ANISOTROPIC NONLOCAL DIFFUSION OPERATORS FOR NORMAL AND ANOMALOUS DYNAMICS

The Laplacian Delta is the infinitesimal generator of isotropic Brownian motion, being the limit process of normal diffusion, while the fractional Laplacian Delta(beta/2) serves as the infinitesimal generator of the limit process of isotropic Levy process. Taking limit, in some sense, means that the operators can approximate the physical process well after sufficient long time. We introduce the nonlocal operators (being effective from the starting time), which describe the general processes undergoing anisotropic normal diffusion. For anomalous diffusion, we extend to the anisotropic fractional /2 0,A Laplacian Delta(beta/2)(m) and the tempered one Delta(beta/2,lambda )(m)in R-n. Their definitions are proved to be equivalent to an alternative one in Fourier space. Based on these new anisotropic diffusion operators, we further derive the deterministic governing equations of some interesting statistical observables of the very general jump processes with multiple internal states. Finally, we consider the associated initial and boundary value problems and prove their well-posedness of the Galerkin weak formulation in R-n.To obtain the coercivity, we claim that the probability density function Y should be nondegenerate.