On some properties of the Mittag-Leffler function \mathbf{E_\alpha(-t^\alpha)}, completely monotone for \mathbf{t> 0} with \mathbf{0<\alpha<1}

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September 2014, 19(7): 2267-2278. doi: 10.3934/dcdsb.2014.19.2267

On some properties of the Mittag-Leffler function $\mathbf{E_\alpha(-t^\alpha)}$, completely monotone for $\mathbf{t> 0}$ with $\mathbf{0<\alpha<1}$

1.	Department of Physics and Astronomy, University of Bologna, and INFN, Via Irnerio 46, Bologna, I-40126, Italy

Received April 2013 Revised July 2013 Published August 2014

Abstract
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We analyse some peculiar properties of the function of the Mittag-Leffler (M-L) type, $e_\alpha(t) := E_\alpha(-t^\alpha)$ for $0<\alpha<1$ and $t>0$, which is known to be completely monotone (CM) with a non-negative spectrum of frequencies and times, suitable to model fractional relaxation processes. We first note that (surprisingly) these two spectra coincide so providing a universal scaling property of this function, not well pointed out in the literature. Furthermore, we consider the problem of approximating our M-L function with simpler CM functions for small and large times. We provide two different sets of elementary CM functions that are asymptotically equivalent to $e_\alpha(t)$ as $t\to 0$ and $t\to +\infty$. The first set is given by the stretched exponential for small times and the power law for large times, following a standard approach. For the second set we chose two rational CM functions in $t^\alpha$, obtained as the Pad\`e Approximants (PA) $[0/1]$ to the convergent series in positive powers (as $t\to 0$) and to the asymptotic series in negative powers (as $t\to \infty$), respectively. From numerical computations we are allowed to the conjecture that the second set provides upper and lower bounds to the Mittag-Leffler function.

Keywords: rational approximations., fractional relaxation, Mittag-Leffler function, complete monotonicity, asymptotic analysis.

Mathematics Subject Classification: Primary: 26A33, 33E12; Secondary: 35S10, 45K0.

Citation: Francesco Mainardi. On some properties of the Mittag-Leffler function $\mathbf{E_\alpha(-t^\alpha)}$, completely monotone for $\mathbf{t> 0}$ with $\mathbf{0<\alpha<1}$. Discrete & Continuous Dynamical Systems - B, 2014, 19 (7) : 2267-2278. doi: 10.3934/dcdsb.2014.19.2267

References:

