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Integral Representations of Mittag-Leffler Function on the Positive Real Axis

ABSTRACT

We use the method for finding inverse Laplace transform without using integration on the complex plane to show that the three-parameter Mittag-Leffler function, which appear in many problems associated with fractional calculus, has similar integral representations on the positive real axis. Some of them are presented.

Keywords:
inverse Laplace transform; Mittag-Leffler functions; integral representations; fractional calculus

RESUMO

Através do método para encontrar a transformada de Laplace inversa sem o uso de um contorno de integração no plano complexo, mostramos que a função de Mittag-Leffler de três parêmetros, que aparece em muitos problemas associados com cálculo fracionário, possui representações integrais similares no semieixo real positivo. Algumas delas são apresentadas.

Palavras-chave:
transformada de Laplace inversa; funções de Mittag-Leffler; representações integrais; cálculo fracionário

INTRODUCTION

The Mittag-Leffler function, introduced in 1902 by Gösta Mittag-Leffler 2323 G.M. Mittag-Leffler. Sur la nouvelle fonction Eα (z). C R Acad Sci, 137 (1903), 554-558., is important in many fields, including description of the anomalous dielectric properties, probability theory, statistics, viscoelasticity, random walks and dynamical systems 99 R. Garrappa, F. Mainardi & G. Maione. Models of dielectric relaxation based on completely monotone functions. Fract Calc Appl Anal, 19 (2016), 1105-1160.), (1010 A. Giusti & I. Colombaro. Prabhakar-like fractional viscoelasticity. Commun Nonlinear Sci Numer Simul, 56 (2018), 138-143.), (1111 R. Gorenflo, A.A. Kilbas, F. Mainardi & S.V. Rogosin. “Mittag-Leffler Functions, Related Topics and Applications”. Springer, Heildelberg (2014).), (1414 E.C. Grigoletto, R.F. Camargo & E.C. Oliveira. Linear fractional differential equations and eigenfunctions of fractional differential operators. Comp Appl Math, 1 (2016), 1-15.), (1919 Y. Li, Y.Q. Chen & I. Podlubny. Mittag-Leffler stability of fractional order nonlinear dynamic systems. Automatica, 45 (2009), 1965-1969.), (2525 R.N. Pillai. On Mittag-Leffler functions and related distributions. Ann Inst Stat Math, 42 (1990), 157-161.), (2626 T.K. Pogány & Ť. Tomovski. Probability distribution built by Prabhakar function. Related Turán and Laguerre inequalities. Integr Transforms Spec Funct, 27 (2016), 783-793.. Successively, generalizations of Mittag-Leffler function were proposed 2727 T.R. Prabhakar. A singular integral equation with a generalized Mittag-Leffler function in the kernel. Yokohama Math J, 19 (1971), 7-15.. These functions play a fundamental role in arbitrary order calculus, popularly known as fractional calculus 44 R.F. Camargo. “Cálculo Fracionário e Aplicações”. Ph.D. thesis, IMECC, Unicamp, Tese de Doutorado, Campinas, SP (2009).), (1313 E.C. Grigoletto. “Equações Diferenciais Fracionárias e as Funções de Mittag-Leffler”. Ph.D. thesis, IMECC, Unicamp, Tese de Doutorado, Campinas, SP (2014).), (1818 A.A. Kilbas, H.M. Srivastava & J.J. Trujillo. “Theory and Applications of Fractional Differential Equations”. Elsevier, Amsterdam (2006).), (2020 J.A.T. Machado, V. Kiryakova & F. Mainardi. Recent history of fractional calculus. Commun Nonl Sci Num Simul, 16 (2011), 1140-1153.), (2222 K.S. Miller & B. Ross. “An Introduction to the Fractional Calculus and Fractional Differential Equations”. John Wiley & Sons, New York (1993).), (2929 S.G. Samko, A.A. Kilbas & O.I. Marichev. “Fractional Integrals and Derivatives. Theory and Applications”. Gordon and Breach Science Publishers, Switzerland (1993)., as well as the exponential function play in integer order calculus.

