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 Series on Complexity, Nonlinearity and Chaos
ISSN 2010-0019
Series Editor: Albert C.J. Luo
(Southern Illinois University Edwardsville, USA)

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The books in this series will focus on the recent developments, findings and progress
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computational techniques in nonlinear physical science and nonlinear mathematics.

Topics of interest in Complexity, Nonlinearity and Chaos include but not limited
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Vol. 1 Ray and Wave Chaos in Ocean Acoustics: Chaos in Waveguides

D. Makarov, S. Prants, A. Virovlyansky & G. Zaslavsky

Vol. 2 Applications of Lie Group Analysis in Geophysical Fluid Dynamics

N. H. Ibragimov & R. N. Ibragimov

Vol. 3 Fractional Calculus: Models and Numerical Methods

D. Baleanu, K. Diethelm & J. J. Trujillo

Vol. 4 Asymptotic Integration and Stability: For Ordinary, Functional

and Discrete Differential Equations of Fractional Order
D. Baleanu & O. G. Mustafa

Vol. 5 Fractional Calculus: Models and Numerical Methods (Second Edition)

D. Baleanu, K. Diethelm, E. Scalas & J. J. Trujillo

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Names: Baleanu, D. (Dumitru)
Title: Fractional calculus : models and numerical methods / by Dumitru Baleanu
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Description: 2nd edition. | New Jersey : World Scientific, 2016. | Series: Series on complexity,
nonlinearity and chaos ; volume 5 | Includes bibliographical references and index.
Identifiers: LCCN 2016030115 | ISBN 9789813140035 (hardcover : alk. paper)
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Preface

Fractional Calculus deals with the study of so-called fractional order in-
tegral and derivative operators over real or complex domains and their
applications. It has its roots in 1695, in a letter from de l’Hospital to Leib-
niz. Questions such as “What is understood by Fractional Derivative?”
√
or “What does the derivative of order 1/3 or 2 of a function mean?”
motivated many brilliant scientists to focus their attention on this topic
during the 18th and 19th centuries. For instance, we can mention Euler
(1738, [228]), Laplace (1812, [356]), Fourier (1822, [244]), Abel (1823, [3]),
Liouville (1832–1855, [375, 376]), Grünwald (1867, [275]), Letnikov (1868–
1872, [364–366]), Riemann (1876, [518]), Laurent (1884, [360]), or Heaviside
(1893–1912, [291, 292]).
It is well known that Abel implicitly applied fractional calculus in 1823
in connection with the tautochrone problem, which was modeled through a
certain integral equation with a weak singularity of the type that appears in
the so-called Riemann-Liouville fractional integral [3]. Therefore he can be
considered the first scholar who investigated an interesting physical prob-
lem using techniques from what we today call fractional calculus. Later,
Liouville tried to apply his definitions of fractional derivatives to different
problems [375]. On the other hand, in 1882 Heaviside introduced a so-called
operational calculus which reconciliated the fractional calculus with the ex-
plicit solution of some diffusion problems. Particularly, his techniques were
applied to the theory of the transmission of electrical currents in cables
[291]. For more historic facts about the development of the fractional cal-
culus during these two centuries, the monographs by Oldham and Spanier

vii
August 22, 2016 13:50 BC: 10044 - Fractional Calculus book-main page viii

viii Fractional Calculus: Models and Numerical Methods

[465], by Ross [531], by Miller and Ross [430] and Samko et al. [542] can be
consulted.
During the 20th century, up to 1985, we can list some of the pi-
oneer researchers in this topic, such as Weyl (1917, [625]), Hardy
(1917–1928, [282, 283]), Littlewood (1925–1928, [284, 285]), Levy (1937,
[367]), Zygmud (1934–1945, [652, 653]), M. Riesz (1936–1949, [519, 520]),
Doetsch (1937, [204]), Erdélyi (1939–1965, [224, 225]), Kober (1940,
[346]), Widder (1941, [629]), Rabotnov (1948–1980, [487, 513]), Feller
(1943–1971, [231, 232]), Maraval (1956–1971, [404, 405]), Sneddon (1957–
1979, [570–572]), Gorenflo (since 1965, [267]), Caputo (since 1966, [140]),
Dzherbashyan (1970, [214]), Samko (since 1967, [540]), Srivastava (since
1968, [574, 575]), Oldham (1969, [464]), Osler (1970, [468]), Caputo
and Mainardi (since 1971, [145]), Love (since 1971, [380]), Oldham
and Spanier (1974, [465]), Mathai and Saxena (since 1978, [411]), Ross
(since 1974, [530]), McBride (since 1979, [413]), Nigmatullin (since 1979,
[456]), Oustaloup (since 1981, [469, 470]), Bagley and Torvik (since 1983,
[605, 605]), among others. As we will argue below, around 1985, new and
fertile applications of fractional differential equations emerged and this field
became part of applied sciences and engineering.
A fractional derivative is just an operator which generalizes the ordi-
nary derivative, such that if the fractional derivative is represented by the
operator symbol Dα then, when α = 1, it coincides with the ordinary dif-
ferential operator D. As a matter of fact, there are many different ways to
set up a fractional derivative, and, nowadays, it is usual to see many dif-
ferent definitions. Here we must remark that, when we speak of fractional
calculus, or fractional operators, we are not speaking of fractional powers
of operators, except when we are working in very special functional spaces,
such as the Lizorkin spaces.
Fractional differential equations, that is, those involving real or complex
order derivatives, have assumed an important role in modeling the anoma-
lous dynamics of many processes related to complex systems in the most
diverse areas of science and engineering. However the interest in the specific
topic of fractional calculus surged only at the end of the last century.
The theoretical interest in fractional differential equations as a mathe-
August 22, 2016 13:50 BC: 10044 - Fractional Calculus book-main page ix

Preface ix

matical challenge can be traced back to 1918, when O’Shaughnessy [467]

gave an explicit solution to the differential equation y (α = y/x, after he
himself had suggested the problem. In 1919, Post [495] proposed a com-
pletely different solution. Note that, at that time, this problem was not
rigorously defined, since there was no mention of what fractional derivative
was being used in the proposed differential equation. This explains why
both authors found such different solutions, and why neither of them was
wrong.
As one would expect, since a fractional derivative is a generalization of
the ordinary derivative, it is going to lose many of its basic properties; for
example, it loses its clear geometric or physical interpretation, the index law
is only valid when working in specific functional spaces, the derivative of the
product of two functions is difficult to compute, and the chain rule cannot
be straightforwardly applied. It is natural to ask, then, what properties of
fractional derivatives make them so suitable for modeling certain complex
systems. We think the answer lies in the property exhibited by such systems
of “non-local dynamics”, that is, the processes’ dynamics have a certain
degree of memory and fractional operators are non-local, while the ordinary
derivative is a local operator.
In 1974, after a joint research activity, Oldham and Spanier published
the first monograph devoted to fractional operators and their applications
in problems of mass and heat transfer [465]. In 1974, the First Conference
on Fractional Calculus and its Applications took place at the University of
New Haven, organized by B. Ross who edited the corresponding proceedings
[530]. We can think of this year as the beginning of a new age for fractional
calculus.
The stochastic interpretation for the fundamental solution of the ordi-
nary diffusion equation in terms of Brownian motion has been known since
the early years of 20th century. Physicists often mention Einstein as the
pioneer in this field [217]. Indeed, Einstein’s paper on Brownian motion
had a large success and motivated further experimental work on the atomic
and molecular hypothesis. However, five years before Einstein, L. Bachelier
published his thesis on price fluctuations at the Paris stock exchange [47].
In this thesis, the connection was already made clear between Brownian
August 22, 2016 13:50 BC: 10044 - Fractional Calculus book-main page x

