Four definitions for the fractional Laplacian › simba › diapositives ›...

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Four definitions for the fractional Laplacian N. Accomazzo (UPV/EHU), S. Baena (UB), A. Becerra Tom´ e (US), J. Mart´ ınez (BCAM), A. Rodr´ ıguez (UCM), I. Soler (UM) VIII Escuela-Taller de An´ alisis Funcional Basque Center for Applied Mathematics (BCAM) Nap time, March 8, 2018 1 1 International Women’s Day Group 3 Fractional Laplacian VIII Escuela-Taller 1 / 40

Transcript of Four definitions for the fractional Laplacian › simba › diapositives ›...

Page 1: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Four definitions for the fractional Laplacian

N. Accomazzo (UPV/EHU), S. Baena (UB), A. Becerra Tome (US), J.Martınez (BCAM), A. Rodrıguez (UCM), I. Soler (UM)

VIII Escuela-Taller de Analisis FuncionalBasque Center for Applied Mathematics (BCAM)

Nap time, March 8, 20181

1International Women’s DayGroup 3 Fractional Laplacian VIII Escuela-Taller 1 / 40

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A pointwise definition of thefractional Laplacian

Group 3 Fractional Laplacian VIII Escuela-Taller 2 / 40

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Laplace fractional operator: several points of view

Functional analysis: M. Riesz, S. Bochner, W. Feller, E. Hille, R. S. Phillips,A. V. Balakrishnan, T. Kato, Martınez–Carracedo y Sanz–Alix, K. Yosida

potencial theory for fractional laplacian: N. S. Landkof

Levy’s processes: K. Bogdan e.a.

Partial Derivative Ecuations: L. Caffarelli y L. Silvestre

Scattering theory: C. R. Graham y M. Zworski, S-Y. A. Chang y M.d.M.Gonzalez

Kato’s square root (solved by P. Auscher e.a.)

Basic example of fractional operator : fractional laplacean

Group 3 Fractional Laplacian VIII Escuela-Taller 3 / 40

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Laplace fractional operator: several points of view

Functional analysis: M. Riesz, S. Bochner, W. Feller, E. Hille, R. S. Phillips,A. V. Balakrishnan, T. Kato, Martınez–Carracedo y Sanz–Alix, K. Yosida

potencial theory for fractional laplacian: N. S. Landkof

Levy’s processes: K. Bogdan e.a.

Partial Derivative Ecuations: L. Caffarelli y L. Silvestre

Scattering theory: C. R. Graham y M. Zworski, S-Y. A. Chang y M.d.M.Gonzalez

Kato’s square root (solved by P. Auscher e.a.)

Basic example of fractional operator : fractional laplacean

Group 3 Fractional Laplacian VIII Escuela-Taller 3 / 40

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The working space

We are going to work with the space S (Rn) of L. Schwartz’ rapidly decreasingfunctions.

S (Rn) is the space C∞(Rn) of functions that

‖f ‖p = sup|α|≤p

supx∈Rn

(1 + |x |2)p/2 |∂αf (x)| < ∞ p ∈N∪ {0}

This space endowed with the metric topology

d(f , g) =∞

∑p=0

2−p‖f − g‖p

1 + ‖f − g‖p

Group 3 Fractional Laplacian VIII Escuela-Taller 4 / 40

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The working space

We are going to work with the space S (Rn) of L. Schwartz’ rapidly decreasingfunctions.

S (Rn) is the space C∞(Rn) of functions that

‖f ‖p = sup|α|≤p

supx∈Rn

(1 + |x |2)p/2 |∂αf (x)| < ∞ p ∈N∪ {0}

This space endowed with the metric topology

d(f , g) =∞

∑p=0

2−p‖f − g‖p

1 + ‖f − g‖p

Group 3 Fractional Laplacian VIII Escuela-Taller 4 / 40

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The working space

We are going to work with the space S (Rn) of L. Schwartz’ rapidly decreasingfunctions.

S (Rn) is the space C∞(Rn) of functions that

‖f ‖p = sup|α|≤p

supx∈Rn

(1 + |x |2)p/2 |∂αf (x)| < ∞ p ∈N∪ {0}

This space endowed with the metric topology

d(f , g) =∞

∑p=0

2−p‖f − g‖p

1 + ‖f − g‖p

Group 3 Fractional Laplacian VIII Escuela-Taller 4 / 40

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First definition motivation

Let f ∈ C2(a, b), then for every x ∈ (a, b) one has

−f ′′(x) = lımy→0

2f (x)− f (x + y)− f (x − y)

y2

If we introduce the spherical and solid averaging operators

My f (x) =f (x + y) + f (x − y)

2Ay f (x) =

1

2y

ˆ x+y

x−yf (t) dt

then we can reformulate −f ′′(x) like this

−f ′′(x) = 2 lımy→0

f (x)−My f (x)

y2= 6 lım

y→0

f (x)−Ay f (x)

y2

Group 3 Fractional Laplacian VIII Escuela-Taller 5 / 40

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First definition motivation

Let f ∈ C2(a, b), then for every x ∈ (a, b) one has

−f ′′(x) = lımy→0

2f (x)− f (x + y)− f (x − y)

y2

If we introduce the spherical and solid averaging operators

My f (x) =f (x + y) + f (x − y)

2Ay f (x) =

1

2y

ˆ x+y

x−yf (t) dt

then we can reformulate −f ′′(x) like this

−f ′′(x) = 2 lımy→0

f (x)−My f (x)

y2= 6 lım

y→0

f (x)−Ay f (x)

y2

Group 3 Fractional Laplacian VIII Escuela-Taller 5 / 40

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First definition motivation

Let f ∈ C2(a, b), then for every x ∈ (a, b) one has

−f ′′(x) = lımy→0

2f (x)− f (x + y)− f (x − y)

y2

If we introduce the spherical and solid averaging operators

My f (x) =f (x + y) + f (x − y)

2Ay f (x) =

1

2y

ˆ x+y

x−yf (t) dt

then we can reformulate −f ′′(x) like this

−f ′′(x) = 2 lımy→0

f (x)−My f (x)

y2= 6 lım

y→0

f (x)−Ay f (x)

y2

Group 3 Fractional Laplacian VIII Escuela-Taller 5 / 40

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First definition motivation

Thus, if we bear in mind that −∆f = −n

∑k=1

∂2f

∂x2kand making an extension of the

spherical and solid averaging operators

My f (x) =1

σ(n−1)r(n−1)

ˆS(x,r )

f (y) dσ(y) Ay f (x) =1

ωnrn

ˆB(x,r )

f (y) dy

then we have

−∆f (x) = 2n lımy→0

f (x)−My f (x)

y2= 2(n+ 2) lım

y→0

f (x)−Ay f (x)

y2

Group 3 Fractional Laplacian VIII Escuela-Taller 6 / 40

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First definition motivation

Thus, if we bear in mind that −∆f = −n

∑k=1

∂2f

∂x2kand making an extension of the

spherical and solid averaging operators

My f (x) =1

σ(n−1)r(n−1)

ˆS(x,r )

f (y) dσ(y) Ay f (x) =1

ωnrn

ˆB(x,r )

f (y) dy

then we have

−∆f (x) = 2n lımy→0

f (x)−My f (x)

y2= 2(n+ 2) lım

y→0

f (x)−Ay f (x)

y2

Group 3 Fractional Laplacian VIII Escuela-Taller 6 / 40

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Finally, as a generalization of the operator (−∆)f one can define (−∆)s f as anRn non local operator. If we have u ∈ S (Rn), we define:

(−∆)su(x) =γ(n, s)

2

ˆRn

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy , s ∈ (0, 1)

Observation 1: γ(n, s) is, at this moment, an unknown constant

Observation 2: this is a linear operator.

Observation 3: since as s → 1− the fractional Laplacean tends (at least, formallyright now) to (−∆), one might surmise that in the regime 1/2 < s < 1 theoperator (−∆)s should display properties closer to those of the classicalLaplacian, whereas since (−∆)s → I as s → 0+, the stronger discrepanciesmight present themselves in the range 0 < s < 1/2

Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40

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Finally, as a generalization of the operator (−∆)f one can define (−∆)s f as anRn non local operator. If we have u ∈ S (Rn), we define:

(−∆)su(x) =γ(n, s)

2

ˆRn

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy , s ∈ (0, 1)

Observation 1: γ(n, s) is, at this moment, an unknown constant

Observation 2: this is a linear operator.

Observation 3: since as s → 1− the fractional Laplacean tends (at least, formallyright now) to (−∆), one might surmise that in the regime 1/2 < s < 1 theoperator (−∆)s should display properties closer to those of the classicalLaplacian, whereas since (−∆)s → I as s → 0+, the stronger discrepanciesmight present themselves in the range 0 < s < 1/2

Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40

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Finally, as a generalization of the operator (−∆)f one can define (−∆)s f as anRn non local operator. If we have u ∈ S (Rn), we define:

(−∆)su(x) =γ(n, s)

2

ˆRn

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy , s ∈ (0, 1)

Observation 1: γ(n, s) is, at this moment, an unknown constant

Observation 2: this is a linear operator.

Observation 3: since as s → 1− the fractional Laplacean tends (at least, formallyright now) to (−∆), one might surmise that in the regime 1/2 < s < 1 theoperator (−∆)s should display properties closer to those of the classicalLaplacian, whereas since (−∆)s → I as s → 0+, the stronger discrepanciesmight present themselves in the range 0 < s < 1/2

Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40

Page 16: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Finally, as a generalization of the operator (−∆)f one can define (−∆)s f as anRn non local operator. If we have u ∈ S (Rn), we define:

(−∆)su(x) =γ(n, s)

2

ˆRn

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy , s ∈ (0, 1)

Observation 1: γ(n, s) is, at this moment, an unknown constant

Observation 2: this is a linear operator.

Observation 3: since as s → 1− the fractional Laplacean tends (at least, formallyright now) to (−∆), one might surmise that in the regime 1/2 < s < 1 theoperator (−∆)s should display properties closer to those of the classicalLaplacian, whereas since (−∆)s → I as s → 0+, the stronger discrepanciesmight present themselves in the range 0 < s < 1/2

Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40

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Finally, as a generalization of the operator (−∆)f one can define (−∆)s f as anRn non local operator. If we have u ∈ S (Rn), we define:

(−∆)su(x) =γ(n, s)

2

ˆRn

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy , s ∈ (0, 1)

Observation 1: γ(n, s) is, at this moment, an unknown constant

Observation 2: this is a linear operator.

