Nonlocal Diffusion Operators for Normal and Anomalous Dynamics

TL;DR

This paper introduces new nonlocal diffusion operators that model both normal and anomalous diffusion processes, extending classical Laplacian operators to anisotropic and tempered cases, and derives their governing equations with well-posedness analysis.

Contribution

The paper develops and proves the equivalence of new nonlocal operators for normal and anomalous diffusion, including anisotropic and tempered variants, and establishes their governing equations and well-posedness.

Findings

New nonlocal operators for normal and anomalous diffusion are introduced.

Equivalent Fourier space definitions of these operators are established.

Well-posedness of associated initial and boundary value problems is proved.

Abstract

The Laplacian $\Delta$ is the infinitesimal generator of isotropic Brownian motion, being the limit process of normal diffusion, while the fractional Laplacian $\Delta^{\beta/2}$ serves as the infinitesimal generator of the limit process of isotropic L\'{e}vy process. Taking limit, in some sense, means that the operators can approximate the physical process well after sufficient long time. We introduce the nonlocal operators (being effective from the starting time), which describe the general processes undergoing normal diffusion. For anomalous diffusion, we extend to the anisotropic fractional Laplacian $\Delta_m^{\beta/2}$ and the tempered one $\Delta_m^{\beta/2,\lambda}$ in $\mathbb{R}^n$. Their definitions are proved to be equivalent to an alternative one in Fourier space. Based on these new nonlocal diffusion operators, we further derive the deterministic governing equations of some interesting statistical observables of the very general jump processes with multiple internal states. Finally, we consider the associated initial and boundary value problems and prove their well-posedness of the Galerkin weak formulation in $\mathbb{R}^n$. To obtain the coercivity, we claim that the probability density function $m(Y)$ should be nondegenerate.