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Simba23032018 SergiBaena
Simba23032018 SergiBaena
Simba23032018 SergiBaena
We are going to work with the space S (Rn ) of L. Schwartz’ rapidly decreasing
functions.
We are going to work with the space S (Rn ) of L. Schwartz’ rapidly decreasing
functions.
We are going to work with the space S (Rn ) of L. Schwartz’ rapidly decreasing
functions.
2f (x ) − f (x + y ) − f (x − y )
−f 00 (x ) = lı́m
y →0 y2
2f (x ) − f (x + y ) − f (x − y )
−f 00 (x ) = lı́m
y →0 y2
2f (x ) − f (x + y ) − f (x − y )
−f 00 (x ) = lı́m
y →0 y2
f (x ) − My f (x ) f ( x ) − Ay f ( x )
−f 00 (x ) = 2 lı́m 2
= 6 lı́m
y →0 y y →0 y2
n
∂2 f
Thus, if we bear in mind that −∆f = − ∑ 2
and making an extension of the
k =1 ∂xk
spherical and solid averaging operators
ˆ ˆ
1 1
My f ( x ) = f (y ) d σ (y ) Ay f ( x ) = f (y ) dy
σ(n−1) r (n−1) S (x ,r ) ωn r n B ( x ,r )
n
∂2 f
Thus, if we bear in mind that −∆f = − ∑ 2
and making an extension of the
k =1 ∂xk
spherical and solid averaging operators
ˆ ˆ
1 1
My f ( x ) = f (y ) d σ (y ) Ay f ( x ) = f (y ) dy
σ(n−1) r (n−1) S (x ,r ) ωn r n B ( x ,r )
then we have
f ( x ) − My f ( x ) f ( x ) − Ay f ( x )
−∆f (x ) = 2n lı́m 2
= 2(n + 2) lı́m
y →0 y y →0 y2
ˆ ˆ
2u (x ) − u (x + y ) − u (x − y ) 2u (x ) − u (x + y ) − u (x − y )
dy = dy +
Rn |y |n+2s |y |≤1 | y | n + 2s
ˆ
2u (x ) − u (x + y ) − u (x − y )
+ dy = (a) + (b )
|y |≥1 | y | n + 2s
ˆ ˆ
2u (x ) − u (x + y ) − u (x − y ) 2u (x ) − u (x + y ) − u (x − y )
dy = dy +
Rn |y |n+2s |y |≤1 | y | n + 2s
ˆ
2u (x ) − u (x + y ) − u (x − y )
+ dy = (a) + (b )
|y |≥1 | y | n + 2s
Starting with (a):
ˆ
|2u (x ) − u (x + y ) − u (x − y )|
|(a)| ≤ dy
|y |≤1 |y |n+2s
ˆ ˆ
2u (x ) − u (x + y ) − u (x − y ) 2u (x ) − u (x + y ) − u (x − y )
dy = dy +
Rn |y |n+2s |y |≤1 | y | n + 2s
ˆ
2u (x ) − u (x + y ) − u (x − y )
+ dy = (a) + (b )
|y |≥1 | y | n + 2s
Starting with (a):
ˆ
|2u (x ) − u (x + y ) − u (x − y )|
|(a)| ≤ dy
|y |≤1 |y |n+2s
Using Taylor 2u (x ) − u (x + y ) − u (x − y ) = −h∇2 u (x )y , y i + o (|x |3 )
Let h ∈ Rn and λ > 0, the translation and dilation operators are defined,
respectively, by
τh f (x ) = f (x + h ); δλ f (x ) = f (λx )
for every f : Rn → R and every x ∈ Rn
Let h ∈ Rn and λ > 0, the translation and dilation operators are defined,
respectively, by
τh f (x ) = f (x + h ); δλ f (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
and
(−∆)s (δλ u ) = λ2s δλ ((−∆)s u )
Let h ∈ Rn and λ > 0, the translation and dilation operators are defined,
respectively, by
τh f (x ) = f (x + h ); δλ f (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
and
(−∆)s (δλ u ) = λ2s δλ ((−∆)s u )
O(n ) = {T ∈ Mn (R) : T t T = TT t = I }
O(n ) = {T ∈ Mn (R) : T t T = TT t = I }
O(n ) = {T ∈ Mn (R) : T t T = TT t = I }
O(n ) = {T ∈ Mn (R) : T t T = TT t = I }
Proposition 2
Let u ∈ S(Rn ) (actually, it is enough that u ∈ C 2 (Rn ) ∩ L∞ (Rn )) be a function
with spherical symmetry. Then, (−∆)s has spherical symmetry.
