# Fractional heat equation

(Difference between revisions)
 Revision as of 21:38, 8 June 2011 (view source)Nestor (Talk | contribs)m← Older edit Revision as of 18:21, 28 April 2012 (view source)Luis (Talk | contribs) Newer edit → Line 4: Line 4: 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 18:21, 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 $p(t,x) = \frac 1 {\omega_{n+1}} \frac t {(x^2+t^2)^{\frac{n+1}2}}.$