1. Introduction
Fractional-order (FO) Maxwell’s equations [
1,
2,
3,
4] represent a generalization of classical electromagnetism with the use of FO derivatives, which provides new interesting solutions constituting intermediate cases between the ones already existing in physics. However, the main advantage of FO modelling stems from the possibility to describe the evolution of electromagnetic systems with memory, which are usually dissipative and very complex [
5].
Unfortunately, although several attempts have been made [
6,
7,
8,
9], it is not clear which definition of the FO derivative should be used in electrical sciences. Recent discussion in literature [
10] suggests that pointing out which definition of the FO derivative can be applied in electrical sciences is of the utmost importance. Therefore, in this paper, we employ a very general definition of the FO derivative, i.e., the two-sided Ortigueira–Machado derivative [
6,
11], which unites the ideas of forward and backward differentiations, and employs two parameters, i.e., the derivative order and the asymmetry parameter. Therefore, this definition of the FO derivative covers the cases of the left- and right-sided Grünwald–Letnikov derivatives, the Liouville and Liouville–Caputo derivatives (both left- and right-sided), the symmetric two-sided derivative and the anti-symmetric two-sided derivative, see [
6] (Table 1). Hence, the application of this derivative to the analysis of physical problems allows one to select the FO derivative definition which is the most suitable one for the considered physical problem. For this purpose, we consider the classical problem of plane-wave propagation in the media described by FO model (FOM) [
12], employing the two-sided Ortigueira–Machado derivative. Assuming that the definition of the FO derivative should satisfy the semigroup property and the trigonometric functions invariance [
9], we are able to demonstrate that causal solutions to this problem are obtained only for the derivative parameters corresponding to the left-sided Grünwald–Letnikov fractional derivative (or equivalently to the Marchaud derivative).
4. Propagation of Electromagnetic Waves in Media Described by FOM
In [
12], the model of propagation of a monochromatic plane wave is presented for isotropic and homogeneous media described by FOM and the Marchaud derivative in the time domain. The property of the trigonometric functions’ invariance (
12) is required to obtain the solution in the phasor domain. Our aim is to follow a similar idea employing the two-sided Ortigueira–Machado derivative.
In this section, propagation of the plane wave is analysed for the media described by FOM. We assume that the considered medium is isotropic and homogeneous. For the sake of brevity, we assume that the current density is related to the electric-field intensity by the classical Ohm’s law, with the conductivity
, and there is no current or charge sources in the considered space. Therefore, one can formulate Maxwell’s equations based on
and
fields only as
Let us consider the monochromatic plane wave propagating along the
z direction with the frequency
, refer to
Figure 1.
In this case, we can use phasor representation for the electromagnetic field, i.e.,
where
and
are electric and magnetic field phasors which are functions of spatial variables (
) only. Then, taking the complex representation of electric and magnetic fields
and
, one can write (
26)–(
29) as
Because
, one obtains the following diffusion-wave equation in the frequency domain:
where
. Because
, one can denote
, and the previous equation can be written as
The general solution to (
37) is given by
Considering wave propagation in the direction only, the propagation constant depends on the choice of and parameters, and is selected as the one with a positive real part. This leads to the solution with attenuated propagation of the signal in the direction of increasing z. Hence, one obtains
if , then is taken
if , then is taken.
The case when the real part is equal to zero, i.e., , is not considered below because it does not lead to attenuated signal propagation. Hence, we further assume that .
Finally, the formula in the time domain can be written as
Moreover, one can notice that the transfer function in the frequency domain for the considered system is given by
where
Eventually,
may be written as
5. Causality
As it has been thoroughly explained in [
6], the definition of the two-sided derivative introduced by Ortigueira and Machado starts from a certain mixture of the forward (also called causal) and backward (also called anti-causal) derivatives. This mixture is actually neither causal nor anti-causal, hence the name acausal is suggested by the authors. Therefore, from the time-domain perspective, the two-sided derivative of the function
f in the time point
looks both in the past and in the future relative to
.
Below, we ask about causality of the transfer function in the frequency domain, which strongly depends on the definition of the derivative (including the parameters and ). However, one should note that this is not the question about causality of the derivative. There is no obvious relation between causality of the derivative and causality of the transfer function induced by the derivative definition. Hence, the influence of the parameter on causality of the transfer function is surely worth investigating. This is the issue addressed in this section.
Let us formulate basic definitions. The function is causal if its support , i.e., if for . The Fourier transform is called a causal transform if the function f is causal.
The first observation is related to periodicity of the transfer function
with respect to
. It is obvious that
for any
. The next observation is related to another symmetry with respect to
. This symmetry shows that, if
is a causal transform, then surely
is not.
