Fractional Laplacian and Interacting Particle Systems: Difference between pages

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The fractional Laplacian $(-\Delta)^s$ is a classical operator which gives the standard Laplacian when $s=1$. One can think of $-(-\Delta)^s$ as the most basic  [[elliptic linear integro-differential operator]] of order $2s$ and can be defined in several equivalent ways (listed below). A range of powers of particular interest is $s \in (0,1)$, in which case for $u \in \mathcal{S}(\mathbb{R}^n)$ we can write the operator as
The (second order) integro-differential equation
\[ \begin{array}{rl}
\partial_t \rho &= \text{div} \left( D(\rho) \nabla \rho+\sigma(\rho) \nabla V[\rho]\right )\\
V[\rho] & = J * \rho
\end{array}\]
describes at the macroscopic scale the phase segregation in  a gas whose particles are interacting at long ranges, as shown by Giacomin and Lebowitz <ref name="GL97"/>. This equation not only arises as the limit of the microscopic system but the approximation is good enough to capture both qualitative and quantitative phenomena of the microscopic system <ref name="GL97"/>. More concretely, the above equation arises as the hydrodynamic limit of an interacting particle system evolving by the so called Kawasaki dynamics. Giacomin and Lebowitz also note that unlike the standard Cahn-Hilliard equation, the above integro-differential equation has been shown rigorously to arise as the macroscopic limit of a microscopic model of interacting particles <ref name="GL97"/>.


\[-(-\Delta)^su(x) = c_{n,s} \int_{\mathbb{R}^d}\frac{\delta u (x,y) }{|y|^{d+2s}}dy\]


where $c_{n,s}$ is a universal constant and $\delta u(x,y):= u(x+y)+u(x-y)-2u(x)$. This particular expression shows that in this range of $s$ the operator enjoys the following monotonicity property: if $u$ has a global maximum at $x$, then $(-\Delta)^s u(x) \geq 0$, with equality only if $u$ is constant. From this monotonicity, a [[comparison principle]] can be derived for equations involving the fractional Laplacian.
== The interacting particle system ==


== Definitions ==
At the microscopic level, the system is described by a function


All the definitions below are equivalent.
\[ \eta  : \Lambda_\gamma \to \{ 0,1\} \]


=== As a pseudo-differential operator ===
where  $\gamma>0$ taken very small represents the spatial scale and  $\Lambda_\gamma $ denotes the finite $d$-dimensional lattice
The fractional Laplacian is the pseudo-differential operator with symbol $|\xi|^{2s}$. In other words, the following formula holds
\[ \widehat{(-\Delta)^s f}(\xi) = |\xi|^{2s} \hat f(\xi).\]
for any function (or tempered distribution) for which the right hand side makes sense.


This formula is the simplest to understand and it is useful for problems in the whole space. On the other hand, it is hard to obtain local estimates from it.
\[ \Lambda_\gamma = \{ 1,2,...,[\gamma^{-1}]\}^d\]


=== From functional calculus ===
in other words, a cube inside $\mathbb{Z}^d$ with sides given by $[\gamma^{-1}]$, as $\gamma \to 0$, this exhausts all of $\mathbb{Z}^d$. The set of all posible configurations $\eta$ will be denoted by $\Omega_\gamma$, this is the state space where the (microscopic scale) dynamics takes place. As $\gamma \to 0$ we expect to recover the above as a limiting dynamical system the integro-differential equation listed above, of course first we have to describe the microscopic dynamics.
Since the operator $-\Delta$ is a self-adjoint positive definite operator in a dense subset $D$ of $L^2(\R^n)$, one can define $F(-\Delta)$ for any continuous function $F:\R^+ \to \R$. In particular, this serves as a more or less abstract definition of $(-\Delta)^s$.


