Intertwining relations for one-dimensional diffusions and application to functional inequalities (Q471040): Difference between revisions

The authors prove several intertwining and sub-intertwining relations involving transition and Feynman-Kac semigroups of one-dimensional diffusions. The paper is a follow-up of a corresponding study for birth-death processes by \textit{D. Chafaï} and \textit{A. Joulin} [Bernoulli 19, No. 5A, 1855--1879 (2013; Zbl 1286.60084)]. Several applications to functional inequalities are given. The variational formula for the spectral gap by \textit{M.-F. Chen} and \textit{F.-Y. Wang} [Trans. Am. Math. Soc. 349, No. 3, 1239--1267 (1997; Zbl 0872.35072)] is recovered. A new criterion for the logarithmic Sobolev inequality to hold is derived, which works even when the Bakry-Émery criterion fails, e.g., in the case of a potential which is not strongly convex on the real line. Finally, new estimates of the optimal constants in these functional inequalities are obtained for some classical examples.