Related papers: From Poincar\'e to logarithmic Sobolev inequalitie…
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 both the local and global existence of a gradient flow of the Sinai-Ruelle-Bowen entropy functional on a Hilbert manifold of expanding maps of a circle equipped with a Sobolev norm in the tangent space of the manifold. We show…
In this work, we investigate links between the formulation of the flow of marginals of reversible diffusion processes as gradient flows in the space of probability measures and path wise large deviation principles for sequences of such…
This master thesis looks at the gradient flow of the length functional on embedded loops. The space of embedded loops is endowed with a scale structure so that the length functional becomes scale smooth. For certain underlying manifolds,…
In this article, functional inequalities for diffusion semigroups on Riemannian manifolds (possibly with boundary) are established, which are equivalent to pinched Ricci curvature, along with gradient estimates, $L^p$-inequalities and…
This paper is devoted to results on the Moser-Trudinger-Onofri inequality, or Onofri inequality for brevity. In dimension two this inequality plays a role similar to the Sobolev inequality in higher dimensions. After justifying this…
This paper collects results concerning global rates and large time asymptotics of a fractional fast diffusion on the Euclidean space, which is deeply related with a family of fractional Gagliardo-Nirenberg-Sobolev inequalities. Generically,…
A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…
The dynamics of probability density functions have been extensively studied in computational science and engineering to understand physical phenomena and facilitate algorithmic design. Of particular interest are dynamics formulated as…
We investigate the $m$-relative entropy, which stems from the Bregman divergence, on weighted Riemannian and Finsler manifolds. We prove that the displacement $K$-convexity of the $m$-relative entropy is equivalent to the combination of the…
We revisit the variational characterization of conservative diffusion as entropic gradient flow and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for…
The method of choice for integrating the time-dependent Fokker-Planck equation in high-dimension is to generate samples from the solution via integration of the associated stochastic differential equation. Here, we study an alternative…
This paper is devoted to improvements of functional inequalities based on scalings and written in terms of relative entropies. When scales are taken into account and second moments fixed accordingly, deficit functionals provide explicit…
We obtain estimates for the Kantorovich functionals between solutions to different Fokker -- Planck -- Kolmogorov equations for measures with same diffusion part but different drifts and different initial conditions. We show possible…
We generalize the results of Ambrosio [Invent. Math. 158 (2004), 227--260] on the existence, uniqueness and stability of regular Lagrangian flows of ordinary differential equations to Stratonovich stochastic differential equations with BV…
In this paper we introduce and study a weakened form of logarithmic Sobolev inequalities in connection with various others functional inequalities (weak Poincar\'{e} inequalities, general Beckner inequalities...). We also discuss the…
We establish the gradient flow representation of diffusion with mobility $b$ with respect to the modified Wasserstein quasi-metric $W_h$, where $h(r)=rb(r)$. The appropriate selection of the free energy functional depends on the specific…
We generalize the theory of gradient flows of semi-convex functions on CAT(0)-spaces, developed by Mayer and Ambrosio--Gigli--Savar\'e, to CAT(1)-spaces. The key tool is the so-called "commutativity" representing a Riemannian nature of the…
We prove new entropy inequalities for log concave and s-concave functions that strengthen and generalize recently established reverse log Sobolev and Poincare inequalities for such functions. This leads naturally to the concept of…
In this paper, we study flows associated to Sobolev vector fields with subexponentially integrable divergence. Our approach is based on the transport equation following DiPerna-Lions [DPL89]. A key ingredient is to use a quantitative…