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# Multivector Functions of a Multivector Variablepublished: Advances in Applied Clifford Algebras 11(S3), 79-91 (2001).

## 1 Introduction

This is the paper VI in the present series. Here, we develop a theory of multivector functions of a $`p`$-vector variable. For these objects we investigate with details the concepts of limit and continuity, and formulate rigorously the notion of derivation. As we will see, the concept of extensor introduced in  (paper II on this series) plays a crucial role in our theory of differentiability. We introduce important derivative-like operators for these multivector functions, as e.g., the $`A`$-directional derivative and the generalized concepts of curl, divergence and gradient. The derivation rules for all suitable products of multivector functions of a $`p`$-vector variable and for composition of multivector functions are presented and proved.

## 2 Multivector Functions of a $`p`$-Vector Variable

Let $`𝛀^pV`$ be a subset of $`^pV.`$ Any mapping $`F:𝛀^pVV`$ will be called a *multivector function of a* $`p`$*-vector variable over* $`V.`$ In particular, $`F:𝛀^pV^qV`$ is said to be a $`q`$*-vector function of a* $`p`$*-vector variable,* or a $`(p,q)`$*-function over* $`V,`$ for short. For the special cases $`q=0,`$ $`q=1,`$ $`q=2,\mathrm{}`$ etc. we will employ the names of *scalar, vector, bivector,*$`\mathrm{}`$ *etc. function of a* $`p`$*-vector variable,* respectively.

### 2.1 Limit Notion

We begin by introducing the concept of $`\delta `$-neighborhood for a multivector $`A.`$

Take any $`\delta >0.`$ The set111We recalls that the two double bars $``$ denotes the norm of multivectors, as defined in , i.e., for all $`X\mathrm{\Lambda }V:X=\sqrt{XX},`$ where $`()`$ is any fixed euclidean scalar product. $`N_A(\delta )=\{X\mathrm{\Lambda }V`$ / $`XA<\delta \}`$ will be called a $`\delta `$*-neighborhood of* $`A.`$

The set $`N_A(\delta )\{A\}=\{XV`$ / $`0<XA<\delta \}`$ will be said to be a *reduced* $`\delta `$*-neighborhood of* $`A.`$

We introduce now the concepts of cluster and interior points of $`𝛀VV`$.

A multivector $`X_0V`$ is said to be a *cluster point of* $`𝛀V`$ if and only if for every $`N_{X_0}(\delta ):(N_{X_0}(\delta )\{X_0\})𝛀V\mathrm{},`$ i.e., all reduced $`\delta `$-neighborhood of $`X_0`$ contains at least one multivector of $`𝛀V.`$

A multivector $`X_0V`$ is said to be an *interior point of* $`𝛀V`$ if and only if there exists $`N_{X_0}(\delta )`$ such that $`N_{X_0}(\delta )𝛀V,`$ i.e., any multivector of some $`\delta `$-neighborhood of $`X_0`$ belongs also to $`𝛀V.`$

It should be noted that any interior point of $`𝛀V`$ is also a cluster point of $`𝛀V`$.

If the set of interior points of $`𝛀V`$ coincides with $`𝛀V,`$ then it is said to be an *open subset of* $`V.`$

Take $`𝛀^pV^pV`$ and let $`F:𝛀^pVV`$ be a multivector function of a $`p`$-vector variable and take $`X_0^pV`$ to be a cluster point of $`𝛀^pV.`$

A multivector $`M`$ is said to be the *limit of* $`F(X)`$ *for* $`X`$ *approaching to* $`X_0`$ if and only if for every real $`\epsilon >0`$ there exists some real $`\delta >0`$ such that if $`X𝛀^pV`$ and $`0<XX_0<\delta ,`$ then $`F(X)M<\epsilon .`$ It is denoted by $`\underset{XX_0}{lim}F(X)=M.`$

In dealing with a scalar function of a $`p`$-vector variable, say $`\mathrm{\Phi },`$ the definition of $`\underset{XX_0}{lim}\mathrm{\Phi }(X)=\mu `$ is reduced to: for every $`\epsilon >0`$ there exists some $`\delta >0`$ such that $`\left|\mathrm{\Phi }(X)\mu \right|<\epsilon ,`$ whenever $`X\mathrm{\Omega }^pV`$ and $`0<XX_0<\delta .`$

###### Proposition 1.

Let $`F:𝛀^pVV`$ and $`G:𝛀^pVV`$ be two multivector functions of a $`p`$-vector variable. If there exist $`\underset{XX_0}{lim}F(X)`$ and $`\underset{XX_0}{lim}G(X),`$ then there exists $`\underset{XX_0}{lim}(F+G)(X)`$ and

$$\underset{XX_0}{lim}(F+G)(X)=\underset{XX_0}{lim}F(X)+\underset{XX_0}{lim}G(X).$$
(1)
###### Proof.

Let $`\underset{XX_0}{lim}F(X)=M_1`$ and $`\underset{XX_0}{lim}G(X)=M_2.`$ Then, we must prove that $`\underset{XX_0}{lim}(F+G)(X)=M_1+M_2.`$

Taken a real $`\epsilon >0,`$ since $`\underset{XX_0}{lim}F(X)=M_1`$ and $`\underset{XX_0}{lim}G(X)=M_2,`$ there must be two real numbers $`\delta _1>0`$ and $`\delta _2>0`$ such that

$`F(X)M_1`$ $`<{\displaystyle \frac{\epsilon }{2}},\text{ for }X\mathrm{\Omega }^pV\text{ and }0<XX_0<\delta _1,`$
$`G(X)M_2`$ $`<{\displaystyle \frac{\epsilon }{2}},\text{ for }X\mathrm{\Omega }^pV\text{ and }0<XX_0<\delta _2.`$
Thus, there is a real $`\delta =\mathrm{min}\{\delta _1,\delta _2\}`$ such that

$$F(X)M_1<\frac{\epsilon }{2}\text{ and }G(X)M_2<\frac{\epsilon }{2},$$

for $`X𝛀^pV`$ and $`0<XX_0<\delta .`$ Hence, by using the triangular inequality for the norm of multivectors, it follows that

$`(F+G)(X)(M_1+M_2)`$ $`=F(X)M_1+G(X)M_2`$
$`F(X)M_1+G(X)M_2`$
$`<{\displaystyle \frac{\epsilon }{2}}+{\displaystyle \frac{\epsilon }{2}}=\epsilon ,`$
for $`X𝛀^pV`$ and $`0<XX_0<\delta .`$

Therefore, for any $`\epsilon >0`$ there is a $`\delta >0`$ such that if $`X𝛀^pV`$ and $`0<XX_0<\delta ,`$ then $`(F+G)(X)(M_1+M_2)<\epsilon .`$

###### Proposition 2.

Let $`\mathrm{\Phi }:𝛀^pV`$ and $`F:𝛀^pVV`$ be a scalar function and a multivector function of a $`p`$-vector variable. If there exist $`\underset{XX_0}{lim}\mathrm{\Phi }(X)`$ and $`\underset{XX_0}{lim}F(X),`$ then there exists $`\underset{XX_0}{lim}(\mathrm{\Phi }F)(X)`$ and

$$\underset{XX_0}{lim}(\mathrm{\Phi }F)(X)=\underset{XX_0}{lim}\mathrm{\Phi }(X)\underset{XX_0}{lim}F(X).$$
(2)
###### Proof.

