Related papers: Phi-entropy inequalities for diffusion semigroups
We prove that for symmetric Markov processes of diffusion type admitting a "carr\'e du champ", the Poincar\'e inequality is equivalent to the exponential convergence of the associated semi-group in one (resp. all) $\L^p(\mu)$ spaces for…
In the context of interacting particle systems, we study the influence of the action of the semigroup on the concentration property of Lipschitz functions. As an application, this gives a new approach to estimate the relaxation speed to…
A general type of nonlinear Fokker-Planck equation is derived directly from a master equation, by introducing generalized transition rates. The H-theorem is demonstrated for systems that follow those classes of nonlinear Fokker-Planck…
By constructing successful couplings for degenerate diffusion processes, explicit derivative formula and Harnack type inequalities are presented for solutions to a class of degenerate Fokker-Planck equations on $\R^m\times\R^{d}$. The main…
The relative entropy for two different degenerate diffusion processes is estimated by using the Wasserstein distance of initial distributions and the difference between coefficients. As applications, the entropy cost inequality and…
We study weighted inequalities of Hardy and Hardy-Poincar\'e type and find necessary and sufficient conditions on the weights so that the considered inequalities hold. Examples with the optimal constants are shown. Such inequalities are…
Let $\mathcal{L}$ be the sub-Laplacian on H-type groups and $\phi: \mathbb{R}^+ \to \mathbb{R}$ be a smooth function. The primary objective of the paper is to study the decay estimate for a class of dispersive semigroup given by…
We consider a diffusion on a potential landscape which is given by a smooth Hamiltonian $H:\mathbb {R}^n\to \mathbb {R}$ in the regime of low temperature $\varepsilon$. We proof the Eyring-Kramers formula for the optimal constant in the…
We establish the equivalence between exponential decay of the relative entropy along a quantum Markov semigroup and the modified logarithmic Sobolev inequality for general von Neumann algebras. We also extend an intertwining criterion for…
We study Poincar{\'e} inequalities and long-time behavior for diffusion processes on R^n under a variable curvature lower bound, in the sense of Bakry-Emery. We derive various estimates on the rate of convergence to equilibrium in L^1…
We investigate the existence of steady states and exponential decay for hypocoercive Fokker--Planck equations on the whole space with drift terms that are linear in the position variable. For this class of equations, we first establish that…
This paper is devoted to Gaussian interpolation inequalities with endpoint cases corresponding to the Gaussian Poincar\'e and the logarithmic Sobolev inequalities, seen as limits in large dimensions of Gagliardo-Nirenberg-Sobolev…
This article provides entropic inequalities for binomial-Poisson distributions, derived from the two point space. They appear as local inequalities of the M/M/$\infty$ queue. They describe in particular the exponential dissipation of…
We consider the $d=1$ nonlinear Fokker-Planck-like equation with fractional derivatives $\frac{\partial}{\partial t}P(x,t)=D \frac{\partial^{\gamma}}{\partial x^{\gamma}}[P(x,t) ]^{\nu}$. Exact time-dependent solutions are found for $ \nu =…
We establish sharp long time asymptotic behaviour for a family of entropies to defective Fokker-Planck equations and show that, much like defective finite dimensional ODEs, their decay rate is an exponential multiplied by a polynomial in…
In this paper we present a study of anomalous diffusion using a Fokker-Planck description with fractional velocity derivatives. The distribution functions are found using numerical means for varying degree of fractionality observing the…
We develop the celebrated semigroup approach \`a la Bakry et al on Finsler manifolds, where natural Laplacian and heat semigroup are nonlinear, based on the Bochner-Weitzenb\"ock formula established by Sturm and the author. We show the…
Nonlinear diffusion $\partial_t \rho = \Delta(\Phi(\rho))$ is considered for a class of nonlinearities $\Phi$. It is shown that for suitable choices of $\Phi$, an associated Lyapunov functional can be interpreted as thermodynamics entropy.…
A class of linear kinetic Fokker-Planck equations with a non-trivial diffusion matrix and with periodic boundary conditions in the spatial variable is considered. After formulating the problem in a geometric setting, the question of the…
We consider two methods to establish log-Sobolev inequalities for the invariant measure of a diffusion process when its density is not explicit and the curvature is not positive everywhere. In the first approach, based on the Holley-Stroock…