Questions tagged [fractional-calculus]
Questions regarding derivatives and integrals of non-integer order.
178 questions
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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, (...
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votes
5
answers
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What is the actual meaning of a fractional derivative?
We're all use to seeing differential operators of the form $\frac{d}{dx}^n$ where $n\in\mathbb{Z}$. But it has come to my attention that this generalises to all complex numbers, forming a field called ...
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32
votes
3
answers
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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 ...
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11
votes
1
answer
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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
$$
t(\alpha):=\left(\int_I\int_I \frac{|u(x)-u(y)|^\alpha}{...
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10
votes
2
answers
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Characterizing the Dual of $W_0^{s,p}$
I am interested in literature/results characterizing the dual of the fractional Sobolev space $W^{s,p}(\Omega)$, where $\Omega \subset \mathbb{R}^N$ is open, bounded, and smooth, $0< s<1$, and $...
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2
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Is there a known formula for fractional derivative of cot x?
I wonder if there any established formula for fractional derivative of a function $\pi \cot (\pi x)$.
I derived the following expression:
$(\pi \cot (\pi q))^{(p)}=-\frac{\zeta'(p+1,q)+(\psi(-p)+\...
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7
votes
3
answers
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A question on fractional derivatives
I know practically nothing about fractional calculus so I apologize in advance if the following is a silly question. I already tried on math.stackexchange.
I just wanted to ask if there is a notion of ...
user168611
7
votes
3
answers
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A definition of the fractional derivative
I was investigating the idea of fractional derivatives and devised the following definition. WHich definition is it equivalent to and can I have a reference for it?
$$\frac{d^n}{dx^n}f(x) = \lim_{h \...
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7
votes
6
answers
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Fractional Leibniz formula
Let $T=(-\Delta)^{1/2}$.
Can we have estimates, similar to the one below
$$
\| T^{\alpha}(fg)-(T^{\alpha}f)g-f(T^{\alpha}g) \|_p \leq \|T^{\alpha-1}f\|_p \|T^{\alpha-1}g\|_p,
$$
hold in $L^p$, where $...
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7
votes
1
answer
592
views
Fractional powers of an operator
What is the large class of operators for which one can define fractional powers? For example, we can consider an operator $A: D(A) \subset X \rightarrow X$, generator of an analytic semigroup on a ...
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7
votes
2
answers
985
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 $\mathbb{S}^N$...
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7
votes
0
answers
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Fractional Laplacian and chain rule
For the classical Laplacian, we have
$$\Delta (h(u)) = h'\Delta u + h''(u)|\nabla u|^2$$
for smooth functions $h$ and $u$.
Does a similar chain rule hold (up to a reminder term) also for the ...
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votes
0
answers
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Definition of homogeneous Sobolev spaces
As we know the inhomogeneous Sobolev space (we only consider $s>0$)
$${H}^{s}\left(\mathbb{R}^{n}\right)=\left\{f \in L^2(\mathbb{R}^n):\int_{\mathbb{R}^{n}}|\xi|^{2 s}|\hat{f}(\xi)|^{2} \mathrm{d} ...
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6
votes
2
answers
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Morse index in PDEs
I have encountered with the term "Morse index" multiple times while reading papers in PDEs (e.g. [1] and [2]). However the definition differs for each context. As far as I know this came ...
6
votes
2
answers
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Reference for LIL for fractional Brownian motion
(Cross-posted to https://math.stackexchange.com/questions/2377810/law-of-iterated-logarithm-for-fractional-brownian-motion.)
It seems strange but, even after consulting several books, and hours ...
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6
votes
2
answers
1k
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Fractional moments of Poisson distribution
I wonder if there is a formula to calculate the fractional (0,1) moments of a Poisson distribution?
Thanks in advance.
6
votes
1
answer
191
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Fractional derivative notation in wave turbulence
This is my first question in MathOverflow and I will do my best to format it correctly and make it clear.
I am reading a paper on dispersive wave turbulence which introduces the following family of ...
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6
votes
1
answer
241
views
Fractional integrals and $\sum f(n) n^x$
Preamble
The following is a rather unrigorous way to obtain the Euler-Maclaurin formula. Consider some $\sum_{n=1}^\infty f(n)$. We may rewrite this as
$$\sum_{n=1}^\infty f(n)=\sum_{n=1}^\infty \sum_{...
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votes
1
answer
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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 ...
