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applied mathematics and computation 257 2015 12 33 contents lists available at sciencedirect applied mathematics and computation journal homepage www elsevier com locate amc lattice fractional calculus vasily e tarasov ...

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                                       Applied Mathematics and Computation 257 (2015) 12–33
                                          Contents lists available at ScienceDirect
                              Applied Mathematics and Computation
                                  journal homepage:www.elsevier.com/locate/amc
         Lattice fractional calculus
         Vasily E. Tarasov
         Skobeltsyn Institute of Nuclear Physics, Lomonosov Moscow State University, Moscow 119991, Russia
         article info                     abstract
         Keywords:                        Integration and differentiation of non-integer orders for N-dimensional physical lattices
         Fractional calculus              with long-range particle interactions are suggested. The proposed lattice fractional deriv-
         Lattice models                   atives and integrals are represented by kernels of lattice long-range interactions, such that
         Fractional derivative            their Fourier series transformations have a power-law form with respect to components of
         Fractional integral              wavevector.Continuouslimitsfortheselatticefractional derivatives and integrals give the
         Nonlocal continuum               continuumderivativesandintegralsofnon-integerorderswithrespecttocoordinates.Lat-
         Fractional dynamics              tice analogs of fractional differential equations that include suggested lattice differential
                                          andintegral operators can serve as an important element of microscopic approach to non-
                                          local continuum models in mechanics and physics.
                                                                              2014Elsevier Inc. All rights reserved.
         1. Introduction
           The main approaches to describe nonlocal properties of media and materials are a macroscopic approach based on the
         continuum mechanics [1–5], and a microscopic approach based on the lattice mechanics [6–9]. Continuum mechanics can
         be considered as a continuous limit of lattice dynamics, where the sizes of continuum elements are much larger than the
         distances between lattice particles.
           Theory of derivatives and integrals of non-integer orders [10–19] has a long history and it goes back to the famous sci-
         entist such as Leibniz, Riemann, Liouville, Letnikov, Weyl, Riesz and other. Fractional calculus and fractional differential
         equations have a wide application in different areas of physics [20–31]. Fractional integro-differential equations are very
         important to describe processes in nonlocal continua and media. Fractional integrals and differential operators with respect
         to coordinates allow us to describe continuouslydistributed system with power-law type of nonlocality. Therefore fractional
         calculus serve as a powerful tool in physics and mechanics of nonlocal continua. As it was shown in [41,42,25], the fractional
         differential equations for nonlocal continua can be directly connected to models of lattice with long-range interactions of
         power-lawtype. Interconnection between the equations for lattice with long-range interactions and the fractional differen-
         tial equations for continuum is proved by special transform operator that includes a continuous limit, and the Fourier series
         andintegraltransformations [41–44].In[55–59]thisapproachhasbeenappliedtolatticemodelsoffractionalnonlocalcon-
         tinua in one-dimensional case only. In this paper we propose a lattice fractional calculus that allows us to extend these lat-
         tice models to N-dimensional case.
           Dynamics of physical lattices and discretely distributed systems with long-range interactions has been the subject of
         investigations in different areas of science. Effect of synchronization for nonlinear systems with long-range interactions is
         described in [32]. Non-equilibrium phase transitions for systems with long-range interactions are considered in [33]. Sta-
         tionary states for fractional systems with long-range interactions are discussed in [46,34,35]. The evolution of soliton-like
            E-mail address: tarasov@theory.sinp.msu.ru
         http://dx.doi.org/10.1016/j.amc.2014.11.033
         0096-3003/ 2014 Elsevier Inc. All rights reserved.
                                                                                                              V.E. Tarasov/Applied Mathematics and Computation 257 (2015) 12–33                                                                                                                                                       13
                         and breather-like structures in one-dimensional lattice of coupled oscillators with the long-range power are considered in
                         [36]. Kinks in the Frenkel–Kontorova model with long-range particle interactions is studied in [37]. In statistical mechanics
                         andnonlineardynamics,solvablemodelswithlong-rangeinteractionsaredescribedindetailinthereviews[38–40].Differ-
                         ent discrete systems and lattice with long-range interactions and its continuous limits are considered in [23,25]. It is impor-
                         tant that lattice models with long-range interactions of power-law type can lead to fractional nonlocal continuum models in
                         the continuous limit [41,42,25], Nonlocal continuum mechanics can be considered as a continuous limit of mechanics of lat-
                         tice with long-range interactions, whenthesizesofcontinuumelementaremuchlargerthanthedistancesbetweenparticles
                         of lattice.
