DISCUSSION SURVEY

PHYSICAL AND GEOMETRICAL INTERPRETATION

OF GRUNWALD-LETNIKOV
DIFFERINTEGRALS:
MEASUREMENT OF PATH AND ACCELERATION
Radoslaw Cio
c
Abstract
A function f (t) of the independent variable t changing with
 every
 increment dt can be formulated as a functional sequence. If g f (t) is a
derivative or an integral of f(t) and the value of dt is interpreted subject
to an error T , then g f (t) is Gr
unwald-Letnikov dierintegral of that
sequence with an order closely related to dt and T . This paper illustrates
this relationship and proposes a geometrical and physical interpretation of
a fractional order Gr
unwald-Letnikov dierintegrals using the example of
path and acceleration measurements of a point in motion.
MSC 2010 : Primary 26A33; Secondary 28E05, 33E30, 34A25
Key Words and Phrases: fractional calculus, Gr
unwald-Letnikov dierintegrals, fractional order interpretation, measure theory
1. Introduction
Some geometrical and physical interpretations of fractional order derivatives and integrals are described by I. Podlubny [11], who bases on S. Samko
et al. [14], R.S. Rutman [12] and others. R. Herrmann [4], J.F. GomezAguilar et al. [3], A.G. Butkovskii et al. [1], J. Sabatier et al. [13], N.
Heymans et al. [6], R. Hilfer [5] have published also on the subject recently. None provides an unambiguous interpretation of fractional calculus
that would refer to the physical interpretation of derivative and integral
as a path and acceleration measurement of a point in motion. This is the
focus of this paper.
c 2016 Diogenes Co., Soa

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2. A general denition of Gr
unwald-Letnikov dierintegral
of a functional sequence
Let f (t) be a function of real variable t. The rst derivative of f (t) is
dened as:
df (t)

f (t + dt) f (t)
= lim
= tan ,
(2.1)
f (t) = f (1) (t) =
dt0
dt
dt
where:
dt is the increment of the independent variable t,
df (t) is the increment of a function dependent on t.
The second derivative is:


f (t + dt) f (t)
f (t) = f (t) = lim
dt0
dt
f (t) 2f (t + dt) + f (t + 2dt)
.
= lim
dt0
(dt)2
The derivative of any order n N is formulated as:
 
n
m n f (t mdt)
m=0 (1)
(n)
m
,
f (t) = lim
dt0
(dt)n
where:
n
n!
m = m!(nm)! for n  m.
The subsequent values of (t mdt) are indexed:


(2)

(2.2)

(2.3)

(2.4)
tm = t mdt,
where:
dt = t0 t1 = t1 t2 = = tl1 tl ,
m = 0, 1, 2, . . . , l,
tl
 (the oor function).
l =  t0dt
A function f (t mdt) can be expressed as a functional sequence, considering (2.4):
(2.5)
f (t mdt) = {f (t)}0...l = {f0 (tl ), f1 (tl1 ) . . . fl (t0 )}.
By substituting (2.5) to (2.3), the nth order derivative (n N) is produced, referred to as Gr
unwald-Letnikov dierintegral [2, 7, 9, 10] of functional sequence (GLs for short):
 
l
1 
(n)
m n
(1)
{flm (tm )} tl Dtn0 {f (t)}0...l , (2.6)
{f (t)} = lim
dt0 (dt)n
m
m=0
where:
{flm (tm )} is the m element of the sequence {f (t)}0...l ,
l n,
n
tl Dt0 {f (t)}0...l is Davis notation of the derivative.

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3. Physical and geometrical interpretation

of Gr
unwald-Letnikov dierintegral of a positive order
functional sequence (GLs+)
For n > 0, the binomial coecient can be presented in terms of the
Gamma function:
 
