A New Look at the Initial Condition Problem

In this paper, some myths associated to the initial condition problem are studied and demystified. It is shown that the initial conditions provided by the one-sided Laplace transform are not those required for Riemann-Liouville and Caputo derivatives. The problem is studied and solved with generalit...

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Main Author: Manuel D. Ortigueira
Format: Article
Language:English
Published: MDPI AG 2022-05-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/10/10/1771
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author Manuel D. Ortigueira
author_facet Manuel D. Ortigueira
author_sort Manuel D. Ortigueira
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description In this paper, some myths associated to the initial condition problem are studied and demystified. It is shown that the initial conditions provided by the one-sided Laplace transform are not those required for Riemann-Liouville and Caputo derivatives. The problem is studied and solved with generality as well as applied to continuous-time fractional autoregressive-moving average systems.
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spelling doaj.art-0caf4987ef7744c3b72e362c990e94a52023-11-23T12:02:12ZengMDPI AGMathematics2227-73902022-05-011010177110.3390/math10101771A New Look at the Initial Condition ProblemManuel D. Ortigueira0Centre of Technology and Systems—UNINOVA and Department of Electrical Engineering, NOVA School of Science and Technology of NOVA University of Lisbon, Quinta da Torre, 2829-516 Caparica, PortugalIn this paper, some myths associated to the initial condition problem are studied and demystified. It is shown that the initial conditions provided by the one-sided Laplace transform are not those required for Riemann-Liouville and Caputo derivatives. The problem is studied and solved with generality as well as applied to continuous-time fractional autoregressive-moving average systems.https://www.mdpi.com/2227-7390/10/10/1771initial conditionsfractional derivativelinear systemsRiemann-Liouville derivativeCaputo derivativeFARMA
spellingShingle Manuel D. Ortigueira
A New Look at the Initial Condition Problem
Mathematics
initial conditions
fractional derivative
linear systems
Riemann-Liouville derivative
Caputo derivative
FARMA
title A New Look at the Initial Condition Problem
title_full A New Look at the Initial Condition Problem
title_fullStr A New Look at the Initial Condition Problem
title_full_unstemmed A New Look at the Initial Condition Problem
title_short A New Look at the Initial Condition Problem
title_sort new look at the initial condition problem
topic initial conditions
fractional derivative
linear systems
Riemann-Liouville derivative
Caputo derivative
FARMA
url https://www.mdpi.com/2227-7390/10/10/1771
work_keys_str_mv AT manueldortigueira anewlookattheinitialconditionproblem
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