                                It should be note that a calculus of operators of integer orders for physical lattice models has been considered in the
                         papers [48–50]. This lattice calculus of integer order is de“ned on a general triangulating graph by using discrete “eld quan-
                         tities and differential operators roughly analogous to differential forms and exterior differential calculus. A scheme to derive
                         lattice differential operators of integer orders from the discrete velocities and associated Maxwell–Boltzmann distributions
                         that are used in lattice hydrodynamics has been suggested in the articles [51,52]. In this paper to formulate a lattice frac-
                         tional calculus, we use other approach that is based on models of physical lattices with long-range inter-particle interactions
                         and its continuum limit that are suggested in [41,42,25] (see also [43–47,55–59]).
                                In this paper, we propose lattice analogs of differentiation and integration of non-integer orders based on N-dimensional
                         generalization of the lattice approach suggested in [41,42,25]. A general form of lattice fractional derivatives and integrals
                         that gives continuumderivatives and integrals of non-integer orders in continuous limit is suggested. These continuum frac-
                         tional operators of differentiations and integrations can be considered as fractional derivatives and integrals of the Riesz type
                         with respect to coordinates.
                         2. Lattice fractional differential operators
                         2.1. Lattice fractional partial derivatives
                                Let us consider an unbounded physical lattice characterized by N non-coplanar vectors ai;i ¼ 1;...;N, that are the short-
                         est vectors by which a lattice can be displaced and be brought back into itself. For simpli“cation, we assume that
                         ai;i ¼ 1;...;N, are mutually perpendicular primitive lattice vectors. We choose directions of the axes of the Cartesian coor-
                         dinatesystemcoincideswiththevectora.Thena ¼a e,wherea ¼jajande;i¼1;...;N,isthebasisoftheCartesiancoor-
                                                                                                                              i                    i          i    i                      i            i                i
                         dinate system for RN. This simpli“cation means that the lattice is a primitive N-dimensional orthorhombic Bravais lattice.
                                                                                                                                                                                     P
                         The position vector of an arbitrary lattice site is written rðnÞ¼                                                                                                 N n a, where n are integer. In a lattice the sites are num-
                                                                                                                                                                                           i¼1 i i                               i
                         beredbyn,sothatthevectorn¼ðn ;...;n Þcanbeconsideredasanumbervectorofthecorrespondinglatticeparticle.We
                                                                                                                  1                N
                         assumethattheequilibrium positions of particles coincide with the lattice sites rðnÞ. Coordinates rðnÞ of lattice sites differs
                         from the coordinates of the corresponding particles, when particles are displaced relative to their equilibrium positions. To
                         de“ne the coordinates of a particle, we de“ne displacement of n-particle from its equilibrium position by the scalar “eld
                                                                                                      PN
                         uðnÞ, or the vector “eld uðnÞ¼                                                           uðnÞe, where the vectors e ¼ a=jaj form the basis of the Cartesian coordinate system.
                                                                                                            i¼1 i                i                                                    i           i       i
                         The functions uiðnÞ¼uiðn1;...;nNÞ are components of the displacement vector for lattice particle that is de“ned by
                         n¼ðn ;...;n Þ. In many cases, we can assume that uðnÞ belongs to the Hilbert space l of square-summable sequences to
                                        1                 N                                                                                                                                                                                      2
                         applytheFouriertransformations. For simpli“cation, we will consider differential and integral operators for the lattice func-
                         tions u ¼ uðnÞ¼uðn ;...;n Þ. All transformations can be easily generalized to the case of the vector functions.
                                                                           1                N
                                Let us give a de“nition of lattice partial derivative of arbitrary positive real order a in the direction e ¼ a =ja j in the
                                                                                                                                                                                                                                                                                                   i          i        i
                         lattice.
                                                                                                                                                                                                      
