The Lévy-Fokker-Planck equation: Phi-entropies and convergence to equilibrium
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چکیده
In this paper, we study a Fokker-Planck equation of the form ut = I[u] + div(xu) where the operator I, which is usually the Laplacian, is replaced here with a general Lévy operator. We prove by the entropy production method the exponential decay in time of the solution to the only steady state of the associated stationnary equation.
منابع مشابه
The Lévy-Fokker-Planck equation: Φ-entropies and convergence to equilibrium
In this paper, we study a Fokker-Planck equation of the form ut = I[u] + div(xu) where the operator I, which is usually the Laplacian, is replaced here with a general Lévy operator. We prove by the entropy production method the exponential decay in time of the solution to the only steady state of the associated stationnary equation.
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تاریخ انتشار 2015