Fractional variational calculus and the transversality conditions

Abstract

This paper presents the Euler–Lagrange equations and the transversality conditions for fractional variational problems. The fractional derivatives are defined in the sense of Riemann–Liouville and Caputo. The connection between the transversality conditions and the natural boundary conditions necessary to solve a fractional differential equation is examined. It is demonstrated that fractional boundary conditions may be necessary even when the problem is defined in terms of the Caputo derivative. Furthermore, both fractional derivatives (the Riemann–Liouville and the Caputo) arise in the formulations, even when the fractional variational problem is defined in terms of one fractional derivative only. Examples are presented to demonstrate the applications of the formulations.