Non-existence of periodic solutions in fractional-order dynamical systems and a remarkable difference between integer and fractional-order derivatives of periodic functions

Using the Mellin transform approach, it is shown that, in contrast with integer-order derivatives, the fractional-order derivative of a periodic function cannot be a function with the same period. The three most widely used definitions of fractional-order derivatives are taken into account, namely, the Caputo, Riemann-Liouville and Grunwald-Letnikov definitions. As a consequence, the non-existence of exact periodic solutions in a wide class of fractional-order dynamical systems is obtained. As an application, it is emphasized that the limit cycle observed in numerical simulations of a simple fractional-order neural network cannot be an exact periodic solution of the system.