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Some Extension Results for Nonlocal Operators and Applications

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Some Extension Results for Nonlocal Operators and Applications / Ferrari F.. - STAMPA. - 26:(2021), pp.
155-187. [10.1007/978-3-030-69236-0_9]

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DOI: http://doi.org/10.1007/978-3-030-69236-0_9

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This is the final peer-reviewed accepted manuscript of:

Ferrari, F. (2021). Some Extension Results for Nonlocal Operators and Applications.
In: Beghin, L., Mainardi, F., Garrappa, R. (eds) Nonlocal and Fractional Operators.
SEMA SIMAI Springer Series, vol 26. Springer, Cham.

The final published version is available online at: https://doi.org/10.1007/978-3-

030-69236-0_9

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The terms and conditions for the reuse of this version of the manuscript are specified in the
publishing policy. For all terms of use and more information see the publisher's website.

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When citing, please refer to the published version.

Some extension results for nonlocal operators
and applications

Fausto Ferrari

Abstract In this paper, we deal with some recent and old results, concerning frac-
tional operators, obtained via the extension technique. This approach is particularly
fruitful for exploiting some of those well known properties, true for the local oper-
ators obtained via the extension approach, for deducing some parallel results about
the underlaying nonlocal operators.
Keywords: fractional Laplacian, Marchaud derivative, Weyl derivative, extension
techniques, Carnot groups, Harnack inequality.

1 Some nonlocal operators

We start this note by reviewing some recent and old results concerning fractional
operators, putting in evidence the extension technique used in [12] for the fractional
Laplace operator and successively applied to other operators, see e.g. [52, 7, 10].
This approach results particularly fruitful for exploiting some, perhaps, well known
properties of the local operators obtained from the nonlocal ones, for which we
would like to prove some results. The typical easier example is given in [12] where,
for proving the Harnack inequality for the fractional Laplace operator, the authors
reduce themselves to apply the Harnack inequality associated with a degenerate
local operator in divergence form and for which there exist in literature many results,
see [17]. We point out that Harnack inequality for the fractional Laplace operator
was already known in literature for s−harmonic functions being s ∈ (0, 1). Namely,
there exists a positive constant C such that for every sufficiently smooth function
u : Rn → R, u ≥ 0 in Rn, such that (−∆) s u = 0 in Ω ⊂ Rn, then for every ball
B2R ⊂ Ω of radius 2R we have:

Fausto Ferrari
Dipartimento di Matematica dell’Università di Bologna, Piazza di Porta S. Donato, 5 40126
Bologna, Italia, e-mail: fausto.ferrari@unibo.it

1
2 Fausto Ferrari

sup u ≤ C inf u.
BR BR

The classical proof can be found, for instance, in [48], [40] using potential theory
techniques and, via probabilistic approach, in [6]. In the Harnack inequality, the
different hypotheses that have to be done between the local and the nonlocal case are
explicit. In fact, without extra assumptions on the positivity of u in all of Rn, instead
of the required positivity of u only on the set Ω as well as in the local setting, the
result is false, see e.g. [38].
This approach can be adapted to different operators. In particular the case of Weyl-
Marchaud derivative has been faced in [10], while the case of degenerate operators
in [23]. Recently, some further generalizations and applications to Kolmogorov
operators type have been obtained in [31], see also [29, 30] and [54] for a recent
review of these results.
We continue this section introducing some basic nonlocal operators, while in
Section 2 we deal with the extension technique. More precisely: In Subsection 2.1
we deal with the extension approach adapted to the case of the Marchaud derivative,
in Subsection 2.2 we introduce the main tools for working in a non-commutative
framework and successively, in Subsection 2.3, we describe the extension approach
technique in Carnot groups. The applications are collected in Section 3. We conclude
with Section 4 discussing the construction of the solutions of the extended problem
associated with a periodic function, via the Fourier series approach.
The following notation concerns the difference of fractional order α ∈ R for a
function f . Let
∞
k α
!
α
X
(∆h f )(x) := (−1) f (x − k h), (1)
k=0
k
where
α Γ(α + 1)
!
= .
n n!Γ(α + n − 1)
The Grünwald-Letnikov derivative, [33, 41], is:
(∆αh f )(x)
Dα f (x) = lim+ ,
h→0 hα
whenever the pointwise limit exists.
In addition, see Theorem 20.4, [51], for L p (R) functions, we know that Grüwald-
Letnikov-derivative exists if and only if Marchaud-derivative exists in the following
sense:
(∆αh f )(x) α f (x) − f (x − τ)
Z ∞
lim α
= lim dτ,
h→0+, L p (R) h →0+ , L p (R) Γ(1 − α)  τ 1+α
being α ∈ (0, 1) and

α ∞
f (x) − f (x − τ)
Z
D+α f (x) := dτ
Γ(1 − α) 0 τ 1+α
Some extension results for nonlocal operators and applications 3

the Marchaud-derivative, see [45] and [50, 10, 22]. For further information about
these relationships, we recall the classical handbooks [50, 39, 46] as well. We have
to say that, for function defined in [a, t], sometime the Caputo derivative
Z t
α 1 f 0 (s)
a Dt f (t) := ds (2)
Γ(1 − α) a (t − s) α
is used, see e.g. [14], instead of the Riemann-Lioville one, defined as:
Z t
α 1 d f 0 (s)
a D+ f (t) := ds,
Γ(1 − α) dt a (t − s) α
see [51].
The Riemann-Liouville derivative is closely related to Marchaud derivative. In
fact, the interested reader may check this fact one more time in [51] or e.g. in [22],
but, in any case, also Caputo derivative is strictly linked to Marchaud derivative. In
fact, integrating by parts (2), we obtain:
Z t
f (t) − f (a) f (t) − f (s)
Γ(1 − α) a Dtα f (t) = α
+ α ds.
(t − a) a (t − s) 1+α
Thus for functions f defined in (−∞, t], letting a = −∞, we obtain, after a change of
variable: Z t
α 1 f (t) − f (s)
−∞ Dt f (t) := ds = D+α f (t)
Γ(1 − α) −∞ (t − s) 1+α
that is exactly the Marchaud derivative.
Keeping in mind the subject contained in Section 4, as well as the Weyl definition
of derivative, see [55], we wish to remark how the Weyl derivative can be justified
for pointing out its relationship with Marchaud derivative.
Let us consider a periodic function, let us say for simplicity a 2π-periodic function
having zero average. We can associate to this function its own Fourier series, see
[22]:
X+∞
ck eik x ,
k=−∞

where of course {ck }k ∈Z is the sequence of the Fourier coefficients. Thus, formally,
the derivative may be written as:
+∞
X
ck (ik)eik x .
k=−∞

Then, defining a new function for each fixed α < 1 :

+∞
X ck ik x
e ,
k=−∞
(ik) α
4 Fausto Ferrari

(morally the integral), we formally obtain, by taking its derivative:

+∞ +∞
X ck ik x + X ck
D* α
e = α−1
eik x . (3)
,k=−∞ (ik) - k=−∞ (ik)

Following this path, Weyl analogously introduces the parallel fractional integral, see
[55]. Thus, it is natural to define the fractional derivative of f as:
+∞
ck (ik) α eik x .
X

k=−∞,

We recall that, given two periodic functions f , g, the new function

Z 2π
1
g(t) f (x − t)dt
2π 0

is represented by the Fourier series

∞
X
gk ck eik x ,
k=−∞

where {gk }k ∈Z and {ck }k ∈Z are the respective Fourier coefficients. As a consequence,
considering
+∞
X ck ik x
α
e
k=−∞
(ik)
as representing the Fourier series of an integral like the following one:
Z 2π
1
g(t) f (x − t)dt,
2π 0

we deduce that previous integral has to be written in the following form:

2π +∞
eik t +
Z
1 X
f (x − t) *. / dt.
2π 0 (ik) α
,k=−∞,k,0 -
It can be proved that (see [51])
+∞
X eik t X∞
cos(kt − α π2 )
= 2 .
k=−∞, k,0
(ik) α k=1
kα

Then, denoting the kernel

+∞
eik t
ψ+α (t) :=
X
,
k=−∞, k,0
(ik) α
Some extension results for nonlocal operators and applications 5

Weyl obtains the fractional integral

Z 2π
1
I+(α) f (x) = f (x − t)ψ+α (t)dt.
2π 0

At this point, see [51], Weyl defines the fractional derivative as

 
D+(α) (x) := D I+(1−α) f (x).

