Fractional derivatives for physicists and engineers. Volume I: Background and theory. Volume II: Applications (Q694875)

The first derivative of a particle coordinate means its velocity, the second means its acceleration, but what does a fractional order derivative mean? Where does it come from, how does it work, where does it lead to? The two volume book written on high didactic level answers these questions. There exist different approaches to fractional derivatives [\textit{I. Podlubny}, Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications. San Diego, CA: Academic Press (1999; Zbl 0924.34008)]. Suppose that the function \(y(\tau)\) satisfies some smoothness conditions in every finite interval (0, t) with \(t\leq T\). The Riemann-Liouville definition reads: \[ D^\alpha_R y (t)= \begin{cases}\frac{1} {\Gamma (m-\alpha)}\frac{d^m} {dt^\alpha} \int^t_0 \frac{y (\tau)}{(t - \tau)^{\alpha+1 -m}} d \tau, \quad & m -1 \leq \alpha < m \\ \frac{d^m}{dt^m} y(t), & \alpha = m \end{cases} . \] And the Caputo definition [Geophys. J. Astron. Soc. 13, 529--53 (1967)] reads \[ D^\alpha_{\ast} y (t)= \begin{cases} \frac{1} {\Gamma (m-\alpha)} \int^t_0 \frac{y^{(m)}(\tau)} {( t - \tau)^{\alpha + 1 -m}} d \tau, \quad & m - 1 \leq \alpha < m\\ \frac{d^m} {dt^m} y(t), & \alpha = m\end{cases} . \] Later, the Grunwald-Letnikov definition based on finite differences is given which is equivalent to the Riemann-Liouville definition. These approaches provide an interpolation between the derivatives of integer order \((m-1)\) and \(m\). The Caputo operator has an advantage for differential equations with initial conditions. The first volume contains an introduction into this modern branch of fractional calculus and analysis. The first three chapters of the book are united in the first part ``Background'', which contains the description of various natural phenomena. Chapter 1 contains a modern exposition of the Volterra heredity concept. Varieties of physical processes including mechanical, molecular, hydrodynamical, thermodynamical phenomena demonstrating hereditary properties are considered. Chapter 2 reviews physical processes characterized by power-type memory functions. Stochastic processes are considered in Chapter 3 which show that probabilistic long tails of power type results from self-similarity of the processes, which is connected with the existence of limit distributions (Levy-stable laws). This chapter also contains the fractional Brownian motion continuous- time random walk, the fractional Poisson process and walking on fractals. The second part of the book, ``Theory'', contains the elements of fractional calculus theory with a review of various fractional equations, and their analytical and numerical solutions. Chapter 4 may be considered as a mathematical introduction to fractional calculus, containing basic definitions of fractional operators, their properties and some applications. Equations with fractional derivatives are solved in Chapter 5. An introduction to numerical methods of solving fractional equations is considered in Chapter 6. Fractional difference operators, Grunwald-Letnikov definition of fractional derivatives, the finite difference method of computing fractional integrals, fractional derivatives and fractional equations of various kinds are also considered. \textit{R. Scherer} et al. [Appl. Numer. Math. 58, No. 8, 1212--1223 (2008; Zbl 1143.65105); Comput. Math. Appl. 62, No. 3, 902--917 (2011; Zbl 1228.65121)] devoted their consideration to the numerical treatment of fractional differential equations using Grunwald-Letnikov definition of fractional derivatives. The second volume (third part of the book) contains a number of applications of fractional calculus in modern physics, including mechanics, hydrodynamics, viscoelasticity, thermodynamics, electrodynamics, plasma physics, quantum physics and cosmic ray physics. The closing Chapter 15 deals with different interpretations of fractional operators, such as geometric interpretation, fractals and other derivatives, probabilistic interpretation etc. Finally, the last part of the book contains some auxiliary material (special functions, notation of fractional derivatives, formulas of fractional calculus, tables and graphs of some functions. The book is addressed to students, engineers, physicists and researchers working in the field of applied analysis and fractional calculus. The book is well written and references are provided at the end of each chapter. Both volumes yield a useful and interesting addition to the literature on fractional calculus.