Left-inverses of fractional Laplacian and sparse stochastic processes

DOI10.1007/S10444-011-9183-6zbMATH Open1251.26006arXiv1009.2651OpenAlexW2148407475MaRDI QIDQ453546FDOQ453546

Authors: Qiyu Sun, M. Unser 

Publication date: 27 September 2012

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

Abstract: The fractional Laplacian $(-riangle{)}^{gamma/2}$ commutes with the primary coordination transformations in the Euclidean space $R{R}^d$: dilation, translation and rotation, and has tight link to splines, fractals and stable Levy processes. For $0<gamma<d$, its inverse is the classical Riesz potential $I_{g}amma$ which is dilation-invariant and translation-invariant. In this work, we investigate the functional properties (continuity, decay and invertibility) of an extended class of differential operators that share those invariance properties. In particular, we extend the definition of the classical Riesz potential $I_{g}amma$ to any non-integer number $gamma$ larger than $d$ and show that it is the unique left-inverse of the fractional Laplacian $(-riangle{)}^{gamma/2}$ which is dilation-invariant and translation-invariant. We observe that, for any $1lepleinfty$ and $gammaged(1-1/p)$, there exists a Schwartz function $f$ such that $I_{g}ammaf$ is not $p$-integrable. We then introduce the new unique left-inverse $I_{gamma,p}$ of the fractional Laplacian $(-riangle{)}^{gamma/2}$ with the property that $I_{gamma,p}$ is dilation-invariant (but not translation-invariant) and that $I_{gamma,p}f$ is $p$-integrable for any Schwartz function $f$. We finally apply that linear operator $I_{gamma,p}$ with $p=1$ to solve the stochastic partial differential equation $(-riangle{)}^{gamma/2}Phi=w$ with white Poisson noise as its driving term $w$.

Full work available at URL: https://arxiv.org/abs/1009.2651

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zbMATH Keywords

fractional LaplacianRiesz potentialfractional stochastic processimpulsive Poisson noisestochastic partial differential operator

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) PDEs with randomness, stochastic partial differential equations (35R60) Functional-differential equations with fractional derivatives (34K37)

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Cited In (9)

• Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises
• Models of space-fractional diffusion: a critical review
• Waveform relaxation method for fractional differential-algebraic equations
• A stochastic fractional Laplace equation driven by colored noise on bounded domain, and its covariance functional
• Sharp critical exponents for nonlinear equations with the fractional Laplacian
• Waveform relaxation methods for fractional functional differential equations
• On the continuity of characteristic functionals and sparse stochastic modeling
• Wavelet statistics of sparse and self-similar images
• A numerical scheme for doubly nonlocal conservation laws

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