This definition corresponds to the Weyl-Riemann-Lioville version of this deriva-

tive, see one more time [51] for the details. Then taking formally the derivative, Weyl
obtains the Weyl-Marchaud derivative that is:
Z 2π
1 d 1−α
D+(α) f (x) := ( f (x) − f (x − t)) ψ (t)dt.
2π 0 dt +

Of course, the case concerning D−(α) f is analogous.

The Weyl derivative and the Marchaud derivative of 2π periodic functions in
L p (0, 2π) coincide a.e., whenever they exist, see Lemma 19.4 in [50]. It is worth to
point out that the numerical evaluation of these derivatives is particularly important,
see e.g. [32] or [19], so that it is useful to understand their properties considering
their different representations.
Concerning the applications of these nonlocal operators, it would be very diffi-
cult to list all the papers published on this subject, nevertheless we like to cite [3],
where Riemann-Liouville-Marchaud-Weyl-Caputo derivative as well as the frac-
tional Laplace operator appeared in the description of a porous medium flow prob-
lem, and [43] for a description of many other problems.
We have just quoted the fractional operator, so that we formally introduce it. Let
α ∈ (0, 1), we recall that the fractional Laplace operator is defined, let us say for
every f ∈ S(Rn ), the set of rapidly decreasing set functions on Rn, as:
Z
f (x) − f (y)
(−∆) α f (x) = Cα, n n+2α
dy
R n |x − y|
Z (4)
f (x) − f (y)
:= lim+ Cα, n n+2α
dy,
r →0 R n \B r (x) |x − y|

where Br (x) denotes the ball centered at x pf radius r and the constant Cα, n depends
only on α, n and represents a normalizing constant determined by the following
condition
F −1 (|ξ | 2α F ( f ))(x) = (−∆) α f (x).
Here we denote, as usual, by F the Fourier transform. We remark indeed that
F −1 (|ξ | 2α F ( f )) is often taken as the definition of the fractional Laplace operator
itself (−∆) α f , see e.g. [51] and [20].
There exists a relationship between the Marchaud derivative and the fractional
Laplace operator that is given for α ∈ (0, 1) by:
6 Fausto Ferrari
Z
Dαh f (x)dH n−1 (h) = (−∆) α/2 f (x),
∂B1 (0)

where Z ∞
f (x) − f (x − th)
Dαh f (x) = cα dt,
0 t 1+α
h ∈ ∂B1 (0), h ∈ Rn and cα is the suitable normalizing constant, see Lemma 26.2
in [50] and also [22] for an equivalent statement. In addition, we remark that in [50]
further relationships between Marchaud derivative and hypergeometric integrals are
studied.

2 Extension approach to nonlocal operators

In this section we discuss few cases in which we adapt the extension approach to the
Marchaud derivative and to Carnot groups, respectively introduced in Subsection
2.1 and Subsection 2.3. Moreover, for dealing with Carnot groups, we arranged the
preparatory Subsection 2.2, where we introduce the main notations and definitions
useful in that non-commutative field.

2.1 The Marchaud case

In [12], the authors observed that the fractional Laplace operator can be represented
as well as:
∂V (x, y)
(−∆) α f (x) = C lim y 1−2α ,
y→0 ∂y
where 0 < α < 1 and V is the solution to the following problem:

div(y 1−2α ∇ x, y V ) = 0, Rn × R+,

(

V (x, 0) = f , x ∈ Rn,

and C a suitable constant. We will come back to this point in Section 2.2 discussing
the fractional Laplace case.
This extension approach, in defining the Weyl-Marchaud derivative, has been
1
faced in [10]. We describe below the rough idea in case α = 12 for obtaining D 2 .
Let ϕ : R → R be a given function, sufficiently smooth. Let U be a solution to the
problem ( ∂U ∂2U
∂t = ∂x 2 , (x, t) ∈ (0, ∞) × R
(5)
U (0, t) = ϕ(t), t ∈ R.
We point out that (5) is not the usual Cauchy problem associated with the heat
operator, but a heat conduction problem.
Some extension results for nonlocal operators and applications 7

It is known that, without extra assumptions, we can not expect to have a unique
solution of the problem (5), see e.g. [53]. Nevertheless, if we denote by T1/2 the
operator that associates to ϕ the partial derivative ∂U
∂x , whenever U is sufficiently
regular, we have that
dϕ
T1/2T1/2 ϕ =.
dt
That is the operator T1/2 acts like an half derivative, that is a fractional derivative
of order 1/2, indeed
∂ ∂U ∂U dϕ(t)
(x, t) = (x, t) −→ .
∂x ∂x ∂t x→0 dt
The solution of problem (5) under the reasonable assumptions that ϕ is bounded
and Hölder continuous, is explicitly known (check e.g. [53]) to be
Z t
x2 3
U (x, t) = cx e− 4(t −τ) (t − τ) − 2 ϕ(τ) dτ
Z −∞
∞ (6)
x2 3
= cx e− 4τ τ − 2 ϕ(t − τ) dτ,
0

where (6) is obtained performing a change of variable.

We get moreover that
Z ∞ Z ∞
2
− x4τ − 23 1 1
xe τ dτ = 2 e−t t − 2 dt = 2Γ( ).
0 0 2
Hence,
Z ∞
U (x, t) − U (0, t) x2 3
=c e− 4τ τ − 2 (ϕ(t − τ) − ϕ(t)) dτ, (7)
x 0

choosing c that takes into account the right normalization. This yields, by passing to
the limit, that
ϕ(t) − ϕ(t − τ)
Z ∞
U (x, t) − U (0, t)
− lim+ =c 3
dτ, (8)
x→0 x 0 τ2
1
that, possibly up to a multiplicative constant, is exactly D 2 ϕ.
The previous description enters as a particular case of the following results proved
in [10], see also [7],
Theorem 1 Let s ∈ (0, 1) and ϕ : R → R be a bounded, locally C γ̄ function for
s < γ̄ ≤ 1. Let U : [0, ∞) × R → R be a solution to the problem
∂U (x, t ) ∂U (x, t ) ∂2U (x, t )


 ∂t = 1−2s
x ∂x + ∂x 2
, (x, t) ∈ (0, ∞) × R
 U (0, t) = ϕ(t),

t∈R (9)

x→∞ U (x, t) = 0,

 lim
 t ∈ R.
8 Fausto Ferrari

Then U defines the extension operator for φ, such that

Ds ϕ(t) = − lim+ cs x −2s (U (x, t) − ϕ(t)), (10)

x→0

where
cs = 4s Γ(s).
4 s Γ(s)s
Adapting the constant cs given in Theorem 1 by fixing cs = Γ(1−s) , in

∂U
Ds ϕ(t) = − lim+ cs x 1−2s (x, t), (11)
x→0 ∂x
in analogy with formula (3.1) in [12] we straightforwardly obtain the definition

f (t) − f (t ∓ τ)
Z ∞
s
D±s f (t) = dτ. (12)
Γ(1 − s) 0 τ 1+s

The advantage of this choice is that D±s ϕ → ϕ as s → 0+ and D±s ϕ → ϕ 0 as s → 1− .