This definition is not as useful for practical applications, since it does not provide any explicit formula.
Given any initial condition $\eta_0 : \Lambda_\gamma \to \{0,1\}$, we consider a stochastic Poisson jump process with values in $\Lambda_\gamma$ generated by the operator


=== As a singular integral ===
\[ L_\gamma f(\eta) = \sum \limits_{x,y\in \Lambda_\gamma} c_\gamma(x,y;\eta) \left (f(\eta^{x,y})-f(\eta) \right )\]
If $f$ is regular enough and $s \in (0,1)$, $(-\Delta)^s f(x)$ can be computed by the formula
\[ (-\Delta)^s f(x) = c_{n,s} \int_{\R^n} \frac{f(x) - f(y)} {|x-y|^{n+2s}} \mathrm d y .\]


Where $c_{n,s}$ is a constant depending on dimension and $s$.
where $\eta^{x,y}$ denotes the state $\eta$ where the values at $x$ and $y$ have been interchanged and the kernel $c_\gamma(x,y;\eta)$ is defined as


This formula is the most useful to study local properties of equations involving the fractional Laplacian and regularity for critical semilinear problems.
\[c_\gamma(x,y;\eta) = \left \{ \begin{array}{rl}
\Phi \left ( \beta\left [ H(\eta^{x,y}-H(\eta) \right ] \right) & \text{ if }\; |x-y|=1\\
0 & \text{ otherwise }
  \end{array}\right.\]


=== As a generator of a [[Levy process]] ===
The operator can be defined as the generator of $\alpha$-stable Lévy processes. More precisely, if $X_t$ is the isotropic $\alpha$-stable Lévy process starting at zero and $f$ is a smooth function, then
\[ (-\Delta)^{\alpha/2} f(x) = \lim_{h \to 0^+} \frac 1 {h} \mathbb E [f(x) - f(x+X_h)]. \]


This definition is important for applications to probability.
== References ==
 
{{reflist|refs=
== Inverse operator ==
The inverse of the $s$ power of the Laplacian is the $-s$ power of the Laplacian $(-\Delta)^{-s}$. For $0<s<n/2$, there is an integral formula which says that $(-\Delta)^{-s}u$ is the convolution of the function $u$ with the ''Riesz potential'':
\[ (-\Delta)^{-s} u(x) = C_{n,s} \int_{\R^n} u(x-y) \frac{1}{|y|^{n-2s}} \mathrm d y,\]
which holds as long as $u$ is regular enough for the right hand side to make sense.
 
== 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, 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
\[ p(t,x) = t^{-\frac n {2s}} p \left( 1 , t^{-\frac 1 {2s}} x \right). \]
 
== Poisson kernel ==
Given a function $g : \R^n \setminus B_1 \to \R$, there exists a unique function $u$ which solves the Dirichlet problem
\begin{align*}
u(x) &= g(x) \qquad \text{if } x \notin B_1 \\
(-\Delta)^s u(x) &= 0 \qquad \text{if } x \in B_1.
\end{align*}
 
The solution can be computed explicitly using the Poisson kernel
\[ u(x) = \int_{\R^n \setminus B_1} g(y) P(y,x) \mathrm d y,\]
where<ref name="R"/>
\[ P(y,x) = C_{n,s} \left( \frac{1-|x|^2}{|y|^2-1}\right)^s \frac 1 {|x-y|^n}.\]
 
The justification of this Poisson kernel can be found in the classical book of Landkof (1.6.11')<ref name="L"/>.
 
== Green's function for the ball ==
For a function $g \in L^2(B_1)$, there exists a unique function $u \in H^s(\R^n)$ such that
\begin{align*}
u(x) &= 0 && \text{if } x \notin B_1 \\
(-\Delta)^s u &= g(x) && \text{if } x \in B_1.
\end{align*}
 
The solution is given explicitly using the Green's function,
\[ u(x) = \int_{B_1} G_{B_1}(x, y) g(y) \mathrm d y, \]
where<ref name="R"/>
\[ G_{B_1}(x, y) = C_{n,s} |x - y|^{2 s - n} \int_0^{r_0(x, y)} \frac{r^{s-1}}{(r+1)^{n/2}} \, \mathrm d r \]
with
\[ r_0(x, y) = \frac{(1 - |x|^2) (1 - |y|^2)}{|x - y|^2} . \]
The above formula holds for all $s \in (0, 1)$ also for $n = 1$.<ref name="BGR"/>
 
== Regularity issues ==
Any function $u$ which satisfies $(-\Delta)^s u=0$ in any open set $\Omega$, then $u \in C^\infty$ inside $\Omega$. This follows from the smoothness of the Poisson kernel for balls.
 
