The Mittag-Leffler function can be used to interpolate continuously between a Gaussian and a Lorentzian function.
In mathematics, the Mittag-Leffler function is a special function, a complexfunction which depends on two complex parameters and . It may be defined by the following series when the real part of is strictly positive:[1][2]
where is the gamma function. When , it is abbreviated as .
For , the series above equals the Taylor expansion of the geometric series and consequently .
In the case and are real and positive, the series converges for all values of the argument , so the Mittag-Leffler function is an entire function. This function is named after Gösta Mittag-Leffler. This class of functions are important in the theory of the fractional calculus.
For , the Mittag-Leffler function is an entire function of order, and type for any value of . In some sense, the Mittag-Leffler function is the simplest entire function of its order. The indicator function of is[3]: 50
This result actually holds for as well with some restrictions on when .[4]: 67
Some basic properties
The Mittag-Leffler function satisfies the recurrence property (Theorem 5.1 of [1])
from which the following asymptotic expansion holds : for and real such that
then for all , we can show the following asymptotic expansions (Section 6. of [1]):
-as :
,
-and as :
,
where we used the notation .
A simpler estimate that can often be useful is given, thanks to the fact that the order and type of is and , respectively:[4]: 62
for any positive and any .
A three-parameter generalization
The Mittag-Leffler function, characterized by three parameters, is expressed as follows:
One of the applications of the Mittag-Leffler function is in modeling fractional order viscoelastic materials. Experimental investigations into the time-dependent relaxation behavior of viscoelastic materials are characterized by a very fast decrease of the stress at the beginning of the relaxation process and an extremely slow decay for large times. It can even take a long time before a constant asymptotic value is reached. Therefore, a lot of Maxwell elements are required to describe relaxation behavior with sufficient accuracy. This ends in a difficult optimization problem in order to identify a large number of material parameters. On the other hand, over the years, the concept of fractional derivatives has been introduced to the theory of viscoelasticity. Among these models, the fractional Zener model was found to be very effective to predict the dynamic nature of rubber-like materials with only a small number of material parameters. The solution of the corresponding constitutive equation leads to a relaxation function of the Mittag-Leffler type. It is defined by the power series with negative arguments. This function represents all essential properties of the relaxation process under the influence of an arbitrary and continuous signal with a jump at the origin.[8][9]
R Package 'MittagLeffleR' by Gurtek Gill, Peter Straka. Implements the Mittag-Leffler function, distribution, random variate generation, and estimation.
References
^ abcdefSaxena, R. K.; Mathai, A. M.; Haubold, H. J. (2009-09-01). "Mittag-Leffler Functions and Their Applications". arXiv:0909.0230 [math.CA].
^T. R., Prabhakar (1971). "A Singular Integral Equation with a Generalized Mittag-Leffler Function in the Kernel". Yokohama Mathematical Journal. 19: 7–15.
Igor Podlubny (1998). "chapter 1". Fractional Differential Equations. An Introduction to Fractional Derivatives, Fractional Differential Equations, Some Methods of Their Solution and Some of Their Applications. Mathematics in Science and Engineering. Academic Press. ISBN0-12-558840-2.
Kai Diethelm (2010). "chapter 4". The analysis of fractional differential equations: an application-oriented exposition using differential operators of Caputo type. Lecture Notes in Mathematics. Heidelberg and New York: Springer-Verlag. ISBN978-3-642-14573-5.