                         De“nition 1. A lattice fractional partial derivative is the operator D a                                                                                                                such that
                                                                                                                                                                                                   L       i
                                                  þ1
                                         D a u¼ 1 X Kðn mÞuðmÞ; ði¼1;...;NÞ;                                                                                                                                                                                                                                                    ð1Þ
                                              L                           a                    a        i           i
                                                     i                 a
                                                                          i  m¼1
                                                                                i
                         where a 2 R;a > 0, m 2 Z, and the interaction kernels KðnmÞ are de“ned by the equations
                                                                                                                                                                      a
                                                                                                !
                                                                             pa                    aþ1 1 aþ3                                    p2ðnmÞ2
                                        KþðnmÞ¼                                       1F2                       ;      ;               ;                                      ;       a>0;                                                                                                                                       ð2Þ
                                            a                            aþ1                            2           2          2                            4
                                                                                                                      !
                                                                                  aþ1                                                                                     2                     2
                                                                             p           ðnmÞ                           aþ2 3 aþ4                                   p ðnmÞ
                                        KaðnmÞ¼ aþ2                                                         1F2              2 ;2; 2 ;                                          4                  ;       a>0;                                                                                                                 ð3Þ
                         where 1F2 is the Gauss hypergeometric function [63]. The parameter a > 0 will be called the order of the lattice
                         derivative (1).
                                Let us explain the reasons for de“nition the interaction kernels KðnmÞ in the forms (2), (3), and describe some
                                                                                                                                                                                                           a
                         properties of these kernels.
           14                               V.E. Tarasov/Applied Mathematics and Computation 257 (2015) 12–33
              ThekernelsKðnÞarereal-valuedfunctionsofintegervariablen 2 Z.ThekernelKþðnÞiseven(orsymmetricwithrespect
                           a                                                                 a
           to zero) function and KðnÞ is odd (or antisymmetric with respect to zero) function such that
                                  a
                 KþðnÞ¼þKþðnÞ; KðnÞ¼KðnÞ                                                                                   ð4Þ
                   a          a        a           a
           hold for all n 2 Z.              ^þ                   þ
              The Fourier series transforms KaðkÞ of the kernels KaðnÞ in the form
                          þ1                 1
                 ^þ       X ikn þ          Xþ                  þ
                 KaðkÞ¼       e   KaðnÞ¼2      KaðnÞcosðknÞþKað0Þð5Þ
                          n¼1              n¼1
           satisfy the condition
                 ^þ         a
                 KaðkÞ¼jkj ;    ða > 0Þ:                                                                                        ð6Þ
                                            ^                   
              The Fourier series transforms KaðkÞ of the kernels KaðnÞ in the form
                          þ1                    1
                 ^       X ikn              X
                 KaðkÞ¼       e   KaðnÞ¼2i       KaðnÞ sinðknÞð7Þ
                          n¼1                 n¼1
           satisfy the condition
                 ^                a
                 KaðkÞ¼isgnðkÞjkj ;    ða > 0Þ:                                                                                 ð8Þ
           Notethatweusetheminussignintheexponentsof(5)and(7)insteadofplusinordertohavetheplussignforplanewaves
           and for the Fourier series.
              Theform(2)oftheinteractiontermKþðnmÞiscompletelydeterminedbytherequirement(6).Ifweuseaninverserela-
                                     a            a
                           ^þ
           tion to (5) with KaðkÞ¼jkj that has the form
                 KþðnÞ¼1 Z pka cosðnkÞdk;      ða 2 R;   a>0Þ;                                                                  ð9Þ
                   a      p 0
           then we get Eq. (2) for the interaction kernel KþðnmÞ. Note that
                                                         a
                           pa
                 Kþð0Þ¼        :                                                                                               ð10Þ
                   a      aþ1
           The form (3) of the interaction term KðnmÞ is completely determined by (6). If we use an inverse relation to (7) with
                             a                   a
           ^
           KaðkÞ¼isgnðkÞjkj that has the form
                           1 Z p a
                 KaðnÞ¼         k sinðnkÞdk ða2R; a>0Þ;                                                                       ð11Þ
                            p 0
           then we get Eq. (3) for the interaction kernel KðnmÞ. Note that Kð0Þ¼0.
                                                         a                    a
              Theinteractionswith(2)and(3)forintegerandnon-integerordersacanbeinterpretedasalong-rangeinteractionsofn-
           particle with all other particles.
              Properties of the interaction kernels (2) and (3), can be visualized by plots of the functions
                                   
