Infinitesimal translations and a multivariate Grunwald-Letnikov calclulus

Abstract

The goal of this paper is to construct a multivariate generalisation of the Grunwald-Letnikov derivative, a classical fractional derivative operator. To do so, we first produce a formalism of fractional derivatives in terms of infinitesimal translations that justifies the "binomial theorem" argument for the Grunwald-Letnikov derivative, allowing us to then extend the argument to construct the multivariate derivative via the more general multi-binomial theorem. We conclude by studying the principal value of the fractional derivative of a multivariate power function, obtaining a characteristic equation in agreement with recent research in the area.