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+v^2)^{-β/2}, in the range beta\in ]1,5[. We prove that the limit diffusion equation involves a fractional Laplacian kappa|Δ|^{\frac{β+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.