[1]	G. A. Baker, Essentials of Padè Approximants,, Academic Press, (1975).
[2]	D. Baleanu, K. Diethelm, E. Scalas and J. J. Trujillo, Fractional Calculus. Models and Numerical Methods,, World Scientific, (2012). doi: 10.1142/9789814355216.
[3]	L. Beghin and E. Orsingher, Poisson-type processes governed by fractional and higher-order recursive differential equations,, Electron. J. Probab., 15 (2010), 684. doi: 10.1214/EJP.v15-762.
[4]	E. Capelas de Oliveira, F. Mainardi and J. Vaz Jr, Models based on Mittag-Leffler functions for anomalous relaxation in dielectrics,, Eur. Phys. J., 193* (2011), 161.*
[5]	M. Caputo and F. Mainardi, A new dissipation model based on memory mechanism,, Pure and Appl. Geophys. (PAGEOPH), 91 (1971), 134.
[6]	M. Caputo and F. Mainardi, Linear models of dissipation in anelastic solids,, Riv. Nuovo Cimento (Ser. II), 1 (1971), 161. doi: 10.1007/BF02820620.
[7]	K. S. Cole and R. H. Cole, Dispersion and absorption in dielectrics, II. Direct current characteristics,, J. Chemical Physics, 10 (1942), 98. doi: 10.1063/1.1723677.
[8]	H. T. Davis, The Theory of Linear Operators,, The Principia Press, (1936).
[9]	K. Diethelm, The Analysis of Fractional Differential Equations,, Springer, (2004). doi: 10.1007/978-3-642-14574-2.
[10]	M. M. Dzherbashyan,, Integral Transforms and Representations of Functions in the Complex Plane,, Nauka, (1966).
[11]	A. Erdélyi, W. Magnus, F. Oberhettinger and F. G. Tricomi, Higher Transcendental Functions,, Vol. III. Based, (1955).
[12]	W. Feller, An Introduction to Probability Theory and its Applications,, Vol. II, (1971).
[13]	A. Freed, K. Diethelm and Y. Luchko, Fractional-order Viscoelasticity (FOV): Constitutive Development using the Fractional Calculus,, {First Annual Report, (2002), 2002.
[14]	R. Gorenflo, J. Loutchko and Y. Luchko, Computation of the Mittag-Leffler function and its derivatives,, Fract. Calc. Appl. Anal., 5 (2002), 491.
[15]	R. Gorenflo and F. Mainardi, Fractional calculus: Integral and differential equations of fractional order,, in Fractals and Fractional Calculus in Continuum Mechanics, (1997), 223.
[16]	B. Gross, On creep and relaxation,, J. Appl. Phys., 18 (1947), 212. doi: 10.1063/1.1697606.
[17]	R. Hilfer (editor), Fractional Calculus, Applications in Physics,, World Scientific, (2000).
[18]	E. Hille and J. D. Tamarkin, On the theory of linear integral equations,, Ann. Math., 31 (1930), 479. doi: 10.2307/1968241.
[19]	A. A. Kilbas, A . A. Koroleva and S. V. Rogosin, Multi-parametric Mittag-Leffler functions and their extensions,, Fract. Calc. Appl. Anal., 16 (2013), 378. doi: 10.2478/s13540-013-0024-9.
[20]	A. A. Kilbas and M. Saigo, On solution of integral equations of Abel-Volterra type,, Differential and Integral Equations, 8 (1995), 993.
[21]	A. A. Kilbas and M. Saigo, $H$-Transforms. Theory and Applications,, Chapman and Hall/CRC, (2004). doi: 10.1201/9780203487372.
[22]	A. A. Kilbas, H. M Srivastava and J. J. Trujillo, Theory and Applications of Fractional Differential Equations,, Elsevier, (2006).
[23]	V. Kiryakova, Generalized Fractional Calculus and Applications,, Longman & J. Wiley, (1994).
[24]	V. Kiryakova, The multi-index Mittag-Leffler functions as important class of special functions of fractional calculus,, Comp. Math. Appl., 59 (2010), 1885. doi: 10.1016/j.camwa.2009.08.025.
[25]	V. Kiryakova and Y. Luchko, The multi-index Mittag-Leffler functions and their applications for solving fractional order problems in applied analysis,, In American Institute of Physics - Conf. Proc., 1301* (2010), 597. doi: 10.1063/1.3526661.*