Eventually, for recent result about the regularity theory in this framework, see [2].

2.2 Carnot setting

In this subsection, preparatory to the next one, we introduce the basic language
for dealing with Carnot groups. We recall that fractional operators may be defined
also for degenerate PDEs associated with non-negative quadratic forms on non-
commutative structures. In fact, a stratified Carnot group of step m (G, ◦) is a
set, in general endowed with a non-commutative law and a Lie algebra g with m
stratifications. More precisely there exist {gi }1≤i ≤m, m ∈ N, m ≤ N ∈ N, vector
spaces such that:
M M M
g1 g2 ··· gm = g ≡ R N ≡ G,

[g1, g1 ] = g2, [g1, g2 ] = g3, . . . , [g1, gm−1 ] = gm , {0}

and
[g1, gm ] = 0.
Moreover
m
X
x ∈ G ≡ R N = Rk 1 × . . . Rk m , kj = N
j=1

and m j=1 j k j = Q is called the homogeneous dimension. For every λ > 0 is defined
P
the anisotropic dilation:

δ λ (x) = (λ x (1), λ 2 x (2), . . . , λ m x (m) ), where x ( j ) ∈ Rk j , j = 1, . . . , m.

Some extension results for nonlocal operators and applications 9

In addition if Z1, . . . , Zk1 ∈ g1 are left invariant vector fields such that Z j (0) =
∂
∂x j , j = 1, . . . , k1 then
|x=0

rank(Lie{Z1, . . . , Zk1 })(x) = N, (Hörmander condition)

for every x ∈ R N ≡ G. Let us consider the sublaplacian on the stratified Carnot

group G given by
Xk1
LG ≡ −∆G = − X 2j , (13)
j=1

where span{X1, . . . , X k1 } = g1 .
In particular there exists a N × k 1 matrix σ such that σ · σT is a N × N matrix
such that
div(σ · σT ∇·) = ∆G .
Moreover
k1
X
σT ∇u = X j uX j ≡ ∇g1 u,
j=1

is the so called horizontal gradient of u.

Hence
A = σ · σT
The simplest example is the Heisenberg group, that is

G = H1 ≡ R3, (H1, ◦)

where for every (x 1, y1, t 1 ), (x 2, y2, t 2 ) ∈ H1

(x 1, y1, t 1 ) ◦ (x 2, y2, t 2 ) = (x 1 + x 2, y1 + y2, t 1 + t 2 + 2(x 2 y1 − x 1 y2 )).

The opposite of ξ := (x, y, t) ∈ H1 is usually denoted by ξ −1 and ξ −1 := (−x, −y, −t)

and the dilation by λ > 0 is: δ λ (ξ) = (λ x, λ y, λ 2 t).
Moreover,
g1 = span{X, Y }, g2 = span{T }
∂ ∂ ∂ ∂ ∂
where X = ∂x + 2y ∂t ,Y = ∂y − 2x ∂t , and T = −4 ∂t , and

[X, Y ] = T,

so that [g1, g1 ] = g2, [g1, g2 ] = {0},

M
g1 g2 = R3 .

Hence, Heisenberg group is a 2 step groups and g1 is the first layer, namely the
horizontal vector space. Moreover
10 Fausto Ferrari

∂2 ∂2 ∂2 ∂2 ∂2
∆H 1 = X 2 + Y 2 = + 4y + 2 − 4x + 4(x 2 + y 2 ) 2
∂x 2 ∂ x∂t ∂ y ∂ y∂t ∂t
Thus
 1, 0, 2y   1, 0, 2y 
∆H 1 = Tr .  0, 1,
*  −2x  / = div .  0, 1,
 + *  −2x  ∇u+/
,  2y, −2x, 4(x + y )  - ,  2y, −2x, 4(x + y )  -
 2 2   2 2

 1, 0  " #
1, 0, 2y
= div .  0, 1 
*   ∇u+/ = X 2 u + Y 2 u.
0, 1, −2x
,  2y, −2x 
  -
In our framework
k1
X
L ≡ −∆G := − X 2j ,
j=1

and considering the example given by the Heisenberg group, we have k1 = 2, X1 ≡ X

and X2 ≡ Y, so that L ≡ −∆H1 .
We point out that with this presentation we include, as a very particular case,
the Laplace operator on Rn that is a commutative structure. The main difference
with the general elliptic case, usually given by the Laplace operator, for instance
considering the Kohn-Laplace operator on the Heisenberg group Hn is that ∆Hn
represents a degenerate operator associated with a non-negative quadratic form
having the smallest eigenvalue always zero. This structure is in some way associated
with the quantum description of a system of moving particles with classical position
and momentum coordinates, see [26], [47]. The fundamental contribution about the
analytic properties of sublaplacians (13) can be found in [36]. Thus, the properties
of fractional operators in this framework is particularly interesting.
Thus, following [25], Section 3, see also [57, 37, 5], it results:
Theorem 2 The operator L, see (13), is a positive self-adjoint operator with domain
WG2,2 (G). Denote now by {E(λ)} the spectral resolution of L in L 2 (G). If α > 0 then
Z +∞
α/2
L = λ α/2 dE(λ)
0

with domain
Z +∞
WGα,2 (G) := {u ∈ L 2 (G) : λ α dhE(λ)u, ui < ∞},
0

endowed with the graph norm.

Let us denote by h = h(t, x) the fundamental solution of L + ∂/∂t. Recall that Q
denotes the homogeneous dimension as well. Then:

Theorem 3 ([25], Proposition 3.3)

Suppose Q ≥ 3 and 0 < β < Q. Then the integral
Some extension results for nonlocal operators and applications 11
Z ∞
1 β
Rβ (x) = t 2 −1 h(t, x) dt
Γ( β/2) 0

converges absolutely for x , 0. In addition, Rβ is a kernel such that:

i) R2 is the L fundamental solution;
ii) if α ∈ (0, 2) and u ∈ D(G), then L α/2 u = Lu ∗ R2−α .
iii)the kernels Rα admit the following convolution rule: if α > 0, β > 0 and x , 0,
then Rα+β (x) = Rα (x) ∗ Rβ (x).
In this case we cannot apply straightforwardly the Fourier transform, because the
operator may have variable coefficients. We faced in [23] the problem, see also [12],
by considering the following result.
Lemma 1 If −∞ < α < 1, the boundary value problem


 −t α φ 00 + φ = 0
 φ(0) = 1

(14)
t→+∞ φ(t) = 0

 lim


has a solution φ ∈ C2−α ([0, ∞)) of the form

φ(t) = cα t 1/2 K1/2k (k −1 t k ),

where cα := 21−1/2k Γ(1/2k) −1 k −1/2k > 0 is a positive constant, k = 2−α

2 , and K1/2k
is the modified Bessel function of second kind (see [56]).
In addition:
i) 0 < φ < 1. Moreover φ 0 (t) has a finite limit as t → 0 and, recursively,

t α+h−2 φ (h) (t) has a finite limit as t → 0

for h = 2, 3, . . . ;
ii) φ 0 ∈ L 2 ((0,
q ∞));
πk α/2 −t k /k
iii)φ(t) = c 1 + O( 1t ) as t → ∞;


2 t e
ch t α(1−h)/2 e−t /k 1 + o(1) as t → ∞
k
iv) φ (h) (t) = for h = 1, 2, . . . .

