Proceedings of the 2nd IFAC

Workshop on Fractional Differentiation and its Applications

Porto, Portugal, July 19-21, 2006

MULTI-INDEX MITTAG-LEFFLER
FUNCTIONS, GENERALIZED FRACTIONAL
CALCULUS AND LAPLACE TYPE
TRANSFORM
,1
Virginia Kiryakova

Institute of Mathematics and Informatics, Bulgarian
Academy of Sciences, Acad. G. Bontchev Str., Block 8,
Sofia 1113, Bulgaria

Abstract: Recently, the interest in the Mittag-Leffler (M-L) functions has increased
in view of their important role and applications in fractional calculus and
fractional order differential and integral equations (FODIEs). We have introduced
m
and studied analogues of these functions, E(1/ 1 ,...,1/m ),(1 ,...,m )
(z), m 2,
depending on two sets of multi-indices. They generate operators of the generalized
fractional calculus (Kiryakova, 1994: Generalized Fractional Calculus and Appli-
cations, Longman and J. Wiley), and Laplace-type integral transforms involving
the Fox H-function. These new special functions are fractional indices analogues
of Delerues hyper-Bessel functions and the respective differential and integral
equations are fractional (multi-)order analogues of the Bessel type equations
arising often in problems of mathematical physics and engineering.

Keywords: Mittag-Leffler functions, Foxs H-function, fractional calculus,

Laplace integral transform, fractional order differential and integral equations
and control systems

X X
zk zk
1. MULTI-INDEX MITTAG-LEFFLER E (z) = , E, (z) =
FUNCTIONS (k+1) (k+)
k=0 k=0
(1)
As mentioned in the survey (Gorenflo and Mainardi, wit are natural extensions of the exponential and
1997), even the classical Mittag-Leffler (M-L) trigonometric functions:
X
functions, for a long time, have been almost to- zk
y1 (z) = E1 (z) = exp(z) = ,
tally ignored in the common handbooks on special (k + 1)
k=0
functions and existing tables of Laplace trans-
forms, although a description of their properties X (1)k z 2k
y2 (z) = E2 (z 2 ) = cos z = ,
has appeared yet in the third volume of the Bate- (2k + 1)
k=0
man Project (Erdelyi, et al., 1953), in a chap-
ter devoted to miscellaneous functions. Their satisfying the (integer order) differential equations
widely used definitions by means of power series, D1 y1 (z) = y1 (z), D2 y2 (z) = 2 y2 (z).
(Erdelyi, et al., 1953; Humbert and Agarwal, 1953; However, the M-L functions (1) with a fractional
Dzrbashjan, 1966), > 0, > 0: index , serve as solutions of fractional order
differential equations (FODE), like: D y(z) =
y(z) with y(z) = z 1 E, (z ), > 0, where
1 Partially supported by Bulgarian Ministry of Education D stands for the Riemann-Liouville fractional
and Science, NSF - Grant MM 1305 derivative.
These functions are also simple examples of entire well as Foxs H-functions (see (Prudnikov, et al.,
functions of given order = 1/ and type = 1990; Kiryakova, 1994) of the form :
1 and represent an important class of special (1, 1)
functions that are H-functions, not reducible (for E( 1 ),(i ) (z) = 1 m 1 z
i (i , )m 1