[26]	J. Klafter, S. C. Lim and R. Metzler (Editors), Fractional Dynamics, Recent Advances,, World Scientific, (2012).
[27]	R. L. Magin, Fractional Calculus in Bioengineering,, Begell House Publishers, (2006).
[28]	F. Mainardi, Fractional Calculus and Waves in Linear Viscoelasticity,, Imperial College Press, (2010). doi: 10.1142/9781848163300.
[29]	F. Mainardi and R. Gorenflo, Time-fractional derivatives in relaxation processes: A tutorial survey,, Fract. Calc. Appl. Anal., 10 (2007), 269.
[30]	O. I. Marichev, Handbook of Integral Transforms of Higher Transcendental Functions,, Theory and Algorithmic Tables, (1983).
[31]	A. M. Mathai and H. J. Haubold, Special Functions for Applied Scientists,, Springer, (2008). doi: 10.1007/978-0-387-75894-7.
[32]	A. M. Mathai and R. K. Saxena, The H-Function with Applications in Statistics and Other Disciplines,, Wiley Eastern Ltd, (1978).
[33]	A. M. Mathai, R. K. Saxena and H. J. Haubold, The H-Function: Theory and Applications,, Springer Verlag, (2010). doi: 10.1007/978-1-4419-0916-9.
[34]	K. S. Miller and S. G. Samko, Completely monotonic functions,, Integral Transforms and Special Functions, 12 (2001), 389. doi: 10.1080/10652460108819360.
[35]	I. Podlubny, Fractional Differential Equations,, Academic Press, (1999).
[36]	I. Podlubny, Mittag-Leffler function,, Matlab-Code that calculates the Mittag-Leffler function with desired accuracy, (2006).
[37]	H. Pollard, The completely monotonic character of the Mittag-Leffler function $E_\alpha (-x)$,, Bull. Amer. Math. Soc., 54 (1948), 1115. doi: 10.1090/S0002-9904-1948-09132-7.
[38]	S. G. Samko, A. A. Kilbas and O. I. Marichev, Fractional Integrals and Derivatives, Theory and Applications,, Gordon and Breach, (1993).
[39]	T. Sandev, R. Metzler and Z. Tomovski, Velocity and displacement correlation functions for fractional generalized Langevin equations,, Fract. Calc. Appl. Anal., 15 (2012), 426. doi: 10.2478/s13540-012-0031-2.
[40]	G. Sansone and J. Gerretsen, Lectures on the Theory of Functions of a Complex Variable,, Vol. I. Holomorphic Functions, (1960).
[41]	R. L. Schilling, R. Song and Z. Vondraček, Bernstein Functions. Theory and Applications,, 2-nd ed., (2012). doi: 10.1515/9783110269338.
[42]	T. Simon, Comparing Fréchet and positive stable laws,, Electron. J. Probab., 19 (2014), 1. doi: 10.1214/EJP.v19-3058.
[43]	H. M. Srivastava, K. C. Gupta and S. P. Goyal, The H-Functions of One and Two Variables with Applications,, South Asian Publishers, (1982).
[44]	A. P. Starovoitov and N. A. Starovoitova, Padè approximants of the Mittag-Leffler functions,, Sbornik Mathematics, 198 (2007), 1011. doi: 10.1070/SM2007v198n07ABEH003871.
[45]	V. E. Tarasov, Fractional Dynamics: Applications of Fractional Calculus to Dynamics of Particles, Fields and Media,, Springer, (2010). doi: 10.1007/978-3-642-14003-7.
[46]	Z. Tomovski, R. Hilfer and H. M. Srivastava, Fractional and operational calculus with generalized fractional derivative operators and Mittag-Leffler type functions,, Integral Transforms and Special Functions, 21 (2010), 797. doi: 10.1080/10652461003675737.
[47]	V. V. Uchaikin, Fractional Derivatives for Physicists and Engineers,, Springer, (2013). doi: 10.1007/978-3-642-33911-0.
[48]	R. Wong and Y.-Q Zhao, Exponential asymptotics of the Mittag-Leffler function,, Constructive Approximation, 18 (2002), 355. doi: 10.1007/s00365-001-0019-3.
[49]	C. Zeng and Y.-Q. Chen, Global Padè approximations for the generalized Mittag-Leffler function and its inverse,, E-print , (2013).

