Why the Mittag-Leffler function can be considered the Queen function of the Fractional Calculus?

DOI10.3390/E22121359arXiv2101.03894WikidataQ103831782 ScholiaQ103831782MaRDI QIDQ6358017FDOQ6358017

Publication date: 15 December 2020

Abstract: In this survey we stress the importance of the higher transcendental Mittag-Leffler function in the framework of the Fractional Calculus. We first start with the analytical properties of the classical Mittag-Leffler function as derived from being the solution of the simplest fractional differential equation governing relaxation processes. Through the Sections of the text we plan to address the reader in this pathway towards the main applications of the Mittag-Leffler function that has induced us in the past to define it as the Queen Function of the Fractional Calculus. These applications concern some noteworthy stochastic processes and the time fractional diffusion-wave equation. We expect that in the next future this function will gain more credit in the science of complex systems. In Appendix A we sketch some historical aspects related to the author's acquaintance with this function. Finally, with respect to the published version in Entropy, we add Appendix B where we briefly refer to the numerical methods nowadays available to compute the functions of the Mittag-Leffler type.

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Integro-partial differential equations (45K05) Fractional derivatives and integrals (26A33) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10) Stable stochastic processes (60G52) Diffusion (76R50) Mittag-Leffler functions and generalizations (33E12) Analytical theory of ordinary differential equations: series, transformations, transforms, operational calculus, etc. (34A25) Integral transforms of special functions (44A20) Self-similar stochastic processes (60G18) Renewal theory (60K05)

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