Observation 3: since as s → 1− the fractional Laplacean tends (at least, formallyright now) to (−∆), one might surmise that in the regime 1/2 < s < 1 theoperator (−∆)s should display properties closer to those of the classicalLaplacian, whereas since (−∆)s → I as s → 0+, the stronger discrepanciesmight present themselves in the range 0 < s < 1/2

Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40

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(−∆u(x)) is well-defined

It is important to observe that the integral in the right-hand side is convergent. Inorder to see this, it suffices to write:

ˆRn

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy =

ˆ|y |≤1

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy+

+

ˆ|y |≥1

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy = (a) + (b)

Starting with (a):

|(a)| ≤ˆ|y |≤1

|2u(x)− u(x + y)− u(x − y)||y |n+2s

dy

Using Taylor 2u(x)− u(x + y)− u(x − y) = −〈∇2u(x)y , y〉+ o(|x |3)

Group 3 Fractional Laplacian VIII Escuela-Taller 8 / 40

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(−∆u(x)) is well-defined

It is important to observe that the integral in the right-hand side is convergent. Inorder to see this, it suffices to write:

ˆRn

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy =

ˆ|y |≤1

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy+

+

ˆ|y |≥1

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy = (a) + (b)

Starting with (a):

|(a)| ≤ˆ|y |≤1

|2u(x)− u(x + y)− u(x − y)||y |n+2s

dy

Using Taylor 2u(x)− u(x + y)− u(x − y) = −〈∇2u(x)y , y〉+ o(|x |3)

Group 3 Fractional Laplacian VIII Escuela-Taller 8 / 40

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(−∆u(x)) is well-defined

It is important to observe that the integral in the right-hand side is convergent. Inorder to see this, it suffices to write:

ˆRn

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy =

ˆ|y |≤1

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy+

+

ˆ|y |≥1

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy = (a) + (b)

Starting with (a):

|(a)| ≤ˆ|y |≤1

|2u(x)− u(x + y)− u(x − y)||y |n+2s

dy

Using Taylor 2u(x)− u(x + y)− u(x − y) = −〈∇2u(x)y , y〉+ o(|x |3)

Group 3 Fractional Laplacian VIII Escuela-Taller 8 / 40

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Therefore

=

ˆ|y |≤1

|〈∇2u(x)y , y〉+ o(|x |3)||y |n+2s

dy

Using Cauchy-Schwarz inequality

≤ˆ|y |≤1

|∇2u(x)y ||y |+ |o(|x |3)||y |n+2s

dy ≤ˆ|y |≤1

|∇2u(x)||y |2 + |o(|x |3)||y |n+2s

dy

= C

ˆ|y |≤1

1

|y |n−2(1−s)dy =

ˆ 1

0

ˆSn−1

1

r1−2sdσ(ω) dr < ∞

Now, for (b):∣∣∣∣∣ˆ|y |≥1

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy

∣∣∣∣∣ ≤ 4‖u‖L∞(Rn)

ˆ|y |≥1

1

|y |n+2sdy < ∞

Group 3 Fractional Laplacian VIII Escuela-Taller 9 / 40

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Therefore

=

ˆ|y |≤1

|〈∇2u(x)y , y〉+ o(|x |3)||y |n+2s

dy

Using Cauchy-Schwarz inequality

≤ˆ|y |≤1

|∇2u(x)y ||y |+ |o(|x |3)||y |n+2s

dy ≤ˆ|y |≤1

|∇2u(x)||y |2 + |o(|x |3)||y |n+2s

dy

= C

ˆ|y |≤1

1

|y |n−2(1−s)dy =

ˆ 1

0

ˆSn−1

1

r1−2sdσ(ω) dr < ∞

Now, for (b):∣∣∣∣∣ˆ|y |≥1

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy

∣∣∣∣∣ ≤ 4‖u‖L∞(Rn)

ˆ|y |≥1

1

|y |n+2sdy < ∞

Group 3 Fractional Laplacian VIII Escuela-Taller 9 / 40

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Therefore

=

ˆ|y |≤1

|〈∇2u(x)y , y〉+ o(|x |3)||y |n+2s

dy

Using Cauchy-Schwarz inequality

≤ˆ|y |≤1

|∇2u(x)y ||y |+ |o(|x |3)||y |n+2s

dy ≤ˆ|y |≤1

|∇2u(x)||y |2 + |o(|x |3)||y |n+2s

dy

= C

ˆ|y |≤1

1

|y |n−2(1−s)dy =

ˆ 1

0

ˆSn−1

1

r1−2sdσ(ω) dr < ∞

Now, for (b):∣∣∣∣∣ˆ|y |≥1

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy

∣∣∣∣∣ ≤ 4‖u‖L∞(Rn)

ˆ|y |≥1

1

|y |n+2sdy < ∞

Group 3 Fractional Laplacian VIII Escuela-Taller 9 / 40

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Therefore

=

ˆ|y |≤1

|〈∇2u(x)y , y〉+ o(|x |3)||y |n+2s

dy

Using Cauchy-Schwarz inequality

≤ˆ|y |≤1

|∇2u(x)y ||y |+ |o(|x |3)||y |n+2s

dy ≤ˆ|y |≤1

|∇2u(x)||y |2 + |o(|x |3)||y |n+2s

dy

= C

ˆ|y |≤1

1

|y |n−2(1−s)dy =

ˆ 1

0

ˆSn−1

1

r1−2sdσ(ω) dr < ∞

Now, for (b):∣∣∣∣∣ˆ|y |≥1

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy

∣∣∣∣∣ ≤ 4‖u‖L∞(Rn)

ˆ|y |≥1

1

|y |n+2sdy < ∞

Group 3 Fractional Laplacian VIII Escuela-Taller 9 / 40

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Therefore

=

ˆ|y |≤1

|〈∇2u(x)y , y〉+ o(|x |3)||y |n+2s

dy

Using Cauchy-Schwarz inequality

≤ˆ|y |≤1

|∇2u(x)y ||y |+ |o(|x |3)||y |n+2s

dy ≤ˆ|y |≤1

|∇2u(x)||y |2 + |o(|x |3)||y |n+2s

dy

= C

ˆ|y |≤1

1

|y |n−2(1−s)dy =

ˆ 1

0

ˆSn−1

1

r1−2sdσ(ω) dr < ∞

Now, for (b):∣∣∣∣∣ˆ|y |≥1

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy

∣∣∣∣∣ ≤ 4‖u‖L∞(Rn)

ˆ|y |≥1

1

|y |n+2sdy < ∞

Group 3 Fractional Laplacian VIII Escuela-Taller 9 / 40

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Translations and dilations

Let h ∈ Rn and λ > 0, the translation and dilation operators are defined,respectively, by

τhf (x) = f (x + h); δλf (x) = f (λx)

for every f : Rn → R and every x ∈ Rn

Proposition 1

Let u ∈ S(Rn), then for every h ∈ Rn and λ > 0 we have

(−∆)s(τhu) = τh((−∆)su)

and(−∆)s(δλu) = λ2sδλ((−∆)su)

In particular, (−∆)s is a homogeneous operator of order 2s.

Group 3 Fractional Laplacian VIII Escuela-Taller 10 / 40

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Translations and dilations

Let h ∈ Rn and λ > 0, the translation and dilation operators are defined,respectively, by

τhf (x) = f (x + h); δλf (x) = f (λx)

for every f : Rn → R and every x ∈ Rn

Proposition 1

Let u ∈ S(Rn), then for every h ∈ Rn and λ > 0 we have

(−∆)s(τhu) = τh((−∆)su)

and(−∆)s(δλu) = λ2sδλ((−∆)su)

In particular, (−∆)s is a homogeneous operator of order 2s.

Group 3 Fractional Laplacian VIII Escuela-Taller 10 / 40

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Translations and dilations

Let h ∈ Rn and λ > 0, the translation and dilation operators are defined,respectively, by

τhf (x) = f (x + h); δλf (x) = f (λx)

for every f : Rn → R and every x ∈ Rn

Proposition 1

Let u ∈ S(Rn), then for every h ∈ Rn and λ > 0 we have

(−∆)s(τhu) = τh((−∆)su)

and(−∆)s(δλu) = λ2sδλ((−∆)su)

In particular, (−∆)s is a homogeneous operator of order 2s.

Group 3 Fractional Laplacian VIII Escuela-Taller 10 / 40

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Orthogonal group

Recall that the orthogonal group is

O(n) = {T ∈ Mn(R) : T tT = TT t = I}

The usual Laplacian satisfies ∆(u ◦ T ) = ∆u ◦ T for every T ∈ O(n).

What about the fractional Laplacian?

We say that a function f : Rn → R has spherical symmetry if f (x) = f ∗(|x |) forsome f ∗ : Rn → R or, equivalently, if f (Tx) = f (x) for every T ∈ O(n) andevery x ∈ R

Proposition 2

Let u ∈ S(Rn) (actually, it is enough that u ∈ C2(Rn) ∩ L∞(Rn)) be a functionwith spherical symmetry. Then, (−∆)s has spherical symmetry.

Group 3 Fractional Laplacian VIII Escuela-Taller 11 / 40

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Orthogonal group

Recall that the orthogonal group is

O(n) = {T ∈ Mn(R) : T tT = TT t = I}

The usual Laplacian satisfies ∆(u ◦ T ) = ∆u ◦ T for every T ∈ O(n).

What about the fractional Laplacian?

We say that a function f : Rn → R has spherical symmetry if f (x) = f ∗(|x |) forsome f ∗ : Rn → R or, equivalently, if f (Tx) = f (x) for every T ∈ O(n) andevery x ∈ R

Proposition 2

Let u ∈ S(Rn) (actually, it is enough that u ∈ C2(Rn) ∩ L∞(Rn)) be a functionwith spherical symmetry. Then, (−∆)s has spherical symmetry.

Group 3 Fractional Laplacian VIII Escuela-Taller 11 / 40

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Orthogonal group

Recall that the orthogonal group is

O(n) = {T ∈ Mn(R) : T tT = TT t = I}

The usual Laplacian satisfies ∆(u ◦ T ) = ∆u ◦ T for every T ∈ O(n).

What about the fractional Laplacian?

We say that a function f : Rn → R has spherical symmetry if f (x) = f ∗(|x |) forsome f ∗ : Rn → R or, equivalently, if f (Tx) = f (x) for every T ∈ O(n) andevery x ∈ R

Proposition 2

Let u ∈ S(Rn) (actually, it is enough that u ∈ C2(Rn) ∩ L∞(Rn)) be a functionwith spherical symmetry. Then, (−∆)s has spherical symmetry.

