1. Introduction
The formal constructions of the operators nowadays referred to as the general fractional integrals (GFIs) and the general fractional derivatives (GFDs) were suggested for the first time by Sonin in [
1]. In this paper, Sonin extends Abel’s method for solving the Abel integral equation presented in [
2,
3] to a class of integral equations with so-called Sonin kernels. He recognized that the basic ingredient of Abel’s method for solving the Abel integral equation (in modern notations),
is nothing more than a simple formula for the power law kernels,
and suggested its generalization in the form
where ∗ stands for the Laplace convolution. Nowadays, Condition (
3) is referred to as the Sonin condition, and the functions that satisfy this condition are called Sonin kernels.
The simplest pair of Sonin kernels are the power law kernels
and
, which were known already to Abel; see Relation (
2). In [
1], Sonin introduced an important class of Sonin kernels that can be represented in the following form:
where the functions
and
are analytical on
and their coefficients satisfy the following infinite system of linear equations with a triangular matrix:
In particular, he derived the famous pair of Sonin kernels
in terms of the Bessel function
and the modified Bessel function
.
Following Abel, Sonin formally solved the integral equation with Sonin kernel
and represented its solution in the form
where the kernel
k is the Sonin kernel associated with the kernel
through the Sonin condition (
3). In particular, for the Abel integral equation, Equation (
1), the solution takes the well-known form:
However, Sonin did not interpret his results in terms of fractional calculus. This was performed by Kochubei much later in his paper [
4], where, among other things, he introduced and investigated the regularized GFD or the GFD of the Caputo type in the form
with Sonin kernel
k from a special class
of kernels described in terms of their Laplace transforms (see [
4] for details). Kochubei also considered the GFD of the Riemann–Liouville type
Evidently, the regularized GFD (
7) and the GFD (
8) are connected to each other by the relation
On the space of absolutely continuous functions, another useful representation of the regularized GFD is valid in the following form:
For Sonin kernels
k from class
, Kochubei showed existence of the associated completely monotonic Sonin kernels
and introduced the corresponding GFI as follows:
It is worth mentioning that the construction of the GFI and GFDs with Sonin kernels was first formally introduced by Sonin in [
1]. However, their theory essentially depends on the kernels, or on the classes of kernels, and on the spaces of functions where these operators are studied. Even in the case of the power law Sonin kernels
and
, which generate the Riemann–Liouville fractional integral and the Riemann–Liouville and Caputo fractional derivatives, the properties of these fractional calculus (FC) operators are very different for different spaces of functions. In [
4], Kochubei introduced and investigated a very important special case of the GFI and GFDs with Sonin kernels from the class
. However, one of the conditions posed on the kernels from
(the Laplace transform of the kernel
k has to be a Stieltjes function) is very restrictive. As a consequence, not all of the known Sonin kernels belong to this class.
In the subsequent publications devoted to the GFI and GFDs, essentially larger classes of Sonin kernels compared to those suggested in [
1,
4] were introduced and investigated. In [
5], the GFI and GFDs with Sonin kernels from class
were studied. The Sonin kernels from
are the functions continuous on
that have an integrable singularity of the power-law type at origin (see [
5] for details). The class
is a very general one and contains both the kernels (
4) and (
5) introduced by Sonin and the Kochubei class
of Sonin kernels.
In [
6], the Sonin condition (
3) was generalized, and the GFI and GFDs of arbitrary order were introduced (Operators (
7), (
8), and (
11) with Sonin kernels have a “generalized order” less than one). In [
7], the so-called 1st level GFD was suggested. This derivative is constructed as a composition of two GFIs with different kernels and the first-order derivative and contains both the GFD (
8) and the regularized GFD (
10) as its particular cases. In the recent publications by Tarasov, the multi-kernel approach for the definition of the GFI and GFDs, the general vector calculus based on the GFI and GFDs, and the Riesz form of the general FC operators in the multi-dimensional space were suggested; see [
8,
9,
10], respectively. We also refer readers to the paper [
11], where the left- and right-sided GFIs and GFDs on a finite interval were introduced and investigated. For an overview of the recent publications devoted to fractional differential equations, both ordinary and partial, with GFDs, we refer readers to the recent survey paper [
12].
It is worth mentioning that the GFI and GFDs introduced in the publications mentioned above have already had important applications. In the papers [
13,
14,
15,
16,
17], Tarasov suggested several non-local physical theories based on the GFI and GFDs with Sonin kernels, including general fractional dynamics, general non-Markovian quantum dynamics, general non-local electrodynamics, non-local classical theory of gravity, and non-local statistical mechanics. Furthermore, the GFI and GFDs with Sonin kernels were used in some mathematical models for anomalous diffusion and in linear viscoelasticity; see, e.g., [
18,
19,
20,
21,
22].
