1. Introduction
In 1927, in his PhD thesis André Marchaud (see [
1], p. 47, Section 27, (23), or the published paper [
2], p. 383, (23)), defined the following fractional differentiation for sufficiently regular real functions
for every
where
c is a suitable normalizing constant depending on
only.
There exist two Marchaud derivatives: one from the right and the other from the left. They are respectively defined for functions defined for
and
in such a way that
and
where
is the usual Euler Gamma function.
We remark that Marchaud derivative
for functions
f that are sufficiently “good”, coincides with the Riemann–Liouville derivative:
Nevertheless, the definition given by Marchaud can be used even for functions that make growth at infinity less than
while in the definition of the Riemann–Liouville derivative this behavior is not admitted (see e.g., [
3], the remark at p. XXXIII). For instance, by considering only the case of the Marchaud derivative
and recalling the Riemann–Liouville derivative,
,
assuming that
and
for
then, by invoking the Lebesgue dominated convergence theorem first and then integrating by parts, we obtain:
because there exists
such that, as
In this way, it is clear that the Marchaud derivative is a sort of weaker version of the Riemann–Liouville derivative. For example, constants satisfy in the Marchaud sense, but we can not consider in all of the Riemann–Liouville derivative of a constant, and this fact is of course unpleasant.
It is in addition worthwhile remarking that the sum of the two Marchaud derivatives morally gives the Riesz derivative in one dimension, namely the fractional Laplace operator in dimension
More precisely,
or by giving more details:
where
is the normalization constant associated with
(see
Section 3 for further details).
Hence, for
even if the right-hand side makes sense also for
We want to introduce now a new player in our storytelling: the Grünwald–Letnikov derivative.
Let
be the hypergeometric function where
denotes the Pocchammer symbol, that is, for every
and
We remark in particular that (see e.g., [
4] (Formula (1.6.8))),
Hence
and, as a consequence for
we get:
that implies
In addition, the binomial coefficients are defined for each
and
as
It is also true that
for
and and
Recalling (
2) and (
3) we obtain, in particular, that for every
Following [
4], we need to introduce the notion of
non-centered differences of fractional order
for a function
namely
Thus, the Grünwald–Letnikov derivative is defined as follows (see [
3,
5,
6]). Let
and
be a function. The Grünwald–Letnikov derivative of order
of
f is, by definition and separating the two cases:
and
whenever these limits exist in a pointwise sense.
We are interested in a construction of nonlocal operators in the first Heisenberg group
and possibly compare them with the fractional operator of the sub-Laplacian already known in the literature (see [
7,
8,
9]).
We recall briefly that the Heisenberg group has a particular importance in many physical aspects concerning quantum mechanics. Moreover, this group has been also studied, from a mathematical point of view, for its interesting properties associated with non-commutative biological structures (see [
10]). In applications, nonlocal phenomena sometimes appear for example in brain activity. Thus, it seems natural to improve our knowledge of operators like intrinsic fractional derivatives or intrinsic fractional Laplace. The adjective intrinsic here is related to the geometric structure of the non-commutative group. To assist the reader, in
Section 5 we recall the main definitions concerning the simplest Heisenberg group.
In particular, we reach our target introducing in
Section 6 a quite natural definition of the Marchaud derivative of order
on the right, in the Heisenberg group, along
The vector
v belongs to the first stratum of the Lie algebra
of the Heisenberg group. Here
is fixed and
where
, and
This definition is correctly given for every smooth function
with a nice behavior at infinity, let us say
where
as:
where ∘ denotes the non-commutative inner law in
In this case
and for every
the non-commutative inner law is defined as
For details, see
Section 5.
In addition, we also define the following nonlocal operator:
where
is a normalizing function depending on
s such that
and
as
Here
denotes the sub-Laplacian in the Heisenberg group, that is:
We prove that that fixing
where
denotes the analogous normalizing constant for the fractional Laplace operator in
(see
Section 3 where we recall some topics about the fractional Laplace operator in the Euclidean setting) we obtain that
and
as
Moreover, the relationship between
and
is analogous to the one existing in the Euclidean setting between the Marchaud derivative and the fractional Laplace operator, that is, for every
or, equivalently,
This part can be improved and it is object of a further research paper. To conclude the introduction of this note, we describe the remaining sections that we have not cited yet. In
Section 2 we introduce some notations about fractional derivatives. In
Section 4 we examine the relationship between the Marchaud derivative and the fractional Laplace operator in the Euclidean setting.
