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Questions tagged [fractional-calculus]

Questions regarding derivatives and integrals of non-integer order.

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0answers
45 views

Fractional differential equation and inverse Laplace transform

I am writing my bachelor thesis to prove that a certain linear fractional differential equation of order $(n,q)$ has $N$ linearly independent solutions, where $N$ is the smallest possible integer ...
5
votes
1answer
122 views

Anderson localization for fractional Laplacians

There is a vast literature on Anderson localization, namely, the study of decay of eigenfunctions of operators on $l^2(\mathbb{Z}^d)$ such as $$ -\Delta+\lambda V $$ where $\Delta$ is the discrete ...
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0answers
39 views

explicit formula for fractional laplacian.

Let $u$ be a smooth positive bounded function. Define $v(x)= \log u(x)$. Is it possible to compute $ (-\Delta)^{s} v(x)$ in terms of $u$ explicitly where $0<s<1$.
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0answers
41 views

Limit contration rates and expansion rate solenoid map

Let M:=$S^{1}\times \mathcal{D}^1$ where $\mathcal{D}=\{v\in \mathcal{R}^2 | |v|<1\}$ carries the product distance and suppose $f:M\rightarrow M$,$(x,y,z)\rightarrow (\gamma x, \lambda y+v(x), \mu ...
-6
votes
1answer
95 views

Behavior of $f(x)= \log\left(1+\frac{r}{x+a}\right) + \log\left(1+\frac{r}{2x+a}\right) - 2r \log \left(1+\frac{x}{x+a+r} \right)$ [closed]

Consider the following function defined on $x \in \mathbb{R}^+ \cup\{0\}$ $$ f(x)= \log\left(1+\frac{r}{x+a}\right) + \log\left(1+\frac{r}{2x+a}\right) - 2r \log \left(1+\frac{x}{x+a+r} \right), $$ ...
5
votes
1answer
625 views

How to define transfinite derivatives of a function?

There are all manners of theories generalizing the notion of derivative. Amongst them is the fractional calculus, a rich theory which gives a sense to the derivation and integration of non-integer (i....
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0answers
79 views

formula of spectral fractional laplacian

In fact, if $U$ is a solution of \begin{equation} \ \ \left\{\begin{aligned} (-\Delta)^s U &=f &&\text{in } \Omega \\ U &= g &&\text{on } \partial \Omega \\ \end{...
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3answers
180 views

Reference on spectral fractional Laplacian

Are there Harnack type inequalities and Schauder type estimates for the spectral fractional Laplacian. References are welcome.
4
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1answer
159 views

Divergence form of the fractional Laplacian

Can I write the fractional Laplacian $$(-\Delta)^{\alpha/2} u(x) : = c_{\alpha,d} \mathrm{P.V.}\int_{\mathbb{R}^2} \frac{u(x) - u(y)}{|x-y|^{d+\alpha}}dy$$ in the divergence form $$(-\Delta)^{\...
3
votes
1answer
88 views

Fractional Sobolev spaces of order 0

For $1\leq p <+\infty$, $0<s<1$ and $\Omega\subset R^n$ domain, the fractional Sobolev space $W^{s,p}$ is defined as $$W^{s,p}(\Omega):=\big\{f \in L^p(\Omega)\colon \int_{\Omega} \int_{\...
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0answers
53 views

Eigenvalues and kernel of the the fractional laplacian in the $d$-dimensional torus

Let $\mathbb{T}^d$ be the $d$-dimensional torus. Consider the operator $$ \Delta^{(\alpha/2)}u(x):= \int_{\mathbb{T}^d} \frac{u(x+y)+u(x-y)-2u(x)}{(d_{\mathbb{T}^d}(x,y))^{d+\alpha}} dy$$ Where $u$ ...
1
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1answer
146 views