x Fractional Calculus: Models and Numerical Methods

motion and the diffusion equation. These results considered the position
of a diffusing object as the sum of independent and identically distributed
random variables leading to a Gaussian distribution in the asymptotic limit
by virtue of the central limit theorem which was refined in the first half of
the 20th century as well [233].
In 1949, Gnedenko and Kolmogorov [259] introduced a generalization of
the classical central limit theorem for sums of random variables with infinite
second moment converging to α-stable random variables. Almost simulta-
neously, Lévy and Feller also wrote seminal contributions leading to some
controversy on priority [233]. In 1965, Montroll and Weiss [440] introduced
a process in physics, later called continuous time random walk (CTRW)
by Scher [439, 554, 555]. This process turned out to be very useful for the
theoretical description of anomalous diffusion phenomena associated to cer-
tain materials [92]. CTRWs (also known as compound renewal processes in
the mathematical community) are a generalization of the above mentioned
method for normal diffusion processes. Therefore, they became the tool
of choice for many applied scientists in order to characterize and describe
anomalous diffusive processes from the mid-20th century until today.
The use of Laplace and Fourier integral transforms helps us in proving
that, for a sub-diffusive process, the density function u(x, t) of finding the
diffusing particle in x at time t is the fundamental solution of the following
time-fractional diffusion equation:

Δ2x u = kDtβ u. (1)

Such a connection lets us consider the CTRW models of the subdiffusive

process as fractional differential models. Among the papers dealing with
this fact there are Balakrishnan (1985, [52]), Wyss (1986, [635]), Schneider
and Wyss (1989, [636]), Fujita (1990, [246–248]), Shlesinger, Zalavsky, and
Klafter (1993, [565]), Metzler, Glöckle, and Nonnenmacher (1994, [424]),
Zaslavsky (1994, [642]), Engheta (1996, [220]), Klafter, Shlesinger, and
Zumofen (1996, [342]), Metzler and Nonnenmacher (1997, [427]), Metzler,
Barkai, and Klafter (1999, [423]), Hilfer (2000, [304]), Anton (1995, [306]),
and many more. For a comprehensive review, we recommend the excellent
papers by Metzler and Klafter (2000–2004, [425, 426]). In these papers,
the reader finds an accurate description of fractional diffusion models as
August 22, 2016 13:50 BC: 10044 - Fractional Calculus book-main page xi

Preface xi

well as a clear explanation of the role played by other linear or non-linear

diffusive fractional models, such as the fractional Fokker-Planck equation.
The relationship between CTRWs and fractional diffusion will be dealt
with in Chapters 6 and 7, as well as in several sections of Chapter 5. We
must also point out that this is perhaps the first monograph presenting
modern numerical methods used to solve fractional differential equations
(see Chapters 2 and 3).
As a result of many investigations in different areas of applied sci-
ences and engineering and as a consequence of the relationship between
CTRWs and diffusion-type pseudo-differential equations, new fractional dif-
ferential models were used in a great number of different applied fields.
We can mention material science, physics, astrophysics, optics, signal
processing and control theory, chemistry, transport phenomena, geol-
ogy, bioengineering and medicine, finance, wave and diffusion phenom-
ena, dissemination of atmospheric pollutants, flux of contaminants trans-
ported by subterranean waters through different strata, chaos, and so
on. Also, the reader can find many more references, e. g., in the mono-
graphs, [221, 304, 412, 474, 487, 595, 510, 117, 335, 392, 537, 560] and
[68, 139, 154, 186, 398, 438, 549, 598, 588, 341, 100, 399]
The idea that physical phenomena, such as anomalous diffusive or wave
processes, can be described with fractional differential models raises, at
least, the following three fundamental questions:

• Are mathematical models with fractional space and/or time deriva-

tives consistent with the fundamental laws and well known sym-
metries of the nature?
• How can the fractional order of differentiation be observed exper-
imentally or how does a fractional derivative emerge from micro-
scopic models?
• Once a fractional calculus model is available, how can a fractional
order equation be solved (exactly or approximately)?

Of course, here, we must mention the very important contributions in

nonlinear non-fractional differential models which were more studied by
mathematicians than used by applied researchers, at least to describe the
August 22, 2016 13:50 BC: 10044 - Fractional Calculus book-main page xii

xii Fractional Calculus: Models and Numerical Methods

dynamics of processes within anomalous media, but this is beyond the scope
of this book. However, we must remark the fractional differential models
are a complementary tool to classical methods. The reader can consult the
paper [114], where it is shown that strongly non-differentiable functions can
be solutions of elementary fractional equations.
During the last 25 years there has been a spectacular increase in the use
of fractional differential models to simulate the dynamics of many different
anomalous processes, especially those involving ultra-slow diffusion. The
following table is only based on the Scopus database, but it reflects this
state of affairs clearly:

Table 1 Evolution in the number of publications on fractional differential equations

and their applications
Words in title or abstract 1960–1980 1981–1990 1991–2000 2001–2010

Fractional Brownian Motion 2 38 532 1295

Anomalous Diffusion 185 261 626 1205
Anomalous Relaxation 21 23 70 61
Superdiffusion or Subdiffusion 0 22 121 521
Anomalous Dynamics 11 24 128 443
Anomalous Processes
Fractional Models
Fractional Relaxation
Fractional Kinetics
Fractional Dynamics
Fractional Differential Equation 1 1 74 943
Fractional Fokker-Planck Equation
Fractional Diffusion Equation

On the other hand, and from a mathematical point of view, during

the last five years we have been able to find many interesting publications
connected with applications of classical fixed point theorems on abstract
spaces to study the existence and uniqueness of solutions of many kinds of
initial value problems and boundary value problems for fractional operators.
See, e. g., [29, 354, 13, 455, 294, 12, 9, 592, 80, 192, 196].
For these reasons, we expect that fractional differential models will play
an important role in the near future in the description of the dynamics
of many complex systems. From our point of view, despite the attention
given to it until the moment by many authors, only a few steps have been
August 22, 2016 13:50 BC: 10044 - Fractional Calculus book-main page xiii

Preface xiii

taken toward what may be called a clear and coherent theory of fractional
differential equations that supports the widespread use of this tool in the
applied sciences in a manner analogous to the classical case. Therefore we
can find here a great number of both theoretical and applied open problems.
For example, we think that three important kinds of such challenges, among
others, are the following:

