Introduction
I'm very interested in fractional calculus, especially in Fractional Differential Equations (FDEs). The question arises how to solve the FDE $\alpha \cdot \operatorname{D}^{2 \cdot v} \left( y\left( x \right) \right) + \beta \cdot \operatorname{D}^{v} \left( y\left( x \right) \right) + \gamma \cdot y\left( x \right) = f\left( x \right)$ where $\left\{ \alpha,\, \beta,\, \gamma,\, y\left( x \right),\, f\left( x \right),\, v,\, x \right\} \in \mathbb{C}$ and where $\operatorname{D}^{v} \left( y\left( x \right) \right)$ is the $v$-th derivative of $y\left( x \right)$. The FDE is simple, but I don't see a trivial solution. My attempts at a solution so far have only led to a lesson or restricted the FDE to an ODE with $v \in \mathbb{R}$. Hence the question: How to solve the FDE $\alpha \cdot \operatorname{D}^{2 \cdot v} \left( y\left( x \right) \right) + \beta \cdot \operatorname{D}^{v} \left( y\left( x \right) \right) + \gamma \cdot y\left( x \right) = f\left( x \right)$ where $\left\{ \alpha,\, \beta,\, \gamma,\, y\left( x \right),\, f\left( x \right),\, v,\, x \right\} \in \mathbb{C}$?
Similar FDE
Of course there are similar FDEs, like the special case $f\left( x \right) = 0$: $$ \begin{align*} \alpha \cdot \operatorname{D}^{2 \cdot v} \left( y\left( x \right) \right) + \beta \cdot \operatorname{D}^{v} \left( y\left( x \right) \right) + \gamma \cdot y\left( x \right) &= f\left( x \right)\\ \alpha \cdot \operatorname{D}^{2 \cdot v} \left( y\left( x \right) \right) + \beta \cdot \operatorname{D}^{v} \left( y\left( x \right) \right) + \gamma \cdot y\left( x \right) &= 0\\ \end{align*} $$
$$ \begin{align*} \alpha \cdot \operatorname{D}^{2 \cdot v} \left( y\left( x \right) \right) + \beta \cdot \operatorname{D}^{v} \left( y\left( x \right) \right) + \gamma \cdot y\left( x \right) &= f\left( x \right)\\ \operatorname{D}^{2 \cdot v} \left( y\left( x \right) \right) + \frac{\beta}{\alpha} \cdot \operatorname{D}^{v} \left( y\left( x \right) \right) + \frac{\gamma}{\alpha} \cdot y\left( x \right) &= \frac{1}{\alpha} \cdot f\left( x \right)\\ \operatorname{D}^{2 \cdot v} \left( y\left( x \right) \right) + a \cdot \operatorname{D}^{v} \left( y\left( x \right) \right) + b \cdot y\left( x \right) &= \frac{1}{\alpha} \cdot f\left( x \right)\\ \end{align*} $$
$$ \begin{align*} \operatorname{D}^{2 \cdot v} \left( y\left( x \right) \right) + \frac{\beta}{\alpha} \cdot \operatorname{D}^{v} \left( y\left( x \right) \right) + \frac{\gamma}{\alpha} \cdot y\left( x \right) &= 0\\ \end{align*} $$
This FDE has e.g. given a solution by: $$ \begin{align*} y\left( x \right) &= \begin{cases} \sum\limits_{k = 1}^{\frac{1}{v} - 1}\left( a^{\frac{1}{v} - k - 1} \cdot \operatorname{E}_{x}\left( -k \cdot v;\, a^{\frac{1}{v}} \right) - b^{\frac{1}{v} - k - 1} \cdot \operatorname{E}_{x}\left( -k \cdot v;\, b^{\frac{1}{v}} \right) \right), &\text{if } a \ne b\\ x \cdot \exp\left( a \cdot x \right) \cdot \sum\limits_{k = -\frac{1}{v} + 1}^{\frac{1}{v} - 1}\left( a^{k} \cdot \left( \frac{1}{v} - \left| k \right| \right) \cdot \exp\left( a^{\frac{1}{v}} \cdot x \right) \right), &\text{if } a = b \ne 0\\ \frac{1}{\Gamma\left( 2 \cdot v \right)} \cdot x^{2 \cdot v - 1 }, &\text{if } a = b = 0\\ \end{cases}\\ \end{align*} $$
where $\Gamma\left( \cdot \right)$ is the Gamma Function and $\operatorname{E}_{t}\left( \cdot;\, \cdot \right)$ is the $\operatorname{E}_{t}$ Function.