Lemma 1. Let and . Then,where . Proof. Let
,
and
. As one can notice,
By the well-known property of the Fourier transformation, one obtains
which completes the proof. □
The concept of causality and causal transforms is generally well-understood for functions. Two classical theorems are used as the main mathematical tools for the analysis of causality in the frequency domain, i.e., the Titchmarsh theorem and the Paley–Wiener theorem.
The Titchmarsh theorem (originally proven in [
23]) is formulated below as in Nussenzveig’s book [
24] (Theorem 1.6.1), with slight modifications related to the change in the Fourier-transformation definition. For more information on the history of this theorem and its background, one is referred to [
25].
Theorem 1. If a square-integrable function fulfills one of the four conditions below, then it fulfills all four of them:
- (i)
The inverse Fourier transform of vanishes for : - (ii)
is, for almost all v, the limit as of an analytic function that is holomorphic in the right half-plane and square integrable over any line parallel to the imaginary axis: - (iii)
and verify the first Plemelj formula: - (iv)
and verify the second Plemelj formula:
The integrals in (
47) and (
48) should be understood in the
principal value sense, i.e.,
Formulas (
47) and (
48) are usually referred to as the
dispersion relations or the
Kramers–Krönig (K–K) relations. Formally, if one deals with functions from
, these relations should be considered as valid for almost all
. In practical terms, when continuous functions are considered, one may often replace the almost everywhere equality with the equality for all
.
If the function
is the Fourier transform of the real-valued function
(it is hermitian, i.e., it has an even real part and an odd imaginary part), then the K–K relations (
47) and (
48) can be represented for almost all
by the following integrals on
:
One should note that, in Nussenzveig’s book, the procedure with subtractions for not
–integrable functions (or even for distributions) is also described. The idea behind this method (as described in Section 1.7 of [
24]) is that, if
,
satisfies the K–K relations, then not only
F is causal but
G (which should be treated as a tempered distribution, not necessarily as an
function) is causal as well.
The next theorem is characterization of the modulus of the complex-valued function, which may be a causal Fourier transform.
Theorem 2 (Paley–Wiener, [
26] (Theorem XII)).
Let be a real nonnegative function, not equivalent to 0 and belonging to . A necessary and sufficient condition that there should exist a real- or complex-valued function , vanishing for , for some number , and such that the Fourier transform should satisfy , is that One should note that the Paley–Wiener theorem does not state that the complex-valued function
is a causal transform. It states that, for the modulus
satisfying (
52), the causal transform
exists with the same modulus. It also states that, if
does not satisfy (
52), then
is surely not a causal transform. This theorem is a valuable tool which may be used to prove that the transfer function is not a causal transform. This is the case of
for the considered transfer function in the frequency domain.
Theorem 3. If and , then is not a causal transform.
Proof. Hence, if only
, then there is
□
Let us assume now that . First, we are going to prove that, in some cases, the transfer function is causal.
Theorem 4. If , and , then the transfer function is a causal transform.
Proof. Let us observe that, if
then
. Because
, one can notice that
. One can also notice that
Then, the function
defined for
is the holomorphic extension of
and such that
Moreover, one can notice that, for the fixed
This integral is bounded, hence the condition (ii) of Theorem 1 is satisfied. It means that is a causal transform, which completes the proof. □
Now, we are going to state a certain non-causality result. We are going to show that the K–K relation (
50) is not satisfied for certain values of
and
. Before that, one should notice that
where
.
Lemma 2. If , and , then the relation (50) is not satisfied for . Proof. It is clear that
. The left side of the Equation (
50) is equal to
Substituting
, one obtains
The last equality is the consequence of
(see Formula 3.941 in [
27]).
In particular, if
, then the Equation (
50) is not satisfied for
. Hence, one obtains
for any
. □
Theorem 5. If , and , then the transform is not causal.
Proof. In general, violation of any of the conditions (
47) and (
48) for the transform
at a single point does not prove that the transform is not causal. This is because the equalities in (
47) and (
48) are in
sense; hence, such equalities are valid almost everywhere. Fortunately, it appears that, in certain cases, it may be shown that the relations (
47) and (
48) are valid for all
.
