English

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 R+\mathbb{R}_+, whose velocity is a positive recurrent diffusion with heavy-tailed invariant distribution when the particle lives in (0,)(0,\infty). When it hits the boundary x=0x=0, 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 (Xt,Vt)t0(X_t, V_t)_{t\geq0} solve a kinetic Fokker-Planck equation on (0,)×R+×R(0,\infty)\times\mathbb{R}_+ \times \mathbb{R} with diffusive boundary conditions. Properly rescaled, the space-marginal converges to the solution of some fractional heat equation on (0,)×R+(0,\infty)\times\mathbb{R}_+.

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}
}