Skip to main content
Log in

Towards a Unified theory of Fractional and Nonlocal Vector Calculus

  • Survey Paper
  • Published:
Fractional Calculus and Applied Analysis Aims and scope Submit manuscript

Abstract

Nonlocal and fractional-order models capture effects that classical partial differential equations cannot describe; for this reason, they are suitable for a broad class of engineering and scientific applications that feature multiscale or anomalous behavior. This has driven a desire for a vector calculus that includes nonlocal and fractional gradient, divergence and Laplacian type operators, as well as tools such as Green’s identities, to model subsurface transport, turbulence, and conservation laws. In the literature, several independent definitions and theories of nonlocal and fractional vector calculus have been put forward. Some have been studied rigorously and in depth, while others have been introduced ad-hoc for specific applications. The goal of this work is to provide foundations for a unified vector calculus by (1) consolidating fractional vector calculus as a special case of nonlocal vector calculus, (2) relating unweighted and weighted Laplacian operators by introducing an equivalence kernel, and (3) proving a form of Green’s identity to unify the corresponding variational frameworks for the resulting nonlocal volume-constrained problems. The proposed framework goes beyond the analysis of nonlocal equations by supporting new model discovery, establishing theory and interpretation for a broad class of operators, and providing useful analogues of standard tools from the classical vector calculus.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. A. A. Buades, B. Coll, J. M. Morel, Image denoising methods. A new nonlocal principle. SIAM Review 52 (2010), 113–147.

    MathSciNet  MATH  Google Scholar 

  2. F. B. Adda, Geometric interpretation of the fractional derivative. J. of Fract. Calc. 11 (1997), 21–52.

    MathSciNet  MATH  Google Scholar 

  3. M. Ainsworth, C. Glusa, Aspects of an adaptive finite element method for the fractional Laplacian: A priori and a posteriori error estimates, efficient implementation and multigrid solver. Computer Methods in Appl. Mech. and Engin. 327 (2017), 4–35.

    MathSciNet  MATH  Google Scholar 

  4. M. Ainsworth, C. Glusa, Towards an efficient finite element method for the integral fractional Laplacian on polygonal domains. In: Contemporary Computational Mathematics - A Celebration of the 80th Birthday of Ian Sloan, 17–57, Springer (2018).

    MATH  Google Scholar 

  5. B. Alali, M. Gunzburger, Peridynamics and material interfaces. J. of Elasticity 120, No 2 (2015), 225–248.

    MathSciNet  MATH  Google Scholar 

  6. B. Alali, R. Lipton, Multiscale dynamics of heterogeneous media in the peridynamic formulation. J. of Elasticity 106, No 1 (2012), 71–103.

    MathSciNet  MATH  Google Scholar 

  7. B. Alali, K. Liu, M. Gunzburger, A generalized nonlocal calculus with application to the peridynamics model for solid mechanics. arXiv: 1402.0271 (2014).

    Google Scholar 

  8. B. Alali, K. Liu, M. Gunzburger, A generalized nonlocal vector calculus. Zeitschrift für angewandte Math. und Phys. 66 (2015), 2807–2828.

    MathSciNet  MATH  Google Scholar 

  9. H. Antil, M. Warma, Optimal control of fractional semilinear PDEs. ESAIM Control Optimisation and Calc. of Variations, To appear.

  10. E. Askari, Peridynamics for multiscale materials modeling. J. of Physics: Conf. Ser., IOP Publ. 125, No 1 (2008), 649–654.

    Google Scholar 

  11. E. Aulisa, G. Capodaglio, A. Chierici, M. D’Elia, Efficient quadrature rules for finite element discretizations of nonlocal equations. Numerical Methods for Partial Diff. Equa., To appear.

  12. P. W. Bates, A. Chmaj, An integrodifferential model for phase transitions: stationary solutions in higher space dimensions. J. Statist. Phys. 95 (1999), 1119–1139.