irrational ) to the simpler and more popular i
Meijer G-functions; see (Prudnikov, et al., 1990;
(0, 1)
Kiryakova, 1994). Namely,
1,1 z .
= H1,m+1 (0, 1), (1 i , 1 )m (4)
(0, 1) i 1
1,1
E, (z) = H1,2 z
(0, 1), (1 , )
Z Then, the Mellin-Barnes type integral representa-
1 (s)(1 s) tion holds, z 6= 0:
= (z)s ds. (2)
2i ( s) Z
L 1 (s)(1 s)
E( 1 ),(i ) (z) = Q
m (z)s ds .
Recently the M-L functions have been widely rec- i 2i s
L (i i )
ognized as solutions of FODIEs arising in many i=1
problems of physics, mechanics, control theory
etc. and as inverse Laplace transforms of ra-
We can briefly mention some interesting special
tional (fractional-order) transfer functions, see
cases of our multi-index Mittag-Leffler functions.
for example, the books: (Samko, et al., 1993;
Podlubny, 1999), and all the publications in A special function, generalizing classical M-L
FCAA Journal, Vol. 1-Vol. 9 (FCAA, 1998- functions (1) with respect to the number of in-
2006): http://www.math.bas.bg/fcaa/. Several dices, was considered first by (Dzrbashjan, 1960)
generalizations of (1) have been also recently stud- in the case m = 2, see also (Kiryakova, 1994),
ied, for example in: (Gorenflo, et al., 1998; Kilbas, App., p. 351. He denoted it as 1 ,2 (z; 1 , 2 )
et al., 2004; Kilbas and Saigo, 1996; Saigo and = E( 1 , 1 ),(1 ,2 ) (z) and stressed out on its par-
1 2
Kilbas, 1998); for others, see (Kiryakova, 1994), ticular cases: the M-L function (1); 1/1 z =
App., p.351. E(0,0),(1,1) (z) = , (z; 1, 1); Bessel function
We propose the following extension of the M-L J (z) = (z/2) E(1,1),(+1,1) (z 2/4). In addition,
functions, with respect to number of indices, sat- we observed that the Bessel-Maitland (Wrights
isfying properties close to these in classical case. functions) Jr (z) = E(r,1),(+1,1) (z) as well as the
Struve s, (z) and Lommel functions H (z) =
Definition 1. (Kiryakova, 1994; Al-Musallam, et const.s, (z), follow from Dzrbashjans function.
al., 2002) Let m > 1 be an integer, 1 , . . . , m > 0
and 1 , . . . , m be arbitrary real numbers. By For arbitrary m > 2: let i = (1/i = 0) and
means of these multi-indices, we introduce the i = 1, i = 1, . . . , m. From definition (3),

X
multi-index Mittag-Leffler functions: 1

X E(0,0,...,0),(1,1,...,1) (z) = zk = .
1z
E( 1 ),(i ) (z) = k z k k=0
i
k=0 Consider the case m 2 with i = 1, i =

X zk 1, . . . , m. Then
= . (3) (1, 1)
(1 + k/1 ) . . . (m + k/m ) E(1,1,...,1),(i +1) (z) = 1 m
k=0 (i , 1)m 1
z
"m #1
Lemma 1. These are entire functions of order Y
and type , where: = (i ) 1 Fm (1; 1 , 2 , . . . , m ; z) ,
/1 /m i=1
1 1 1 1 m
= +. . .+ , = ... . reduces to 1 Fm - and to Meijers G1,1
1 m 1,m+1 -function.
Denote i = i+1, i = 1, . . . , m and let additionally
Setting = 1 + . . . + m , we have also the one of i be 1, e.g.: m = 1, i.e. m = 0. Then this
following asymptotic formula, as |z| : multi-index M-L function becomes a hyper-Bessel
|E( 1 ),(i ) (z)| C|z|((1/2)+(m/2)) exp (|z| ) . function, in a sense of P. Delerue; see (Kiryakova,
i
1994), App., (D.3)):
P
m1