Group 3 Fractional Laplacian VIII Escuela-Taller 11 / 40

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Orthogonal group

Recall that the orthogonal group is

O(n) = {T ∈ Mn(R) : T tT = TT t = I}

The usual Laplacian satisfies ∆(u ◦ T ) = ∆u ◦ T for every T ∈ O(n).

What about the fractional Laplacian?

We say that a function f : Rn → R has spherical symmetry if f (x) = f ∗(|x |) forsome f ∗ : Rn → R or, equivalently, if f (Tx) = f (x) for every T ∈ O(n) andevery x ∈ R

Proposition 2

Let u ∈ S(Rn) (actually, it is enough that u ∈ C2(Rn) ∩ L∞(Rn)) be a functionwith spherical symmetry. Then, (−∆)s has spherical symmetry.

Group 3 Fractional Laplacian VIII Escuela-Taller 11 / 40

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Orthogonal group (Cont.)

PROOF.-

Let’s see that (−∆)su(Tx) = (−∆)su(x) for each T ∈ O(n) and each x ∈ Rn

(−∆)su(Tx) =γ(n, s)

2

ˆRn

2u∗(|Tx |)− u∗(|Tx + y |)− u∗(|Tx − y |)|y |2n+s

dy

=γ(n, s)

2

ˆRn

2u∗(|x |)− u∗(|x + T ty |)− u∗(|x − T ty |)|y |2n+s

dy

Change of variable: z = T ty

=γ(n, s)

2

ˆRn

2u∗(|x |)− u∗(|x + z |)− u∗(|x − z |)|Tz |2n+s

dz

=γ(n, s)

2

ˆRn

2u∗(|x |)− u∗(|x + z |)− u∗(|x − z |)|z |2n+s

dz = (−∆)su(x)

Group 3 Fractional Laplacian VIII Escuela-Taller 12 / 40

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Orthogonal group (Cont.)

PROOF.-Let’s see that (−∆)su(Tx) = (−∆)su(x) for each T ∈ O(n) and each x ∈ Rn

(−∆)su(Tx) =γ(n, s)

2

ˆRn

2u∗(|Tx |)− u∗(|Tx + y |)− u∗(|Tx − y |)|y |2n+s

dy

=γ(n, s)

2

ˆRn

2u∗(|x |)− u∗(|x + T ty |)− u∗(|x − T ty |)|y |2n+s

dy

Change of variable: z = T ty

=γ(n, s)

2

ˆRn

2u∗(|x |)− u∗(|x + z |)− u∗(|x − z |)|Tz |2n+s

dz

=γ(n, s)

2

ˆRn

2u∗(|x |)− u∗(|x + z |)− u∗(|x − z |)|z |2n+s

dz = (−∆)su(x)

Group 3 Fractional Laplacian VIII Escuela-Taller 12 / 40

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Orthogonal group (Cont.)

PROOF.-Let’s see that (−∆)su(Tx) = (−∆)su(x) for each T ∈ O(n) and each x ∈ Rn

(−∆)su(Tx) =γ(n, s)

2

ˆRn

2u∗(|Tx |)− u∗(|Tx + y |)− u∗(|Tx − y |)|y |2n+s

dy

=γ(n, s)

2

ˆRn

2u∗(|x |)− u∗(|x + T ty |)− u∗(|x − T ty |)|y |2n+s

dy

Change of variable: z = T ty

=γ(n, s)

2

ˆRn

2u∗(|x |)− u∗(|x + z |)− u∗(|x − z |)|Tz |2n+s

dz

=γ(n, s)

2

ˆRn

2u∗(|x |)− u∗(|x + z |)− u∗(|x − z |)|z |2n+s

dz = (−∆)su(x)

Group 3 Fractional Laplacian VIII Escuela-Taller 12 / 40

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Orthogonal group (Cont.)

PROOF.-Let’s see that (−∆)su(Tx) = (−∆)su(x) for each T ∈ O(n) and each x ∈ Rn

(−∆)su(Tx) =γ(n, s)

2

ˆRn

2u∗(|Tx |)− u∗(|Tx + y |)− u∗(|Tx − y |)|y |2n+s

dy

=γ(n, s)

2

ˆRn

2u∗(|x |)− u∗(|x + T ty |)− u∗(|x − T ty |)|y |2n+s

dy

Change of variable: z = T ty

=γ(n, s)

2

ˆRn

2u∗(|x |)− u∗(|x + z |)− u∗(|x − z |)|Tz |2n+s

dz

=γ(n, s)

2

ˆRn

2u∗(|x |)− u∗(|x + z |)− u∗(|x − z |)|z |2n+s

dz = (−∆)su(x)

Group 3 Fractional Laplacian VIII Escuela-Taller 12 / 40

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Orthogonal group (Cont.)

PROOF.-Let’s see that (−∆)su(Tx) = (−∆)su(x) for each T ∈ O(n) and each x ∈ Rn

(−∆)su(Tx) =γ(n, s)

2

ˆRn

2u∗(|Tx |)− u∗(|Tx + y |)− u∗(|Tx − y |)|y |2n+s

dy

=γ(n, s)

2

ˆRn

2u∗(|x |)− u∗(|x + T ty |)− u∗(|x − T ty |)|y |2n+s

dy

Change of variable: z = T ty

=γ(n, s)

2

ˆRn

2u∗(|x |)− u∗(|x + z |)− u∗(|x − z |)|Tz |2n+s

dz

=γ(n, s)

2

ˆRn

2u∗(|x |)− u∗(|x + z |)− u∗(|x − z |)|z |2n+s

dz = (−∆)su(x)

Group 3 Fractional Laplacian VIII Escuela-Taller 12 / 40

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Orthogonal group (Cont.)

PROOF.-Let’s see that (−∆)su(Tx) = (−∆)su(x) for each T ∈ O(n) and each x ∈ Rn

(−∆)su(Tx) =γ(n, s)

2

ˆRn

2u∗(|Tx |)− u∗(|Tx + y |)− u∗(|Tx − y |)|y |2n+s

dy

=γ(n, s)

2

ˆRn

2u∗(|x |)− u∗(|x + T ty |)− u∗(|x − T ty |)|y |2n+s

dy

Change of variable: z = T ty

=γ(n, s)

2

ˆRn

2u∗(|x |)− u∗(|x + z |)− u∗(|x − z |)|Tz |2n+s

dz

=γ(n, s)

2

ˆRn

2u∗(|x |)− u∗(|x + z |)− u∗(|x − z |)|z |2n+s

dz = (−∆)su(x)

Group 3 Fractional Laplacian VIII Escuela-Taller 12 / 40

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Alternative expression for the fractional Laplacian

Now we find a new pointwise expression for the fractional Laplacian which will beuseful when we prove the equivalence of the different definitions.

Theorem

Let u ∈ S(Rn), then

(−∆)su(x) = γ(n, s)P.V .

ˆRn

u(x)− u(y)

|x − y |n+2sdy

where P.V. means the Cauchy’s principal value, i.e.

P.V .

ˆRn

u(x)− u(y)

|x − y |n+2sdy = lim

ε→0+

ˆ|x−y |>ε

u(x)− u(y)

|x − y |n+2sdy

Group 3 Fractional Laplacian VIII Escuela-Taller 13 / 40

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Alternative expression for the fractional Laplacian

Now we find a new pointwise expression for the fractional Laplacian which will beuseful when we prove the equivalence of the different definitions.

Theorem

Let u ∈ S(Rn), then

(−∆)su(x) = γ(n, s)P.V .

ˆRn

u(x)− u(y)

|x − y |n+2sdy

where P.V. means the Cauchy’s principal value, i.e.

P.V .

ˆRn

u(x)− u(y)

|x − y |n+2sdy = lim

ε→0+

ˆ|x−y |>ε

u(x)− u(y)

|x − y |n+2sdy

Group 3 Fractional Laplacian VIII Escuela-Taller 13 / 40

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Alternative expression for the fractional Laplacian (Cont.)

PROOF.-

(−∆)su(x) =1

2lim

ε→0+

ˆ|y |>ε

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy

=1

2lim

ε→0+

ˆ|y |>ε

u(x)− u(x + y)

|y |n+2sdy +

1

2lim

ε→0+

ˆ|y |>ε

u(x)− u(x − y)

|y |n+2sdy

Changes of variables:

x + y = z in the first integralx − y = z in the second integral

=1

2lim

ε→0+

ˆ|z−x |>ε

u(x)− u(z)

|z − x |n+2sdz +

1

2lim

ε→0+

ˆ|x−z |>ε

u(x)− u(z)

|x − z |n+2sdz

= limε→0+

ˆ|x−z |>ε

u(x)− u(z)

|x − z |n+2sdz

Group 3 Fractional Laplacian VIII Escuela-Taller 14 / 40

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Alternative expression for the fractional Laplacian (Cont.)

PROOF.-

(−∆)su(x) =1

2lim

ε→0+

ˆ|y |>ε

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy

=1

2lim

ε→0+

ˆ|y |>ε

u(x)− u(x + y)

|y |n+2sdy +

1

2lim

ε→0+

ˆ|y |>ε

u(x)− u(x − y)

|y |n+2sdy

Changes of variables:

x + y = z in the first integralx − y = z in the second integral

=1

2lim

ε→0+

ˆ|z−x |>ε

u(x)− u(z)

|z − x |n+2sdz +

1

2lim

ε→0+

ˆ|x−z |>ε

u(x)− u(z)

|x − z |n+2sdz

= limε→0+

ˆ|x−z |>ε

u(x)− u(z)

|x − z |n+2sdz

Group 3 Fractional Laplacian VIII Escuela-Taller 14 / 40

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Alternative expression for the fractional Laplacian (Cont.)

PROOF.-

(−∆)su(x) =1

2lim

ε→0+

ˆ|y |>ε

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy

=1

2lim

ε→0+

ˆ|y |>ε

u(x)− u(x + y)

|y |n+2sdy +

1

2lim

ε→0+

ˆ|y |>ε

u(x)− u(x − y)

|y |n+2sdy

Changes of variables:

x + y = z in the first integralx − y = z in the second integral

=1

2lim

ε→0+

ˆ|z−x |>ε

u(x)− u(z)

|z − x |n+2sdz +

1

2lim

ε→0+

ˆ|x−z |>ε

u(x)− u(z)

|x − z |n+2sdz

= limε→0+

ˆ|x−z |>ε

u(x)− u(z)

|x − z |n+2sdz

Group 3 Fractional Laplacian VIII Escuela-Taller 14 / 40

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Alternative expression for the fractional Laplacian (Cont.)