The problem (14) in Lemma 1 takes the place of the problem that we obtain when
we apply the Fourier transform to the Laplace operator.
We explain now why in Carnot groups we need to a new tool that takes the place
of the Fourier transform and how the extension approach may be applied as it will
be clear reading the subsequent explanation.
Following [12], for studying problem (14), we consider the Euclidean case for the
Laplace operator ∆ in Rn . Recalling the argument that we have already described
for the extension problem in the construction of the Marchaud derivative, we reduce,
supposing to deal with the fractional operator associated with ∆, to consider the
following PDE:
12 Fausto Ferrari

a ∂U ∂ 2U
∆x U + + = 0, in Rn × (0, +∞). (15)
y ∂y ∂ y2
Then applying the Fourier transform to (15) with respect to x, we obtain:

a ∂U ∂ 2U
F ∆x U + F +F = 0. (16)
y ∂y ∂ y2
Thus it results:
a ∂F U (ξ, y) ∂ 2 F U (ξ, y)
−|ξ | 2 F U (ξ, y) + + = 0.
y ∂y ∂ y2
If U (x, 0) = u, by considering the problem,


 v 00 + ay v 0 = |ξ | 2 v
 v(0) = 1

(17)
 limy→∞ v(y) = 0,



then it results, (knowing the solution v to (17))) via a scaling argument:

F U = F uv(|ξ |y).

If a = 0 then v = e− |ξ |y and

U (x, y) = u ∗ F −1 (e−|ξ |y ).

In general:
y 1−a
F −1 (v(|ξ |y)) ≡ Pa (x, y) = Cn,a n+1−a
.
(|x| 2 + |y| 2 ) 2

and we obtain:
U (x, y) = u ∗ Pa (·, y).
Now: with a change of variable we transform problem (17) in problem (14).
Unfortunately, in our Carnot groups framework, we can not use the classical
Fourier transform having a dependence on the coefficients that is much complicate
with respect to the benchmark case represented by the Laplace operator in the
Euclidean setting. Thus, we start from Lemma 1 for applying the approach described
in [23] in Carnot groups.

2.3 The extension approach in Carnot groups

We have already pointed out in the previous Subsection 2.2 that we cannot apply the
Fourier transform, so we use the solution φ of problem (1) to define a new operator
via the spectral resolution of L, see (13) for recalling the definition.
Hence, for every u ∈ L 2 (G) and y > 0, we set, see [23]:
Some extension results for nonlocal operators and applications 13
Z ∞
v(·, y) : = φ(θ y 1−a L (1−a)/2 )u := φ(θ y 1−a λ (1−a)/2 ) dE(λ)u, (18)
0

where θ := (1 − a) a−1, φ solves (14), and {E(λ)} is the spectral resolution of L in

L 2 (G) and therefore v ∈ L 2 (G) for y > 0.
Moreover we proved in [23] the following result.

Theorem 4 (generalized subordination identity)

∂
Let h(t, ·) be the heat kernel associated with L + ∂t . We denote by PG (·, y) the
“Poisson kernel”
Z ∞
y2
PG (·, y) := Ca y 1−a t (a−3)/2 e− 4t h(t, ·) dt, (19)
0

where
2a−1
Ca = .
Γ((1 − a)/2)
Then
PG (·, y) ≥ 0,
and
v(·, y) = u ∗ PG (·, y). (20)

The last part is a consequence of some results contained in [37], [25], Theorem
3.1. In addition, we recall that the existence of the heat kernel h is proved in [25].
As a byproduct of Theorem 4, we obtain, see [23], that
Z
1−a
L 2 u(x) = C̃a (u(ξ) − u(x)) R̃a−1 (ξ)dξ. (21)
G

In fact, whenever u is sufficiently smooth:

v(x, y) − v(x, 0) u ∗ PG (·, y) − u(x)
ya = ya
y y
Z ∞
y2
= Ca t (a−3)/2 e− 4t u ∗ h(t, ·) dt
0
Z Z ∞ ! (22)
y2
−Ca u(x) t (a−3)/2 e− 4t h(t, ξ −1 x) dtdξ
G 0
Z Z ∞
y2
= Ca t (a−3)/2 e− 4t h(t, ξ −1 x) dt(u(ξ) − u(x))dξ.
G 0

On the other hand

Z ∞ y2
lim+ Ca t (a−3)/2 e− 4t h(t, ξ −1 x) dt = C̃a R̃a−1 . (23)
y→0 0

Thus
14 Fausto Ferrari
Z
v(x, y) − v(x, 0) 1−a
lim+ y a = Ca (u(ξ) − u(x)) R̃a−1 (ξ)dξ = C̃a L 2 u(x),
y→0 y G

where
β Z ∞ β
Hβ (x) =
R 2
t 2 −1 h(t, x) dt. (24)
Γ( β/2) 0
It boils down:
Z
1−a v(x, y) − v(x, 0)
L 2 u(x) = lim+ y a = C̃a (u(ξ) − u(x)) R̃a−1 (ξ)dξ.
y→0 y G

This construction is very general, nevertheless it is not always easy to write

explicitly the kernel R̃a−1 even in the simplest non-commutative case like in the
Heisenberg group H1 . In fact, the heat kernel in the Heisenberg group H1 is written
via an integral. More precisely, if (z, s) ∈ C × R ≡ H1, then the heat kernel h of
∂
−∆H1 + ∂t in ]0, +∞[×H1 is:
Z
f (z, s,κ)
h(t, (z, s)) = (4πt) −2
e− t V (κ)dκ,
R

where
1 κ|z| 2
f (z, s, κ) = (−iκs + )
2 2 tanh(2κ)
and
2κ
V (κ) = .
sinh(2κ)
Thus, recalling (24), we obtain in the Heisenberg case H1 the following kernel:
β Z ∞ Z !
β f (z, s,κ)
Hβ (z, s) =
R 2
t 2 −1 (4πt) −2
e − t V (κ)dκ dt. (25)
Γ( β/2) 0 R

It is clear that the double integration in the representation of R Hβ produces some

technical difficulties that do not appear in dealing with the usual heat kernel in R3 .
In fact, if (G, ◦) = (R3, +), then for every α > 0 it results

α
Z ∞
Hα (x) = − 1 | x |2
R 3
t −α/2−3/2−1 e− 4t dt,
2Γ(−α/2) (4π) 2 0

| x |2
∂
being 1
3 e− 4t the heat kernel of −∆ + ∂t in ]0, +∞[×R3 . Thus, after a changing
(4πt ) 2
of variables, we obtain:
α 3
α 4 2 +2
Z ∞
1+α
Hα (x) = −
R |x| −α−3
y 2 e−y dy
2Γ(−α/2) (4π) 32 0
α 3
(26)
α 4 2 + 2  α + 3  −α−3
=− Γ |x| .
2Γ(−α/2) (4π) 32 2
Some extension results for nonlocal operators and applications 15
α
α α+3
 
42
Moreover, denoting c := − 2Γ(−α/2) 3 Γ 2 , we get the usual kernel that appears
α
π2
in the representation of (−∆) 2 that is:

Hα (x) = c 1
R ,
|x| 3+α
see (4) when n = 3.
As far as we are concern, we don’t know if a simpler representation of the kernel
(25) exists when we are in a non-commutative group.
We conclude this section pointing out that some tentatives to define the fractional
operator, starting from the notion of the intrinsic translation, has been done in [21].
Moreover, it is known that in CR structures the extension can be done with a little
different approach, see [28].

