Related papers: Phi-entropy inequalities and Fokker-Planck equatio…
From a given Fokker-Planck equation, a multi-parameter deformed partner Fokker-Planck equation is constructed. This is done by first deleting a set of eigenstates of the original FPE by the multi-step Darboux-Crum transformation, and then…
We review several inequalities concerning Gaussian measures - isoperimetric inequality, Ehrhard's inequality, Bobkov's inequality, S-inequality and correlation conjecture.
We prove several inequalities between the curvature invariants, which impose constraints on curvature singularities. Some of the inequalities hold for a family of spacetimes which include static, Friedmann--Lema\^itre--Robertson--Walker,…
A Fokker Planck equation on fractal curves is obtained, starting from Chapmann-Kolmogorov equation on fractal curves. This is done using the recently developed calculus on fractals, which allows one to write differential equations on…
This paper introduces an elliptic quasi-variational inequality (QVI) problem class with fractional diffusion of order $s \in (0,1)$, studies existence and uniqueness of solutions and develops a solution algorithm. As the fractional…
With use of the Second Inverse Maximum Entropy Principle we find entropy functions for systems with fractal distribution functions with order parameter $q$. We compare these entropy functions with those given by the Bose-Einstein and…
In this work, we consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation…
We present a Master Equation formulation based on a Markovian random walk model that exhibits sub-diffusion, classical diffusion and super-diffusion as a function of a single parameter. The non-classical diffusive behavior is generated by…
Quantitative isoperimetric inequalities for anisotropic surface energies are shown where the isoperimetric deficit controls both the Fraenkel asymmetry and a measure of the oscillation of the boundary with respect to the boundary of the…
We study in details the isoperimetric profile of product probability measures with tails between the exponential and the Gaussian regime. In particular we exhibit many examples where coordinate half-spaces are approximate solutions of the…
In this paper, we study the Gevrey regularity of weak solution for a class of linear and quasilinear Fokker-Planck equations.
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…
We derive new characterisations of the matrix $\mathrm{\Phi}$-entropy functionals introduced in [Electron.~J.~Probab., 19(20): 1--30, 2014]. Notably, all known equivalent characterisations of the classical $\Phi$-entropies have their matrix…
In a recent paper [Phys. Lett. A {\bf335}, 351 (2005)] the authors discussed the equivalence among the various probability distribution functions of a system in equilibrium in the Tsallis entropy framework. In the present letter we extend…
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 study one-dimensional functional inequalities of the type of Poincar\'e, logarithmic Sobolev and Wirtinger, with weight, for probability densities with polynomial tails. As main examples, we obtain sharp inequalities satisfied by inverse…
In this paper, we study functional and geometric inequalities on complete Finsler measure spaces under the condition that the weighted Ricci curvature ${\rm Ric}_\infty$ has a lower bound. We first obtain some local uniform Poincar\'{e}…
We study rigidity phenomenons for infinite dimension diffusion operators of positive curvature using semigroup interpolations. In particular, for such diffusions, an analogous statement of Obata's theorem is established. Moreover, the same…
We consider a general class of non-gradient hypoelliptic Langevin diffusions and study two related questions. The first one is large deviations for hypoelliptic multiscale diffusions. The second one is small mass asymptotics of the…
Fractional diffusion and Fokker-Planck equations are widely used tools to describe anomalous diffusion in a large variety of complex systems. The equivalent formulations in terms of Caputo or Riemann-Liouville fractional derivatives can be…