Abstract
Considering the large number of fractional operators that exist, and since it does not seem that their number will stop increasing soon at the time of writing this paper, it is presented for the first time, as far as the authors know, a simple and compact method to work the fractional calculus through the classification of fractional operators using sets. This new method of working with fractional operators, which may be called fractional calculus of sets, allows generalizing objects of conventional calculus, such as tensor operators, the Taylor series of a vector-valued function, and the fixed-point method, in several variables, which allows generating the method known as the fractional fixed-point method. Furthermore, it is also shown that each fractional fixed-point method that generates a convergent sequence has the ability to generate an uncountable family of fractional fixed-point methods that generate convergent sequences. So, it is presented a method to estimate numerically in a region the mean order of convergence of any fractional fixed-point method, and it is shown how to construct a hybrid fractional iterative method to determine the critical points of a scalar function. Finally, considering that the proposed method to classify fractional operators through sets allows generalizing the existing results of the fractional calculus, some examples are shown of how to define families of fractional operators that satisfy some property to ensure the validity of the results to be generalized.
1. Introduction
A fractional derivative is an operator that generalizes the ordinary derivative, in the sense that if
denotes the differential of order , then may be considered a parameter such that the first derivative corresponds to the particular case . On the other hand, a fractional differential equation is an equation that involves at least one differential operator of order , with for some positive integer n, and it is said to be a differential equation of order if this operator is the highest order in the equation. Analogously, a fractional partial differential equation is an equation that involves at least one differential operator of order , which in general are usually partial derivatives of order , that is,
The fractional operators have many representations, but one of their fundamental properties is that they allow retrieving the results of conventional calculus when . So, considering a scalar function and the canonical basis of denoted by , it is possible to define the following fractional operator of order , using Einstein notation as follows:
and then, denoting by the partial derivative of order n applied with respect to the k-th component of the vector x and using the previous operator, it is possible to define the following set of fractional operators as follows:
which may be proved to be a nonempty set through the following sets of fractional operators:
whose complement may be defined as follows:
and which may be considered as a generating set of sets of fractional tensor operators. For example, considering with and , it is possible to define the following set of fractional tensor operators:
Therefore, considering a function , as well as the vectors with and , it is possible to combine the sets (2) and (7) to define new sets of fractional operators related to the theory of differential equations, as shown with the following set:
where denotes the trace of a matrix. So, denoting the Laplacian operator by , it is possible to obtain the following results:
which may generalize the diffusion equation and the wave equation, respectively. To finish this section, it is necessary to mention that the applications of fractional operators have spread to different fields of science, such as finance [1,2], economics [3], number theory through the Riemann zeta function [4,5] and in engineering with the study of the manufacture of hybrid solar receivers [6,7]. It should be mentioned that there is also a growing interest in fractional operators and their properties for the solution of nonlinear algebraic systems [7,8,9,10,11,12,13,14,15,16,17,18], which is a classical problem in mathematics, physics and engineering that consists of finding the set of zeros of a function , that is,
where denotes any vector norm, or equivalently,
where denotes the k-th component of the function f. This paper presents a simple and compact method to work the fractional calculus through the classification of fractional operators using sets. This new method of working with fractional operators allows generalizing objects of the conventional calculus, such as tensor operators, the Taylor series of a vector-valued function, and the fixed-point method in several variables, which allows generating the method known as the fractional fixed-point method. It is also shown that each fractional fixed-point method that generates a convergent sequence has the ability to generate an uncountable family of fractional fixed-point methods that generate convergent sequences. It is presented one method to estimate numerically in a region the mean order of convergence of any fractional fixed-point method through the problem of determining the critical points of a scalar function, and it is shown how to construct a hybrid fractional iterative method to determine the critical points of a scalar function.
2. Fixed-Point Method
Let be a function. It is possible to build a sequence by defining the following iterative method:
If it is fulfilled that and if the function is continuous around , we obtain the following:
The above result is the reason by which the method (13) is known as the fixed-point method. Furthermore, the function is called an iteration function. Before continuing, it is necessary to define the order of convergence of an iteration function [18,19]:
Definition 1.
Let be an iteration function with a fixed point . So, the method (13) is called (locally) convergent, with an order of convergence of order (at least) p (with ), if there exist and a non-negative constant C (with if ) such that for any initial value , it is fulfilled that
where C is called the convergence factor.
The order of convergence is usually related to the speed at which the sequence generated by an iteration function converges. It is necessary to mention that for the case , it is said that the function has an order of convergence that is (at least) linear, and for the case , it is said that the function has an order of convergence that is (at least) quadratic. From the previous definition, the following proposition is obtained.
Proposition 1.
