Suppose that is a real or complex valued function defined for almost all
, and that
is a positive real number. Let
denote the gamma function. The fractional integral
is the function defined by
for all
for which the integral exists (as a Lebsegue integral).
The fractional integral is a handy generalization of the ordinary operation of integration. The concept goes back to Liebnitz, who discussed the idea of a 1/2-th integral in a letter. The fractional integral is usually called the Riemann-Liouville integral.
If is a positive integer, the fractional integral is simply repeated integration, as can be proved using integration by parts, or by using an inversion of the order of integration, eg via Fubini’s theorem. For instance, if
, then
since
. If
, then
. If
, then
. And so on.
The fractional integration operator has a neat property: if
and
are positive real numbers, then the operator
composed with the operator
equals the operator
. That is, the
-th integral of the
-th integral of a function
, equals the
-th integral of
. The equality is only almost everywhere, if
, since a fractional integral of order less than 1 of an arbitrary Lebesgue-integrable function is not necessarily defined for all argument values.
It is well known that, if an ordinary (order 1) integral of a function is equal to a constant, then the constant must be zero, and the function being integrated is almost everywhere equal to zero. That fact is used in many contexts, usually in some proof which concludes that a function must be zero because its integral is constant.
What is not widely known is that it is possible for a fractional integral, of order where
lies between 0 and 1, to equal a nonzero constant. In fact, if the function
is defined by
, then the fractional integral
will be constant for all
. Up to multiplication by a fixed number, and alteration of the function
on a set of measure zero, the function
is the unique function whose
-th fractional integral is equal to a constant. These facts are detailed in a paper which I wrote quite a while ago; see “On fractional integrals equivalent to a constant”, in Canadian Mathematical Bulletin, vol 25, no 3, September 1982, pp 335-338.
Very recently, I discovered a simple insight into why the solution of the equation
constant must be of the form
. It uses Euler’s concept of a homogenous function. See David Widder’s book “Advanced Calculus”, 2nd edition, 1961, pp 19-22 for a quick intro to the concept, and a proof of Euler’s theorem on homogenous function, and also a proof of the converse. Widder’s book is marvelously direct and clear on this and other topics; it is a real pleasure to read, and I recommend it for your enjoyment. However, one does not need to consult Widder for the following. One does not even need Euler’s theorem or its converse for solving the “constant fractional integral” problem. Just the concept of a homogenous function is sufficient.
A homogenous function of order is a function of one or more real or complex variables, let’s say
for illustration, such that for all real multipliers
, we have
. We can think of multiplying by
as a scale change, eg a change of units in a physical formula. Working with two variables, the expressions
,
, and
are each homogenous of order
. Linear combinations of such forms are also homogenous of order
. The closure of the space of such forms, equipped with a reasonable metric, gets essentially all the homogenous functions of interest.
Now consider the constant fractional integral problem. Dropping the gamma function multiplier, let
and suppose that is constant. A constant is a homogenous function of order 0. Integration of
over the interval
raises the homogenous index of
by 1, while reducing the number of independent variables by 1. Hence the function
must be homogenous of order
, where
satisfies
. That is,
and
is
multiplied by some constant.
I was really happy to discover the above simple solution of the constant fractional integral problem. I hope that you find something in the concept of fractional integral to enjoy or use in your own work.
Regards,
Ken Roberts
November 30, 2013
