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p h p a. s oj s/ al n r u o g/j r o m. a si w. w w p:// htt e e s Nonlocal Modeling, ht; g ri y op Analysis, and c r o e s en Computation c M li A I S o ct t e bj u s n o uti b ri st di e R 2. 3 2 0. 0 1 9. 5 1 8. 7 1 o 9 t 1 9/ 2 4/ 0 d e d a o nl w o D CB94_DU_FM_V6.indd 1 1/15/2019 3:28:31 PM CBMS-NSF REGIONAL CONFERENCE SERIES IN APPLIED MATHEMATICS p h p A series of lectures on topics of current research interest in applied mathematics under the direction a. s of the Conference Board of the Mathematical Sciences, supported by the National Science Foundation oj s/ and published by SIAM. al n r ou Garrett Birkhoff, The Numerical Solution of Elliptic Equations g/j D. V. Lindley, Bayesian Statistics, A Review or R. S. Varga, Functional Analysis and Approximation Theory in Numerical Analysis m. R. R. Bahadur, Some Limit Theorems in Statistics a si Patrick Billingsley, Weak Convergence of Measures: Applications in Probability w. J. L. Lions, Some Aspects of the Optimal Control of Distributed Parameter Systems w Roger Penrose, Techniques of Differential Topology in Relativity w p:// HJ. eDrumrabnin C, hDeirstnriobfuft,i oSne qTuheenotriayl f Aorn aTleysstiss Baansde Od potni mthael SDaemsipglne Distribution Function htt Sol I. Rubinow, Mathematical Problems in the Biological Sciences ee P. D. Lax, Hyperbolic Systems of Conservation Laws and the Mathematical Theory of Shock Waves s ht; II.v Ja.n S cShinogeenrb,e Trhge, TChaerodriny aolf SBpelsint eA Ipnptreorxpiomlaattiioonn and Functional Analysis g ri Werner C. Rheinboldt, Methods of Solving Systems of Nonlinear Equations y p Hans F. Weinberger, Variational Methods for Eigenvalue Approximation o c R. Tyrrell Rockafellar, Conjugate Duality and Optimization r o Sir James Lighthill, Mathematical Biofluiddynamics se Gerard Salton, Theory of Indexing n e Cathleen S. Morawetz, Notes on Time Decay and Scattering for Some Hyperbolic Problems c M li FR.i cHhoaprpde nAsstkeeayd,t O, Mrthaothgeomnaalt iPcaoll yTnhoemoiraielss aonf dP oSppueclaiatilo Fnsu:n Dcteiomnosgraphics, Genetics and Epidemics A L. E. Payne, Improperly Posed Problems in Partial Differential Equations I S S. Rosen, Lectures on the Measurement and Evaluation of the Performance of Computing Systems o ct t HJ. ePr. bLearSta Bl.l Ke,e Tlhlee rS,t aNbuimliteyr oicfa Dl ySnoalumtiiocna lo Sf yTswteom Ps oint Boundary Value Problems e bj D. Gottlieb and S. A. Orszag, Numerical Analysis of Spectral Methods: Theory and Applications u s Peter J. Huber, Robust Statistical Procedures n o Herbert Solomon, Geometric Probability uti Fred S. Roberts, Graph Theory and Its Applications to Problems of Society rib Juris Hartmanis, Feasible Computations and Provable Complexity Properties st Zohar Manna, Lectures on the Logic of Computer Programming edi Ellis L. Johnson, Integer Programming: Facets, Subadditivity, and Duality for Group and Semi-group R Problems 2. Shmuel Winograd, Arithmetic Complexity of Computations 3 2 J. F. C. Kingman, Mathematics of Genetic Diversity 0. 