• In spite of the fact that there were several attempts to formu-

late a deterministic approach of fractional differential models in
many different areas of science and engineering, in general there
have not been many rigorous justifications of such models. A de-
terministic approach to fractional differential models including a
clear justification, as in the classical case, is an important open
problem. Such an objective comes motivated mainly by the need
to take into account the macroscopic behavior of anomalous pro-
cesses not connected to stochastic theories. An example could be
when studying the dynamics of ultrasonic waves through very ir-
regular media, and there are many other potential examples. The
first steps in this direction may have been done recently; see for
example, [30, 526, 639, 638, 388, 525].
In addition, we recall the paper [459] where memory, expressed in
terms of fractional operators, emerges from the initial model that
does not “hint” to the presence of memory. Also, as an example,
one can point to the literature on dielectric relaxation based on
fractional kinetics [457] where differential equations containing non-
integer operators describing the kinetic phenomena emerge from
the self-similar structure of the medium considered. This approach
recently received also its experimental confirmation [458].
• The introduction of a suitable fractional Laplacian for Dirichlet
and Neumann problems associated to isotropic and anisotropic me-
dia. We must remark that, in the literature, at least three differ-
ent approaches were used to solve such a problem in the isotropic
case, namely the application of the well-known fractional power
of operators, the hyper-singular inverse of one of the Riesz frac-
tional integral operators of potential, and the characterization by
means of the corresponding Fourier transform. The first two cases
August 22, 2016 13:50 BC: 10044 - Fractional Calculus book-main page xiv

xiv Fractional Calculus: Models and Numerical Methods

do not allow to work in wide functional spaces, whereas in the

third one, the possibility exists not to determine with enough
rigor the fractional Laplacian in the spatial field. We refer to
[407, 541, 135, 134, 146, 136] for further details.
• The development of suitable and well-founded numerical methods
to solve fractional ordinary and partial differential equations, so
that applied researchers can refine their results, as in the classical
case.
We will devote two chapters of this book to this problem, where
the reader can find a number of relevant references. In any case,
this is still an important open field whose development will allow
quicker advances in applied fields.

Until now, our attention was focused on fractional differential equations

and their applications. However, fractional operators had been mainly used
for other objectives in the past. We will illustrate this fact with the fol-
lowing two examples connected with potential theory: the n-dimensional
fractional operators introduced by Riesz (1932–1945), as a generalization of
the Riemann-Liouville integral operators, were used to write the solution of
certain ordinary partial differential equations explicitly [519]; Erdélyi and
Sneddon (1960–1966) used the so-called Erdélyi-Kober fractional integral
operators to solve explicitly certain dual integral equations (see [225, 571]).
Following such ideas, many other authors used fractional operators
to generalize certain classical theories or to simplify classical problems.
So, many special functions were expressed in terms of elementary func-
tions by using fractional operators by Kiryakova [340]; the singularities of
certain known ordinary differential equations were avoided in the frame-
work of fractional calculus (see [528, 524]), or Riewe, Agrawal, Klimek,
Baleanu et al. have initiated a fractional generalization of variational
theory (see [521, 343, 15, 55, 63, 506, 34, 43, 322, 73, 587]), etc. Re-
markable are the results obtained in control theory through the frac-
tional generalization of the well-known PID controllers (see, for example,
[474, 594, 595, 490, 473, 537, 438, 139]).
Therefore, we can use the label “fractional calculus models” when we
refer to a generalization of a classical theory in the framework of fractional
August 22, 2016 13:50 BC: 10044 - Fractional Calculus book-main page xv

Preface xv

calculus. In this sense, in Chapter 4 and in a part of Chapter 5, we develop

fractional generalizations of important classical theories. Below, we are
going to explain such issues with more detail.
This book consists of a total of seven chapters, one appendix and an
extensive bibliography.
Chapter 1 contains preliminary material that can be skipped by in-
formed readers. This chapter is here to help the reader in reducing the use
of external sources.
As we have seen, fractional-order models are a generalization of classical
integer-order models. However, it turns out that these models are also in
need of more general techniques in order to provide analytical solutions in
closed form and/or qualitative studies of the solutions. As in the classical
case, such techniques are not enough in many practical relevant cases. Thus
there is a substantial demand for efficient numerical techniques to handle
fractional derivatives and integrals and equations involving such operators.
Many algorithms were proposed for this purpose in the last few decades,
but they tend to be scattered across a large number of different publications
and, moreover, an appropriate and rigorous convergence analysis is often
not available. Thus, a user who needs a numerical scheme for a particular
problem often has difficulties in finding a suitable method. As a partial
remedy to this state of affairs, in Chapters 2 and 3 we collect the most im-
portant numerical methods for practically relevant tasks. We have focused
our attention on those algorithms whose behavior is well understood and
that have proven to be reliable and efficient.
The fourth chapter is devoted to generalize the classical theory of Stir-
ling numbers of first s(n, k) and second kind S(n, k) in the framework of the
fractional calculus, basically using fractional differential and integral oper-
ators. Such special numbers play a very important role in connection with
many applications, in particular in computing finite difference schemes and
in numerical approximation methods. Such generalizations have been an
open problem whose solution was approached by Butzer and collaborators,
[120–124, 288], during the last years of the 20th century. We have worked
out the mentioned generalization with respect to both parameters, n and
k, so that they can be real or complex numbers, but keeping almost any
August 22, 2016 13:50 BC: 10044 - Fractional Calculus book-main page xvi

xvi Fractional Calculus: Models and Numerical Methods

known property corresponding to the classical numbers. Moreover, in this

chapter, we introduce a number of important applications; for instance we
connect the generalized Stirling functions with the corresponding infinity
differences and with the fractional Hadamard derivative or with the frac-
tional Liouville operators. On the other hand, we must remark that our
treatment of this issue is not the ultimate one, even if we believe that our
theory can open new and interesting perspectives to apply such results to
approach to the calculus of infinite difference or fractional difference equa-
tions. The latter could be very important in the context of modeling the
dynamics of anomalous processes.
Classical calculus of variations as a branch of mathematics is recognized
for its fundamental contributions in various areas of physics and engineer-
ing. The history of variational calculus started already with problems well-
known to Greek philosophers as well as scientists and contains illustrative
contributions to the evolution of the science and engineering. During the
last decade, when fractional calculus started to be applied intensively to
various problems related to real world applications, it was pointed out that
it should be applied also to variational problems. As a result of this fusion
the theory of fractional variational principles was created. This new theory
consists of two parts, the first one is related to the mathematical general-
ization of the classical theory of calculus of variations and the second one
involves the applications.
The fractional Euler-Lagrange equations recently studied are a new set
of differential equations involving both the left and the right fractional
derivatives.
As a result of interaction among fractional calculus, delay theory and
time scales calculus, we observed that the new theory started to be general-
ized according to new results obtained in these fields. Also the applications
of this new theory in so called fractional differential geometry started to
be reported as well as with some promising generalizations of the classical
formalisms in physics and in control theory.
An important feature of fractional variational principles is that they
contain classical ones as a particular case when fractional operators con-
verge to ordinary differential operators. Besides, fractional optimal control
August 22, 2016 13:50 BC: 10044 - Fractional Calculus book-main page xvii

