Fractional Fokker–Planck Equation with General Confinement Force - Archive ouverte HAL
Article Dans Une Revue SIAM Journal on Mathematical Analysis Année : 2020

Fractional Fokker–Planck Equation with General Confinement Force

Équation de Fokker–Planck fractionnaire avec une force confinante générale

Résumé

This article studies a Fokker-Planck type equation of fractional diffusion with conservative drift ∂f/∂t = ∆^(α/2) f + div(Ef), where ∆^(α/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.
Fichier principal
Vignette du fichier
ffp.pdf (423.87 Ko) Télécharger le fichier
Origine Fichiers produits par l'(les) auteur(s)
Loading...

Dates et versions

hal-01724754 , version 1 (06-03-2018)

Licence

Identifiants

Citer

Laurent Lafleche. Fractional Fokker–Planck Equation with General Confinement Force. SIAM Journal on Mathematical Analysis, 2020, 52 (1), pp.164-196. ⟨10.1137/18M1188331⟩. ⟨hal-01724754⟩
162 Consultations
151 Téléchargements

Altmetric

Partager

More