ˆ
γ(n, s ) 2u ∗ (|Tx |) − u ∗ (|Tx + y |) − u ∗ (|Tx − y |)
(−∆)s u (Tx ) = dy
2 Rn |y |2n+s
ˆ
γ(n, s ) 2u ∗ (|x |) − u ∗ (|x + T t y |) − u ∗ (|x − T t y |)
= dy
2 Rn |y |2n+s
ˆ
γ(n, s ) 2u ∗ (|Tx |) − u ∗ (|Tx + y |) − u ∗ (|Tx − y |)
(−∆)s u (Tx ) = dy
2 Rn |y |2n+s
ˆ
γ(n, s ) 2u ∗ (|x |) − u ∗ (|x + T t y |) − u ∗ (|x − T t y |)
= dy
2 Rn |y |2n+s
Change of variable: z = T t y
ˆ
γ(n, s ) 2u ∗ (|Tx |) − u ∗ (|Tx + y |) − u ∗ (|Tx − y |)
(−∆)s u (Tx ) = dy
2 Rn |y |2n+s
ˆ
γ(n, s ) 2u ∗ (|x |) − u ∗ (|x + T t y |) − u ∗ (|x − T t y |)
= dy
2 Rn |y |2n+s
Change of variable: z = T t y
ˆ
γ(n, s ) 2u ∗ (|x |) − u ∗ (|x + z |) − u ∗ (|x − z |)
= dz
2 Rn |Tz |2n+s
ˆ
γ(n, s ) 2u ∗ (|Tx |) − u ∗ (|Tx + y |) − u ∗ (|Tx − y |)
(−∆)s u (Tx ) = dy
2 Rn |y |2n+s
ˆ
γ(n, s ) 2u ∗ (|x |) − u ∗ (|x + T t y |) − u ∗ (|x − T t y |)
= dy
2 Rn |y |2n+s
Change of variable: z = T t y
ˆ
γ(n, s ) 2u ∗ (|x |) − u ∗ (|x + z |) − u ∗ (|x − z |)
= dz
2 Rn |Tz |2n+s
ˆ
γ(n, s ) 2u ∗ (|x |) − u ∗ (|x + z |) − u ∗ (|x − z |)
= dz = (−∆)s u (x )
2 Rn |z |2n+s
Now we find a new pointwise expression for the fractional Laplacian which will be
useful when we prove the equivalence of the different definitions.
Now we find a new pointwise expression for the fractional Laplacian which will be
useful when we prove the equivalence of the different definitions.
Theorem
Let u ∈ S(Rn ), then
ˆ
u (x ) − u (y )
(−∆)s u (x ) = γ(n, s )P.V . dy
Rn | x − y | n + 2s
where P.V. means the Cauchy’s principal value, i.e.
ˆ ˆ
u (x ) − u (y ) u (x ) − u (y )
P.V . n + 2s
dy = lim n+2s
dy
Rn | x − y | ε →0 +
|x −y |>ε |x − y |
ˆ ˆ
1 u (x ) − u (x + y ) 1 u (x ) − u (x − y )
= lim 2
dy + lim dy
2 ε →0+ |y |>ε |y | n + s 2 ε →0+ |y |>ε |y |n+2s
ˆ ˆ
1 u (x ) − u (x + y ) 1 u (x ) − u (x − y )
= lim 2
dy + lim dy
2 ε →0+ |y |>ε |y | n + s 2 ε →0+ |y |>ε |y |n+2s
Changes of variables:
x + y = z in the first integral
x − y = z in the second integral
ˆ ˆ
1 u (x ) − u (x + y ) 1 u (x ) − u (x − y )
= lim 2
dy + lim dy
2 ε →0+ |y |>ε |y | n + s 2 ε →0+ |y |>ε |y |n+2s
Changes of variables:
x + y = z in the first integral
x − y = z in the second integral
ˆ ˆ
1 u (x ) − u (z ) 1 u (x ) − u (z )
= lim dz + lim dz
2 ε →0+ |z −x |>ε |z − x |n+2s 2 ε →0+ |x −z |>ε | x − z | n + 2s
ˆ ˆ
1 u (x ) − u (x + y ) 1 u (x ) − u (x − y )
= lim 2
dy + lim dy
2 ε →0+ |y |>ε |y | n + s 2 ε →0+ |y |>ε |y |n+2s
Changes of variables:
x + y = z in the first integral
x − y = z in the second integral
ˆ ˆ
1 u (x ) − u (z ) 1 u (x ) − u (z )
= lim dz + lim dz
2 ε →0+ |z −x |>ε |z − x |n+2s 2 ε →0+ |x −z |>ε | x − z | n + 2s
ˆ
u (x ) − u (z )
= lim dz
ε →0+ |x −z |>ε |x − z |n+2s
Group 3 Fractional Laplacian VIII Escuela-Taller 14 / 40
Another two definitions of the
fractional Laplacian
so that
ˆ
−1 −n/2
f (x ) = F ◦ F (f )(x ) = (2π ) fˆ(ξ )e ix ·ξ d ξ, x ∈ Rn .
