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.
Origine | Fichiers produits par l'(les) auteur(s) |
---|
Loading...