The classical Laplace transform is one of the most widely tools used in the literature for solving integral equations and ordinary or partial differential equations, involving integer or fractional order derivatives 11 R.E. Bellman & R.S. Roth. “The Laplace Transform”. World Scientific, Singapore (1984).),(88 G. Doetsch. “Introduction to the Theory and Application of the Laplace Transformation”. Springer, Berlin, Heidelberg (1974).),(3131 J.L. Schiff. “The Laplace Transform: Theory and Applications”. Springer Verlag, New York (1999).),(3333 D.V. Widder. “The Laplace Transform”, volume 6 of Princeton Mathematical Series. Princeton University Press, Princeton (1941).. It is also used in many others applications such as electrical circuit and signal processing 1515 L.M. Grzesiak & V. Meganck. Spiking signal processing: Principle and applications in control system. Neurocomputing, 308 (2018), 31-48.), (2121 R.R. Marianito & A.L. Worthy. Solution of multilayer diffusion problems via the Laplace transform. J Math Anal Appl, 444 (2016), 475-502.), (3535 W.K. Zahra, M.M. Hikal & T.A. Bahnasy. Solutions of fractional order electrical circuits via Laplace transform and nonstandard finite difference method. J Egypt Math Soc, 25 (2017), 252-261.. In general, the Laplace inversion is done numerically due to the impossibility of the exact inversion by means of an integration on the complex plane 77 B. Davies & B. Martin. Numerical inversion of Laplace transform: A survey and comparison of methods. J Comp Phys, 33 (1979), 1-32.), (3232 J. Valsa & L. Brancik. Approximated formula for numerical inversion of Laplace transform. Int J Numer Model, 11 (1998), 153-166..

M. N. Berberan-Santos 22 M.N. Berberan-Santos. Analytical inversion of the Laplace transform without contour integration: application to luminescence decay laws and other relaxation functions. J Math Chem, 38 (2005), 165-173. proposed a new methodology for evaluation of the numerical inverse Laplace transform, without using integration on the complex plane, which was published in 2005, and its methodology was used recently, for instance, to discuss the luminescence decay of inorganic solids, and to obtain an integral representation of Mittag-Leffler relaxation function, a special one-parameter Mittag-Leffler function 33 M.N. Berberan-Santos. Properties of the Mittag-Leffler relaxation function. J Math Chem , 38 (2005), 629-635.. Recently, the method to evaluate the inverse Laplace transform without using integration on the complex plane was applied in 66 E. Contharteze Grigoletto & E. Capelas de Oliveira. A note on the inverse Laplace transform.Cadernos do IME - Série Matemática, 1(12) (2018), 39-46. to find integral representations on the positive real axis for some functions.

In this paper, with the method for finding inverse Laplace transform without using integration on the complex plane we show that the three-parameter Mittag-Leffler function has integral representations on the positive real axis.

The paper is organized as follows: in Section 1, we present some preliminaries concepts and the methodology of inversion of the Laplace transform. In Section 2, using this methodology, we express the integral representations of three-parameter Mittag-Leffler function and we use the results from this study to discuss, in Section 3, a class of improper integrals, expressing them in terms of the Mittag-Leffler functions. Concluding remarks close the paper.

1 PRELIMINARIES

In this section, we present the definition and some special cases of the Mittag-Leffler functions, and a review of the methodology of inversion of the Laplace transform proposed by M. N. Berberan-Santos in the following subsections.

1.1 Mittag-Leffler functions

The three-parameter Mittag-Leffler function, introduced by Prabhakar 2727 T.R. Prabhakar. A singular integral equation with a generalized Mittag-Leffler function in the kernel. Yokohama Math J, 19 (1971), 7-15., of complex variable z, with complex parameters α, β, γ, is defined by1 1 ℛ|ξ| indicates the real part of ξ.

E α , β γ z = j = 0 γ j z j Γ α j + β j ! , (1.1)

with (α)>0, (β)>0 and (γ)>0, where

Γ ρ = 0 t ρ - 1 e - t d t , (1.2)

is the Gamma function, and

γ j : = Γ γ + j Γ γ , (1.3)

is the Pochhammer symbol. Taking γ=1 in equation (1.1), we get the two-parameter Mittag-Leffler function:

E α , β z = j = 0 z j Γ α j + β . (1.4)

When β=1 in equation (1.4), we get the standard Mittag-Leffler function 2323 G.M. Mittag-Leffler. Sur la nouvelle fonction Eα (z). C R Acad Sci, 137 (1903), 554-558.), (3434 A. Wiman. Über den fundamentalsatz in der teorie der functionen Eα (x). Acta Math, 29 (1905), 191-201.:

E α z = j = 0 z j Γ α j + 1 . (1.5)

A function fC(I) is to be completely monotonic (CM) on interval I if (-1)k fk(x)0 for xI and k=0, 1, 2, 3,...(3333 D.V. Widder. “The Laplace Transform”, volume 6 of Princeton Mathematical Series. Princeton University Press, Princeton (1941).. Capelas et al.55 E. Capelas de Oliveira, F. Mainardi & J. Vaz. Models based on Mittag-Leffler functions for anomalous relaxation in dielectrics. Eur J Phys, 193 (2011), 161-171. showed that the function φ(t)=tβ-1Eα,βγ (-tα) is CM for 0<αγβ1. Particularly, these functions play an important rule in anomalous dielectric relaxation where the memory effect appears specifically in the Havriliak-Negami model, which contains Davidson-Cole model, Cole-Cole model and the classical Debye model, as particular cases1717 A.A. Khamzin, R.R. Nigmatullin & I.I. Popov. Justification of the empirical laws of the anomalous dielectric relaxation in the framework of the memory function formalism. Fract Calc Appl An , 17(1) (2014), 246-258.), (2424 S.C. Pandey. The Lorenzo-Hartley’s function for fractional calculus and its applications pertaining to fractional order modelling of anomalous relaxation in dielectrics. Comp Appl Math , 37 (2018), 2648-2666..

An interesting functional relation case and the more simple special relations involving the Mittag-Leffler functions Eα,β (z) and Eα (z), with z, are given by the following equations:

E 2 α ( z 2 ) = 1 2 [ E α ( z ) + E α ( - z ) ] . (1.6)

E 2 , 2 ( z ) = sinh z z . (1.7)

E 1 , 2 ( z ) = e z - 1 z . (1.8)

E 2 ( - z 2 ) = cos z . (1.9)

E 2 ( z 2 ) = cosh z . (1.10)

1.2 Inversion of the Laplace transform

Let f(t) be a real function of (time) variable t0. The Laplace transform of f, denoted by F(s)= f s, is defined as follows:

f s = F s = 0 e - s t f t d t , (1.11)

whenever the integral converges for2 2 ℛ|s| indicates the real part of s and the imaginary part is denoted by 𝒥|s|. Rsσ>0, where s=σ+iτ, with σ and τ real numbers, and F(s)=0 for σ<0. By means of equation (1.11) with Euler formula, we observe that

R [ F ( σ + i τ ) ] = 0 e - σ t f t cos t τ d t (1.12)

and

𝒥 [ F ( σ + i τ ) ] = - 0 e - σ t f t sin t τ d t . (1.13)

The expression for evaluation of the inverse Laplace transform of F(s), proposed by M. N. Berberan-Santos 22 M.N. Berberan-Santos. Analytical inversion of the Laplace transform without contour integration: application to luminescence decay laws and other relaxation functions. J Math Chem, 38 (2005), 165-173., is given by

f t = e σ t π 0 R [ F ( σ + i τ ) ] cos t τ - 𝒥 [ F ( σ + i τ ) ] sin t τ d τ , (1.14)

for t>0 and any real number σ satisfying the condition σσ 0 > 0, where σ 0 is large enough that F(s) is defined for [s] ≥ σ 0 > 0. The expression in equation (1.14) recovers the real function whose Laplace transform is known.

From equation (1.14), for t>0, we can write

π 2 e - σ t f t + e σ t f - t = 0 R F σ + i τ cos t τ d τ . (1.15)

The function f is such that fξ=0 for ξ<0. Since t>0, equation (1.15) yields

f t = 2 e σ t π 0 R F σ + i τ cos t τ d τ , (1.16)

Furthermore, in a similar way,

f t = 2 e σ t π 0 I F σ + i τ sin t τ d τ . (1.17)

Namely, there are three possible cases to find the inverse Laplace transform of a function F(s), they are given by equations (1.14), (1.16) and (1.17).