My Best Attempts At Finding A Solution
Frobenius Method
Without Substitution
I would assume that $y\left( x \right)$ has a Maclaurin Series given by $y\left( x \right) = \sum\limits_{k = 0}^{\infty}\left( y_{k} \cdot x^{k} \right)$. Then we could use Euler's approach for the Fractional Derivative of power functions $\operatorname{D}^{n}\left( x^{m} \right) = \frac{\Gamma\left( m + 1 \right)}{\Gamma\left( m - n + 1 \right)} \cdot x^{m - n}$ and get this: $$ \begin{align*} \operatorname{D}^{n} \left( y\left( x \right) \right) &= \operatorname{D}^{n} \left( \sum\limits_{k = 0}^{\infty}\left( y_{k} \cdot x^{k} \right) \right)\\ \operatorname{D}^{n} \left( y\left( x \right) \right) &= \sum\limits_{k = 0}^{\infty}\left( y_{k} \cdot \frac{\Gamma\left( k + 1 \right)}{\Gamma\left( k - n + 1 \right)} \cdot x^{k - n} \right)\\ \end{align*} $$
If we plug $\operatorname{D}^{n} \left( y\left( x \right) \right) = \sum\limits_{k = 0}^{\infty}\left( y_{k} \cdot \frac{\Gamma\left( k + 1 \right)}{\Gamma\left( k - n + 1 \right)} \cdot x^{k - n} \right)$ in, we get: $$ \begin{align*} \operatorname{D}^{2 \cdot v} \left( y\left( x \right) \right) + a \cdot \operatorname{D}^{v} \left( y\left( x \right) \right) + b \cdot y\left( x \right) &= \frac{1}{\alpha} \cdot f\left( x \right)\\ \sum\limits_{k = 0}^{\infty}\left( y_{k} \cdot \Gamma\left( k + 1 \right) \cdot \left( \frac{1}{\Gamma\left( k - 2 \cdot v + 1 \right)} \cdot x^{k - 2 \cdot v} + a \cdot \frac{1}{\Gamma\left( k - v + 1 \right)} \cdot x^{k - v} + \frac{1}{\Gamma\left( k + 1 \right)} \cdot x^{k} \right) \right) &= \frac{1}{\alpha} \cdot f\left( x \right)\\ \sum\limits_{k = 0}^{\infty}\left( y_{k} \cdot \Gamma\left( k + 1 \right) \cdot \left( \frac{1}{\left( k - 2 \cdot v - 1 \right) \cdot \Gamma\left( k - 2 \cdot v \right)} \cdot x^{k - 2 \cdot v} + a \cdot \frac{1}{\left( k - v - 1 \right) \cdot \Gamma\left( k - v \right)} \cdot x^{k - v} + \frac{1}{\Gamma\left( k + 1 \right)} \cdot x^{k} \right) \right) &= \frac{1}{\alpha} \cdot f\left( x \right)\\ \end{align*} $$
Where I have no idea how to continue in a meaningful way. Of course, I could substitute the exponents of $x$ the same, then do a index-shift to put it back together, hoping that helps, but I'd rather give up on that. However, that would only allow one solution for $v \in \mathbb{Z}$, but then it is no longer an FDE, but an ODE.