PROOF.-

(−∆)su(x) =1

2lim

ε→0+

ˆ|y |>ε

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy

=1

2lim

ε→0+

ˆ|y |>ε

u(x)− u(x + y)

|y |n+2sdy +

1

2lim

ε→0+

ˆ|y |>ε

u(x)− u(x − y)

|y |n+2sdy

Changes of variables:

x + y = z in the first integralx − y = z in the second integral

=1

2lim

ε→0+

ˆ|z−x |>ε

u(x)− u(z)

|z − x |n+2sdz +

1

2lim

ε→0+

ˆ|x−z |>ε

u(x)− u(z)

|x − z |n+2sdz

= limε→0+

ˆ|x−z |>ε

u(x)− u(z)

|x − z |n+2sdz

Group 3 Fractional Laplacian VIII Escuela-Taller 14 / 40

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Alternative expression for the fractional Laplacian (Cont.)

PROOF.-

(−∆)su(x) =1

2lim

ε→0+

ˆ|y |>ε

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy

=1

2lim

ε→0+

ˆ|y |>ε

u(x)− u(x + y)

|y |n+2sdy +

1

2lim

ε→0+

ˆ|y |>ε

u(x)− u(x − y)

|y |n+2sdy

Changes of variables:

x + y = z in the first integralx − y = z in the second integral

=1

2lim

ε→0+

ˆ|z−x |>ε

u(x)− u(z)

|z − x |n+2sdz +

1

2lim

ε→0+

ˆ|x−z |>ε

u(x)− u(z)

|x − z |n+2sdz

= limε→0+

ˆ|x−z |>ε

u(x)− u(z)

|x − z |n+2sdz

Group 3 Fractional Laplacian VIII Escuela-Taller 14 / 40

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Alternative expression for the fractional Laplacian (Cont.)

PROOF.-

(−∆)su(x) =1

2lim

ε→0+

ˆ|y |>ε

2u(x)− u(x + y)− u(x − y)

|y |n+2sdy

=1

2lim

ε→0+

ˆ|y |>ε

u(x)− u(x + y)

|y |n+2sdy +

1

2lim

ε→0+

ˆ|y |>ε

u(x)− u(x − y)

|y |n+2sdy

Changes of variables:

x + y = z in the first integralx − y = z in the second integral

=1

2lim

ε→0+

ˆ|z−x |>ε

u(x)− u(z)

|z − x |n+2sdz +

1

2lim

ε→0+

ˆ|x−z |>ε

u(x)− u(z)

|x − z |n+2sdz

= limε→0+

ˆ|x−z |>ε

u(x)− u(z)

|x − z |n+2sdz

Group 3 Fractional Laplacian VIII Escuela-Taller 14 / 40

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Another two definitions of thefractional Laplacian

Group 3 Fractional Laplacian VIII Escuela-Taller 15 / 40

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Fourier transform

We recall the definition of the Fourier transform, F , of a function f ∈ S(Rn):

F (f )(ξ) = f (ξ) = (2π)−n/2ˆ

Rnf (x)e−ix ·ξdx , ξ ∈ Rn,

so that

f (x) = F−1 ◦ F (f )(x) = (2π)−n/2ˆ

Rnf (ξ)e ix ·ξdξ, x ∈ Rn.

Group 3 Fractional Laplacian VIII Escuela-Taller 16 / 40

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Fourier transform

We recall the definition of the Fourier transform, F , of a function f ∈ S(Rn):

F (f )(ξ) = f (ξ) = (2π)−n/2ˆ

Rnf (x)e−ix ·ξdx , ξ ∈ Rn,

whose inverse function is given by

F−1(f )(x) = (2π)−n/2ˆ

Rnf (ξ)e ix ·ξdξ, x ∈ Rn,

so that

f (x) = F−1 ◦ F (f )(x) = (2π)−n/2ˆ

Rnf (ξ)e ix ·ξdξ, x ∈ Rn.

Group 3 Fractional Laplacian VIII Escuela-Taller 16 / 40

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Fourier transform

We recall the definition of the Fourier transform, F , of a function f ∈ S(Rn):

F (f )(ξ) = f (ξ) =

ˆRn

f (x)e−2πix ·ξdx , ξ ∈ Rn,

whose inverse function is given by

F−1(f )(x) =ˆ

Rnf (ξ)e2πix ·ξdξ, x ∈ Rn,

so that

f (x) = F−1 ◦ F (f )(x) = (2π)−n/2ˆ

Rnf (ξ)e ix ·ξdξ, x ∈ Rn.

Group 3 Fractional Laplacian VIII Escuela-Taller 16 / 40

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Fourier transform

We recall the definition of the Fourier transform, F , of a function f ∈ S(Rn):

F (f )(ξ) = f (ξ) =

ˆRn

f (x)e−2πix ·ξdx , ξ ∈ Rn,

whose inverse function is given by

F−1(f )(x) =ˆ

Rnf (ξ)e2πix ·ξdξ, x ∈ Rn,

so that

f (x) = F−1 ◦ F (f )(x) = (2π)−n/2ˆ

Rnf (ξ)e ix ·ξdξ, x ∈ Rn.

Group 3 Fractional Laplacian VIII Escuela-Taller 16 / 40

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Definition of (−∆)s via the heat semigroup et∆

We will define (−∆)s f in terms of the heat semigroup et∆, which is nothing butan operator such that maps every function f ∈ S(Rn) to the solution of the heatequation with initial data given by f :{

vt = ∆v , (x , t) ∈ Rn × (0, ∞)

v(x , 0) = f (x), x ∈ Rn.

Using Fourier transform and its inverse and with a bit of magic, we can write

et∆f (x) := v(x , t) = (2π)−n/2ˆ

Rne−t|ξ|

2f (ξ)e ix ·ξdξ =

ˆRn

Wt(x − z)f (z)dz ,

where

Wt(x) = (4πt)−n/2e−|x |24t , x ∈ Rn,

is the Gauss-Weierstrass kernel.

Group 3 Fractional Laplacian VIII Escuela-Taller 17 / 40

Page 53: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Definition of (−∆)s via the heat semigroup et∆

Inspired by the following numerical identity: for λ > 0,

λs =1

Γ(−s)

ˆ ∞

0(e−tλ − 1)

dt

t1+s, 0 < s < 1,

where

Γ(−s) =ˆ ∞

0(e−r − 1)

dr

r1+s< 0;

we can think of (−∆)s as the following operator

(−∆)s f (x) ∼ 1

Γ(−s)

ˆ ∞

0(et∆f (x)− f (x))

dt

t1+s, 0 < s < 1.

Group 3 Fractional Laplacian VIII Escuela-Taller 18 / 40

Page 54: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Definition of (−∆)s via the Fourier Transform

By the well-known properties of F with respect to derivatives, we have that, forf ∈ S(Rn),

F [−∆f ](ξ) = |ξ|2F (f )(ξ), ξ ∈ Rn,

so it is reasonable to write something like

(−∆)s f (x) ∼ F−1[| · |2sF (f )](x), x ∈ Rn, 0 < s < 1.

Group 3 Fractional Laplacian VIII Escuela-Taller 19 / 40

Page 55: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Definition of (−∆)s via the Fourier Transform

By the well-known properties of F with respect to derivatives, we have that, forf ∈ S(Rn),

F [−∆f ](ξ) = |ξ|2F (f )(ξ), ξ ∈ Rn,

so it is reasonable to write something like

(−∆)s f (x) ∼ F−1[| · |2sF (f )](x), x ∈ Rn, 0 < s < 1.

Group 3 Fractional Laplacian VIII Escuela-Taller 19 / 40

Page 56: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Definition of (−∆)s via the Fourier Transform

By the well-known properties of F with respect to derivatives, we have that, forf ∈ S(Rn),

F [−∆f ](ξ) = |2πξ|2F (f )(ξ), ξ ∈ Rn,

so it is reasonable to write something like

(−∆)s f (x) ∼ F−1[|2π · |2sF (f )](x), x ∈ Rn, 0 < s < 1.

Group 3 Fractional Laplacian VIII Escuela-Taller 19 / 40

Page 57: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

∼ is =

Theorem (Lemma 2.1. P. Stinga’s PhD thesis)

Given f ∈ S(Rn) and 0 < s < 1,

F−1[| · |2sF (f )](x) = 1

Γ(−s)

ˆ ∞

0(et∆f (x)− f (x))

dt

t1+s, x ∈ Rn

and this two functions coincide in a pointwise way with (−∆)s f (x) when theconstant γ(n, s) in its definition is given by

γ(n, s) =4sΓ(n/2 + s)

−πn/2Γ(−s)> 0.

Group 3 Fractional Laplacian VIII Escuela-Taller 20 / 40

Page 58: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Everybody wants to be the fractional Laplacian

Let x ∈ Rn. By Fubini’s theorem and inverse Fourier formula,

1

Γ(−s)

ˆ ∞

0(et∆f (x)− f (x))

dt

t1+s=

1

Γ(−s)

ˆRn

ˆ ∞

0(e−t|ξ|

2 − 1)dt

t1+sf (ξ)e ix ·ξdξ

=1

Γ(−s)

ˆRn

ˆ ∞

0(e−r − 1)

dr

r1+s|ξ|2s f (y)e ix ·ξdy

=

ˆRn|ξ|2s f (ξ)e ix ·ξdξ = F−1[| · |2sF (f )](x).

Since f ∈ S(Rn), we have that

ˆ ∞

0|et∆f (x)− f (x)| dt

t1+s< ∞,

and so Tonelli authorises us to apply Fubini’s theorem.

Group 3 Fractional Laplacian VIII Escuela-Taller 21 / 40

Page 59: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Everybody wants to be the fractional Laplacian

Let x ∈ Rn. By Fubini’s theorem and inverse Fourier formula,

1

Γ(−s)

ˆ ∞

0(et∆f (x)− f (x))

dt

t1+s=

1

Γ(−s)

ˆRn

ˆ ∞

0(e−t|ξ|

2 − 1)dt

t1+sf (ξ)e ix ·ξdξ

=1

Γ(−s)

ˆRn

ˆ ∞

0(e−r − 1)

dr

r1+s|ξ|2s f (y)e ix ·ξdy

=

ˆRn|ξ|2s f (ξ)e ix ·ξdξ = F−1[| · |2sF (f )](x).