2. Further Details about the Grünwald Derivative and the Marchaud Derivative of Higher Order
In order to better understand the reason for this definition we introduce the following definition that is fundamental in our approach and that we will handle later on in the framework of the Heisenberg group.
Definition 1. The non-centered difference of increment h on is defined as: Then we obtain for every
that
and
On the other hand, taking the Taylor expansion of the function
in the center
and
we get
Thus, it is possible to extend the previous definition to the fractional case as follows for
:
Moreover, the following result holds (see e.g., [
4]):
Proposition 1. Let Then, for every bounded function: In addition (see [
4]), we have that:
Proposition 2. Let Then, for every In particular, the Grünwald–Letnikov derivative of order
coincides with the Marchaud derivative of the same order. Indeed, in consideration of the two previous trivial properties the following result is true (the proof is quite long and can be found in [
3] (Theorem 20.4)). We simplify that theorem below.
Proposition 3. Let Then, for every there existsand Moreover,independent of p and The proof is quite long and can be found in [
3]. Propositions 1 and 2 encode many facts. The first concerns the commutativity of the Grünwald–Letnikov derivative as well as the Marchaud derivative, namely
and
On this aspect we need to recall also that the definition of the Marchaud derivative can be extended to the case of
in the following way (see [
3,
11]). For every
and for every
we set
where
and
Of course this definition can be generalized also to the case of functions
simply by taking for every
for
, and
where
It is worth mentioning that in the local (classical sense) and where and whenever f has a “good” behavior (for example we suppose working in the Schwartz space ).
About previous notation, we remark that we use the symbol for denoting Marchaud fractional differentiation in one variable, possibly also for integer cases. While for denoting Marchaud fractional differentiation in several variables, along the vector we use the symbol when otherwise we write if
3. Fractional Laplace Operator in the Euclidean Setting
We are reminded that the fractional Laplace operator can be defined in several ways. In particular, using the Fourier transform we define for every
and for every
The domain of definition of the fractional Laplace operator may be extended, but essentially we have to ask that
and
On the other hand, defining for every
and
where
is a normalizing constant, then
and
In addition (see [
12]), if
then
and
Following [
3] we can also define, by using a different expression of the constant of normalization, and considering a more general situation for
and
and
, the following representation of the fractional Laplace operator:
where
and
denotes the non-centered differences. Then, in [
3] it was proved that
In addition, if
is a solution to the following non-local problem,
then defining
it results (possibly up to a multiplicative factor depending only on
s and
n to
) that
for every
. See [
8,
13] for the Carnot group setting. In addition, we take the opportunity to recall here that this extension approach has been recently applied also in defining the Marchaud derivative in [
14]. For the sake of the completeness we also add to this list the definition of fractional Laplace operator obtained by using the semigroup properties. More precisely, let us consider the operator
where
denotes the semigroup generated by the Laplace operator
In concluding this section we recall also the well known approach of introducing the fractional operator by using spectral theory (see [
15]), defining
In any case it is possible to conclude that at least for functions belonging to the Schwartz space
The research about fractional Laplace operator has recently increased in popularity and many papers are appearing on this subject. See for instance [
16] or even [
17] for a nonlinear system case.
4. Relationship between the Marchaud Derivative and the Fractional Laplace Operator in the Euclidean Setting
First, let us fix our attention to the case
considering
where
and
We define the operator
, let us say one more time for functions belonging to
and for
as follows:
Then, switching the order of integration we get
In general, as already remarked [
3] (Lemma 26.2), we get
where, recalling the definitions introduced in the previous section,
and
In particular, if
and
where
As a consequence we can play a little with this relationship. In fact, for every
, we obtain
By the way, we remark here that, in particular, if
f is a function of one sufficiently smooth variable, then the following integral
is known in literature as the
Grünwald–Letnikov–Riesz fractional derivative of order
and it is denoted by
(see [
3], (24.8’)). The generalization of this idea has been already introduced in
Section 2 (see (
5)). In that case we write, for every
, for every
and
and for every
Thus, for every
and for every
we define
As a consequence, integrating
we get
In this way we have proved that
5. Some Information about the First Heisenberg Group
In this section, we recall some basic facts about of the simplest non-trivial case of the stratified Carnot group, the Heisenberg group
Given a group
endowed with the inner non-commutative group law ∘ and the Lie algebra
we say that
is a stratified Carnot group if there exist
vector spaces of
such that
and for
where
denotes the commutator of two vector fields belonging to the algebra
The simplest nontrivial case of Carnot group is given by the Heisenberg group
Indeed, in this case
, and for every
we define the non-commutative inner law
Moreover, for every
is the opposite of
In this case, the algebra is
where
and
In particular,
and
In this framework a semigroup dilation
is also defined such that
If
the dilation acts as the usual Euclidean dilation. The vector fields
X and
Y are identified, with the vectors
and
In this case we write
and
, respectively. We remark, for instance, that taking the solution of the Cauchy problem
then for every function
u sufficiently smooth we get
and an analogous computation may be done for
We denote by
the intrinsic gradient. It is also possible to define a second-order object analogous to the Hessian matrix, even if the structure of
is not commutative. Moreover, we define the symmetrised horizontal Hessian matrix of
u at
x as follows:
It is important to remark the differences with respect to the classical and the classical Hessian matrix in that is of course a matrix. Indeed, while and is a matrix instead of being a matrix.
