Asymptotic behaviour for the Fractional Heat Equation in the Euclidean space

Abstract

We consider weak solutions of the fractional heat equation posed in the whole $n$-dimensional space, and establish their asymptotic convergence to the fundamental solution as $t\to\infty$ under the assumption that the initial datum is an integrable function, or a finite Radon measure. Convergence with suitable rates is obtained for solutions with a finite first initial moment, while for solutions with compactly supported initial data convergence in relative error holds. The results are applied to the fractional Fokker-Planck equation. Brief mention of other techniques and related equations is made.