With Substitution (for $\gamma = 0$)
The first sensible substitution that comes to mind is $z\left( x \right) ~{:=}~ \operatorname{D}^{v} \left( y\left( x \right) \right)$. Which we can rearrange with something and apply the condition $\operatorname{D}^{a} \left( \operatorname{D}^{b} \left( y\left( x \right) \right) \right) = \operatorname{D}^{a + b} \left( y\left( x \right) \right)$ so we get this: $$ \begin{align*} \alpha \cdot \operatorname{D}^{2 \cdot v} \left( y\left( x \right) \right) + \beta \cdot \operatorname{D}^{v} \left( y\left( x \right) \right) + 0 \cdot y\left( x \right) &= f\left( x \right)\\ \alpha \cdot \operatorname{D}^{2 \cdot v} \left( y\left( x \right) \right) + \beta \cdot \operatorname{D}^{v} \left( y\left( x \right) \right) + 0 &= f\left( x \right)\\ \alpha \cdot \operatorname{D}^{2 \cdot v} \left( y\left( x \right) \right) + \beta \cdot \operatorname{D}^{v} \left( y\left( x \right) \right) &= f\left( x \right)\\ \alpha \cdot \operatorname{D}^{v + v} \left( y\left( x \right) \right) + \beta \cdot \operatorname{D}^{v} \left( y\left( x \right) \right) &= f\left( x \right)\\ \alpha \cdot \operatorname{D}^{v} \left( \operatorname{D}^{v} \left( y\left( x \right) \right) \right) + \beta \cdot \operatorname{D}^{v} \left( y\left( x \right) \right) &= f\left( x \right)\\ \alpha \cdot \operatorname{D}^{v} \left( z\left( x \right) \right) + \beta \cdot z\left( x \right) &= f\left( x \right)\\ \end{align*} $$
I would assume that $z\left( x \right)$ has a Maclaurin Series given by $z\left( x \right) = \sum\limits_{k = 0}^{\infty}\left( z_{k} \cdot x^{k} \right)$. Then we could use Euler's approach for the Fractional Derivative of power functions $\operatorname{D}^{n}\left( x^{m} \right) = \frac{\Gamma\left( m + 1 \right)}{\Gamma\left( m - n + 1 \right)} \cdot x^{m - n}$ and get this: $$ \begin{align*} \alpha \cdot \operatorname{D}^{v} \left( z\left( x \right) \right) + \beta \cdot z\left( x \right) &= f\left( x \right)\\ \alpha \cdot \sum\limits_{k = 0}^{\infty}\left( z_{k} \cdot \frac{\Gamma\left( k + 1 \right)}{\Gamma\left( k - v + 1 \right)} \cdot x^{k - v} \right) + \beta \cdot \sum\limits_{k = 0}^{\infty}\left( z_{k} \cdot x^{k} \right) &= f\left( x \right)\\ \alpha \cdot \sum\limits_{k = -v}^{\infty}\left( z_{k + v} \cdot \frac{\Gamma\left( k + 1 \right)}{\Gamma\left( k + 1 \right)} \cdot x^{k} \right) + \beta \cdot \sum\limits_{k = 0}^{\infty}\left( z_{k} \cdot x^{k} \right) &= f\left( x \right)\\ \alpha \cdot \sum\limits_{k = -v}^{0}\left( z_{k + v} \cdot \frac{\Gamma\left( k + 1 \right)}{\Gamma\left( k + 1 \right)} \cdot x^{k} \right) + \alpha \cdot \sum\limits_{k = 0}^{\infty}\left( z_{k + v} \cdot \frac{\Gamma\left( k + 1 \right)}{\Gamma\left( k + 1 \right)} \cdot x^{k} \right) + \beta \cdot \sum\limits_{k = 0}^{\infty}\left( z_{k} \cdot x^{k} \right) &= f\left( x \right)\\ \alpha \cdot \sum\limits_{k = -v}^{0}\left( z_{k + v} \cdot \frac{\Gamma\left( k + 1 \right)}{\Gamma\left( k + 1 \right)} \cdot x^{k} \right) + \sum\limits_{k = 0}^{\infty}\left( \left( \alpha \cdot z_{k + v} \cdot \frac{\Gamma\left( k + 1 \right)}{\Gamma\left( k + 1 \right)} + \beta \cdot z_{k} \right) \cdot x^{k} \right) &= f\left( x \right)\\ \end{align*} $$
However, that would only allow one solution for $v \in \mathbb{Z}$, but then it is no longer an FDE, but an ODE.
