Scaling limit of a kinetic inhomogeneous stochastic system in the quadratic potential

DOI10.3934/DCDS.2023042MaRDI QIDQ6107795zbMATH OpenFDO

Authors Thomas Cavallazzi, Emeline Luirard

Publication date 3 July 2023

Published in Discrete and Continuous Dynamical Systems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2206.13276

zbMATH Keywords

asymptotic distributionasymptotic expansion of solutions to ordinary differential equationsdamping Hamiltonian systemkinetic stochastic equationLévy processscaling transformationtime-inhomogeneous stochastic differential equation

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Abstract: We consider a particle evolving in the quadratic potential and subject to a time-inhomogeneous frictional force and to a random force. The couple of its velocity and position is solution to a stochastic differential equation driven by an $alpha$-stable L{'e}vy process with $alphain(1,2]$ and the frictional force is of the form $$. We identify three regimes for the behavior in long-time of the couple velocity-position with a suitable rescaling, depending on the balance between the frictional force and the index of stability $alpha$ of the noise.

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Cited in

(2)

• Kinetic time-inhomogeneous Lévy-driven model
• Gaussian asymptotics for a non-linear Langevin type equation driven by an -stable Lévy noise

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