A New Unification of Continuous, Discrete, and Impulsive Calculus through Stieltjes Derivatives

Abstract

We study a simple notion of derivative with respect to a function that we assume to be nondecreasing and continuous from the left everywhere. Derivatives of this type were already considered by Young in 1917 and Daniell in 1918, in connection with the fundamental theorem of calculus for Stieltjes integrals. We show that our definition contains as a particular case the delta derivative in time scales, thus providing a new unification of the continuous and the discrete calculus. Moreover, we can consider differential equations in the new sense, and we show that not only dynamic equations on time scales but also ordinary differential equations with impulses at fixed times are particular cases. We study almost everywhere differentiation of monotone functions and the fundamental theorems of calculus that connect our new derivative with Lebesgue-Stieltjes and Kurzweil-Stieltjes integrals. These fundamental theorems are the key for reducing differential equations with the new derivative to generalized integral equations, for which many theoretical results are already available thanks to Kurzweil, Schwabik and their followers.