Let $`\underset{XX_0}{lim}\mathrm{\Phi }(X)=\mathrm{\Phi }_0`$ and $`\underset{XX_0}{lim}F(X)=F_0.`$ Then, we must prove that $`\underset{XX_0}{lim}(\mathrm{\Phi }F)(X)=\mathrm{\Phi }_0F_0.`$

First, since $`\underset{XX_0}{lim}\mathrm{\Phi }(X)=\mathrm{\Phi }_0`$ it can be found a $`\delta _1>0`$ such that

$$\left|\mathrm{\Phi }(X)\mathrm{\Phi }_0\right|<1,\text{ for }X𝛀^pV\text{ and }0<XX_0<\delta _1,$$

i.e.,

$$\left|\mathrm{\Phi }(X)\right|<1+\left|\mathrm{\Phi }_0\right|,\text{ for }X𝛀^pV\text{ and }0<XX_0<\delta _1.$$

Where the triangular inequality for real numbers $`\left|\alpha \right|\left|\beta \right|\left|\alpha \beta \right|`$ was used.

Now, taken a $`\epsilon >0,`$ since $`\underset{XX_0}{lim}\mathrm{\Phi }(X)=\mathrm{\Phi }_0`$ and $`\underset{XX_0}{lim}F(X)=F_0,`$ they can be found a $`\delta _2>0`$ and a $`\delta _3>0`$ such that

$`\left|\mathrm{\Phi }(X)\mathrm{\Phi }_0\right|`$ $`<{\displaystyle \frac{\epsilon }{2(1+F_0)}},\text{ for }X𝛀^pV\text{ and }0<XX_0<\delta _2,`$
$`F(X)F_0`$ $`<{\displaystyle \frac{\epsilon }{2(1+\left|\mathrm{\Phi }_0\right|)}},\text{ for }X𝛀^pV\text{ and }0<XX_0<\delta _3.`$
Thus, given a real $`\epsilon >0`$ there is a real $`\delta =\mathrm{min}\{\delta _1,\delta _2,\delta _3\}`$ such that

$`\left|\mathrm{\Phi }(X)\right|`$ $`<1+\left|\mathrm{\Phi }_0\right|,`$
$`\left|\mathrm{\Phi }(X)\mathrm{\Phi }_0\right|`$ $`<{\displaystyle \frac{\epsilon }{2(1+F_0)}},`$
$`F(X)F_0`$ $`<{\displaystyle \frac{\epsilon }{2(1+\left|\mathrm{\Phi }_0\right|)}},`$
whenever $`X𝛀^pV`$ and $`0<XX_0<\delta .`$ Hence, using some properties of the norm of multivectors, it follows that

$`(\mathrm{\Phi }F)(X)\mathrm{\Phi }_0F_0`$ $`=\mathrm{\Phi }(X)(F(X)F_0)+(\mathrm{\Phi }(X)\mathrm{\Phi }_0)F_0`$
$`\left|\mathrm{\Phi }(X)\right|F(X)F_0+\left|\mathrm{\Phi }(X)\mathrm{\Phi }_0\right|F_0`$
$`<\left|\mathrm{\Phi }(X)\right|F(X)F_0+\left|\mathrm{\Phi }(X)\mathrm{\Phi }_0\right|(1+F_0)`$
$`<(1+\left|\mathrm{\Phi }_0\right|){\displaystyle \frac{\epsilon }{2(1+\left|\mathrm{\Phi }_0\right|)}}+{\displaystyle \frac{\epsilon }{2(1+F_0)}}(1+F_0)=\epsilon ,`$
whenever $`X𝛀^pV`$ and $`0<XX_0<\delta .`$

Therefore, for any $`\epsilon >0`$ there is a $`\delta >0`$ such that if $`X𝛀^pV`$ and $`0<XX_0<\delta ,`$ then $`(\mathrm{\Phi }F)(X)\mathrm{\Phi }_0F_0<\epsilon .`$

###### Lemma 1.

There exists $`\underset{XX_0}{lim}F(X)`$ if and only if there exist either $`\underset{XX_0}{lim}F^J(X)`$ or $`\underset{XX_0}{lim}F_J(X).`$ It holds

$$\underset{XX_0}{lim}F(X)=\underset{𝐽}{}\frac{1}{\nu (J)!}\underset{XX_0}{lim}F^J(X)e_J=\underset{𝐽}{}\frac{1}{\nu (J)!}\underset{XX_0}{lim}F_J(X)e^J.$$
(3)
###### Proof.

It is an immediate consequence of eqs.(1) and (2). ∎

###### Proposition 3.

Let $`F:𝛀^pVV`$ and $`G:𝛀^pVV`$ be two multivector functions of a $`p`$-vector variable. We can define the products $`FG:𝛀^pVV`$ such that $`(FG)(X)=F(X)G(X)`$ where $``$ holds for either $`(),`$ $`(),`$ $`(\mathrm{}\mathrm{})`$ or $`(`$*Clifford product*$`).`$ If there exist $`\underset{XX_0}{lim}F(X)`$ and $`\underset{XX_0}{lim}G(X),`$ then there exists $`\underset{XX_0}{lim}(FG)(X)`$ and

$$\underset{XX_0}{lim}(FG)(X)=\underset{XX_0}{lim}F(X)\underset{XX_0}{lim}G(X).$$
(4)
###### Proof.

It is an immediate consequence of eq.(3). ∎

### 2.2 Continuity Notion

Take $`𝛀^pV^pV.`$ A multivector function of a $`p`$-vector variable $`F:𝛀^pVV`$ is said to be *continuous at* $`X_0𝛀^pV`$ if and only if there exists222Observe that $`X_0`$ has to be cluster point of $`𝛀^pV`$. $`\underset{XX_0}{lim}F(X)`$ and

$$\underset{XX_0}{lim}F(X)=F(X_0).$$
(5)
###### Lemma 2.

The multivector function $`XF(X)`$ is continuous at $`X_0`$ if and only if any component scalar function, either $`XF^J(X)`$ or $`XF_J(X)`$ is continuous at $`X_0`$.

###### Proposition 4.

Let $`F:𝛀^pVV`$ and $`G:𝛀^pVV`$ be two continuous functions at $`X_0𝛀^pV.`$ Then, the addition $`F+G:𝛀^pVV`$ such that $`(F+G)(X)=F(X)+G(X)`$ and the products $`FG:𝛀^pV𝛀V`$ such that $`(FG)(X)=F(X)G(X),`$ where $``$ means either $`(),`$ $`(),`$ $`(\mathrm{}\mathrm{})`$ or $`(`$*Clifford product*$`),`$ are also continuous functions at $`X_0.`$

###### Proof.

It is an immediate consequence of eqs.(1) and (4). ∎

###### Proposition 5.

Let $`G:𝛀^pV^qV`$ and $`F:^qV^rV`$ be two continuous functions, the first one at $`X_0𝛀^pV`$ and the second one at $`G(X_0)^qV.`$ Then, the composition $`FG:𝛀^pV^rV`$ such that $`FG(X)=F(G(X))`$ is a continuous function at $`X_0.`$

### 2.3 Differentiability Notion

Let $`𝛀^pV`$ be a subset of $`^pV.`$ A $`(p,q)`$-function over $`V,`$ say $`F,`$ is said to be *differentiable at* $`X_0𝛀^pV`$ if and only if there exists a $`(p,q)`$-extensor over $`V,`$ say $`f_{X_0},`$ such that

$$\underset{XX_0}{lim}\frac{F(X)F(X_0)f_{X_0}(XX_0)}{XX_0}=0,$$
(6)
i.e.,

$$\underset{H0}{lim}\frac{F(X_0+H)F(X_0)f_{X_0}(H)}{H}=0.$$
(7)
It is remarkable that if there is such a $`(p,q)`$-extensor $`f_{X_0},`$ then it must be *unique*.