Preface xvii

is largely developed and fractional numerical methods started to be applied

to solve the fractional Euler-Lagrange equations. At this stage, we are con-
fident that fractional variational principles will lead to new discoveries in
several fields.
In Chapter 5, we introduce the reader of this book to the extension
of variational calculus within the framework of fractional calculus, pre-
senting a theory of fractional variational principles. Moreover, in the first
part of the mentioned chapter, we consider the study of solutions for the
corresponding fractional Euler-Lagrange equations, a new set of fractional
differential equations involving both the left and right fractional derivatives.
In the second part of this chapter, we study the discrete and continuous
case of the called fractional Hamiltonian dynamics, which generalizes the
classical dynamics of Hamiltonian systems.
As already discussed, there is a deep connection between the fractional
diffusion equation and the stochastic models for anomalous diffusion called
CTRWs (continuous-time random walks). These processes, as discussed by
physicists, are an instance of semi-Markov processes. This mild generaliza-
tion already leads to an infinite memory in time. Considered non-physical
by several authors, spatial non-locality is connected to the power-law be-
havior of the distribution of jumps. All these phenomena are described by
means of a suitable stochastic process, the fractional compound Poisson
process with symmetric α-stable jumps which makes quite simple the proof
of the generalized central limit theorem. This is the subject we study in
Chapter 6.
In Chapter 7, we present an overview of the application of CTRWs to
finance. In particular we give a brief presentation on the application of
CTRWs, and implicitly fractional models, to option pricing and we point
the reader to other applications such as insurance risk evaluation and eco-
nomic growth models.
When tick-by-tick prices are considered, not only price jumps, but also
inter-trade durations seem to vary at random. Therefore, as a first approx-
imation, it is possible to describe durations as independent and identically
distributed random variables. In this framework, position is replaced by
log-price and jumps in position by tick-by-tick log-returns. The interesting
August 22, 2016 13:50 BC: 10044 - Fractional Calculus book-main page xviii

xviii Fractional Calculus: Models and Numerical Methods

case comes when inter-trade durations do not follow a exponential distri-

bution.
The material covered in the seven chapters is complemented by an ap-
pendix where we explicitly provide the implementation of the algorithms
described in the previous chapters, in several common programming lan-
guages.
Finally we include an extensive bibliography which, however, is far from
being exhaustive.
During the time we have dedicated to write this monograph in this
present form, the authors have gratefully received invaluable suggestions
and comments from researches at many different academic institutions and
research centers around the world. Special mention ought to be made of
the help and assistance so generously and meticulously provided by col-
leagues Thabet Abdeljawad, Mohamed Herzallah, Fahd Jarad, Sami I.
Muslih, Eqab M. Rabei, Margarita Rivero, Luis Rodrı́guez-Germá, and
Luis Vázquez.
Here, we would like to remember the great inspiration and support we
received from Professors Om P. Agrawal at SIU Carbondale, Paul Butzer
at RWTH Aachen University, Rudolf Gorenflo at Freie Universität Berlin,
Anatoly A. Kilbas at State University of Belarus, Raoul R. Nigmatullin at
University of Kazan, Hari M. Srivastava at the University of Victoria, J. A.
Tenreiro Machado at ISEP Porto, George Zaslavsky at Courant Institute,
Neville J. Ford at the University of Chester and Alan D. Freed at Saginaw
Valley State University.
Finally, the authors would like to thankfully acknowledge the finan-
cial grants and support for this book project, which were awarded by the
MICINN of Spain (Projects No. MTM2007/60246 and MTM2010/16499),
the Belarusian Foundation for Funding Scientific Research (Project No.
F10MC-24), the Research Promotion Plan 2010 of Universitat Jaume I and
the Basque Center for Applied Mathematics in Spain, Çankaya Univer-
sity of Turkey, and Technische Universität Braunschweig, Germany, among
others.
August 22, 2016 13:50 BC: 10044 - Fractional Calculus book-main page xix

Preface xix

August 2011

Dumitru Baleanu
Çankaya University and
Institute of Space Sciences, Magurele-Bucharest

Kai Diethelm
Gesellschaft für Numerische Simulation mbH, Braunschweig, and
Technische Universität Braunschweig

Enrico Scalas
East Piedmont University and
BCAM (Basque Center for Applied Mathematics)

Juan J. Trujillo
Universidad de La Laguna
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August 22, 2016 13:50 BC: 10044 - Fractional Calculus book-main page xxi

Preface to the Second Edition

The first edition of our book was well received by the scientific community.
However, the rapid progress in the area of fractional calculus and its appli-
cations has made an update necessary. We are therefore very happy that
World Scientific has agreed to publish a second edition.
In comparison to the first edition, we have extended the description of
the numerical methods, in particular in Chapter 2; some recently developed
techniques like spectral methods are presented now. Moreover, we have
added a new chapter, Chapter 8, that describes applications of fractional
calculus based models in the life sciences.
Throughout the text, we have corrected a number of misprints and
updated the references in order to cover relevant recent developments.

xxi
August 22, 2016 13:50 BC: 10044 - Fractional Calculus book-main page xxii

xxii Fractional Calculus: Models and Numerical Methods

December 2015

Dumitru Baleanu
Çankaya University and
Institute of Space Sciences, Magurele-Bucharest

Kai Diethelm
Gesellschaft für Numerische Simulation mbH, Braunschweig, and
Technische Universität Braunschweig

Enrico Scalas
University of Sussex and
BCAM (Basque Center for Applied Mathematics)

Juan J. Trujillo
Universidad de La Laguna
August 22, 2016 13:50 BC: 10044 - Fractional Calculus book-main page xxiii

Contents

Preface vii

Preface to the Second Edition xxi

1. Preliminaries 1
1.1 Fourier and Laplace Transforms . . . . . . . . . . . . . . . 2
1.2 Special Functions and Their Properties . . . . . . . . . . . 4
1.2.1 The Gamma function and related special functions 5
1.2.2 Hypergeometric functions . . . . . . . . . . . . . . 7
1.2.3 Mittag-Leffler functions . . . . . . . . . . . . . . . 8
1.3 Fractional Operators . . . . . . . . . . . . . . . . . . . . . 9
1.3.1 Riemann-Liouville fractional integrals and
fractional derivatives . . . . . . . . . . . . . . . . 10
1.3.2 Caputo fractional derivatives . . . . . . . . . . . . 15
1.3.3 Liouville fractional integrals and fractional
derivatives. Marchaud derivatives . . . . . . . . . 18
1.3.4 Generalized exponential functions . . . . . . . . . 23
1.3.5 Hadamard type fractional integrals and fractional
derivatives . . . . . . . . . . . . . . . . . . . . . . 28
1.3.6 Fractional integrals and fractional derivatives of a
function with respect to another function . . . . . 33
1.3.7 Grünwald-Letnikov fractional derivatives . . . . . 36
1.3.8 Variable-order fractional derivatives . . . . . . . . 38

xxiii
August 22, 2016 13:50 BC: 10044 - Fractional Calculus book-main page xxiv

xxiv Fractional Calculus: Models and Numerical Methods

2. A Survey of Numerical Methods for the Solution of

Ordinary and Partial Fractional Differential Equations 39
2.1 The Approximation of Fractional Differential and Integral
Operators . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
2.1.1 Methods based on quadrature theory . . . . . . . 41
2.1.2 Grünwald-Letnikov methods . . . . . . . . . . . . 45
2.1.3 Lubich’s fractional linear multistep methods . . . 47
2.2 Direct Methods for Fractional Ordinary Differential
Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
2.2.1 The basic idea . . . . . . . . . . . . . . . . . . . . 52
2.2.2 Quadrature-based direct methods . . . . . . . . . 53
2.3 Indirect Methods for Fractional Ordinary Differential
Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
2.3.1 The basic idea . . . . . . . . . . . . . . . . . . . . 55
2.3.2 An Adams-type predictor-corrector method . . . . 57
2.3.3 Deng’s modification of the fractional Adams-
Bashforth-Moulton method . . . . . . . . . . . . . 61
2.3.4 The Cao-Burrage-Abdullah approach . . . . . . . 63
2.4 Linear Multistep Methods . . . . . . . . . . . . . . . . . . 65
2.5 Spectral Methods . . . . . . . . . . . . . . . . . . . . . . . 68
2.6 Other Methods . . . . . . . . . . . . . . . . . . . . . . . . 72
2.6.1 A decomposition technique . . . . . . . . . . . . . 72
2.6.2 The variational iteration method . . . . . . . . . . 74
2.6.3 Methods based on nonclassical representations of
fractional differential operators . . . . . . . . . . . 75
2.6.4 Collocation . . . . . . . . . . . . . . . . . . . . . . 76
2.7 Methods for Terminal Value Problems . . . . . . . . . . . 77
2.8 Numerical Methods for Multi-Term Fractional
Differential Equations and Multi-Order Fractional
Differential Systems . . . . . . . . . . . . . . . . . . . . . 80
2.9 The Extension to Fractional Partial Differential Equations 86
2.9.1 General formulation of the problem . . . . . . . . 86
2.9.2 Examples . . . . . . . . . . . . . . . . . . . . . . . 90
August 22, 2016 13:50 BC: 10044 - Fractional Calculus book-main page xxv

