- Research
- Open access
- Published:
Order-distributions and the Laplace-domain logarithmic operator
Advances in Difference Equations volume 2011, Article number: 59 (2011)
Abstract
This paper develops and exposes the strong relationships that exist between time-domain order-distributions and the Laplace-domain logarithmic operator. The paper presents the fundamental theory of the Laplace-domain logarithmic operator, and related operators. It is motivated by the appearance of logarithmic operators in a variety of fractional-order systems and order-distributions. Included is the development of a system theory for Laplace-domain logarithmic operator systems which includes time-domain representations, frequency domain representations, frequency response analysis, time response analysis, and stability theory. Approximation methods are included.
Introduction
The area of mathematics known as fractional calculus has been studied for over 300 years [1]. Fractional-order systems, or systems described using fractional derivatives and integrals, have been studied by many in the engineering area [2–9]. Additionally, very readable discussions, devoted to the mathematics of the subject, are presented by Oldham and Spanier [1], Miller and Ross [10], Oustaloup [11], and Podlubny [12]. It should be noted that there are a growing number of physical systems whose behavior can be compactly described using fractional-order system theory. Specific applications are viscoelastic materials [13–16], electrochemical processes [17, 18], long lines [5], dielectric polarization [19], colored noise [20], soil mechanics [21], chaos [22], control systems [23], and optimal control [24]. Conferences in the area are held annually, and a particularly interesting publication containing many applications and numerical approximations is Le Mehaute et al. [25].
The concept of an order-distribution is well documented [26–31]. Essentially, an order-distribution is a parallel connection of fractional-order integrals and derivatives taken to the infinitesimal limit in delta-order. Order-distributions can arise by design and construction, or occur naturally. In Bagley [32], a thermo-rheological fluid is discussed. There it is shown that the order of the rheological fluid is roughly a linear function of temperature. Thus a spatial temperature distribution inside the material leads to a related spatial distribution of system orders in the rheological fluid, that is, the position-force dynamic response will be represented by a fractional-order derivative whose order varies with position or temperature inside the material. In Hartley and Lorenzo [33], it is shown that various order-distributions can lead to a variety of transfer functions, many of which contain a ln(s) term, where s is the Laplace variable. Some of these results are reproduced in the tables at the end of this paper. In Adams et al. [34], it is shown that a conjugated-order derivative can lead directly to terms containing ln(s). In Adams et al. [35], it is also shown that the conjugated derivative is equivalent to the third generation CRONE control which has been applied extensively to control a variety of systems [25].
The purpose of this paper is to provide an understanding of the ln(s) operator, the Laplace-domain logarithmic operator, and determine what special properties are associated with it. The motivation is the frequent occurrence of the ln(s) operator in problems whose dynamics are expressed as fractional-order systems or order-distributions. This can be seen in Figure 1 which shows the transfer functions corresponding to several order-distributions, taken from Hartley and Lorenzo [33]. This figure demonstrates that the ln(s) operator appears frequently.
The next section will review the necessary results from fractional calculus and the theory of order-distributions. It will then be shown that the Laplace-domain logarithmic operator arises naturally as an order distribution, thereby providing a method for constructing a logarithmic operator either in the time or frequency domain. It is then shown that Laplace-domain logarithmic operators can be combined to form systems of logarithmic operators. Following this is the development of a system theory for Laplace-domain logarithmic operator systems which includes time-domain representations, frequency domain representations, frequency response analysis, time response analysis, and stability theory. Fractional-order approximations for logarithmic operators are then developed using finite differences. The paper concludes with some special order-distribution applications.