Proof is similar to that in (Gorenflo, et al.,1998). z i

J(m1)
,..., (z) = i=1

Functions (3) occupy an important place among

i m1
m
z
the other special functions, especially among the E(1,1,...,1),(1 +1,2 +1,...,m1 +1,1) ( )m
generalized hypergeometric functions known as m
"m1 #1 P
m1
Meijers G-functions and the more general Foxs Y z i
H-functions. Thus, representation (2) extents as: = (i + 1) i=1
m
Lemma 2. The multi-index M-L functions (3) are i=1 z
Wrights generalized hypergeometric functions as 0 Fm1 1 + 1, 2 + 1, . . . , m1 + 1; ( )m .
m
In general, for rational values of i , i = 1, . . . , m, Theorem 1. The following relations for the
the functions (3) are reducible to Meijers G- multi-index Mittag-Leffler functions (3) in terms
functions, see (Erdelyi, et al., 1953), Ch.5. of the generalized fractional integrals and deriva-
tives hold:
The introduced multi-index M-L functions are
( 1),(1/i )
closely related to the operators of Generalized zI(ii),m E( 1 ),(i ) (z) = zE( 1 ),(i + 1 ) (z)
i i i
Fractional Calculus (GFC), (Kiryakova, 1994; 1 1
= E( 1 ),(i ) (z) Q ;
Kiryakova, 1999). i (i )
i
( 11/i ),(1/i )
D(ii),m E( 1 ),(i ) (z)
2. GENERALIZED FRACTIONAL "m i
#1
Y 1
CALCULUS OPERATORS = z E( 1 ),(i ) (z) + (i ) .
i
i=1
i
Definition 2. (Kiryakova, 1994) Let m 1 be
an integer; i > 0, i R, i > 0, i = 1, . . . , m. The M-L functions appear also as generating func-
Consider = (1 , . . . , m ) as a multiweight and tions of a class of the so-called Gelfond-Leontiev
resp. = (1 , . . . , m ) as a multiorder of fractional (G-L) operators of generalized differentiation and
integration. The integral operator defined as: integration, see (Gelfond and Leontiev, 1951), as
e (z) = I (i ),(i ) f (z)
If (5) well as (Kiryakova, 1994), Ch. 2.
(i ),m
Definition 3. (Kiryakova, 1994) Let f (z) be an
Z1 1 1
(i + i + 1 , )m 1 analytic function in a disk R = {|z| < R} and
m,0 i i
= Hm,m f (z)d, i > 0, i R, i = 1, ..., m be arbitrary parame-
( + 1 1 , 1 )m P

i 1
0 i i ters. The correspondences: f (z) = ak z k 7
k=0
P
m
e (z) = e = D( ),( ) f (z), L
e = L( ),( ) f (z), defined by
if i > 0; and as the identity operator, If D i i i i
i=1 k k
f (z), if 1 = 2 = . . . = m = 0; is said to be a X 1 )...(m + m )
(1 +
e=
D ak z k1 ,
multiple (m-tuple) Erdelyi-Kober fractional inte- (1 + k1 k1
k=1 1 )...(m + m )
gration operator. More generally, all the operators X k k
(1 + 1 )...(m + m )
( ),( )
of the form If (z) = z 0 I(ii),mi f (z) with 0 0, e=
L ak z k+1
(1 + k+1 k+1
1 )...(m + m )
are called briefly generalized (m-tuple) fractional k=0
(7)
integrals.
are called multiple Dzrbashjan-Gelfond-Leontiev
The main feature of these single integrals involv- (D-G-L) differentiations and integrations, respec-
ing H-functions (or G-functions in the simpler tively, or G-L type operators, generated by the
case of equal i = > 0, i = 1, . . . , m) is that multi-index M-L functions (3).
they can be equivalently represented by means of
commutative compositions of classical E-K inte- Denote by H() the space of analytic functions
grals (Kiryakova, 1994):, in a complex domain , starlike with respect to
"m # z = 0 and consider the spaces
(i ),(i )
Y , n o
I(i ),m f (z) = Iii i f (z), H () = f (z) = z p f(z); p , f(z) H() ,
i=1
Z1 H0 () := H(), R.
1 1
I, f (z) = (1 )1 f (z ) d. (6) There, the G-L operators (7) are analytically
()
0 continued in starlike domains as operators of the
generalized fractional calculus.
The generalized (multiple E-K) fractional deriva-
( ),( ) Q
m
Theorem 2. Let R , i 0, i =
tives D(ii ),mi = Dii ,i , corresponding to (5),
i=1 1, . . . , m; := max {k k } 0. Then, the
1km
are defined by means of explicit differintegral ex-
multiple D-G-L integration operator (7) can be
pressions, see (Kiryakova, 1994).
analytically continued from H(R ) into H ()
By analogy with the classical M-L functions, their by means of the single integral operator
multi-index analogues (3) satisfy several relations (i 1),( 1 )
L(i ),(i ) f (z) = z I(i ),m i f (z)
involving operators of fractional calculus (E-K
operators or operators of generalized fractional Z1 1
(i , )m 1
calculus), and leading to relations involving gen- m,0 i
= z Hm,m f (z)d, (8)
eralized fractional integrals (5) and corresponding ( 1 , 1 )m
0 i 1
derivatives. Using the rules of generalized frac- i i
tional calculus, FGC (Kiryakova, 1994), we obtain that is, by a generalized fractional integral of
the following theorem. form (5). The multiple D-G-L derivative (7) has a
differintegral representation in terms of GFC, es- m > 1 but all 1 = ... = m = 1 (or being
pecially for analytic functions in H() H(R ), rational numbers) reduces (13) to a G-transform,
(i 1 1 ),( 1 ) its particular case being the so-called Obrechkoff
D(i ),(i ) f (z) = z 1 D(i ),m i i f (z) integral transform of the form
"m #
Y (i ) f (0) Z