Let be an iteration function that defines a sequence such that . So, if Φ has an order of convergence of order (at least) p in , there exists a non-negative constant , such that for all values of the sequence , it is fulfilled that
where .
Proof.
Considering that Φ defines a sequence and that it has an order of convergence of order (at least) p, it is possible to obtain the following inequality:
As a consequence,
and since , there exists a positive constant c such that
□
From the previous proposition, the following theorem is obtained the following.
Theorem 1.
Let be an iteration function that defines a sequence such that . So, if Φ has an order of convergence of order (at least) p in , there exists a value such that for all subsequence that fulfills the following condition
there exist and a sequence of values given by the following expression
such that .
Proof.
Considering that Φ defines a sequence and that it has an order of convergence of order (at least) p, from Proposition 1, it is possible to obtain the following inequality:
assuming that there exists a subsequence ; then
So, if the subsequence fulfills the above inequality
then considering that , there exists a positive constant c such that
and since , there exists a positive value such that the sequence . □
From the previous theorem, the following corollary is obtained.
Corollary 1.
Let be an iteration function that defines a sequence such that . So, if Φ has an order of convergence of order (at least) p in , for some , there exists a sequence that fulfills the following condition:
and therefore, there exists at least one value such that
The previous corollary allows estimating numerically the order of convergence of an iteration function that generates at least one convergent sequence . On the other hand, the following corollary allows characterizing the order of convergence of an iteration function through its Jacobian matrix [18]:
Corollary 2.
Let be an iteration function. If Φ defines a sequence, such that . So, Φ has an order of convergence of order (at least) p in , where it is fulfilled that:
3. Riemann–Liouville Fractional Operators
Let be a function. One of the fundamental operators of fractional calculus is the operator Riemann–Liouville fractional integral, which is defined as follows: follows [20,21]
which is a fundamental piece to construct the operator Riemann-Liouville fractional derivative, which is defined as follows [20,22]:
where and . Applying the operator (21) with to the function , with , we obtain the following result [18]:
4. Fractional Fixed-Point Method
Let be the set if and . Then it is possible to define the following multi-index notation:
So, considering a function , it is possible to define the following set of fractional operators:
from which it is possible to obtain the following results:
As a consequence, considering a function , it is possible to define the following set of fractional operators:
On the other hand, using little-O notation, it is possible to obtain the following result:
with which it is possible to define the following set of functions:
where . So, considering the previous set and some , it is possible to define the following set of fractional operators:
which allow generalizing the Taylor series expansion of a vector-valued function in multi-index notation [18], where . As a consequence, it is possible to obtain the following results:
Let be a function with a point such that . So, for some and for some fractional operator , it is possible to define a type of linear approximation of the function f around the value as follows:
which may be rewritten more compactly as follows:
where denotes a square matrix. On the other hand, if since , it follows that
Then, defining the following matrix,
it is possible to define the following fractional iterative method
which corresponds to the more general case of the fractional Newton–Raphson method [7,16,17,18]. As a consequence, considering an iteration function , the iteration function of a fractional iterative method may be written in general form as follows
where is a matrix that depends, in at least one of its entries, on fractional operators of order applied to some function , whose particular case occurs when . So, it is possible to define the following sets of fractional operators:
which allow defining the following sets of matrices:
Therefore, the fractional Newton–Raphson method may be defined and classified through the set of matrices , using the following set:
Furthermore, considering that when using the classical Hadamard product in general , assuming the existence of a fixed set of matrices , joined with a modified Hadamard product that fulfills the following property
by omitting the function g it has the ability to generate a group of fractional matrix operators that fulfill the following equation
through the following set
where , the following properties are defined
as a consequence
Therefore, it is possible to obtain the following corollary:
Corollary 3.
Let be a function such that , then it is fulfilled that
such that is a group. As a consequence
Furthermore, defining , it is possible to obtain the following result:
As a consequence, the fractional Newton–Raphson method may also be defined through the set of fractional matrix operators using the following set:
Therefore, if denotes the iteration function of the fractional Newton–Raphson method, it is possible to obtain the following results:
On the other hand, it is possible to define in a general way a fractional fixed-point method as follows:
Figure 1.
Illustration of some lines generated by the fractional Newton–Raphson method for the same initial condition but with different orders of the fractional operator implemented [16]. The fractional Newton–Raphson method usually generates lines that are not tangent to the function f whose zeros are sought, unlike the classical Newton–Raphson method.
Before continuing, it is necessary to mention that one of the main advantages of fractional iterative methods is that the initial condition can remain fixed, with which it is enough to vary the order of the fractional operators involved until generating a sequence convergent to the value . Since the order of the fractional operators is varied, different values of can generate different convergent sequences to the same value but with a different number of iterations (see Figure 1). So, it is possible to define the following set
which may be interpreted as the set of fractional fixed-point methods that define a convergent sequence to some value . So, denoting by the cardinality of a set, it is possible to define the following theorem:
Theorem 2.
