Long-time behavior of non-local in time Fokker-Planck equations via the entropy method

DOI10.1142/S0218202519500076MaRDI QIDQ4630573zbMATH OpenOpenAlexWikidataFDO

Authors Rico Zacher, Jukka T. Kemppainen

Publication date 27 March 2019

Published in M\(^3\)AS. Mathematical Models \& Methods in Applied Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1708.04572

zbMATH Keywords

fractional derivativeentropy methodsubdiffusiontime-discrete schemetemporal decay estimatesnon-local Fokker-Planck equation

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Integro-partial differential equations (45K05) Fokker-Planck equations (35Q84) Fractional partial differential equations (35R11) Integro-differential operators (47G20)

Abstract: We consider a rather general class of non-local in time Fokker-Planck equations and show by means of the entropy method that as $toinfty$ the solution converges in $L^1$ to the unique steady state. Important special cases are the time-fractional and ultraslow diffusion case. We also prove estimates for the rate of decay. In contrast to the classical (local) case, where the usual time derivative appears in the Fokker-Planck equation, the obtained decay rate depends on the entropy, which is related to the integrability of the initial datum. It seems that higher integrability of the initial datum leads to better decay rates and that the optimal decay rate is reached, as we show, when the initial datum belongs to a certain weighted $L^2$ space. We also show how our estimates can be adapted to the discrete-time case thereby improving known decay rates from the literature.

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Cited in

(16)

• On an optimal control problem of time-fractional advection-diffusion equation
• Existence and regularity results for viscous Hamilton-Jacobi equations with Caputo time-fractional derivative
• Decay rates of convergence for Fokker-Planck equations with confining drift
• Time-fractional equations with reaction terms: fundamental solutions and asymptotics
• On the time-delayed anomalous diffusion equations with nonlocal initial conditions
• Long-Time Behavior of Nonautonomous Fokker-Planck Equations and Cooling of Granular Gases
• Time memory effect in entropy decay of Ornstein-Uhlenbeck operators
• Large-time behavior in non-symmetric Fokker-Planck equations
• Trends to equilibrium for a nonlocal Fokker-Planck equation
• Decay estimates for evolutionary equations with fractional time-diffusion
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• On the rates of decay to equilibrium in degenerate and defective Fokker-Planck equations

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