A new theory of fractional differential calculus and fractional Sobolev spaces: One-dimensional case

Abstract: This paper presents a self-contained new theory of weak fractional differential calculus and fractional Sobolev spaces in one-dimension. The crux of this new theory is the introduction of a weak fractional derivative notion which is a natural generalization of integer order weak derivatives; it also helps to unify multiple existing fractional derivative definitions and characterize what functions are fractionally differentiable. Various calculus rules including a fundamental theorem of calculus, product and chain rules, and integration by parts formulas are established for weak fractional derivatives and relationships with classical derivatives are also obtained. Based on the weak fractional derivative notion, new fractional order Sobolev spaces are introduced and many important theorems and properties, such as density/approximation theorem, extension theorems, trace theorem, and various embedding theorems in these Sobolev spaces are established. Moreover, a few relationships with existing fractional Sobolev spaces are also established. Furthermore, the notion of weak fractional derivatives is also systematically extended to general distributions instead of only to some special distributions. The new theory lays down a solid theoretical foundation for systematically and rigorously developing a fractional calculus of variations theory and a fractional PDE theory as well as their numerical solutions in subsequent works.