Order-distributions
In Hartley and Lorenzo [30, 33], the theory of order-distributions has been presented. It is based on the use of fractional-order differentiation and integration. The definition of the uninitialized q th-order Riemann-Liouville fractional integral is
The p th-order fractional derivative is defined as an integer derivative of a fractional integral
If higher derivatives are desired (p > 1), multiple integer derivatives are taken of the appropriate fractional integral. The integer derivatives are taken as in the standard calculus. In what follows, it will be important to use the Laplace transform of the fractional integrals and derivatives. This Laplace transform is given in Equation 3, where it is assumed that any initialization is zero
By comparing the convolution operators with the Laplace transforms, a fundamentally useful Laplace transform pair is
Here it can be seen that an operator such as that in Equation 3, can also be written as a Laplace-domain operator as
where for example, f(t) could be force, and x(t) could be displacement. Now if there exists a collection of these individual fractional-order operators driven by the same input, then their outputs can be combined
where the k's are weightings on each fractional integral. Taking the summation to a continuum limit yields the definition of an order-distribution
where q max is an upper limit on the differential order and should be finite for the integral to converge, and k(q) must be such that the integral is convergent. Equation 5 has the uninitialized time domain representation
Order-distributions can also be defined using integral operators instead of differential operators as
The uninitialized time domain representation of Equation 7 is
As a further generalization, in Equation 5, the lower limit of integration can be extended below zero to give
where again, k(q) must be chosen such that the integral converges. Even more generally, an order distribution can be written as
The Laplace-domain logarithmic operator
The logarithmic operator can now be defined using the order-distribution concept. In Equation 10, let k(q) be unity over the region of integration, a = 0, and b equal to infinity. Then the order-distribution is
Evaluating the first integral on the left gives
Thus
With the constraint that |s| > 1 for the integral to converge, it is seen that this order-distribution is an exact representation of the Laplace domain logarithmic operator at high frequencies, ω > 1, or small time. From Equation 12, it can be seen that the reciprocal Laplace-domain logarithmic operator can be represented by the sum of all fractional-order integrals at high frequencies, ω > 1. This can be visualized as shown in Figure 2.
At high frequencies, ω > 1, the time-domain operator corresponding to Equation 12 is
so that
These results are verified by the Laplace transform pair given in Roberts and Kaufman
which is obtained from Equation 13 by letting x(t) = δ(t), a unit impulse. It is important to note that the time domain function on the right-hand side of Equation 14 is known as a Volterra function, and is defined for all positive time, not just at high frequencies (small time) [36].
Referring back to Equation 10, again let k(q) be unity over the region of integration, a = negative infinity, and b = 0. Then the order-distribution is
Evaluating the integral on the right gives
Thus,
With the constraint that |s| < 1 for the integral convergence, it is seen that this order-distribution is an exact representation of the Laplace domain logarithmic operator at low frequencies, ω < 1, or large time. From Equation 16, it can be seen that the reciprocal Laplace-domain logarithmic operator can be represented by the sum of all fractional-order derivatives at low frequencies (large time). This can be visualized as shown in Figure 3.
At low frequencies, ω < 1, or large time, the integral over all the fractional derivatives must be used as in Equation 16. The time-domain operator corresponding to Equation 16 is then, with q = p - u,
so that
Letting the input x(t) = δ(t), a unit impulse, this equation becomes
Performing the integral yields
The properties of this integral require further study, although it appears to be convergent for large time due to the gamma function going to infinity when q passes through an integer and thus driving the integrand to zero there.
Higher powers of the Laplace-domain logarithmic operator
Higher powers of logarithmic operators can be generated using order distributions. In Equation 10, rather than letting k(q) be unity over the region of integration, a = 0, and b equal to infinity, now set k(q) = q. Then, at high frequencies, the integral becomes
Recognizing the rightmost term as the Laplace transform of q using ln(s) as the Laplace variable, gives
the square of the logarithmic operator. Likewise, this process can be continued for other polynomial terms in q, to give
For non-integer values of n, this process gives
Referring back to Equation 10, rather than letting k(q) be unity over the region of integration, a = negative infinity, and b = 0, now set k(q) = q. Thus, at low frequencies, the integral becomes
Recognizing the rightmost term as the Laplace transform of q using ln(s) as the Laplace variable, gives
the square of the logarithmic operator. Likewise, this process can be continued for other polynomial terms in q, to give
For non-integer values of n, this process gives
Systems of Laplace-domain logarithmic operators
Using the definitions for higher powers of logarithmic operators, it is possible to create systems of Laplace-domain logarithmic operator equations. As an example, consider the high frequency realization
Simplifying this gives
or
This results in the transfer function
Properties of transfer functions of this type will be the subject of the remainder of the paper.