    MathSciNet  MATH  Google Scholar 

  13. D. A. Benson, S. W. Wheatcraft, M. M. Meerschaert, Application of a fractional advection-dispersion equation. Water Resources Research 36, No 6 (2000), 1403–1412.

    Google Scholar 

  14. N. Burch, M. D’Elia, R. Lehoucq, The exit-time problem for a Markov jump process. The European Phys. J. Special Topics 223 (2014), 3257–3271.

    Google Scholar 

  15. O. Burkovska, C. Glusa, M. D’Elia, An optimization-based approach to parameter learning for fractional type nonlocal models. Computer and Math. with Appl. (2021).

    Google Scholar 

  16. M. Cai, C. Li, On Riesz derivative. Fract. Calc. Appl. Anal. 22, No 2 (2019), 287–301; 10.1515/fca-2019-0019; https://www.degruyter.com/journal/key/fca/22/2/html.

    MathSciNet  MATH  Google Scholar 

  17. G. Capodaglio, M. D’Elia, P. Bochev, M. Gunzburger, An energy-based coupling approach to nonlocal interface problems. Computers & Fluids 207 (2020), # 104593.

  18. G. Capodaglio, M. D’Elia, M. Gunzburger, P. Bochev, M. Klar, C. Vollmann, A general framework for substructuring-based domain decomposition methods for models having nonlocal interactions. Numerical Methods for Partial Diff. Equa. (2020).

    Google Scholar 

  19. C. K. Chen, P. C. Fife, Nonlocal models of phase transitions in solids. Advances in Math. Sci. and Appl. 10, No 2 (2000), 821–849.

    MathSciNet  MATH  Google Scholar 

  20. C. Cortazar, M. Elgueta, J. Rossi, N. Wolanski, How to approximate the heat equation with Neumann boundary conditions by nonlocal diffusion problems. Archive for Rat. Mech. and Anal. 187 (2008), 137–156.

    MathSciNet  MATH  Google Scholar 

  21. K. Dayal, K. Bhattacharya, Kinetics of phase transformations in the peridynamic formulation of continuum mechanics. J. of the Mech. and Phys. of Solids 54, No 9 (2006), 1811–1842.

    MathSciNet  MATH  Google Scholar 

  22. O. Defterli, M. D’Elia, Q. Du, M. Gunzburger, R. Lehoucq, M. M. Meerschaert, Fractional diffusion on bounded domains. Fract. Calc. Appl. Anal. 18, No 2 (2015), 342–360; 10.1515/fca-2015-0023; https://www.degruyter.com/journal/key/fca/18/2/html.

    MathSciNet  MATH  Google Scholar 

  23. M. D’Elia, P. Bochev, M. Perego, D. Littlewood, An optimization-based coupling of local and nonlocal models with applications to peridynamics. In: Handbook of Nonlocal Continuum Mechanics for Materials and Structures, Springer Verlag, Berlin (2017).

    Google Scholar 

  24. M. D’Elia, Q. Du, C. Glusa, M. Gunzburger, X. Tian, Z. Zhou, Numerical methods for nonlocal and fractional models. Acta Numerica 29 (2020), 1–124; 10.1017/S096249292000001X.

    MathSciNet  Google Scholar 

  25. M. D’Elia, Q. Du, M. Gunzburger, R. Lehoucq, Nonlocal convection-diffusion problems on bounded domains and finite-range jump processes. Comput. Methods in Appl. Math. 29 (2017), 71–103.

    MathSciNet  MATH  Google Scholar 

  26. M. D’Elia, M. Gulian, Analysis of anisotropic nonlocal diffusion models: Well-posedness of fractional problems for anomalous transport. arXiv: 2101.04289 (2021).

    Google Scholar 

  27. M. D’Elia, M. Gunzburger, The fractional Laplacian operator on bounded domains as a special case of the nonlocal diffusion operator. Computers and Math. with Appl. 66 (2013), 1245–1260.

