Skip to main content
Log in

Anomalous Diffusion Limit of Kinetic Equations in Spatially Bounded Domains

  • Published:
Communications in Mathematical Physics Aims and scope Submit manuscript

Abstract

This paper is devoted to the anomalous diffusion limit of kinetic equations with a fractional Fokker–Planck collision operator in a spatially bounded domain. We consider two boundary conditions at the kinetic scale: absorption and specular reflection. In the absorption case, we show that the long time/small mean free path asymptotic dynamics are described by a fractional diffusion equation with homogeneous Dirichlet-type boundary conditions set on the whole complement of the spatial domain. On the other hand, specular reflections will give rise to a new operator which we call specular diffusion operator and write \({(-\Delta)_{{\rm SR}}^{s}}\). This non-local diffusion operator strongly depends on the geometry of the domain and includes in its definition the interaction between the diffusion and the boundary. We consider two types of domains: half-spaces and balls in \({\mathbb{R}^d}\). In these domains, we prove properties of the specular diffusion operator and establish existence and uniqueness of weak solutions to the associated heat-type equation.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Aceves-Sánchez, P., Cesbron, L.: Fractional diffusion limit for a fractional Vlasov–Fokker–Planck equation. preprint (2016). arXiv:1606.07939

  2. Bardos C., Santos R., Sentis R.: Diffusion approximation and computation of the critical size. Trans. AMS 284, 617–649 (1984)

    Article  MathSciNet  Google Scholar 

  3. Beals R., Protopopescu V.: On the asymptotic equivalence of the Fokker–Planck and diffusion equations. Transp. Theory Stat. Phys. 12, 109–127 (1983)

    Article  ADS  MathSciNet  Google Scholar 

  4. Biler P., Karch G.: Generalized Fokker–Planck equations and convergence to their equilibria. Banach Cent. Publ. 60, 307–318 (2003)

    Article  MathSciNet  Google Scholar 

  5. Bogdan K., Burdzy K., Chen Z.-Q.: Censored stable processes. Probab. Theory Relat. Fields 127, 89–152 (2003)

    Article  MathSciNet  Google Scholar 

  6. Bogdan K., Stós A., Sztonyk P.: Harnack inequality for stable processes on d-sets. Stud. Math. 158, 163–198 (2003)

    Article  MathSciNet  Google Scholar 

  7. Carrillo J.A.: Global weak solutions for the initial-boundary value problems to the Vlasov–Poisson–Fokker–Planck system. Math. Meth. Appl. Sci. 21, 907–938 (1998)

    Article  MathSciNet  Google Scholar 

  8. Cesbron, L.: On the derivation of non-local diffusion equations in confined spaces. Ph.D. Thesis, University of Cambridge (2017)

  9. Cesbron L., Mellet A., Trivisa K.: Anomalous transport of particles in plasma physics. Appl. Math. Lett. 25, 2344–2348 (2012)

    Article  MathSciNet  Google Scholar 

  10. Chen Z.-Q., Kim P.: Green function estimate for censored stable processes. Probab. Theory Relat. Fields 124, 595–610 (2002)

    Article  MathSciNet  Google Scholar 

  11. Chernov N., Markarian R.: Chaotic Billiards, vol. 127. Mathematical Surveys and Monographs. American Mathematical Society, Providence (2006)

    Google Scholar 

  12. D’Arruda J., Larsen E.: Simple derivation of the diffusion equation from the Fokker–Planck equation using perturbation methods. Am. J. Phys. 46, 392–393 (1978)

    Article  ADS  MathSciNet  Google Scholar 

  13. Degond P., Mas-Gallic S.: Existence of solutions and diffusion approximation for a model Fokker–Planck equation. Transp. Theory Stat. Phys. 16, 589–636 (1987)

    Article  ADS  MathSciNet  Google Scholar 

  14. DiNezza E., Palatucci G., Valdinoci E.: Hitchhiker’s guide to the fractional Sobolev spaces. Bull. des Sci. Math. 136, 521–573 (2012)

    Article  MathSciNet  Google Scholar 

  15. Dipierro S., Ros-Oton X., Valdinoci E.: Nonlocal problems with Neumann boundary conditions. Rev. Mat. Iberoam. 33, 377–416 (2017)

    Article  MathSciNet  Google Scholar 

  16. El Ghani N., Masmoudi N.: Diffusion limit of the Vlasov–Poisson–Fokker–Planck system. Commun. Math. Sci. 8, 463–479 (2010)

    Article  MathSciNet  Google Scholar 

  17. Felsinger, M., Kassmann, M., Voigt, P.: The Dirichlet problem for nonlocal operators. P. Math. Z. (2015) 279, 779 (2013). arXiv preprint

    Article  MathSciNet  Google Scholar 

  18. Gentil I., Imbert C.: The Lévy–Fokker–Planck equation: phi-entropies and convergence to equilibrium. Asymptot. Anal. 59, 125–138 (2008)

    MathSciNet  MATH  Google Scholar 

  19. Goudon T.: Hydrodynamic limit for the Vlasov–Poisson–Fokker–Planck system: Analysis of the two dimensional case. Math. Models Methods Appl. Sci. 15, 737–752 (2005)

    Article  MathSciNet  Google Scholar 

  20. Grubb, G.: Fractional Laplacians on domains, a development of Hormander’s theory of mu-transmission pseudodifferential operators. Adv. Math. (2015) 268, 478–528 (2013). arXiv preprint