Stability properties
The stability of systems composed only of Laplace-domain logarithmic operators must be studied in the complex ln(s)-plane. Generally, to study stability of an operator in a complex plane, which is a mapping of another complex variable, the boundary of stability in the original complex plane must be mapped through the operator into the new complex plane. For the ln(s) operator, let v = ln(s), thus
or
where n is generally all integers. Using only the primary strip, for n = 0, gives the plot of Figure 4. The stability boundary in the s-plane is the imaginary axis, or θ = ± π/2, and all r. Using the mapping, the positive imaginary s-axis maps into a line at v =+jπ/2, which goes from minus infinity to plus infinity as r is varied from zero to plus infinity. Continuing around a contour with radius infinity in the left half of the s-plane, yields an image in the v-plane moving downward out at plus infinity. Then moving back in the negative imaginary s-axis as r is varied from plus infinity to zero, gives a line in the v-plane at v = -jπ/2, which goes from plus infinity to minus infinity. Closing the contour in the s-plane by going around the origin on a semi-circle of radius zero, gives an upward vertical line at v equal to minus infinity. As orientations are preserved through the mapping, the stable region always lies to the left of the contour. In the v-plane, this is the region above the top horizontal line, and below the lower horizontal line. Note that the origin of the v-plane corresponds to s = 1. Note that beyond v = ± jπ, the image in the s-plane moves inside the branch cut on the negative real s-axis.
Time-domain responses
Equation 24 can be rewritten using v = ln(s) as
Letting b 0 = 0, b 1 = 1, b 2 = 0, a 0 = 1, a 1 = 3, a 2 = 1, results in
Let u(t) be an impulse function, and write this equation as a partial fraction to give
Now notice that the Laplace-domain logarithmic function has some interesting properties, particularly
Using the scaling law , applied to Equation 14 gives the transform pair
or letting a = e c gives
Thus, the time response for this system becomes
For this system, the v - plane poles are at v = -1,-2, or s = ev = e-1, e-2, which implies an unstable time response.
Now in Equation 24, letting b 0 = 0, b 1 = 0, b 2 = 0.5, a 0 = 1, a 1 = 0, a 2 = 2, results in
Let u(t) be an impulse function, and write this equation as a partial fraction to give
Using the transform pair from Equation 26 for each term yields
a real function of time. For this system, the v-plane poles are at v = +j 2, -j 2, s = e v = e j2, e -j 2, which implies a stable and damped-oscillatory time response.
This time-response can be seen in Figure 5. The time-response can also be found for the more general transfer function
Time-response plots for this system are also shown in Figure 5 with w = 1.6, 2.5, and 3.0 in addition to w = 2.0. Note that the initial value of these functions is infinity, and that the response becomes unstable for .
Frequency responses of systems with Laplace-domain logarithmic operators
As shown earlier, the mapping from the s-plane to the v-plane is
or
Again staying on the primary strip, with n = 0, the frequency response can be found to be
For the stable and damped-oscillatory example of the last section
This frequency response is plotted in Figures 6 and 7, where a resonance can be seen as expected. It is interesting to notice that the low and high frequency phase shift is zero degrees for this system, yet there is a resonance, and a -100° phase shift through the resonant frequency.
An approximation to the logarithm
Equation 11 provides an interesting insight to an approximation for the logarithm, using discrete steps in q in Figure 2. Approximating the integral in Equation 11 using a sum of rectangles gives
with Q as the step size in order. It should be noticed that the sum on the right has the closed form representation
This now provides a definition and an approximation, for the logarithmic operator at high frequencies
Likewise
This definition can be found in Spanier and Oldham [37].
A similar discussion can be given for a low frequency approximation.
Approximating the integral in Equation 15 using a sum of rectangles gives
with Q as the step size in order. It should be noticed that the sum on the right has the closed form representation
This now provides a definition and an approximation, for the logarithmic operator at low frequencies
These approximations were found to agree at high and low frequencies as predicted for 1/ln(s).