1 , (9) O{f (z); s} = z (m +1)1 K (sz) f (z)dz.
i=1
(i ) z
i
0
for denotations, see (Kiryakova, 1994). (14)
Comparing generalized fractional integrals and This transformation, first introduced by Obrech-
derivatives (8),(9) with these involved in Theorem koff in 1958, was studied by (Dimovski, 1975) as
1, one easily obtains integral and differential equa- a Laplace type integral transform related to oper-
tions satisfied by (3), written in terms of multiple ational calculus for hyper-Bessel differential and
D-G-L operators, in particular: integral operators. Later, we identified its kernel
K(z) with a Meijers G-function and extended its
Lemma 3. The multi-index Mittag-Leffler func- theory in the frames of GFC, (Kiryakova, 1994).
tion (3) satisfies the following fractional order
(exactly said, multiorder (1/1 , . . . , 1/m )) dif- From definition (13) one can easily evaluate the
ferential equation (FODE), 6= 0: images of some basic original functions f (z), using
the aparatus of the H-functions, (Prudnikov, et
D(i ),(i ) E( 1 ),(i ) (z) = E( 1 ),(i ) (z) . (10) al., 1990). Among the interesting examples, is
i i
the image of the multi-index M-L function, as
the elementary fraction, well known from the
3. LAPLACE TYPE TRANSFORM operational calculus (OC):
n o 1
B(i ),(i ) E( 1 ),(i ) (z); s = . (15)
In earlier papers, as (Dimovski and Kiryakova, i s1
1984), we have shown that the role of a Laplace
The multiple B-D transform (13) plays the same
transformation for the D-G-L operators in the
role for the multiple D-G-L derivatives and inte-
classical case, D, , L, with m = 1, can be
grals as the Laplace transform L {f (z); s} for the
played by the Borel-Dzrbashjan (B-D) transform:
( ) classical operators of differentiation and integra-
X
k