(n + 1)
n
n!
=
.
(3.1)
=
m!(n m)!
m!(n m + 1)
m
By generalizing (2.6) with the aid of (3.1) to orders (n > 0) R,
Gr
unwald-Letnikov dierintegral of a positive order of functional sequence
(GLs+ for short) is obtained, see [2, 7, 9, 10]:
l
1 
( + 1)
{flm (tm )} . (3.2)
(1)m

dt0 (dt)
m!( m + 1)

tl Dt0 {f (t)}0...l = lim

m=0

The rst derivative of functional sequence (2.5) determined for l = 1

corresponds to = 1 order GLs+ and is equal to (2.1):
d{f (t)}0...1
{f1 (t0 )} {f0 (t1 )}
=
= tan . (3.3)
dt
dt
Based on formula (3.2), GLs+ for l = 1 and ( > 0) R is expressed

1
tl Dt0 {f (t)}0...1

= lim

dt0

by:
1
tl Dt0 {f (t)}0...1

= lim

dt0

d{f (t)}0...1
{f1 (t0 )} {f0 (t1 )}
=
.
(dt)
(dt)

(3.4)

An additional magnitude is introduced to the left upper section of

Davis notation in (3.4), l value of formula (3.2), which is also the equivalent of the complete order derivative (2.6) for > 0 order of the derivative
(1 stands for the rst derivative, 2 for the second, etc.).
Let a functional sequence of two elements:
(3.5)
{v(t)}0...1 = {v0 (t1 ), v1 (t0 )}
represent velocity measurements of a moving point executed at two consecutive instants t1 and t0 at every time interval dt (2.4).
Let a stand for instantaneous acceleration:
{v1 (t0 )} {v0 (t1 )}
.
(3.6)
a = lim
dt0
dt
The acceleration formula (3.6) is identical with the equation describing
GLs+ for ( = 1) and (l = 1), (3.3).
The acceleration (3.6) is determined on the basis of measurements of
variable velocity, whose value depends on the instant of measurement. The
value of acceleration is thus dependent on the precision of determining the
instant of measurement. Since that instant is determined as a multiple

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R. Cioc

of the time interval dt, the accuracy of its determination and thereby indirectly the accuracy of acceleration measurement depends on a precise
determination of dt.
Let T stand for the measurement error of dt. It is interpreted as an
absolute error and added as positive or negative to dt. Assuming T is
taken into consideration at the start of dt, the acceleration can be formulated as follows:


{v1 (t0 )} {v0 t1 + (T ) }
.
(3.7)
aT = lim
dt0
dt + (T )
Let (dt) stand for variation of dt considering T :
(dt) = dt + (T ).

(3.8)

The impact of T on dt and velocity measurement is illustrated in Fig.

3.1.

Fig. 3.1: Geometrical interpretation of Gr

unwald-Letnikov dierintegral
of positive order functional sequence (GLs+)
The velocities at t1 + T and t1 T are not known as the measurements are carried out every dt. Therefore, acceleration including T
cannot be dened. Given similarities between (3.6) and (3.3) as well as
(3.7) and (3.4), velocities in desired time points can be estimated by means
of a GL+ order. These similarities imply:


(3.9)
{v0 (t1 + (T )} = {v0 (t1 )}
= v t1 + (T ) ,
where is a parameter (as well as the order of GLs+) estimating the velocity
v at t1 + (T ) and derived from (3.8):


(3.10)
= logdt dt + (T ) .
Figure 3.2 shows the dependence of on the percentage value of |T |
relative to dt.

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165

Fig. 3.2: Dependence of on |T |/dt

Substituting (3.8) to (3.7) and considering (3.9), an instantaneous acceleration formula is obtained which corresponds to the fractional order
dierintegral GLs+, (3.4):

0 (t1 +|T |)
lim {v1 (t0 )}{v
= tan
dt+|T
|
dt0
aT =
0 (t1 |T |)
lim {v1 (t0 )}{v
= tan
dt|T |
dt0

 

>1 v0 (t1 ) < v1 (t0 )
0 (t1 )}
= lim {v1 (t0 )}{v
t1l Dt0 {f (t)}0...1 .
(dt)
dt0
<1 v0 (t1 ) > v1 (t0 )
Analyzing the procedure illustrated with the dependencies (3.1) through
(3.11), one can conclude: the Gr
unwald-Letnikov positive order dierintegral (3.4) of a functional sequence (3.5) describing velocity of a point in
motion is interpreted as acceleration of the same point, determined on the
basis of measurements of its velocity read every time interval dt subject
to a measurement error of T , where the order of the Gr
unwald-Letnikov
dierintegral is related to dt and T by means of (3.8).
4. Physical and geometrical interpretation
of Gr
unwald-Letnikov dierintegral of a negative order
functional sequence (GLs-)


