English

Anomalous diffusion for multi-dimensional critical Kinetic Fokker-Planck equations

Probability 2018-12-18 v1

Abstract

We consider a particle moving in d2d\geq 2 dimensions, its velocity being a reversible diffusion process, with identity diffusion coefficient, of which the invariant measure behaves, roughly, like (1+v)β(1+|v|)^{-\beta} as v|v|\to \infty, for some constant β>0\beta>0. We prove that for large times, after a suitable rescaling, the position process resembles a Brownian motion if β4+d\beta\geq 4+d, a stable process if β[d,4+d)\beta\in [d,4+d) and an integrated multi-dimensional generalization of a Bessel process if β(d2,d)\beta\in (d-2,d). The critical cases β=d\beta=d, β=1+d\beta=1+d and β=4+d\beta=4+d require special rescalings.

Keywords

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

R2 v1 2026-06-23T06:44:38.176Z