3 Applications

In this section we discuss some applications of the extension method to solutions of

nonlocal operators. In particular in Subsection 3.1 we review the Harnack inequality
for positive solutions of the equation Dα u = 0 in I ⊂ R. In Subsection 3.2 we recall
how to prove Harnack inequality for α−harmonic function in Carnot groups, while
in Subsection 3.3 we revisit an application of the extension approach to the notion
of perimeter in Carnot groups.

3.1 Weyl-Marchaud derivative: the Harnack inequality

Concerning the PDE of the problem (9), in this particular case, the conductivity
coefficient (i.e. the coefficient in front of the x derivative) and the specific heat (the
coefficient of the t derivative) coincide. In [16], this type of equation has been studied
in a more general framework. In fact a more general form of that equation is given
as follows:
∂u ∂ ∂U
w(x) = (a(x) ). (27)
∂t ∂x ∂x
We assume that:
λ −1 w(x) ≤ a(x) ≤ λw(x)
and that the following integrability condition (known as a Muckehoupt, or A2 weight
condition) on the weight w holds as well:
Z Z
1 1 1
sup ( w(x) dx) ( dx) = c0 < ∞, (28)
J | J | J | J | J w(x)
16 Fausto Ferrari

for every interval J ⊆ (−R, R). The constant c0 is indicated as the A2 constant of w.
In our case, of course, we are left with the condition (28). In [16] the authors also
proved the following Harnack inequality.

Theorem 5 (Chiarenza-Serapioni) Let U be a positive solution in (−R, R) × (0, T )

of the equation in (9) and assume that condition (28) holds, with constant c0 . Then
there exists γ = γ(c0 ) > 0 such that

sup U≤γ inf U (29)

2
2 2
( ρ2 , ρ2 )×(t 0 − 3ρ4 , t 0 − ρ4 ) ( ρ2 , ρ2 )×(t 0 + 3ρ4 , t 0 +ρ 2 )

holds for t 0 ∈ (0, T ) and any ρ such that 0 < ρ < R/2 and [t 0 − ρ2, t 0 + ρ2 ] ⊂ (0, T ).

As a consequence, in [10], has been proved the following Harnack inequality for the
Marchaud derivative:
Corollary 1 Let s ∈ (0, 1). There exists a positive constant γ such that, if Ds φ = 0
in J ⊆ R and φ ≥ 0 in R, then

sup φ≤γ inf φ (30)

[t 0 − 34 δ, t 0 − 41 δ] [t 0 + 34 δ, t 0 +δ]

for every t 0 ∈ R and for every δ > 0 such that [t 0 − δ, t 0 + δ] ⊂ J.

3.2 Fractional operators of sublaplacians in Carnot groups: the

Harnack inequality

Having in hand the characterization of the fractional operator recalled in (21) and
(22), we may reduce ourselves to work with local operator (as well as we have already
remarked for the Marchaud derivative), see also [23] for this part. In fact, if Y is the
∂
following vector field ∂y and Ĝ := G × R, then Ĝ is still a Carnot group and its Lie
algebra ĝ admits the stratification
M M M
ĝ = ĝ1 g2 ··· gm ,

where ĝ1 = span{Y, g1 }.

Then the following result holds.
Theorem 6 ([23])
Let u ∈ WG1−a,2 (G) be given, u ≥ 0, and assume L (1−a)/2 u = 0 in an open set Ω.
Denoting by v̂ the function on Ĝ obtained by continuing v by parity across y = 0.
Then
i) v̂ ≥ 0;
ii) v̂ ∈ W 1,2 (Ω̂; y a dx dy), where Ω̂ := Ω × (−1, 1);
Ĝ,loc
Some extension results for nonlocal operators and applications 17

iii) v̂ is a weak solution of the equation

divĜ |y| a ∇Ĝ v̂ = 0

in Ω̂. (31)

We recall the following well known definition in the study of operators with
weights.
Definition 1 (see [17]) A function ω ∈ L 1loc (G) is said to be a A2 -weight with respect
to the cc-metric of G if
Z Z
sup |Bc (x, r))| −1
ω(y) dy · |Bc (x, r))| −1
ω(y) −1 dy < ∞.
x ∈G, r >0 B c (x,r ) B c (x,r )

Remark. The function ω(x, y) = |y| a is a A2 -weight with respect to the CC-metric
of G × R if and only if −1 < a < 1.
The following result is well known in literature, see: [34, 35, 42].

Theorem 7 Let G be a Carnot group, and let Ω ⊂ G be an open set. Let now
ω ∈ L 1loc (G) be a A2 -weight with respect to the Carnot-Carathéodory metric d c of
G. If u ∈ WG1,2 (Ω, ωdx) is a weak solution to

divG (ω ∇G u) = 0, (32)

then u is locally Hölder continuous in Ω. Moreover, if u ≥ 0, then there exist C, b > 0

(independent of u) such that the following invariant Harnack inequality holds:

sup u ≤ C inf u (33)

B c (x,r ) B c (x,r )

for any metric ball Bc (x, r) such that Bc (x, br) ⊂ Ω.

In addition, if Ω satisfies the following local condition: for any x 0 ∈ ∂Ω there

exist r 0 > 0 and α > 0 such that

|Bc (x 0, r) ∩ Ωc | ≥ α|Bc (x 0, r)| for r < r 0 .

Then u is locally Hölder continuous in Ω. Thus, applying Theorem 7 we obtain the

Harnack inequality. In fact we get the following theorem.
Theorem 8 ([23])
Let −1 < a < 1 and let u ∈ WG1−a,2 (G) be given, u ≥ 0 on all of G. Assume
L (1−a)/2 u = 0 in an open set Ω ⊂ G.
Then there exist C, b > 0 (independent of u) such that the following invariant
Harnack inequality holds:

sup u ≤ C inf u
B c (x,r ) B c (x,r )

for any metric ball Bc (x, r) such that Bc (x, br) ⊂ Ω.

18 Fausto Ferrari

In fact, the proof of Theorem 8 is consequence of the following argument. Since the
function (18), that may be written as (20) as well, after to be prolonged by parity
and denoted by v̂, is solution to the local problem (31) in an extended set obtained
by parity. Then, recalling that v̂ is positive, the Harnack inequality holds true for
v̂ applying the well known theory of the operators with weights, see Theorem 7.
In this way, we straightforwardly obtain the desired inequality from (33), because
u(x) = v̂(x, 0) = v(x, 0).

