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Scaling limit of a kinetic inhomogeneous stochastic system in the quadratic potential.

Authors :
Cavallazzi, Thomas
Luirard, Emeline
Source :
Discrete & Continuous Dynamical Systems: Series A; Aug2023, Vol. 43 Issue 8, p1-33, 33p
Publication Year :
2023

Abstract

We consider a particle evolving in the quadratic potential and subject to a time-inhomogeneous frictional force and to a random force. The couple of its velocity and position is solution to a stochastic differential equation driven by a symmetric $ \alpha $-stable Lévy process with $ \alpha \in (1,2] $ and the frictional force is of the form $ t^{-\beta}\text{sgn}(v)|v|^\gamma $. We identify three regimes for the behavior in long-time of the couple velocity-position with a suitable rescaling, depending on the balance between the frictional force and the index of stability $ \alpha $ of the noise [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
10780947
Volume :
43
Issue :
8
Database :
Complementary Index
Journal :
Discrete & Continuous Dynamical Systems: Series A
Publication Type :
Academic Journal
Accession number :
164550884
Full Text :
https://doi.org/10.3934/dcds.2023042