show all references

References:

[1]	G. A. Baker, Essentials of Padè Approximants,, Academic Press, (1975).
[2]	D. Baleanu, K. Diethelm, E. Scalas and J. J. Trujillo, Fractional Calculus. Models and Numerical Methods,, World Scientific, (2012). doi: 10.1142/9789814355216.
[3]	L. Beghin and E. Orsingher, Poisson-type processes governed by fractional and higher-order recursive differential equations,, Electron. J. Probab., 15 (2010), 684. doi: 10.1214/EJP.v15-762.
[4]	E. Capelas de Oliveira, F. Mainardi and J. Vaz Jr, Models based on Mittag-Leffler functions for anomalous relaxation in dielectrics,, Eur. Phys. J., 193* (2011), 161.*
[5]	M. Caputo and F. Mainardi, A new dissipation model based on memory mechanism,, Pure and Appl. Geophys. (PAGEOPH), 91 (1971), 134.
[6]	M. Caputo and F. Mainardi, Linear models of dissipation in anelastic solids,, Riv. Nuovo Cimento (Ser. II), 1 (1971), 161. doi: 10.1007/BF02820620.
[7]	K. S. Cole and R. H. Cole, Dispersion and absorption in dielectrics, II. Direct current characteristics,, J. Chemical Physics, 10 (1942), 98. doi: 10.1063/1.1723677.
[8]	H. T. Davis, The Theory of Linear Operators,, The Principia Press, (1936).
[9]	K. Diethelm, The Analysis of Fractional Differential Equations,, Springer, (2004). doi: 10.1007/978-3-642-14574-2.
[10]	M. M. Dzherbashyan,, Integral Transforms and Representations of Functions in the Complex Plane,, Nauka, (1966).
[11]	A. Erdélyi, W. Magnus, F. Oberhettinger and F. G. Tricomi, Higher Transcendental Functions,, Vol. III. Based, (1955).
[12]	W. Feller, An Introduction to Probability Theory and its Applications,, Vol. II, (1971).
[13]	A. Freed, K. Diethelm and Y. Luchko, Fractional-order Viscoelasticity (FOV): Constitutive Development using the Fractional Calculus,, {First Annual Report, (2002), 2002.
[14]	R. Gorenflo, J. Loutchko and Y. Luchko, Computation of the Mittag-Leffler function and its derivatives,, Fract. Calc. Appl. Anal., 5 (2002), 491.
[15]	R. Gorenflo and F. Mainardi, Fractional calculus: Integral and differential equations of fractional order,, in Fractals and Fractional Calculus in Continuum Mechanics, (1997), 223.
[16]	B. Gross, On creep and relaxation,, J. Appl. Phys., 18 (1947), 212. doi: 10.1063/1.1697606.
[17]	R. Hilfer (editor), Fractional Calculus, Applications in Physics,, World Scientific, (2000).
[18]	E. Hille and J. D. Tamarkin, On the theory of linear integral equations,, Ann. Math., 31 (1930), 479. doi: 10.2307/1968241.
[19]	A. A. Kilbas, A . A. Koroleva and S. V. Rogosin, Multi-parametric Mittag-Leffler functions and their extensions,, Fract. Calc. Appl. Anal., 16 (2013), 378. doi: 10.2478/s13540-013-0024-9.
[20]	A. A. Kilbas and M. Saigo, On solution of integral equations of Abel-Volterra type,, Differential and Integral Equations, 8 (1995), 993.
[21]	A. A. Kilbas and M. Saigo, $H$-Transforms. Theory and Applications,, Chapman and Hall/CRC, (2004). doi: 10.1201/9780203487372.
[22]	A. A. Kilbas, H. M Srivastava and J. J. Trujillo, Theory and Applications of Fractional Differential Equations,, Elsevier, (2006).
[23]	V. Kiryakova, Generalized Fractional Calculus and Applications,, Longman & J. Wiley, (1994).
[24]	V. Kiryakova, The multi-index Mittag-Leffler functions as important class of special functions of fractional calculus,, Comp. Math. Appl., 59 (2010), 1885. doi: 10.1016/j.camwa.2009.08.025.
[25]	V. Kiryakova and Y. Luchko, The multi-index Mittag-Leffler functions and their applications for solving fractional order problems in applied analysis,, In American Institute of Physics - Conf. Proc., 1301* (2010), 597. doi: 10.1063/1.3526661.*