Indeed, assume that there is another $`(p,q)`$-extensor $`\stackrel{}{f}_{X_0}`$ which satisfies

$$\underset{H0}{lim}\frac{F(X_0+H)F(X_0)\stackrel{}{f}_{X_0}(H)}{H}=0,$$

or equivalently,

$$\underset{H0}{lim}\frac{F(X_0+H)F(X_0)\stackrel{}{f}_{X_0}(H)}{H}=0.$$

By using the triangular inequality which is valid for the norm of multivectors , it can be easily establish the following inequality

$`0`$ $`{\displaystyle \frac{f_{X_0}(H)\stackrel{}{f}_{X_0}(H)}{H}}{\displaystyle \frac{F(X_0+H)F(X_0)f_{X_0}(H)}{H}}`$
$`+{\displaystyle \frac{F(X_0+H)F(X_0)\stackrel{}{f}_{X_0}(H)}{H}},`$
which holds for all $`H0`$ (i.e., $`XX_0`$).

Now, taking the limits for $`H0`$ (i.e., $`XX_0`$) of these scalar-valued functions of a $`p`$-vector variable, we get

$$\underset{H0}{lim}\frac{f_{X_0}(H)\stackrel{}{f}_{X_0}(H)}{H}=0.$$

This implies333In order to see that, we can use a lemma: if $`\underset{H0}{lim}\mathrm{\Phi }(H)=0,`$ then $`\underset{\lambda 0}{lim}\mathrm{\Phi }(\lambda A)=0,`$ for all $`A0.`$ that for every $`A0`$

$$\underset{\lambda 0}{lim}\frac{f_{X_0}(\lambda A)\stackrel{}{f}_{X_0}(\lambda A)}{\lambda A}=0.$$

Then, it follows that for every $`A0`$

$$\frac{f_{X_0}(A)\stackrel{}{f}_{X_0}(A)}{A}=0,$$

i.e., $`f_{X_0}(A)=\stackrel{}{f}_{X_0}(A).`$ Now, for $`A=0`$ this equality trivially holds. Therefore, we have proved that $`f_{X_0}=\stackrel{}{f}_{X_0}`$.

The $`(p,q)`$-extensor $`f_{X_0}`$ will be called the *differential of the* $`(p,q)`$*-function* $`F`$ *at* $`X_0.`$

So that, the differentiability of $`F`$ at $`X_0𝛀^pV`$ implies the existence of differential of $`F`$ at $`X_0𝛀^pV.`$

###### Lemma 3.

Associated to any $`(p,q)`$-function $`F,`$ differentiable at $`X_0,`$ there exists a $`(p,q)`$-function $`\phi _{X_0},`$ continuous at $`X_{0,}`$ such that

$$\phi _{X_0}(X_0)=0$$
(8)
and for every $`X𝛀^pV`$ it holds

$$F(X)=F(X_0)+f_{X_0}(XX_0)+XX_0\phi _{X_0}(X).$$
(9)
###### Proof.

Since the $`(p,q)`$-function $`F`$ is differentiable at $`X_0,`$ we can define an auxiliary $`(p,q)`$-function $`\phi _{X_0}`$ by

$$\phi _{X_0}(X)=\{\begin{array}{cc}0& \text{for }X=X_0\\ \frac{F(X)F(X_0)f_{X_0}(XX_0)}{XX_0}& \text{for }XX_0\end{array}.$$

It satisfies $`\phi _{X_0}(X_0)=0`$ and, by taking limit of $`\phi _{X_0}(X)`$ for $`XX_0,`$ we have

$$\underset{XX_0}{lim}\phi _{X_0}(X)=\underset{XX_0}{lim}\frac{F(X)F(X_0)f_{X_0}(XX_0)}{XX_0}=0.$$

It follows that $`\phi _{X_0}`$ is continuous at $`X_0`$ and $`\phi _{X_0}(X_0)=0.`$

Recall now that for $`XX_0`$ it follows the multivector identity

$$F(X)=F(X_0)+f_{X_0}(XX_0)+XX_0\phi _{X_0}(X),$$

which for $`X=X_0`$ it is trivially true. ∎

As happens in the $`^n`$ calculus, differentiability implies continuity. Indeed, by taking limits for $`XX_0`$ on both sides of eq.(9), we get $`\underset{XX_0}{lim}F(X)=F(X_0).`$

#### 2.3.1 Directional Derivative

Since $`𝛀^pV`$ is an open subset of $`^pV,`$ any $`p`$-vector $`X_0`$ belonging to $`𝛀^pV`$ is an interior point of $`𝛀^pV,`$ i.e., there is some $`\epsilon `$-neighborhood of $`X_0,`$ say $`N_{X_0}^p(\epsilon ),`$ such that $`N_{X_0}^p(\epsilon )𝛀^pV.`$

Now, take a non-zero $`p`$-vector $`A`$ and choose a real number $`\lambda `$ such that $`0<\left|\lambda \right|<{\displaystyle \frac{\epsilon }{A}}.`$ Then, from the obvious inequality $`(X_0+\lambda A)X_0=\left|\lambda \right|A<\epsilon `$ it follows that $`(X_0+\lambda A)N_{X_0}^p(\epsilon ).`$ Thus, $`(X_0+\lambda A)𝛀^pV.`$

There exists $`\underset{\lambda 0}{lim}{\displaystyle \frac{F(X_0+\lambda A)F(X_0)}{\lambda }}`$ and it equals $`f_{X_0}(A).`$

Indeed, by using eq.(9) we have

$`{\displaystyle \frac{F(X_0+\lambda A)F(X_0)}{\lambda }}`$ $`={\displaystyle \frac{f_{X_0}(\lambda A)+\lambda A\phi _{X_0}(X_0+\lambda A)}{\lambda }}`$
$`=f_{X_0}(A)\pm A\phi _{X_0}(X_0+\lambda A).`$
Now, by taking limits for $`\lambda 0`$ on these $`q`$-vector functions of a real variable, using the continuity of $`\phi _{X_0}`$ at $`X_0`$ and eq.(8), the required result follows.

The $`A`$*-directional derivative of* $`F`$ *at* $`X_0,`$ conveniently denoted by $`F_A^{}(X_0),`$ is defined to be

$$F_A^{}(X_0)=\underset{\lambda 0}{lim}\frac{F(X_0+\lambda A)F(X_0)}{\lambda },$$
(10)
i.e.,

$$F_A^{}(X_0)=\frac{d}{d\lambda }F(X_0+\lambda A)|_{\lambda =0}.$$
(11)
The above observation yields a noticeable multivector identity,

$$F_A^{}(X_0)=f_{X_0}(A)$$
(12)
which relates the $`A`$-directional derivation with the differentiation.

