Fractional Fokker-Planck equation
Isabelle Tristani (CEREMADE)

TL;DR
This paper studies the long-term behavior of solutions to a fractional Fokker-Planck equation, proving exponential convergence to equilibrium in a weighted L^1 space using advanced functional analysis techniques.
Contribution
It improves previous results by establishing convergence in a weighted L^1 space, expanding the understanding of the equation's long-time behavior.
Findings
Proves exponential convergence towards equilibrium in weighted L^1 space.
Extends previous L^2 space results to more general weighted spaces.
Utilizes recent abstract theory to enhance functional space analysis.
Abstract
This paper deals with the long time behavior of solutions to a "fractional Fokker-Planck" equation of the form where the operator stands for a fractional Laplacian. We prove an exponential in time convergence towards equilibrium in new spaces. Indeed, such a result was already obtained in a space with a weight prescribed by the equilibrium in \cite{GI}. We improve this result obtaining the convergence in a space with a polynomial weight. To do that, we take advantage of the recent paper \cite{GMM} in which an abstract theory of enlargement of the functional space of the semigroup decay is developed.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsNonlinear Partial Differential Equations · Stochastic processes and financial applications · Numerical methods in inverse problems