Another active direction of research in modern FC concerns an object that does not possess a counterpart in the world of integer order derivatives, namely, the so-called fractional derivatives of distributed order. This interest has a clear physical background. Recently, a lot of attention in the modeling of anomalous diffusion processes has been attracted by the so-called ultra-slow diffusion, which is characterized by the logarithmic behavior of the mean squared displacement of the diffusing particles; see, e.g., [
23,
24,
25,
26] and the references therein. One of the most promising approaches for describing such processes is by means of time-fractional diffusion equations with fractional derivatives of distributed order. From a mathematical viewpoint, the fractional derivatives of distributed order and the fractional differential equations with these derivatives were studied, e.g., in [
27,
28,
29,
30,
31].
Until now, the definitions of fractional derivatives of distributed order were based on conventional fractional derivatives and especially on the Riemann–Liouville and Caputo derivatives. The main subject of this paper is the introduction of the concept of GFDs of distributed order and the investigation of their basic properties. These operators are a generalization of both GFDs and the fractional derivatives of distributed order introduced so far. Moreover, in this paper, we also define the corresponding fractional integrals of distributed type and prove the fundamental theorems of FC for these integrals and the GFDs of distributed order.
The rest of the paper is organized as follows: In
Section 2, a one-parametric class of Sonin kernels is introduced, and GFDs of distributed order with the kernels from this class are defined and investigated.
Section 3 is devoted to fractional integrals of distributed type and some connections between GFDs and the fractional integral of distributed type in the form of two fundamental theorems of FC. In the final section,
Section 4, some examples of GFDs of distributed order and the corresponding fractional integrals of distributed type are presented.
2. General Fractional Derivatives of Distributed Order
First, we remind the readers of the definitions of the Riemann–Liouville and Caputo fractional derivatives of distributed order on the interval
, respectively:
where the weight function
w satisfies the properties
,
and
, the Riemann–Liouville fractional derivative of the order
, is defined by
and the Caputo fractional derivative of the order
, is given by
Please note that in some FC publications, the distributed order derivatives (
12) and (
13) are defined on the interval
with
. However, in this paper, we restrict ourselves to the case
.
For a generalization of the distributed order fractional derivatives (
12) and (
13) to the case of GFDs of distributed order, we need a class of Sonin kernels that explicitly depend on a parameter that can be interpreted as a “generalized order” of the corresponding GFDs.
In what follows, we deal with Sonin kernels and their associated kernels that satisfy the following two constraints:
(C1) The Sonin condition
holds valid for all
, where
(C2) The kernels
k and
can be represented as follows:
where
and
.
The class of Sonin kernels that satisfy conditions (C1) and (C2) will be denoted by . Evidently, any associated kernel to a kernel also belongs to the class , and is its associated kernel.
Please note that the kernels from the class are functions of two variables: and . The simplest and very important examples of this kind are the Sonin kernels , and of the Riemann–Liouville fractional derivative and the Riemann–Liouville fractional integral, respectively.
In general, Sonin kernels from the class
and their associated kernels are the power law functions
and
, which are disturbed by (multiplied with) some continuous functions (compare to the kernels (
4) and (
5) introduced by Sonin). These continuous functions can depend on
and/or other parameters or not. Most of the known Sonin kernels (see, e.g., [
5]) belong to the class
, and thus our theory will cover many known particular cases, including those presented in the examples from our paper; see
Section 4. However, as mentioned in [
32], Sonin kernels can also possess other kinds of singularities at the origin, say, the ones of the power-logarithmic type. Such kernels are not covered by our theory.
It is also worth mentioning that, for any fixed
, Sonin kernels from class
are functions of the
t-variable that belong to the space
defined as follows:
The space
was employed in several publications devoted to GFIs and GFDs with Sonin kernels from class
(see, e.g., [
5]):
For a fixed , the Sonin kernels from class introduced above evidently belong to class . Thus, we can use the results derived in these publications for the analysis of GFDs and GFIs with the kernels from class .
In what follows, we also employ another useful subspace of the space
, defined by
For a kernel
, the GFD (
8) and the regularized GFD (
10) are defined for all values of
from the interval
as follows:
Now, we proceed with the definitions of the corresponding general fractional derivatives of distributed order.
Definition 1. Let a kernel belong to the class and a weight function w satisfy conditions , , and .
