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We consider parabolic nonlocal Venttsel' problems in polygonal and piecewise smooth two-dimensional domains and study existence, uniqueness and regularity in (anisotropic) weighted Sobolev spaces of the solution., 14 pages, 1 figure. arXiv admin note: text overlap with arXiv:1702.06324

We study the validity of the comparison and maximum principles and their relation with principal eigenvalues, for a class of degenerate nonlinear operators that are extremal among operators with one-dimensional fractional diffusion.

We study robust regularity estimates for a class of nonlinear integro-differential operators with anisotropic and singular kernels. In this paper, we prove a Sobolev-type inequality, a weak Harnack inequality, and a local H\"older estimate., Comment: 28 pages, 2 figures, slight modifications and corrections

For the spectral fractional diffusion operator of order 2s, s ∈ (0,1), in bounded, curvilinear polygonal domains Ω ⊂ R2 we prove exponential convergence of two classes of hp discretizations under the assumption of analytic data (coefficients and source terms, without any boundary compatibility), in the natural fractional Sobolev norm Hs(Ω). The first hp discretization is based on writing the solution as a co-normal derivative of a 2+1-dimensional local, linear elliptic boundary value problem, to which an hp-FE discretization is applied. A diagonalization in the extended variable reduces the numerical approximation of the inverse of the spectral fractional diffusion operator to the numerical approximation of a system of local, decoupled, second order reaction-diffusion equations in Ω. Leveraging results on robust exponential convergence of hp-FEM for second order, linear reaction diffusion boundary value problems in Ω, exponential convergence rates for solutions u ∈ Hs(Ω) of Lsu = f follow. Key ingredient in this hp-FEM are boundary fitted meshes with geometric mesh refinement towards ∂Ω. The second discretization is based on exponentially convergent numerical sinc quadrature approximations of the Balakrishnan integral representation of L−s combined with hp-FE discretizations of a decoupled system of local, linear, singularly perturbed reaction-diffusion equations in Ω. The present analysis for either approach extends to (polygonal subsets M˜ of) analytic, compact 2-manifolds M, parametrized by a global, analytic chart χ with polygonal Euclidean parameter domain Ω ⊂ R2. Numerical experiments for model problems in nonconvex polygonal domains and with incompatible data confirm the theoretical results. Exponentially small bounds on Kolmogorov n-widths of solution sets for spectral fractional diffusion in curvilinear polygons and for analytic source terms are deduced., Numerische Mathematik, 153 (1), ISSN:0029-599X, ISSN:0945-3245

In \cite{AcostaBorthagaray}, a complete $n$-dimensional finite element analysis of the homogeneous Dirichlet problem associated to a fractional Laplacian was presented. Here we provide a comprehensive and simple 2D {\it MATLAB}\textsuperscript{\textregistered} finite element code for such a problem. The code is accompanied with a basic discussion of the theory relevant in the context. The main program is written in about 80 lines and can be easily modified to deal with other kernels as well as with time dependent problems. The present work fills a gap by providing an input for a large number of mathematicians and scientists interested in numerical approximations of solutions of a large variety of problems involving nonlocal phenomena in two-dimensional space., Source code is available upon request

The movement of organisms and cells can be governed by occasional long distance runs, according to an approximate L\'evy walk. For T cells migrating through chronically-infected brain tissue, runs are further interrupted by long pauses, and the aim here is to clarify the form of continuous model equations which describe such movements. Starting from a microscopic velocity-jump model based on experimental observations, we include power-law distributions of run and waiting times and investigate the relevant parabolic limit from a kinetic equation for resting and moving individuals. In biologically relevant regimes we derive nonlocal diffusion equations, including fractional Laplacians in space and fractional time derivatives. Its analysis and numerical experiments shed light on how the searching strategy, and the impact from chemokinesis responses to chemokines, shorten the average time taken to find rare targets in the absence of direct guidance information such as chemotaxis., Comment: 25 pages, 8 figures, Mathematical Models and Methods in Applied Sciences (2019)

As a class of L\'evy type Markov generators, nonlocal Waldenfels operators appear naturally in the context of investigating stochastic dynamics under L\'evy fluctuations and constructing Markov processes with boundary conditions (in particular the construction with jumps). This work is devoted to prove the weak and strong maximum principles for `parabolic' equations with nonlocal Waldenfels operators. Applications in stochastic differential equations with $\alpha$-stable L\'evy processes are presented to illustrate the maximum principles., Comment: 38 pages, 3 figures