Hence, because of the linearity property for $`(p,q)`$-extensors it follows that the $`A`$-directional derivative of $`F`$ at $`X_0`$ has the remarkable property: for any $`\alpha ,\beta `$ and $`A,B^pV`$

$$F_{\alpha A+\beta B}^{}(X_0)=\alpha F_A^{}(X_0)+\beta F_B^{}(X_0).$$
(13)
###### Proposition 6.

Let $`X:S\mathrm{\Lambda }^qV`$ be any $`q`$-vector function of a real variable derivable at $`\lambda _0S.`$ Then, $`X`$ is differentiable at $`\lambda _0`$ and the differential of $`X`$ at $`\lambda _0`$ is $`X_{\lambda _0}ext_0^q(V)`$ given by

$$X_{\lambda _0}(\alpha )=X^{}(\lambda _0)\alpha ,$$
(14)
where $`X^{}(\lambda _0)`$ is the derivative of $`X`$ at $`\lambda _0.`$

###### Proof.

We only need to prove that

$$\underset{\lambda \lambda _0}{lim}\frac{X(\lambda )X(\lambda _0)X^{}(\lambda _0)(\lambda \lambda _0)}{\left|\lambda \lambda _0\right|}=0.$$

Since $`X`$ is derivable at $`\lambda _0,`$ there is a $`q`$-vector function of real variable, say $`\xi _{\lambda _0},`$ continuous at $`\lambda _0`$ such that for all $`\lambda S`$

$$X(\lambda )=X(\lambda _0)+(\lambda \lambda _0)X^{}(\lambda _0)+(\lambda \lambda _0)\xi _{\lambda _0}(\lambda ),$$

where $`\xi _{\lambda _0}(\lambda _0)=0.`$

Hence, it follows that for all $`\lambda \lambda _0`$

$$\frac{X(\lambda )X(\lambda _0)X^{}(\lambda _0)(\lambda \lambda _0)}{\left|\lambda \lambda _0\right|}=\pm \xi _{\lambda _0}(\lambda ).$$

Thus, by taking limits for $`\lambda \lambda _0`$ on both sides, we get the expected result. ∎

From eqs.(12) and (14), it should be noted that the $`\alpha `$-directional derivative of $`X`$ at $`\lambda _0`$ is given by

$$X_\alpha ^{}(\lambda _0)=X^{}(\lambda _0)\alpha .$$
(15)
#### 2.3.2 Differentiation Rules

Take two open subset of $`^pV,`$ say $`𝛀_1^pV`$ and $`𝛀_2^pV,`$ such that $`𝛀_1^pV𝛀_2^pV\mathrm{}.`$

###### Theorem 4.

Let $`F:𝛀_1^pV^qV`$ and $`G:𝛀_2^pV^qV`$ be two differentiable functions at $`X_0𝛀_1^pV𝛀_2^pV`$. Denote the differentials of $`F`$ and $`G`$ at $`X_0`$ by $`f_{X_0}`$ and $`g_{X_0},`$ respectively.

The addition $`F+G:𝛀_1^pV𝛀_2^pV\mathrm{\Lambda }^qV`$ such that $`(F+G)(X)=F(X)+G(X)`$ and the products $`FG:𝛀_1^pV𝛀_2^pVV`$ such that $`(FG)(X)=F(X)G(X),`$ where $``$ means either $`(),`$ $`(),`$ $`(\mathrm{}\mathrm{})`$ or $`(`$*Clifford product*$`),`$ are also differentiable functions at $`X_0.`$

The differential of $`F+G`$ at $`X_0`$ is $`f_{X_0}+g_{X_0}`$ and the differentials of $`FG`$ at $`X_0`$ are given by $`Af_{X_0}(A)G(X_0)+F(X_0)g_{X_0}(A).`$

###### Proof.

We must prove that $`s_{X_0}=f_{X_0}+g_{X_0}ext_p^q(V)`$ satisfies

$$\underset{XX}{lim}_0\frac{(F+G)(X)(F+G)(X_0)s_{X_0}(XX_0)}{XX_0}=0.$$

And, $`p_{X_0}(A)=f_{X_0}(A)G(X_0)+F(X_0)g_{X_0}(A),`$ more general extensors over $`V,`$ verify

$$\underset{XX}{lim}_0\frac{(FG)(X)(FG)(X_0)p_{X_0}(XX_0)}{XX_0}=0.$$

Since $`F`$ and $`G`$ are differentiable at $`X_0,`$ there are two $`(p,q)`$-functions $`\phi _{X_0}`$ and $`\psi _{X_0},`$ continuous at $`X_0`$, such that for all $`X𝛀_1^pV𝛀_2^pV`$

$`F(X)`$ $`=F(X_0)+f_{X_0}(XX_0)+XX_0\phi _{X_0}(X),`$
$`G(X)`$ $`=G(X_0)+g_{X_0}(XX_0)+XX_0\psi _{X_0}(X),`$
where $`\phi _{X_0}(X_0)=\psi _{X_0}(X_0)=0`$.

Hence, the following multivector identities which hold for all $`XX_0`$ can be easily deduced

$$\frac{(F+G)(X)(F+G)(X_0)s_{X_0}(XX_0)}{XX_0}=\phi _{X_0}(X)+\psi _{X_0}(X)$$

and

$`{\displaystyle \frac{(FG)(X)(FG)(X_0)p_{X_0}(XX_0)}{XX_0}}`$
$`=`$ $`\phi _{X_0}(X)G(X_0)+F(X_0)\psi _{X_0}(X)`$
$`+\phi _{X_0}(X)g_{X_0}(XX_0)+f_{X_0}(XX_0)\psi _{X_0}(X)`$
$`+{\displaystyle \frac{f_{X_0}(XX_0)g_{X_0}(XX_0)}{XX_0}}+XX_0\phi _{X_0}(X)\psi _{X_0}(X).`$
Now, by taking limits for $`XX_0`$ on both sides of these multivector identities444For calculating some limits we have used an useful lemma. For any $`fext_p^q(V)`$ there exists a real number $`M0`$ such that for every $`X^pV:f(X)MX.`$, we get the required results. ∎

In accordance with eq.(12) all differentiation rule turns out to be an $`A`$-directional derivation rule.

For the addition of two differentiable functions $`F`$ and $`G`$ we have

$$(F+G)_A^{}(X_0)=(f_{X_0}+g_{X_0})(A)=f_{X_0}(A)+g_{X_0}(A),$$

i.e.,

$$(F+G)_A^{}(X_0)=F_A^{}(X_0)+G_A^{}(X_0).$$
(16)
For the products $`FG`$ we get

$$(FG)_A^{}(X_0)=f_{X_0}(A)G(X_0)+F(X_0)g_{X_0}(A),$$

i.e.,

$$(FG)_A^{}(X_0)=F_A^{}(X_0)G(X_0)+F(X_0)G_A^{}(X_0).$$
(17)
###### Theorem 5.

Take an open subset of $`^pV,`$ say $`𝛀^pV`$. Let $`G:𝛀^pV^qV`$ and $`F:^qV^rV`$ be two differentiable functions, the first one at $`X_0𝛀^pV`$ and the second one at $`G(X_0)^qV.`$ Denote by $`g_{X_0}`$ and $`f_{G(X_0)}`$ the differentials of $`G`$ at $`X_0`$ and of $`F`$ at $`G(X_0),`$ respectively.