Dirichlet fractional Laplacian and zero boundary conditions

Does there exists a non-zero function $$f\in C_0([0,1]):=\{f:[0,1]\to \mathbb R:\ f\text{ is continuous and } f(0)=f(1)=0\},$$ such that $(-\Delta)^{\frac\alpha 2}f\in C_0([0,1]) $, where $(-\Delta)^{\...
4
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0answers
86 views

Normalisation in fractional integration and Brownian motion

Fractional Brownian motion comes in two forms (following Marinucci and Robinson 1998) for fraction $\alpha$ and Brownian motion $W_s$: Type II (Levy, Volterra, Riemann) $$ \tilde W^\alpha_t = \int_0^...
1
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1answer
212 views

Comparison of two versions of fractional Sobolev spaces: do we have $W^{s,p}(\mathbb{R}^{n})=H^{s,p}(\mathbb{R}^{n})$?

There are two version of fractional Sobolev spaces. Definition 1: (Via Gagliardo semi-norm) Let $1\leq p\leq +\infty$, $0<s<1$ and let $\Omega\subseteq \mathbb{R}^n$ be an open set. The ...
5
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2answers
235 views

Fractional moments of Poisson distribution

I wonder if there is a formula to calculate the fractional (0,1) moments of a Poisson distribution? Thanks in advance.
30
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3answers
1k views

Why are there so many fractional derivatives?

I have been interested in fractional calculus for some time now, and I have seen "lots" of definitions of the $\frac {d^\alpha} {dx^\alpha}$ operator. I started with the book The Fractional Calculus ...
1
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0answers
41 views

Solution of two coupled fractional differential equations

The following arose in a physical problem: Solve the two equations \begin{eqnarray} p(t)+D^\alpha x(t)+\omega x(t)=0\\ _T^- D^\alpha p(t)-\omega p(t)+k x(t)=0 \end{eqnarray} subject to the ...
3
votes
1answer
150 views

integration for fractional laplacian

Is it possible to integrate by parts the fractional laplacian $(-\Delta)^su+ u=f(u)$ in $\mathbb{R}^N$, or is it true that $\int_{\mathbb{R}^N}u= \int_{\mathbb{R}^N} f(u) $ with $s\in (0, 1)$, $u\in ...
5
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0answers
379 views

How important is the Atangana-Baleanu fractional derivative, the main recent development in fractional calculus?

In 2016 a new definition of a fractional derivative was announced in this paper, which has since had more than 100 citations. This derivative, the Atangana-Baleanu derivative, is the main recent ...
6
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2answers
318 views

Reference for LIL for fractional Brownian motion

(Cross-posted to https://math.stackexchange.com/questions/2377810/law-of-iterated-logarithm-for-fractional-brownian-motion.) It seems strange but, even after consulting several books, and hours ...
2
votes
1answer
73 views

periodic solutions for a fractional ODE

Can any one give a reference on what are the periodic solutions of the linear fractional ODE $(-\frac{d^2}{dx^2} )^s u= u$ on $x\in (0, T)$ with $u(0)= u(T)$ and $s\in (0, 1)$. An example of a ...
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0answers
43 views

Fractional Leibniz rule with Lorentz spaces

The "fractional Leibniz rule" asserts that $$\Vert D^s(fg)\Vert_{L^r}\lesssim\Vert D^sf\Vert_{L^{p_1}}\Vert g\Vert_{L^{q_1}}+\Vert f\Vert_{L^{p_2}}\Vert D^sg\Vert_{L^{q_2}}$$ where $$\frac{1}{p_i}+\...
4
votes
1answer
194 views

Uniqueness of a SDE with positivity constraint

We start by fixing some notation. If $x\in\Bbb R^N$, we denote the usual euclidean norm in $\Bbb R^N$ with $\|x\|$: we omit the reference to the space $\Bbb R^N$ or to the dimension $N$ since it ...
0
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0answers
44 views

Solving Fractional Nonlinear Schroedinger Equation (System of Nonlinear Equations)

I also posted this on Math StackExchange last night. I'm solving the fractional nonlinear (time-independent) Schroedinger equation of the form $$\frac{1}{2}u-\frac{1}{2}\frac{\partial ^{\alpha}u}{\...
8
votes
1answer
449 views

The Hölder inequality for fractional order Sobolev seminorm?

