Fractional derivative of composite functions: exact results and physical applications

Abstract

We examine the fractional derivative of composite functions and present a generalization of the product and chain rules for the Caputo fractional derivative. These results are especially important for physical and biological systems that exhibit multiple spatial and temporal scales, such as porous materials and clusters of neurons, in which transport phenomena are governed by a fractional derivative of slowly varying parameters given in terms of elementary functions. Both the product and chain rules of the Caputo fractional derivative are obtained from the expansion of the fractional derivative in terms of an infinite series of integer order derivatives. The crucial step in the practical implementation of the fractional product rule relies on the exact evaluation of the repeated integral of the generalized hypergeometric function with a power-law argument. By applying the generalized Euler's integral transform, we are able to represent the repeated integral in terms of a single hypergeometric function of a higher order. We demonstrate the obtained results by the exact evaluation of the Caputo fractional derivative of hyperbolic tangent which describes dark soliton propagation in the non-linear media. We conclude that in the most general case both fractional chain and product rules result in an infinite series of the generalized hypergeometric functions.