Fractional Fokker-Planck equation with general confinement force

DOI10.1137/18M1188331zbMATH Open1435.35386arXiv1803.02672OpenAlexW2789548416MaRDI QIDQ5208769FDOQ5208769

Authors: Laurent Lafleche 

Publication date: 10 January 2020

Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Abstract: This article studies a Fokker-Planck type equation of fractional diffusion with conservative drift $partial$f/$partial$t = $Delta$^($alpha$/2) f + div(Ef), where $Delta$^($alpha$/2) denotes the fractional Laplacian and E is a confining force field. The main interest of the present paper is that it applies to a wide variety of force fields, with a few local regularity and a polynomial growth at infinity. We first prove the existence and uniqueness of a solution in weighted Lebesgue spaces depending on E under the form of a strongly continuous semigroup. We also prove the existence and uniqueness of a stationary state, by using an appropriate splitting of the fractional Laplacian and by proving a weak and strong maximum principle. We then study the rate of convergence to equilibrium of the solution. The semigroup has a property of regularization in fractional Sobolev spaces, as well as a gain of integrability and positivity which we use to obtain polynomial or exponential convergence to equilibrium in weighted Lebesgue spaces. Mathematics Subject Classification (2000): 47D06 One-parameter semi-groups and linear evolution equations [See also 34G10, 34K30], 35P15 Estimation of eigenvalues, upper and lower bounds [See also 35P05, 45C05, 47A10], 35B40 Partial differential equations, Asymptotic behavior of solutions [see also 45C05, 45K05, 35410],

Full work available at URL: https://arxiv.org/abs/1803.02672

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zbMATH Keywords

asymptotic behaviorFokker-Planckfractional Laplacianfractional diffusion with driftconfinement force

Mathematics Subject Classification ID

Asymptotic behavior of solutions to PDEs (35B40) Estimates of eigenvalues in context of PDEs (35P15) Integro-partial differential equations (45K05) Fokker-Planck equations (35Q84) Integro-partial differential equations (35R09) Fractional partial differential equations (35R11) Integro-differential operators (47G20) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Linear differential equations in abstract spaces (34G10) Functional-differential equations in abstract spaces (34K30) Eigenvalue problems for integral equations (45C05) One-parameter semigroups and linear evolution equations (47D06) Asymptotics of solutions to integral equations (45M05)

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Cited In (12)

• Existence and linear independence theorem for linear fractional differential equations with constant coefficients
• On a structure-preserving numerical method for fractional Fokker-Planck equations
• Decay rates of convergence for Fokker-Planck equations with confining drift
• Fractional hypocoercivity
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• Harris-type results on geometric and subgeometric convergence to equilibrium for stochastic semigroups
• Universality of stretched Gaussian asymptotic behaviour for the fractional Fokker–Planck equation in external force fields
• Title not available (Why is that?)

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