LAPLACE TRANSFORM OF FRACTIONAL ORDER

Electronic Journal of Differential Equations, Vol. 2015 (2015), No. 139, pp. 1–15.ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.eduftp ejde.math.txstate.eduLAPLACE TRANSFORM OF FRACTIONAL ORDERDIFFERENTIAL EQUATIONSSONG LIANG, RANCHAO WU, LIPING CHENAbstract. In this article, we show that Laplace transform can be applied tofractional system. To this end, solutions of linear fractional-order equations arefirst derived by a direct method, without using Laplace transform. Then thesolutions of fractional-order differential equations are estimated by employingGronwall and Hölder inequalities. They are showed be to of exponential order,which are necessary to apply the Laplace transform. Based on the estimatesof solutions, the fractional-order and the integer-order derivatives of solutionsare all estimated to be exponential order. As a result, the Laplace transformis proved to be valid in fractional equations.1. IntroductionFractional calculus is generally believed to have stemmed from a question raisedin the year 1695 by L’Hopital and Leibniz. It is the generalization of integer-ordercalculus to arbitrary order one. Frequently, it is called fractional-order calculus,including fractional-order derivatives and fractional-order integrals. Reviewing itshistory of three centuries, we could find that fractional calculus were mainly interesting to mathematicians for a long time, due to its lack of application background. However, in the previous decades more and more researchers have paidtheir attentions to fractional calculus, since they found that the fractional-orderderivatives and fractional-order integrals were more suitable for the description ofthe phenomena in the real world, such as viscoelastic systems, dielectric polarization, electromagnetic waves, heat conduction, robotics, biological systems, financeand so on; see, for example, [1, 2, 8, 9, 10, 16, 17, 19].Owing to great efforts of researchers, there have been rapid developments onthe theory of fractional calculus and its applications, including well-posedness, stability, bifurcation and chaos in fractional differential equations and their control.Several useful tools for solving fractional-order equations have been discovered, ofwhich Laplace transform is frequently applied. Furthermore, it is showed to bemost efficient and helpful in analysis and applications of fractional-order systems,from which some results could be derived immediately. For instance, in [11, 12],the authors investigated stability of fractional-order nonlinear dynamical systems2010 Mathematics Subject Classification. 26A33, 34A08, 34K37, 44A10.Key words and phrases. Fractional-order differential equation; Laplace transform;exponential order.c 2015 Texas State University - San Marcos.Submitted October 10, 2014. Published May 20, 2015.1

2S. LIANG, R. WU, L. CHENEJDE-2015/139using Laplace transform method and Lyapunov direct method, with the introduction of Mittag-Leffler stability and generalized Mittag-Leffler stability concepts. In[5], Deng et al studied the stability of n-dimensional linear fractional differentialequation with time delays by Laplace transform method. In [18], Jocelyn Sabatieret al obtained the stability conditions in the form of linear matrix inequality (LMI)for fractional-order systems by using Laplace transform. The Laplace transformwas also used in [6, 7, 13, 14, 15, 21].Although it is often used in analyzing fractional-order systems, the validity ofLaplace transform to fractional systems is seldom touched upon when it is applied tofractional systems. In this paper, its validity to fractional systems will be justified.It is showed that Laplace transform could be applied to fractional systems undercertain conditions. To this end, solutions of linear fractional-order equations arefirst derived by direct method, without using the Laplace transform. The obtainedresults match those obtained by the Laplace transform very well. The methodprovides an alternative way of solution, different from the Laplace transform. Thensolutions of fractional-order differential equations are estimated. They are showedto be of exponential order, which is necessary to apply the Laplace transform.Finally, the Laplace transform is proved to be feasible in fractional equations.The article is organized as follows. In Section 2, some preliminaries about fractional calculus are presented. In Section 3, solutions of linear fractional-order equations are expressed by the direct method, without using Laplace transform. Section4 is devoted to the estimates of solutions of fractional-order equations. The Laplacetransform is proved to be valid in fractional-order equations in Section 5. Finally,some conclusions are drawn in Section 6.2. PreliminariesIn fractional calculus, the traditional integer-order integrals and derivatives offunctions are generalized to fractional-order ones, which are commonly defined byLaplace convolution operation as follows.Definition 2.1 ([9, p. 92]). Caputo fractional derivative with order α for a functionx(t) is defined asZ t1C α(t τ )m α 1 x(m) (τ )dτ,Dt0 x(t) Γ(m α) t0where 0 m 1 α m, m Z , and t t0 is the initial time and Γ(·) is theGamma function.Definition 2.2 ([9, p. 69]). Riemann-Liouville fractional integral of order α 0for a function x : R R is defined asZ t1Itα0 f (t) (t τ )α 1 f (τ )dτ,F (α) t0where t t0 is the initial time and Γ(.) is the Gamma function.Definition 2.3 ([9, p. 70]). Riemann-Liouville fractional derivative with order αfor a function x : R R is defined asZ t1dmRL αDt0 x(t) (t τ )m α 1 x(τ )dτ,Γ(m α) dtm t0