[26]	J. Klafter, S. C. Lim and R. Metzler (Editors), Fractional Dynamics, Recent Advances,, World Scientific, (2012).
[27]	R. L. Magin, Fractional Calculus in Bioengineering,, Begell House Publishers, (2006).
[28]	F. Mainardi, Fractional Calculus and Waves in Linear Viscoelasticity,, Imperial College Press, (2010). doi: 10.1142/9781848163300.
[29]	F. Mainardi and R. Gorenflo, Time-fractional derivatives in relaxation processes: A tutorial survey,, Fract. Calc. Appl. Anal., 10 (2007), 269.
[30]	O. I. Marichev, Handbook of Integral Transforms of Higher Transcendental Functions,, Theory and Algorithmic Tables, (1983).
[31]	A. M. Mathai and H. J. Haubold, Special Functions for Applied Scientists,, Springer, (2008). doi: 10.1007/978-0-387-75894-7.
[32]	A. M. Mathai and R. K. Saxena, The H-Function with Applications in Statistics and Other Disciplines,, Wiley Eastern Ltd, (1978).
[33]	A. M. Mathai, R. K. Saxena and H. J. Haubold, The H-Function: Theory and Applications,, Springer Verlag, (2010). doi: 10.1007/978-1-4419-0916-9.
[34]	K. S. Miller and S. G. Samko, Completely monotonic functions,, Integral Transforms and Special Functions, 12 (2001), 389. doi: 10.1080/10652460108819360.
[35]	I. Podlubny, Fractional Differential Equations,, Academic Press, (1999).
[36]	I. Podlubny, Mittag-Leffler function,, Matlab-Code that calculates the Mittag-Leffler function with desired accuracy, (2006).
[37]	H. Pollard, The completely monotonic character of the Mittag-Leffler function $E_\alpha (-x)$,, Bull. Amer. Math. Soc., 54 (1948), 1115. doi: 10.1090/S0002-9904-1948-09132-7.
[38]	S. G. Samko, A. A. Kilbas and O. I. Marichev, Fractional Integrals and Derivatives, Theory and Applications,, Gordon and Breach, (1993).
[39]	T. Sandev, R. Metzler and Z. Tomovski, Velocity and displacement correlation functions for fractional generalized Langevin equations,, Fract. Calc. Appl. Anal., 15 (2012), 426. doi: 10.2478/s13540-012-0031-2.
[40]	G. Sansone and J. Gerretsen, Lectures on the Theory of Functions of a Complex Variable,, Vol. I. Holomorphic Functions, (1960).
[41]	R. L. Schilling, R. Song and Z. Vondraček, Bernstein Functions. Theory and Applications,, 2-nd ed., (2012). doi: 10.1515/9783110269338.
[42]	T. Simon, Comparing Fréchet and positive stable laws,, Electron. J. Probab., 19 (2014), 1. doi: 10.1214/EJP.v19-3058.
[43]	H. M. Srivastava, K. C. Gupta and S. P. Goyal, The H-Functions of One and Two Variables with Applications,, South Asian Publishers, (1982).
[44]	A. P. Starovoitov and N. A. Starovoitova, Padè approximants of the Mittag-Leffler functions,, Sbornik Mathematics, 198 (2007), 1011. doi: 10.1070/SM2007v198n07ABEH003871.
[45]	V. E. Tarasov, Fractional Dynamics: Applications of Fractional Calculus to Dynamics of Particles, Fields and Media,, Springer, (2010). doi: 10.1007/978-3-642-14003-7.
[46]	Z. Tomovski, R. Hilfer and H. M. Srivastava, Fractional and operational calculus with generalized fractional derivative operators and Mittag-Leffler type functions,, Integral Transforms and Special Functions, 21 (2010), 797. doi: 10.1080/10652461003675737.
[47]	V. V. Uchaikin, Fractional Derivatives for Physicists and Engineers,, Springer, (2013). doi: 10.1007/978-3-642-33911-0.
[48]	R. Wong and Y.-Q Zhao, Exponential asymptotics of the Mittag-Leffler function,, Constructive Approximation, 18 (2002), 355. doi: 10.1007/s00365-001-0019-3.
[49]	C. Zeng and Y.-Q. Chen, Global Padè approximations for the generalized Mittag-Leffler function and its inverse,, E-print , (2013).

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