6. Non-Centered Differences and Construction of Some Fractional Operators in the Heisenberg Group
We begin introducing some general ideas. Let be a Carnot group endowed with the multiplicative inner law ∘ and a semigroup of dilation
Definition 2. Let be a Carnot group. Let where φ is the solution of the Cauchy problemand Definition 3. Let be a group. We define a non-centered difference of increment on aswhere φ is the solution of the Cauchy problemand It is interesting to remark that where ∘ is the inner law of the group.
Thus we define for every
and we set, for
As a consequence, the Grünwald–Letinkov derivative of order
in a Carnot group along a vector field
v of the first stratum of the Lie algebra may be defined as
whenever the pointwise limit exists.
From now on we are dealing with only the particular case of the Heisenberg group
More precisely, if we fix at the point , (or ), where the first stratum of the Lie algebra in the Heisenberg group, then can be explicitly computed.
In fact we obtain:
where
As a consequence
that is the right Marchaud derivative of
f at the point
P along the direction
in the classical Euclidean meaning, that can be written, using a different notation, as:
Now considering
and
we define in general
and
keeping in mind that
We remark in this case that if
then
As a consequence,
as
because
as
Thus,
and with analogous computation
Now by integrating on
we get, for
It is important to remark that, thanks to a cancelation of the integral of the first-order term in a neighborhood of
P, we get:
On the other hand, if
then
As a consequence, we get for every
If we repeat this construction using
for every
we obtain:
and moreover with a change of variables, it results that
Then for every
In particular,
but
by the Gauss Theorem.
Moreover, in analogy with the the Euclidean case, if
we may define the following operator:
where
is a normalizing constant that has to be fixed.
In addition, the operator
is intrinsically homogeneous, in the sense that for every
Thus, performing the change of variables
we get
We come back to the point concerning the normalizing constant
since it is fundamental, as remarked in [
3] in the Euclidean setting. In fact, in the Euclidean case, starting from the non-local operator defined via the the Fourier transform for every
as
different types of representations of
can be determined. In [
3] this problem is explicitly treated in the Euclidean framework. More precisely, it has been settled by considering the non-centered differences (and the centered differences too). In analogy to this, the choice of the constant
c in the case of
should be done carefully. For example, if
, then:
whenever
Moreover, if
then there exists a sufficiently large Euclidean ball of radius
R such that
As a consequence, considering the Euclidean ball
in
then for every
we get
Thus,
so that as
we get
and since as
we have also
concluding that
We can improve this result as follows. Let us consider
and define
such that for every
where
Then we want to check the behavior of
on functions depending only on the first two variables. In particular
and since in our hypothesis we know that
where
denotes the classical Laplace operator in
we ask that for this type of functions (
) and for every
it has to be true that
Thus, if we fix we obtain a normalizing constant satisfying our requests.
Eventually, it would be interesting to check if, up to the normalizing constant
the operator
has some relationships with the fractional Laplace operator in the Heisenberg group
constructed using the approach described in [
7,
15] and then revisited in [
8] following the extension presented in [
13]. See also [
18] for research about the fractional Sobolev norms associated with Hörmander vector fields. In [
8] the fractional Laplace operator has been written, for every
and for every
as follows:
where for
,
and
h is the fundamental solution of the heat operator
For an application of the fractional Laplace operator in the Heisenberg group to the geometric measure theory in this noncommutative framework, see [
9].