EJDE-2015/139LAPLACE TRANSFORM3where 0 m 1 α m, m Z , and t t0 is the initial time and Γ(.) is theGamma function.Definition 2.4 ([17, pp. 16-17]). The Mittag-Leffler function is defined as XzkEα (z) ,Γ(ka 1)k 0where α 0, z C. The two-parameter Mittag-Leffler function is defined as XzkEα,β (z) ,Γ(ka β)k 0where α 0, β 0, z C.There are some properties between fractional-order derivatives and fractionalorder integrals, which are expressed as follows.Lemma 2.5 ([9, pp. 75-76, 96]). Let α 0, n [α] 1 and fn α (t) (Ian α f )(t).Then fractional integrals and fractional derivatives have the following properties.(1) If f (t) L1 (a, b) and fn α (t) AC n [a, b], then(Iaα RL Daα f )(t) f (t) n(n j)Xfn α (a)(t a)α j ,Γ(a j 1)j 1holds almost everywhere in [a, b].(2) If f (t) AC n [a, b] or f (t) C n [a, b], then(Iaα C Daα f )(t) f (t) n 1Xk 0f (k) (a)(t a)k .k!Note that the Laplace transform is a useful tool for analyzing and solving ordinary and partial differential equations. The definition of Laplace transform andsome applications to integer-order systems are recalled from [20]. They will beuseful for later analysis.Definition 2.6 ([20, pp. 1-2]). The Laplace transform of f is defined asZ Z τ stF (s) L(f (t))(s) e f (t)dt lime st f (t)dt,0τ 0whenever the limit exists (as a finite number).Definition 2.7 ([20, p. 10]). A function f is piecewise continuous on the interval[0, ) if (i) limt 0 f (t) f (0 ) exists and (ii) f is continuous on every finiteinterval (0, b) except possibly at a finite number of points τ1 , τ2 , . . . , τn in (0, b) atwhich f has a jump discontinuity.Definition 2.8 ([20, p. 12]). A function f is of exponential order γ if there existconstants M 0 and γ such that for some t0 0 such that f (t) M eγt fort t0 .Some existence results of Laplace transform for functions and their derivativesare listed as follows.Theorem 2.9 ([20, p. 13]). If f is piecewise continuous on [0, ) and of exponential order γ, then the Laplace transform L(f (t)) exists for Re(s) γ and convergesabsolutely.