    MathSciNet  MATH  Google Scholar 

  28. M. D’Elia, M. Gunzburger, Optimal distributed control of nonlocal steady diffusion problems. SIAM J. on Control and Optimization 55 (2014), 667–696.

    MathSciNet  MATH  Google Scholar 

  29. M. D’Elia, M. Gunzburger, Identification of the diffusion parameter in nonlocal steady diffusion problems. Appl. Math. and Optim. 73 (2016), 227–249.

    MathSciNet  MATH  Google Scholar 

  30. M. D’Elia, M. Gunzburger, C. Vollman, A cookbook for finite element methods for nonlocal problems, including quadrature rule choices and the use of approximate neighborhoods. Math. Models and Methods in Appl. Sci. (2020).

    Google Scholar 

  31. M. D’Elia, X. Tian, Y. Yu, A physically-consistent, flexible and efficient strategy to convert local boundary conditions into nonlocal volume constraints. SIAM J. of Scientific Computing 42, No 2 (2020), A1935-A1949.

    Google Scholar 

  32. M. D’Elia, Y. Yu, On the prescription of boundary conditions for nonlocal poisson’s and peridynamics models. arXiv: 2107.04450 (2021).

    Google Scholar 

  33. W. Deng, B. Li, W. Tian, P. Zhang, Boundary problems for the fractional and tempered fractional operators. Multiscale Modeling & Simulation 16, No 1 (2018), 125–149.

    MathSciNet  MATH  Google Scholar 

  34. S. Dipierro, X. Ros-Oton, E. Valdinoci, Nonlocal problems with N eumann boundary conditions. Rev. Mat. Iberoam. 33 (2017), 377–416.

    MathSciNet  MATH  Google Scholar 

  35. Q. Du, B. Engquist, X. Tian, Multiscale modeling, homogenization and nonlocal effects: Mathematical and computational issues. arXiv: 1909.00708.

  36. Q. Du, M. Gunzburger, R. Lehoucq, K. Zhou, Analysis and approximation of nonlocal diffusion problems with volume constraints. SIAM Review 54, No 4 (2012), 667–696.

    MathSciNet  MATH  Google Scholar 

  37. Q. Du, M. Gunzburger, R. Lehoucq, K. Zhou, Analysis of the volume-constrained peridynamic Navier equation of linear elasticity. J. of Elasticity 113, No 2 (2013), 193–217.

    MathSciNet  MATH  Google Scholar 

  38. Q. Du, M. Gunzburger, R. Lehoucq, K. Zhou, A nonlocal vector calculus, nonlocal volume constrained problems, and nonlocal balance laws. Mathematical Models in Appl. Sci. 23, No 3 (2013), 493–540.

    MathSciNet  MATH  Google Scholar 

  39. Q. Du, X. Tian, Stability of nonlocal Dirichlet integrals and implications for peridynamic correspondence material modeling. SIAM J. of Appl. Math. 78, No 3 (2018), 1536–1552.

    MathSciNet  MATH  Google Scholar 

  40. Q. Du, X. Tian, Mathematics of smoothed particle hydrodynamics: A study via nonlocal stokes equations. Foundations of Computational Mathematics 20 (2020), 801–826.

    MathSciNet  MATH  Google Scholar 

  41. M. D’Elia, C. Flores, X. Li, P. Radu, Y. Yu, Helmholtz-Hodge decompositions in the nonlocal framework. J. of Peridynamics and Nonlocal Modeling 2, No 4 (2020), 401–418.

    MathSciNet  Google Scholar 

  42. N. Engheta, Fractional curl operator in electromagnetics. Microwave and Optical Technology Letters 17, No 2 (1998), 86–91.

    Google Scholar 

  43. M. Felsinger, M. Kassmann, P. Voigt, The Dirichlet problem for nonlocal operators. Mathematische Zeitschrift 279 (2015), 779–809.