This question is post on MSE a week ago. I move it here to draw more attention. Let $u\in C^\infty(\bar I)$ be given where $I=(0,1)$. Define $$ t(\alpha):=\left(\int_I\int_I \frac{|u(x)-u(y)|^\alpha}{...
1
vote
1answer
83 views

Well-definedness for a singular integral

Let $T_\alpha$ be a singular integral operator defined by $$ T_{\alpha}[f](t):=\int_{0}^{t}\frac{f(t)-f(s)}{(t-s)^{\alpha+1}}ds $$ for continuous functions $f$ on $[0,\infty)$ and $0<\alpha<1$. ...
2
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0answers
128 views

Fractional derivative of the Wright function

It is mentioned in some papers (Appendix in this paper, for example) that the (formal) solution of the fractional drift (or transport) equation $$ \partial_{t}^{\alpha}u(t,x)+\partial_{x}u(t,x)=0\quad\...
1
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2answers
235 views

How to evaluate the following integral

Would anyone please let me know how to compute the following integral: $$\int_{-\infty}^{+\infty}\frac{a\log(t^2+1)}{t^2 + a^2}dt,$$ here $a > 0$.
2
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0answers
109 views

Another proof of the comparison principle for PDEs by the theory of viscosity solutions

In my research I study (fully) nonlinear PDEs with fractional derivatives. For an analysis of these, I use the theory of viscosity solutions. So I am now at the end of my tether becasuse I can not ...
7
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3answers
771 views

A definition of the fractional derivative

I was investigating the idea of fractional derivatives and devised the following definition. WHich definition is it equivalent to and can I have a reference for it? $$\frac{d^n}{dx^n}f(x) = \lim_{h \...
2
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0answers
85 views

Rearrangement in Bessel function spaces

I consider, for $0<s<1$, the Bessel function space $$ L^{s,2}(\mathbb{R}^d) = \left\{f\in L^2(\mathbb{R}^n) : (1+|\cdot|)^{s/2}\hat{f}(\cdot)\in L^2(\mathbb{R}^n)\right\}. $$ The question I ...
2
votes
2answers
211 views

Resolvent operator of fractional Laplacian

For $0<\alpha<2$, we define the fractional Laplacian with Fourier transform \begin{align} \widehat{(-\Delta)^{\frac{\alpha}{2}} u}(\xi) = |\xi|^\alpha \widehat u(\xi). \end{align} Consider the ...
4
votes
1answer
205 views

On nonlinear fractional field equations

In a paper by Vazquez I read that an interesting variant of fractional diffusion (where the fractional operator is usually $(-\Delta)^s$) could be $(I-\Delta)^s$. Therefore I am wondering if there are ...
1
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0answers
534 views

Green's function for fractional Laplacian

Consider the fractional differential equation \begin{align} D_{|x|}^\alpha u(x) +bu(x)=f(x) \end{align} with $0<\alpha<2$ on an unbounded domain. Instead of $D_{|x|}^\alpha$ one also often sees ...
1
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1answer
136 views

What is the fractional derivative smoothness of functions from the Zygmund class?

Let $\Lambda([0,1])$ be the Zygmund class of continuous on $[0,1]$ functions for which $$\sup h^{-1}|f(x+2h)-2f(x+h)+f(x)|<\infty.$$ What would be the exact smoothness class for the fractional ...
1
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1answer
84 views

positively invariant set respec to fractional system

In my research I need to show that the set $$M := \{X \in \mathbb{R}^4,X≥0\}$$ where $$X(t)=(x_1(t),x_2(t),x_3(t),x_4(t))^T$$ is positively invariant with respect the following system of ...
6
votes
2answers
559 views

Fractional Laplacian and stereographic projection

The ordinary Laplacian on $\mathbb{R}^N$ behaves nicely under a stereographic projection onto $\mathbb{S}^N\setminus\{P\}$. (Here $P$ is either the north or south pole of the unit sphere $\mathbb{S}^N$...
3
votes
1answer
456 views

