FRACTIONAL FOKKER-PLANCK EQUATION WITH GENERAL CONFINEMENT FORCE.

This article studies a Fokker--Planck type equation of fractional diffusion with conservative drift tf = Δα/2 f + div(Ef), where Δα/2 denotes the fractional Laplacian and E is a confining force field. The main interest of the present paper is that it applies to a wide variety of force fields with a polynomial growth at infinity. We first prove the existence and uniqueness of a solution in weighted Lebesgue spaces depending on E under the form of a strongly continuous semigroup. We also prove the existence and uniqueness of a stationary state, by using an appropriate splitting of the fractional Laplacian and by proving a weak and strong maximum principle. We then study the rate of convergence to equilibrium of the solution. The semigroup has a property of regularization in fractional Sobolev spaces, as well as a gain of integrability and positivity which we use to obtain polynomial or exponential convergence to equilibrium in weighted Lebesgue spaces. [ABSTRACT FROM AUTHOR]