X ak ( + k ) tion. Simultaneously, it happens that multi-index
B, ak z = ; M-L function (3) satisfies the relations (10),(15),
sk+1
k=0 k=0 that are completely analogous to the well-known
Z ones for the exponential function in classical OC:
B, {f (z); s} = s1 exp(s z )z 1 f (z)dz, d 1
exp(z) = exp(z), L {exp z; s} = .
0 dz s1
(11)
To complete the parallelism between the classi-
with the inversion formula, see (Dzrbashjan, cal OC and OC generated by transform (13), let
1966): us mention that an operation found as a con-
Z
1 volution of D-G-L integration operator L(i ),(i ) ,
f (z) = E 1 , (sz) B, {f ; s} ds, > 0 .
2i has been proven to be also a convolution of the
L multiple B-D transform, with a relation similar
(12)
to Laplace transform convolution theorem; see
As for the multi-index analogues of M-L functions details in (Kiryakova, 1994; Kiryakova, 1999). It is
and the multiple D-G-L operators, we have re- also easy to prove that (13) algebrizes the multiple
cently introduced the following transformation. D-G-L derivatives and integrals, i.e. reduces them
to multiplications by fixed rational functions.
Definition 4. The Laplace type H-transform
e = B( ),( ) {f (z); s}
B(s) (13) Theorem 3. If f (z) and s C satisfy the nec-
i i
essary conditions, see (Al-Musallam, et al., 2002;
Z Kiryakova, 1999), then the multiple B-D trans-
1 f (z)
= m,0
H0,m sz 1 dz form algebrizes the multiple D-G-L integration
s ( i , ) z
0 i and differentiation operators (7):
is called multiple Borel-Dzrbashjan transform, 1
B(i ),(i ) L(i ),(i ) f (z); s = B(i ),(i ) {f (z); s} ;
corresponding to multiple D-G-L operators (7). s
(16)
Details about the functional spaces and parame-
B(i ),(i ) D(i ),(i ) f (z); s
ters restrictions can be seen in (Kiryakova, 1999; m
Al-Musallam, et al., 2002). For m = 1, we obtain Y
= s B(i ),(i ) {f (z); s} f (0) [ (i )]. (17)
the single B-D transform (11), and for = =
i=1
1 - the Laplace integral transform. An arbitrary
The latter relation generalizes the well-known dif-
ferential law for the Laplace transform. For the
purposes of an operational calculus, to deal with
the multiple B-D transform, some inversion for-
mulas have been found as well. The following com-
plex inversion formula, using the Mellin transform
techniques, seems the most useful one.
Theorem 4. If f (z), satisfying the necessary
conditions (see ....), has a B-D image B(s) :=
B(i ),(i ) {f (z); s}, then the inversion formula
Z
c+i
Z techniques of GFC, we extended the results of
z q
f (z) = Qm dq sq B(s)ds
i=1 (i q/i )
ci 0
(18)
holds, provided that the integrals
Z Z
z c1
f (z)dz , sq B(s)ds
0 0
are absolutely convergent for q = c + iT, <
T < and c < is suitably chosen.
Another complex inversion formula of contour
integral type (12), with a kernel-function related
to E( 1 ),(i ) (sz) can be proved, too. Real inversion
i
formula, as analogue of the Post-Widder known
formula, can be seen in our joint paper (Al-
Musallam, et al., 2002).
4. CONCLUSIONS AND OPEN PROBLEMS
The multiple D-G-L operators are not only
examples of generalized (multiple E-K) fractional
integrals and derivatives involving H-functions,
but also an interesting generalization of the so-
called hyper-Bessel operators, recently becoming
rather popular in papers on operational calculus
and integral transforms. The hyper-Bessel differ-
ential operators appear very often in equations of
mathematical physics and mathematical models
in applied science, in one of the forms
d d d
B = z 0 z 1 z 2 . . . z m
dz dz dz
dm
dm1 d
= z z m m + a1 z m1 m1 + . . . + am1 z
dz dz dz
d functions as known inverse Laplace transforms, in
+am = z Pm z , 0 < z < , (19)
dz
with > 0 and m-th degree polynomial Pm .
These are the operators, for which (Dimovski,
1975) developed a famous generalization of the
Mikusinski operational calculus, introducing the
general notion for a convolution of an arbitrary
linear operator, mapping a a linear space into it-
self, for short conception of the so-called convolu-
tional calculus see in (Kiryakova, 1994), Sect. 2.1.
His first step to this general method was a convo-
lutional approach to the hyper-Bessel integral op-
erator L, defined as a linear right inverse operator