    MathSciNet  MATH  Google Scholar 

  44. G. Gilboa, S. Osher, Nonlocal linear image regularization and supervised segmentation. Multiscale Model. Simul. 6 (2007), 595–630.

    MathSciNet  MATH  Google Scholar 

  45. G. Gilboa, S. Osher, Nonlocal operators with applications to image processing. Multiscale Model. Simul. 7 (2008), 1005–1028.

    MathSciNet  MATH  Google Scholar 

  46. R. Gorenflo, F. Mainardi, Fractional calculus: integral and differential equations of fractional order. In: Fractals and Fractional Calculus in Continuum Mechanics, 223–276.

  47. M. Gulian, M. Raissi, P. Perdikaris, G. E. Karniadakis, Machine learning of space-fractional differential equations. SIAM J. on Scientific Computing 41, No 4 (2019), A2485-A2509.

    Google Scholar 

  48. M. Gunzburger, R. Lehoucq, A nonlocal vector calculus with application to nonlocal boundary value problems. Multiscale Modeling & Simulation 8 (2010), 1581–1598.

    MathSciNet  MATH  Google Scholar 

  49. J. Horváth, On some composition formulas. Proc. Amer. Math. Soc. 10, No 3 (1959), 433–437.

    MathSciNet  MATH  Google Scholar 

  50. A. Katiyar, S. Agrawal, H. Ouchi, P. Seleson, J. T. Foster, M. M. Sharma, A general peridynamics model for multiphase transport of non-N ewtonian compressible fluids in porous media. J. of Comput. Phys., In press.

  51. A. Katiyar, J. T. Foster, H. Ouchi, M. M. Sharma, A peridynamic formulation of pressure driven convective fluid transport in porous media. J. of Comput. Phys. 261 (2014), 209–229.

    MathSciNet  MATH  Google Scholar 

  52. H. Lee, Q. Du, Nonlocal gradient operators with a nonspherical interaction neighborhood and their applications. ESAIM: M2AN 54, No 1 (2020), 105–128.

    MathSciNet  MATH  Google Scholar 

  53. P. C. D. Leoni, T. A. Zaki, G. Karniadakis, C. Meneveau, Two-point stress-strain rate correlation structure and non-local eddy viscosity in turbulent flows. J. of Fluid Mech. 914, No A6 (2021).

  54. A. Lischke, G. Pang, M. Gulian, F. Song, C. Glusa, X. Zheng, Z. Mao, W. Cai, M. M. Meerschaert, M. Ainsworth, G. E. Karniadakis, What is the fractional Laplacian? A comparative review with new results. J. of Comput. Phys. 404, # 109009.

  55. Y. Lou, X. Zhang, S. Osher, A. Bertozzi, Image recovery via nonlocal operators. J. of Scientific Comput. 42 (2010), 185–197.

    MathSciNet  MATH  Google Scholar 

  56. K. Mazowiecka, A. Schikorra, Fractional div-curl quantities and applications to nonlocal geometric equations. J. of Functional Analysis 275, No 1 (2018), 1–44.

    MathSciNet  MATH  Google Scholar 

  57. M. M. Meerschaert, J. Mortensen, S. W. Wheatcraft, Fractional vector calculus for fractional advection-dispersion. Phys. A: Stat. Mech. and its Appl. 367 (2006), 181–190.

    Google Scholar 

  58. M. M. Meerschaert, A. Sikorskii, Stochastic Models for Fractional Calculus. Studies in Mathematics, De Gruyter (2012).

    MATH  Google Scholar 

  59. T. Mengesha, Q. Du, Nonlocal constrained value problems for a linear peridynamic Navier equation. J. of Elasticity 116 (2014), 27–51.

    MathSciNet  MATH  Google Scholar 

  60. T. Mengesha, Q. Du, Characterization of function spaces of vector fields and an application in nonlinear peridynamics. Nonlin. Anal. 140 (2016), 82–111.

    MathSciNet  MATH  Google Scholar 

  61. R. Metzler, J. Klafter, The random walk’s guide to anomalous diffusion: a fractional dynamics approach. Physics Reports 339 (2000), 1–77.