3.3 Carnot groups: a perimeter notion

Having in mind the previous results described in Section 2.2, we would like to show
some applications of them to fractional perimeter in Carnot groups. This is a first
tentative of extending a research theme already explored in the Euclidean case, see
e.g. [11], to the non-commutative setting.
We start as usual recalling some remarks Rn . Let hα (t, z) be the fundamental
solution of the fractional heat equation in R+ × Rn

ut + (−∆) α u = 0. (34)

Setting h̃α (z) = hα (1, z), hα satisfies

Z
1
hα (t, z) dz = 1 ∀ t > 0, hα (t, z) = h̃α (t −1/2α z) (35)
Rn t n/2α
and
hα (t, x) Cn,α
lim = , (36)
t→0 t |x| n+2α
see Theorem 2.1 in [9], where the exact value of the constant is given. The fractional
heat semigroup that gives the solution of (34) with initial datum f is given by
Z
α
e−t (−∆) f (x) = hα (t, y) f (x − y) dy, f ∈ L 1 (Rn ),
Rn

and, since the kernel hα has integral one, we have

Z
−t (−∆) α
 
e f (x) − f (x) = hα (t, y) f (x − y) − f (x) dy.
Rn

On the other hand:

 Some extension results for nonlocal operators and applications 19

k(−∆) α/2 f k L2 2 (Rn )

Z Z Z
α f (x) − f (y)
= f (−∆) f dx = C(n, α) f (x) dydx
R n R n R |x − y|
n n+2α (37)
C(n, α) | f (x) − f (y)| 2 C(n, α) 2
Z Z
= n+2α
dydx = [ f ]W α,2 .
2 R n R n |x − y| 2

Thus we consider the following quantity

Z 2
Q αt ( f ) =

hα (t, y) f (x − y) − f (x) dx dy.
R n ×R n

Using (36) we get

Q αt ( f )
lim = Cn,α [ f ]W
2
α,2 (R n ) .
t→0 t
Hence we have that f ∈ W α,2 (Rn ) if and only if
Q αt ( f )
lim < ∞,
t→0 t
see [4] and [18].
The following properties have been proved in [27].
Theorem 9 There exists a function h defined in Ĝ such that:
(i) h ∈ C ∞ (Ĝ \ {(0, 0)})
(ii) h(λ 2 t, δ λ (x)) = λ −Q h(t, x) forRevery t > 0, x ∈ G and λ > 0;
(iii) h(t, x) = 0 for every t < 0 and G h(t, x)dx = 1 for every t > 0;
(iv) h(t, x) = h(t, x −1 ) for every t > 0 and x ∈ G;
(v) there exists c > 0 such that for every x ∈ G and t > 0
 k xk 2 )   k xk 2 
c−1 t −Q/2 exp − −1 ≤ h(x, t) ≤ ct −Q/2 exp − . (38)
c t ct
As well as in the Euclidean case, we introduce the heat semigroup
Z
−t L
e f (x) := h(t, y −1 ◦ x) f (y)dy, f ∈ L 1 (G). (39)
G

For every α > 0 let

α ∞
Z
α
R̃α (x) := − t − 2 −1 h(t, x)dt, (40)
2Γ(−α/2) 0

where Z ∞
1 α
Rα (x) = t 2 −1 h(t, x)dt.
Γ(α/2) 0

Then, see [23], R̃α and Rα are smooth functions in G \ {0} and L R2−α = R̃−α . In
addition, R̃α is positive and homogeneous of degree −α − Q.
20 Fausto Ferrari

Moreover, using (iv) and (v) of Theorem 9, we get

R̃α (x) = R̃α (x −1 ), (41)

and

c−1 k xk −α−Q ≤ R̃α (x) ≤ ck xk −α−Q ∀x ∈ G. (42)

Thus, defining
− 1
k xkα := R̃α (x) α+Q ,

(43)
we deduce that k xkα is a homogeneous symmetric norm because from (42) follows
that there exists a constant c > 0, depending only on α, such that for every x ∈ G

c−1 k xk ≤ k xkα ≤ ck xk.

After a straightforward calculation we obtain the following result.

Lemma 2 If u ∈ S(G) then

u(x ◦ y) + u(x ◦ y −1 ) − 2u(x)

Z
1
L α u(x) = − dy. (44)
2 G k ykαQ+2α

Moreover for any u ∈ S(G):

lim (1 − α)L α u(x) = Lu(x), ∀x ∈ G.

α→1−

For the proof see e.g. [24] and [23]. The notion of α-horizontal perimeter in Carnot
groups can be introduce as follow, see [24].
Definition 2 For a Borel set E ⊂ G and α ∈ (0, 1) the fractional α−horizontal
perimeter of E is
Z Z
1
Perα,G (E) := dxdy.
E E ky
c −1 ◦ xkαQ+α
We say that E ⊂ G has finite fractional α−horizontal perimeter if Perα,G (E) < ∞.
We recall here, for permitting a quick comparison, that the fractional perimeter
in Rn of a Borel set E ⊂ Rn, in Rn, assuming that α ∈ (0, 1) is defined as follows:
Z Z
1
Perα,Rn (E) := n+α
dxdy.
E E c |x − y|

The interested reader may easily compare this definition keeping in mind the role
of the kernel | x−y1| n+α in defining the fractional Laplace operator in Rn, see (4). For
further details about the notion of fractional perimeter of a set E in a set Ω that is
not necessarily all of Rn see [1] and [13].
Moreover, continuing our description in Carnot groups, we remark that
Some extension results for nonlocal operators and applications 21
| χ E (x) − χ E (y)| | χ E (x) − χ E (y)|
Z Z Z Z
dxdy = dxdy
G G k y −1 ◦ xkαQ+α E∪E c E∪E c k y −1 ◦ xkαQ+α
Z Z
2
= dxdy.
E Ec k y −1 ◦ xkαQ+α
So that, the function
Z
Q αt ( χ E ) = hα (t, y)| χ E (y −1 ◦ x) − χ E (x)|dxdy
G×G

establishes a relationship between the fractional heat semigroup and the fractional
perimeter. In fact, see the following result whose detailed proof is given in [24].
Theorem 10 There are constants c1 (α), c2 (α) > 0 such that for every Borel set E
there holds.

Q α/2
t ( χE ) Q α/2 ( χ E )
c1 (α)Perα,G (E) ≤ lim inf ≤ lim sup t
t→0 t t→0 t (45)
≤ c2 (α)Perα,G (E).

More precisely, the upper estimates follow from [15] where it is proved that:
 t   t 
c−1 t −Q/2α ∧ ≤ hα (t, z) ≤ c t −Q/2α ∧ , (46)
kzk Q+2α kzk Q+2α
and the following lemma that has been proved in [49], see Theorems 9 and 14.
Lemma 3 Let u ∈ W α/2,2 (G); then there exists cα > 0 such that for all z ∈ G,
denoting by τz u(x) := u(z −1 x), there holds

|u(x) − u(w −1 ◦ x)| 2

Z
kτz u − uk L2 2 (G) ≤ cα kzk α dxdw.
G×G kwk Q+α
We sketch the proof of Theorem 10 for helping the reader, recalling that the detail
can be found in [24]:
Z
Q α/2
t ( χ E ) = hα/2 (t, z)| χ E (z −1 ◦ x) − χ E (x)|dxdz
G×G
Z
≤ c2 t −Q/α
kzk α [ χ E ]W
2
α/2,2 dz
B(t 1/α )
| χ E (z −1 ◦ x) − χ E (x)|
Z
+ c2 t dxdz ≤ 2tc2 |B(1)|Perα,G (E)
B c (t 1/α )×G kzk Q+α
| χ E (z −1 ◦ x) − χ E (x)|
Z
+ c2 t dxdz ≤ c2 (α)tPerα,G (E).
B c (t 1/α )×G kzk Q+α

Concerning the lower bound, we start from (46), keeping in mind that on the
1
complement of the ball B(t α ) we have the estimate
22 Fausto Ferrari

t
hα/2 (t, y) ≥ c1 ,
k yk Q+α
so that we deduce
Z
Q α/2
t ( χE ) = hα/2 (t, y)| χ E (y −1 ◦ x) − χ E (x)|dxdy
G×G
| χ(y −1 ◦ x) − χ E (x)|
Z Z
≥c1 (α)t dxdy.
k ykαQ+α
1
G\B(t α ) G

