Diffusion approximation for Fokker Planck with heavy tail equilibria : a spectral method in dimension 1
Abstract: This paper is devoted to the diffusion approximation for the 1-d Fokker Planck equation with a heavy tail equilibria of the form (1+v2){-\beta/2}, in the range beta\in ]1,5[. We prove that the limit diffusion equation involves a fractional Laplacian kappa|\Delta|{\frac{\beta+1}{6}}, and we compute the value of the diffusion coefficient kappa. This extends previous results of E. Nasreddine and M. Puel in the case beta>5, and of P. Cattiaux, E. Nasreddine and M. Puel in the case beta=5.
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