Fractional Fokker--Planck Equation with General Confinement Force

Abstract

This article studies a Fokker-Planck type equation of fractional diffusion with conservative drift $\partial$f/$\partial$t = $\Delta$^($\alpha$/2) f + div(Ef), where $\Delta$^($\alpha$/2) denotes the fractional Laplacian and E is a confining force field. The main interest of the present paper is that it applies to a wide variety of force fields, with a few local regularity and a polynomial growth at infinity. We first prove the existence and uniqueness of a solution in weighted Lebesgue spaces depending on E under the form of a strongly continuous semigroup. We also prove the existence and uniqueness of a stationary state, by using an appropriate splitting of the fractional Laplacian and by proving a weak and strong maximum principle. We then study the rate of convergence to equilibrium of the solution. The semigroup has a property of regularization in fractional Sobolev spaces, as well as a gain of integrability and positivity which we use to obtain polynomial or exponential convergence to equilibrium in weighted Lebesgue spaces. Mathematics Subject Classification (2000): 47D06 One-parameter semi-groups and linear evolution equations [See also 34G10, 34K30], 35P15 Estimation of eigenvalues, upper and lower bounds [See also 35P05, 45C05, 47A10], 35B40 Partial differential equations, Asymptotic behavior of solutions [see also 45C05, 45K05, 35410],