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Main Author: Dechicha, Dahmane
Format: Preprint
Published: 2024
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Online Access:https://arxiv.org/abs/2412.00865
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author Dechicha, Dahmane
author_facet Dechicha, Dahmane
contents This paper is devoted to the study of a kinetic Fokker-Planck equation with general heavy-tailed equilibrium without an explicit formula, such as $C_β\langle v \rangle^{-β}$, in particular non-symmetric and non-centred. This work extends the results obtained in [Dechicha and Puel, 2023] and [Dechicha and Puel, Asymptot. Anal., 2024]. We prove that if the equilibrium behaves like $\langle v \rangle^{-β}$ at infinity with $β> d$, along with an other assumption, there exists a unique eigenpair solution to the spectral problem associated with the Fokker-Planck operator, taking into account the advection term. As a direct consequence of this construction, and under the hypothesis of the convergence of the rescaled equilibrium, we obtain the fractional diffusion limit for the kinetic Fokker-Planck equation, with or without drift, depending on the decay of the equilibrium and whether or not the first moment is finite. This latter result generalizes all previous results on the fractional diffusion limit for the Fokker-Planck equation and rigorously justifies the remarks and results mentioned in [Bouin and Mouhot, PMP, 2022, Section 9].
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spellingShingle On the spectral problem and fractional diffusion limit for Fokker-Planck with(-out) drift and for a general heavy tail equilibrium
Dechicha, Dahmane
Probability
Analysis of PDEs
This paper is devoted to the study of a kinetic Fokker-Planck equation with general heavy-tailed equilibrium without an explicit formula, such as $C_β\langle v \rangle^{-β}$, in particular non-symmetric and non-centred. This work extends the results obtained in [Dechicha and Puel, 2023] and [Dechicha and Puel, Asymptot. Anal., 2024]. We prove that if the equilibrium behaves like $\langle v \rangle^{-β}$ at infinity with $β> d$, along with an other assumption, there exists a unique eigenpair solution to the spectral problem associated with the Fokker-Planck operator, taking into account the advection term. As a direct consequence of this construction, and under the hypothesis of the convergence of the rescaled equilibrium, we obtain the fractional diffusion limit for the kinetic Fokker-Planck equation, with or without drift, depending on the decay of the equilibrium and whether or not the first moment is finite. This latter result generalizes all previous results on the fractional diffusion limit for the Fokker-Planck equation and rigorously justifies the remarks and results mentioned in [Bouin and Mouhot, PMP, 2022, Section 9].
title On the spectral problem and fractional diffusion limit for Fokker-Planck with(-out) drift and for a general heavy tail equilibrium
topic Probability
Analysis of PDEs
url https://arxiv.org/abs/2412.00865