0 Morton E. Gurtin, Topics in Finite Elasticity 1 9. Thomas G. Kurtz, Approximation of Population Processes 5 Jerrold E. Marsden, Lectures on Geometric Methods in Mathematical Physics 1 8. Bradley Efron, The Jackknife, the Bootstrap, and Other Resampling Plans 7 1 M. Woodroofe, Nonlinear Renewal Theory in Sequential Analysis o D. H. Sattinger, Branching in the Presence of Symmetry 9 t R. Temam, Navier–Stokes Equations and Nonlinear Functional Analysis 1 9/ Miklós Csörg, Quantile Processes with Statistical Applications 2 4/ J. D. Buckmaster and G. S. S. Ludford, Lectures on Mathematical Combustion 0 R. E. Tarjan, Data Structures and Network Algorithms ed Paul Waltman, Competition Models in Population Biology d a S. R. S. Varadhan, Large Deviations and Applications o nl Kiyosi Itô, Foundations of Stochastic Differential Equations in Infinite Dimensional Spaces w Alan C. Newell, Solitons in Mathematics and Physics o D Pranab Kumar Sen, Theory and Applications of Sequential Nonparametrics László Lovász, An Algorithmic Theory of Numbers, Graphs and Convexity E. W. Cheney, Multivariate Approximation Theory: Selected Topics Joel Spencer, Ten Lectures on the Probabilistic Method CB94_DU_FM_V6.indd 2 1/15/2019 3:28:31 PM p h p Paul C. Fife, Dynamics of Internal Layers and Diffusive Interfaces sa. Charles K. Chui, Multivariate Splines oj Herbert S. Wilf, Combinatorial Algorithms: An Update s/ al Henry C. Tuckwell, Stochastic Processes in the Neurosciences n Frank H. Clarke, Methods of Dynamic and Nonsmooth Optimization r u o Robert B. Gardner, The Method of Equivalence and Its Applications g/j Grace Wahba, Spline Models for Observational Data r o Richard S. Varga, Scientific Computation on Mathematical Problems and Conjectures m. Ingrid Daubechies, Ten Lectures on Wavelets a si Stephen F. McCormick, Multilevel Projection Methods for Partial Differential Equations w. Harald Niederreiter, Random Number Generation and Quasi-Monte Carlo Methods w Joel Spencer, Ten Lectures on the Probabilistic Method, Second Edition w p:// CRhogaerrl eTse Am.a Mm,i cNcahveielrl–i,S tMokaeths eEmqautaictiaoln As sapnedc tNs oonf lGineeoamr eFtruincc Mtioondaell iAnngalysis, Second Edition htt Glenn Shafer, Probabilistic Expert Systems ee Peter J. Huber, Robust Statistical Procedures, Second Edition s ht; JW. Merincehra eCl. RStheeeinleb,o Plrdotb, aMbieltihtyo dTsh efoorr yS oalnvdin Cgo Smysbtienmatso orifa Nl oOnplitnimeaizra Etiqounations, Second Edition g ri J. M. Cushing, An Introduction to Structured Population Dynamics y p Tai-Ping Liu, Hyperbolic and Viscous Conservation Laws o c Michael Renardy, Mathematical Analysis of Viscoelastic Flows r o Gérard Cornuéjols, Combinatorial Optimization: Packing and Covering e s Irena Lasiecka, Mathematical Control Theory of Coupled PDEs n e J. K. Shaw, Mathematical Principles of Optical Fiber Communications c M li ZAhtahnagnxaisnsi oCsh Se.n F, oRkeasesr, vAo iUr nSiifimeudl aAtpiopnr:o aMcaht htoe mBaotuincadla rTye cVhanliuqeu Pesr oinb lOemils R ecovery A Margaret Cheney and Brett Borden, Fundamentals of Radar Imaging I S o Fioralba Cakoni, David Colton, and Peter Monk, The Linear Sampling Method in Inverse ect t AdErlieacntr oCmoangsntaetnict iSnc,a Nttoernilningear Water Waves with Applications to Wave-Current Interactions bj and Tsunamis u s Wei-Ming Ni, The Mathematics of Diffusion n o Arnulf Jentzen and Peter E. Kloeden, Taylor Approximations for Stochastic Partial uti Differential Equations b ri Fred Brauer and Carlos Castillo-Chavez, Mathematical Models for Communicable st Diseases di e Peter Kuchment, The Radon Transform and Medical Imaging R Roland Glowinski, Variational Methods for the Numerical Solution of Nonlinear Elliptic 2. Problems 3 2 Bengt Fornberg and Natasha Flyer, A Primer on Radial Basis Functions with Applications 0. 