MathOverflow will be down for maintenance for approximately 3 hours, starting Monday evening (06/24/2013) at approximately 9:00 PM Eastern time (UTC-4).

What is the actual meaning of a fractional derivative?

We're all use to seeing differential operators of the form $\frac{d}{dx}^n$ where $n\in\mathbb{Z}$. But it has come to my attention that this generalises to all complex numbers, forming a field called fractional calculus which apparently even has applications in physics!

These derivatives are defined as fractional iterates. For example, $(\frac{d}{dx}^\frac{1}{2})^2 = \frac{d}{dx}$ or $(\frac{d}{dx}^i)^i = \frac{d}{dx}^{-1}$

But I can't seem to find a more meaningful definition or description. The derivative means something to me; these just have very abstract definitions. Any help?

-
Please read the FAQ. Regarding your question, this is standard undergraduate material, for example see: en.wikipedia.org/wiki/Fourier_transform and look up the equation for the Fourier transform of an iterated derivative. – Ryan Budney Apr 20 2010 at 3:57
I understand that it must be frustrating to see a question that seems too low-level posted. Before posting this question, I tried to do due diligence by researching it and asking several math grad students and a (in industry) PHD (who hadn't heard of it before!). Perhaps you could expand on what qualifies as a `research level math question'? Additionally, thinking about a fractional derivative in the indirect manner you describe seems suboptimal, further defending the validity of asking for a more meaningful definition. (I hadn't heard of it this way before hand, but..) – Christopher Olah Apr 20 2010 at 4:54
Wikipedia has the heuristics of the definition, a more or less conventional definition and tons of references. Google finds quite a bit of information, too. – Mariano Suárez-Alvarez Apr 20 2010 at 5:00
Wikipedia's explanation of the heuristics, while explaining the idea behind it (fractional iterate) and giving lots of useful information, doesn't provide a nice interpretation. Similarly with all the other content I found... – Christopher Olah Apr 20 2010 at 5:25
There is a lovely little book on this subject whose entire thesis is to answer the question you've just asked. It's called "An Introduction to the Fractional Calculus and Fractional Differential Equations" by Miller and Ross. I think it's fairly cheap on amazon – Dylan Wilson Aug 6 2010 at 7:33
show 1 more comment

I understand where Ryan's coming from, though I think the question of how to interpret fractional calculus is still a reasonable one. I found this paper to be pretty neat, though I have no idea if there are any better interpretations out there.

http://people.tuke.sk/igor.podlubny/pspdf/pifcaa_r.pdf

-
 Thank you. This looks good and I've started reading it. – Christopher Olah Apr 20 2010 at 5:26

If the original poster is satisfied, that everything should be ok. However, I find this approach of giving a 'physical interpretation' of a purely mathematical idea slightly misleading. You can give a physical meaning to complex numbers, sure, but their mathematical meaning is far more interesting and compelling; I would rather speak of an application to physics.

As to fractional derivatives, they become quite easy to understand if you think that the Fourier transform takes the derivative of a function into multiplication by the variable: $\widehat f'=i\xi\cdot \hat f$. So higher order derivatives can be defined as multiplication of $\hat f$ by powers of $\xi$, and it is no wonder that you can use this idea to define fractional derivatives, or actually generic 'functions of $d/dx$'. This leads to pseudodifferential operators etc.etc.

The main reason why this idea is not just a game but on the contrary is enormously useful, also in physics, is that using this kind of calculus you can give explicit (well, almost) expressions to fundamental things such as solutions to differential equations, and manipulate or estimate them in a very effective way.

-
 The probably "physically convincing" part of differintegrals for me was when they were applied to simplify the PDEs that frequently crop up in diffusion problems. "Fractional Differential Equations" by Podlubny (the same guy who wrote the paper cited above) shows how it's done. – J. M. Aug 6 2010 at 9:41

"The definition of fractional derivative is very important. You know, consideringt the case of advanced calculus, we should define the measure firstly, and then we can define the fractional derivative. While the measure is related to fractal sets, it is not so easy to define a new reasonable and applicable one since fractal objects in our real world, On the other hand, are not really fractals. "

I mean, we should define or use a fractional derivatie from measure of the sets logically, which is more reasonable. And it's useful in real applications.

-
 Without elaboration of any sort, this fails to illuminate how one might physically interpret a differintegral. – J. M. Aug 6 2010 at 3:43