It follows
| χ(y −1 ◦ x) − χ E (x)| | χ(y −1 ◦ x) − χ E (x)|
Z Z Z
c1 (α) = lim c1
k ykαQ+α k ykαQ+α
t→0 1
G×G G\B(t α ) G

Q α/2
t ( χE )
≤ lim inf ,
t→0 t
ending the proof. Of course Theorem 10 can be generalized to every function u ∈
L 2 (G), see [24] , Theorem 3.5. So that u ∈ W α,2 (G) if and only if
Q αt (u)
lim sup < +∞.
t→0+ t

4 Extension approach: the periodic function case via Fourier

series tool

In this section we test the extension approach considering a periodic function. To do

this we face the problem considering Fourier series. In particular, in the case s = 12 ,
we obtain as a byproduct a Poincaré inequality, see (63).
In fact let L ∈ (0, ∞) be a fixed number and s ∈ (0, 1). Let ϕ ∈ C2π (R) be a 2π
periodic, continuous given function. We want to solve the following problem
∂U 1−2s ∂U ∂2U
∂t (x, t) = x ∂x (x, t) + (x, t), (x, t) ∈ (0, L) × (−π, π)

∂x 2


 U (0, t) = ϕ(t),

t ∈ [−π, π] (47)
 U (x, −π) = U (x, π),


x ∈ [0, L],

compare with [10] and Section 2, Theorem 1.
We look for a solution of the previous problem in the following form:
∞
a0 X
U= + (ak (x) cos(kt) + bk (x) sin(kt)),
2 k=1

where {ak }k ∈N and {bk }k ∈N are functions defined in [0, L] that have to be determined,
but assuming that
Some extension results for nonlocal operators and applications 23
Z π
1
a0 (0) = ϕ(τ)dτ
π −π
and
Z π Z π
1 1
ak (0) = ϕ(τ) cos(kτ)dτ, bk (0) = ϕ(τ) sin(kτ)dτ.
π −π π −π

We can supposeR without, any restriction, that a0 (0) = 0 simply considering ϕ − ϕ20 ,
π
where ϕ0 := π1 −π ϕ(τ)dτ. Inserting formally our formal solution U in the equation
of the problem (47), we get the following sequence of ODE systems
1 − 2s
a000 + a00 = 0, x ∈ (0, L) (48)
x
and for every k ∈ N, k ≥ 1

bk + 1−2s 0
= −kak , x ∈ (0, L)
( 00
x bk (49)
ak00 + 1−2s 0
x ak = kbk x ∈ (0, L)

with the initial conditions a0 (0) = 0, and such that for every k ∈ N, k ≥ 1,
Z π Z π
1 1
ak (0) = ϕ(τ) cos(kτ)dτ, bk (0) = ϕ(τ) sin(kτ)dτ.
π −π π −π

4.1 The case s = 1

2

In case s = 12 , from (48) and (49) we get:

a000 = 0, x ∈ (0, L)

and for every k ∈ N, k ≥ 1

bk00 = −kak , x ∈ (0, L)

(
(50)
ak00 = kbk x ∈ (0, L)

with the initial conditions a0 (0) = 0, and for every k ∈ N, k ≥ 1,

ak (0) = ϕa k (0), bk (0) = ϕb k (0),

where
Z π Z π
1 1
ϕa k (0) = ϕ(τ) cos(kτ)dτ bk (0) = ϕb k (0) = ϕ(τ) sin(kτ)dτ
π −π π −π

In this special case we get, for every k ≥ 1, bk(iv) + k 2 bk = 0 and bk00 = −kak . As a
consequence the solution of bk(iv) + k 2 bk = 0, bk (0) = ϕb k (0) takes the following
24 Fausto Ferrari

form:
√ √ √ √
2k 2k 2k 2k
bk = ϕb k (0) cosh( x) cos( x) + c2 cosh( x) sin( x)
2 2 2 2
√ √ √ √
2k 2k 2k 2k
+ c3 sinh( x) cos( x) + c4 sinh( ) sin( x)
2 2 2 2
√ √ √ (51)
2k * 2k 2k +
= cosh( x) ϕb k (0) cos( x) + c2 sin( x)
2 2 2
√ √ √
, -
2k * 2k 2k +
+ sinh( x) c3 cos( x) + c4 sin( x) .
2 , 2 2 -
From bk00 = −kak , ak (0) = ϕa k (0) we get
√ √ √
2k * 2k 2k +
bk = cosh( x) ϕb k (0) cos( x) + c2 sin( x)
2 2 2
√
,
√ √
- (52)
2k * 2k 2k +
+ sinh( x) c3 cos( x) − ϕa k (0) sin( x)
2 , 2 2 -
and
√ √ √
2k * 2k 2k +
ak = cosh( x) ϕa k (0) cos( x) + c2 sin( x)
2 2 2
√
,
√ √
- (53)
2k * 2k 2k +
+ sinh( x) c3 cos( x) + ϕb k (0) sin( x) .
2 , 2 2 -
While
a0 (x) = c0 x + ϕ0,
for some c0 ∈ R.
Then √ √
2k 2k
ak0 (0) = (c2, k + c3,k ), bk0 (0) = (c2, k + c3,k )
2 2
and
Some extension results for nonlocal operators and applications 25
∞
∂U c0 X 0
(0, t) = + (a (0) cos(kt) + bk0 (0) sin(kt))
∂x 2 k=1 k
√ X ∞ √
c0 2
= + k (c2, k + c3, k ) (cos(kt) + sin(kt))
2 2 k=1
√ X ∞ √
c0 2  π 
= + k (c2, k + c3, k ) cos(kt) + cos(kt − ) (54)
2 2 k=1 2
∞
c0 √ X √ π π
= + 2 k (c2, k + c3, k ) cos(kt − ) cos
2 k=1
4 4
∞
c0 X √ π
= + k (c2,k + c3, k ) cos(kt − ).
2 k=1 4

In this way we do not have the convergence of the Fourier solution, in general.
Thus from the fundamental system of solutions
√ √ √ √
2k 2k 2k 2k
{exp( x) cos( x), exp( x) sin( x),
2 2 2 2 (55)
√ √ √ √
2k 2k 2k 2k
exp(− x) cos( x), exp(− x) sin( x)}
2 2 2 2
we consider only the functions
√ √ √ √
2k 2k 2k 2k
{exp(− x) cos( x), exp(− x) sin( x)}.
2 2 2 2
Let us consider the following linear combination
√ √ √ √
2k 2k 2k 2k
c1 exp(− x) cos( x) + c2 exp(− x) sin( x).
2 2 2 2
We impose that c1 = ϕb k , so that
√ √ √ √
2k 2k 2k 2k
bk = ϕb k exp(− x) cos( x) + c2 exp(− x) sin( x).
2 2 2 2
Moreover
√ √ √ √
2k 2k * 2k 2k +
bk0 = exp(− x) (c2 − ϕb k ) cos( x) − (c2 + ϕb k ) sin( x) .
2 2 , 2 2 -
and √ √ √
2k * 2k 2k +
bk00 = −k exp(− x) c2 cos( x) − ϕb k sin( x) .
2 , 2 2 -
so that bk00 = −ak if c2 = ϕa k . Hence
26 Fausto Ferrari
√ √ √
2k * 2k 2k +
ak = exp(− x) ϕa k cos( x) − ϕb k sin( x)
2 , 2 2 -
and √ √ √
2k * 2k 2k +
bk = exp(− x) ϕb k cos( x) + ϕa k sin( x)
2 , 2 2 -
satisfies the system.
In particular
√ √ √ √
2k 2k * 2k 2k +
ak = −
0
exp(− x) ϕa k cos( x) − ϕb k sin( x)
2 2 2 2
√ √ √ √ √
, -
2k * 2k 2k 2k 2k +
+ exp(− x) − ϕa k sin( x) − ϕb k cos( x)
2 , 2 2 2 2
√ √ √ √
-
2k 2k * 2k 2k +
=− exp(− x) (ϕa k + ϕb k ) cos( x) + (ϕa k − ϕb k ) sin( x)
2 2 , 2 2 -
(56)
and
√ √ √ √
2k 2k * 2k 2k +
bk0 = exp(− x) (ϕa k − ϕb k ) cos( x) − (ϕa k + ϕb k ) sin( x) .
2 2 , 2 2 -
As a consequence √
2k
ak0 (0) =− (ϕa k + ϕb k )
2
and √
2k
bk0 (0) = (ϕa k − ϕb k ).
2
∞
∂U c0 X 0
(0, t) = + (a (0) cos(kt) + bk0 (0) sin(kt))
∂x 2 k=1 k
√ X ∞ √
(57)
c0 2
= k (ϕa k + ϕb k )) cos(kt) − (ϕa k − ϕb k ) sin(kt) .


