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This chapter provides a brief review of recent developments on two nonlocal operators: fractional Laplacian and fractional time derivative. We start by accounting for several applications of these operators in imaging science, geophysics, harmonic maps, and deep (machine) learning. Various notions of solutions to linear fractional elliptic equations are provided and numerical schemes for fractional Laplacian and fractional time derivative are discussed. Special emphasis is given to exterior optimal control problems with a linear elliptic equation as constraints. In addition, optimal control problems with interior control and state constraints are considered. We also provide a discussion on fractional deep neural networks, which is shown to be a minimization problem with fractional in time ordinary differential equation as constraint. The paper concludes with a discussion on several open problems. 

SUMMARY A growing body of applied mathematics literature in recent years has focused on the application of fractional calculus to problems of anomalous transport. In these analyses, the anomalous transport (of charge, tracers, fluid, etc.) is presumed attributable to long–range correlations of material properties within an inherently complex, and in some cases self-similar, conducting medium. Rather than considering an exquisitely discretized (and computationally intractable) representation of the medium, the complex and spatially correlated heterogeneity is represented through reformulation of the governing equation for the relevant transport physics such that its coefficients are, instead, smooth but paired with fractional–order space derivatives. Here we apply these concepts to the scalar Helmholtz equation and its use in electromagnetic interrogation of Earth’s interior through the magnetotelluric method. We outline a practical algorithm for solving the Helmholtz equation using spectral methods coupled with finite element discretizations. Execution of this algorithm for the magnetotelluric problem reveals several interesting features observable in field data: long–range correlation of the predicted electromagnetic fields; a power–law relationship between the squared impedance amplitude and squared wavenumber whose slope is a function of the fractional exponent within the governing Helmholtz equation; and, a non–constant apparent resistivity spectrum whose variability arises solely from the fractional exponent. In geologic settings characterized by self–similarity (e.g. fracture systems; thick and richly–textured sedimentary sequences, etc.) we posit that these diagnostics are useful for geologic characterization of features far below the typical resolution limit of electromagnetic methods in geophysics.