4S. LIANG, R. WU, L. CHENEJDE-2015/139Theorem 2.10 ([20, p. 56]). If we assume that f 0 is continuous [0, ) and alsoof exponential order, then it follows that the same is true of f .Theorem 2.11 ([20, p. 57]). Suppose that f (t), f 0 (t), . . . , f (n 1) (t) are continuouson (0, ) and of exponential order, while f (n) (t) is piecewise continuous on [0, ).ThenL(f (n) (t))(s) sn L(f (t)) sn 1 f (0 ) sn 2 f 0 (0 ) · · · f (n 1) (0 ).Although the Laplace operator can be applied to many functions, there are somefunctions, to which it could not be applied, see for example [20, p.6]. The followinginequalities will also be helpful for later analysis.Lemma 2.12 ([21]). Suppose β 0, a(t) is a nonnegative function locally integrable on 0 t T (some T ) and g(t) is a nonnegative, nondecreasingcontinuous function defined on 0 t T , g(t) M (constant), and suppose u(t)is nonnegative and locally integrable on 0 t T withZ tu(t) a(t) g(t)(t s)β 1 u(s) ds0on this interval. ThenZ thX i(g(t)Γ(β))n(t s)nβ 1 a(s) ds, 0 t T.u(t) a(t) Γ(nβ)0n 1Lemma 2.13 (Cauchy inequality [22]). Let n N , and let x1 , x2 , . . . , xn be nonnegative real numbers. Then for ϑ,nn X ϑXxi nϑ 1xϑi .i 1i 1Lemma 2.14 (Gronwall integral inequality [4]). IfZ tx(t) h(t) k(s)x(s) ds, t [t0 , T ),t0where all the functions involved are continuous on [t0 , T ), T , and k(s) 0,then x(t) satisfiesZ tRtx(t) h(t) h(s)k(s)e s k(u)du ds, t [t0 , T ).t0If, in addition, h(t) is nondecreasing, thenx(t) h(t)eRtt0k(s) ds, t [t0 , T ).3. Solutions of linear fractional-order equations by a directmethodConsider the one-dimensional linear fractional-order equationD0α x(t) λx(t),RLC(3.1)where D denotesD or D, l 1 α l, l N , λ R.Take Laplace transform on both sides of (3.1), then the solutions of (3.1) couldbe figured out, see [9, pp.284, 313]. The solutions are presented as follows.

EJDE-2015/139LAPLACE TRANSFORM(a) When D denotesRL5D, the solution is represented asx(t) lXdj xj (t),(3.2)j 1α j(l j)where dj (RL Dx)(0 ) xl α (0 ), xj (t) tα j Eα,α 1 j (λtα ), and j 1, 2, . . . , l.(b) When D denotes C D, the solution is represented asx(t) l 1Xbj xej (t),(3.3)j 0where bj x(j) (0), xej (t) tj Eα,j 1 (λtα ), and j 1, 2, . . . , l 1.Now we employ the direct method to derive the solutions of (3.1). The wholeprocess will be formulated after the following theorem is introduced.Theorem 3.1. Suppose that α 0, u(t) and a(t) are locally integrable on 0 t T (some T ), and a(t) M (constant). Suppose x(t) is locally integrable on0 t T withZ t1(t τ )α 1 a(τ )x(τ )dτx(t) u(t) Γ(α) 0on this interval. Thenx(t) u(t) Z thX 0i1(t τ )nα 1 an (τ )u(τ ) dτ.Γ(nα)n 1Rt1Proof. Let Bφ(t) Γ(α)(t τ )α 1 a(τ )φ(τ )dτ , t 0, where φ is the locally0integrable function. Then x(t) u(t) Bx(t) impliesx(t) n 1XB k u(t) B n x(t).k 0Let us prove by mathematical induction thatZ t1(t τ )nα 1 an (τ )x(τ )dτ,B n x(t) Γ(nα) 0(3.4)and B n x(t) 0 as n for each t in 0 t T .We know that the relation (3.4) is true for n 1. Assume that it is true forn k. If n k 1, then the induction hypothesis impliesB k 1 x(t) B(B k x(t))Z th 1 Z si1(t s)α 1 a(s)(s τ )kα 1 ak (τ )x(τ )dτ ds. Γ(α) 0Γ(kα) 0By interchanging the order of integration, we haveZ tZ t1B k 1 x(t) [ (t s)α 1 (s τ )kα 1 ds]ak 1 (τ )x(τ )dτ,Γ(α)Γ(kα) 0 τwhere the integralZ tZ 1α 1kα 1kα α 1(t s)(s τ )ds (t τ )(1 z)α 1 z kα 1 dzτ0