We consider a homogeneous fractional Sobolev space obtained by completion of the space of smooth test functions, with respect to a Sobolev--Slobodecki\u{\i} norm. We compare it to the fractional Sobolev space obtained by the $K-$method in real interpolation theory. We show that the two spaces do not always coincide and give some sufficient conditions on the open sets for this to happen. We also highlight some unnatural behaviors of the interpolation space. The treatment is as self-contained as possible., Comment: 33 pages, 2 figures

We prove a Hardy inequality on convex sets, for fractional Sobolev-Slobodecki\u{\i} spaces of order $(s,p)$. The proof is based on the fact that in a convex set the distance from the boundary is a superharmonic function, in a suitable sense. The result holds for every $1, Comment: 25 pages, 3 figures

\noindent We develop a unified and easy to use framework to study robust fully discrete numerical methods for nonlinear degenerate diffusion equations $$ \partial_t u-\mathfrak{L}[\varphi(u)]=f(x,t) \qquad\text{in}\qquad \mathbb{R}^N\times(0,T), $$ where $\mathfrak{L}$ is a general symmetric L\'evy type diffusion operator. Included are both local and nonlocal problems with e.g. $\mathfrak{L}=\Delta$ or $\mathfrak{L}=-(-\Delta)^{\frac\alpha2}$, $\alpha\in(0,2)$, and porous medium, fast diffusion, and Stefan type nonlinearities $\varphi$. By robust methods we mean that they converge even for nonsmooth solutions and under very weak assumptions on the data. We show that they are $L^p$-stable for $p\in[1,\infty]$, compact, and convergent in $C([0,T];L_{loc}^p(\mathbb{R}^N))$ for $p\in[1,\infty)$. The first part of this project is given in \cite{DTEnJa18a} and contains the unified and easy to use theoretical framework. This paper is devoted to schemes and testing. We study many different problems and many different concrete discretizations, proving that the results of \cite{DTEnJa18a} apply and testing the schemes numerically. Our examples include fractional diffusions of different orders, and Stefan problems, porous medium, and fast diffusion nonlinearities. Most of the convergence results and many schemes are completely new for nonlocal versions of the equation, including results on high order methods, the powers of the discrete Laplacian method, and discretizations of fast diffusions. Some of the results and schemes are new even for linear and local problems., Toppforsk (research excellence) project Waves and Nonlinear Phenomena (WaNP), grant no. 250070 from the Research Council of Norway - ERCIM “Alain Bensoussan” Fellowship programme - “Juan de la Cierva - formación” program (FJCI-2016-30148)

We design and analyze several finite element methods (FEMs) applied to the Caffarelli–Silvestre extension that localizes the fractional powers of symmetric, coercive, linear elliptic operators in bounded domains with Dirichlet boundary conditions. We consider open, bounded, polytopal but not necessarily convex domains $$\varOmega \subset {\mathbb {R}}^d$$ with $$d=1,2$$ . For the solution to the Caffarelli–Silvestre extension, we establish analytic regularity with respect to the extended variable $$y\in (0,\infty )$$ . Specifically, the solution belongs to countably normed, power-exponentially weighted Bochner spaces of analytic functions with respect to y, taking values in corner-weighted Kondrat’ev-type Sobolev spaces in $$\varOmega $$ . In $$\varOmega \subset {\mathbb {R}}^2$$ , we discretize with continuous, piecewise linear, Lagrangian FEM ( $$P_1$$ -FEM) with mesh refinement near corners and prove that the first-order convergence rate is attained for compatible data $$f\in \mathbb {H}^{1-s}(\varOmega )$$ with $$0

We introduce a new Neumann problem for the fractional Laplacian arising from a simple probabilistic consideration, and we discuss the basic properties of this model. We can consider both elliptic and parabolic equations in any domain. In addition, we formulate problems with nonhomogeneous Neumann conditions, and also with mixed Dirichlet and Neumann conditions, all of them having a clear probabilistic interpretation. We prove that solutions to the fractional heat equation with homogeneous Neumann conditions have the following natural properties: conservation of mass inside Ω, decreasing energy, and convergence to a constant as t→∞. Moreover, for the elliptic case we give the variational formulation of the problem, and establish existence of solutions. We also study the limit properties and the boundary behavior induced by this nonlocal Neumann condition. For concreteness, one may think that our nonlocal analogue of the classical Neumann condition ∂νu=0 on~∂Ω consists in the nonlocal prescription ∫Ωu(x)−u(y)|x−y|n+2sdy=0for x∈Rn∖Ω. We made an effort to keep all the arguments at the simplest possible technical level, in order to clarify the connections between the different scientific fields that are naturally involved in the problem, and make the paper accessible also to a wide, non-specialistic public (for this scope, we also tried to use and compare different concepts and notations in a somehow more unified way).

