Decay rates of convergence for Fokker-Planck equations with confining drift
DOI10.1016/j.aim.2023.109393zbMath1529.35512arXiv2210.11090OpenAlexW4388921123MaRDI QIDQ6142420
Publication date: 21 December 2023
Published in: Advances in Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2210.11090
rate of convergenceFokker-Planck equationscoupling methodsdrift-diffusion equationsfractional Laplacianlong time decay
Processes with independent increments; Lévy processes (60G51) Fractional derivatives and integrals (26A33) Oscillation, zeros of solutions, mean value theorems, etc. in context of PDEs (35B05) Rate of convergence, degree of approximation (41A25) Initial value problems for second-order parabolic equations (35K15) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Integro-differential operators (47G20) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21) Fractional partial differential equations (35R11) Fokker-Planck equations (35Q84)
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