0 to the Geosciences 1 9. Fioralba Cakoni, David Colton, and Houssem Haddar, Inverse Scattering Theory and 5 Transmission Eigenvalues 1 8. Mike Steel, Phylogeny: Discrete and Random Processes in Evolution 7 1 Peter Constantin, Analysis of Hydrodynamic Models o Donald G. Saari, Mathematics Motivated by the Social and Behavioral Sciences 9 t Yuji Kodama, Solitons in Two-Dimensional Shallow Water 1 9/ Douglas N. Arnold, Finite Element Exterior Calculus 2 4/ Qiang Du, Nonlocal Modeling, Analysis, and Computation 0 d e d a o nl w o D CB94_DU_FM_V6.indd 3 1/15/2019 3:28:31 PM p h p a. Qiang Du s oj s/ al Columbia University n r u New York, New York o g/j r o m. a si w. w w p:// htt e se Nonlocal Modeling, ht; g ri y p Analysis, and o c r o e s n Computation e c M li A I S o ct t e bj u s n o uti b ri st di e R 2. 3 2 0. 0 1 9. 5 1 8. 7 1 o 9 t 1 9/ 2 4/ 0 d e d a o nl w o D SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS PHILADELPHIA CB94_DU_FM_V6.indd 5 1/15/2019 3:28:32 PM p h Copyright © 2019 by the Society for Industrial and Applied Mathematics p a. s oj 10 9 8 7 6 5 4 3 2 1 s/ al n r All rights reserved. Printed in the United States of America. No part of this book may u o g/j be reproduced, stored, or transmitted in any manner without the written permission of the r publisher. For information, write to the Society for Industrial and Applied Mathematics, o m. 3600 Market Street, 6th Floor, Philadelphia, PA 19104-2688 USA. a si w. Trademarked names may be used in this book without the inclusion of a trademark symbol. w w These names are used in an editorial context only; no infringement of trademark is intended. p:// htt e e Publications Director Kivmars H. Bowling s ht; Acquisitions Editor Paula Callaghan g Developmental Editor Gina Rinelli Harris ri py Managing Editor Kelly Thomas o c Production Editor Lisa Briggeman r o Copy Editor Julia Cochrane e ns Production Manager Donna Witzleben e c Production Coordinator Cally A. Shrader M li Compositor Cheryl Hufnagle A Graphic Designer Doug Smock I S o ct t Library of Congress Cataloging-in-Publication Data e bj Names: Du, Qiang, 1964- author. u s Title: Nonlocal modeling, analysis, and computation / Qiang Du (Columbia n o University, New York, New York). buti Description: Philadelphia : Society for Industrial and Applied Mathematics, stri [2019] | Series: CBMS-NSF regional conference series in applied di mathematics ; 94 | Includes bibliographical references and index. e R Identifiers: LCCN 2018056825 (print) | LCCN 2018061231 (ebook) | ISBN 2. 3 9781611975628 | ISBN 9781611975611 (print) 2 0. Subjects: LCSH: Continuum (Mathematics) | Mathematical models. | Mathematical 0 1 analysis. 9. 5 Classification: LCC QA611.28 (ebook) | LCC QA611.28 .D8 2019 (print) | DDC 1 8. 514/.32--dc23 7 1 LC record available at https://lccn.loc.gov/2018056825 o 9 t 1 9/ 2 4/ 0 d e d a o nl w o D is a registered trademark. CB94_DU_FM_V6.indd 6 1/15/2019 3:28:32 PM p h p a. s oj s/ al n r u o Dedicated to Liying g/j r o m. a si w. w w p:// htt e e s ht; g ri y p o c r o e s n e c M li A I S o ct t e bj u s n o uti b ri st di e R 2. 3 2 0. 0 1 9. 5 1 8. 