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Taking Fractional Derivatives In the Frequency Domain

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Bret Cahill

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Feb 12, 2011, 11:42:55 AM2/12/11
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Taking the first derivative of a function after taking the Fourier
transform is easy: Just multiply each amplitude by it's frequency.

Supposing the order of the derivative is 1/2?

How would that derivative be taken in the frequency domain?


Bret Cahill


Pfs...@aol.com

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Feb 12, 2011, 11:53:43 AM2/12/11
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Just how bdo you define derivative of order 1/2?
What is D^(1/2)[sin(x)] ?

Sami Physics

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Feb 12, 2011, 12:31:59 PM2/12/11
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"Bret Cahill" <BretC...@peoplepc.com> wrote in message
news:325abe79-8368-487a...@l22g2000pre.googlegroups.com...

> Taking the first derivative of a function after taking the Fourier
> transform is easy: Just multiply each amplitude by it's frequency.

Apostrophe's and they're use's, you fucking imbecile. Everything you post
is crap.


alainv...@gmail.com

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Feb 12, 2011, 12:38:51 PM2/12/11
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On 12 fév, 17:53, Pfss...@aol.com wrote:
> On Sat, 12 Feb 2011 08:42:55 -0800 (PST), Bret Cahill
>
> <BretCah...@peoplepc.com> wrote:
> >Taking the first derivative of a function after taking the Fourier
> >transform is easy:  Just multiply each amplitude by it's frequency.
>
> >Supposing the order of the derivative is 1/2?
>
> >How would that derivative be taken in the frequency domain?
>
> >Bret Cahill
>
>  Just how bdo you define derivative of order 1/2?
>  What is D^(1/2)[sin(x)]  ?

Good night,

Since sin(x)= (exp(ix)-exp(-ix))/(2*i)
D^1/2 => {sqrt(i)*exp(ix)-sqrt(-i)*exp(-ix)}/(2i)
...

Alain

Bret Cahill

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Feb 12, 2011, 12:47:36 PM2/12/11
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> >Taking the first derivative of a function after taking the Fourier
> >transform is easy:  Just multiply each amplitude by it's frequency.
>
> >Supposing the order of the derivative is 1/2?
>
> >How would that derivative be taken in the frequency domain?
>
> >Bret Cahill
>
>  Just how bdo you define derivative of order 1/2?
>  What is D^(1/2)[sin(x)]  ?

http://www.maplesoft.com/support/help/Maple/view.aspx?path=fracdiff


Bret Cahill

Bret Cahill

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Feb 12, 2011, 12:53:15 PM2/12/11
to
> >Taking the first derivative of a function after taking the Fourier
> >transform is easy:  Just multiply each amplitude by it's frequency.
>
> >Supposing the order of the derivative is 1/2?
>
> >How would that derivative be taken in the frequency domain?
>
> >Bret Cahill
>
>  Just how bdo you define derivative of order 1/2?
>  What is D^(1/2)[sin(x)]  ?

http://www.mathpages.com/home/kmath616/kmath616.htm

William Elliot

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Feb 13, 2011, 1:49:45 AM2/13/11
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On Sat, 12 Feb 2011, alainv...@gmail.com wrote:
> On 12 f�v, 17:53, Pfss...@aol.com wrote:
>> On Sat, 12 Feb 2011 08:42:55 -0800 (PST), Bret Cahill
>> <BretCah...@peoplepc.com> wrote:

>>> Taking the first derivative of a function after taking the Fourier
>>> transform is easy: �Just multiply each amplitude by it's frequency.
>>
>>> Supposing the order of the derivative is 1/2?
>>> How would that derivative be taken in the frequency domain?
>>

>> Just how do you define derivative of order 1/2?


>> What is D^(1/2)[sin(x)] ?
>

> Since sin(x)= (exp(ix)-exp(-ix))/(2*i)
> D^1/2 => {sqrt(i)*exp(ix)-sqrt(-i)*exp(-ix)}/(2i)
> ...

Since for all n in N, D^n e^ax = a^n e^ax,
by analogy for all r in R, D^r e^ax = a^r e^ax.

Thus D^(1/2) e^ix = (sqr i).e^ix.