The composition $`FG:𝛀^pV^rV`$ such that $`FG(X)=F(G(X))`$ is also a differentiable function at $`X_0.`$ The differential of $`FG`$ at $`X_0`$ is $`f_{G(X_0)}g_{X_0}.`$

###### Proof.

We must prove that for $`f_{G(X_0)}g_{X_0}ext_p^r(V)`$ it holds

$$\underset{XX_0}{lim}\frac{FG(X)FG(X_0)f_{G(X_0)}g_{X_0}(XX_0)}{XX_0}=0.$$

Since $`G`$ is differentiable at $`X_0`$ and $`F`$ is differentiable at $`G(X_0),`$ there are a $`(p,q)`$-function $`X\psi _{X_0}(X)`$ and a $`(q,r)`$-function $`Y\phi _{G(X_0)}(Y),`$ the first one continuous at $`X_0`$ and the second one continuous at $`G(X_0),`$ such that for all $`X𝛀^pV`$ and $`Y^qV`$

$`G(X)`$ $`=G(X_0)+g_{X_0}(XX_0)+XX_0\psi _{X_0}(X),`$
$`F(Y)`$ $`=F(G(X_0))+f_{G(X_0)}(YG(X_0))+YG(X_0)\phi _{G(X_0)}(Y),`$
where $`\psi _{X_0}(X_0)=0`$ and $`\phi _{G(X_0)}(G(X_0))=0.`$

Hence, it follows easily a multivector identity which holds for all $`XX_0`$

$`{\displaystyle \frac{FG(X)FG(X_0)f_{G(X_0)}g_{X_0}(XX_0)}{XX_0}}`$
$`=f_{G(X_0)}\psi _{X_0}(X)+{\displaystyle \frac{G(X)G(X_0)}{XX_0}}\phi _{G(X_0)}G(X).`$
Now, by taking limits for $`XX_0`$ on both sides, using the equations: $`\underset{XX_0}{lim}f_{G(X_0)}\psi _{X_0}(X)=0`$ and $`\underset{XX_0}{lim}{\displaystyle \frac{G(X)G(X_0)}{XX_0}}\phi _{G(X_0)}G(X)=0,`$ we get the expected result. ∎

This *chain rule* for differentiation turns out to be a chain rule for $`A`$-directional derivation.

For a differentiable $`G`$ at $`X_0`$ and a differentiable $`F`$ at $`G(X_0)`$ we have

$`(FG)_A^{}(X_0)`$ $`=f_{G(X_0)}g_{X_0}(A)=f_{G(X_0)}(G_A^{}(X_0)),`$
$`(FG)_A^{}(X_0)`$ $`=F_{G_A^{}(X_0)}^{}(G(X_0)).`$ (18)
We study now two very important particular cases of the general chain rule for the $`A`$-directional derivation:

For $`p>0,`$ $`q=0`$ and $`r>0,`$ i.e., for the $`A`$-directional derivative of the composition of $`\mathrm{\Phi }:𝛀^pV`$ with $`X:^rV`$ at $`X_0𝛀^pV,`$ by using eq.(18) and eq.(15), we have

$`(X\mathrm{\Phi })_A^{}(X_0)`$ $`=X_{\mathrm{\Phi }_A^{}(X_0)}^{}(\mathrm{\Phi }(X_0)),`$
$`(X\mathrm{\Phi })_A^{}(X_0)`$ $`=X^{}(\mathrm{\Phi }(X_0))\mathrm{\Phi }_A^{}(X_0).`$ (19)
For $`p=0,`$ $`q>0`$ and $`r>0,`$ i.e., for the derivative of the composition of $`X:S^qV`$ with $`F:^qV^rV`$ at $`\lambda _0S,`$ by using eq.(15), eq.(18) and eq.(13), we have

$`(FX)^{}(\lambda _0)\alpha `$ $`=(FX)_\alpha ^{}(\lambda _0)=F_{X_\alpha ^{}(\lambda _0)}^{}(X(\lambda _0)),`$
$`(FX)^{}(\lambda _0)\alpha `$ $`=F_{X^{}(\lambda _0)\alpha }^{}(X(\lambda _0)).`$ (20)
#### 2.3.3 Derivatives

Let $`(\{e_k\},\{e^k\})`$ be a pair of reciprocal bases of $`V.`$ Let $`F:𝛀^pV^qV`$ be any differentiable function at $`X_0𝛀^pV.`$ Define the set $`𝚲^pV=\{X𝛀^pV`$ $`/`$ $`F`$ is differentiable at $`X\}𝛀^pV.`$

It follows that it must exist a well-defined function $`F_A^{}:𝚲^pV^qV`$ such that $`F_A^{}(X)`$ equals the $`A`$-directional derivative of $`F`$ at each $`X𝚲^pV.`$ It is called the $`A`$-*directional derivative function of* $`F`$.

Then, we can define exactly *four* derivative-like functions for $`F`$, namely, $`F^{}:𝚲^pV^qV`$ such that

$`F^{}(X)`$ $`={\displaystyle \frac{1}{p!}}(e^{j_1}\mathrm{}e^{j_p})F_{e_{j_1}\mathrm{}e_{j_p}}^{}(X)`$
$`={\displaystyle \frac{1}{p!}}(e_{j_1}\mathrm{}e_{j_p})F_{e^{j_1}\mathrm{}e^{j_p}}^{}(X),`$ (21)
where $``$ means either $`(),`$ $`(),`$ $`(\mathrm{})`$ or $`(`$*Clifford product*$`).`$

Whichever $`F^{}`$ is a well-defined function associated to $`F,`$ since $`F^{}(X)`$ are multivectors which do not depend on the choice of $`(\{e_k\},\{e^k\}).`$

We will call $`F^{},`$ $`F^{},`$ $`\mathrm{}F^{}`$ and $`F^{}`$ (i.e., $`(`$*Clifford product*$`)`$) respectively the (generalized) *curl,* *scalar divergence,* *left contracted divergence* and *gradient of* $`F.`$ Sometimes the gradient of $`F`$ is called the *standard derivative of* $`F.`$

On the *real vector space of differentiable* $`(p,q)`$*-functions over* $`V`$ we can introduce exactly four derivative-like operators, namely, $`F_XF`$ such that

$$_XF=F^{},$$
(22)
i.e., for every $`X𝚲^pV`$

$`_XF(X)`$ $`={\displaystyle \frac{1}{p!}}(e^{j_1}\mathrm{}e^{j_p})F_{e_{j_1}\mathrm{}e_{j_p}}^{}(X)`$
$`={\displaystyle \frac{1}{p!}}(e_{j_1}\mathrm{}e_{j_p})F_{e^{j_1}\mathrm{}e^{j_p}}^{}(X).`$ (23)
The special cases $`_X`$, $`_X,`$ $`_X\mathrm{}`$ and $`_X`$ (i.e., $`(`$*Clifford product*$`)`$) will be called respectively the (generalized) *curl, scalar divergence,* *left contracted* *divergence* and *gradient operator.*

For differentiable functions it is also possible to introduce a remarkable operator denoted by $`A_X,`$ and defined as follows

