Contraction of general transportation costs along solutions to Fokker-Planck equations with monotone drifts
From MaRDI portal
Publication:619889
DOI10.1016/j.matpur.2010.07.003zbMath1206.35236arXiv1002.0088WikidataQ59874004 ScholiaQ59874004MaRDI QIDQ619889
Giuseppe Savaré, Luca Natile, Mark Adriaan Peletier
Publication date: 18 January 2011
Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1002.0088
60J60: Diffusion processes
82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics
35K10: Second-order parabolic equations
35Q84: Fokker-Planck equations
Related Items
Darwinian evolution as Brownian motion on the simplex: a geometric perspective on stochastic replicator dynamics, Self-improvement of the Bakry-Émery condition and Wasserstein contraction of the heat flow in \(\text{RCD}(K, \infty)\) metric measure spaces, Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations, Nonlinear Fokker-Planck-Kolmogorov equations in Hilbert spaces, Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations, Estimates of distances between transition probabilities of diffusions, Dimensional contraction via Markov transportation distance
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Contractions in the 2-Wasserstein length space and thermalization of granular media
- Existence and stability for Fokker-Planck equations with log-concave reference measure
- Nonlinear mobility continuity equations and generalized displacement convexity
- A geometrical approach to monotone functions in \(\mathbb{R}^n\)
- A convexity principle for interacting gases
- Bounded approximants to monotone operators on Banach spaces
- A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
- Multidimensional diffusion processes.
- THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION
- ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
- Uniqueness of solutions to weak parabolic equations for measures
- Characterization of optimal transport plans for the Monge-Kantorovich problem
- Eulerian Calculus for the Displacement Convexity in the Wasserstein Distance
- The Variational Formulation of the Fokker--Planck Equation
- Asymptotic L^1-decay of solutions of the porous medium equation to self-similarity
- On Parabolic Equations for Measures
- Eulerian Calculus for the Contraction in the Wasserstein Distance
- Optimal Transport