Hypercontractivity of Hamilton-Jacobi equations.

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Using the equivalence of logarithmic Sobolev inequalities and hypercontractivity of the associated heat semigroup proved by \textit{L. Gross} [Am. J. Math. 97(1975), 1061--1083 (1976; Zbl 0318.46049)], the authors show that logarithmic Sobolev inequalities are similarly related to hypercontractivity of the solutions of Hamilton-Jacobi equations. This provides an explication of the connection of logarithmic Sobolev inequalities with transportation cost inequalities, which has been recently investigated by \textit{F. Otto} and \textit{C. Villani} [J. Funct. Anal. 173, 361--400 (2000; Zbl 0985.58019)]. In particular, the authors recover in this way transportation cost inequalities from Brunn-Minkowski inequalities for the exponential measure.



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