    MathSciNet  MATH  Google Scholar 

  62. R. Metzler, J. Klafter, The restaurant at the end of the random walk: recent developments in the description of anomalous transport by fractional dynamics. J. Phys. A 37 (2004), 161–208.

    MathSciNet  MATH  Google Scholar 

  63. H. Olson, M. Gulian, M. D’Elia, The tempered fractional Laplacian as a special case of the nonlocal Laplace operator (2020). In: Computer Science Research Institute Summer Proc. 2020, A.A. Rushdi and M.L. Parks (Eds.), Technical Report SAND2020-12580R, Sandia National Laboratories, 111–126.

    Google Scholar 

  64. G. Pang, M. D’Elia, M. Parks, G. E. Karniadakis, nPINNs: nonlocal Physics-Informed Neural Networks for a parametrized nonlocal universal Laplacian operator. Algorithms and Applications. J. of Comput. Phys. 422 (2020), # 109760.

  65. G. Pang, L. Lu, G. E. Karniadakis, fPINNs: Fractional physics-informed neural networks. SIAM J. on Sci. Computing 41 (2019), A2603-A2626.

  66. G. Pang, P. Perdikaris, W. Cai, G. E. Karniadakis, Discovering variable fractional orders of advection-dispersion equations from field data using multi-fidelity Bayesian optimization. J. of Comput. Phys. 348 (2017), 694–714.

    MathSciNet  MATH  Google Scholar 

  67. M. Pasetto, Enhanced Meshfree Methods for Numerical Solution of Local and Nonlocal Theories of Solid Mechanics. Ph.D. Thesis, UC San Diego (2019).

    Google Scholar 

  68. A. C. Ponce, Elliptic PDEs, Measures and Capacities. From the Poisson equation to nonlinear Thomas-Fermi problems, Vol. 23. Tracts in Mathematics, European Math. Soc. (2016).

    MATH  Google Scholar 

  69. Z. Z. Qiang Du, Jiang Yang, Analysis of a nonlocal-in-time parabolic equation. Discrete & Continuous Dyn. Systems - B 22, No 2 (2017), 339–368.

    MathSciNet  MATH  Google Scholar 

  70. P. Radu, K. Wells, A doubly nonlocal Laplace operator and its connection to the classical Laplacian. J. Integral Equa. Appl. 31, No 3 (2019), 379–409.

    MathSciNet  MATH  Google Scholar 

  71. L. Sabatelli, S. Keating, J. Dudley, P. Richmond, Waiting time distributions in financial markets. European Phys. J. B 27 (2002), 273–275.

    MathSciNet  Google Scholar 

  72. F. Sabzikar, M. M. Meerschaert, J. Chen, Tempered fractional calculus. J. of Comput. Phys. 293 (2015), 14–28.

    MathSciNet  MATH  Google Scholar 

  73. S. Samko, A. Kilbas, O. Marichev, Fractional Integrals and Derivatives: Theory and Applications. Gordon and Breach, London (1993).

    MATH  Google Scholar 

  74. E. Scalas, R. Gorenflo, F. Mainardi, Fractional calculus and continuous time finance. Phys. A 284 (2000), 376–384.

    MathSciNet  Google Scholar 

  75. A. A. Schekochihin, S. C. Cowley, T. A. Yousef, MHD turbulence: Nonlocal, anisotropic, nonuniversal? In: IUTAM Symp. on Computational Physics and New Perspectives in Turbulence, 347–354, Springer, Dordrecht (2008).

    MATH  Google Scholar 

  76. R. Schumer, D. Benson, M. Meerschaert, S. Wheatcraft, Eulerian derivation of the fractional advection-dispersion equation. J. of Contaminant Hydrology 48 (2001), 69–88.