                              y                         2 2
                 fþðx;yÞ¼ p     1F2 yþ1;1;yþ3;p x ;                                                                           ð12Þ
                           yþ1         2   2    2       4
                                      
                              yþ1                         2 2
                             p   x      yþ2 3 yþ4        p x
                 fðx;yÞ¼yþ21F2         2 ;2; 2 ; 4                                                                          ð13Þ
           for positive values of variables x and y. The function (12) is given on Figs. 1, 3 and 5, and the function (13) is presented by
           Figs. 2, 4 and 6.
                                                  ^
              Let us give exact forms of the kernels KaðkÞ for integer positive a 2 N. Eqs. (2) and (3) for the case a 2 N can be simpli“ed.
                                                                                                                ^
           Wecanuseinverserelations (9) and (11) for integer positive a 2 N. to de“ne exact form of the kernels KaðkÞ. To obtain the
                                             ^
           simpli“ed expressions for kernels KaðkÞ with positive integer a ¼ m, we use the integrals (see Section 2.5.3.5 in [62]) of the
           form
                 Z p                     nþ2 ½ðm1Þ=2    k                        ½ðmþ1Þ=2
                     xm cosðnxÞdx ¼ ð1Þ      X ð1Þ m! ðpnÞm2k1þð1Þ                  m! ðÞ2½ðm þ1Þ=2m ;     ðm2NÞ;       ð14Þ
                                       mþ1                                          mþ1
                  0                   n        k¼0 ðm2n1Þ!                       n
                 Z p                     nþ1 ½m=2   k                    ½m=2
                     xm sinðnxÞdx ¼ ð1Þ     Xð1Þ m! ðpnÞm2kþð1Þ           m! ðÞ2½m=2mþ1 ;     ðm2NÞ;                     ð15Þ
                                       mþ1                                mþ1
                  0                   n      k¼0 ðm2nÞ!                n
                                                         V.E. Tarasov/Applied Mathematics and Computation 257 (2015) 12–33                                                15
                                                                                                                                                                   
             Fig. 1. Plot of the function f ðx;yÞ (12) for the range x 2½0;6 and y ¼ a 2½0;6 that represents the kernels of the lattice fractional derivatives Dþ a   with
             a¼y.                         þ                                                                                                                      L   i
                                                                                                                                                                   
             Fig. 2. Plot of the function f ðx;yÞ (13) for the range x 2½0;6 and y ¼ a 2½0;6 that represents the kernels of the lattice fractional derivatives D a   with
             a¼y.                                                                                                                                               L   i
                                                                                                                                                                        
             Fig. 3. Plot of the function f ðx;yÞ (12) for the range x 2½0;6 and y ¼ a 2½0;8;1:2 that represents the kernels of the lattice fractional derivatives Dþ a
             with a ¼ y.                  þ                                                                                                                            L  i
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...Applied mathematics and computation contents lists available at sciencedirect journal homepage www elsevier com locate amc lattice fractional calculus vasily e tarasov skobeltsyn institute of nuclear physics lomonosov moscow state university russia article info abstract keywords integration differentiation non integer orders for n dimensional physical lattices with long range particle interactions are suggested the proposed deriv models atives integrals represented by kernels such that derivative their fourier series transformations have a power law form respect to components integral wavevector continuouslimitsfortheselatticefractional derivatives give nonlocal continuum continuumderivativesandintegralsofnon integerorderswithrespecttocoordinates lat dynamics tice analogs differential equations include andintegral operators can serve as an important element microscopic approach local in mechanics inc all rights reserved introduction main approaches describe properties media materials m...

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