Let be an iteration function with a value such that in a region Ω. So, if there exists small enough to ensure that there exists a non-integer value such that
then the following is fulfilled:
Proof.
The proof of the theorem is carried out by contradiction, assuming the following:
So, considering that
there exists at least one value such that
Since for some ϵ small enough, without loss of generality if with , it follows that
As a consequence, the following holds:
Then, considering the following function
it is fulfilled that
and therefore,
□
Finally, it is necesssary to mention that fsractional iterative methods may be defined in the complex space [18], that is,
However, due to the part of the integral operator that fractional operators usually have, it may be considered that in matrix , each fractional operator is obtained for a real variable , and if the result allows it, this variable is subsequently substituted by a complex variable , that is, the following:
So, considering the above as well as the Theorem 1 and the Theorem 2, the following corollary is obtained:
Corollary 4.
Let be an interaction function with a sequence of different values that define the following set:
So, if with , then Φ has a mean order of convergence of order (at least) in Ω, and there exists a sequence with that allows defining the following value:
Therefore, for M large enough, it is fulfilled the following:
5. Approximation to the Critical Points of a Function
Let be a set of functions defined as follows
So, it is possible to obtain the following result:
where and denote the gradient of f and the Hessian matrix of f, respectively. So in general, for every scalar function that belongs to the set , it is possible to define the following set:
which corresponds to the set of critical points of the function f in the region . On the other hand, denoting by Re the real part of a complex, by the determinant of a matrix and by the sign function such that for a square matrix A,
it is possible to define the following functions
which allow defining the following sets
which correspond respectively to the sets of local maxima, local minima, and local saddle points of the function f in the region . So, defining the following set of functions
and considering a function such that , it is possible to construct an iteration function defined as follows:
which corresponds to the iteration function of a hybrid fractional iterative method, where
and is a matrix of some fractional iterative method.
Examples
Let be a function given by the following expression:
Then,
So, considering the following function
it is possible to define the following iteration function:
Before continuing, it is necessary to mention that a description of the algorithm that must be implemented when working with a fractional iterative method given by Equation (54) may be found in Ref. [17]. Simplified examples of how a fractional iterative method given by a matrix should be programmed may be found in Refs. [23,24].
Example 1.
Using the function (73), the Riemann–Liouville fractional derivative (22) and , it is possible to construct an iteration function analogous to Equation (36), using the following matrix:
which generates a particular case of the fractional quasi-Newton method [7,17], where and are functions defined as follows:
Table 1.
Results obtained using the fractional quasi-Newton method [7].
Therefore,
which is consistent with the Corollary 2 since, in general, if , then it is fulfilled the following (see [18], proof of Proposition 1):
Example 2.
Using the iteration function (74) and the matrix given by Equation (75), considering following values
the results shown in Table 2 are obtained.
Table 2.
Results obtained using the iteration function (74) with the fractional quasi-Newton method [7].
Therefore, the following holds:
which is consistent with Corollary 2 since, in general, if , then it is fulfilled the following (see [18], proof of Proposition 1):
Example 3.
Using the Riemann–Liouville fractional derivative (22), it is possible to construct the following matrix:
which generates a particular case of thefractional pseudo-Newton method[5], where is the Kronecker delta, ϵ is a positive constant , and is a function defined by the Equation (76). So, using the iteration function (74) and the matrix given by the Equation (77), considering the following values,
the results shown in Table 3 are obtained.
Table 3.
Results obtained using the iteration function (74) with the fractional pseudo-Newton method [5].
Therefore
which is consistent with Corollary 2 since in general if , then it is fulfilled the following (see Ref. [18], proof of Proposition 1):
Finally, it is necessary to mention that the fractional iterative methods, such as the fractional Newton–Raphson method, can find multiple zeros of a function using a single initial condition. This partially solves the intrinsic problem of classical iterative methods, which is that in general, to find N zeros of a function, N initial conditions must be provided. Due to the fractional operators implemented, which are usually non-local operators, these methods may be considered non-local parametric iterative methods, so they have two important characteristics for both real and complex variables:
- (i)
- The initial condition does not necessarily have to be close to the sought values due to the non-local nature of fractional operators [5].
- (ii)
- When working in a space of N dimensions, in the case that it is necessary to change the initial condition, unlike the classical iterative methods, where in the worst case, it is necessary to vary the N components of the initial condition until a suitable value is obtained; in the fractional fixed-point methods, it is enough to vary the parameter of the fractional operators until an adequate value is found that allows generating a sequence that converges to a sought value [16].