Pfs...@aol.com

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Feb 13, 2011, 9:46:11 AM2/13/11
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On Sat, 12 Feb 2011 22:49:45 -0800, William Elliot
<ma...@rdrop.remove.com> wrote:


>Since for all n in N, D^n e^ax = a^n e^ax,
>by analogy for all r in R, D^r e^ax = a^r e^ax.
>
>Thus D^(1/2) e^ix = (sqr i).e^ix.

How does that then translate to D^(1/2) {x^n} ??

Bret Cahill

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Feb 13, 2011, 10:23:03 AM2/13/11
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Going to make me do all the heavy lifting, are you?

Proof:

1st derivative:

multiplying each amplitude by its frequency

2nd derivative:

multiplying each amplitude by its frequency^2

Since there shouldn't be anything quirky going on:

3/2 derivative:

multiplying each amplitude by its frequency^(3/2)

So just raise each frequency to the order of the fractional
derivative.

Incredibly easy!

A Stanford youtube math prof said that people think in the time domain
but nature operates in the frequency domain.

You can really see it here.


Bret Cahill

alainv...@gmail.com

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Feb 13, 2011, 11:13:10 AM2/13/11
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> > How would that derivative be taken in the frequency domain?
Good afternoon,

For partial derivation (d/dx)^a o x^n
We just have to use gamma fonction.
For a=1 (d/dx)^1 o x^n = n!/(n-1)!x^(n-1)
general case, a , r real:
(d/dx)^a o x^r Gamma(r+1)/Gamma(r-a+1)*x^(r-a)
try
(d/dx)^a and (d/dx)^(1-a) upon x^n , n integer ...

Alain

whit3rd

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Feb 13, 2011, 5:04:54 PM2/13/11
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On Feb 13, 7:23 am, Bret Cahill <BretCah...@peoplepc.com> wrote:
> > Taking the first derivative of a function after taking the Fourier
> > transform is easy:  Just multiply each amplitude by it's frequency.

> 3/2 derivative:


>
> multiplying each amplitude by its frequency^(3/2)
>
> So just raise each frequency to the order of the fractional
> derivative.

This is the launchpoint for the book _Calculus in a New Key_
by D. L. Orth. It sure SOUNDS interesting, but the noninteger
derivative doesn't simplify anything I've ever worked on.

Bret Cahill

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Feb 13, 2011, 6:02:01 PM2/13/11
to
> > > Taking the first derivative of a function after taking the Fourier
> > > transform is easy:  Just multiply each amplitude by it's frequency.
> > 3/2 derivative:
>
> > multiplying each amplitude by its frequency^(3/2)
>
> > So just raise each frequency to the order of the fractional
> > derivative.
>
> This is the launchpoint for the book _Calculus in a New Key_
> by D. L. Orth.   It sure SOUNDS interesting, but the noninteger
> derivative doesn't simplify anything I've ever worked on.

It's good to check your work.

If you want to do it with the Excel Fourier transform tool:

1. get the new phase angle from the derivative order, nu

2. get the real and imaginary parts from the new phase angle and the
absolute value of the transform and the sign of the original real and
imaginary parts.

3. multiply the phase adjusted real and imaginary by the frequency^nu

4. complex

5. inverse transform.


Bret Cahill


alainv...@gmail.com

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Feb 15, 2011, 4:15:30 AM2/15/11
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> Bret Cahill

Bonjour,

I do not know the purpose and use of 'your' fractional
derivative.
to sum up (d/dy)^r o exp(ay) = a^r*exp(ay)
(d/dy)^r o y^n = Gamma(n+1)/Gamma(n-r+1)*y^(n-r)
We may also directly build a function g(x,y) such as
g(x+r,y) = d/dy)^r o g(x,y)
Example g(x,y) = d/dy)^x o (exp(2y)+exp(3y)
g(x,y) = 2^x*exp(2y)+3^x*exp(3y) ,


Alain

Bret Cahill

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Feb 15, 2011, 3:15:38 PM2/15/11
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If a function cannot be represented analytically, a spreadsheet is a
convenient way to quickly look at a lot of different fractional
derivatives.

I'm still having some divide by zero issues. Excel can sometimes be
tricked into working just by using very small numbers for zero.


Bret Cahill

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