7 1 o 9 t 1 9/ 2 4/ 0 d e d a o nl w o D CB94_DU_FM_V6.indd 7 1/15/2019 3:28:32 PM p h p a. s oj s/ al n r u Contents o g/j r o m. a si w. w w p:// Foreword xi htt e Preface xiii e s ht; 1 Nonlocalmodeling: Anewperspectiveandoverview 1 g ri y p 2 Nonlocalmodels: Anintroductionandexamples 5 o c 2.1 Modelingchoicesandemergenceofnonlocalmodeling . . . 5 r e o 2.2 Nonlocalmodels: Simpleillustrationsandcomparisons . . . 7 ns 2.3 Nonlocalityviamodelreductionandcoarsegraining . . . . . 12 e c 2.4 Nonlocality,diffusion,andsomehistoricalperspective . . . . 15 M li 2.5 Nonlocaloperatorsascontinuumlimitsofdiscreteoperators 18 A 2.6 Nonlocalcontinuummechanics: Peridynamics . . . . . . . . 22 I S o 2.7 Nonlocalfluxandnonlocalbalancelaws . . . . . . . . . . . 27 ct t bje 3 Nonlocalvectorcalculusandvariationalproblems 31 u 3.1 Aconcisereformulationofnonlocalmodels . . . . . . . . . 31 s on 3.2 Nonlocalgradientandnonlocaldivergenceoperators . . . . . 38 uti 3.3 Propertiesofnonlocalspacesofvectorfields . . . . . . . . . 44 b ri 3.4 NonlocalPoincaré–Korntypeinequality . . . . . . . . . . . 52 st di 3.5 Nonlocalvariationalproblemsonboundeddomains . . . . . 56 e R 3.6 Nonlocalcorrespondencemodelsandnonlocalrelaxation . . 66 2. 3 2 4 Numericaldiscretizationofnonlocalmodels 73 0. 0 4.1 Reviewofnumericaldiscretizationofnonlocalmodels . . . . 74 1 9. 4.2 Asymptoticallycompatibleschemes: Anabstractframework 79 5 1 4.3 Finiteelementapproximationsoflinearnonlocalproblems. . 84 8. 7 4.4 Approximation of the fractional Laplacian via the nonlocal 1 o Laplacian. . . . . . . . . . . . . . . . . . . . . . . . . . . . 93 19 t 4.5 Multidimensionalquadraturedifferenceapproximations . . . 98 9/ 4.6 Spectralapproximationsofnonlocalmodels . . . . . . . . . 103 2 4/ 0 d 5 Nonlocalandlocalcoupling 107 e d 5.1 Anewtracetheoremfornonlocalfunctionspaces . . . . . . 108 a o nl 5.2 NonlocalHardyinequalityanddirectionalderivative w estimates . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114 o D 5.3 Nonlocalvariationalproblemswithheterogeneous localization. . . . . . . . . . . . . . . . . . . . . . . . . . . 116 5.4 Acouplednonlocal-localmodelwithheterogeneoushorizon 119 ix x Contents 6 Nonlocal-in-timedynamics 121 p 6.1 Nonlocal-in-timederivativeoperators . . . . . . . . . . . . . 122 h a.p 6.2 Analysisofthenonlocal-in-timeequation. . . . . . . . . . . 126 ojs 6.3 Nonlocal-in-timedynamicsforanomalousdiffusion . . . . . 130 s/ al n 7 Epilogue: Aninvitationtononlocalmodeling 137 r ou 7.1 Nonlocalmodelingandapplications . . . . . . . . . . . . . 137 g/j 7.2 Nonlocalanalysisandcomputation . . . . . . . . . . . . . . 140 r m.o 7.3 Thinkingnonlocally,actinglocally . . . . . . . . . . . . . . 142 a w.si Bibliography 145 w w Index 165 p:// htt e e s ht; g ri y p o c r o e s n e c M li A I S o ct t e bj u s n o uti b ri st di e R 2. 3 2 0. 0 1 9. 5 1 8. 7 1 o 9 t 1 9/ 2 4/ 0 d e d a o nl w o D p h p a. s oj s/ al n r u Foreword o g/j r o m. a si w. w w NonlocalModeling,Analysis,andComputationisaconciseintroductiontonon- p:// local continuum models and their mathematical foundation and numerical dis- htt cretization. To offer a balanced discussion of theoretical and practical issues, e the monograph includes some motivational examples of nonlocal models; basic e ght; s bcounilndeincgtiobnlsoctoksanodf ncoounplolicnagl vweicthtolroccaallcmuloudse;les;lecmonevnetsrgoefnwceealln-pdocsoemdnpeastsibtihlietoyroyf; yri numerical approximations; and various applications, such as nonlocal dynamics p o of anomalous diffusion and nonlocal peridynamic