Solving For The Homogeneous Equation
With Substitution (for $\gamma = 0$)
The first sensible substitution that comes to mind is $z\left( x \right) ~{:=}~ \operatorname{D}^{v} \left( y\left( x \right) \right)$. Which we can rearrange with something and apply the condition $\operatorname{D}^{a} \left( \operatorname{D}^{b} \left( y\left( x \right) \right) \right) = \operatorname{D}^{a + b} \left( y\left( x \right) \right)$ so we get this: $$ \begin{align*} \alpha \cdot \operatorname{D}^{2 \cdot v} \left( y\left( x \right) \right) + \beta \cdot \operatorname{D}^{v} \left( y\left( x \right) \right) + 0 \cdot y\left( x \right) &= f\left( x \right)\\ \alpha \cdot \operatorname{D}^{2 \cdot v} \left( y\left( x \right) \right) + \beta \cdot \operatorname{D}^{v} \left( y\left( x \right) \right) + 0 &= f\left( x \right)\\ \alpha \cdot \operatorname{D}^{2 \cdot v} \left( y\left( x \right) \right) + \beta \cdot \operatorname{D}^{v} \left( y\left( x \right) \right) &= f\left( x \right)\\ \alpha \cdot \operatorname{D}^{v + v} \left( y\left( x \right) \right) + \beta \cdot \operatorname{D}^{v} \left( y\left( x \right) \right) &= f\left( x \right)\\ \alpha \cdot \operatorname{D}^{v} \left( \operatorname{D}^{v} \left( y\left( x \right) \right) \right) + \beta \cdot \operatorname{D}^{v} \left( y\left( x \right) \right) &= f\left( x \right)\\ \alpha \cdot \operatorname{D}^{v} \left( z\left( x \right) \right) + \beta \cdot z\left( x \right) &= f\left( x \right)\\ \end{align*} $$
Composing the characteristic equation gives: $$ \begin{align*} \alpha \cdot \operatorname{D}^{v} \left( z\left( x \right) \right) + \beta \cdot z\left( x \right) &= f\left( x \right)\\ \alpha \cdot \lambda^{v} + \beta \cdot 1 &= 0\\ \alpha \cdot \lambda^{v} + \beta &= 0\\ \lambda^{v} &= -\frac{\beta}{\alpha}\\ \lambda &= \left( -\frac{\beta}{\alpha} \right)^{\frac{1}{v}}\\ \lambda_{k} &= \sqrt[v]{\left| \frac{\beta}{\alpha} \right|} \cdot \operatorname{cis}\left( \operatorname{Arg}\left( -\frac{\beta}{\alpha} \right) + 2 \cdot k \cdot \pi \right)^{\frac{1}{v}}\\ \lambda_{k} &= \sqrt[v]{\left| \frac{\beta}{\alpha} \right|} \cdot \operatorname{cis}\left( \frac{\operatorname{Arg}\left( -\frac{\beta}{\alpha} \right) + 2 \cdot k \cdot \pi}{v} \right)\\ \lambda_{k} &= \sqrt[v]{\left| \frac{\beta}{\alpha} \right|} \cdot \operatorname{cis}\left( \frac{\operatorname{Arg}\left( -\frac{\beta}{\alpha} \right)}{v} + \frac{2}{v} \cdot k \cdot \pi \right)\\ \end{align*} $$
where $\operatorname{Arg}\left( z \right)$ is the argument of z wich is the closest to $0$.