We study the uniqueness, existence, and properties of bounded distributional solutions of the initial value problem problem for the anomalous diffusion equation $\partial_tu-\mathcal{L}^\mu [\varphi (u)]=0$. Here $\mathcal{L}^\mu$ can be any nonlocal symmetric degenerate elliptic operator including the fractional Laplacian and numerical discretizations of this operator. The function $\varphi:\mathbb{R} \to \mathbb{R}$ is only assumed to be continuous and nondecreasing. The class of equations include nonlocal (generalized) porous medium equations, fast diffusion equations, and Stefan problems. In addition to very general uniqueness and existence results, we obtain $L^1$-contraction and a priori estimates. We also study local limits, continuous dependence, and properties and convergence of a numerical approximation of our equations., Comment: To appear in "Advances in Mathematics"

We study harmonic functions associated to systems of stochastic differential equations of the form $dX_t^i=A_{i1}(X_{t-})dZ_t^1+\cdots+A_{id}(X_{t-})dZ_t^d$, $i\in\{1,\dots,d\}$, where $Z_t^j$ are independent one-dimensional symmetric stable processes with indices $\alpha_j\in(0,2)$, $j\in\{1,\dots,d\}$. In this article we prove H\"older regularity of bounded harmonic functions with respect to solutions to such systems., Comment: 18 pages

This paper is concerned with a distributed optimal control problem for a nonlocal phase field model of Cahn-Hilliard type, which is a nonlocal version of a model for two-species phase segregation on an atomic lattice under the presence of diffusion. The local model has been investigated in a series of papers by P. Podio-Guidugli and the present authors; the nonlocal model studied here consists of a highly nonlinear parabolic equation coupled to an ordinary differential inclusion of subdifferential type. The inclusion originates from a free energy containing the indicator function of the interval in which the order parameter of the phase segregation attains its values. It also contains a nonlocal term modeling long-range interactions. Due to the strong nonlinear couplings between the state variables (which even involve products with time derivatives), the analysis of the state system is difficult. In addition, the presence of the differential inclusion is the reason that standard arguments of optimal control theory cannot be applied to guarantee the existence of Lagrange multipliers. In this paper, we employ recent results proved for smooth logarithmic potentials and perform a so-called `deep quench' approximation to establish existence and first-order necessary optimality conditions for the nonsmooth case of the double obstacle potential., Comment: Key words: distributed optimal control, phase field systems, double obstacle potentials, nonlocal operators, first-order necessary optimality conditions. The interested reader can also see the related preprints arXiv:1511.04361 and arXiv:1605.07801 whose results are recalled and used for the analysis carried out in this paper

We investigate a distributed optimal control problem for a nonlocal phase field model of viscous Cahn-Hilliard type. The model constitutes a nonlocal version of a model for two-species phase segregation on an atomic lattice under the presence of diffusion that has been studied in a series of papers by P. Podio-Guidugli and the present authors. The model consists of a highly nonlinear parabolic equation coupled to an ordinary differential equation. The latter equation contains both nonlocal and singular terms that render the analysis difficult. Standard arguments of optimal control theory do not apply directly, although the control constraints and the cost functional are of standard type. We show that the problem admits a solution, and we derive the first-order necessary conditions of optimality., Comment: 38 Pages. Key words: distributed optimal control, nonlinear phase field systems, nonlocal operators, first-order necessary optimality conditions

We consider the Caputo fractional derivative and say that a function is Caputo-stationary if its Caputo derivative is zero. We then prove that any $C^k\big([0,1]\big)$ function can be approximated in $[0,1]$ by a a function that is Caputo-stationary in $[0,1]$, with initial point $a, 19 pages, 4 figures

We investigate existence and uniqueness of solutions to a class of fractional parabolic equations satisfying prescribed point-wise conditions at infinity (in space), which can be time-dependent. Moreover, we study the asymptotic behavior of such solutions. We also consider solutions of elliptic equations satisfying appropriate conditions at infinity.

We prove an asymptotic estimate for the growth of variational eigenvalues of fractional p-Laplacian eigenvalue problems on a smooth bounded domain., Comment: 10 pages