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Convexity properties of the entropy along displacement interpolations are crucial in the Lott-Sturm-Villani theory of lower bounded curvature of geodesic measure spaces. As discrete spaces fail to be geodesic, an alternate analogous theory…

Probability · Mathematics 2022-09-05 Christian Léonard

We study the heat equation on time-dependent metric measure spaces (as well as the dual and the adjoint heat equation) and prove existence, uniqueness and regularity. Of particular interest are properties which characterize the underlying…

Differential Geometry · Mathematics 2017-12-21 Eva Kopfer , Karl-Theodor Sturm

In the present paper, we prove that a lower bound on the $1$-weighted Ricci curvature is equivalent to a convexity of entropies on the Wasserstein space. Based on such characterization, we provide some interpolation inequalities such as the…

Differential Geometry · Mathematics 2020-06-16 Yohei Sakurai

Since the early nineties, it has been observed that the Schroedinger bridge problem can be formulated as a stochastic control problem with atypical boundary constraints. This in turn has a fluid dynamic counterpart where the flow of…

Probability · Mathematics 2016-01-20 Yongxin Chen , Tryphon Georgiou , Michele Pavon

In this paper, we prove the concavity of the Shannon entropy power for the heat equation associated with the Laplacian or the Witten Laplacian on complete Riemannian manifolds with suitable curvature-dimension condition and on compact super…

Differential Geometry · Mathematics 2020-01-03 S. Li , X. -D. Li

We illustrate some novel contraction and regularizing properties of the Heat flow in metric-measure spaces that emphasize an interplay between Hellinger-Kakutani, Kantorovich-Wasserstein and Hellinger-Kantorvich distances. Contraction…

Analysis of PDEs · Mathematics 2019-04-23 Giulia Luise , Giuseppe Savaré

We introduce a class of generalized relative entropies (inspired by the Bregman divergence in information theory) on the Wasserstein space over a weighted Riemannian or Finsler manifold. We prove that the convexity of all the entropies in…

Differential Geometry · Mathematics 2013-04-09 Shin-ichi Ohta , Asuka Takatsu

The article presents new entropic continuity bounds for conditional expectations and conditional covariance matrices. These bounds are expressed in terms of the relative entropy between different coupling distributions. Our approach…

Probability · Mathematics 2025-04-29 Pierre Del Moral

We present a pathwise proof of the HWI inequality which is based on en-tropic interpolations rather than displacement ones. Unlike the latter, entropic interpolations are regular both in space and time. Consequently, our approach is closer…

Probability · Mathematics 2018-07-19 Ivan Gentil , Christian Léonard , Luigia Ripani , Luca Tamanini

The Schr{\"o}dinger problem is an entropy minimisation problem on the space of probability measures. Its optimal value is a cost between two probability measures. In this article we investigate some regularity properties of this cost:…

Analysis of PDEs · Mathematics 2022-01-06 Gauthier Clerc

It is well known that nonlinear diffusion equations can be interpreted as a gradient flow in the space of probability measures equipped with the Euclidean Wasserstein distance. Under suitable convexity conditions on the nonlinearity, due to…

Analysis of PDEs · Mathematics 2014-02-13 François Bolley , José A. Carrillo

The paper considers the Euler system of PDE on a smooth compact Riemannian manifold of positive curvature without boundary, and the sphere ${\mathbb{S}}^2$ in particular. The paper interprets the Euler equations as a transport problem for…

Analysis of PDEs · Mathematics 2020-11-24 Gordon Blower

We show that the thermal subadditivity of entropy provides a common basis to derive a strong form of the bounded difference inequality and related results as well as more recent inequalities applicable to convex Lipschitz functions, random…

Statistics Theory · Mathematics 2012-05-09 Andreas Maurer

Onsager's conjecture states that the conservation of energy may fail for $3D$ incompressible Euler flows with H\"{o}lder regularity below $1/3$. This conjecture was recently solved by the author, yet the endpoint case remains an interesting…

Analysis of PDEs · Mathematics 2024-07-24 Philip Isett

This paper is twofold. In the first part, we present a refinement of the R\'enyi Entropy Power Inequality (EPI) recently obtained in \cite{BM16}. The proof largely follows the approach in \cite{DCT91} of employing Young's convolution…

Probability · Mathematics 2018-05-01 Jiange Li

A new notion of displacement convexity on a matrix level is developed for density flows arising from mean-field games, compressible Euler equations, entropic interpolation, and semi-classical limits of non-linear Schr\"odinger equations.…

Analysis of PDEs · Mathematics 2023-07-26 Yair Shenfeld

In this paper, we derive entropy estimates for a class of schemes for the Euler equations which present the following features: they are based on the internal energy equation (eventually with a positive corrective term at the righ-hand-side…

Numerical Analysis · Mathematics 2017-07-06 Thierry Gallouet , Raphaele Herbin , J. -C Latché , N Therme

In this paper, we derive a number of interesting properties and extensions of the convex flow problem from the perspective of convex geometry. We show that the sets of allowable flows always can be imbued with a downward closure property,…

Optimization and Control · Mathematics 2024-08-26 Theo Diamandis , Guillermo Angeris

A recurring obstacle in the study of Wasserstein gradient flow is the lack of convexity of the square Wasserstein metric. In this paper, we develop a class of transport metrics that have better convexity properties and use these metrics to…

Analysis of PDEs · Mathematics 2014-06-06 Katy Craig

We relax the regularity condition on potentials of the Schr\"odinger equation in uniqueness results on the inverse boundary value problem which were recently proved in [11] and [5].

Analysis of PDEs · Mathematics 2011-05-17 Oleg Imanuvilov , Masahiro Yamamoto
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