What Is the Fractional Laplacian?

TL;DR

This paper compares various definitions of the fractional Laplacian in bounded domains, analyzing their mathematical properties, boundary behaviors, and computational methods to guide practitioners in selecting appropriate models for applications.

Contribution

It provides a comprehensive comparison of fractional Laplacian definitions, introduces new numerical methods, and clarifies their differences in solutions and boundary behaviors.

Findings

Different definitions exhibit distinct boundary behaviors and regularity properties.

New numerical methods improve discretization of the fractional Laplacian.

Some formulations are shown to be equivalent through stochastic interpretations.

Abstract

The fractional Laplacian in R^d has multiple equivalent characterizations. Moreover, in bounded domains, boundary conditions must be incorporated in these characterizations in mathematically distinct ways, and there is currently no consensus in the literature as to which definition of the fractional Laplacian in bounded domains is most appropriate for a given application. The Riesz (or integral) definition, for example, admits a nonlocal boundary condition, where the value of a function u(x) must be prescribed on the entire exterior of the domain in order to compute its fractional Laplacian. In contrast, the spectral definition requires only the standard local boundary condition. These differences, among others, lead us to ask the question: "What is the fractional Laplacian?" We compare several commonly used definitions of the fractional Laplacian (the Riesz, spectral, directional, and horizon-based nonlocal definitions), and we use a joint theoretical and computational approach to examining their different characteristics by studying solutions of related fractional Poisson equations formulated on bounded domains. In this work, we provide new numerical methods as well as a self-contained discussion of state-of-the-art methods for discretizing the fractional Laplacian, and we present new results on the differences in features, regularity, and boundary behaviors of solutions to equations posed with these different definitions. We present stochastic interpretations and demonstrate the equivalence between some recent formulations. Through our efforts, we aim to further engage the research community in open problems and assist practitioners in identifying the most appropriate definition and computational approach to use for their mathematical models in addressing anomalous transport in diverse applications.