Fractional diffusion for Fokker–Planck equation with heavy tail equilibrium: An à la Koch spectral method in any dimension

Abstract

In this paper, we extend the spectral method developed (Dechicha and Puel (2023)) to any dimension d ⩾ 1, in order to construct an eigen-solution for the Fokker–Planck operator with heavy tail equilibria, of the form ( 1 + | v | 2 ) − β 2 , in the range β ∈ ] d , d + 4 [. The method developed in dimension 1 was inspired by the work of H. Koch on nonlinear KdV equation (Nonlinearity 28 (2015) 545). The strategy in this paper is the same as in dimension 1 but the tools are different, since dimension 1 was based on ODE methods. As a direct consequence of our construction, we obtain the fractional diffusion limit for the kinetic Fokker–Planck equation, for the correct density ρ : = ∫ R d f d v, with a fractional Laplacian κ ( − Δ ) β − d + 2 6 and a positive diffusion coefficient κ.