Laplace-domain logarithmic operator representation of ODE's
Equation 11 can be rewritten to demonstrate that any ODE or FODE can result from using incomplete logarithmic operators.
An incomplete Laplace-domain logarithmic operator can be defined as
where now the right-most integral is preferred. Evaluating the integral gives
Notice that this equation has mixed terms, containing both an s and a ln(s), a result that is generally easy to obtain using order-distributions. A similar equation can be found for small s by reversing the limits of integration.
A two-sided incomplete Laplace-domain logarithmic operator can also be defined as
This expression can be evaluated as
It is interesting to observe that a rational or fractional-order transfer function can arise from incomplete logarithmic operators. Consider
Using Equation 35, this equation reduces to
or equivalently
Thus it can be seen that in some cases, systems of order-distributions can surprisingly be represented by standard fractional-order systems.
Discussion
This paper develops and exposes the strong relationships that exist between time-domain order-distributions and the Laplace-domain logarithmic operator. This paper has presented a theory of Laplace-domain logarithmic operators. The motivation is the appearance of logarithmic operators in a variety of fractional-order systems and order-distributions. A system theory for Laplace-domain logarithmic operator systems has been developed which includes time-domain representations, frequency domain representations, frequency response analysis, time response analysis, and stability theory. Approximation methods are also included. Mixed systems with s and ln(s) require further study. These considerations have provided several Laplace transform pairs that are expected to be useful for applications in science and engineering where variations of properties are involved. These pairs are shown in Figures 8 and 9. More research is required to understand the behavior of systems containing both the Laplace variable, s, and the Laplace-domain logarithmic operator, ln(s).
References
Oldham KB, Spanier J: The Fractional Calculus. Academic Press, San Diego; 1974.
Bush V: Operational Circuit Analysis. Wiley, New York; 1929.
Carslaw HS, Jeager JC: Operational Methods in Applied Mathematics. 2nd edition. Oxford University Press, Oxford; 1948.
Goldman S: Transformation Calculus and Electrical Transients. Prentice-Hall, New York; 1949.
Heaviside O: Electromagnetic Theory. Volume II. Chelsea Edition 1971, New York; 1922.
Holbrook JG: Laplace Transforms for Electronic Engineers. 2nd edition. Pergamon Press, New York; 1966.
Mikusinski J: Operational Calculus. Pergamon Press, New York; 1959.
Scott EJ: Transform Calculus with an Introduction to Complex Variables. Harper, New York; 1955.
Starkey BJ: Laplace Transforms for Electrical Engineers. Iliffe, London; 1954.
Miller KS, Ross B: An Introduction to the Fractional Calculus and Fractional Differential Equations. Wiley, New York; 1993.
Oustaloup A: La derivation non entiere. Hermes, Paris; 1995.
Podlubny I: Fractional Differential Equations. Academic Press, San Diego; 1999.
Bagley RL, Calico RA: Fractional order state equations for the control of viscoelastic structures. J Guid Cont Dyn 1991,14(2):304-311. 10.2514/3.20641
Koeller RC: Application of fractional calculus to the theory of viscoelasticity. J Appl Mech 1984, 51: 299-307. 10.1115/1.3167616
Koeller RC: Polynomial operators, Stieltjes convolution, and fractional calculus in hereditary mechanics. Acta Mech 1986, 58: 251-264. 10.1007/BF01176603
Skaar SB, Michel AN, Miller RK: Stability of viscoelastic control systems. IEEE Trans Auto Cont 1988,33(4):348-357. 10.1109/9.192189
Ichise M, Nagayanagi Y, Kojima T: An analog simulation of non-integer order transfer functions for analysis of electrode processes. J Electroanal Chem Interfacial Electrochem 1971, 33: 253-265.
Sun HH, Onaral B, Tsao Y: Application of positive reality principle to metal electrode linear polarization phenomena. IEEE Trans Biomed Eng 1984,31(10):664-674.
