One dimensional critical kinetic Fokker-Planck equations, Bessel and stable processes

DOI10.1007/S00220-020-03903-0zbMATH Open1457.35085arXiv1805.09728OpenAlexW3120372422MaRDI QIDQ2223723FDOQ2223723

Authors: Nicolas Fournier, Camille Tardif 

Publication date: 1 February 2021

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

Abstract: We consider a particle moving in one dimension, its velocity being a reversible diffusion process, with constant diffusion coefficient, of which the invariant measure behaves like $$ for some $$. We prove that, under a suitable rescaling, the position process resembles a Brownian motion if $$, a stable process if $$ and an integrated symmetric Bessel process if $$. The critical cases $$ and $$ require special rescaling. We recover some results of G.Lebeau and M.Puel [LP17], P.Cattiaux, E.Nasreddine and M. Puel [CNP16], and E.Barkai, E.Aghion and D. A. Kesslerwith [BAK14] with an alternative approach.

Full work available at URL: https://arxiv.org/abs/1805.09728

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zbMATH Keywords

Brownian motionBessel processkinetic Fokker-Planck equations

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Brownian motion (60J65) Kinetic theory of gases in time-dependent statistical mechanics (82C40) Fokker-Planck equations (35Q84)

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Cited In (12)

• Viscous limits for one-dimensional Fokker-Planck-Burgers type systems
• Kinetic time-inhomogeneous Lévy-driven model
• Classical and quantum mechanical models of many-particle systems. Abstracts from the workshop held November 29 -- December 5, 2020 (online meeting)
• Fractional hypocoercivity
• Stable limit theorems for additive functionals of one-dimensional diffusion processes
• Anomalous diffusion for multi-dimensional critical kinetic Fokker-Planck equations
• Fractional diffusion limit for a kinetic Fokker-Planck equation with diffusive boundary conditions in the half-line
• One-dimensional Fokker-Planck equations and functional inequalities for heavy tailed densities
• One-sided FKPP travelling waves for homogeneous fragmentation processes
• Scaling limit of a kinetic inhomogeneous stochastic system in the quadratic potential
• On the singularity formation and relaxation to equilibrium in 1D Fokker-Planck model with superlinear drift
• Fractional diffusion for Fokker–Planck equation with heavy tail equilibrium: An à la Koch spectral method in any dimension

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