=== Full space regularization of the Riesz potential ===
If $(-\Delta)^s u = f$ in $\R^n$, then of course $u = (-\Delta)^{-s}f$. It is simple to see that the operator $(-\Delta)^{-s}$ regularizes the functions ''up to $2s$ derivatives''. In Fourier side, $\hat u(\xi) = |\xi|^{-2s} \hat f(\xi)$, thus $\hat u$ has a stronger decay than $\hat f$. More precisely, if $f \in C^\alpha$, then $u \in C^{2s+\alpha}$ as long as $2s+\alpha$ is not an integer (A proof of this using only the integral representation of $(-\Delta)^{-s}$ was given in the preliminaries section of <ref name="S"/>, but the result is presumably very classical). More generally, if $f$ belongs to the Besov space $B_{p,q}^r$, then $u \in B_{p,q}^{r+2s}$, $s>0$. However, if $f$ belongs to $L^p$ then it does not follow that $u\in W^{2s,p}$; this is true only for $p\geq2$. For $1<p<2$ one only have $u\in B^{2s}_{p,2}\supset W^{2s,p}$ ---see Chapter V in Stein<ref name="Stein"/>.
 
=== Boundary regularity ===
From the Poisson formula, one can observe that if the boundary data $g$ of the Dirichlet problem in $B_1$ is bounded and smooth, then $u \in C^s(\overline B_1)$ and in general no better. The singularity of $u$ occurs only on $\partial B_1$, the solution $u$ would be $C^\infty$ in the interior of the unit ball (which is also a consequence of the explicit Poisson kernel).


Related to this, consider the solution $u$ to the Dirichlet problem $(-\Delta)^s u =g$ in $\Omega$, $u=0$ in $\mathbb R^n \setminus \Omega$, with $g$ bounded. In $C^{1,1}$ domains we have $u\in C^s(\overline \Omega)$ and $u/\delta^s\in C^\alpha(\overline\Omega)$, where $\delta(x)= {\rm dist}(x,\partial\Omega)$ <ref name="RS"/>. If $g$ is not bounded but only in $L^p(\Omega)$ then $u\in L^q$ with $q=\frac{np}{n-2ps}$ in case $p<n/(2s)$, while $u\in C^\beta(\overline\Omega)$ with $\beta=\min\{s,2s-\frac{n}{p}\}$ in case $p>n/(2s)$ --see Proposition 1.4 in <ref name="RS2"/>.
<ref name="GL97"> {{Citation | last1=Lebowitz | first1=Joel | last2=Giacomin | first2=Giambattista | title=Phase segregation dynamics in particle systems with long range interactions. I. Macroscopic limits | doi=10.1007/BF02181479 | year=1997 | journal=Journal of Statistical Physics | issn=0022-4715 | volume=87 | issue=1 | pages=37–61}} </ref>


