On the solution of some simple fractional differential equations

Fractional derivatives and integrals (26A33) General theory for ordinary differential equations (34A99) Special ordinary differential equations (Mathieu, Hill, Bessel, etc.) (34B30) Volterra integral equations (45D05) Integro-ordinary differential equations (45J05)

Review text

The aim of the author is to show that the classical elementary methods used to solve the ordinary differential equations with constant coefficients or the equations of Euler type can also be used to solve some functional equations in which the fundamental operator consists of a generalization of the classical concept of derivative, namely: \[ \frac{D^{\nu}F}{Dz^{\nu}}=\frac{\Gamma (1+\nu)}{2\pi i}\int^{(z+)}_{\infty}\frac{F(\zeta)d\zeta}{(\zeta -z)^{\nu +1}},\quad \nu \neq -1,-2,...\quad, \] \[ \frac{D^{\nu}F}{Dz^{\nu}}=\frac{1}{\Gamma (- \nu)}\int^{z}_{\infty}\frac{F(x)dx}{(z-x)^{\nu +1}},\quad Re \nu <0. \] Notice that \(D^ nF/Dz^ n\) is exactly equal to \(F^{(n)}(z)\) when \(n\geq 0\) is an integer and F(z) is regular near the point z while for \(n=-1,-2,..\). it becomes equal to the n-times repeated integral of F(z). The generalization made by the author relies upon the fact that \(D^{\nu}(e^{az})/Dz^{\nu}=a^{\nu}e^{az},\) which permits to write the solution of an equation of the form \(\sum A_ mD^{\nu_ m}F/Dz^{\nu_ m}=0\) as \(F(z)=\sum_{m}\sum_{\ell}C_{\ell m}z^{\ell}e^{a_ mz}.\) Similar results concerning the equations of Euler type as well as those with forcing terms are also given.

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