Perelman's \(W\)-entropy for the Fokker-Planck equation over complete Riemannian manifolds (Q645955): Difference between revisions

This paper presents investigations on Perelman's \(W\)-entropy for the Fokker-Planck equation. In recent years, this equation has been one of the most important topics in the research of kinetic PDEs, functional inequalities and stochastic analysis. The author studies the Perelman \(W\)-entropy for this equation on complete Riemannian manifolds based on some ideas and results that developed by the author and collaborators in recent years on comparison geometry for the Bakry-Emery-Ricci curvature. The paper consist of six sections. The first one is a short preliminary one; in the second one, a description of the canonical correspondence between the Fokker-Planck equation and the heat equation associated with the Witten-Laplacian is given. In Section 3, it is stated when the curvature dimension condition holds and what should be fulfilled in order to prove the stationary Fokker-Planck equation. Section 4 presents the monotonicity of the free energy functional for the Fokker-Planck equation on complete Riemannian manifolds. The fifth section is a study of Perelman's \(W\)-entropy for the considered equation, and the last section is a probabilistic interpretation of the proposed entropy.