It is necessary to mention that, although there exist theories such as theorems, prepositions, and corollaries of classical iterative methods that can be transferred to fractional iterative methods, most of these results are for local iterative methods, so it is necessary to continue developing theories with results of a non-local nature, such as Corollary 4.
6. Conclusions
Considering the large number of fractional operators that exist [25,26], and since it does not seem that their number will stop increasing soon at the time of writing this paper [27,28,29], the most simple and compact method to work the fractional calculus is through the classification of fractional operators using sets, which, as shown in the previous sections, allows generalizing objects of the conventional calculus, such as the fixed-point method in several variables, which allows generating the method known as the fractional fixed-point method, which in turn allows generating a new type of numerical analysis using sets [7]. It is necessary to mention that the use of sets to classify fractional operators allows generalizing the existing results of the fractional calculus to families of operators that fulfill some property to ensure the validity of the results to be generalized, as shown by defining the following sets of fractional operators:
Furthermore, it is possible to define elements of the fractional calculus that fulfill some property, such as the following set of matrices:
which allows defining the fractional quasi-Newton method. On the other hand since each fractional fixed-point method that generates a convergent sequence has the ability to generate an uncountable family of fractional fixed-point methods that generate convergent sequences as shown by the Theorem 2, and considering that determining the critical points of a scalar function is usually one of the most recurrent problems in physics, mathematics and engineering, it becomes almost natural to estimate numerically in a region the mean order of convergence of any fractional fixed-point method by determining the critical points of a scalar function. Finally, it should be mentioned that the result of the Theorem 2 may be transferred to the theory of fractional differential equations, resulting in a new type of theory of differential equations using sets, which allows defining the following sets of functions for some operator
and which allows defining multidimensional fractional partial differential equations [2]. Therefore, working with fractional operators through sets opens the possibility that fractional calculus becomes a more extensive theory, which should be renamed fractional calculus of sets.
Author Contributions
Conceptualization, Methodology, Software, Formal Analysis, Investigation, Writing—Original Draft Preparation, Visualization, Writing—Review and Editing, A.T.-H.; Formal Analysis, Validation, Supervision, Project Administration, F.B.-P. All authors have read and agreed to the published version of the manuscript.
Funding
This research received no external funding.
Data Availability Statement
Simplified versions of the programming codes of some methods exposed in the manuscript may be found in the following links: https://www.doi.org/10.13140/RG.2.2.13687.55209/1, https://www.doi.org/10.13140/RG.2.2.15856.79366, https://www.doi.org/10.13140/RG.2.2.26555.54563/1.
Acknowledgments: Nota del Autor
- Agradecimientos: La teoría presentada en este documento es el resultado de la investigación actual de mi tesis doctoral, la cual fue realizada durante los primeros dos años de mis estudios de Doctorado en la Universidad Nacional Autónoma de México gracias al apoyo del Consejo Nacional de Ciencia y Tecnología. Los resultados expuestos no habrían sido desarrollados sin el apoyo incondicional de mi familia cercana, en especial de mi abuela Alicia y mi hermana Wendy, así como de mi tía Roxana y mis primos Barbara, Humberto y Yoel.Debo mencionar que mis estudios de Doctorado no habrían sido posibles sin aquellas personas que me ayudaron, de forma directa o indirecta, en la etapa final de mis estudios en la Licenciatura en Física de la Facultad de Ciencias de la UNAM, entre las cuales puedo mencionar al Dr. Miguel Bastarrachea, la M. en A. Reyna Caballero, la Dra. Mirna Villavicencioy el Dr. Alberto Güijosa. Así como de las personas que me ayudaron, de forma directa o indirecta, al inicio de misestudios en la Maestría en Ciencias Matemáticas de la UNAM, entre las cuales puedo mencionar al Dr. Fernando Brambila, la Mat. Beatriz Brito, la Dra. Silvia Ruíz-Velasco y la Dra. Úrsula Iturrarán. Por último, pero no menos importante, agradezco a todas aquellas personas que me brindaron su apoyo en algúna ocasión desde el inicio de mis estudios en la Licenciatura en Física hasta el momento actual de mis estudios de Doctorado en Matemáticas
- Significados:
- 1.
- Fractional Fixed-Point Method: = Método de Punto Fijo Fraccional (affectionately dubbed “zeros-hunter” method).
- 2.
- Fractional Newton-Raphson Method: = Método de Newton-Raphson Fraccional (the seed of the fractional calculus of sets).
- 3.
- Fractional Quasi-Newton Method: = Método Quasi-Newton Fraccional
- 4.
- Fractional Pseudo-Newton Method: = Método Pseudo-Newton Fraccional.
- 5.
- Fractional Calculus of Sets: = Cálculo Fraccional de Conjuntos
Conflicts of Interest
The authors declare no conflict of interest.
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