Prove that these two definitions of “natural” integration constant coincide when both converge

These are two possible definitions of antiderivative (integral) incorporating a supposedly natural choice of an integration constant (see this question for further details). The first one is based on ...
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votes
1answer
609 views

Why calculus textbooks do not include the natural integration constants in the tables of integrals? [closed]

The formulas for integrals in the textbooks usually define indefinite integral up to a constant term. Yet the natural integration constant for antiderivative can be fixed from the following formula ...
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1answer
129 views

Is the fractional integral of order 1/2 of an L_2 function continuous

Let $R_\alpha f(t) = \int_0^t (t-s)^{-\alpha} f(s)\,ds$ the fractional integration operator. If $f \in L_q(0,1)$ for some $q>2$ then $R_{1/2} f$ is (even Hölder) continuous on $[0,1]$. My ...
0
votes
1answer
488 views

Fractional Laplacian on compact hypersurface/manifold via harmonic extension?

Let $M$ be a sufficiently smooth compact hypersurface of dimension $n-1$ in $\mathbb{R}^n$. In pages 10-11 of this paper, the authors define $\mathcal{M} = M \times (0,\infty)$ and consider the ...
0
votes
2answers
746 views

Fractional laplacian of radially symmetric functions

For a "good" function $u$, I consider its (Gagliardo) fractional laplacian ($0<s<1$) $$ (-\Delta)^s u(x) = \int_{\mathbb{R}^N} \frac{u(x)-u(y)}{|x-y|^{N+2s}}dx\, dy, $$ at least as a principal ...
1
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0answers
222 views

Fractional Derivatives Of Sums

I have a question regarding the definition of a fractional derivative. I've searched, but I can't find a definition of fractional derivatives that explain the concept in terms of an operator on some ...
1
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0answers
337 views

A fractional calculus eigenvalue problem

One set of eigenfunction for the following fractional integral operator is $f(z)=e^{-bz}$ for any constant Re$b>0$, with eigenvalue $\lambda=\frac{\Gamma(\alpha)}{b^\alpha}$, $$\int_z^\infty (\zeta-...
35
votes
1answer
4k views

Geometric interpretation of the half-derivative?

For $f(x)=x$, the half-derivative of $f$ is $$\frac{d^{\frac{1}{2}}}{dx^{\frac{1}{2}}} x = 2 \sqrt{\frac{x}{\pi}} \;.$$ Is there some geometric interpretation of (Q1) this specific derivative, and, (...
3
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0answers
101 views

A question about fractional integrals

I am starting from Theorem 3.4 in Struwe's book Variational methods. The authors proves an existence result for a problem with critical growth. I would like to replace the laplacian with the ...
2
votes
1answer
1k views

Chain rule for fractional derivative defined via Fourier transform

It is well known that in the case of integer order differentiation the formula $\partial_{x}f(x,u(x))=\partial_{u}f\cdot \partial_{x}u+\partial_{x}f\cdot u$ holds. If we define fractional derivative ...
3
votes
1answer
505 views

What is the (fractional) half-derivative of zeta at $s=0$ (and how to compute it)?

(I asked this in MSE before but there was only a general reference which did not help for my specific question) I think I understood the concept of fractional derivatives applied to ...
0
votes
1answer
223 views

On the fractional Schrödinger equation

I wonder if there is any theory about what we can call the fractional Schrödinger equation: $$ \mathrm{i}\frac{\partial \psi}{\partial t} = (-\Delta)^s \psi + g(|\psi|^2)\psi \quad\hbox{in $\mathbb{R}^...
1
vote
2answers
712 views

Solution to the fractional differential equation

What is the solution of the fractional differential equation $$ f^{(\alpha-1)}(t) = tf(t) $$ where $(\alpha)$ denotes the fractional derivative of order $\alpha$ EDIT: Background behind this ...