Fractional order elliptic problems with inhomogeneous Dirichlet boundary conditions
Ferenc Izs\'ak, G\'abor Maros

TL;DR
This paper studies fractional-order elliptic problems with inhomogeneous boundary conditions, proposing a boundary integral model and analyzing the potential operators to establish solution existence.
Contribution
It introduces a boundary integral formulation for fractional elliptic problems with inhomogeneous Dirichlet data and refines the associated potential operator theory.
Findings
Established mapping properties of potential operators
Provided conditions for classical solution existence
Proposed a boundary integral model for fractional elliptic problems
Abstract
Fractional-order elliptic problems are investigated in case of inhomogeneous Dirichlet boundary data. The boundary integral form is proposed as a suitable mathematical model. The corresponding theory is completed by sharpening the mapping properties of the corresponding potential operators. Also a mild condition is provided to ensure the existence of the classical solution of the boundary integral equation.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Fractional order elliptic problems with inhomogeneous Dirichlet boundary conditions
Ferenc Izsák
Department of Applied Analysis and Computational Mathematics MTA ELTE NumNet Research Group, Eötvös Loránd University, Pázmány P. stny. 1C, 1117 - Budapest, Hungary
and
Gábor Maros
Department of Applied Analysis and Computational Mathematics, Eötvös Loránd University, Pázmány P. stny. 1C, 1117 - Budapest, Hungary
Abstract.
Fractional-order elliptic problems are investigated in case of inhomogeneous Dirichlet boundary data. The boundary integral form is proposed as a suitable mathematical model. The corresponding theory is completed by sharpening the mapping properties of the corresponding potential operators. Also a mild condition is provided to ensure the existence of the classical solution of the boundary integral equation.
Key words and phrases:
space-fractional diffusion, boundary integral equation, inhomogeneous Dirichlet boundary conditions, surface potential
2000 Mathematics Subject Classification:
Primary
This work was completed in the ELTE Institutional Excellence Program (1783-3/2018/FEKUTSRAT) supported by the Hungarian Ministry of Human Capacities.
The project has been supported by the European Union, co-financed by the European Social Fund (EFOP-3.6.3-VEKOP-16-2017-00002).
1. Introduction
Analytic and numerical study of space-fractional diffusion problems became an important research area in the past twenty years. A large number of real-life observations confirmed the presence of the of the so-called anomalous (or fractional) diffusion. The fractional Laplacian, which can be given in many equivalent ways in , seems to be the most adequate differential operator for modeling this phenomena. At the same time, on a bounded domain, the incorporation of boundary conditions into a true mathematical model is by far not easy. Even to deal with homogeneous Dirichlet boundary data is non-trivial [5]: the most meaningful [8] approach is given by the power of the Dirichlet-Laplacian. A similar approach can be performed for the case of the homogeneous Neumann (no-flux) boundary conditions.
At the same time, only a few attempts [1] and [4] were made to incorporate inhomogeneous boundary conditions into a partial differential equation, which is given on a bounded domain (corresponding to the real-life situation).
In any case, we should use fractional order differential operators, which are non-local. At the same time, in real-life situations, we do not have any data outside of a physical domain. This basic difficulty motivates us to find an appropriate extension, which is formulated on . Such an approach was successfully applied in [11] but the corresponding extension can not be used for arbitrary domains in . Also, the simple choice in [7] and [3] can not be applied to inhomogeneous boundary data. Another difficulty in the analysis is that no generalization of the Green formula is available for the fractional Laplacian.
It was pointed out in [6] that the fractional order elliptic equations with inhomogeneous boundary conditions can be succesfully analyzed in the framework of boundary integral equations. Our aim is to extend this result in the following sense:
- •
the well-posedness is stated in two space dimensions,
- •
the mapping properties of the corresponding single layer operator are generalized,
- •
a condition is given for the existence of a classical (pointwise) solution.
An important motivation of this study is to prepare a numerical simulation in 2D, where the boundary integral form reduces the problem to compute one-dimensional integrals.
