Anomalous diffusion for multi-dimensional critical Kinetic Fokker-Planck equations
Probability
2018-12-18 v1
Abstract
We consider a particle moving in dimensions, its velocity being a reversible diffusion process, with identity diffusion coefficient, of which the invariant measure behaves, roughly, like as , for some constant . We prove that for large times, after a suitable rescaling, the position process resembles a Brownian motion if , a stable process if and an integrated multi-dimensional generalization of a Bessel process if . The critical cases , and require special rescalings.
Cite
@article{arxiv.1812.06806,
title = {Anomalous diffusion for multi-dimensional critical Kinetic Fokker-Planck equations},
author = {Nicolas Fournier and Camille Tardif},
journal= {arXiv preprint arXiv:1812.06806},
year = {2018}
}
Comments
40 pages