Fractional diffusion limit for a kinetic Fokker-Planck equation with diffusive boundary conditions in the half-line
Probability
2023-10-24 v3
Abstract
We consider a particle living in , whose velocity is a positive recurrent diffusion with heavy-tailed invariant distribution when the particle lives in . When it hits the boundary , the particle restarts with a random strictly positive velocity. We show that the properly rescaled position process converges weakly to a stable process reflected on its infimum. From a P.D.E. point of view, the time-marginals of solve a kinetic Fokker-Planck equation on with diffusive boundary conditions. Properly rescaled, the space-marginal converges to the solution of some fractional heat equation on .
Keywords
Cite
@article{arxiv.2211.15212,
title = {Fractional diffusion limit for a kinetic Fokker-Planck equation with diffusive boundary conditions in the half-line},
author = {Loïc Béthencourt},
journal= {arXiv preprint arXiv:2211.15212},
year = {2023}
}