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6
votes
0
answers
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Existence of a limit of alpha-difference quotient for Hölder functions
Let $f:\mathbb{R}\to \mathbb{R}^d,d\geq 1,$ be an Hölder function with exponent $\alpha\in (0,1)$, meaning that
\begin{equation}
\sup_{x, y \in \mathbb R, \,x\neq y}\frac{|f(x)-f(y)|}{|x-y|^\alpha}<...
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5
votes
3
answers
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Evaluating the series $\sum_{n=0}^{\infty} n! x^n$ and inverse variable-fractional-derivatives
So I was interested in formally assigning values to the completely divergent series $G(x) = \sum_{n=0}^{\infty} n!x^n $. I guess the question COULD end here if you already have an idea of how to ...
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5
votes
1
answer
950
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 versions 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 ...
- 1,101
5
votes
2
answers
520
views
Local fractional derivative that doesn't vanish on differentiable functions
Riemann-Liouville fractional derivative is a nonlocal fractional derivative that doesn't vanish in general on differentiable functions. Kolwankar-Gangal fractional derivative is local but vanishes on ...
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5
votes
2
answers
352
views
For which tempered distributions is the fractional derivative well-defined?
Let $\gamma \geq 0$ and consider the fractional derivative operator defined in Fourier domain by
$$\mathcal{F} \{\mathrm{D}^{\gamma} \varphi \} (\omega) = (\mathrm{i} \omega)^{\gamma} \mathcal{F}\{\...
- 2,306
5
votes
1
answer
604
views
Divergence form of the fractional Laplacian
Can I write the fractional Laplacian
$$(-\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)^{\...
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5
votes
1
answer
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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 ...
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5
votes
1
answer
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views
Domain of $(-\Delta)^\alpha$, $\alpha \in (0,1)$
Is there any simple way to characterize explicitly the domain of fractional powers for a given operator? For example, the domain of Dirichlet Laplacian on a bounded nice domain $\Omega \subset \mathbb{...
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5
votes
1
answer
241
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 ...
5
votes
1
answer
795
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....
5
votes
0
answers
186
views
Convergence of the best constant in the $s$-fractional $L^p$ Sobolev inequality
It is known that the fractional $L^p$ Sobolev inequality
$$
\|f\|_{L^{p^*_s}(\mathbb R^n)}^p \leq \sigma_{n,p,s} (1-s) \int_{\mathbb R^n}\int_{\mathbb R^n} \frac{|f(x)-f(y)|^p}{|x-y|^{n+sp}} dx dy
$$
...
5
votes
0
answers
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views
Commutator of pseudodifferential operator and multiplication operator
Cross-post from math.sx.
Let $\eta:\mathbb R^n\to[0,1]$ be a smooth and compactly supported function and assume $f:\mathbb R^n \to\mathbb R$ is measurable. I want to bound the commutator of the ...
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4
votes
2
answers
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If all points of a real function with positive values would be local minimum, can one say it is constant function?
During my studies I faced a function $f:\mathbb{R} \to \mathbb{R}^+ $ with the property: for all $x \in \mathbb{R} $ and all $y$ in open interval $(x-\frac{1}{f(x)} ,x+\frac{1}{f(x)}) $ we have $f(x) \...
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4
votes
1
answer
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prove spectral equivalence bounds for inverse fractional power of matrices
The question is an extention to the answered question prove spectral equivalence bounds for fractional power of matrices.
Let $A, D \in \mathbb{R}^{n \times n}$ be two symmetric,positive definite and ...
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4
votes
3
answers
644
views
Question about the regularity of fractional Heat equation
Let $\Omega$ be a bounded smooth domain of $\mathbb{R}^n$, $0<s<1$ and $(-\Delta)^s$ denotes the restricted fractional Laplacian. Let consider the following fractional Heat equation:
$$
\...
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4
votes
1
answer
925
views
A question on the use of fractional derivatives in Riemann Hypothesis
We already know that Riemann-zeta function on the critical band is defined as follows:
$$(1-2^{1-\alpha})\zeta(\alpha) = \sum_{k=1}^{\infty} (-1)^{k+1}k^{-\alpha},\quad \Re(\alpha) \in ]0, 1[ $$
Is ...
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votes
3
answers
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Are there analogous theorems and/or techniques for solving fractional differential equations involving the Riesz Derivative?
We want to know if there exists a fundamental theorem of fractional calculus for the Riesz Derivative (a type of fractional Laplacian), e.g. there exists an operator $L$ such that
$-L_a^b((-\Delta)^\...
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4
votes
1
answer
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views
How to validate the exponentiality of fractional calculus?
