The Lévy-Fokker-Planck equation: Φ-entropies and convergence to equilibrium
نویسندگان
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: Phi-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.
متن کاملOn convex Sobolev inequalities and the rate of convergence to equilibrium for Fokker-Planck type equations
It is well known that the analysis of the large-time asymptotics of Fokker-Planck type equations by the entropy method is closely related to proving the validity of convex Sobolev inequalities. Here we highlight this connection from an applied PDE point of view. In our unified presentation of the theory we present new results to the following topics: an elementary derivation of Bakry-Emery type...
متن کاملPseudo-spectral Matrix and Normalized Grunwald Approximation for Numerical Solution of Time Fractional Fokker-Planck Equation
This paper presents a new numerical method to solve time fractional Fokker-Planck equation. The space dimension is discretized to the Gauss-Lobatto points, then we apply pseudo-spectral successive integration matrix for this dimension. This approach shows that with less number of points, we can approximate the solution with more accuracy. The numerical results of the examples are displayed.
متن کاملNumerical Studies and Simulation of the Lower Hybrid Waves Current Drive by using Fokker – Planck Equation in NSST and HT-7 Tokamaks
Recent experiments on the spherical tokamak have discovered the conditions to create a powerful plasma and ensure easy shaping and amplification of stability, high bootstrap current and confinement energy. The spherical tours (ST) fusion energy development path is complementary to the tokamak burning plasma experiment such as NSTX and higher toroidal beta regimes and improves the design of a po...
متن کاملLogarithmic Sobolev inequalities: regularizing effect of Lévy operators and asymptotic convergence in the Lévy-Fokker-Planck equation
In this paper we study some applications of the Lévy logarithmic Sobolev inequality to the study of the regularity of the solution of the fractal heat equation, i. e. the heat equation where the Laplacian is replaced with the fractional Laplacian. It is also used to the study of the asymptotic behaviour of the Lévy-Ornstein-Uhlenbeck process.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Asymptotic Analysis
دوره 59 شماره
صفحات -
تاریخ انتشار 2008