== References ==
{{reflist|refs=
<ref name="BGR">{{Citation | last1=Blumenthal | first1=R. M. | last2=Getoor | first2=R. K. | last3=Ray | first3=D. B. | title=On the distribution of first hits for the symmetric stable processes | url=http://www.jstor.org/stable/1993561 | year=1961 | journal=Trans. Amer. Math. Soc. | issn=0002-9947 | volume=99 | pages=540–554}}</ref>
<ref name="L">{{Citation | last1=Landkof | first1=N. S. | title=Foundations of modern potential theory | publisher=[[Springer-Verlag]] | location=Berlin, New York | year=1972}}</ref>
<ref name="R">{{Citation | last1=Riesz | first1=M. | title=Intégrales de Riemann-Liouville et potentiels | url=http://acta.fyx.hu/acta/showCustomerArticle.action?id=5634&dataObjectType=article | year=1938 | journal=Acta Sci. Math. Szeged | issn=0001-6969 | volume=9 | issue=1 | pages=1–42}}</ref>
<ref name="S">{{Citation | last1=Silvestre | first1=Luis | title=Regularity of the obstacle problem for a fractional power of the Laplace operator | url=http://dx.doi.org/10.1002/cpa.20153 | doi=10.1002/cpa.20153 | year=2007 | journal=[[Communications on Pure and Applied Mathematics]] | issn=0010-3640 | volume=60 | issue=1 | pages=67–112}}</ref>
<ref name="RS">{{Citation  | last1=Ros-Oton | first1=X. | last2=Serra | first2=J. | title=The Dirichlet problem for the fractional Laplacian: regularity up to the boundary | url=http://arxiv.org/abs/1207.5985 | year=2012 | journal=[[J. Math. Pures Appl.]] | pages=to appear }}</ref>
<ref name="Stein">{{Citation | last1=Stein | first1=E. | title=Singular Integrals And Differentiability Properties Of Functions | publisher=[[Princeton Mathematical Series]] | year=1970}}</ref>
}}
}}

Revision as of 00:35, 1 February 2012

The (second order) integro-differential equation \[ \begin{array}{rl} \partial_t \rho &= \text{div} \left( D(\rho) \nabla \rho+\sigma(\rho) \nabla V[\rho]\right )\\ V[\rho] & = J * \rho \end{array}\] describes at the macroscopic scale the phase segregation in a gas whose particles are interacting at long ranges, as shown by Giacomin and Lebowitz [1]. This equation not only arises as the limit of the microscopic system but the approximation is good enough to capture both qualitative and quantitative phenomena of the microscopic system [1]. More concretely, the above equation arises as the hydrodynamic limit of an interacting particle system evolving by the so called Kawasaki dynamics. Giacomin and Lebowitz also note that unlike the standard Cahn-Hilliard equation, the above integro-differential equation has been shown rigorously to arise as the macroscopic limit of a microscopic model of interacting particles [1].


The interacting particle system

At the microscopic level, the system is described by a function

\[ \eta : \Lambda_\gamma \to \{ 0,1\} \]

where $\gamma>0$ taken very small represents the spatial scale and $\Lambda_\gamma $ denotes the finite $d$-dimensional lattice

\[ \Lambda_\gamma = \{ 1,2,...,[\gamma^{-1}]\}^d\]

in other words, a cube inside $\mathbb{Z}^d$ with sides given by $[\gamma^{-1}]$, as $\gamma \to 0$, this exhausts all of $\mathbb{Z}^d$. The set of all posible configurations $\eta$ will be denoted by $\Omega_\gamma$, this is the state space where the (microscopic scale) dynamics takes place. As $\gamma \to 0$ we expect to recover the above as a limiting dynamical system the integro-differential equation listed above, of course first we have to describe the microscopic dynamics.

Given any initial condition $\eta_0 : \Lambda_\gamma \to \{0,1\}$, we consider a stochastic Poisson jump process with values in $\Lambda_\gamma$ generated by the operator

\[ L_\gamma f(\eta) = \sum \limits_{x,y\in \Lambda_\gamma} c_\gamma(x,y;\eta) \left (f(\eta^{x,y})-f(\eta) \right )\]

where $\eta^{x,y}$ denotes the state $\eta$ where the values at $x$ and $y$ have been interchanged and the kernel $c_\gamma(x,y;\eta)$ is defined as

\[c_\gamma(x,y;\eta) = \left \{ \begin{array}{rl} \Phi \left ( \beta\left [ H(\eta^{x,y}-H(\eta) \right ] \right) & \text{ if }\; |x-y|=1\\ 0 & \text{ otherwise } \end{array}\right.\]


References

  1. 1.0 1.1 1.2 Lebowitz, Joel; Giacomin, Giambattista (1997), "Phase segregation dynamics in particle systems with long range interactions. I. Macroscopic limits", Journal of Statistical Physics 87 (1): 37–61, doi:10.1007/BF02181479, ISSN 0022-4715