The general distributed order fractional derivative (GDOFD) of the Riemann–Liouville type and the regularized or Caputo-type GDOFD are defined as follows, respectively: Remark 1. The GDOFDs (23) and (24) are well-defined, in particular for the functions from the space . Indeed, let the inclusion hold true. Then,The regularized GFD with a kernel takes the formBecause is integrable and of one sign and is continuous, applying the mean value theorem for the last integral yieldsDue to the inequalities and , we thus arrive at the inclusionwhich proves that the regularized GDOFD (24) is well-defined in the space To prove the same statement for the GDOFD (23), we employ the result proved above and the relation (9) between the regularized GFD (7) and the GFD (8) that is valid in the space Now, we derive a useful representation of the regularized GDOFD (
24) that, by definition, is the following iterated integral
Representation (
25) ensures that the corresponding double integral
is absolutely integrable. Thus, by using Fubini’s theorem, we can interchange the order of integration in the iterated integral and obtain the following formula:
where
and ∗ denotes the Laplace convolution.
Remark 2. The last formula looks like Representation (10) of the regularized GFD with the kernel . Because kernel belongs to the space for all , we have the inclusion . Moreover, as we see in the next section, under some additional conditions, the function is a Sonin kernel from the class , and thus the GDOFD (24) can be interpreted as a regularized GFD (10) with the kernel . In its turn, this means that the GDOFDs with such kernels and weight functions are a special subclass of the regularized GFDs with Sonin kernels from the class . Thus, one can employ the results derived in the publications devoted to GFDs (see, e.g., [5,6,11]) for investigation of the GDOFDs. Applying the same procedure to the GDOFD (
23), we arrive at the analogous representation
where the kernel
is defined as in (
28).
As in the case of the GDOFD (
24), under some additional conditions (see the next section), the GDOFD (
23) can be interpreted as a GFD of the Riemann–Liouville type with the kernel
.
Now, we discuss an important relation between the GDOFD (
23) and the regularized GDOFD (
24). To derive it, we employ the relation
which holds true for any
and for any kernel from the class
; see [
5]. As already mentioned, for a fixed
, the kernels from the class
belong to the class
. Using Formula (
30), we thus arrive at the relation
Some examples of the GDOFDs introduced above are provided in
Section 4.
3. General Fractional Integrals of Distributed Type
To introduce the general fractional integrals of distributed type (GFIDs), in what follows, we impose some additional conditions on the kernels from the class :
(C3) The Laplace transform
exists for all
and
.
(C4) The Laplace transform
satisfies the following standard conditions:
The class of the kernels from that satisfy conditions (C3) and (C4) will be denoted by . In what follows, we always consider the operators with the kernels from the class , i.e., the kernels that satisfy conditions (C1)–(C4).
For a definition of the GFIDs, we need some auxiliary results. First, we mention an evident relation
between the Laplace transform
of the kernel
given by (
28) and the Laplace transform
of the kernel
. Moreover, for
, the Laplace transform
satisfies Conditions (
32) and (33).
The last formula, the Laplace convolution theorem, and the known Laplace transform formula for the first-order derivative result in the following useful representation of the Laplace transform for the regularized GDOFD (
24):
Now, let us consider the following initial-value problem for the fractional differential equation with the regularized GDOFD (
24):
Assuming the existence of the Laplace transform of the function
g for all
, we apply the Laplace transform to the above equation and, using Formula (
35), we obtain the relation
The solution
u to Problem (
36) can be formally represented as follows:
The convolution theorem for the Laplace transform leads then to the representation
of the solution
u in the time-domain, where the kernel
is defined in terms of the inverse Laplace transform:
The function will play the role of a kernel of the GFID. In the following theorem, we provide some important characteristics of this function.
Theorem 1. Let the kernel be from the class .
Then, the function defined by (38) belongs to the space . Moreover, the functions and form a pair of Sonin kernels from the class . Proof. By definition, any kernel
can be represented in the form
For the Laplace transform
, we have the expression
Because
and
applying the mean value theorem to the last integral yields the representation
where
and
.
Taking into account the last formula and Relation (
34), the Laplace transform
of the kernel
takes the form
Applying the mean value theorem to the last integral, we arrive at the representation
with
and
Thus, the relation
holds true. The inverse Laplace transform of the right-hand side of the last formula is well-known, and we arrive at the representation
which immediately implicates the inclusion
.
By definition,
. Then, we obtain the relation
which in time-domain can be rewritten as
Thus, the functions
and
belong to the space
and form a pair of Sonin kernels, i.e.,
□
Motivated by the form (
37) of the solution to the fractional differential Equation (
36) and by Theorem 1, we now proceed with defining the GFIDs.
Definition 2. Let kernel be from class .
