Fractional diffusion for Fokker–Planck equation with heavy tail equilibrium: An à la Koch spectral method in any dimension

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Abstract: In this paper, we extend the spectral method developed cite{DP} to any dimension dgeqslant1, in order to construct an eigen-solution for the Fokker-Planck operator with heavy tail equilibria, of the form , in the range . The method developed in dimension 1 was inspired by the work of H. Koch on nonlinear KdV equation cite{Koch}. The strategy in this paper is the same as in dimension 1 but the tools are different, since dimension 1 was based on ODE methods. As a direct consequence of our construction, we obtain the fractional diffusion limit for the kinetic Fokker-Planck equation, for the correct density ho:=intRdfmathrmdv, with a fractional Laplacian and a positive diffusion coefficient kappa.












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