English
Related papers

Related papers: From Poincar\'e to logarithmic Sobolev inequalitie…

200 papers

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…

Probability · Mathematics 2024-05-02 Zhongmin Qian , Panpan Ren , Feng-Yu Wang

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…

Mathematical Physics · Physics 2023-06-22 Miaohua Jiang

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…

Probability · Mathematics 2014-05-16 Max Fathi

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,…

Symplectic Geometry · Mathematics 2021-04-28 Oliver Neumeister

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…

Probability · Mathematics 2016-11-08 Li-Juan Cheng , Anton Thalmaier

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…

Analysis of PDEs · Mathematics 2015-05-22 Jean Dolbeault , Maria J. Esteban , Gaspard Jankowiak

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,…

Analysis of PDEs · Mathematics 2016-11-30 Jean Dolbeault , An Zhang

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…

Statistical Mechanics · Physics 2009-11-13 Veit Schwammle , Evaldo M. F. Curado , Fernando D. Nobre

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…

Analysis of PDEs · Mathematics 2026-03-16 José A. Carrillo , Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Dongyi Wei

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…

Differential Geometry · Mathematics 2011-07-05 Shin-ichi Ohta , Asuka Takatsu

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…

Probability · Mathematics 2020-08-24 Ioannis Karatzas , Walter Schachermayer , Bertram Tschiderer

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…

Machine Learning · Computer Science 2023-02-17 Nicholas M. Boffi , Eric Vanden-Eijnden

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…

Analysis of PDEs · Mathematics 2015-05-25 Jean Dolbeault , Giuseppe Toscani

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…

Analysis of PDEs · Mathematics 2016-02-19 Oxana Manita

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…

Probability · Mathematics 2013-04-25 Huaiqian Li , Dejun Luo

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…

Probability · Mathematics 2007-05-23 Patrick Cattiaux , Ivan Gentil , Arnaud Guillin

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…

Probability · Mathematics 2025-01-22 Zhenxin Liu , Xuewei Wang

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…

Metric Geometry · Mathematics 2017-11-28 Shin-ichi Ohta , Miklós Pálfia

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…

Functional Analysis · Mathematics 2013-07-23 Umut Caglar , Elisabeth M. Werner

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…

Classical Analysis and ODEs · Mathematics 2016-02-04 Albert Clop , Renjin Jiang , Joan Mateu , Joan Orobitg