For n < 0, the binomial coecient becomes presented as:


(n + m)
n
n(n + 1)(n + 2) . . . (n m + 1)
= (1)m
. (4.1)
=
m!
m!(n)
m

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R. Cioc

By generalizing (2.6) with the aid of (4.1) to orders ( < 0) R, the

Gr
unwald-Letnikov dierintegral of a negative order of functional sequence
(GLs-, for short) is formulated as ([2, 7, 9, 10]):

tl Dt0 {f (t)}0...l = lim (dt)

dt0

l

( + m)
{flm (tm )} .
m!()

(4.2)

m=0

For the order ( = 1), l = 0 and dt (for a functional sequence of 1

element {f (t)}0...0 = {f0 (tl )}), the GLs- (4.2) becomes:
0 1
(tl dt)Dtl {f (t)}0...0

tl
= lim dt{f0 (tl )}
dt0

{f (t)}0...0 dt .

(4.3)

tl dt

A zero value of the additional magnitude for ( < 0) denes an operation equivalent to integration in the range equal to the integration step
dt. The GLs- (4.3) of the order ( = 1) corresponds to quadrature rules
for integration of {f (t)}0...0 . The GLs- (4.2) at the order ( = 1) can
be represented as a sum total of dierintegrals:
1
tl Dt0 {f (t)}0...l

= t10Dt1
{f (t)}l...l + t20Dt1
{f (t)}(l1)...(l1)
0
1

+ + (tl dt)0Dt1
{f (t)}0...0 = lim dt{fl (t0 )} + lim dt{fl1 (t1 )}
l
dt0

+ + lim dt{f0 (tl )} = lim dt

dt0

dt0

l


dt0

t0
{flm (tm )}

m=0

{f (t)}0...l dt
tl dt

t0
t1
tl
{f0 (tl )}dt, (4.4)
= {fl (t0 )}dt + {fl1 (t1 )}dt + +
t1

tl dt

t2

where: t1 = (t0 dt), t2 = (t1 dt), . . . .

Following (4.4) for the orders ( < 0) R, the GLs- (4.2) becomes:

tl Dt0 {f (t)}0...l

= t10Dt
{f (t)}l...l + t20Dt
{f (t)}(l1)...(l1)
0
1

+ + (tl dt)0Dt
{f (t)}0...0 = lim (dt) {fl (t0 )}
l
dt0

+ lim (dt) {fl1 (t1 )} + + lim (dt) {f0 (tl )}

dt0

dt0

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PHYSICAL AND GEOMETRICAL INTERPRETATION . . .

l


= lim (dt)
dt0

167

t0
{flm (tm )}

m=0

{f (t)}0...l (dt)
l (dt)

t0
1

= {fl (t0 )}(dt) + {fl1 (t1 )}(dt)

1

2
l

+ +

{f0 (tl )}(dt) ,

l

(4.5)

(dt)






where: 1 = t0 (dt) , 2 = 1 (dt) , 3 = 2 (dt) , . . .
Fig. 4.3 compares graphical representations of GLs- orders ( = 1)
and (1 < ) for l = 2 and dt < 1.

Fig. 4.3: Geometrical interpretation of Gr

unwald-Letnikov dierintegral
of negative order functional sequence (GLs-) for l = 2
Let the functional sequence:
(4.6)
{v(t)}0...l = {v0 (tl ), v1 (tl1 ), . . . , vl1 (t1 ), vl (t0 )}
represent the subsequent velocity measurements executed at instants from tl
to t0 at every time interval dt. Let S stand for the path covered by this point
and derived from the physical interpretation of the integral (quadrature
integration):
t0
l

{v(t)}0...l dt = lim dt
{vlm (tm )} .
(4.7)
S=
dt0

tldt

m=0

The equation corresponds to the GLs- of the order ( = 1), (4.4).