$`A_XF(X)`$ $`=(A{\displaystyle \frac{1}{p!}}e^{j_1}\mathrm{}e^{j_p})F_{e_{j_1}\mathrm{}e_{j_p}}^{}(X),`$
$`=(A{\displaystyle \frac{1}{p!}}e_{j_1}\mathrm{}e_{j_p})F_{e^{j_1}\mathrm{}e^{j_p}}^{}(X),`$ (24)
i.e., by eq.(13)

$$A_XF(X)=F_A^{}(X).$$
(25)
The operator $`A_X`$ is called the $`A`$-directional derivative operator. It maps $`F`$ $``$ $`F_A^{},`$ i.e., $`A_XF=F_A^{}.`$

Now, we write out the property expressed by eq.(13) using the operator $`A_X`$. We have,

$$(\alpha A+\beta B)_XF(X_0)=\alpha A_XF(X_0)+\beta B_XF(X_0).$$
(26)
We have then a suggestive operator identity

$$(\alpha A+\beta B)_X=\alpha A_X+\beta B_X.$$
(27)
We have also rules holding for the $`A`$-directional derivation of addition, products and composition of differentiable functions, and eq.(16), eq.(17) and eq.(18) can be written as:

$$A_X(F+G)(X_0)=A_XF(X_0)+A_XG(X_0),$$
(28)
i.e., $`A_X(F+G)=A_XF+A_XG`$.

$$A_X(FG)(X_0)=A_XF(X_0)G(X_0)+F(X_0)A_XG(X_0),$$
(29)
i.e., $`A_X(FG)=(A_XF)G+F(A_XG).`$

If $`XG(X)`$ and $`YF(Y),`$ then

$$A_X(FG)(X_0)=A_XG(X_0)_YF(G(X_0)).$$
(30)
## 3 Conclusions

We studied in detail the concepts of limit, continuity and differentiability for multivector functions of a $`p`$-vector variable. Several types of derivatives for these objects have been introduced as, e.g., the $`A`$-directional derivative and the generalized curl, divergence and gradient. We saw that the concept of extensor plays a key role in the formulation of the notion of differentiability, it implies the existence of the differential extensor. We have proved the basic derivation rules for all suitable products of multivector functions and for composition of multivector functions. The generalization of these results towards a formulation of a general theory of multivector functions of several multivector variables can be done easily. The concept of multivector derivatives has been first introduced in . We think that our presentation is an improvement of that presentation, clearing many issues.

In the following paper about multivector *functionals*, we will see that the gradient-derivative plays a key role in the formulation of derivation concepts for the so-called induced multivector functionals.

Acknowledgement: V. V. Fernández is grateful to FAPESP for a posdoctoral fellowship. W. A. Rodrigues Jr. is grateful to CNPq for a senior research fellowship (contract 201560/82-8) and to the Department of Mathematics of the University of Liverpool for the hospitality. Authors are also grateful to Drs. P. Lounesto, I. Porteous, and J. Vaz, Jr. for their interest on our research and useful discussions.


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# Front dynamics in reaction-diffusion systems with Levy flights: a fractional diffusion approach *footnote **footnote *Research sponsored by Oak Ridge National Laboratory, managed by UT-Battelle, LLC, for the U.S. Department of Energy under contract DE-AC05-00OR22725.

## Abstract

The use of reaction-diffusion models rests on the key assumption that the underlying diffusive process is Gaussian. However, a growing number of studies have pointed out the presence of anomalous diffusion, and there is a need to understand the dynamics of reactive systems in the presence of this type of non-Gaussian diffusion. Here we present a study of front dynamics in reaction-diffusion systems where anomalous diffusion is due to asymmetric Levy flights. Our approach consists of replacing the Laplacian diffusion operator by a fractional diffusion operator, whose fundamental solutions are Levy $`\alpha `$-stable distributions. Numerical simulation of the fractional Fisher-Kolmogorov equation and analytical arguments show that anomalous diffusion leads to the exponential acceleration of fronts and a universal power law decay, $`x^\alpha `$, of the tail, where $`\alpha `$, the index of the Levy distribution, is the order of the fractional derivative.

Reaction-diffusion models have found widespread applicability in many areas, including chemistry, biology, physics and engineering; see, for example, Refs.  and references therein. The simplest reaction-diffusion models are of the form

$$_t\varphi =\chi _x^2\varphi +F(\varphi ),$$
(1)
where $`\chi `$ is the diffusion constant, and $`F`$ is a nonlinear function representing the reaction kinetics. Examples of particular interest include the Fisher-Kolmogorov equation for which $`F=\gamma \varphi (1\varphi )`$ and the real Ginzburg-Landau equation for which $`F=\gamma \varphi (1\varphi ^2)`$. The nontrivial dynamics of these systems arises from the competition between the reaction kinetics and diffusion.

At a microscopic level, diffusion is the result of the random motion of individual particles, and the use of Laplacian operators, $`_x^2\varphi `$, to model it rests on the key assumption that this random motion is an stochastic Gaussian process. However, a growing number of works have shown the presence of anomalous diffusion processes for which the mean square variance, $`\left[xx\right]^2t^\gamma `$, grows faster ($`\gamma >1`$, in the case of superdiffusion), or slower ($`\gamma <1`$, in the case of subdiffusion) than in a Gaussian diffusion process . Accordingly, an important open problem is to understand the dynamics of reaction-diffusion systems when the assumption of Gaussian diffusion fails. This problem has a particular relevance to plasma physics, which was our original motivation to carry out this study. In particular, reaction-diffusion models with Gaussian diffusion have been used to study the dynamics of spatio-temporal propagating fronts in the transition to high confinement regimes in magnetically confined plasmas . However, these studies must incorporate the fact that, in this type of plasmas, evidence of non-Gaussian diffusion has been observed in perturbative transport experiments , in numerical simulation of three dimensional turbulence , and in test-particle transport studies .

The origin of non-Gaussian diffusion can be traced back to the existence of long-range correlations in the dynamics, or the presence of anomalously large particle displacements described by broad probability distributions. Here we are interested in the second possibility. In particular, we focus on systems that exhibit anomalous diffusion caused by Levy flights, for which the probability distribution of particle displacements, $`p(\mathrm{})`$, is broad in the sense that $`\mathrm{}^2=\mathrm{}`$. As it is well-known, for these kind of systems the central limit theorem cannot be applied; and as $`N\mathrm{}`$, the probability distribution function of $`x=_n^N\mathrm{}_n`$, rather than being Gaussian, is an $`\alpha `$-stable Levy distribution

The majority of studies on anomalous diffusion due to Levy flights have focused on symmetric processes for which $`p(\mathrm{})=p(\mathrm{})`$. However, this is not always the case. For example, numerical studies of test particle transport in magnetized plasmas and in geophysical flows show that these systems have a built-in asymmetry that gives rise to asymmetric transport . Also, non-Gaussian asymmetric processes are likely to have an important role in the asymmetries observed in pulse propagation experiments in confined plasmas . Motivated by this, we focus on anomalous diffusion processes that exhibit Levy flights in one direction, say for $`x>0`$, but Gaussian behavior in the other direction, $`x<0`$. The main goal of this paper is to understand how this asymmetry manifests in the propagation of right-moving ($`x>0`$) and left-moving ($`x<0`$) fronts in reaction-diffusion systems. To study this problem we propose the following model:

$$_t\varphi =\chi _aD_x^\alpha \varphi +F(\varphi ),$$
(2)
$$_aD_x^\alpha \varphi =\frac{1}{\mathrm{\Gamma }(2\alpha )}_x^2_a^x\frac{\varphi (y)}{\left(xy\right)^{\alpha 1}}dy,$$
(3)
where the Laplacian operator $`_x^2`$ has been replaced by $`{}_{a}{}^{}D_{x}^{\alpha }`$, the Riemann-Liouville, left fractional derivative of order $`\alpha `$, with $`1\alpha <2`$. Fractional calculus is a natural mathematical generalization of standard calculus , for example, $`{}_{\mathrm{}}{}^{}D_{x}^{\alpha }e^{ikx}=(ik)^\alpha e^{ikx}`$, and in recent years has been applied to a large class of problems in the applied sciences; see Refs.  and references therein.

