On Theory of Systems of Fractional Linear Differential Equations

This paper is a continuation of a previous one dedicated to establishing a general theory of linear fractional differential equations. This paper deals with the study of linear systems of fractional differential equations such as the following: Y(α = A(x)Y + B(x) (1) where Dα Y ≡ Y (α is the Riemann-Liouville or Caputo fractional derivative of order α(0 < α ≤ 1), and: A(x) = a11(x). . .a1n(x)........ . . . ..an1(x). . .ann(x); B(x) = b1(x) bn(x) (2) are matrices of known real functions. We introduce a generalisation of the usual matrix exponential function and the Green function of fractional order, in connection with the Mittag-Leffler type functions. This function allows us to obtain an explicit representation of the general solution to system (1) when A is a constant matrix, in a way analogous to the usual case. Some applications of this theory are presented through the natural connection between system (1) and linear differential equations of fractional order. Some new models are presented.© 2005 ASME