Abstract
Nonlocal and fractional-order models capture effects that classical partial differential equations cannot describe; for this reason, they are suitable for a broad class of engineering and scientific applications that feature multiscale or anomalous behavior. This has driven a desire for a vector calculus that includes nonlocal and fractional gradient, divergence and Laplacian type operators, as well as tools such as Green’s identities, to model subsurface transport, turbulence, and conservation laws. In the literature, several independent definitions and theories of nonlocal and fractional vector calculus have been put forward. Some have been studied rigorously and in depth, while others have been introduced ad-hoc for specific applications. The goal of this work is to provide foundations for a unified vector calculus by (1) consolidating fractional vector calculus as a special case of nonlocal vector calculus, (2) relating unweighted and weighted Laplacian operators by introducing an equivalence kernel, and (3) proving a form of Green’s identity to unify the corresponding variational frameworks for the resulting nonlocal volume-constrained problems. The proposed framework goes beyond the analysis of nonlocal equations by supporting new model discovery, establishing theory and interpretation for a broad class of operators, and providing useful analogues of standard tools from the classical vector calculus.
Appendix
Appendix A. Proof of Lemma 2.2
We begin analyzing
by following the same arguments of Example 6.24 in Ref. [58]. The key idea is to extract the dependence on |ξ| from the integral and show, by symmetry, that the remaining factor does not depend on ξ. First, note that
and likewise
so that
Next, write ξ = |ξ| ν, where |ν| = 1. Then
Therefore, the imaginary part of the integral (A.1) is proportional to the integral
which is zero by symmetry. More precisely, the change-of-variables
shows the integral is the negative of itself. Thus, the integral (A.1) is real-valued and given by
Next we argue that the integral above does not depend on ξ (note that this is not obvious at first glance, because ν = ξ/|ξ|). Denote the integral in the above equation by F(ν). We seek to show that F(ν) is the constant Dn,s. Let T be an orthonormal rotation; then
The change of variable θ → Tθ, which has Jacobian determinant 1 in absolute value, then gives
Since Ta ⋅ Tb = a ⋅ b,
Therefore F(ν) does not depend on ν; for example F(ν) = F(e1), by choosing an orthonormal T such that T(ν) = e1. We can then write the above constant as
For the first term above, consider the transformation θ′ ↦ −θ′. Under this transformation, θ ⋅ θ′ ↦ − θ ⋅ θ′. This transformation also maps the unit sphere {|θ′| = 1} to itself and has Jacobian determinant 1 in absolute value. Therefore
which proves the first term in (A.2) is zero. Therefore
We write
This can be simplified to
In the third and fourth integrals, consider the change-of-variables (θ, θ′) ↦ − (θ, θ′). This maps the range of integration in the third term to that of the first term, the range of integration in the fourth term to that of the second term, leaves the integrands invariant, and has Jacobian determinant 1 in absolute value. Therefore, the above can be written
Finally, for the second term above, consider the transformation θ′ ↦ -θ′. This maps the range of integration to that of the first term, flips the sign of θ′ ⋅ θ, and has Jacobian determinant 1 in absolute value. The above difference of integrals can therefore be written
Now write
Then we can write (A.3) as
For the second integral here, consider the transformation
This maps the set {|θ′| = 1,
We see that the integral above is positive, since the integrand is positive over the region of integration. In fact, by Fubini’s theorem, we have
Appendix B The unweighted Green identity for fractional operators
In Section 3.3, we showed how (2.7) for the fractional interaction kernel (3.3) yielded the unweighted fractional Green’s identity (3.6), i.e.,
The second term on the right-hand side can be split as
Meanwhile, the first term on the right-hand side can be split as:
The identity
implies, with B = ℝn, A = ℝn ∖ Ω and therefore B ∖ A = Ω, that
Therefore, the first three integrals can be combined into
The fourth term can be written as
This cancels with the first term in (B.1), so (3.6) reduces to
This is precisely the fractional Green’s identity (3.5) reported by Ref. [34]. Thus, the latter can be viewed as a special case of the unweighted nonlocal Green’s identity of Ref. [38] with the fractional interaction kernel (3.3).
Note that Ref. [38] also defines a nonlocal interaction operator for a two-point vector field w(x, y) and for x ∈ ℝn ∖ Ω,
which they use to introduce a notion of nonlocal flux,
With the same fractional interaction kernel α given by (3.3), using (2.3) we have
The identity (3.6) can therefore be rewritten using the notation 𝓝 [𝓖 u] (x), just as (3.5) uses the notation 𝓝s u(x). The two operators are not equivalent, as
Appendix C Proof of Theorem 3.4
Theorem 3.4 is a direct consequence of the following two lemmas.