This means that the roots of the equation are $\lambda_{k} = \sqrt[v]{\left| \frac{\beta}{\alpha} \right|} \cdot \cos\left( \frac{\operatorname{Arg}\left( -\frac{\beta}{\alpha} \right)}{v} + \frac{2}{v} \cdot k \cdot \pi\right) + \sqrt[v]{ \left| \frac{\beta}{\alpha} \right|} \cdot \sin\left( \frac{\operatorname{Arg}\left( -\frac{\beta}{\alpha} \right)}{v} + \frac{2}{v} \cdot k \cdot \pi\right) \cdot i$ aka $\lambda^{v} + \frac{\beta}{\alpha} = \prod\limits_{k = 1}^{\left| \mathbb{S} \right|}\left( \lambda - \sqrt[v]{\left| \frac{\beta}{\alpha} \right|} \cdot \operatorname{cis}\left( \frac{\operatorname{Arg}\left( -\frac{\beta}{\alpha} \right)}{v} + \frac{2}{v} \cdot k \cdot \pi\right) \right)$ where $\mathbb{S}$ is the set of all roots of the equation. This gives the multiplicity of the all roots $= 1$ for $\alpha \ne 0 \ne \beta$.
With $z_{h}\left( x \right) = Q_{0}\left( x \right) \cdot \exp\left( \Re\left( \lambda_{k} \right) \cdot x \right) \cdot \cos\left( \Im\left( \lambda_{k} \right) \cdot x \right) + P_{0}\left( x \right) \cdot \exp\left( \Re\left( \lambda_{k} \right) \cdot x \right) \cdot \sin\left( \Im\left( \lambda_{k} \right) \cdot x \right)$ we'll get $$ \begin{align*} z_{h}\left( x \right) &= c_{2 \cdot k} \cdot \exp\left( \Re\left( \lambda_{k} \right) \cdot x \right) \cdot \cos\left( \Im\left( \lambda_{k} \right) \cdot x \right) + c_{2 \cdot k + 1} \cdot \exp\left( \Re\left( \lambda_{k} \right) \cdot x \right) \cdot \sin\left( \Im\left( \lambda_{k} \right) \cdot x \right)\\ z_{h}\left( x \right) &= \sum\limits_{k = 1}^{\left| S \right|}\left( c_{2 \cdot k} \cdot \exp\left( \sqrt[v]{\left| \frac{\beta}{\alpha} \right|} \cdot \cos\left( \frac{\operatorname{Arg}\left( -\frac{\beta}{\alpha} \right)}{v} + \frac{2}{v} \cdot k \cdot \pi\right) \cdot x \right) \cdot \cos\left( \sqrt[v]{\left| \frac{\beta}{\alpha} \right|} \cdot \sin\left( \frac{\operatorname{Arg}\left( -\frac{\beta}{\alpha} \right)}{v} + \frac{2}{v} \cdot k \cdot \pi\right) \cdot x \right) + c_{2 \cdot k + 1} \cdot \exp\left( \sqrt[v]{\left| \frac{\beta}{\alpha} \right|} \cdot \cos\left( \frac{\operatorname{Arg}\left( -\frac{\beta}{\alpha} \right)}{v} + \frac{2}{v} \cdot k \cdot \pi\right) \cdot x \right) \cdot \sin\left( \sqrt[v]{\left| \frac{\beta}{\alpha} \right|} \cdot \sin\left( \frac{\operatorname{Arg}\left( -\frac{\beta}{\alpha} \right)}{v} + \frac{2}{v} \cdot k \cdot \pi\right) \cdot x \right) \right) \end{align*} $$
where $c$ is a constant. Aka if $v \in \mathbb{N} \Rightarrow \left| \mathbb{S} \right| = v$.
Via using $z\left( x \right) = z_{h}\left( x \right) + z_{p}\left( x \right)$ we would get: $$\fbox{ $y\left( x \right) = \operatorname{D}^{v} \left( z_{h}\left( x \right) + z_{p}\left( x \right) \right)$ }$$
But I'm not sure how to determine $z_{p}$ (Particular Solution), whether I have correctly determined $z_{h}$ (Homogeneous Solution) and how to proceed after further determination.
If it stays the best answer under my question in the next few days it will get the bounty as well.
– Kevin Dietrich Apr 05 '23 at 21:22