Contents xxv

3. Specific Efficient Methods for the Solution of Ordinary

and Partial Fractional Differential Equations 95
3.1 Methods for Ordinary Differential Equations . . . . . . . 95
3.1.1 Dealing with non-locality: The finite memory prin-
ciple, nested meshes, and the approaches of Deng
and Li . . . . . . . . . . . . . . . . . . . . . . . . 95
3.1.2 Parallelization of algorithms . . . . . . . . . . . . 101
3.1.3 When and when not to use fractional linear
multistep formulas . . . . . . . . . . . . . . . . . . 105
3.1.4 The use of series expansions . . . . . . . . . . . . 108
3.1.5 The generalized Adams methods as an efficient tool
for multi-order fractional differential equations . . 110
3.1.6 Two classes of singular equations as application
examples . . . . . . . . . . . . . . . . . . . . . . . 120
3.2 Methods for Partial Differential Equations . . . . . . . . . 126
3.2.1 The method of lines . . . . . . . . . . . . . . . . . 126
3.2.2 Backward difference formulas for time-fractional
parabolic and hyperbolic equations . . . . . . . . 129
3.2.3 Other methods . . . . . . . . . . . . . . . . . . . . 138
3.2.4 Methods for equations with space-fractional
operators . . . . . . . . . . . . . . . . . . . . . . . 140

4. Generalized Stirling Numbers and Applications 143

4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . 143
4.2 Stirling Functions of the First Kind s(α, k) with Complex
First Argument α . . . . . . . . . . . . . . . . . . . . . . . 146
4.2.1 Equivalent definitions . . . . . . . . . . . . . . . . 147
4.2.2 Multiple sum representations. The Riemann Zeta
function . . . . . . . . . . . . . . . . . . . . . . . 152
4.3 General Stirling Functions of the First Kind s(α, β) with
Complex Arguments . . . . . . . . . . . . . . . . . . . . . 154
4.3.1 Definition and main result . . . . . . . . . . . . . 154
4.3.2 Differentiability of the s(α, β); The zeta function
encore . . . . . . . . . . . . . . . . . . . . . . . . . 164
4.3.3 Recurrence relations for s(α, β) . . . . . . . . . . 166
August 22, 2016 13:50 BC: 10044 - Fractional Calculus book-main page xxvi

xxvi Fractional Calculus: Models and Numerical Methods

4.4 Stirling Functions of the Second Kind S(α, k) with

Complex First Argument α . . . . . . . . . . . . . . . . . 168
4.4.1 Stirling functions S(α, k), α ≥ 0, and their
representations by Liouville and Marchaud
fractional derivatives . . . . . . . . . . . . . . . . 169
4.4.2 Stirling functions S(α, k), α < 0, and their
representations by Liouville fractional integrals . . 172
4.4.3 Stirling functions S(α, k), α ∈ C, and their
representations . . . . . . . . . . . . . . . . . . . . 173
4.4.4 Stirling functions S(α, k), α ∈ C, and recurrence
relations . . . . . . . . . . . . . . . . . . . . . . . 175
4.4.5 Further properties and first applications of Stirling
functions S(α, k), α ∈ C . . . . . . . . . . . . . . 178
4.4.6 Applications of Stirling functions S(α, k) (α ∈ C)
to Hadamard-type fractional operatos . . . . . . . 184
4.5 Generalized Stirling Functions of the Second Kind S(n, β)
with Complex Second Argument β . . . . . . . . . . . . . 189
4.5.1 Definition and some basic properties . . . . . . . . 190
4.5.2 Main properties . . . . . . . . . . . . . . . . . . . 197
4.6 Generalized Stirling Functions of the Second Kind S(α, β)
with Complex Arguments . . . . . . . . . . . . . . . . . . 202
4.6.1 Basic properties . . . . . . . . . . . . . . . . . . . 203
4.6.2 Representations by Liouville fractional operators . 209
4.6.3 First application . . . . . . . . . . . . . . . . . . . 212
4.6.4 Special examples . . . . . . . . . . . . . . . . . . . 216
4.7 Connections Between the Generalized Stirling Functions of
the First and the Second Kind. Applications . . . . . . . 219
4.7.1 Coincidence relations . . . . . . . . . . . . . . . . 220
4.7.2 Results from sampling analysis . . . . . . . . . . . 221
4.7.3 Generalized orthogonality properties . . . . . . . . 223
4.7.4 The s(α, k) connecting two types of fractional
derivatives . . . . . . . . . . . . . . . . . . . . . . 224
4.7.5 The representation of a general fractional
difference operator via s(α, k) . . . . . . . . . . . 228
August 22, 2016 13:50 BC: 10044 - Fractional Calculus book-main page xxvii

Contents xxvii

5. Fractional Variational Principles 233

5.1 Fractional Euler-Lagrange Equations . . . . . . . . . . . . 235
5.1.1 Introduction and survey of results . . . . . . . . . 235
5.1.2 Fractional Euler-Lagrange equations for discrete
and continuous systems . . . . . . . . . . . . . . . 238
5.1.3 Fractional Lagrangian formulation of field systems 240
5.1.4 Fractional Euler-Lagrange equations with delay . 241
5.1.5 Fractional discrete Euler-Lagrange equations . . . 247
5.1.6 Fractional Lagrange-Finsler geometry . . . . . . . 248
5.1.7 Applications . . . . . . . . . . . . . . . . . . . . . 251
5.2 Fractional Hamiltonian Dynamics . . . . . . . . . . . . . . 259
5.2.1 Introduction and overview of results . . . . . . . . 259
5.2.2 Fractional Hamiltonian analysis for discrete and
continuous systems . . . . . . . . . . . . . . . . . 260
5.2.3 Fractional Hamiltonian formulation for
constrained systems . . . . . . . . . . . . . . . . . 262
5.2.4 Applications . . . . . . . . . . . . . . . . . . . . . 266
5.3 Fractional Variational Problems Within Shifted
Orthonormal Legendre Polynomials . . . . . . . . . . . . 279
5.4 Fractional Euler-Lagrange Equations Model for Freely
Oscillating Dynamical Systems . . . . . . . . . . . . . . . 284
5.5 Bateman-Feshbach-Tikochinsky Oscillator With
Fractional Derivative . . . . . . . . . . . . . . . . . . . . . 289

6. Continuous-Time Random Walks and Fractional

Diffusion Models 291
6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . 291
6.2 The Definition of Continuous-Time Random Walks . . . 293
6.3 Fractional Diffusion and Limit Theorems . . . . . . . . . 316