    Google Scholar 

  77. R. Schumer, D. A. Benson, M. M. Meerschaert, B. Baeumer, Multiscaling fractional advection-dispersion equations and their solutions. Water Resources Res. 39, No 1 (2003), 1022–1032.

    Google Scholar 

  78. P. Seleson, D. J. Littlewood, Convergence studies in meshfree peridynamic simulations. Computers & Math. with Appl. 71, No 11 (2016), 2432–2448.

    MathSciNet  MATH  Google Scholar 

  79. T.-T. Shieh, D. E. Spector, On a new class of fractional partial differential equations. Advances in Calculus of Variations 8, No 4 (2015), 321–336.

    MathSciNet  MATH  Google Scholar 

  80. T.-T. Shieh, D. E. Spector, On a new class of fractional partial differential equations II. Advances in Calculus of Variations 11 (2017), 289–307.

    MathSciNet  MATH  Google Scholar 

  81. M. Šilhavý, Fractional vector analysis based on invariance requirements (Critique of coordinate approaches). Continuum Mechanics and Thermodynamics 32, No 1 (2020), 207–228.

    MathSciNet  MATH  Google Scholar 

  82. S. A. Silling, Stability of peridynamic correspondence material models and their particle discretizations. Computer Methods in Appl. Mech. and Engin. 322 (2017), 42–57.

    MathSciNet  MATH  Google Scholar 

  83. S. A. Silling, E. Askari, A meshfree method based on the peridynamic model of solid mechanics. Computers & Structures 83, No 17-18 (2005), 1526–1535.

    Google Scholar 

  84. M. Spivak, Calculus on Manifolds: A Modern Approach to Classical Theorems of Advanced Calculus. CRC Press (2018).

    MATH  Google Scholar 

  85. V. E. Tarasov, Fractional vector calculus and fractional Maxwell’s equations. Annals of Phys. 323, No 11 (2008), 2756–2778.

    MathSciNet  MATH  Google Scholar 

  86. H. Tian, L. Ju, Q. Du, A conservative nonlocal convection-diffusion model and asymptotically compatible finite difference discretization. Computer Methods in Appl. Mech. and Engin. 320 (2017), 46–67.

    MathSciNet  MATH  Google Scholar 

  87. H. Wang, K. Wang, T. Sircar, A direct O(N log2N) finite difference method for fractional diffusion equations. J. of Comput. Phys. 229, No 21 (2010), 8095–8104.

    MathSciNet  MATH  Google Scholar 

  88. Y. Wei, Y. Kang, W. Yin, Y. Wang, Generalization of the gradient method with fractional order gradient direction. arXiv: 1901.05294v2.

  89. X. Xu, C. Glusa, M. D’Elia, J. Foster, A FETI approach to domain decomposition for meshfree discretizations of nonlocal problems. Computer Methods in Appl. Mech. and Engin. (2021).

    Google Scholar 

  90. H. You, Y. Yu, S. Silling, M. D’Elia, Data-driven learning of nonlocal models: from high-fidelity simulations to constitutive laws. In: AAAI Spring Symposium: MLPS (2021).

    Google Scholar 

  91. H. You, Y. Yu, N. Trask, M. Gulian, M. D’Elia, Data-driven learning of robust nonlocal physics from high-fidelity synthetic data. Computer Methods in Appl. Mech. and Engin. 374 (2020), # 113553.

  92. Z. Zhang, W. Deng, G. E. Karniadakis, A Riesz basis Galerkin method for the tempered fractional Laplacian. SIAM J. on Numer. Anal. 56, No 5 (2018), 3010–3039.

    MathSciNet  MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Marta D’Elia.

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

D’Elia, M., Gulian, M., Olson, H. et al. Towards a Unified theory of Fractional and Nonlocal Vector Calculus. Fract Calc Appl Anal 24, 1301–1355 (2021). https://doi.org/10.1515/fca-2021-0057

Download citation

  • Received:

  • Revised:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1515/fca-2021-0057

Key Words and Phrases

MSC 2010

Navigation