I have a certain equation, which I would like to transform to the Laplace domain. The Laplace transform is defined as
$\hat{f}(s) = \int_0^\infty e^{-s x} f(x) {\rm d}x$.
Now, after transforming, I am dealing with the following term
$\int_0^\infty x^{3/2} e^{-sx} f(x){\rm d}x$.
If $3/2$ would be an integer $n$ instead, then we could make use of the fact that
$\frac{{\rm d}^n}{{\rm d}s^n}\hat{f}(s) = \int_0^\infty (-x)^n e^{-sx} f(x) {\rm d}x.$
Instead, I figured I would have to look into fractional derivatives. I noticed that Fourier's definition of a fractional derivative was exactly what I need (except that I am working with a Laplace transform rather than a Fourier transform, I'm not sure if this matters somehow):
$\frac{{\rm d}^\alpha}{{\rm d}s^\alpha}\hat{f}(s) = \int_0^\infty (-x)^\alpha e^{-sx} f(x) {\rm d}x,\,$ for $\alpha\in\mathbb{R}$.
This definition implies that
$i \frac{{\rm d}^{3/2}}{{\rm d}s^{3/2}}\hat{f}(s) = \int_0^\infty x^{3/2} e^{-sx} f(x){\rm d}x,$
for $i$ the imaginary unit.
So far so good, I think. Using this definition of the fractional derivative, I obtain a fractional differential equation of the form
$i s \frac{{\rm d}^{3/2}}{{\rm d}s^{3/2}}\hat{f}(s) = g(s) \hat{f}(s)$,
for some function $g$. Now I have two questions:
- What kind of initial values are needed here, so that the solution is unique?
- Is there a numerical way to solve this?
Relevant references to literature would also be appreciated.
Thanks in advance!