7. Applications of Continuous-Time Random Walks 321

7.1 Introduction to Financial Markets . . . . . . . . . . . . . 321
7.2 Models of Price Fluctuations in Financial Markets . . . . 323
7.3 Simulation . . . . . . . . . . . . . . . . . . . . . . . . . . 326
7.4 Option Pricing . . . . . . . . . . . . . . . . . . . . . . . . 328
August 22, 2016 13:50 BC: 10044 - Fractional Calculus book-main page xxviii

xxviii Fractional Calculus: Models and Numerical Methods

7.5 Other Applications . . . . . . . . . . . . . . . . . . . . . 338

7.5.1 Application to insurance and economics . . . . . . 338
7.5.2 Applications to physics . . . . . . . . . . . . . . . 340

8. Selected Applications of Fractional Calculus Models in

the Life Sciences 345
8.1 The Spreading of an Epidemic . . . . . . . . . . . . . . . 345
8.1.1 Basic facts about dengue fever and the classical
mathematical model . . . . . . . . . . . . . . . . . 346
8.1.2 The fractional version of the model . . . . . . . . 349
8.2 Biological Reactive Systems . . . . . . . . . . . . . . . . . 352
8.2.1 A mathematical model for the bio-ethanol fermen-
tation process . . . . . . . . . . . . . . . . . . . . 353
8.2.2 A concrete example and its key properties . . . . 355
8.3 The Evolution of the Concentration of a Drug in the
Human Body . . . . . . . . . . . . . . . . . . . . . . . . . 365
8.3.1 The classical compartmental model of pharmaco-
kinetics . . . . . . . . . . . . . . . . . . . . . . . . 365
8.3.2 Derivation of a fractional order model . . . . . . . 367
8.3.3 Further generalizations . . . . . . . . . . . . . . . 372

Appendix A Source Codes 375

A.1 The Adams-Bashforth-Moulton Method . . . . . . . . . . 375
A.2 Lubich’s Fractional Backward Differentiation Formulas . . 387
A.3 Time-fractional Diffusion Equations . . . . . . . . . . . . 397
A.4 Computation of the Mittag-Leffler Function . . . . . . . . 400
A.5 Monte Carlo Simulation of CTRW . . . . . . . . . . . . . 401

Bibliography 405

Index 445
August 22, 2016 13:50 BC: 10044 - Fractional Calculus book-main page 1

Chapter 1

Preliminaries

This chapter is preliminary in character and contents. We give here the

definitions and some properties of several fractional integrals and fractional
derivatives of different types. Also we give the definition and properties of
some special functions which will be used in this book.
More detailed information about the content of this chapter may be
found, for example, in the works of Erdélyi et al. [226], Copson [161], Riesz
[520], Doetsch [204], Sneddon [570], Zemanian [646], McBride [413], Samko
et al. [542], Kiryakova [340], Podlubny [487], Butzer et al. [125–127], Kilbas
et al. [335], Caponetto et al. [139], Diethelm [186], Mainardi [398], Monje
et al. [438], Duarte Ortigueira [209] and Tarasov [588].
In general, the results we present in this chapter will be considered
for “suitable functions”. Precise details can be found, e. g., in the above
mentioned references.
First of all, let Ω = [a, b] (−∞ ≤ a < b ≤ ∞) be a finite or infinite
interval of the real axis R. We denote by Lp (a, b) (1 ≤ p ≤ ∞) the set
of those Lebesgue complex-valued measurable functions f on Ω for which
f p < ∞, where
 1/p
b
f p = |f (t)| dt
p
(1 ≤ p < ∞) (1.0.1)
a

and

f ∞ = esssupa≤x≤b |f (x)|. (1.0.2)

Here esssup|f (x)| is the essential maximum of the function |f (x)|.