Sun HH, Abdelwahab AA, Onaral B: Linear approximation of transfer function with a pole of fractional order. IEEE Trans Auto Control 1984,29(5):441-444. 10.1109/TAC.1984.1103551
Mandelbrot B: Some noises with 1/f spectrum, a bridge between direct current and white noise. IEEE Trans Inf Theory 1967,13(2):289-298.
Robotnov YN: Elements of Hereditary Solid Mechanics (In English). MIR Publishers, Moscow; 1980.
Hartley TT, Lorenzo CF, Qammar HK: Chaos in a fractional order chua system. IEEE Trans Circ Syst I 1995,42(8):485-490. 10.1109/81.404062
Oustaloup A, Mathieu B: La commande CRONE. Hermes, Paris; 1999.
Agrawal OP, Defterli O, Baleanu D: Fractional optimal control problems with several state and control variables. J Vibrat Control 2010,16(13):1967-1976. 10.1177/1077546309353361
Le Mehaute A, Tenreiro Machado JA, Trigeassou JC, Sabatier J: Fractional differentiation and its applications. Proceedings of IFAC-FDA'04 2005.
Bagley RL, Torvik PJ: On the existence of the order domain and the solution of distributed order differential equations. Parts I and II. Int J Appl Math 2000,7(8):865-882. 965-987, respectively
Caputo M: Distributed order differential equations modeling dielectric induction and diffusion. Fract Calculus Appl Anal 2001, 4: 421-442.
Diethelm K, Ford NJ: Numerical solution methods for distributed order differential equations. Fract Calculus Appl Anal 2001, 4: 531-542.
Hartley TT, Lorenzo CF: Dynamics and control of initialized fractional-order systems. Nonlinear Dyn 2002,29(1-4):201-233.
Hartley TT, Lorenzo CF: Fractional system identification: an approach using continuous order-distributions. NASA/TM-1999-209640 1999.
Lorenzo CF, Hartley TT: Variable order and distributed order fractional operators. Nonlinear Dyn 2002,29(1-4):57-98.
Bagley RL: The thermorheologically complex material. Int J Eng Sci 1991,29(7):797-806. 10.1016/0020-7225(91)90002-K
Hartley TT, Lorenzo CF: Fractional system identification based continuous order-distributions. Signal Process 2003, 83: 2287-2300. 10.1016/S0165-1684(03)00182-8
Adams JL, Hartley TT, Lorenzo CF: Identification of complex order-distributions. J Vibrat Control 2008,14(9-10):1375-1388. 10.1177/1077546307087443
Adams JL, Hartley TT, Lorenzo CF: Complex order-distributions using conjugated-order differintegrals. In Advances in Fractional Calculus: Theoretical Developments and Applications in Physics and Engineering Sabatier. Edited by: Agrawal, J, Tenreiro, OP, Machado, JA. Springer, Berlin; 2007:347-360.
Erdelyi A, et al.: Higher Transcendental Functions. Volume 3. Dover; 2007.
Spanier J, Oldham K: An Atlas of Functions. Hemisphere Publishing, New York; 1987.
Acknowledgements
The authors gratefully acknowledge the continued support of NASA Glenn Research Center and the Electrical and Computer Engineering Department of the University of Akron. The authors also want to express their great appreciation for the valuable comments by the reviewers.
Author information
Authors and Affiliations
Corresponding author
Additional information
Competing interests
The authors declare that they have no competing interests.
Authors' contributions
TH and CL worked together in the derivation of the mathematical results. Both authors read and approved the final manuscript.
Authors’ original submitted files for images
Below are the links to the authors’ original submitted files for images.
Rights and permissions
Open Access This article is distributed under the terms of the Creative Commons Attribution 2.0 International License (https://creativecommons.org/licenses/by/2.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
About this article
Cite this article
Hartley, T.T., Lorenzo, C.F. Order-distributions and the Laplace-domain logarithmic operator. Adv Differ Equ 2011, 59 (2011). https://doi.org/10.1186/1687-1847-2011-59
Received:
Accepted:
Published:
DOI: https://doi.org/10.1186/1687-1847-2011-59