Rn
We will define (−∆)s f in terms of the heat semigroup e t∆ , which is nothing but
an operator such that maps every function f ∈ S(Rn ) to the solution of the heat
equation 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
ˆ ˆ
t∆ −n/2 −t | ξ |2 ˆ ix ·ξ
e f (x ) := v (x, t ) = (2π ) e f ( ξ )e d ξ = Wt (x − z )f (z )dz,
Rn Rn
where
|x |2
Wt (x ) = (4πt )−n/2 e − 4t , x ∈ Rn ,
is the Gauss-Weierstrass kernel.
where ˆ ∞
dr
Γ(−s ) = (e −r − 1 ) < 0;
0 r 1+s
we can think of (−∆)s as the following operator
ˆ ∞
1 dt
(−∆)s f (x ) ∼ (e t∆ f (x ) − f (x )) 1+s , 0 < s < 1.
Γ(−s ) 0 t
and this two functions coincide in a pointwise way with (−∆)s f (x ) when the
constant γ(n, s ) in its definition is given by
4s Γ(n/2 + s )
γ(n, s ) = > 0.
−π n/2 Γ(−s )
|x −z |2
where we used the change of variables r = 4t .
Observe that Iε converges absolutely for any ε > 0 since f is bounded, so the use
of Fubini’s theorem is licit.
|x −z |2
where we used the change of variables r = 4t .
Observe that Iε converges absolutely for any ε > 0 since f is bounded, so the use
of Fubini’s theorem is licit.
|x −z |2
where we used the change of variables r = 4t .
Observe that Iε converges absolutely for any ε > 0 since f is bounded, so the use
of Fubini’s theorem is licit.
|x −z |2
where we used the change of variables r = 4t .
Observe that Iε converges absolutely for any ε > 0 since f is bounded, so the use
of Fubini’s theorem is licit.
thus
ˆ ˆ ∞ r2
ε e − 4t dt
|IIε | ≤ Cn,∆f (x ) r n +1
0 0 t n/2+s t
ˆ ε
= Cn,∆f (x ) r n+1 Cn,s r −n−2s dr = Cn,∆f (x ),s ε2(1−s ) .
0
thus
ˆ ˆ ∞ r2
ε e − 4t dt
|IIε | ≤ Cn,∆f (x ) r n +1
0 0 t n/2+s t
ˆ ε
= Cn,∆f (x ) r n+1 Cn,s r −n−2s dr = Cn,∆f (x ),s ε2(1−s ) .
0
thus
ˆ ˆ ∞ r2
ε e − 4t dt
|IIε | ≤ Cn,∆f (x ) r n +1
0 0 t n/2+s t
ˆ ε
= Cn,∆f (x ) r n+1 Cn,s r −n−2s dr = Cn,∆f (x ),s ε2(1−s ) .
0
thus
ˆ ˆ ∞ r2
ε e − 4t dt
|IIε | ≤ Cn,∆f (x ) r n +1
0 0 t n/2+s t
ˆ ε
= Cn,∆f (x ) r n+1 Cn,s r −n−2s dr = Cn,∆f (x ),s ε2(1−s ) .
0
thus
ˆ ˆ ∞ r2
ε e − 4t dt
|IIε | ≤ Cn,∆f (x ) r n +1
0 0 t n/2+s t
ˆ ε
= Cn,∆f (x ) r n+1 Cn,s r −n−2s dr = Cn,∆f (x ),s ε2(1−s ) .
0
(−∆)s f (x ) → −∆f (x ), x ∈ Rn as s → 0+ ,
(−∆)s f (x ) → −∆f (x ), x ∈ Rn as s → 0+ ,
(−∆)s f (x ) → −∆f (x ), x ∈ Rn as s → 0+ ,
(−∆)s f (x ) → −∆f (x ), x ∈ Rn as s → 0+ ,
Let s ∈ (0, 1) and consider a = 1 − 2s. We want to solve the extension problem
U (x, 0) = u (x ),
U (x, y ) → 0 as y → ∞.
