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Message from discussion Fractional derivatives again
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H. de Bruijn  
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 More options May 7 1990, 4:18 pm
Newsgroups: sci.math
From: rctt...@dutrun.UUCP (H. de Bruijn)
Date: 7 May 90 10:33:42 GMT
Local: Mon, May 7 1990 12:33 pm
Subject: Re: Fractional derivatives again
The following is kind of "illegal" math (-: which cannot be embedded in ZFC :-).
It's quick and dirty. I'm fond of it. FASTEN YOUR SEAT-BELTS, PLEASE!

Lemma
-----
|       f(x + t) = exp(t.d/dx) f(x)
|
.                  +oo
Proof:  f(x + t) = Sigma t^n/n! . d^n/dx^n f(x)   : Taylor-series around x
                   n=0
                 = [ Taylor-expansion of  exp(t.d/dx) ] f(x)

For sci.physics freaks only:
As a consequence of this lemma, there is a relationship between translation
symmetry and conservation of linear momentum in QM.

Then here is the _general recipe_ for "fractional derivatives", and much more.

Theorem (HdB?)
-------                  +oo
|                        /
|       G(d/dx) f(x) =  |  g(t).f(x - t).dt
|                      /
|                    -oo
|
|       where  G(t)  is the (double sided) Laplace transform of g(x)
|
.        +oo                   +oo
Proof:   /                      /
        |  f(x - t).g(t).dt =  | exp(-t.d/dx).g(t).dt f(x)
       /                      /
     -oo                    -oo

                            = G(d/dx) f(x)

Now have a list of Laplace-transforms, and do it!

                                     +oo
Examples:                            /
               1/sqrt(d/dx) f(x) =  | f(x - t)/sqrt(pi.t).dt
               ------------        /
                                 -oo
                                     +oo
                                     /
               arctan(d/dx) f(x) =  | H(t).sin(t)/t.f(x-t).dt + f(x).pi/2
               ------------        /
                                 -oo       H(t) = Heaviside (step) function

Last but not least:                   x
                                     /
                   1/(d/dx) f(x) =  | f(t).dt
                   --------        /
                                 -oo
Exercise:
--------
Solve the 1-D diffusion-equation

      d/dt f(x,t) = a.(d/dx)^2 f(x,t)         (where d = partial)

Hint:  exp( )  the operators at both sides.
--
* Han de Bruijn; applications manager |  "A little bit of Physics  *
* TUD Computing Centre; P.O. Box 354  |  would be NO idleness in   *
* 2600 AJ  Delft; The Netherlands     |  Mathematics" (HdB).       *
* Fax: +31 15 78 37 87 =============================================


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