Diffusion limit of Fokker−Planck equation with heavy tail equilibria

DOI10.1051/m2an/2014020zbMath1319.35269MaRDI QIDQ4981946

Elissar Nasreddine, Marjolaine Puel

Publication date: 23 March 2015

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/m2an/2014020

zbMATH Keywords

heavy tail; Cauchy distribution; diffusion limit; Fokker Plank

Mathematics Subject Classification ID

60J60: Diffusion processes

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

82D10: Statistical mechanics of plasmas

60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)

35Q84: Fokker-Planck equations

Related Items

Fractional diffusion for Fokker–Planck equation with heavy tail equilibrium: An à la Koch spectral method in any dimension, Stable limit theorems for additive functionals of one-dimensional diffusion processes, Diffusion approximation for Fokker Planck with heavy tail equilibria: a spectral method in dimension 1, Anomalous diffusion for multi-dimensional critical kinetic Fokker-Planck equations, One dimensional critical kinetic Fokker-Planck equations, Bessel and stable processes, Quantitative fluid approximation in transport theory: a unified approach

Cites Work

• Unnamed Item
• Fractional diffusion limit for collisional kinetic equations: a Hilbert expansion approach
• Anomalous transport of particles in plasma physics
• Fractional diffusion limit for collisional kinetic equations
• Boundary layers and homogenization of transport processes
• Diffusive limit for finite velocity Boltzmann kinetic models
• ANOMALOUS DIFFUSION LIMIT FOR KINETIC EQUATIONS WITH DEGENERATE COLLISION FREQUENCY
• Fractional diffusion limit for collisional kinetic equations: A moments method
• Global existence of smooth solutions for the Vlasov-Fokker-Planck equation in $1$ and $2$ space dimensions
• Existence of solutions and diffusion approximation for a model Fokker-Planck equation
• Diffusion Approximation and Computation of the Critical Size