Let s ∈ (0, 1) and consider a = 1 − 2s. We want to solve the extension problem
U (x, 0) = u (x ),
U (x, y ) → 0 as y → ∞.
Let s ∈ (0, 1) and consider a = 1 − 2s. We want to solve the extension problem
U (x, 0) = u (x ),
U (x, y ) → 0 as y → ∞.
where
Γ(n/2 + s ) y 2s
Ps (x, y ) = (3)
π n/2 Γ(s ) (y 2 + |x |2 )(n+2s )/2
is the Poisson Kernel for the extension problem in the half-space Rn++1 . For U as
in (2) one has
22s −1 Γ(s )
(−∆)s u (x ) = − lı́m y 1−2s ∂y U (x, y ). (4)
Γ ( 1 − s ) y →0+
where
Γ(n/2 + s ) y 2s
Ps (x, y ) = (3)
π n/2 Γ(s ) (y 2 + |x |2 )(n+2s )/2
is the Poisson Kernel for the extension problem in the half-space Rn++1 . For U as
in (2) one has
22s −1 Γ(s )
(−∆)s u (x ) = − lı́m y 1−2s ∂y U (x, y ). (4)
Γ ( 1 − s ) y →0+
PROOF
If we take a partial Fourier transform of (1)
(
∂yy Û (ξ, y ) + 1−y2s ∂y Û (ξ, y ) − 4π 2 |ξ |2 Û (ξ, y ) = 0 in Rn++1 ,
Û (ξ, 0) = û (ξ ), Û (ξ, y ) → 0 as y → ∞, x ∈ Rn .
Y (0) = û (ξ ), y (y ) → 0 as y → ∞,
α = s, γ = 1, ν = s, β = 2π |ξ |.
PROOF
If we take a partial Fourier transform of (1)
(
∂yy Û (ξ, y ) + 1−y2s ∂y Û (ξ, y ) − 4π 2 |ξ |2 Û (ξ, y ) = 0 in Rn++1 ,
Û (ξ, 0) = û (ξ ), Û (ξ, y ) → 0 as y → ∞, x ∈ Rn .
Y (0) = û (ξ ), y (y ) → 0 as y → ∞,
α = s, γ = 1, ν = s, β = 2π |ξ |.
PROOF
If we take a partial Fourier transform of (1)
(
∂yy Û (ξ, y ) + 1−y2s ∂y Û (ξ, y ) − 4π 2 |ξ |2 Û (ξ, y ) = 0 in Rn++1 ,
Û (ξ, 0) = û (ξ ), Û (ξ, y ) → 0 as y → ∞, x ∈ Rn .
Y (0) = û (ξ ), y (y ) → 0 as y → ∞,
α = s, γ = 1, ν = s, β = 2π |ξ |.
where Is and Ks are the Bessel functions of second and third kind,both
independent solutions of the modified Bessel equation of order s
00 0
z 2 φ + zφ − (z 2 + s 2 )φ = 0 (6)
where
where Is and Ks are the Bessel functions of second and third kind,both
independent solutions of the modified Bessel equation of order s
00 0
z 2 φ + zφ − (z 2 + s 2 )φ = 0 (6)
where
(2π |ξ |)s û (ξ ) s
Û (ξ, y ) = y Ks (2π |ξ |y ). (7)
2s −1 Γ(s )
(2π |ξ |)s û (ξ ) s
Û (ξ, y ) = y Ks (2π |ξ |y ). (7)
2s −1 Γ(s )
(2π |ξ |)s û (ξ ) s
Û (ξ, y ) = y Ks (2π |ξ |y ). (7)
2s −1 Γ(s )
Taking inverse Fourier transform and using (7), we have to show that
Since the function in the left hand-side of (33) is spherically symmetric, proving
(33) is equivalent to establishing the follow identity
Γ(n/2 + s ) y 2s
Fξ →x (2π s |ξ |s y s Ks (2π |ξ |y )) = n/ 2
.
π (y 2 + |x |2 )(n+2s )/2
Taking inverse Fourier transform and using (7), we have to show that
Since the function in the left hand-side of (33) is spherically symmetric, proving
(33) is equivalent to establishing the follow identity
Γ(n/2 + s ) y 2s
Fξ →x (2π s |ξ |s y s Ks (2π |ξ |y )) = n/ 2
.
