On the origins of generalized fractional calculus

Abstract

In Fractional Calculus (FC), as in the (classical) Calculus, the notions of derivatives and integrals (of first, second, etc. or arbitrary, incl. non-integer order) are basic and co-related. One of the most frequent approach in FC is to define first the Riemann-Liouville (R-L) integral of fractional order, and then by means of suitable integer-order differentiation operation applied over it (or under its sign) a fractional derivative is defined - in the R-L sense (or in Caputo sense). The first mentioned (R-L type) is closer to the theoretical studies in analysis, but has some shortages - from the point of view of interpretation of the initial conditions for Cauchy problems for fractional differential equations (stated also by means of fractional order derivatives/ integrals), and also for the analysts’ confusion that such a derivative of a constant is not zero in general. The Caputo (C-) derivative, arising first in geophysical studies, helps to overcome these problems and to describe models of applied problems with physically consistent initial conditions.The operators of the Generalized Fractional Calculus – GFC (integrals and derivatives) are based on commuting m-tuple (m = 1, 2, 3, …) compositions of operators of the classical FC with power weights (the so-called Erdélyi-Kober operators), but represented in compact and explicit form by means of integral, integro-differential (R-L type) or differential-integral (C-type) operators, where the kernels are special functions of most general hypergeometric kind. The foundations of this theory are given in Kiryakova 18.In this survey we present the genesis of the definitions of the GFC – the generalized fractional integrals and derivatives (of fractional multi-order) of R-L type and Caputo type, analyze their properties and applications. Their special cases are all the known operators of classical FC, their generalizations introduced by other authors, the hyper-Bessel differential operators of higher integer order m as a multi-order (1, 1,…, 1), the Gelfond-Leontiev generalized differentiation operators, many other integral and differential operators in Calculus that have been used in various topics, some of them not related to FC at all, others involved in differential and integral equations for treating fractional order models.