1.1. Mathematical preliminaries
The main problem in this study is the precise statement and the analysis of the elliptic boundary value problem
[TABLE]
where is a bounded Lipschitz domain (), and are given real functions. At this stage, the differential operator is not yet defined. In any case, it should be linear, such that can be given as , where
[TABLE]
and
[TABLE]
To deal with these problems, we recall that the fractional Dirichlet Laplacian is defined as a power of
[TABLE]
This makes sense since is compact, positive and self-adjoint.
Accordingly, in (1.2) can be given as . Therefore, we shall focus to rewrite the problem in (1.3) for .
The fractional Laplacian on has many equivalent definitions [9]. This operator can be defined pointwise as
[TABLE]
where . Accordingly, the weak fractional Laplacian can be given as the function for which
[TABLE]
is satisfied for all .
We will make use of the fundamental solution of , which is given with
[TABLE]
In the analysis, we use the notation for the classical Sobolev spaces with arbitrary positive indices. Recall that the corresponding norms on can be defined by using the Fourier transform as follows:
[TABLE]
For stating the well-posedness, we need also the Sobolev space
[TABLE]
with the corresponding norm. If the underlying domain (, or ) is obvious, simply the notation will be used for the corresponding norms.
An important tool in the analysis is the trace operator . For a bounded Lipschitz domain ,
[TABLE]
is continuous for , see [10], Theorem 3.38. Also, one can define its Banach adjoint as a continuous operator with
[TABLE]
We use the conventional notation for the duality pairing between and with some positive exponent .
We also recall that the Bessel function of first kind is given with
[TABLE]
In the estimations, the relation means that for some domain-dependent constant .
1.2. The main objective, comparison with earlier achievements
In [6], the problem in (1.3) for was transformed to a boundary integral equation and the following result was established.
Theorem 1.1**.**
For any bounded Lipschitz domain with and with , the problem
[TABLE]
has a unique weak solution .
Observe that (1.9) with the definition delivers a precise setting for the second problem in (1.3). Our aim is to sharpen this result and prove that the unique solution of (1.9)
- (i)
exists also in case of provided that ,
- (ii)
satisfies also pointwise for any under some weak condition.
2. Main results
2.1. Estimates for single layer potentials
We first investigate the fractional version of the classical Newton potential, which is defined with
[TABLE]
and also called the Riesz potential.
Lemma 2.1**.**
Assume that for or for . The mapping in (2.1) defines then a continuous linear map between and , i.e. we have
[TABLE]
Proof.
We first define an extension of with
[TABLE]
where with and . Since is an extension of , we obviously have
[TABLE]
Since this is a convolution, we can give its Fourier transform as
[TABLE]
We estimate the second component, which, using polar coordinates in 3D, can be rewritten as
[TABLE]
For , we introduce and use that is compactly supported and to get
[TABLE]
For , we only use again use that is compactly supported and to have
[TABLE]
In the 2D case, the polar transformation and the definition of in (1.8) gives
[TABLE]
For with , we apply the estimate (see 9.2.1 in [2]), which implies that
[TABLE]
provided that , i.e. .
For , we again only use and the boundedness of the remaining components to have
[TABLE]
Using (2.3) together with (1.5) and the estimates (2.5), (2.6), (2.7) and (2.8) in (2.4), we finally obtain that
[TABLE]
as stated in the lemma. ∎
We need, however, the surface potential corresponding to on , which is given for any with
[TABLE]
In precise terms, we state the following generalization of (4.1) in [6].
Theorem 2.2**.**
For any indices satisfying the assumptions in Lemma 2.1 and , the mapping defines a continuous linear operator between and , i.e. for all , we have
[TABLE]
Proof.
We first use the definitions in (2.1), (2.9) and the adjoint trace operator in (1.7) to rewrite as
[TABLE]
The smoothness of also implies that . Accordingly, using also (2.2), (1.6) and (1.7), we have for any and that
[TABLE]
Therefore, we arrive at the estimate
[TABLE]
which completes the proof. ∎
Theorem 2.3**.**
The map is a coercive operator between and in the sense that
[TABLE]
Proof.
