Convergence to global equilibrium for Fokker-Planck equations on a graph and Talagrand-type inequalities (Q288752)

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Convergence to global equilibrium for Fokker-Planck equations on a graph and Talagrand-type inequalities
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    Convergence to global equilibrium for Fokker-Planck equations on a graph and Talagrand-type inequalities (English)
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    27 May 2016
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    The authors' results are based on \textit{S.-N. Chow} et al.'s paper [Arch. Ration. Mech. Anal. 203, No. 3, 969--1008 (2012; Zbl 1256.35173)], where the Fokker-Planck equations were proposed for the free energy on a finite graph, and in which they showed that the corresponding Fokker-Planck equation is a nonlinear ODE defined on a Riemannian manifold of probability distributions. It was mentioned that different choices for inner products result in different Fokker-Planck equations, and the unique global equilibrium of each equation is a Gibbs distribution. The present paper proves that the exponential rate of convergence towards the global equilibrium of these Fokker-Planck equations, and also proves two Talagrand-type inequalities relating relative entropy and Wasserstein metric, based on two different metrics introduced in [loc. cit.].
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    Fokker-Planck equation
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    Gibbs density
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    graph
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    Talagrand inequality
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