- Info
Maria del Mar Gonzalez
Universidad Autónoma de Madrid
Eigenfunctions for Levy Fokker-Planck equations
When one writes the fractional heat equation in self-similar variables a
drift term appears. We study the associated eigenvalue problem for this
equation, which has a fractional Laplacian and a first order term under
competition. Our main contribution is to give explicit Euclidean
formulae of the fractional analogue of Hermite polynomials. A crucial
tool is the Mellin transform, which is essentially the Fourier transform in
logarithmic variable and which turns the gradient into multiplication.
This is joint work with Hardy Chan, Marco Fontelos and Juncheng Wei.