The general fractional integral operator of distributed type (GFID) is defined bywhere the function is as in (38). Remark 3. For a kernel , let be its associated Sonin kernel. The Sonin condition in Laplace domain takes the formThen, we obtain the formulasand Thus, we arrive at another representation of the kernel in terms of the kernel of the corresponding GFI: As shown in Theorem 1, kernel
of the GFID (
39) is from the class
of Sonin kernels. Thus, Operator (
39) is a special case of GFIs with the kernels from
, and we can employ the results already derived for GFIs in the space
(see, e.g., [
5,
6] and subsequent publications). In particular, the following properties are worth mentioning:
According to Theorem 1, the kernel
of the GDOFD (
23) and of the regularized GDOFD (
24) is a Sonin kernel associated with the kernel
of the GFID (
39). Thus, we can apply the first and second fundamental theorems for GFDs and GFIs with Sonin kernels from class
derived in [
5] and arrive at the following important results:
Theorem 2 (First Fundamental Theorem for Distributed Order Fractional Operators). Let kernel be from class .
Then, the GDOFD (23) and the regularized GDOFD (24) are the left-inverse operators to the GFID (39): Theorem 3 (Second Fundamental Theorem for Distributed Order Fractional Operators). Let kernel be from class and .
Then, the relationshold valid. For the proofs of the fundamental theorems for GFDs and GFIs with Sonin kernels from class
, we refer interested readers to [
5].
4. Examples of the General Fractional Operators of Distributed Order
In this section, we discuss three particular examples of Sonin kernels from class and the corresponding general fractional operators of distributed order.
First example: We start with the power law kernel of the Riemann–Liouville and Caputo fractional derivatives and the associated kernel of the Riemann–Liouville fractional integral.
In this case, the GDOFDs introduced in this paper are nothing more than the Riemann–Liouville and Caputo fractional derivatives of distributed order on the interval
, defined as in (
12) and (
13), respectively. As mentioned in the introduction, the distributed order fractional derivatives of the Riemann–Liouville and Caputo types are well-studied (see, e.g., [
27,
28,
29,
30,
31]) and have many applications. In this example, we look at these operators from the viewpoint of our general theory.
For kernels
and
, we set
and
, and show that they belong to class
of Sonin kernels, introduced in
Section 2. Indeed, they evidently satisfy conditions (C1) and (C2).
Moreover, the Laplace transform
of the kernel
does exist for
, and can be written down in an explicit form:
For the function , Conditions (32) and (33) are evidently satisfied, and thus kernel belongs to class of Sonin kernels.
This means that all of the results that were presented in the previous sections, including the properties of the corresponding GFID and the fundamental theorems of FC for the GDOFDs and the GFID, hold true. However, we found it instructive to perform some independent calculations and derivations and to establish some explicit formulas that are not possible in the general case.
For the power law kernels, Formula (
34) takes the form
Because
and
is integrable and of one sign for
, applying the mean value theorem for the last integral yields the relation
for some
(
. We also mention that
because of the evident inequality
for any
.
Now, we obtain the representation
Because the function on the right-hand side of the last formula has a finite many singular points and tends to 0 as
, its inverse Laplace transform
is well-defined and can be represented in explicit form ([
33], p. 1027):
where
is the exponential integral
.
Second example: In this example, we consider the kernels
with
. It is well known (see, e.g., [
5]) that, for any
, the function
is a Sonin kernel and
is its associated Sonin kernel. Furthermore, direct calculations show that these kernels are from the class
of Sonin kernels with
.
The Laplace transform
of the kernel
can be explicitly evaluated:
For this function, condition (C4) is also satisfied, and thus kernels
and
belong to the class
of Sonin kernels.
Then, we proceed with Formula (
34), which takes the form
Because
and the weight function
w is integrable and of one sign for
applying the mean value theorem for the last integral yields the relation
for some
and with
Then, we obtain the formula
By definition, the kernel function
of the GFID is the inverse Laplace transform of the last expression. Thus, we arrive at the representation
As we see, kernel
has the form of kernel
with a certain
that depends on
and the weight function
w. Thus, it is well-defined and belongs to the class
of Sonin kernels, as stated in Theorem 1.
Third example: In the last example, we consider Sonin kernels (see, e.g., [
5])
First, we represent kernel
in the form
It is easy to verify that
, provided that
Similarly,
provided that
Thus,
, provided that
(in the previous examples, we had the case
and
). In the further derivations, we assume that this condition holds valid.
The Laplace transform
of the kernel
can be explicitly evaluated:
For
, this function satisfies condition (C4), and thus kernels
and
belong to class
of Sonin kernels.
Formula (
34) now takes the form
Because
and
w is integrable and of one sign for
applying the mean value theorem for the last integral yields the relation
for some
and with
From the last formula, we obtain
Applying the inverse Laplace transform to the right-hand side of the last formula, we arrive at the following representation for the kernel
of the corresponding GFID:
This function is well-defined for
, belongs to the space
, and is a Sonin kernel from the class
, as predicted by Theorem 1.