Since f ∈ S(Rn), we have that

ˆ ∞

0|et∆f (x)− f (x)| dt

t1+s< ∞,

and so Tonelli authorises us to apply Fubini’s theorem.

Group 3 Fractional Laplacian VIII Escuela-Taller 21 / 40

Page 60: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Everybody wants to be the fractional Laplacian

Let x ∈ Rn. By Fubini’s theorem and inverse Fourier formula,

1

Γ(−s)

ˆ ∞

0(et∆f (x)− f (x))

dt

t1+s=

1

Γ(−s)

ˆRn

ˆ ∞

0(e−t|ξ|

2 − 1)dt

t1+sf (ξ)e ix ·ξdξ

=1

Γ(−s)

ˆRn

ˆ ∞

0(e−r − 1)

dr

r1+s|ξ|2s f (y)e ix ·ξdy

=

ˆRn|ξ|2s f (ξ)e ix ·ξdξ = F−1[| · |2sF (f )](x).

Since f ∈ S(Rn), we have that

ˆ ∞

0|et∆f (x)− f (x)| dt

t1+s< ∞,

and so Tonelli authorises us to apply Fubini’s theorem.

Group 3 Fractional Laplacian VIII Escuela-Taller 21 / 40

Page 61: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Everybody wants to be the fractional Laplacian

Let x ∈ Rn. By Fubini’s theorem and inverse Fourier formula,

1

Γ(−s)

ˆ ∞

0(et∆f (x)− f (x))

dt

t1+s=

1

Γ(−s)

ˆRn

ˆ ∞

0(e−t|ξ|

2 − 1)dt

t1+sf (ξ)e ix ·ξdξ

=1

Γ(−s)

ˆRn

ˆ ∞

0(e−r − 1)

dr

r1+s|ξ|2s f (y)e ix ·ξdy

=

ˆRn|ξ|2s f (ξ)e ix ·ξdξ = F−1[| · |2sF (f )](x).

Since f ∈ S(Rn), we have that

ˆ ∞

0|et∆f (x)− f (x)| dt

t1+s< ∞,

and so Tonelli authorises us to apply Fubini’s theorem.

Group 3 Fractional Laplacian VIII Escuela-Taller 21 / 40

Page 62: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Everybody wants to be the fractional Laplacian

Let x ∈ Rn. By Fubini’s theorem and inverse Fourier formula,

1

Γ(−s)

ˆ ∞

0(et∆f (x)− f (x))

dt

t1+s=

1

Γ(−s)

ˆRn

ˆ ∞

0(e−t|ξ|

2 − 1)dt

t1+sf (ξ)e ix ·ξdξ

=1

Γ(−s)

ˆRn

ˆ ∞

0(e−r − 1)

dr

r1+s|ξ|2s f (y)e ix ·ξdy

=

ˆRn|ξ|2s f (ξ)e ix ·ξdξ = F−1[| · |2sF (f )](x).

Since f ∈ S(Rn), we have that

ˆ ∞

0|et∆f (x)− f (x)| dt

t1+s< ∞,

and so Tonelli authorises us to apply Fubini’s theorem.

Group 3 Fractional Laplacian VIII Escuela-Taller 21 / 40

Page 63: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Everybody wants to be the fractional Laplacian

Next, we will see that

1

Γ(−s)

ˆ ∞

0(et∆f (x)− f (x))

dt

t1+s=

4sΓ(n/2 + s)

−πn/2Γ(−s)P.V.ˆ

Rn

f (x)− f (z)

|x − z |n+2sdz , x ∈ Rn.

Let ε > 0. Using that ‖Wt(x − ·)‖L1(Rn) = 1 for any x ∈ Rn,

ˆ ∞

0(et∆f (x)− f (x))

dt

t1+s=

ˆ ∞

0

ˆRn

Wt (x − z)(f (z)− f (x))dzdt

t1+s

= Iε + IIε.

Group 3 Fractional Laplacian VIII Escuela-Taller 22 / 40

Page 64: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Everybody wants to be the fractional Laplacian

Next, we will see that

1

Γ(−s)

ˆ ∞

0(et∆f (x)− f (x))

dt

t1+s=

4sΓ(n/2 + s)

−πn/2Γ(−s)P.V.ˆ

Rn

f (x)− f (z)

|x − z |n+2sdz , x ∈ Rn.

Let ε > 0. Using that ‖Wt(x − ·)‖L1(Rn) = 1 for any x ∈ Rn,

ˆ ∞

0(et∆f (x)− f (x))

dt

t1+s=

ˆ ∞

0

ˆRn

Wt (x − z)(f (z)− f (x))dzdt

t1+s

= Iε + IIε.

Group 3 Fractional Laplacian VIII Escuela-Taller 22 / 40

Page 65: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Everybody wants to be the fractional Laplacian

Next, we will see that

1

Γ(−s)

ˆ ∞

0(et∆f (x)− f (x))

dt

t1+s=

4sΓ(n/2 + s)

−πn/2Γ(−s)P.V.ˆ

Rn

f (x)− f (z)

|x − z |n+2sdz , x ∈ Rn.

Let ε > 0. Using that ‖Wt(x − ·)‖L1(Rn) = 1 for any x ∈ Rn,

ˆ ∞

0(et∆f (x)− f (x))

dt

t1+s=

ˆ ∞

0

ˆRn

Wt (x − z)(f (z)− f (x))dzdt

t1+s

= Iε + IIε.

Group 3 Fractional Laplacian VIII Escuela-Taller 22 / 40

Page 66: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Everybody wants to be the fractional Laplacian

Next, we will see that

1

Γ(−s)

ˆ ∞

0(et∆f (x)− f (x))

dt

t1+s=

4sΓ(n/2 + s)

−πn/2Γ(−s)P.V.ˆ

Rn

f (x)− f (z)

|x − z |n+2sdz , x ∈ Rn.

Let ε > 0. Using that ‖Wt(x − ·)‖L1(Rn) = 1 for any x ∈ Rn,

ˆ ∞

0(et∆f (x)− f (x))

dt

t1+s=

ˆ ∞

0

ˆRn

Wt (x − z)(f (z)− f (x))dzdt

t1+s

= Iε + IIε.

Group 3 Fractional Laplacian VIII Escuela-Taller 22 / 40

Page 67: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Everybody wants to be the fractional Laplacian

Next, we will see that

1

Γ(−s)

ˆ ∞

0(et∆f (x)− f (x))

dt

t1+s=

4sΓ(n/2 + s)

−πn/2Γ(−s)P.V.ˆ

Rn

f (x)− f (z)

|x − z |n+2sdz , x ∈ Rn.

Let ε > 0. Using that ‖Wt(x − ·)‖L1(Rn) = 1 for any x ∈ Rn,

ˆ ∞

0(et∆f (x)− f (x))

dt

t1+s=

ˆ ∞

0

ˆRn

Wt (x − z)(f (z)− f (x))dzdt

t1+s

= Iε + IIε.

Group 3 Fractional Laplacian VIII Escuela-Taller 22 / 40

Page 68: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Everybody wants to be the fractional Laplacian

Using Fubini’s theorem,

Iε =

ˆ|x−z |>ε

ˆ ∞

0(4πt)−n/2e−

|x−z |24t (f (z)− f (x))

dt

t1+sdz

=

ˆ|x−z |>ε

(f (z)− f (x))

ˆ ∞

0(4πt)−n/2e−

|x−z |24t

dt

t1+sdz

=

ˆ|x−z |>ε

(f (x)− f (z))4sΓ(n/2 + s)

−πn/21

|x − z |n+2sdz

where we used the change of variables r = |x−z |24t .

Observe that Iε converges absolutely for any ε > 0 since f is bounded, so the useof Fubini’s theorem is licit.

Group 3 Fractional Laplacian VIII Escuela-Taller 23 / 40

Page 69: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Everybody wants to be the fractional Laplacian

Using Fubini’s theorem,

Iε =

ˆ|x−z |>ε

ˆ ∞

0(4πt)−n/2e−

|x−z |24t (f (z)− f (x))

dt

t1+sdz

=

ˆ|x−z |>ε

(f (z)− f (x))

ˆ ∞

0(4πt)−n/2e−

|x−z |24t

dt

t1+sdz

=

ˆ|x−z |>ε

(f (x)− f (z))4sΓ(n/2 + s)

−πn/21

|x − z |n+2sdz

where we used the change of variables r = |x−z |24t .

Observe that Iε converges absolutely for any ε > 0 since f is bounded, so the useof Fubini’s theorem is licit.

Group 3 Fractional Laplacian VIII Escuela-Taller 23 / 40

Page 70: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Everybody wants to be the fractional Laplacian

Using Fubini’s theorem,

Iε =

ˆ|x−z |>ε

ˆ ∞

0(4πt)−n/2e−

|x−z |24t (f (z)− f (x))

dt

t1+sdz

=

ˆ|x−z |>ε

(f (z)− f (x))

ˆ ∞

0(4πt)−n/2e−

|x−z |24t

dt

t1+sdz

=

ˆ|x−z |>ε

(f (x)− f (z))4sΓ(n/2 + s)

−πn/21

|x − z |n+2sdz

where we used the change of variables r = |x−z |24t .

Observe that Iε converges absolutely for any ε > 0 since f is bounded, so the useof Fubini’s theorem is licit.

Group 3 Fractional Laplacian VIII Escuela-Taller 23 / 40

Page 71: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Everybody wants to be the fractional Laplacian

Using Fubini’s theorem,

Iε =

ˆ|x−z |>ε

ˆ ∞

0(4πt)−n/2e−

|x−z |24t (f (z)− f (x))

dt

t1+sdz

=

ˆ|x−z |>ε

(f (z)− f (x))

ˆ ∞

0(4πt)−n/2e−

|x−z |24t

dt

t1+sdz

=

ˆ|x−z |>ε

(f (x)− f (z))4sΓ(n/2 + s)

−πn/21

|x − z |n+2sdz

where we used the change of variables r = |x−z |24t .

Observe that Iε converges absolutely for any ε > 0 since f is bounded, so the useof Fubini’s theorem is licit.

Group 3 Fractional Laplacian VIII Escuela-Taller 23 / 40

Page 72: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Everybody wants to be the fractional Laplacian

Using polar coordinates,

IIε =

ˆ ∞

0

ˆ|x−z |<ε

Wt (x − z)(f (z)− f (x))dzdt

t1+s

=

ˆ ∞

0(4πt)−n/2

ˆ ε

0e−

r2

4t rn−1ˆ|z ′ |=1

(f (x + rz ′)− f (z))dS(z ′)drdt

t1+s.

