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Advanced Fractional Calculus

The document defines the Riesz fractional derivative and integral operators for real numbers and their representations using Riesz potentials and kernels. It also defines the fractional Laplacian operator and discusses its eigenfunction expansion representation on finite domains. Some key properties are: - The Riesz fractional derivative and integral are defined in terms of the Fourier transform of the absolute value of the frequency raised to some power. - In R, the Riesz potential can be written as an integral involving the Riesz kernel and the fractional derivatives can be written using fractional derivatives at negative and positive infinity. - On a finite domain, the fractional Laplacian operator can be represented as a sum involving the eigenfunctions and eigenvalues of the standard

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148 views3 pages

Advanced Fractional Calculus

The document defines the Riesz fractional derivative and integral operators for real numbers and their representations using Riesz potentials and kernels. It also defines the fractional Laplacian operator and discusses its eigenfunction expansion representation on finite domains. Some key properties are: - The Riesz fractional derivative and integral are defined in terms of the Fourier transform of the absolute value of the frequency raised to some power. - In R, the Riesz potential can be written as an integral involving the Riesz kernel and the fractional derivatives can be written using fractional derivatives at negative and positive infinity. - On a finite domain, the fractional Laplacian operator can be represented as a sum involving the eigenfunctions and eigenvalues of the standard

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21 Riesz Fractional Integro-Differentiation

See Kilbas et al. , Sec 2.10.

For α > 0, the Riesz fractional derivative and Riesz fractional integral are defined by

(−∆)α/2 := F −1 |x|αF ,

and
I α := F −1 |x|−αF ,
respectively.

Remark 51

• (−∆)α/2 := I −α = (I α)−1 .

• I αI β = I α+β .

• ∆α/2 is also called the fractional Laplacian.

21.1 Explicit representations in Rn


I α can be represented as the Riesz potential
Z
α
I f(x) = kα (x − t) f(t) dt,
Rn

where kα (x) is the Riesz kernel. When 0 < α ≤ 2, α 6= 1,



− ln |x|, α = n = 2,
1 
kα (x) :=
γn (α) 
|x|α−n , otherwise,

 2π, α = n = 2,
γn (α) =
n−α
2α π n/2 Γ(α/2) / Γ

, otherwise.

2

Riesz fractional derivative (−∆)α/2 is realized in the form of the hypersingular integral
defined by

y(x) − y(x − t) y(t)


Z Z
α/2
(−∆) y := cn (α) n+α
dt = cn (α) n+α
dt.
Rn |t| Rn |x − t|

184
21.2 Explicit representations in R

Kernel and coefficients for n = 1

1
kα (x) := |x|α−1, 0 < α < 2, α 6= 1
γ1 (α)
Γ(α/2)
γ1 (α) = 2α π 1/2 , 0 < α < 2, α 6= 1
Γ 1−α
2

Property of Gamma function, See Pozrikidis [26], 1.8.13.

1 1 Γ( 1−α
2
) 1 απ 1
= α√ = Γ(1 − α) sin =
γ1 2 π Γ(α/2) π 2 2Γ(α) cos απ
2

 
α −3/2α 1+α απ
c1 (α) = 2 π Γ 1+ Γ sin
2 2 2
 
 α  1+α 1
= 2α π −1/2Γ 1 + Γ
2 2 2 Γ(1 − α) Γ(α) cos απ
2
α −1
= = , 0 < α < 2.
2 Γ(1 − α) cos απ
2
2 Γ(−α) cos απ
2

In R, Riesz potential for 0 < α < 2, α 6= 1, is the PV integral


Z ∞
α 1 f(ξ) 1
I f(x) := απ dξ = [−∞Ixα + xI∞
α
] f(x),
2Γ(α) cos 2 −∞ |ξ − x|1−α 2 cos απ
2

where
∞ x
1 f(ξ) 1 f(ξ)
Z Z
α α
xI∞ f(x) := dξ, −∞Ix f(x) := dξ.
Γ(α) x (ξ − x)1−α Γ(α) −∞ (x − ξ)1−α

Therefore, the left Inverse operator can be written as


1
(I α )−1 := I −α = −α −α
 
απ −∞Ix + xI∞ .
2 cos 2

It can be shown that


 d 1−α
 dx xI∞ , 0<α<1
−α α
xI∞ = −→ xD∞ .
d2
I 2−α , 1<α<2

dx2 x ∞

Similarly, it can be shown that −α


−∞Ix = −∞Dxα .
Thus, in R,
1 dα F
(−∆)α/2 = [ D
−∞ x
α
+ D
x ∞
α
] := − −→ F −1 |x|αF .
2 cos απ
2
d|x|α

185
Riesz derivative on [a, b]
For f defined on [a, b] with f(a) = f(b) = 0, the Riesz derivative is defined by

dα 1
(−∆)α/2 = − = [aDxα + xDbα ] .
d|x| α 2 cos απ
2

21.3 Generalizations
Riesz-Feller fractional operator in 1D:
dα
− = cl (α, θ) −∞Dxα + cr (α, θ) xD∞
α
, 0 < α < 2, α 6= 1.
d|x|αθ

Multidimension operator
dα1 dα2 dα3
a1 + a 2 + a 3 .
d|x|α1 d|y|α2 d|z|α3

21.4 Fractional Laplacian as an eigenfunction expansion on fi-


nite domain
Let {λk , φk } be the eignsystem corresponding (−∆) with respect to some boundary con-
ditions, i.e.
(−∆)φk = λk φk .
Then, the solution can be written as
∞
X
u= u k φk ,
k=1

and ∞ ∞
X X
(−∆) u = uk (−∆)φk = uk λk φk .
k=1 k=1

The fractional Laplacian is defined as


∞
α/2
X
α/2
(−∆) u= uk λk φk .
k=1

186

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