Diffusion limit of Fokker−Planck equation with heavy tail equilibria

DOI10.1051/m2an/2014020zbMath1319.35269OpenAlexW2077775178MaRDI QIDQ4981946

Elissar Nasreddine, Marjolaine Puel

Publication date: 23 March 2015

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/m2an/2014020

zbMATH Keywords

heavy tailCauchy distributiondiffusion limitFokker Plank

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Statistical mechanics of plasmas (82D10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Fokker-Planck equations (35Q84)

Related Items (6)

Fractional diffusion for Fokker–Planck equation with heavy tail equilibrium: An à la Koch spectral method in any dimension ⋮ Stable limit theorems for additive functionals of one-dimensional diffusion processes ⋮ Quantitative fluid approximation in transport theory: a unified approach ⋮ Anomalous diffusion for multi-dimensional critical kinetic Fokker-Planck equations ⋮ One dimensional critical kinetic Fokker-Planck equations, Bessel and stable processes ⋮ Diffusion approximation for Fokker Planck with heavy tail equilibria: a spectral method in dimension 1

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