Lemma C.1
Let u ∈ Hs(ℝn) and Υn,t be defined as in (2.30). Then
Proof
We find a bound for the left-hand side in (C.1). First,
Then
We have from Lemma 2.1 with t = n + 2s,
Next, by using Fubini’s theorem, we see that III = I; in fact, the change of variables (x, y) ↦ (y, x), and the symmetry of |x − y| yields
To bound II, we first estimate, using Lemma 2.1 with t = 3n + 4s,
so that
Combining this bound for II with the bound for I = III yields (C.1). □
Lemma C.2
Let v ∈ Hs(ℝn) and Υn,t be defined as in (2.30). Then
Proof
We proceed as before. First, we write
Then
These terms can be compared to I, II, and III in the proof of Lemma C.1, and the proof can completed in the same way. □
Appendix D Proof of Theorem 3.5
Theorem 3.5 is a direct consequence of the following two lemmas.
Lemma D.1
Let u ∈ Hs(ℝn) and Υn,t be defined as in (2.30). Then
Proof
A simple calculation gives
Here, we used Lemma 2.1 with t = n + 2s. □
Lemma D.2
Let v ∈ Hs(ℝn) and Υn,t be defined as in (2.30). Then
Appendix E Proof of Theorem 4.3
With the choices in Theorem 4.3, since the kernel is translation invariant, we write the equivalence kernel according to (4.3). We have
We explicitly denote the dependence of γeq(x, y) on λ by writing γeq(x, y; λ). We evaluate this integral indirectly. Let z′ = z − x. Then z = z′ + x, dz = dz′ and y − z = y − z′ − x = y − x − z′. Thus,
From this, it follows that γeq(x, y; λ) depends only on x − y. Next, we show that the kernel is rotationally invariant. Consider a rotation 𝓡; we have
Let z = 𝓡 z′. Then dz = dz′, and
Therefore, γeq depends only on |x − y|. Now we let c > 0 and consider
Let z = c z′. Then dz = cd dz′, and
Therefore,
where e is any unit vector and
Acknowledgments
This work was supported by the U.S. Department of Energy, Office of Science, Office of Advanced Scientific Computing Research under the Collaboratory on Mathematics and Physics-Informed Learning Machines for Multiscale and Multiphysics Problems (PhILMs) project, as well as MURI/ARO grant W911NF-15-1-0562.
M.D. and M.G. are supported by Sandia National Laboratories (SNL), SNL is a multimission laboratory managed and operated by National Technology and Engineering Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energy’s National Nuclear Security Administration contract number DE-NA0003525. This paper describes objective technical results and analysis. Any subjective views or opinions that might be expressed in the paper do not necessarily represent the views of the U.S. Department of Energy or the United States Government. Report Number: SAND2020-4869.
The authors are thankful to Prof. Mark M. Meerschaert‡ (Michigan State University) for useful discussions and insights and for having initiated and inspired this work at its preliminary stage.
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© 2021 Diogenes Co., Sofia
Articles in the same Issue
- Frontmatter
- Editorial
- FCAA related news, events and books
- Survey Paper
- Towards a unified theory of fractional and nonlocal vector calculus
- Research Paper
- An adaptive memory method for accurate and efficient computation of the Caputo fractional derivative
- Analysis of solutions of some multi-term fractional Bessel equations
- Existence of solutions for the semilinear abstract Cauchy problem of fractional order
- Summability of formal solutions for a family of generalized moment integro-differential equations
- Analysis and fast approximation of a steady-state spatially-dependent distributed-order space-fractional diffusion equation
- Green’s function for the fractional KdV equation on the periodic domain via Mittag–Leffler function
- First order plus fractional diffusive delay modeling: Interconnected discrete systems
- On a solution of a fractional hyper-Bessel differential equation by means of a multi-index special function
- On the decomposition of solutions: From fractional diffusion to fractional Laplacian
- Output error MISO system identification using fractional models
- Short Paper
- Identification of system with distributed-order derivatives
- Short note
- On the Green function of the killed fractional Laplacian on the periodic domain
Articles in the same Issue
- Frontmatter
- Editorial
- FCAA related news, events and books
- Survey Paper
- Towards a unified theory of fractional and nonlocal vector calculus
- Research Paper
- An adaptive memory method for accurate and efficient computation of the Caputo fractional derivative
- Analysis of solutions of some multi-term fractional Bessel equations
- Existence of solutions for the semilinear abstract Cauchy problem of fractional order
- Summability of formal solutions for a family of generalized moment integro-differential equations
- Analysis and fast approximation of a steady-state spatially-dependent distributed-order space-fractional diffusion equation
- Green’s function for the fractional KdV equation on the periodic domain via Mittag–Leffler function
- First order plus fractional diffusive delay modeling: Interconnected discrete systems
- On a solution of a fractional hyper-Bessel differential equation by means of a multi-index special function
- On the decomposition of solutions: From fractional diffusion to fractional Laplacian
- Output error MISO system identification using fractional models
- Short Paper
- Identification of system with distributed-order derivatives
- Short note
- On the Green function of the killed fractional Laplacian on the periodic domain