π (y 2 + |x |2 )(n+2s )/2
Taking inverse Fourier transform and using (7), we have to show that
Since the function in the left hand-side of (33) is spherically symmetric, proving
(33) is equivalent to establishing the follow identity
Γ(n/2 + s ) y 2s
Fξ →x (2π s |ξ |s y s Ks (2π |ξ |y )) = n/ 2
.
π (y 2 + |x |2 )(n+2s )/2
Taking inverse Fourier transform and using (7), we have to show that
Since the function in the left hand-side of (33) is spherically symmetric, proving
(33) is equivalent to establishing the follow identity
Γ(n/2 + s ) y 2s
Fξ →x (2π s |ξ |s y s Ks (2π |ξ |y )) = n/ 2
.
π (y 2 + |x |2 )(n+2s )/2
Then, ˆ ∞
−n/2+1
û (ξ ) = 2π |ξ | t n/2 f (t )Jn/2−1 (2π |ξ |t ) dt.
0
Then, ˆ ∞
−n/2+1
û (ξ ) = 2π |ξ | t n/2 f (t )Jn/2−1 (2π |ξ |t ) dt.
0
\
Recall that (− ∆)s u (ξ ) = (2π |ξ |)2s û (ξ ). Using the equalities
0 s
Ks ( z ) = Ks (z ) − Ks +1 (z )
z
and
2s
Ks (z ) − Ks +1 (z ) = −Ks −1 (z ) = −K1−s (z ),
z
we obtain
(2π |ξ |)s +1 û (ξ ) 1−s
y 1−2s ∂y Û (ξ, y ) = y K1−s (2π |ξ |y ).
22s −1 Γ(s )
\
Recall that (− ∆)s u (ξ ) = (2π |ξ |)2s û (ξ ). Using the equalities
0 s
Ks ( z ) = Ks (z ) − Ks +1 (z )
z
and
2s
Ks (z ) − Ks +1 (z ) = −Ks −1 (z ) = −K1−s (z ),
z
we obtain
(2π |ξ |)s +1 û (ξ ) 1−s
y 1−2s ∂y Û (ξ, y ) = y K1−s (2π |ξ |y ).
22s −1 Γ(s )
\
Recall that (− ∆)s u (ξ ) = (2π |ξ |)2s û (ξ ). Using the equalities
0 s
Ks ( z ) = Ks (z ) − Ks +1 (z )
z
and
2s
Ks (z ) − Ks +1 (z ) = −Ks −1 (z ) = −K1−s (z ),
z
we obtain
(2π |ξ |)s +1 û (ξ ) 1−s
y 1−2s ∂y Û (ξ, y ) = y K1−s (2π |ξ |y ).
22s −1 Γ(s )
\
Recall that (− ∆)s u (ξ ) = (2π |ξ |)2s û (ξ ). Using the equalities
0 s
Ks ( z ) = Ks (z ) − Ks +1 (z )
z
and
2s
Ks (z ) − Ks +1 (z ) = −Ks −1 (z ) = −K1−s (z ),
z
we obtain
(2π |ξ |)s +1 û (ξ ) 1−s
y 1−2s ∂y Û (ξ, y ) = y K1−s (2π |ξ |y ).
22s −1 Γ(s )
Γ (1 − s )
lı́m y 1−2s ∂y Û (ξ, y ) = − 2s −1 (2π |ξ |)2s û (ξ ).
y →0+ 2 Γ (s )
Γ (1 − s )
lı́m y 1−2s ∂y Û (ξ, y ) = − 2s −1 (2π |ξ |)2s û (ξ ).
y →0+ 2 Γ (s )
Γ (1 − s )
lı́m y 1−2s ∂y Û (ξ, y ) = − 2s −1 (2π |ξ |)2s û (ξ ).
y →0+ 2 Γ (s )
ˆ
Γ(n/2 + s ) u (z ) − u (x )
lı́m y 1−2s ∂y U (x, y ) = 2s P.V. dz
y →0+ π n/2 Γ(s ) Rn (|z − x |2 )(n+2s )/2
Γ(n/2 + s )
= −2s γ(n, s )−1 (−∆)s u (x ).
π n/2 Γ(s )
ˆ
Γ(n/2 + s ) u (z ) − u (x )
lı́m y 1−2s ∂y U (x, y ) = 2s P.V. dz
y →0+ π n/2 Γ(s ) Rn (|z − x |2 )(n+2s )/2
Γ(n/2 + s )
= −2s γ(n, s )−1 (−∆)s u (x ).
π n/2 Γ(s )