First, let us notice that
is a locally Hölder continuous function, as the superposition of the Hölder function
with a locally Lipschitz function. The result of Wood [
28] (Theorem I) (see also [
29] (Section 3.4.1)) says that when
is a locally Hölder function, such that the integrals
and
exist for certain
, then also the integral
is a Hölder continuous function. When both
and the function
are continuous, then the relation (
47) is satisfied for all
. The same is true for (
50); hence, the violation of (
50) in one point proves that
is not a causal transform. □
K–K Relations for Logarithm
The idea to check the K–K relations for the logarithm of the transfer function was introduced as a concept of
the logarithmic Hilbert transform [
30]. In practical terms, these relations may be given as a certain integral equality between the phase velocity
and the attenuation constant
(see [
31] (Egn. (3)))
One should note that the above formula is a representation of (
47) and (
48) for the hermitian function
. The same relations between the phase velocity and the attenuation constant are concluded in [
32] directly from physical properties. In [
12] (Appendix B), this type of relation is also verified for the media described by FOM with the Marchaud derivative of the order
.
Nevertheless, the K–K relations for the logarithm (
68) are not based on the if and only if the relationship with causality (as is the case for the transfer function itself by the Titchmarsh Theorem 1). The situation is more complicated. Let us (not in a very formal way) review these two possibilities.
When the transfer function has no zeros, then its logarithm is well-defined and one may ask if the K–K relations (with subtractions) are valid for . If this is the case, then one may show that may be extended to the function holomorphic in , as in (ii) of Theorem 1. Then, is a holomorphic extension of the function to the half–plane (extension in the sense of (ii) in Theorem 1). However, it does not necessarily mean that is a causal transform. One may not forget about the important assumption of having the function square integrable on vertical lines for fixed .
Hence, the K–K relations for the logarithm of the transfer function imply causality of the transfer function only, when the holomorphic extension of the logarithm of the transfer function satisfies appropriate growth conditions. Formally, these conditions alone do not allow us to draw any causality conclusions.
Let us now assume that
is a causal transform, and
exists. Then, one should note that the K–K relations for the logarithm of the transfer function are not necessarily satisfied. The K–K relations for the logarithm are satisfied when the holomorphic extension of the causal transform (in the sense of (ii) in Theorem 1) has no zeros in the right half-plane. In this case, if
is an
function, one has a natural candidate for the holomorphic extension of
into the right half-plane. If one may show that this extension satisfies all the assumptions of (ii) in Theorem 1, the K–K relations for the logarithm are surely satisfied. Hence, violation of the K–K relations for the logarithm of the transfer function, as given by (
68), does not seem to be a sufficient condition for non-causality. In other words, showing that (
68) is violated does not imply lack of causality.
In general, there is no direct way to conclude that if the K–K relations for the logarithm (in the form (
68)) are not satisfied, then
is not a causal transform. Anyway, the next Theorem shows an interesting property, even if it is not a formal proof of non-causality.
Theorem 6. Let us assume that and . For the transfer function given by (42), the relation (68) is satisfied if and only if . Proof. The attenuation constant and the phase velocity are given by
where
and
are given by (
41). In the integration range, the function
can be written as
whereas
Hence, one obtains (following the lines of Appendix B in [
12])
One can notice that, in general, the relation (
68) does not apply. The equality is obtained when
so, when
. □
7. Discussion
Let us collect the obtained results in terms of causality for the FO derivative alone and the considered system.
Figure 4a presents values of the input parameters
v and
, for which the two-sided derivative is causal, anti-causal, or acausal. For values of the parameters
v and
θ between the lines, the derivative is neither causal nor anti-causal (i.e., it is acausal and requires, for derivative computations, values of the input function simultaneously from the past and the future). An analogous presentation of the results for the system response of wave propagation in the media described by FOM is presented in
Figure 4b. That is, values of the input parameters
and
, for which the system response is causal, are presented. In both cases, dotted lines show the values of parameters not considered in the present paper (i.e., when the propagating signal is not attenuated).
As one can see, the characteristics in
Figure 4a,b look the same for
(please note that, from the perspective of system analysis, the anti-causal system is just non-causal). However, outside this range, although the derivative is causal, the transfer function induced by this derivative is not causal. It demonstrates that one can obtain a frequency response of a system which is not causal, using the FO derivative, which is causal.
As it can be seen, for the fractional-derivative order in the range , the transfer function describing signal propagation is not causal for any value of the asymmetry parameter of the derivative. However, as proven above, for derivative orders in the range , the transfer function is causal if and only if the asymmetry parameter is equal to certain specific values corresponding to the left-sided Grünwald–Letnikov derivative (or equivalently to the Marchaud derivative).
Lack of causality for some parameter values does not mean that the two-sided derivative may not be used in FOMs of electromagnetism. It is just a strong indication that the asymmetry parameter in fractional time derivatives leads to a non-causal transfer function. In the case of spatial derivatives in FOMs of electromagnetism (not considered in this paper), there is no physical requirement that the solution support should be within the range of positive values of the spatial variable. Hence, for spatial derivatives, none of the asymmetry patterns supported by the selection of the parameter may be a priori excluded.