In this point, it is important to consider a simple example, illustrating the methodology that will be used in this work: The Laplace transform of the exponential function is given by Fs=1s-1, for [s]>0. Choosing [s]=σ=2 and writing s=2+iτ, we have that R[F(2+iτ)] =11+τ2. Thus, from equation (1.16), we obtain

π 2 e - t = 0 cos t τ 1 + τ 2 d τ , for t > 0 . (1.18)

2 INTEGRAL REPRESENTATIONS OF MITTAG-LEFFLER FUNCTION

Some integral representations associated with the one-parameter Mittag-Leffler function can be found in the following papers: 33 M.N. Berberan-Santos. Properties of the Mittag-Leffler relaxation function. J Math Chem , 38 (2005), 629-635.), (1212 R. Gorenflo, J. Loutschko & Y. Luchko. Computation of the Mittag-Leffler function and its derivatives. Fract Calc Appl An, 5 (2002), 491-518.), (1616 H.J. Haubold, A.M. Mathai & R.K. Saxena. Mittag-Leffler functions and their applications. J Appl Math, 2011 (2011), 298628.. Here we present integral representations for the three-parameter Mittag-Leffler function and to prove the representations, we use the relations in equations (1.14), (1.16) and (1.17). It is worthwhile to mention that the detail treatment of the similar study can be found in 2828 J.C. Prajapati, R.K. Jana, R.K. Saxena & A.K. Shukla. Some results on the generalized Mittag-Leffler function operator. J Inequal Appl, 2013 (2013), 33.), (3030 R.K. Saxena , J.P. Chauhan, R.K. Jana & A.K. Shukla. Further results on the generalized Mittag-Leffler function operator. J Inequal Appl , 2015 (2015), 75..

Theorem 1. Let α>0, β>0, γ>0 and λ. Then, for t>0, the three-parameter Mittag-Leffler function Ψ(t)=Eα,βγλ tα has the following integral representations on the positive real axis

E α , β γ λ t α = t 1 - β e σ t π 0 r α γ - β r ~ cos θ α γ - β - θ ~ + t τ d τ , (2.1)

= 2 t 1 - β e σ t π 0 r α γ - β r ~ cos θ α γ - β - θ ~ cos d τ , (2.2)

= - 2 t 1 - β e σ t π 0 r α γ - β r ~ sin θ α γ - β - θ ~ sin t τ d τ , (2.3)

where σ>σ0 and σ0, r, θ, θ~, and r~ are defined by equations:

σ 0 = λ 1 α . (2.4)

r cos θ = σ and r sin θ = τ . (2.5)

r ~ 1 γ cos θ ~ γ = r α cos θ α - λ and r ~ 1 γ sin θ ~ γ = r α sin θ α . (2.6)

Proof. The Laplace transform of the three-parameter Mittag-Leffler type function f(t)=tβ-1Eα,βγ(λ tα) is given by

L t β - 1 E α , β γ λ t α s = s α γ - β s α - λ γ = F s , for λ s - α < 1 . (2.7)

The complex parameter s can be written as

s = σ + i τ = r e i θ , (2.8)

with σ, τ, r>0 and 0θ2π. In this way, from equation (2.8), we get equations in (2.5).

Expression (sα-λ)γ in the denominator of F (s) can be written in the following form:

( s α - λ ) γ = r ~ e i θ ~ . (2.9)

Replacing s by re in equation (2.9), we get

( r α e i θ α - λ ) γ = r ~ e i θ ~ ,

that is,

r α e i θ α - λ = r ~ 1 γ e i θ ~ γ . (2.10)

Separating real part and imaginary part in equation (2.10), we obtain the expressions in equation (2.6).

We can thus conclude that

F s = s α γ - β s α - λ γ = r e i θ α γ - β r ~ e i θ ~ = r α γ - β r ~ e i θ α γ - β - θ ~ .

Through manipulation of F(s), we can separate its real and imaginary parts:

R F σ + i τ = r α γ - β r ~ cos θ α γ - β - θ ~ (2.11)

and

I F σ + i τ = r α γ - β r ~ sin θ α γ - β - θ ~ . (2.12)

Substituting equations (2.11) and (2.12) into equations (1.14), (1.16) and (1.17), we arrive at equations (2.1), (2.2) and (2.3), respectively; and finally if we choose σ>σ0=λ1α, then the inequality λ s-α<1 is satisfied. ◻

According to Theorem 1, the Mittag-Leffler function has similar integral representations, as we have seen in the equations (2.1)-(2.3). We present some applications of this theorem in the next section.

