emerge from such endeavors, encapsulating the spirit of modern mathematics.

Mindmap
Keywords
๐Ÿ’กDerivative
A derivative in calculus is a measure of how a function changes as its input changes. It essentially gives the slope of the tangent line to the function at a particular point. In the context of the video, the concept of derivatives is explored beyond the traditional integer orders, introducing the idea of 'fractional derivatives' which interpolate between standard derivatives, much like fractional powers of x interpolate between polynomial functions.
๐Ÿ’กFractional Derivative
Fractional derivatives are a generalization of the standard derivative to non-integer orders. They allow for a more nuanced understanding of how a function changes by considering fractional rates of change. The video discusses the concept of fractional derivatives, questioning if there can be a 'half-derivative' and exploring the properties such a derivative should have, like the requirement that applying a half-derivative twice should be equivalent to a single standard derivative.
๐Ÿ’กPolynomial
A polynomial is a function involving a sum of powers in a single variable, with constant coefficients. The script mentions polynomials to illustrate the pattern of derivatives reducing the power of the function by 1, starting with cubic polynomials (x^3) and moving down to constants (x^0). The video uses polynomials as a basis for exploring the concept of fractional derivatives.
๐Ÿ’กGamma Function
The gamma function is a mathematical function that extends the factorial function to complex numbers. It is used in the video to handle non-integer inputs for the factorial, which is necessary when defining fractional integrals. The gamma function allows for the computation of expressions like the half-integral by replacing the factorial of -1/2 with its equivalent in terms of the gamma function.
๐Ÿ’กIntegral
An integral in calculus represents the area under the curve of a function, and it is the reverse process of differentiation. The video discusses the concept of fractional integrals, which are a generalization of the standard integral to non-integer orders. It explains how fractional integrals can be defined using the gamma function and how they relate to the concept of repeated integration.
๐Ÿ’กFractional Integral
A fractional integral is a generalization of the standard integral to non-integer orders. The video explains how to define a fractional integral using Cauchy's formula for repeated integration and the gamma function. It is used to explore the concept of 'half-integrals' and how they can be tested for sensibility by applying them twice to see if they result in a regular single integral.
๐Ÿ’กRiemann-Liouville Fractional Integral
The Riemann-Liouville fractional integral is a well-known definition of a fractional integral. It is mentioned in the video as the formula used to define fractional integrals and to show that composing any p-order integral with a q-order integral results in an (p+q)-order integral. This concept is crucial for understanding the properties and behavior of fractional integrals.
๐Ÿ’กNon-Local
In the context of the video, 'non-local' refers to the property of fractional derivatives being influenced by the behavior of a function far away from a given point, unlike integer-order derivatives which are 'local' and only depend on the function's behavior near the point. This property is highlighted to explain the 'memory' aspect of fractional derivatives, making them fundamentally different from traditional derivatives.
๐Ÿ’กDifferintegral
A differintegral is a unified operator that combines both fractional derivatives and fractional integrals. The video introduces this term to describe an operator that can function as a fractional derivative when a positive order is plugged in and as a fractional integral when a negative order is used. This concept is part of the exploration into the properties and definitions of fractional calculus.
๐Ÿ’กCaputo Fractional Derivative
The Caputo fractional derivative is an alternative definition of a fractional derivative, where regular derivatives are taken first, followed by a fractional integral. The video mentions that the order in which derivatives and integrals are applied can affect the result, and the Caputo definition is one such alternative to the Riemann-Liouville fractional derivative.
๐Ÿ’กCauchy's Formula for Repeated Integration
Cauchy's formula for repeated integration is a mathematical formula that expresses the nth repeated integral of a function as a single integral. The video uses this formula as a starting point for defining fractional integrals by replacing the factorial component with the gamma function, allowing for non-integer values of n and thus enabling the definition of fractional integrals.
Highlights

Exploration of the concept of fractional derivatives as an interpolation between ordinary derivatives.

Introduction of the pattern in derivatives of polynomials where each derivative reduces the power by 1.

Discussion on fractional powers of x and their role in interpolating between basic polynomials.

Proposal of the idea of a 'half-derivative' and its potential application to functions like x^3, sin(x), and e^x.

Critique of the simple approach to half-derivatives by merely reducing the exponent, highlighting the need for a coefficient.

Introduction of the properties a half-derivative should have, including its relationship with regular derivatives.

The realization that a proper half-derivative must include a coefficient and the challenge of determining its value.

Shift in focus to fractional integrals as a potential pathway to understanding fractional derivatives.

Explanation of how integrals are more flexible and can be computed for a wider range of functions compared to derivatives.

Introduction of Cauchy's Formula for Repeated Integration and its potential use in defining a half-integral.

Use of the gamma function to extend factorial to non-integer inputs, enabling the definition of a half-integral.

Testing the half-integral formula on the function f(x) = 2x and its validation through repeated application.

Generalization of the fractional integral formula for any positive real number p, known as the Riemann-Liouville Fractional Integral.

Visualization of how fractional integrals transform the graph of a function, illustrating the concept of 'memory' in non-local operations.

Proposal of defining a fractional derivative by combining a fractional integral with ordinary derivatives.

Introduction of the Riemann-Liouville Fractional Derivative and its computation method.

Demonstration of the differintegral, a unified derivative-integral operator that adapts based on the order input.

Discussion on the non-local nature of fractional derivatives and how they differ from local integer-order derivatives.

Highlighting the multiple formulations of fractional derivatives and the existence of different definitions like the Caputo Fractional Derivative.

Philosophical reflection on the potential deeper meanings behind fractional calculus and its departure from traditional calculus concepts.

Transcripts
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