By Taylor’s theorem, using the symmetry of the sphere,

ˆ|z ′ |=1

(f (x + rz ′)− f (z))dS(z ′) = Cnr2∆f (x) +O(r3),

thus

|IIε| ≤ Cn,∆f (x)

ˆ ε

0rn+1

ˆ ∞

0

e−r2

4t

tn/2+s

dt

t

= Cn,∆f (x)

ˆ ε

0rn+1Cn,s r

−n−2sdr = Cn,∆f (x),s ε2(1−s).

Group 3 Fractional Laplacian VIII Escuela-Taller 24 / 40

Page 73: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Everybody wants to be the fractional Laplacian

Using polar coordinates,

IIε =

ˆ ∞

0

ˆ|x−z |<ε

Wt (x − z)(f (z)− f (x))dzdt

t1+s

=

ˆ ∞

0(4πt)−n/2

ˆ ε

0e−

r2

4t rn−1ˆ|z ′ |=1

(f (x + rz ′)− f (z))dS(z ′)drdt

t1+s.

By Taylor’s theorem, using the symmetry of the sphere,

ˆ|z ′ |=1

(f (x + rz ′)− f (z))dS(z ′) = Cnr2∆f (x) +O(r3),

thus

|IIε| ≤ Cn,∆f (x)

ˆ ε

0rn+1

ˆ ∞

0

e−r2

4t

tn/2+s

dt

t

= Cn,∆f (x)

ˆ ε

0rn+1Cn,s r

−n−2sdr = Cn,∆f (x),s ε2(1−s).

Group 3 Fractional Laplacian VIII Escuela-Taller 24 / 40

Page 74: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Everybody wants to be the fractional Laplacian

Using polar coordinates,

IIε =

ˆ ∞

0

ˆ|x−z |<ε

Wt (x − z)(f (z)− f (x))dzdt

t1+s

=

ˆ ∞

0(4πt)−n/2

ˆ ε

0e−

r2

4t rn−1ˆ|z ′ |=1

(f (x + rz ′)− f (z))dS(z ′)drdt

t1+s.

By Taylor’s theorem, using the symmetry of the sphere,

ˆ|z ′ |=1

(f (x + rz ′)− f (z))dS(z ′) = Cnr2∆f (x) +O(r3),

thus

|IIε| ≤ Cn,∆f (x)

ˆ ε

0rn+1

ˆ ∞

0

e−r2

4t

tn/2+s

dt

t

= Cn,∆f (x)

ˆ ε

0rn+1Cn,s r

−n−2sdr = Cn,∆f (x),s ε2(1−s).

Group 3 Fractional Laplacian VIII Escuela-Taller 24 / 40

Page 75: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Everybody wants to be the fractional Laplacian

Using polar coordinates,

IIε =

ˆ ∞

0

ˆ|x−z |<ε

Wt (x − z)(f (z)− f (x))dzdt

t1+s

=

ˆ ∞

0(4πt)−n/2

ˆ ε

0e−

r2

4t rn−1ˆ|z ′ |=1

(f (x + rz ′)− f (z))dS(z ′)drdt

t1+s.

By Taylor’s theorem, using the symmetry of the sphere,

ˆ|z ′ |=1

(f (x + rz ′)− f (z))dS(z ′) = Cnr2∆f (x) +O(r3),

thus

|IIε| ≤ Cn,∆f (x)

ˆ ε

0rn+1

ˆ ∞

0

e−r2

4t

tn/2+s

dt

t

= Cn,∆f (x)

ˆ ε

0rn+1Cn,s r

−n−2sdr = Cn,∆f (x),s ε2(1−s).

Group 3 Fractional Laplacian VIII Escuela-Taller 24 / 40

Page 76: Four definitions for the fractional Laplacian › simba › diapositives › simba23032018-SergiBaena.pdf · 2018-03-12 · Group 3 Fractional Laplacian VIII Escuela-Taller 7 / 40.

Everybody wants to be the fractional Laplacian

Using polar coordinates,

IIε =

ˆ ∞

0

ˆ|x−z |<ε

Wt (x − z)(f (z)− f (x))dzdt

t1+s

=

ˆ ∞

0(4πt)−n/2

ˆ ε

0e−

r2

4t rn−1ˆ|z ′ |=1

(f (x + rz ′)− f (z))dS(z ′)drdt

t1+s.

By Taylor’s theorem, using the symmetry of the sphere,

ˆ|z ′ |=1

(f (x + rz ′)− f (z))dS(z ′) = Cnr2∆f (x) +O(r3),

thus

|IIε| ≤ Cn,∆f (x)

ˆ ε

0rn+1

ˆ ∞

0

e−r2

4t

tn/2+s

dt

t

= Cn,∆f (x)

ˆ ε

0rn+1Cn,s r

−n−2sdr = Cn,∆f (x),s ε2(1−s).

Group 3 Fractional Laplacian VIII Escuela-Taller 24 / 40

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Everybody IS the fractional Laplacian

This proves that IIε → 0 as ε→ 0, soˆ ∞

0

ˆRn

Wt (x − z)(f (z)− f (x))dzdt

t1+s= lım

ε→0Iε + IIε

=4sΓ(n/2 + s)

−πn/2 P.V.ˆ

Rn

f (x)− f (z)

|x − z |n+2sdz

. .^

This kind of computations (bearing in mind the exact expression of the constantγ(n, s)) also prove the following pointwise convergence

(−∆)s f (x)→ −∆f (x), x ∈ Rn as s → 0+,

when f ∈ C2(Rn) ∩ L∞(Rn) (observe that, in S(Rn) this is obvious by thedefinition via Fourier transform).

Group 3 Fractional Laplacian VIII Escuela-Taller 25 / 40

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Everybody IS the fractional Laplacian

This proves that IIε → 0 as ε→ 0, soˆ ∞

0

ˆRn

Wt (x − z)(f (z)− f (x))dzdt

t1+s= lım

ε→0Iε + IIε

=4sΓ(n/2 + s)

−πn/2 P.V.ˆ

Rn

f (x)− f (z)

|x − z |n+2sdz

. .^

This kind of computations (bearing in mind the exact expression of the constantγ(n, s)) also prove the following pointwise convergence

(−∆)s f (x)→ −∆f (x), x ∈ Rn as s → 0+,

when f ∈ C2(Rn) ∩ L∞(Rn) (observe that, in S(Rn) this is obvious by thedefinition via Fourier transform).

Group 3 Fractional Laplacian VIII Escuela-Taller 25 / 40

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Everybody IS the fractional Laplacian

This proves that IIε → 0 as ε→ 0, soˆ ∞

0

ˆRn

Wt (x − z)(f (z)− f (x))dzdt

t1+s= lım

ε→0Iε + IIε

=4sΓ(n/2 + s)

−πn/2 P.V.ˆ

Rn

f (x)− f (z)

|x − z |n+2sdz

. .^

This kind of computations (bearing in mind the exact expression of the constantγ(n, s)) also prove the following pointwise convergence

(−∆)s f (x)→ −∆f (x), x ∈ Rn as s → 0+,

when f ∈ C2(Rn) ∩ L∞(Rn) (observe that, in S(Rn) this is obvious by thedefinition via Fourier transform).

Group 3 Fractional Laplacian VIII Escuela-Taller 25 / 40

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Everybody IS the fractional Laplacian

This proves that IIε → 0 as ε→ 0, soˆ ∞

0

ˆRn

Wt (x − z)(f (z)− f (x))dzdt

t1+s= lım

ε→0Iε + IIε

=4sΓ(n/2 + s)

−πn/2 P.V.ˆ

Rn

f (x)− f (z)

|x − z |n+2sdz

. .^

This kind of computations (bearing in mind the exact expression of the constantγ(n, s)) also prove the following pointwise convergence

(−∆)s f (x)→ −∆f (x), x ∈ Rn as s → 0+,

when f ∈ C2(Rn) ∩ L∞(Rn) (observe that, in S(Rn) this is obvious by thedefinition via Fourier transform).

Group 3 Fractional Laplacian VIII Escuela-Taller 25 / 40

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And last but not least

Group 3 Fractional Laplacian VIII Escuela-Taller 26 / 40

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Extension Problem

Let s ∈ (0, 1) and consider a = 1− 2s. We want to solve the extension problem LaU(x , y) = divx,y (ya∇x,yU) = 0, x ∈ Rn+, y > 0,

U(x , 0) = u(x),U(x , y)→ 0 as y → ∞.

The previous system can be written as−∆xU(x , y) =

(∂yy +

ay ∂y

)U(x , y), x ∈ Rn

+, y > 0,

U(x , 0) = u(x),U(x , y)→ 0 as y → ∞.

(1)

Group 3 Fractional Laplacian VIII Escuela-Taller 27 / 40

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Extension Problem

Let s ∈ (0, 1) and consider a = 1− 2s. We want to solve the extension problem LaU(x , y) = divx,y (ya∇x,yU) = 0, x ∈ Rn+, y > 0,

U(x , 0) = u(x),U(x , y)→ 0 as y → ∞.

The previous system can be written as−∆xU(x , y) =

(∂yy +

ay ∂y

)U(x , y), x ∈ Rn

+, y > 0,

U(x , 0) = u(x),U(x , y)→ 0 as y → ∞.

(1)

Group 3 Fractional Laplacian VIII Escuela-Taller 27 / 40

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Extension Problem

Let s ∈ (0, 1) and consider a = 1− 2s. We want to solve the extension problem LaU(x , y) = divx,y (ya∇x,yU) = 0, x ∈ Rn+, y > 0,

U(x , 0) = u(x),U(x , y)→ 0 as y → ∞.

The previous system can be written as−∆xU(x , y) =

(∂yy +

ay ∂y

)U(x , y), x ∈ Rn

+, y > 0,

U(x , 0) = u(x),U(x , y)→ 0 as y → ∞.

