We define a set of nonlocal operators and develop a nonlocal vector calculus that mimics the classical differential vector calculus. Included are the definitions of nonlocal divergence, gradient, and curl operators and the derivation of nonlocal integral theorems and identities. We indicate how, through certain limiting processes, the nonlocal operators are connected to their differential counterparts. The nonlocal operators are shown to appear in nonlocal models for diffusion and in the nonlocal, spatial derivative free, peridynamics continuum model for solid mechanics. We show, for example, that unlike elliptic partial differential equations, steady state versions of the nonlocal models do not necessary result in the smoothing of data. We also briefly consider finite element methods for nonlocal problems, focusing on solutions containing jump discontinuities; in this setting, nonlocal models can lead to optimally accurate approximations.
