Non-constant functions with zero nonlocal gradient and their role in nonlocal Neumann-type problems

Abstract: This work revolves around properties and applications of functions whose nonlocal gradient, or more precisely, finite-horizon fractional gradient, vanishes. Surprisingly, in contrast to the classical local theory, we show that this class forms an infinite-dimensional vector space. Our main result characterizes the functions with zero nonlocal gradient in terms of two simple features, namely, their values in a layer around the boundary and their average. The proof exploits recent progress in the solution theory of boundary-value problems with pseudo-differential operators. We complement these findings with a discussion of the regularity properties of such functions and give illustrative examples. Regarding applications, we provide several useful technical tools for working with nonlocal Sobolev spaces when the common complementary-value conditions are dropped. Among these, are new nonlocal Poincar\'e inequalities and compactness statements, which are obtained after factoring out functions with vanishing nonlocal gradient. Following a variational approach, we exploit the previous findings to study a class of nonlocal partial differential equations subject to natural boundary conditions, in particular, nonlocal Neumann-type problems. Our analysis includes a proof of well-posedness and a rigorous link with their classical local counterparts via $\Gamma$-convergence as the fractional parameter tends to 1.