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The path (4.7) is determined by measurements of velocity, whose value

depends on the instant of measurement and thereby on precision of determining that instant. Since that instant is determined as a multiple of the
time interval dt, accuracy of its determination and thus accuracy of path
determination depend on a precise determination of dt.
Let T stand for measurement error of dt. T is assumed to have
a constant sign and value for each element of the sequence (4.6). T is
interpreted as an absolute error and added as positive or negative to dt.
Including T in (4.7) produces:
l




{vlm tm + (T ) }
ST = lim dt + (T )
dt0

m=0

t0
1
= {vl (t0 )}(dt T ) + {vl1 (t1 )}(dt T )
1

l
{v0 (t1 )}(dt T ),

+ +

(4.8)

l+1

where:
1 = t0 (dt T ), 2 = 1 (dt T ),. . . , l+1 = l (dt T ).
As quadrature rules (for which value of the function is constant in the
range of integration step) are applied to determine the path, it is assumed
that:


(4.9)
vlm tm (T ) = vlm (tm ).
Let (dt) stand for an individual interval of measurement time (identical
with the range of integration step) considering T like in the equation (3.8).
Considering 4.9 and the measurement time interval 3.8, ST becomes:
ST = lim (dt)
dt0

l


{vlm (tm )} tl Dt
{v(t)}0...l .
0

(4.10)

m=0

The path described by (4.10) corresponds to negative order Gr

unwaldLetnikov dierintegral (GLs-), (4.5).

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Fig. 4.4: Geometrical interpretation of negative order Gr

unwald-Letnikov
dierintegral as a path measurement
The path calculations (4.10) will show maximum accuracy if the number
of elementary paths in the time interval under discussion tends to innity
(l ) and if the time division tends towards 0 (dt 0). In actual

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measurements, both the number of elementary paths and time division are
nite, therefore, the following is assumed:
(0 < dt < 1) (T < dt).

(4.11)

If T is treated as the maximum absolute error, the maximum and

minimum distance travelled by a point can be determined on the basis of
(3.8). For > 1 (T < 0), a minimum path Smin will be determined, a
maximum path Smax will be determined for < 1 (T > 0), while a path
S0 liable to an error T = 0 will be determined for = 1:
Smin = lim (dtT )
dt0
T <0

l


{vlm (tm )} = lim (dt)

m=0

Smax = lim (dt + T )

dt0
T >0

l


dt0
>1

l

m=0

{vlm (tm )} = lim (dt)

dt0
<1

m=0

{vlm (tm )}, (4.12)

l


{vlm (tm )},

m=0

(4.13)
S0 = lim dt
dt0
T =0

l

m=0

{vlm (tm )} = lim dt

dt0
=1

l


{vlm (tm )}.

(4.14)

m=0

Fig. 4.4 contains a geometrical interpretation of the formula describing

GLs-, (4.10).
Analyzing the equations (4.1) through (4.14), one can conclude: the
Gr
unwald-Letnikov negative order dierintegral 4.2 of a functional sequence
4.6 describing velocity of a point in motion is interpreted as a path travelled
by the same point, determined on the basis of velocity measurements read
every time interval dt subject to a time interval measurement error T ,
where the order of the Gr
unwald-Letnikov dierintegral is related to dt
and T by means of (3.8).
5. Conclusions

The function g f (t) is a derivative or integral of the measured magnitude f (t) dependent on the independent variable t and read every dt.
In the case of indirect measurements, the order of the Gr
unwald-Letnikov
dierintegral of f (t) is directly associated with the reading error T of
the interval dt according to 3.8. The knowledge of the latter dependence
allows for a physical interpretation of the Gr
unwald-Letnikov dierintegral
referring to the interpretation of the derivative and the integral as indirect measurements of acceleration and path of a point in motion based on
measurements of its velocity.


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Faculty of Transport and Electrical Engineering
Kazimierz Pulaski University of Technology and Humanities in Radom
Malczewskiego Str. 29
Radom 26-600, POLAND
Received: January 16, 2015
e-mail: r.cioc@uthrad.pl

Revised: November 20, 2015

Please cite to this paper as published in:

Fract. Calc. Appl. Anal., Vol. 19, No 1 (2016), pp. 161172,
DOI: 10.1515/fca-2016-0009

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