3 EVALUATION OF A CLASS OF IMPROPER INTEGRALS

In what follows we will discuss some evaluations for improper integrals using Theorem 1 for specific values of the parameters appearing in equations (2.1)-(2.3). As by-products, in the following examples, interesting integrals are obtained.

We should point out that we consider the case λ=1 in the next illustrative examples. In this way, from equation (2.4), we can choose σ=2>σ0=11α=1. Equation (2.5) with σ=2 imply that

r cos θ = 2 and r sin θ = t . (3.1)

By equation (3.1), we have

r = 4 + τ 2 and θ = arccos 2 4 + τ 2 = arcsin τ 4 + τ 2 . (3.2)

Example 1. We consider the function:

E 1 , β γ ( - t ) = 1 Γ β 1 F 1 ( γ ; β ; - t ) ,

where 1F1 (γ; β; t) be a confluent hypergeometric function 1818 A.A. Kilbas, H.M. Srivastava & J.J. Trujillo. “Theory and Applications of Fractional Differential Equations”. Elsevier, Amsterdam (2006).. In particular, if 0<γβ1, the function φ(t)=tβ-1E1,βγ(-t) is CM.

From equation (2.1), we can derive that

E 1 , β γ - t = 2 t 1 - β e 2 t π 0 r γ - β r ~ cos θ γ - β - θ ~ cos t τ d τ , (3.3)

or in a different form, we can obtain an integral representation for confluent hypergeometric function as follows:

1 F 1 γ ; β ; - t = 2 Γ β t 1 - β e 2 t π 0 r γ - β r ~ cos θ γ - β - θ ~ cos t τ d τ , (3.4)

where, according to equation (2.6),

θ ~ = γ arctan τ 4 and r ~ = 4 + τ 2 γ / 2 . (3.5)

Substituting equations (3.2) and (3.5) into equation (3.4), we obtain the result

1 F 1 γ ; β ; - t = 2 Γ β t 1 - β e 2 t π 0 ϕ t , τ cos t τ d τ , (3.6)

For t>0, where

ϕ t , τ = 1 4 + τ 2 β / 2 cos γ - β arccos 2 4 + τ 2 - γ arctan τ 4 . (3.7)

Taking γ=β in equation (3.7), we have

1 F 1 β ; β ; - t = 2 Γ β t 1 - β e 2 t π 0 cos β arctan τ 4 cos t τ 4 + τ 2 β / 2 d τ . (3.8)

According to equation (3.8) with E1,ββ (-t)=1Γβ 1F1 (β;β;-t) we thus have

E 1 , β β ( - t ) = 2 t 1 - β e 2 t π 0 cos β arctan π 4 cos t τ 4 + τ 2 β 2 d τ , (3.9)

For t>0.

If γ=1 and β=2, by equations (3.3) and (1.8),

E 1 , 2 ( - t ) = 1 - e - t t = 2 e 2 t t π 0 cos θ + θ ~ cos t τ r r ~ d τ , (3.10)

that is,

π 2 e - 2 t 1 - e - t = 0 1 r 2 r ~ 2 r cos θ r ~ cos θ ~ - r sin θ r ~ sin θ ~ cos t τ d τ . (3.11)

Equations (2.6) and (3.1) provided that

r ~ cos θ ~ = 3 and r ~ sin θ ~ = τ . (3.12)

Taking into account the equations (3.12) and (3.1), we can rewrite equation (3.11) in the respective form:

π 2 e - 2 t 1 - e - t = 0 6 - τ 2 cos t τ τ 4 + 13 τ 2 + 36 d τ , for t > 0 . (3.13)

Example 2. In this example we consider the function: Eα,α (-tα). In particular, if 0<α1, the function φt=tα-1Eα,α (-tα) is CM.

In this case, if we use equation (2.3), since αγ-β=0, then we have

E α , α - t α = 2 t 1 - α e 2 t π 0 sin θ ~ sin t τ r ~ d τ , (3.14)

where t>0 and θ~ and r~ are defined in equation (2.6), given by

r ~ = r 2 α + 2 r α cos θ α + 1 and sin θ ~ = r α sin θ α r ~ , (3.15)

where r and θ are given by equation (3.1).

