Colloquium: Fractional calculus view of complexity: A tutorial

Abstract

The fractional calculus has been part of the mathematics and science literature for 310 years. However, it is only in the past decade or so that it has drawn the attention of mainstream science as a way to describe the dynamics of complex phenomena with long-term memory, spatial heterogeneity, along with nonstationary and nonergodic statistics. The most recent application encompasses complex networks, which require new ways of thinking about the world. Part of the new cognition is provided by the fractional calculus description of temporal and topological complexity. Consequently, this Colloquium is not so much a tutorial on the mathematics of the fractional calculus as it is an exploration of how complex phenomena in the physical, social, and life sciences that have eluded traditional mathematical modeling become less mysterious when certain historical assumptions such as differentiability are discarded and the ordinary calculus is replaced with the fractional calculus. Exemplars considered include the fractional differential equations describing the dynamics of viscoelastic materials, turbulence, foraging, and phase transitions in complex social networks.