Previous studies of reaction-diffusion systems with anomalous diffusion include Ref., where reaction in the presence of subdiffusion was studied using fractional derivative operators in time. In contrast, here we are interested in superdiffusion, which we model with fractional operators in space. The interplay of bistable reaction processes and anomalous diffusion caused by Levy flights was addressed in Ref. . More recently, superfast front propagation in reactive systems with non-Gaussian diffusion was discussed in Ref. . The model studied in Ref.  consisted of a time-discrete reaction system coupled to a superdiffusive Levy process described by an integral operator with an algebraic decaying propagator. In our model in Eq. (2), we do not assume a time-discrete reaction kinetics; and through the use of fractional operators we use the exact Levy propagator. In addition, we consider here the role of asymmetric transport.

The physical motivation for using the left-fractional derivative rests on the fact that for $`F=0`$, Eq. (2) reduces to an asymmetric, space-fractional diffusion equation whose solution for a delta function initial condition, $`\varphi (x,t=0)=\delta (x)`$, in the infinity domain $`x(\mathrm{},\mathrm{})`$ is

$$\varphi (x,t)=\frac{1}{(\chi t)^{1/\alpha }}p_\alpha \left[\frac{x}{(\chi t)^{1/\alpha }}\right],$$
(4)
where

$$p_\alpha (\eta )=\frac{1}{2\pi }_{\mathrm{}}^{\mathrm{}}e^{i^\alpha k^\alpha +ik\eta }𝑑k.$$
(5)
For $`\alpha =2`$, Eq. (5) is the Gaussian propagator, and Eq. (4) is the fundamental solution of the standard diffusion equation. However, for $`1<\alpha <2`$, Eq. (5) is an extremal, $`\alpha `$-stable Levy distribution, i.e., a distribution with maximum skewness. These distributions are the attractors of stochastic processes that exhibit Levy flights in only one direction, they have algebraic asymptotic behavior at plus infinity, $`p_\alpha (\eta )1/\eta ^{\alpha +1}`$, but decay exponentially at minus infinity . In principle, one could add to Eq. (2) a right-fractional derivative with a suitable weighting factor, and for $`F=0`$ obtain Levy $`\alpha `$-stable distribution of arbitrary skewness . Equation (4) implies that $`x^n=(\chi t)^{n/\alpha }_r^r\eta ^np_\alpha (\eta )𝑑\eta `$ diverges as $`r\mathrm{}`$, for $`n\alpha `$. However, in physical applications (e.g., Ref. ), a finite-$`r`$ cut-off leads to the finite-size scaling $`x^nt^{n/\alpha }`$, which implies superdiffusive behavior with $`\gamma =2/\alpha `$.

In the remainder of this paper, we present a numerical and analytical study of front solutions of Eq. (2) with a reaction dynamics of the Fisher-Kolmogorov type, $`F=\gamma \varphi (1\varphi )`$, with two fixed points, one stable, $`\varphi =1`$, and the other unstable, $`\varphi =0`$. As it is usually done for initial value problems with fractional derivatives in time, and boundary value problems in finite domains with fractional derivatives in space , we regularize the singular behavior of the fractional operator by subtracting the value of $`\varphi (x)`$ at the lower limit, namely

$$_t\varphi =\chi _aD_x^\alpha \left[\varphi \varphi (a)\right]+\gamma \varphi (1\varphi ),$$
(6)
where $`\varphi (a)=\varphi (x=a,t)`$. In an infinite domain, $`a\mathrm{}`$, and Eq. (6) reduces to Eq. (2) since the fractional derivative, $`{}_{\mathrm{}}{}^{}D_{x}^{\alpha }`$, of a constant is zero. Here we consider the finite domain, $`x(0,1)`$, and take $`a=0`$. The numerical solutions were obtained by integrating Eq. (6) with boundary conditions $`\varphi (0)=1`$ and $`\varphi ^{}(0)=0`$ for right-propagating fronts, and $`\varphi ^{}(0)=0`$ and $`\varphi (1)=1`$ for left-propagating fronts. We used a semi-implicit time advance with an up-wind finite difference scheme. The fractional operator was discretized using the Grunwald-Letnikov definition of the fractional derivative . Details on the numerical method will be published elsewhere.

We consider two classes of initial conditions

$$\varphi _0^{r,l}(x)=\frac{1}{2}\left[1\mathrm{tanh}\left(\frac{xx_0}{W}\right)\right],$$
(7)
where $`\varphi _0^r(x)`$ takes the $``$ sign and corresponds to a right-propagating front, and $`\varphi _0^l(x)`$ takes the $`+`$ sign and corresponds to a left-propagating front. Figure 1 shows the time evolution of the front profile for $`\varphi _0^r(x)`$ with $`W=0.001`$ and $`x_0=0.003`$, obtained from the direct numerical integration of Eq. (6) with $`\gamma =1`$ and $`\chi =5\times 10^7`$. In this case, the front propagates to the right and develops an algebraic decaying tail $`\varphi x^\alpha `$. The time evolution of the tail, $`\varphi (x=1,t)`$, exhibits, for large $`t`$, exponential growth $`\varphi e^{\gamma t}`$. The acceleration of the front is evident in the space-time diagram in Fig. 2 that shows a contour plot of $`\varphi (x,t)`$. Front acceleration and algebraic decay of the tail was also observed in the model studied in Ref. , but with a different exponent, namely $`\varphi x^{(\alpha +1)}`$.

Left-propagating fronts exhibit a more standard dynamics. In particular, Fig. 3 shows the time evolution of the front profile for an initial condition $`\varphi _0^l(x)`$ with $`W=0.001`$, $`\gamma =1`$, and $`\chi =5\times 10^7`$ (the same parameter values used in Fig. 1) and $`x_0=0.9`$. In this case, the front exhibits an exponential decay and a self-similar propagation with constant speed $`c`$.

