Fractional heat equation: Difference between revisions
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In principle one could study the equation for any value of $s$. The values in the range $s \in (0,1]$ are particularly interesting because in that range the equation has a maximum principle. | In principle one could study the equation for any value of $s$. The values in the range $s \in (0,1]$ are particularly interesting because in that range the equation has a maximum principle. | ||
== Heat kernel == | |||
The fractional heat kernel $p(t,x)$ is the fundamental solution to the fractional heat equation. It is the function which solves the equation | |||
\begin{align*} | |||
p(0,x) &= \delta_0 \\ | |||
p_t(t,x) + (-\Delta)^s p &= 0 | |||
\end{align*} | |||
The kernel is easy to compute in Fourier side as $\hat p(t,\xi) = e^{-t|\xi|^{2s}}$. There is no explicit formula in physical variables for general values of $s$, but the following inequalities are known to hold for some constant $C$ | |||
\[ C^{-1} \left( t^{-\frac n {2s}} \wedge \frac{t}{|x|^{n+2s}} \right) \leq p(t,x) \leq C \left( t^{-\frac n {2s}} \wedge \frac{t}{|x|^{n+2s}} \right). \] | |||
Moreover, the function $p$ is $C^\infty$ in $x$ for $t>0$ and the following identity follows by scaling | |||
\[ p(t,x) = t^{-\frac n {2s}} p \left( 1 , t^{-\frac 1 {2s}} x \right). \] | |||
For the special case $s=1/2$, the heat kernel coincides with the Cauchy kernel for the Laplace equation in the upper half space | |||
\[ p(t,x) = \frac 1 {\omega_{n+1}} \frac t {(x^2+t^2)^{\frac{n+1}2}}. \] |
Revision as of 12:21, 28 April 2012
The fractional heat equation refers to the parabolic equation \[ u_t + (-\Delta)^s u = 0,\] where $(-\Delta)^s$ stands for the fractional Laplacian.
In principle one could study the equation for any value of $s$. The values in the range $s \in (0,1]$ are particularly interesting because in that range the equation has a maximum principle.
Heat kernel
The fractional heat kernel $p(t,x)$ is the fundamental solution to the fractional heat equation. It is the function which solves the equation \begin{align*} p(0,x) &= \delta_0 \\ p_t(t,x) + (-\Delta)^s p &= 0 \end{align*}
The kernel is easy to compute in Fourier side as $\hat p(t,\xi) = e^{-t|\xi|^{2s}}$. There is no explicit formula in physical variables for general values of $s$, but the following inequalities are known to hold for some constant $C$ \[ C^{-1} \left( t^{-\frac n {2s}} \wedge \frac{t}{|x|^{n+2s}} \right) \leq p(t,x) \leq C \left( t^{-\frac n {2s}} \wedge \frac{t}{|x|^{n+2s}} \right). \]
Moreover, the function $p$ is $C^\infty$ in $x$ for $t>0$ and the following identity follows by scaling \[ p(t,x) = t^{-\frac n {2s}} p \left( 1 , t^{-\frac 1 {2s}} x \right). \]
For the special case $s=1/2$, the heat kernel coincides with the Cauchy kernel for the Laplace equation in the upper half space \[ p(t,x) = \frac 1 {\omega_{n+1}} \frac t {(x^2+t^2)^{\frac{n+1}2}}. \]