We first recall that according to the proof of Theorem 4.1. in [6], the left hand side of (2.11) can be given as
[TABLE]
In concrete terms, see (5.2) in [6]. Also, according to Theorem 4.1. in [6], for any and , we can rewrite as
[TABLE]
The basic step for proving our statement is to rewrite the fractional order norm as follows:
[TABLE]
where in the second equality, we have used the density of in .
Let denote the right inverse of the trace operator , which is continuous for , see [10], Theorem 3.37. Using (2.13), converting everything to the Fourier space, applying the Cauchy–Schwarz inequality, the formula in (1.5) with the continuity of , we finally have
[TABLE]
Therefore, using (2.12), we get
[TABLE]
as stated in the theorem. ∎
We are ready now to prove the main statement of the article.
Theorem 2.4**.**
*Assume that for or for . Then for any , there is a unique function such that solves the problem in (1.9).
If, we have additionally , then the pointwise equality in is also satisfied. *
Proof.
Taking the special case in Theorem 2.2, we have that
[TABLE]
is continuous. Also, according to Theorem 2.3, is coercive. Consequently, this constitutes a bijection between and , so that for any given , there is a unique function such that
[TABLE]
Also, as pointed out in [6], and
[TABLE]
in weak sense, so that (1.9) with the conditions in the present theorem has a unique solution.
To prove the pointwise identity in , we use the definition in (1.4) so that
[TABLE]
Therefore, by the definition in (2.9), we have to verify that
[TABLE]
We may assume that here and note that on , which, along with the definition of , imply that
[TABLE]
which can be used to get the following inequality:
[TABLE]
where does not depend on . Therefore, we also have the following estimate:
[TABLE]
such that we can apply Tonelli’s theorem in (2.14) together with (2.15) to obtain
[TABLE]
Using the equality , we have that here
[TABLE]
and by (2.15), we also obtain that
[TABLE]
such that we can use the dominated convergence theorem in (2.16) to obtain the desired equality in (2.14). ∎
Acknowledgments
The project has been supported by the European Union, co-financed by the European Social Fund (EFOP-3.6.3-VEKOP-16-2017-00002). This work was completed in the ELTE Institutional Excellence Program (1783-3/2018/FEKUTSRAT) supported by the Hungarian Ministry of Human Capacities.
The reference list from the paper itself. Each links out to its DOI / PubMed record.
- 1[1] N. Abatangelo and L. Dupaigne. Nonhomogeneous boundary conditions for the spectral fractional Laplacian. Ann. Inst. H. Poincaré Anal. Non Linéaire , 34(2):439–467, 2017.
- 2[2] M. Abramowitz and I. A. Stegun. Handbook of mathematical functions with formulas, graphs, and mathematical tables . U.S. Government Printing Office, Washington, D.C., 1964.
- 3[3] G. Acosta and J. P. Borthagaray. A fractional Laplace equation: regularity of solutions and finite element approximations. SIAM J. Numer. Anal. , 55(2):472–495, 2017.
- 4[4] H. Antil, J. Pfefferer, and S. Rogovs. Fractional Operators with Inhomogeneous Boundary Conditions: Analysis, Control, and Discretization. ar Xiv e-prints , page ar Xiv:1703.05256, Mar. 2017.
- 5[5] B. Baeumer, M. Kovács, M. M. Meerschaert, and H. Sankaranarayanan. Boundary conditions for fractional diffusion. J. Comput. Appl. Math. , 336:408 – 424, 2018.
- 6[6] T. Chang. Boundary integral operator for the fractional Laplace equation in a bounded Lipschitz domain. Integral Equations Operator Theory , 72(3):345–361, 2012.
- 7[7] Q. Du, M. Gunzburger, R. B. Lehoucq, and K. Zhou. A nonlocal vector calculus, nonlocal volume-constrained problems, and nonlocal balance laws. Math. Mod. Meth. Appl. Sci. , 23(03):493–540, 2013.
- 8[8] F. Izsák and B. J. Szekeres. Models of space-fractional diffusion: a critical review. Appl. Math. Lett. , 71:38–43, 2017.