1
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Mr. Belin. From what direction was the wind coming when it hit
you?
Mr. Baker. Due north.
Mr. Belin. All right.
Now, tell us what happened after you turned on to Houston
Street?
Mr. Baker. As I got myself straightened up there, I guess it took
me some 20, 30 feet, something like that, and it was about that time
that I heard these shots come out.
Mr. Belin. All right.
Could you just tell us what you heard and what you saw and
what you did?
Mr. Baker. As I got, like I say as I got straightened up there, I
was, I don't know when these shots started coming off, I just—it
seemed to me like they were high, and I just happened to look right
straight up——
Mr. Dulles. I wonder if you would just tell us on that chart and I
will try to follow with the record where you were at this time, you
were coming down Houston.
 Mr. Belin. Sir, if you can—I plan to get that actual chart in a
minute. If we could——
Mr. Dulles. I want to see where he was vis-a-vis the building on
the chart there.
Mr. Baker. This is Main Street and this is Houston. This is the
corner that I am speaking of; I made the right turn here. The
motorcade and all, as I was here turning the front car was turning
up here, and as I got somewhere about right here——
Mr. Dulles. That is halfway down the first block.
Mr. Belin. No, sir; can I interrupt you for a minute?
Mr. Dulles. Certainly.
Mr. Belin. Officer Baker, when we were in Dallas on March 20,
Friday, you walked over with me and showed me about the point
you thought your motorcycle was when you heard the first shot, do
you remember doing that?
Mr. Baker. Yes, sir.
Mr. Belin. And then we paced this off measuring it from a
distance which could be described as the north curbline of Main
Street as extended?
Mr. Baker. Yes, sir; that would be this one right across here.
Mr. Belin. And we paced it off as to where you thought your
motorcycle was when you heard the first shot and do you remember
offhand about where you said this was as to what distance it was,
north of the north curbline of Main Street?
Mr. Baker. We approximated it was 60 to 80 feet there, north of
the north curbline of Main on Houston.
Mr. Dulles. Thank you.
Mr. Belin. Does that answer your question?
Mr. Dulles. That answers my question entirely.
 Mr. Belin. In any event you heard the first shot, or when you
heard this noise did you believe it was a shot or did you believe it
was something else?
Mr. Baker. It hit me all at once that it was a rifle shot because I
had just got back from deer hunting and I had heard them pop over
there for about a week.
Mr. Belin. What kind of a weapon did it sound like it was coming
from?
Mr. Baker. It sounded to me like it was a high-powered rifle.
Mr. Belin. All right. When you heard the first shot or the first
noise, what did you do and what did you see?
Mr. Baker. Well, to me, it sounded high and I immediately kind of
looked up, and I had a feeling that it came from the building, either
right in front of me or of the one across to the right of it.
Mr. Belin. What would the building right in front of you be?
Mr. Baker. It would be this Book Depository Building.
Mr. Belin. That would be the building located on what corner of
Houston and Elm?
Mr. Baker. That would be the northwest corner.
Mr. Belin. All right. And you thought it was either from that
building or the building located where?
Mr. Baker. On the northeast corner.
Mr. Belin. All right. Did you see or hear or do anything else after
you heard the first noise?
Mr. Baker. Yes, sir. As I was looking up, all these pigeons began
to fly up to the top of the buildings here and I saw those come up
and start flying around.
Mr. Belin. From what building, if you know, do you think those
pigeons came from?
 Mr. Baker. I wasn't sure, but I am pretty sure they came from the
building right on the northwest corner.
Mr. Belin. Then what did you see or do?
Mr. Baker. Well, I immediately revved that motorcycle up and was
going up there to see if I could help anybody or see what was going
on because I couldn't see around this bend.
Mr. Belin. Well, between the time you revved up the motorcycle
had you heard any more shots?
Mr. Baker. Yes, sir; I heard—now before I revved up this
motorcycle, I heard the, you know, the two extra shots, the three
shots.
Mr. Belin. Do you have any time estimate as to the spacing of
any of these shots?
Mr. Baker. It seemed to me like they just went bang, bang, bang;
they were pretty well even to me.
Mr. Belin. They were pretty well even.
Anything else between the time of the first shot and the time of
the last shot that you did up to the time or saw——
Mr. Baker. No, sir; except I was looking up and I could tell it was
high and I was looking up there and I saw those pigeons flying
around there.
Mr. Belin. Did you notice anything in either of those two buildings
either on the northeast or northwest corner of Houston and Elm?
Mr. Baker. No, sir; I didn't.
Mr. Belin. Were you looking at any of those windows?
Mr. Baker. I kind of glanced over them, but I couldn't see
anything.
Mr. Belin. How many shots did you hear?
Mr. Baker. Three.
 Mr. Belin. All right. After the third shot, then, what did you do?
Mr. Baker. Well, I revved that motorcycle up and I went down to
the corner which would be approximately 180 to 200 feet from the
point where we had first stated, you know, that we heard the shots.
Mr. Belin. What distance did you state? What we did on Friday
afternoon, we paced off from the point you thought you heard the
first shot to the point at which you parked the motorcycle, and this
paced off to how much?
Mr. Baker. From 180 to 200 feet.
Mr. Belin. That is where you parked the motorcycle?
Mr. Baker. Yes.
Mr. Belin. All right.
I wonder if we could go on this plat, Officer Baker, and first if
you could put on here with this pen, and I have turned it upside
down.
With Exhibit 361, show us the spot at which you stopped your
motorcycle approximately and put a "B" on it, if you would.
Mr. Baker. Somewhere at this position here, which is
approximately 10 feet from this signal light here on the northwest
corner of Elm and Houston.
Mr. Belin. All right.
You have put a dot on Exhibit 361 with the line going to "B" and
the dot represents that signal light, is that correct?
Mr. Baker. That is right, sir.
Mr. Belin. You, on Friday, March 20, parked your motorcycle
where you thought it was parked on November 22 and then we
paced off the distance from the nearest point of the motorcycle to
the stop light and it was 10 feet, is that correct?
Mr. Baker. That is correct, sir.
 Mr. Belin. All right.
Now, I show you Exhibit 478 and ask you if you will, on this
exhibit put an arrow with the letter "B" to this stoplight.
Mr. Baker. Talking about this one here?
Mr. Belin. The stoplight from which we measured the distance to
the motorcycle. The arrow with the letter "B" points to the stoplight,
is that correct?
Mr. Baker. That is correct, sir.
Mr. Belin. And you stopped your motorcycle 10 feet to the east of
that stoplight, is that correct?
Mr. Baker. That is correct, sir.
Mr. Belin. We then paced off the distance as to approximately
how far it was from the place your motorcycle was parked to the
doorway of the School Book Depository Building, do you remember
doing that, on March 20?
Mr. Baker. Yes, sir.
Mr. Belin. And it appears on Exhibit 477 that that doorway is
recessed, is that correct?
Mr. Baker. That is correct, sir.
Mr. Belin. Do you remember how far that was from the place
your motorcycle was parked to the doorway?
Mr. Baker. Approximately 45 feet.
Mr. Belin. This same stoplight appears as you look at Exhibit 477
to the left of the entranceway to the building, is that correct?
Mr. Baker. That is correct, sir.
Mr. Belin. After you parked your motorcycle, did you notice
anything that was going on in the area?
Mr. Baker. Yes, sir. As I parked here——
 Mr. Belin. You are pointing on Exhibit 361 to the place that you
have marked with "B."
Mr. Baker. And I was looking westward which would be in this
direction.
Mr. Belin. By that, you are pointing down the entrance to the
freeway and kind of what I will call the peninsula of the park there?
Mr. Baker. Yes, sir.
Mr. Belin. Toward the triple underpass.
Representative Boggs. Where is the underpass?
Mr. Baker. The underpass is down here. This is really Elm Street,
and this would be Main and Commerce and they all come together
here, and there is a triple overpass.
Representative Boggs. Right.
Mr. Baker. At this point, I looked down here as I was parking my
motorcycle and these people on this ground here, on the sidewalk,
there were several of them falling, and they were rolling around
down there, and all these people were rushing back, a lot of them
were grabbing their children, and I noticed one, I didn't know who
he was, but there was a man ran out into the crowd and back.
Mr. Belin. Did you notice anything else?
Mr. Baker. Except there was a woman standing—well, all these
people were running, and there was a woman screaming, "Oh, they
have shot that man, they have shot that man."
Mr. Belin. All right.
Now, you are on Exhibit 361, and you are pointing to people
along the area or bordering the entrance to that expressway and
that bit of land lying to the west and north, as to where you describe
these people, is that correct?
Mr. Baker. That is correct, sir.
 Mr. Dulles. Would you mark where the overpass would be, right
at the end of those lines, just so we get oriented on it.
Mr. Belin. I am trying to see down here.
Mr. Dulles. I just wanted to get a general idea.
Mr. Belin. On Exhibit 361, sir, it wouldn't show but it basically
would be off in this direction coming down this way. The entrance to
the freeway would go down here and the overpass would roughly be
down here.
Mr. Dulles. As far as that?
Mr. Belin. Yes, sir; I think Mr. Redlich is going to get a picture
that will better describe it.
