  In this paper we develop a new set of results based on a nonlocal gradient
jointly inspired by the Riesz s-fractional gradient and Peridynamics, in the
sense that its integration domain depends on a ball of radius delta > 0
(horizon of interaction among particles, in the terminology of Peridynamics),
while keeping at the same time the singularity of the Riesz potential in its
integration kernel. Accordingly, we define a functional space suitable for
nonlocal models in Calculus of Variations and partial differential equations.
Our motivation is to develop the proper functional analysis framework in order
to tackle nonlocal models in Continuum Mechanics, which requires working with
bounded domains, while retaining the good mathematical properties of Riesz
s-fractional gradients. This functional space is defined consistently with
Sobolev and Bessel fractional ones: we consider the closure of smooth functions
under the natural norm obtained as the sum of the Lp norms of the function and
its nonlocal gradient. Among the results showed in this investigation we
highlight a nonlocal version of the Fundamental Theorem of Calculus (namely, a
representation formula where a function can be recovered from its nonlocal
gradient), which allows us to prove inequalities in the spirit of Poincar\'e,
Morrey, Trudinger and Hardy as well as the corresponding compact embeddings.
These results are enough to show the existence of minimizers of general energy
functionals under the assumption of convexity. Equilibrium conditions in this
nonlocal situation are also established, and those can be viewed as a new class
of nonlocal partial differential equations in bounded domains.
