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We establish a log-Sobolev inequality for the stationary distribution of mean-field Langevin dynamics with a constant that is independent of the number of particles $N$. Our proof proceeds by establishing the existence of a Lipschitz…

Probability · Mathematics 2024-09-17 Sinho Chewi , Atsushi Nitanda , Matthew S. Zhang

This note is devoted to several inequalities deduced from a special form of the logarithmic Hardy-Littlewood-Sobolev, which is well adapted to the characterization of stationary solutions of a Keller-Segel system written in self-similar…

Analysis of PDEs · Mathematics 2012-12-06 Jean Dolbeault , Juan Campos Serrano

We develop a new approach to velocity averaging lemmas based on the dispersive properties of the kinetic transport operator. This method yields unprecedented sharp results, which display, in some cases, a gain of one full derivative.…

Analysis of PDEs · Mathematics 2012-06-29 Diogo Arsénio , Nader Masmoudi

We propose to solve polynomial hyperbolic partial differential equations (PDEs) with convex optimization. This approach is based on a very weak notion of solution of the nonlinear equation, namely the measure-valued (mv) solution,…

Analysis of PDEs · Mathematics 2018-07-09 Swann Marx , Tillmann Weisser , Didier Henrion , Jean Lasserre

Our aim is to provide a short and self contained synthesis which generalise and unify various related and unrelated works involving what we call Phi-Sobolev functional inequalities. Such inequalities related to Phi-entropies can be seen in…

Probability · Mathematics 2021-11-30 Djalil Chafai

In this paper we show a number of logarithmic inequalities on several classes of Lie groups: log-Sobolev inequalities on general Lie groups, log-Sobolev (weighted and unweighted), log-Gagliardo-Nirenberg and log-Caffarelli-Kohn-Nirenberg…

Analysis of PDEs · Mathematics 2024-04-02 Marianna Chatzakou , Aidyn Kassymov , Michael Ruzhansky

We study the relations between (tight) logarithmic Sobolev inequalities, entropy decay and spectral gap inequalities for Markov evolutions on von Neumann algebras. We prove that log-Sobolev inequalities (in the non-commutative form defined…

Operator Algebras · Mathematics 2014-06-24 Raffaella Carbone

We study functional inequalities (Poincar\'e, Cheeger, log-Sobolev) for probability measures obtained as perturbations. Several explicit results for general measures as well as log-concave distributions are given.The initial goal of this…

Probability · Mathematics 2021-01-28 Patrick Cattiaux , Arnaud Guillin

The equivalence between logarithmic Sobolev inequalities and hypercontractivity of solutions of Hamilton-Jacobi equations has been proved in [5]. We consider a semi-Lagrangian approximation scheme for the Hamilton-Jacobi equation and we…

Numerical Analysis · Mathematics 2013-12-12 Fabio Camilli , Paola Loreti , Cristina Pocci

Linear interpolation inequalities that combine Hardy's inequality with sharp Sobolev embedding are obtained using classical arguments of Hardy and Littlewood (Bliss lemma). Such results are equivalent to Caffarelli-Kohn-Nirenberg…

Analysis of PDEs · Mathematics 2009-07-24 William Beckner

In this paper, We establish the weighted Poincar\'{e} inequalities and Log-Sobolev inequalities for Cauchy distributions with optimal weight functions.

Probability · Mathematics 2011-03-23 Zhengliang Zhang , Bin Qian , Wei Liu

For sampling from a log-concave density, we study implicit integrators resulting from $\theta$-method discretization of the overdamped Langevin diffusion stochastic differential equation. Theoretical and algorithmic properties of the…

Machine Learning · Statistics 2021-07-13 Liam Hodgkinson , Robert Salomone , Fred Roosta

This is a continuation of our previous work 0712.4092. It is well known that various isoperimetric inequalities imply their functional ``counterparts'', but in general this is not an equivalence. We show that under certain convexity…

Functional Analysis · Mathematics 2014-02-26 Emanuel Milman

It is well known that if a random vector satisfies a log-Sobolev inequality, all of its marginals have subgaussian tails. In the spirit of the KLS conjecture, we investigate whether this implication can be reversed under a log-concavity…

Functional Analysis · Mathematics 2026-02-17 Pierre Bizeul

In this paper, we generalize the log-Sobolev inequalities to R\'enyi--Sobolev inequalities by replacing the entropy with the two-parameter entropy, which is a generalized version of entropy and closely related to R\'enyi divergences. We…

Probability · Mathematics 2024-07-29 Lei Yu , Hao Wu

We give an alternative look at the log-Sobolev inequality (LSI in short) for log-concave measures by semigroup tools. The similar idea yields a heat flow proof of LSI under some quadratic Lyapunov condition for symmetric diffusions on…

Probability · Mathematics 2016-04-29 Yuan Liu

We consider a generic modified logarithmic Sobolev inequality (mLSI) of the form $\mathrm{Ent}_{\mu}(e^f) \le \tfrac{\rho}{2} \mathbb{E}_\mu e^f \Gamma(f)^2$ for some difference operator $\Gamma$, and show how it implies two-level…

Probability · Mathematics 2021-04-13 Holger Sambale , Arthur Sinulis

The dissipation of general convex entropies for continuous time Markov processes can be described in terms of backward martingales with respect to the tail filtration. The relative entropy is the expected value of a backward submartingale.…

Probability · Mathematics 2015-01-27 Joaquin Fontbona , Benjamin Jourdain

This article investigates the weak approximation towards the invariant measure of semi-linear stochastic differential equations (SDEs) under non-globally Lipschitz coefficients. For this purpose, we propose a linear-theta-projected Euler…

Numerical Analysis · Mathematics 2024-03-28 Chenxu Pang , Xiaojie Wang , Yue Wu

The continuum $\varphi^4_2$ and $\varphi^4_3$ measures are shown to satisfy a log-Sobolev inequality uniformly in the lattice regularisation under the optimal assumption that their susceptibility is bounded. In particular, this applies to…

Mathematical Physics · Physics 2024-04-25 Roland Bauerschmidt , Benoit Dagallier
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