The numerical results presented above can be explained analytically using the leading-edge approximation, extensively used in the study of fronts with Gaussian diffusion . In this approximation, in the limit $`\varphi 1`$, the reaction kinetics $`F(\varphi )`$ is linearized around the unstable phase leading to the linear fractional equation:

$$_t\varphi =\chi _{\mathrm{}}D_x^\alpha \varphi +\gamma \varphi .$$
(8)
Substituting $`\varphi =e^{\gamma t}\psi (x,t)`$ into Eq. (8) yields a fractional diffusion equation for $`\psi `$ whose general solution is

$$\psi (x,t)=_{\mathrm{}}^{\mathrm{}}p_\alpha (\eta )\psi _0[x(\chi t)^{1/\alpha }\eta ]𝑑\eta ,$$
(9)
where, as discussed before, $`p_\alpha (\eta )`$ given in Eq. (5) is the extremal Levy $`\alpha `$-stable distribution that is the Green’s function of the asymmetric fractional diffusion equation. For a front initial condition of the form $`\varphi _0(x<0)=1`$ and $`\varphi _0(x>0)=e^{\lambda x}`$, Eq. (9) gives

$$\varphi (x,t)=e^{\gamma t}_{x(\chi t)^{1/\alpha }}^{\mathrm{}}p_\alpha (\eta )𝑑\eta +e^{\lambda x+\gamma t}_{\mathrm{}}^{x(\chi t)^{1/\alpha }}e^{\lambda (\chi t)^{1/\alpha }\eta }p_\alpha (\eta )𝑑\eta .$$
(10)
Before using this solution to obtain the asymptotic behavior of fractional diffusion, right-propagating fronts, it is instructive to consider the standard diffusion limit, $`\alpha =2`$. In this case, the Green’s function is the Gaussian propagator $`p_2(\eta )`$, and Eq. (10) becomes

$$\varphi (x,t)=e^{\lambda (xct)}P\left(\frac{x2\lambda \chi t}{\sqrt{2\chi t}}\right)+e^{\gamma t}\left[1P\left(\frac{x}{\sqrt{2\chi t}}\right)\right],$$
(11)
where $`P(z)`$ is the normal probability distribution function. Using the fact that $`P(z\mathrm{})=1`$, we get from Eq. (11) the asymptotic behavior $`\varphi (x,t)e^{\lambda (xct)}`$. Where the speed of the front, $`c`$, is related to the steepness of the front, $`\lambda `$, according to $`c=\gamma /\lambda +\chi \lambda `$, with the minimum front speed $`c_m=2\sqrt{\gamma \chi }`$ selected for sufficiently steep profiles .

In the fractional case we consider a large, fixed $`t`$, and $`x(\chi t)^{1/\alpha }\mathrm{}`$. Introducing a cut-off $`\mathrm{\Omega }`$ such that $`1\mathrm{\Omega }<x(\chi t)^{1/\alpha }`$ in the second integral in Eq. (10), integrating by parts, and using the asymptotic expression of the Levy distribution, $`p_\alpha (\eta )1/\eta ^{\alpha +1}`$ we get

$$\varphi \chi te^{\gamma t}\left[\frac{x^\alpha }{\alpha }+\frac{x^{\alpha 1}}{\lambda }+\frac{(1+\alpha )}{\lambda \left(\chi t\right)^{1+1/\alpha }}_\mathrm{\Omega }^{x(\chi t)^{1/\alpha }}\frac{e^{\lambda \left[(\chi t)^{1/\alpha }\eta x\right]}}{\eta ^{2+\alpha }}𝑑\eta +\mathrm{}\right],$$
(12)
where the dots denote terms of order $`e^{\lambda x}`$. Since the integrand on the right hand side of Eq. (12) is bounded by $`1/\eta ^{2+\alpha }`$, the third term in this equation is at most of order $`x^{\alpha 1}`$. Therefore, in agreement with the numerical result in Fig. 1, to leading order the tail of right propagating fronts decays as $`\varphi 1/x^\alpha `$. The time-asymptotic dynamics for fixed, large $`x`$ can also be obtained from Eq. (10). In this case, a stationary phase approximation gives, in agreement with the numerical results, $`\varphi e^{\gamma t}`$ to leading order, with a correction of order $`(\chi t)^{1/\alpha }e^{\gamma t}`$.

The previously discussed asymptotic results can be summarized as $`\varphi x^\alpha e^{\gamma t}`$, which, as Fig. 2 shows, reproduces the numerical results. Solving the equation $`\varphi (x,t)=\varphi _L`$ for $`x`$, for a fixed value $`\varphi =\varphi _L(0,1)`$ gives the Lagrangian trajectory $`x_L=x(t;\varphi _L)`$ of the coordinate of a point in the front with concentration $`\varphi =\varphi _L`$. In the asymptotic limit we have $`x_Le^{\gamma t/\alpha }`$. That is, the Lagrangian velocity $`v_L=dx_L/dt`$ of right-moving fronts grows exponentially with time, $`v_Le^{\gamma t/\alpha }`$.

To conclude, consider the dynamics of left-moving fronts, like the one shown in Fig. 3. In this case, the leading-edge description is straightforward since these fronts exhibit exponential tails and propagate at constant speed. Substituting $`\varphi \mathrm{exp}[\lambda (x+ct)]`$ into Eq. (2), we obtain the dispersion relation $`c=c(\lambda )`$, with minimal front speed $`c_m=c(\lambda _m)`$ where

$$c=\frac{\gamma }{\lambda }+\frac{\chi }{\lambda ^{1\alpha }},c_m=\alpha \chi ^{1/\alpha }\left(\frac{\gamma }{\alpha 1}\right)^{(\alpha 1)/\alpha }.$$
(13)
Numerical results support the idea that for steep ($`\lambda \lambda _m`$) initial conditions the front selects the minimum velocity $`c_m`$, whereas for wide ($`\lambda <\lambda _m`$) initial conditions the front speed depends on the initial condition according the first equation in (13). As expected, in the limit $`\alpha =2`$ the well-known results of front propagation in the presence of Gaussian diffusion  are recovered.

Summarizing, in this paper we have proposed the use of fractional-diffusion operators to study front dynamics in reaction-diffusion systems with non-Gaussian diffusion caused by asymmetric Levy flights. Numerical and analytical results show that right-moving fronts accelerate exponentially, and develop an algebraic decaying tail, $`\varphi x^\alpha e^{\gamma t}`$. Left-moving fronts have exponential decaying tails and move at a constant speed given by Eq. (13). The results are general in the sense that they are independent of the details of the reaction kinetics, provided it is of the “pull” type with a stable and an unstable phase. Two areas of potential application of the ideas presented here are Plasma Physics and Biology. In particular, transport studies in three-dimensional pressure-driven plasma turbulence  and in drift waves  have shown evidence of anomalous diffusion and non-Gaussian probability distributions of particle displacements which can be modeled using fractional diffusion equations. Also, fractional diffusion equations seem to capture important aspects of perturbative transport experiments in fusion plasmas including nonlocal diffusion effects in the propagation of cold pulses (e.g., ). On a parallel development, reaction-diffusion models with Gaussian diffusion have been used to study the turbulence-shear flow interaction in the L-H transition in fusion plasmas (e.g., ), and there is a pressing need to understand the role of non-Gaussian, non-local diffusion in the dynamics of L-H transition fronts. The results presented here represent a first step in the study of this open problem. On the other hand, the fractional Fisher-Kolmogorov equation discussed here shares some similarities with reaction equations with integro-differential operators used in Biology to model long-range diffusion and spatial patterns in neural firing . In this regard, the algebraic decaying kernel in the fractional diffusion operator might be useful for describing strongly non-local processes.

We thank Angelo Vulpiani and Michael Menzinger for useful conversations. This work was sponsored by the Oak Ridge National Laboratory, managed by UT-Battelle, LLC, for the U.S. Department of Energy under contract DE-AC05-00OR22725.