(1)

Group 3 Fractional Laplacian VIII Escuela-Taller 27 / 40

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Extension Problem

Theorem 1 (Extension Theorem)

Let u ∈ S(Rn). Then, the solution U to the extension problem (1) is given by

U(x , y) = (Ps(·, y) ? u)(x) =ˆ

RnPs(x − z , y)u(z) dz , (2)

where

Ps(x , y) =Γ(n/2 + s)

πn/2Γ(s)y2s

(y2 + |x |2)(n+2s)/2(3)

is the Poisson Kernel for the extension problem in the half-space Rn+1+ . For U as

in (2) one has

(−∆)su(x) = −22s−1Γ(s)Γ(1− s)

lımy→0+

y1−2s∂yU(x , y). (4)

Group 3 Fractional Laplacian VIII Escuela-Taller 28 / 40

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Extension Problem

Theorem 1 (Extension Theorem)

Let u ∈ S(Rn). Then, the solution U to the extension problem (1) is given by

U(x , y) = (Ps(·, y) ? u)(x) =ˆ

RnPs(x − z , y)u(z) dz , (2)

where

Ps(x , y) =Γ(n/2 + s)

πn/2Γ(s)y2s

(y2 + |x |2)(n+2s)/2(3)

is the Poisson Kernel for the extension problem in the half-space Rn+1+ . For U as

in (2) one has

(−∆)su(x) = −22s−1Γ(s)Γ(1− s)

lımy→0+

y1−2s∂yU(x , y). (4)

Group 3 Fractional Laplacian VIII Escuela-Taller 28 / 40

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Extension Problem

PROOFIf we take a partial Fourier transform of (1){

∂yy U(ξ, y) + 1−2sy ∂y U(ξ, y)− 4π2|ξ|2U(ξ, y) = 0 in Rn+1

+ ,

U(ξ, 0) = u(ξ), U(ξ, y)→ 0 as y → ∞, x ∈ Rn.

If we fix ξ ∈ Rn \ {0} and Y (y) = Yξ(y) = U(ξ, y),{y2Y

′′(y) + (1− 2s)yY

′(y)− 4π2|ξ|2y2Y (y) = 0 y in R+,

Y (0) = u(ξ), y(y)→ 0 as y → ∞,

then it can be compared with the generalized modified Bessel equation:

y2Y′′+ (1− 2α)yY

′(y) + [β2γ2y2γ + (α− ν2γ2)]Y (y) = 0 (5)

α = s, γ = 1, ν = s, β = 2π|ξ|.

Group 3 Fractional Laplacian VIII Escuela-Taller 29 / 40

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Extension Problem

PROOFIf we take a partial Fourier transform of (1){

∂yy U(ξ, y) + 1−2sy ∂y U(ξ, y)− 4π2|ξ|2U(ξ, y) = 0 in Rn+1

+ ,

U(ξ, 0) = u(ξ), U(ξ, y)→ 0 as y → ∞, x ∈ Rn.

If we fix ξ ∈ Rn \ {0} and Y (y) = Yξ(y) = U(ξ, y),{y2Y

′′(y) + (1− 2s)yY

′(y)− 4π2|ξ|2y2Y (y) = 0 y in R+,

Y (0) = u(ξ), y(y)→ 0 as y → ∞,

then it can be compared with the generalized modified Bessel equation:

y2Y′′+ (1− 2α)yY

′(y) + [β2γ2y2γ + (α− ν2γ2)]Y (y) = 0 (5)

α = s, γ = 1, ν = s, β = 2π|ξ|.

Group 3 Fractional Laplacian VIII Escuela-Taller 29 / 40

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Extension Problem

PROOFIf we take a partial Fourier transform of (1){

∂yy U(ξ, y) + 1−2sy ∂y U(ξ, y)− 4π2|ξ|2U(ξ, y) = 0 in Rn+1

+ ,

U(ξ, 0) = u(ξ), U(ξ, y)→ 0 as y → ∞, x ∈ Rn.

If we fix ξ ∈ Rn \ {0} and Y (y) = Yξ(y) = U(ξ, y),{y2Y

′′(y) + (1− 2s)yY

′(y)− 4π2|ξ|2y2Y (y) = 0 y in R+,

Y (0) = u(ξ), y(y)→ 0 as y → ∞,

then it can be compared with the generalized modified Bessel equation:

y2Y′′+ (1− 2α)yY

′(y) + [β2γ2y2γ + (α− ν2γ2)]Y (y) = 0 (5)

α = s, γ = 1, ν = s, β = 2π|ξ|.

Group 3 Fractional Laplacian VIII Escuela-Taller 29 / 40

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The general solutions of (5) are given by

U(ξ, y) = Ay s Is(2π|ξ|y) + By sKs(2π|ξ|y)

where Is and Ks are the Bessel functions of second and third kind,bothindependent solutions of the modified Bessel equation of order s

z2φ′′+ zφ

′ − (z2 + s2)φ = 0 (6)

where

φ solution of (6) =⇒ Y (y) = yαφ(βyγ) solution of (5).

Group 3 Fractional Laplacian VIII Escuela-Taller 30 / 40

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The general solutions of (5) are given by

U(ξ, y) = Ay s Is(2π|ξ|y) + By sKs(2π|ξ|y)

where Is and Ks are the Bessel functions of second and third kind,bothindependent solutions of the modified Bessel equation of order s

z2φ′′+ zφ

′ − (z2 + s2)φ = 0 (6)

where

φ solution of (6) =⇒ Y (y) = yαφ(βyγ) solution of (5).

Group 3 Fractional Laplacian VIII Escuela-Taller 30 / 40

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Js(z) = ∑∞k=0(−1)k

(z/2)s+2k

Γ(k + 1)Γ(k + s + 1), |z | < ∞, |arg(z)| < π,

Is(z) = ∑∞k=0

(z/2)s+2k

Γ(k + 1)Γ(k + s + 1), |z | < ∞, |arg(z)| < π,

Ks(z) =π

2

I−s(z)− Is(z)

sin πs, |arg(z)| < π.

Group 3 Fractional Laplacian VIII Escuela-Taller 31 / 40

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Extension Problem

The condition U(ξ, y)→ 0 as y → ∞ forces A = 0. Using Is asymptotic behavior,

By sKs(2π|ξ|y) = Bπ

2

y s I−s(2π|ξ|y)− y s Is(2π|ξ|y)sin πs

→ Bπ2s−1

Γ(1− s) sin πs(2π|ξ|)−s =

[Γ(s)Γ(s − 1) =

π

sin πs

]= B2s−1Γ(s)(2π|ξ|)−s .

In order to fulfill the condition U(ξ, 0) = u(ξ), we impose

U(ξ, y) =(2π|ξ|)s u(ξ)

2s−1Γ(s)y sKs(2π|ξ|y). (7)

Group 3 Fractional Laplacian VIII Escuela-Taller 32 / 40

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Extension Problem

The condition U(ξ, y)→ 0 as y → ∞ forces A = 0. Using Is asymptotic behavior,

By sKs(2π|ξ|y) = Bπ

2

y s I−s(2π|ξ|y)− y s Is(2π|ξ|y)sin πs

→ Bπ2s−1

Γ(1− s) sin πs(2π|ξ|)−s =

[Γ(s)Γ(s − 1) =

π

sin πs

]= B2s−1Γ(s)(2π|ξ|)−s .

In order to fulfill the condition U(ξ, 0) = u(ξ), we impose

U(ξ, y) =(2π|ξ|)s u(ξ)

2s−1Γ(s)y sKs(2π|ξ|y). (7)

Group 3 Fractional Laplacian VIII Escuela-Taller 32 / 40

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Extension Problem

The condition U(ξ, y)→ 0 as y → ∞ forces A = 0. Using Is asymptotic behavior,

By sKs(2π|ξ|y) = Bπ

2

y s I−s(2π|ξ|y)− y s Is(2π|ξ|y)sin πs

→ Bπ2s−1

Γ(1− s) sin πs(2π|ξ|)−s =

[Γ(s)Γ(s − 1) =

π

sin πs

]= B2s−1Γ(s)(2π|ξ|)−s .

In order to fulfill the condition U(ξ, 0) = u(ξ), we impose

U(ξ, y) =(2π|ξ|)s u(ξ)

2s−1Γ(s)y sKs(2π|ξ|y). (7)

Group 3 Fractional Laplacian VIII Escuela-Taller 32 / 40

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We want to proveU(x , y) = (Ps(·, y) ? u)(x).

Taking inverse Fourier transform and using (7), we have to show that

F−1ξ→x

((2π|ξ|)s2s−1Γ(s)

y sKs(2π|ξ|y))=

Γ(n/2 + s)

πn/2Γ(s)y2s

(y2 + |x |2)(n+2s)/2.

Since the function in the left hand-side of (33) is spherically symmetric, proving(33) is equivalent to establishing the follow identity

Fξ→x (2πs |ξ|sy sKs(2π|ξ|y)) = Γ(n/2 + s)

πn/2y2s

(y2 + |x |2)(n+2s)/2.

(Hankel transform : H ≡ H−1 for radial functions.)

Group 3 Fractional Laplacian VIII Escuela-Taller 33 / 40

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We want to proveU(x , y) = (Ps(·, y) ? u)(x).

Taking inverse Fourier transform and using (7), we have to show that

F−1ξ→x

((2π|ξ|)s2s−1Γ(s)

y sKs(2π|ξ|y))=

Γ(n/2 + s)

πn/2Γ(s)y2s

(y2 + |x |2)(n+2s)/2.

Since the function in the left hand-side of (33) is spherically symmetric, proving(33) is equivalent to establishing the follow identity

Fξ→x (2πs |ξ|sy sKs(2π|ξ|y)) = Γ(n/2 + s)

πn/2y2s

(y2 + |x |2)(n+2s)/2.

(Hankel transform : H ≡ H−1 for radial functions.)

Group 3 Fractional Laplacian VIII Escuela-Taller 33 / 40

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We want to proveU(x , y) = (Ps(·, y) ? u)(x).

Taking inverse Fourier transform and using (7), we have to show that

F−1ξ→x

((2π|ξ|)s2s−1Γ(s)

y sKs(2π|ξ|y))=

Γ(n/2 + s)

πn/2Γ(s)y2s

(y2 + |x |2)(n+2s)/2.

Since the function in the left hand-side of (33) is spherically symmetric, proving(33) is equivalent to establishing the follow identity

Fξ→x (2πs |ξ|sy sKs(2π|ξ|y)) = Γ(n/2 + s)

πn/2y2s

(y2 + |x |2)(n+2s)/2.

(Hankel transform : H ≡ H−1 for radial functions.)

Group 3 Fractional Laplacian VIII Escuela-Taller 33 / 40

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We want to proveU(x , y) = (Ps(·, y) ? u)(x).

Taking inverse Fourier transform and using (7), we have to show that

F−1ξ→x

((2π|ξ|)s2s−1Γ(s)

y sKs(2π|ξ|y))=

Γ(n/2 + s)

πn/2Γ(s)y2s

(y2 + |x |2)(n+2s)/2.