When α=2, then equation (2.6), in accordance with equation (3.1), yields the following formula

r ~ cos θ ~ = r 2 cos 2 θ + 1 = 5 - τ 2 and r ~ sin θ ~ = r 2 sin 2 θ = 4 τ . (3.16)

Multiplying the integrand in equation (3.14) by r~r~, and substituting equations (3.1) and (3.16) into (3.14), we thus derive the following integral representation

E 2 , 2 - t 2 = 2 e 2 t t π 0 4 τ sin t τ τ 4 + 6 τ 2 + 25 d τ , for t > 0 . (3.17)

Equation (1.7) imply the following result

E 2 , 2 - t 2 = sinh i t i t = sin t t .

Then, equation (3.17) can be rewritten in the alternative form:

e - 2 t sin t = 2 π 0 4 τ sin t τ τ 4 + 6 τ 2 + 25 d τ , for t > 0 . (3.18)

Example 3. In the last case we consider the function: Eα(-tα). In particular, if 0<α1, the function φ(t)=Eα (-tα) is CM. From equation (2.2), we obtain the following integral representation

E α ( - t α ) = 2 e 2 t π 0 r α - 1 r ~ cos θ α - 1 - θ ~ cos t τ d τ , (3.19)

For t>0, where r and θ are given by equation (3.1) and r~ and θ~ are given by equation (2.6).

Moreover, when manipulating the mathematical expression in equation (3.19), we can give another similar integral representation as follows

E α - t α = 2 e 2 t π 0 r α - 2 [ 2 r α + 2 cos ( θ α ) + τ sin ( θ α ) ] cos ( t τ ) r 2 α + 2 r α cos ( θ α ) + 1 d τ . (3.20)

In particular, when α=1 in equation (3.20), we obtain another integral representation for the exponential function:

π 2 e - t = 0 3 cos t τ 3 9 + τ 2 d τ , for t > 0 . (3.21)

When α=2, by using equation (1.9) and the integral representation type in equation (2.3), the cosine function takes the form:

cos t = E 2 - t 2 = 2 e 2 t π 0 r r ~ sin θ ~ - θ sin t τ d τ . (3.22)

The integral in equation (3.22) can be simplified to

cos t = 2 e 2 t π 0 τ 3 + 3 τ sin t τ τ 4 + 6 τ 2 + 25 d τ , f o r t > 0 . (3.23)

Furthermore, using the relation in equation (1.10) and the equation (2.3), the hyperbolic cosine function can be represented by

cos t = 2 e 2 t π 0 τ 3 + 5 τ sin t τ τ 4 + 10 τ 2 + 9 d τ , f o r t > 0 . (3.24)

Finally, we can use the relation in equation (1.6) and the above results to express the function

E 4 t 4 = 1 2 E 2 t 2 + E 2 - t 2 = cos t + cosh t 2 .

In fact, equations (3.23) and (3.24) provided that

E 4 t 4 = e 2 t π 0 τ 3 + 3 τ τ 4 + 6 τ 2 + 25 + τ 3 + 5 τ τ 4 + 10 τ 2 + 9 sin t τ d τ , (3.25)

for t>0.

4 CONCLUDING REMARKS

We build similar integral representations for the three-parameter Mittag-Leffler function on the positive real axis using the method for finding inverse Laplace transform without using integration on the complex plane. Many authors have demonstrated interest in the study of the asymptotic behavior of the Mittag-Leffler functions on the interpretation of the solutions of problems associated with fractional diffusion. In this way the integral representations presented in this paper can be used to analyze the asymptotic behavior of these functions. Furthermore, this representation can express improper integrals in terms of trigonometric functions by means of the Mittag-Leffler functions and the presented examples complement corresponding integral representations.

ACKNOWLEDGMENT

The authors thank the referees for their valuable and constructive comments in relation to this work and thank the collaboration of the members of our research group CF@FC.

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  • 1
    |ξ| indicates the real part of ξ.
  • 2
    ℛ|s| indicates the real part of s and the imaginary part is denoted by 𝒥|s|.

Publication Dates

  • Publication in this collection
    16 Sept 2019
  • Date of issue
    May-Aug 2019

History

  • Received
    31 Aug 2018
  • Accepted
    14 Jan 2019
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