Gradient flows of the entropy for jump processes
Initial value problems for PDEs with pseudodifferential operators (35S10) Integro-partial differential equations (45K05) Methods involving semicontinuity and convergence; relaxation (49J45) Variational problems in a geometric measure-theoretic setting (49Q20) Processes with independent increments; Lévy processes (60G51)
``In the last two decades, the theory of optimal transportation has found applications to many areas of mathematics such as partial differential equations, geometry and probability theory. [\dots] In particular, optimal transport has proved very useful in the study of diffusion processes (from the introduction).NEWLINENEWLINE In the present article, the author introduces ``a new transport distance between probability measures on \(\mathbb{R}^d\) that is built from a Lévy jump kernel. It is defined via a non-local variant of the Benamou-Brenier formula. The author studies ``geometric and topological properties of this distance, in particular [\dots] existence of geodesics. For translation invariant jump kernels the author identifies ``the semigroup generated by the associated non-local operator as the gradient flow of the relative entropy w.r.t. the new distance and show[s] that the entropy is convex along geodesics (from the author's abstract). Applications of an approach via the gradient flow might include the study of rates of convergence to the equilibrium as well as logarithmic Sobolev inequalities.
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- scientific article; zbMATH DE number 42424 (Why is no real title available?)
- scientific article; zbMATH DE number 918811 (Why is no real title available?)
- scientific article; zbMATH DE number 3894218 (Why is no real title available?)
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