Convergence of a kinetic equation to a fractional diffusion equation
Probability
2015-12-04 v1
Abstract
A linear Boltzmann equation is interpreted as the forward equation for the probability density of a Markov process (K(t), Y(t)), where K(t) is a autonomous reversible jump process, with waiting times between two jumps with finite expectation value but infinite variance, while Y(t) is an additive functional of K(t). We prove that under a suitable rescaling the process Y converges in distribution to a Levy process, stable with index 3/2. Moreover, the solution of the linear Boltzmann equation converges to the solution of a fractional diffusion equation.
Keywords
Cite
@article{arxiv.0909.3385,
title = {Convergence of a kinetic equation to a fractional diffusion equation},
author = {Giada Basile and Anton Bovier},
journal= {arXiv preprint arXiv:0909.3385},
year = {2015}
}