Mr. Dulles. All right.
Mr. Belin. All right.
Is there anything else you saw there, Officer Baker, before you
ran to the building?
Mr. Baker. No, sir; not at that time.
Mr. Belin. All right.
Then what did you do after surveying the situation?
Mr. Baker. I had it in mind that the shots came from the top of
this building here.
Mr. Belin. By this building, you are referring to what?
Mr. Baker. The Book Depository Building.
Mr. Belin. Go on.
Representative Boggs. You were parked right in front of the
Building?
Mr. Baker. Yes, sir; ran right straight to it.
Representative Boggs. Right.
 Let me ask you a question. How far away, approximately, were
these people who were running and falling and so forth from the
entrance to the Building?
Mr. Baker. Well, now, let me say this. From this position here.
Mr. Belin. That is position "B" on Exhibit 361?
Mr. Baker. There were people running all over this here.
Mr. Belin. And you are pointing to the street and the parkway all
in front of the School Building?
Mr. Baker. You see, it looked to me like there were maybe 500 or
600 people in this area here.
Representative Boggs. Yes.
Mr. Baker. As those shots rang out, why they started running,
you know, every direction, just trying to get back out of the way.
Mr. Dulles. For the record, by this area right here, you have that
little peninsula between the Elm Street extension and the Building?
Mr. Baker. That is right. This little street runs down in front of the
building down here to the property of the railroad tracks and this is
all a parkway.
Mr. Dulles. Yes. I just wanted to get it for the record.
Mr. Belin. You then ran into the Building, is that correct?
Mr. Baker. That is correct, sir.
Mr. Belin. What did you see and what did you do as you ran into
the Building?
Mr. Baker. As I entered this building, there was, it seems to me
like there was outside doors and then there is a little lobby.
Mr. Belin. All right.
Mr. Baker. And then there are some inner doors and another door
you have to go through, a swinging door type.
 As I entered this lobby there were people going in as I entered.
And I asked, I just spoke out and asked where the stairs or elevator
was, and this man, Mr. Truly, spoke up and says, it seems to me like
he says, "I am a building manager. Follow me, officer, and I will
show you." So we immediately went out through the second set of
doors, and we ran into the swinging door.
Mr. Belin. All right.
Now, during the course of running into the swinging door, did
you bump into the back of Mr. Truly?
Mr. Baker. Yes, sir; I did.
Mr. Belin. Then what happened?
Mr. Baker. We finally backed up and got through that little
swinging door there and we kind of all ran, not real fast but, you
know, a good trot, to the back of the Building, I was following him.
Mr. Belin. All right.
Then what did you do?
Mr. Baker. We went to the northwest corner, we was kind of on
the, I would say, the southeast corner of the Building there where
we entered it, and we went across it to the northwest corner which
is in the rear, back there.
Mr. Belin. All right.
Mr. Baker. And he was trying to get that service elevator down
there.
Mr. Belin. All right. What did you see Mr. Truly do?
Mr. Baker. He ran over there and pushed the button to get it
down.
Mr. Belin. Did the elevator come down after he pushed the
button?
Mr. Baker. No, sir; it didn't.
 Mr. Belin. Then what did he do?
Mr. Baker. He hollered for it, said, "Bring that elevator down
here."
Mr. Belin. How many times did he holler, to the best of your
recollection?
Mr. Baker. It seemed like he did it twice.
Mr. Belin. All right.
Then what did he do?
Mr. Baker. I said let's take the stairs.
Mr. Belin. All right. Then what did you do?
Mr. Baker. He said, "Okay" and so he immediately turned around,
which the stairs is just to the, would be to the, well, the west of this
elevator.
Mr. Belin. All right.
Mr. Baker. And we went up them.
Mr. Belin. You went up the stairs then?
Mr. Baker. Yes, sir.
Mr. Belin. When you started up the stairs what was your
intention at that time?
Mr. Baker. My intention was to go all the way to the top where I
thought the shots had come from, to see if I could find something
there, you know, to indicate that.
Mr. Belin. And did you go all the way up to the top of the stairs
right away?
Mr. Baker. No, sir; we didn't.
Mr. Belin. What happened?
Mr. Baker. As I came out to the second floor there, Mr. Truly was
ahead of me, and as I come out I was kind of scanning, you know,
the rooms, and I caught a glimpse of this man walking away from
this—I happened to see him through this window in this door. I don't
know how come I saw him, but I had a glimpse of him coming down
there.
Mr. Dulles. Where was he coming from, do you know?
Mr. Baker. No, sir. All I seen of him was a glimpse of him go away
from me.
Mr. Belin. What did you do then?
Mr. Baker. I ran on over there——
Representative Boggs. You mean where he was?
Mr. Baker. Yes, sir. There is a door there with a glass, it seemed
to me like about a 2 by 2, something like that, and then there is
another door which is 6 foot on over there, and there is a hallway
over there and a hallway entering into a lunchroom, and when I got
to where I could see him he was walking away from me about 20
feet away from me in the lunchroom.
Mr. Belin. What did you do?
Mr. Baker. I hollered at him at that time and said, "Come here."
He turned and walked right straight back to me.
Mr. Belin. Where were you at the time you hollered?
Mr. Baker. I was standing in the hallway between this door and
the second door, right at the edge of the second door.
Mr. Belin. He walked back toward you then?
Mr. Baker. Yes, sir.
Mr. Belin. I hand you what has been marked Commission Exhibit
497 which appears to be a diagram of the second floor of the School
Book Depository, and you will notice on this diagram there are circles
with arrows. I want you to state, if you will, what number or the
arrow approximates the point at which you were standing when you
told him to "Come here". Is there a number on there at all or not?
 Mr. Baker. This 24 would be the position where I was standing.
Mr. Belin. The arrow which is represented by No. 24, is that
correct?
Mr. Baker. That is correct.
Mr. Belin. On Exhibit 497. When you first saw him in which
direction was he walking?
Mr. Baker. He was walking east.
Mr. Belin. Was—his back was away from you, or not, as you first
saw him?
Mr. Baker. As I first caught that glimpse of him, or as I saw him,
really saw him?
Mr. Belin. As you really saw him.
Mr. Baker. He was walking away from me with his back toward
me.
Mr. Dulles. Can I suggest if you will do this, put on there where
the officer was and where Lee Oswald was, or the man who turned
out to be Lee Oswald, and which direction he was walking in. I think
that is quite important.
Mr. Belin. Yes, sir. We are going to get to that with one more
question, if I can, sir. When you saw him, he then turned around, is
that correct, and then walked back toward you?
Mr. Baker. Yes, sir.
Mr. Belin. Was he carrying anything in his hands?
Mr. Baker. He had nothing at that time.
Mr. Belin. All right. Were you carrying anything in either of your
hands?
Mr. Baker. Yes, sir; I was.
Mr. Belin. What were you carrying?
 Mr. Baker. I had my revolver out.
Mr. Belin. When did you take your revolver out?
Mr. Baker. As I was starting up the stairway.
Mr. Belin. All right. Now, turning to Exhibit 497, if you would
approximate on Exhibit 497 with a pen the point at which you saw
this man in the lunch room when you told him to turn around.
Mr. Dulles. Could we get first where he first saw him.
Representative Boggs. You have that already.
Mr. Dulles. I don't think you have it on the chart where he was.
Mr. Belin. This is when he first saw him after he got in the room,
sir. If I can go off the record.
Mr. Dulles. What I wanted to get is where he first saw him as he
was standing down here, as he was going up the stairs and stopped
and then in what direction he was—he seemed to be moving at that
time before he saw.
Mr. Belin. Just answer the question, if you will. Where were you
when you first caught a glimpse of this man?
Mr. Baker. I was just coming up these stairs just around this
corner right here.
Mr. Belin. All right. You were coming up the stairs at the point on
Exhibit 497 where there are the letters "DN" marking down.
Mr. Baker. Yes, sir.
Mr. Belin. And you saw something move through a door which is
marked as what number on Exhibit 497?
Mr. Dulles. Where was he when you first saw him?
Mr. Baker. At this doorway right here, this 23.
Mr. Belin. At 23.
 Representative Boggs. May I ask a couple of questions because I
have to go?
Mr. Belin. Surely.
Representative Boggs. Were you suspicious of this man?
Mr. Baker. No, sir; I wasn't.
Representative Boggs. And he came up to you, did he say
anything to you?
Mr. Baker. Let me start over. I assumed that I was suspicious of
everybody because I had my pistol out.
Representative Boggs. Right.
Mr. Baker. And as soon as I saw him, I caught a glimpse of him
and I ran over there and opened that door and hollered at him.
Representative Boggs. Right.
Mr. Dulles. He had not seen you up to that point probably?
Mr. Baker. I don't know whether he had or not.
Representative Boggs. He came up to you?
Mr. Baker. Yes, sir; and when I hollered at him he turned around
and walked back to me.
Representative Boggs. Right close to you?
Mr. Baker. And we were right here at this position 24, right here
in this doorway.
Representative Boggs. Right. What did you say to him?
Mr. Baker. I didn't get anything out of him. Mr. Truly had come up
to my side here, and I turned to Mr. Truly and I says, "Do you know
this man, does he work here?" And he said yes, and I turned
immediately and went on out up the stairs.
Mr. Belin. Then you continued up the stairway?
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