−
2 2 k=1
√ √ √ √
Moreover now ψa k (0) = − k 22 (ϕa k + ϕb k ) and ψb k (0) = k 22 (ϕa k − ϕb k )
Some extension results for nonlocal operators and applications 27
√ X ∞ √
∂ ∂U 2
(0, t) = − k (ψa k + ψb k ) cos(kt) − (ψa k − ψb k ) sin(kt)


∂x ∂x 2 k=1
∞
1X
=− k (−(ϕa k + ϕb k ) + (ϕa k − ϕb k )) cos(kt) − (ψa k − ψb k ) sin(kt)


2 k=1
∞
1X
=− k −2ϕb k cos(kt) − (−(ϕa k + ϕb k ) − (ϕa k − ϕb k )) sin(kt)


2 k=1
∞
1X
=− k −2ϕb k cos(kt) + 2ϕa k sin(kt)


2 k=1
∞
X
∂U
= k ϕb k cos(kt) − ϕa k sin(kt) = (0, t).
k=1
∂x

From (57) it follows that, fixing c0 = 0, we can define

1 √ X ∞ √
d2ϕ 2
= k (ϕa k + ϕb k )) cos(kt) − (ϕa k − ϕb k ) sin(kt) .


1
(t) − (58)
d2t 2 k=1

1 1
ϕ ϕ
as the representative of a class of functions [ d ] such that for every η ∈ [ d
2 2
1 1 ] then
dt 2 dt 2

1
d2ϕ
η− 1
dt 2
is constant.
Moreover for every c0 ∈ R, the operator Uc0 acts on ϕ as it follows
∞
c0 x + ϕ0 X
+ (ak (x) cos(kt) + bk (x) sin(kt)) (59)
2 k=1

that is
∞
c0 x + ϕ0 X
Uc0 (ϕ) := Uc0 ≡ + (ak (x) cos(kt) + bk (x) sin(kt))
2 k=1

is a solution of the extension problem and since

√ X ∞ √
∂Uc0 c0 2
(0, t) = k (ϕa k + ϕb k )) cos(kt) − (ϕa k − ϕb k ) sin(kt)


−
∂x 2 2 k=1

we define
√ X ∞ √
c0 2
T1/2,c0 (ϕ) = k (ϕa k + ϕb k )) cos(kt) − (ϕa k − ϕb k ) sin(kt) .


−
2 2 k=1
28 Fausto Ferrari

In case c0 , 0, then applying the operator T1/2,c1 to T1/2,c0 (ϕ), after a further
extension where we generate a new operator Uc1 associated with the constant c1 ∈ R
, we get
√ X ∞ √
c1 2
T1/2,c1 T1/2,c0 (ϕ) = k (ϕa k + ϕb k )) cos(kt) − (ϕa k − ϕb k ) sin(kt)


−
2 2 k=1
∞
c1 X
c1 dϕ
= + k ϕb k cos(kt) − ϕa k sin(kt) = + (t),
2 k=1 2 dt
(60)

because
√ √ √
2√ * √ 2 √ 2
− k − k (ϕa k + ϕb k ) + k (ϕa k − ϕb k ) +
2 , 2 2 - (61)
= kϕb k
and
√ √ √
2√ * √ 2 √ 2
k − k (ϕa k + ϕb k ) − k (ϕa k − ϕb k ) +
2 , 2 2 - (62)
= −kϕa k
and
∞
X ∞
X
φ 0 (t) = (−kak (x) sin(kt)+kbk (x) cos(kt)) = (kbk (x) cos(kt)−kak (x) sin(kt))
k=1 k=1

We remark that if
1 √ X ∞ √
d2ϕ 2
f = (t) = − k (ϕa k + ϕb k ) cos(kt) − (ϕa k − ϕb k ) sin(kt) ,


1
dt 2 2 k=1

then
∞ ∞
πX   X  
|| f || 2L 2 = k (ϕa k + ϕb k ) 2 + (ϕa k − ϕb k ) 2 = π k ϕ2a k + ϕ2b k .
2 k=1 k=1

Thus if ϕ0 = 0, then
∞ 1
X   d2ϕ
||ϕ|| 2L 2 (−π,π) ≤ π k ϕ2a k + ϕ2b k = π|| 1 || 2L 2 (−π,π) . (63)
k=1 dt 2

That is we have proved the following Poincaré inequality:

Some extension results for nonlocal operators and applications 29
1
ϕ0 2 d2ϕ
||ϕ − || 2 ≤ π|| 1 || 2L 2 (−π,π) . (64)
2 L (−π,π) dt 2

4.2 General case with Bessel functions: a short remark

Let
1 − 2s
a000 + a00 = 0, x ∈ (0, L)
x
and for every k ∈ N, k ≥ 1

bk + 1−2s 0
= −kak , x ∈ (0, L)
( 00
x bk (65)
ak00 + 1−2s 0
x ak = kbk x ∈ (0, L)

It is convenient to consider the following differential equation in C

d 2 wk 1 − 2s dwk
+ + ikw = 0, (66)
dx 2 x dx
where k ∈ N. Indeed <w and =w satisfy the following system

x =wk = −k<wk ,
=wk00 + 1−2s 0
(
(67)
<wk + x <wk0 = k=wk
00 1−2s

Then, see [44] Section 3.5 p. 77, a solution of previous equation (66) is given by
r
k
wk = x Z s (
s
(1 + i)x),
2
or also r
k
wk = x Z s (−
s
(1 + i)x),
2
where Zν is an arbitrary solution of Bessel’s differential equation:

d 2 wk dwk
z2 +z + (z 2 − ν 2 )w = 0. (68)
dz 2 dz
Then solving the problem we get
q
(L − x) s Z s ( k
2 (1 + i)(L − x))
Uk (x, t) = φa k q e−ik t .
L s Zs ( k
2 (1 + i)L)

Using this functions we may expect to obtain inequalities for α ∈ (0, 1) analogous
to (64) obtained for α = 12 .
30 Fausto Ferrari

Acknowledgements The author is supported by MURST, Italy, INDAM-GNAMPA project 2018:

Costanti critiche e problemi asintotici per equazioni completamente non lineari and INDAM-
GNAMPA project 2019: Proprietà di regolarità delle soluzioni viscose con applicazioni a problemi
di frontiera libera.

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