models of elasticity and frac- c r turemechanics. Aparticularfocusisonnonlocalsystemswithafiniterangeof o e interaction so as to draw close connections with traditional local systems repre- s n e sentedbypartialdifferentialequations. Themonographintendstoofferapplied c M li mathematicians, computational scientists, young researchers, and graduate stu- A dentsinmanydifferentapplicationareasanillustrationofthebroadapplicability SI andrichmathematicsofnonlocalmodels. o ct t e bj u s n o uti b ri st di e R 2. 3 2 0. 0 1 9. 5 1 8. 7 1 o 9 t 1 9/ 2 4/ 0 d e d a o nl w o D xi p h p a. s oj s/ al n r u Preface o g/j r o m. a si w. w w Astheworldbecomesincreasinglyconnectedandthecapacityofcomputingtech- p:// nologyskyrockets,nonlocalcontinuummodelsaresteadilygainingpopularity. htt Nonlocalmodelscanaccountfornonlocalinteractionandtakeonmoregen- e eral forms than discrete and local continuum models. They can be effective al- e ght; s tmerankaeticvoesnnoerctsieornvse.aBsytoaolllsowfoirngunfdoerrsstoalnudtiionngsewxiisthtinpgososniebslyanmdorberisdignegsultaorhaenlpd yri anomalousbehavior,theyarewellsuitedtosimulationsofcomplexprocessesand p o multiscalephenomenawheremodelcouplingandreductionsareoftennecessary. c r With successful application to a wide variety of scientific domains and en- o e gineering systems, there has also been much progress on the development of a s n e rigorousandsystematicmathematicalfoundationofnonlocalmodels,alongwith c M li their effective and robust numerical solution. Owing to our increasing desire to A understand and control complex processes commonly involving anomalies and SI singularities, nonlocal models can have a central role in the future. It should be o ect t nstoiltledin,haonwasecveenr,ttshtaagtec,owmipthremheuncshivmeomreatfhuetmuraetidceavlesltoupdmieesnotftonocnolmocea.lMmeoadnewlshialree, ubj ongoing studies concerning nonlocal models have been not only provoking the s n discovery of new mathematical theory for nonlocal continuum models but also o uti offeringnewperspectivesonunderstandingexistingdiscreteandlocalcontinuum b models as well as their connections. This monograph thus intends to provide ri st a timely, accessible, and balanced introduction to basic theoretical and practical di e issuesandsomeofthelatestdevelopment. R 2. 3 0.2 Acknowledgments 0 1 9. The content of the monograph is based on materials presented in the principal 5 1 lecturesattheNSF-CBMSRegionalResearchConferenceonNonlocalDynamics 8. 7 deliveredatChicagointhesummerof2017.IwouldliketothanktheNSF/CBMS 1 o fortheirsupport;IITforhostingtheCBMSconference;andespeciallytheorga- 9 t nizers,ProfessorsJinqiaoDuanandXiaofanLi,fortheirinitiationoftheconfer- 1 9/ ence and their hard work to make it possible. Thanks also to other conference 2 4/ invitedspeakersandattendees. 0 d The materials of the principal lectures are based on joint works with many e d collaborators whom I have benefited greatly from, including Max Gunzburger a o nl andRichardLehoucq(whointroducedperidynamicstomeinitiallyandinspired w much of the later development); Tadele Mengesha and Xiaochuan Tian (whose o D contributions are heavily featured in the book, with most of the technical dis- cussionsonnonlocalvariationalproblemsandnumericalapproximationscoming fromtheirworkandwhohavehelpedmetremendouslywithsomeoftheCBMS xiii

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