    Article  MathSciNet  Google Scholar 

  21. Guan Q.-Y., Ma Z.-M.: Boundary problems for fractional Laplacian. Stoch. Dyn. 5, 385–424 (2005)

    Article  MathSciNet  Google Scholar 

  22. Guan Q.-Y., Ma Z.-M.: Reflected symmetric \({\alpha}\)-stable processes and regional fractional Laplacian. Probab. Theory Relat. Fields 134(4), 649 (2006)

    Article  MathSciNet  Google Scholar 

  23. Guo Y., Kim C., Tonon D., Trescases A.: Regularity of the Boltzmann equation in convex domains. Invent. Math. 207, 115–290 (2017)

    Article  ADS  MathSciNet  Google Scholar 

  24. Halpern B.: Strange billiard tables. Trans. Am. Math. Soc. 232, 297–305 (1977)

    Article  MathSciNet  Google Scholar 

  25. Hwang H.J., Jang J., Velázquez J.J.L.: The Fokker–Planck equation with absorbing boundary conditions. Arch. Ration. Mech. Anal. 214, 183–233 (2014)

    Article  MathSciNet  Google Scholar 

  26. Hwang, H.J., Jang, J., Velazquez, J.J.L.: On the structure of the singular set for the kinetic Fokker–Planck equations in domains with boundaries. ArXiv e-prints (2015)

  27. Hwang H.J., Phan D.: On the Fokker–Planck equations with inflow boundary conditions. Q. Appl. Math. 75, 287–308 (2017)

    Article  MathSciNet  Google Scholar 

  28. Jiang, N., Levermore, C.D., Masmoudi, N.: Remarks on the acoustic limit for the Boltzmann equation. ArXiv e-prints (2009)

  29. Hwang H.J., Jang J., Jung J.: On the kinetic Fokker–Planck equation in the half-space with absorbing barriers. Indiana Univ. Math. J. 64, 1767–1804 (2015)

    Article  MathSciNet  Google Scholar 

  30. Lukeš J., Malý J.: Measure and Integral. Matfyzpress, Prague (1995)

    MATH  Google Scholar 

  31. Masmoudi N., Saint-Raymond L.: From the Boltzmann equation to the Stokes–Fourier system in a bounded domain. Commun. Pure Appl. Math. 56, 1263–1293 (2003)

    Article  MathSciNet  Google Scholar 

  32. Maxwell J.C.: On stresses in rarefied gases arising from inequalities of temperature. Philos. Trans. R. Soc. Lond. 170, 231–256 (1879)

    Article  ADS  Google Scholar 

  33. Mellet A.: Fractional diffusion limit for collisional kinetic equations: a moments method. Indiana Univ. Math. J. 59, 1333–1360 (2010)

    Article  MathSciNet  Google Scholar 

  34. Mellet A., Mischler S., Mouhot C.: Fractional diffusion limit for collisional kinetic equations. Arch. Ration. Mech. Anal. 199, 493–525 (2011)

    Article  MathSciNet  Google Scholar 

  35. Mellet A., Vasseur A.: Global weak solutions for a Vlasov–Fokker–Planck/Navier–Stokes system of equations. Math. Models Methods Appl. Sci. 17, 1039–1063 (2007)

    Article  MathSciNet  Google Scholar 

  36. Mischler S.: Kinetic equations with Maxwell boundary conditions. Ann. Sci. de l’ENS 43, 719–760 (2010)

    MathSciNet  MATH  Google Scholar 

  37. Mou C., Yi Y.: Interior regularity for regional fractional Laplacian. Commun. Math. Phys. 340, 233–251 (2015)

    Article  ADS  MathSciNet  Google Scholar 

  38. Pazy A.: Semigroups of Linear Operators and Applications to Partial Differential Equations, vol. 44 of Applied Mathematical Sciences. Springer, New York (1983)

    Book  Google Scholar 

  39. Poupaud F., Soler J.: Parabolic limit and stability of the Vlasov–Fokker–Planck system. Math. Models Methods Appl. Sci. 10, 1027–1045 (2000)

    MathSciNet  MATH  Google Scholar 

  40. Ros-Oton X., Serra J.: The Dirichlet problem for fractional Laplacian: regularity up to the boundary. J. Math. Pures Appl. 101, 275–302 (2014)

    Article  MathSciNet  Google Scholar 

  41. Safarov Y., Vassilev D.: The Asymptotic Distribution of Eigenvalues of Partial Differential Operators, vol. 155. American Mathematical Society, Providence (1997)

    Google Scholar 

  42. Schertzer D., Larchevêque M., Duan J., Yanovsky V., Lovejoy S.: Fractional Fokker–Planck equation for nonlinear stochastic differential equations driven by non-Gaussian Lévy stable noises. J. Math. Phys. 42, 200–212 (2001)

    Article  ADS  MathSciNet  Google Scholar 

  43. Silvestre L.: Regularity of the obstacle problem for a fractional power of the Laplace operator. Commun. Pure Appl. Math. 60, 67–112 (2007)

    Article  MathSciNet  Google Scholar 

  44. Wu H., Lin T.-C., Liu C.: Diffusion limit of kinetic equations for multiple species charged particles. Arch. Ration. Mech. Anal. 215, 419–441 (2015)

    Article  MathSciNet  Google Scholar 

  45. Yanovsky V., Chechkin A., Schertzer D., Tur A.: Lvy anomalous diffusion and fractional Fokker–Planck equation. Phys. A Stat. Mech. Appl. 282, 13–34 (2000)

    Article  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Ludovic Cesbron.

Additional information

Communicated by W. Schlag

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Cesbron, L. Anomalous Diffusion Limit of Kinetic Equations in Spatially Bounded Domains. Commun. Math. Phys. 364, 233–286 (2018). https://doi.org/10.1007/s00220-018-3158-0

Download citation

  • Received:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00220-018-3158-0

Navigation