Is it true
$$ \frac{1}{\Gamma(1-\nu)}\frac{1}{\Gamma(\nu)} \int_{0}^{x}(x-y)^{-\nu}dy\int_0^y (y-t)^{\nu-1}f(t)dt = \int_0^x f(u)du$$
for any continuous function $f(x)$ such that $f(0)=0$ and $0<\...
- 419
4
votes
1
answer
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views
Fractional moments of multivariate normal distributions
Is there an analytic formula for fractional moments of multivariate normal distribution?
$E(\prod_{i=1}^k x_i^{\nu_i})={?}$ where $X=(x_1,\ldots,x_k) \sim N_k(\mu, \Sigma)$, $\nu_i\in \mathcal{R}$ and ...
- 41
4
votes
1
answer
320
views
Uniqueness of a SDE with positivity constraint
We start by fixing some notation.
If $x\in\Bbb R^N$, we denote the usual euclidean norm in $\Bbb R^N$ with $\|x\|$: we omit the reference to the space $\Bbb R^N$ or to the dimension $N$ since it ...
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4
votes
1
answer
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views
On nonlinear fractional field equations
In a paper by Vazquez I read that an interesting variant of fractional diffusion (where the fractional operator is usually $(-\Delta)^s$) could be $(I-\Delta)^s$. Therefore I am wondering if there are ...
- 459
4
votes
3
answers
910
views
Solution to the fractional differential equation
What is the solution of the fractional differential equation
$$
f^{(\alpha-1)}(t) = tf(t)
$$
where $(\alpha)$ denotes the fractional derivative of order $\alpha$
EDIT: Background behind this ...
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4
votes
0
answers
92
views
Well-posedness for linear transport equations with fractional diffusion term
I have a rather applied problem where I consider an equation of the form
$$ \partial_{t} u + V\cdot \nabla u = -(-\Delta)^s u, \quad (t,x) \in (0,\infty)\times \mathbf{R}^d, \quad u(0,x) = u_0. {}$$
...
4
votes
0
answers
140
views
Given $a>0$, find $b>0$ for which $\|\langle x\rangle^{-b}|\partial_x|^{1/2}f\|_{L^2}\lesssim\|\partial_x f\|_{L^2}+\|\langle x\rangle^{-a}f\|_{L^2}$
I have asked the same question on MathSE. I was thinking about the following problem.
Problem. Given $\alpha>0$, find all values of $\beta\geq 0$ such that the following estimate is true for all $\...
- 1,075
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0
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If $u \in W^{\alpha,p}(0,T;X)$ for $\alpha \in (0,1)$, then $f(u) \in W^{\alpha,q}(0,T;Y)$ for some good $f:X \to Y$
Let $u \in W^{\alpha,p}(0,T;X)$ for some reflexive Banach space $X$ (you can also take a Hilbert space if it helps) for $\alpha \in (0,1)$ and $p \geq 2$. I am fine with both the Sobolev-Slobodeckij ...
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4
votes
0
answers
154
views
Covergence of fractional Taylor series
Let $f(x)$ be a function that is continuous and infinitely smooth on entire $\mathbb R$. Let's consider Taylor-Maclaurin series for this function:
$$f(x) = \sum_{0}^{∞}\frac{f^n(x_0)(x-x_0)^n}{n!}$$
...
4
votes
0
answers
103
views
Normalisation in fractional integration and Brownian motion
Fractional Brownian motion comes in two forms (following Marinucci and Robinson 1998) for fraction $\alpha$ and Brownian motion $W_s$:
Type II (Levy, Volterra, Riemann)
$$ \tilde W^\alpha_t = \int_0^...
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3
votes
3
answers
2k
views
Fourier transform of fractional differential operator and Plancherel formula equivalent for fractional norms
I would like to know if the the following exist or are defined
The Fourier transform $\mathcal{F}\left(\frac{d^{\frac{1}{2}}y}{dx^\frac{1}{2}}\right)$ of a fractional differential operator such as $\...
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3
votes
1
answer
443
views
Endpoint Calderon-Zygmund inequality of nonlocal fractional laplacian
For $s\in(0,1],$ consider the following non-local fractional laplacian:
$$(-\Delta)^sv= f ~~\text{on } \mathbb{R}^n.$$
Then how to use "the standard elliptic estimate" to obtain:
for $p\in[...
- 705
3
votes
1
answer
496
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 ...
- 10.1k
3
votes
3
answers
2k
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 ...
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