Since the function in the left hand-side of (33) is spherically symmetric, proving(33) is equivalent to establishing the follow identity

Fξ→x (2πs |ξ|sy sKs(2π|ξ|y)) = Γ(n/2 + s)

πn/2y2s

(y2 + |x |2)(n+2s)/2.

(Hankel transform : H ≡ H−1 for radial functions.)

Group 3 Fractional Laplacian VIII Escuela-Taller 33 / 40

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Theorem 2 (Fourier-Bessel Representation)

Let u(x) = f (|x |), and suppose that

t 7→ tn/2f (t)Jn/2−1(2π|ξ|t) ∈ L1(Rn).

Then,

u(ξ) = 2π|ξ|−n/2+1ˆ ∞

0tn/2f (t)Jn/2−1(2π|ξ|t) dt.

Then, the latter identity (33) is equivalent to

22πs+1y s

|x |n/2−1

ˆ ∞

0tn/2+sKs(2πyt)Jn/2−1(2π|ξ|t) dt

=Γ(n/2 + s)

πn/2Γ(s)y2s

(y2 + |x |2)(n+2s)/2.

Group 3 Fractional Laplacian VIII Escuela-Taller 34 / 40

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Theorem 2 (Fourier-Bessel Representation)

Let u(x) = f (|x |), and suppose that

t 7→ tn/2f (t)Jn/2−1(2π|ξ|t) ∈ L1(Rn).

Then,

u(ξ) = 2π|ξ|−n/2+1ˆ ∞

0tn/2f (t)Jn/2−1(2π|ξ|t) dt.

Then, the latter identity (33) is equivalent to

22πs+1y s

|x |n/2−1

ˆ ∞

0tn/2+sKs(2πyt)Jn/2−1(2π|ξ|t) dt

=Γ(n/2 + s)

πn/2Γ(s)y2s

(y2 + |x |2)(n+2s)/2.

Group 3 Fractional Laplacian VIII Escuela-Taller 34 / 40

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Let’s establish

(−∆)su(x) = −22s−1Γ(s)Γ(1− s)

lımy→0+

y1−2s∂yU(x , y).

Recall that (−∆)su(ξ) = (2π|ξ|)2s u(ξ). Using the equalities

K′s(z) =

s

zKs(z)−Ks+1(z)

and2s

zKs(z)−Ks+1(z) = −Ks−1(z) = −K1−s(z),

we obtain

y1−2s∂y U(ξ, y) =(2π|ξ|)s+1u(ξ)

22s−1Γ(s)y1−sK1−s(2π|ξ|y).

Group 3 Fractional Laplacian VIII Escuela-Taller 35 / 40

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Let’s establish

(−∆)su(x) = −22s−1Γ(s)Γ(1− s)

lımy→0+

y1−2s∂yU(x , y).

Recall that (−∆)su(ξ) = (2π|ξ|)2s u(ξ). Using the equalities

K′s(z) =

s

zKs(z)−Ks+1(z)

and2s

zKs(z)−Ks+1(z) = −Ks−1(z) = −K1−s(z),

we obtain

y1−2s∂y U(ξ, y) =(2π|ξ|)s+1u(ξ)

22s−1Γ(s)y1−sK1−s(2π|ξ|y).

Group 3 Fractional Laplacian VIII Escuela-Taller 35 / 40

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Let’s establish

(−∆)su(x) = −22s−1Γ(s)Γ(1− s)

lımy→0+

y1−2s∂yU(x , y).

Recall that (−∆)su(ξ) = (2π|ξ|)2s u(ξ). Using the equalities

K′s(z) =

s

zKs(z)−Ks+1(z)

and2s

zKs(z)−Ks+1(z) = −Ks−1(z) = −K1−s(z),

we obtain

y1−2s∂y U(ξ, y) =(2π|ξ|)s+1u(ξ)

22s−1Γ(s)y1−sK1−s(2π|ξ|y).

Group 3 Fractional Laplacian VIII Escuela-Taller 35 / 40

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Let’s establish

(−∆)su(x) = −22s−1Γ(s)Γ(1− s)

lımy→0+

y1−2s∂yU(x , y).

Recall that (−∆)su(ξ) = (2π|ξ|)2s u(ξ). Using the equalities

K′s(z) =

s

zKs(z)−Ks+1(z)

and2s

zKs(z)−Ks+1(z) = −Ks−1(z) = −K1−s(z),

we obtain

y1−2s∂y U(ξ, y) =(2π|ξ|)s+1u(ξ)

22s−1Γ(s)y1−sK1−s(2π|ξ|y).

Group 3 Fractional Laplacian VIII Escuela-Taller 35 / 40

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As before, we have

lımy→0+

y1−sK1−s(2π|ξ|y) = 2−sΓ(1− s)(2π|ξ|)s−1.

We finally reach the conclusion

lımy→0+

y1−2s∂y U(ξ, y) = − Γ(1− s)

22s−1Γ(s)(2π|ξ|)2s u(ξ).

Remark 1 (Alternative proof of (4))

Using that ˆRn

Ps(x , y) dx = 1, y > 0,

we will show another proof.

Group 3 Fractional Laplacian VIII Escuela-Taller 36 / 40

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As before, we have

lımy→0+

y1−sK1−s(2π|ξ|y) = 2−sΓ(1− s)(2π|ξ|)s−1.

We finally reach the conclusion

lımy→0+

y1−2s∂y U(ξ, y) = − Γ(1− s)

22s−1Γ(s)(2π|ξ|)2s u(ξ).

Remark 1 (Alternative proof of (4))

Using that ˆRn

Ps(x , y) dx = 1, y > 0,

we will show another proof.

Group 3 Fractional Laplacian VIII Escuela-Taller 36 / 40

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As before, we have

lımy→0+

y1−sK1−s(2π|ξ|y) = 2−sΓ(1− s)(2π|ξ|)s−1.

We finally reach the conclusion

lımy→0+

y1−2s∂y U(ξ, y) = − Γ(1− s)

22s−1Γ(s)(2π|ξ|)2s u(ξ).

Remark 1 (Alternative proof of (4))

Using that ˆRn

Ps(x , y) dx = 1, y > 0,

we will show another proof.

Group 3 Fractional Laplacian VIII Escuela-Taller 36 / 40

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Let u ∈ S(Rn) and consider the solution U(x , y) = (Ps(·, y) ? u)(x) to theextension problem (1). We can write

U(x , y) =Γ(n/2 + s)

πn/2Γ(s)

ˆRn

u(z)− u(x)

(y2 + |z − x |2)(n+2s)/2dz + u(x).

Differentiating both sides respect to y we obtain

y1−2s∂yU(x , y) = 2sΓ(n/2 + s)

πn/2Γ(s)

ˆRn

u(z)− u(x)

(y2 + |z − x |2)(n+2s)/2dz +O(y2).

Group 3 Fractional Laplacian VIII Escuela-Taller 37 / 40

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Let u ∈ S(Rn) and consider the solution U(x , y) = (Ps(·, y) ? u)(x) to theextension problem (1). We can write

U(x , y) =Γ(n/2 + s)

πn/2Γ(s)

ˆRn

u(z)− u(x)

(y2 + |z − x |2)(n+2s)/2dz + u(x).

Differentiating both sides respect to y we obtain

y1−2s∂yU(x , y) = 2sΓ(n/2 + s)

πn/2Γ(s)

ˆRn

u(z)− u(x)

(y2 + |z − x |2)(n+2s)/2dz +O(y2).

Group 3 Fractional Laplacian VIII Escuela-Taller 37 / 40

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Let u ∈ S(Rn) and consider the solution U(x , y) = (Ps(·, y) ? u)(x) to theextension problem (1). We can write

U(x , y) =Γ(n/2 + s)

πn/2Γ(s)

ˆRn

u(z)− u(x)

(y2 + |z − x |2)(n+2s)/2dz + u(x).

Differentiating both sides respect to y we obtain

y1−2s∂yU(x , y) = 2sΓ(n/2 + s)

πn/2Γ(s)

ˆRn

u(z)− u(x)

(y2 + |z − x |2)(n+2s)/2dz +O(y2).

Group 3 Fractional Laplacian VIII Escuela-Taller 37 / 40

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Now, letting y → 0+ and using the Lebesgue dominated convergence theorem, wethus find

lımy→0+

y1−2s∂yU(x , y) = 2sΓ(n/2 + s)

πn/2Γ(s)P.V.

ˆRn

u(z)− u(x)

(|z − x |2)(n+2s)/2dz

= −2sΓ(n/2 + s)

πn/2Γ(s)γ(n, s)−1(−∆)su(x).

Finally, recall that

γ(n, s) =s22sΓ(n/2 + s)

πn/2Γ(1− s).

Group 3 Fractional Laplacian VIII Escuela-Taller 38 / 40

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Now, letting y → 0+ and using the Lebesgue dominated convergence theorem, wethus find

lımy→0+

y1−2s∂yU(x , y) = 2sΓ(n/2 + s)

πn/2Γ(s)P.V.

ˆRn

u(z)− u(x)

(|z − x |2)(n+2s)/2dz

= −2sΓ(n/2 + s)

πn/2Γ(s)γ(n, s)−1(−∆)su(x).

Finally, recall that

γ(n, s) =s22sΓ(n/2 + s)

πn/2Γ(1− s).

Group 3 Fractional Laplacian VIII Escuela-Taller 38 / 40

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La exposicion esta basada en:

1. L. Caffarelli y L. Silvestre, An extension problem related to the fractionalLaplacean, Comm. Partial Differential Equations 32 (2007), no. 7-9,1245-1260;

2. N. Garofalo, Fractional thoughts, arXiv:1712.03347v3;

3. M. Kwasnicki, Ten equivalent definitions of the fractional Laplace operator,Fract. Calc. Appl. Anal. 20 (2017), no. 1, 7-51;

4. L. Silvestre, Regularity of the obstacle problem for a fractional power of theLaplace operator, Comm. Pure Appl. Math. 60 (2007), no. 1, 67-112 y TesisDoctoral, 2005 (con el mismo nombre).

5. P. R. Stinga, Fractional powers of second order partial differential operators:extension problem and regularity theory, Tesis Doctoral, 2010;

6. P. R. Stinga y J. L. Torrea, Extension problem and Harnack’s inequality forsome fractional operators, Comm. Partial Differential Equations 35 (2010),no. 11, 2092-2122.

Group 3 Fractional Laplacian VIII Escuela-Taller 39 / 40

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Thanks for your attentionEskerrik asko zuen arretarengatik

Group 3 Fractional Laplacian VIII Escuela-Taller 40 / 40