to B, i.e. the integral operator giving the solution
y(z) = Lf (z) of a Cauchy problem By(z) =
y(z), with zero initial conditions of Bessel type.
Later on, Dimovski used the Obrechkoff integral
transform as transform approach to OC for the
same operators. In (Kiryakova, 1994), Ch.3, we
represented the hyper-Bessel operators B and L as
generalized fractional derivatives and integrals of
integer multi-orders (1 , . . . , m ) = (1, 1, . . . , 1)
of form (5), in the simpler case involving Mei-
jers G-function, (Erdelyi, et al., 1953). Using the
Dimovski on the Obrechkoff transform and on the
the hyper-Bessel functions, as solutions of hyper-
Bessel differential equations, (Kiryakova, 1994),
Ch.3. Now, it is seen that operators L and B are
nothing but multiple D-G-L operators (7) with
all i = 1, i = 1, . . . , m, and parameters i := i +
1, i = 1, . . . , m, if we take for simplicity =1:
Z1
(i + 1)m
Lf (z) = z Gm,0 1
f (z)d
m,m (i )m1
0
( ),(1)
= L(1),(i +1) f (z) = z I(1),m
i
f (z). (20)
( 1),(1) ( ),(1)
Bf (z) = z 1 D(1),m
i
f (z) = D(1),m
i
z 1 f (z),
(21)
The operator D(i ),(i ) can be considered as a
fractional analogue of the hyper-Bessel differen-
tial operator. In fact, in terms of the Riemann-
Liouville fractional derivatives (Samko, et al.,
1993; Kiryakova, 1994):
m
Y
1 1+(1i )i
1
i (i 1)i
D(i ),(i ) = z z Dzi z
i=1
! (22)
m 1
Y 1i + 1 d i
=
i i 1 :=z i,
:=z d
i=1
to compare with 1st row representation (19) of B!
The multiindex Mittag-Leffler functions (3) can
be seen as fractional indices analogues of the
hyper-Bessel functions, and the multiple Borel-
Dzrbashjan integral transform (13) - as fractional
indices analogue of the Obrechkoff transform.
We started the paper with the complains about
ignoring, till recently, the classical Mittag-Leffler
the handbooks on special functions and tables of
Laplace transforms. For example, in the existing
tables, only M-L functions (1) with indices , =
1
2 , 1, 2, etc., i.e. the exponential and trigonometric
functions, the error functions, incomplete gamma
functions, etc. could be found. This has been
one of the reasons, for the applied scientists, to
avoid an appropriate treating of problems of the
real world, by means of fractional order modeling
differential equations. To deal successfully with
them, one needs to know explicitly the inverse
Laplace transforms L1 of s-functions like
 s1 s formations generated by the generalized Mit-
, , . . . , Gn (s)
s + s +
1 Arm. SSR 13, No 3, 21-63.
= , (23)
an sn + an1 sn1 + . . . + a0 s0
n > n1 > . . . > 0 > 0. Recently, many
authors have interpreted explicitly such elements
of operational calculus as functions of Mittag-
Leffler type, as (Podlubny, 1999), by means of the
functions (k = 0, 1, 2, . . .):
(k)
y(z) = Ek (z, ; , ) := z k+1 E, (z ), http://www.math.bas.bg/fcaa/.
k!s
with L{y(z); s} = . eralization of the Fourier series (in Russian).
(s )k+1
Then, it stands the following
Open Problem 1. Possible use of the multi-
index Mittag-Leffler functions (3) for treating
problems modeled by more general fractional
multi-order differential or integral equations?
One possible hint is given by the multiple Borel-
Dzrbashjan image (15), as an element of the
operational calculus based upon the H-transform
(13). Another, possibly more visible interpretation
(in Mikusinskis / Dimovskis OC framework),
could be found in the survey (Luchko, 1999). Con-
sidering operational calculi for a class of multiple
E-K fractional integrals and derivatives very close
to multiple D-G-L operators (7), he proposes rep-
resentations of some elements of the convolution
quotient field by elements of the initial ring of
functions. In the paper (Luchko, 1999) there ap-
pear formulas (49),(50) involving multi-index M-L
functions, called M-L functions of vector index:
I and solutions of integral equations. Integr.
= z E(1i +ai ()),(ai ) (z ), (24) Transf. Spec. Funct. 4, 355-370.
S
and similar ones for the elements 1/(S )n .
Open Problem 2. One can study multi-index
analogues of generalized Mittag-Leffler functions,
as functions E,m,` (z), E,
(z), investigated in
(Gorenflo, et al., 1998; Kilbas, et al., 2004; Kilbas
and Saigo, 1996; Saigo and Kilbas, 1998).
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