Contraction in the Wasserstein metric for the kinetic Fokker-Planck equation on the torus
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Abstract: We study convergence to equilibrium for the kinetic Fokker-Planck equation on the torus. Solving the stochastic differential equation, we show exponential convergence in the Monge-Kantorovich-Wasserstein distance. Finally, we investigate if such a coupling can be obtained by a co-adapted coupling, and show that then the bound must depend on the square root of the initial distance.
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Cites work
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- Exponential stability of slowly decaying solutions to the kinetic-Fokker-Planck equation
- scientific article; zbMATH DE number 1851000 (Why is no real title available?)
- Hypocoercivity
- Hypocoercivity and exponential time decay for the linear inhomogeneous relaxation Boltzmann equation
- Isotropic hypoelliptic and trend to equilibrium for the Fokker-Planck equation with a high-degree potential
- Nonequilibrium statistical mechanics
- Optimal markovian couplings and applications
- Optimal Transport
- Quantitative perturbative study of convergence to equilibrium for collisional kinetic models in the torus
- Spectral decompositions and \(\mathbb{L}^2\)-operator norms of toy hypocoercive semi-groups
- The Variational Formulation of the Fokker--Planck Equation
- Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation
Cited in
(8)- Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions
- Wasserstein asymptotics for the empirical measure of fractional Brownian motion on a flat torus
- Uniform contractivity in Wasserstein metric for the original 1D Kac's model
- Weak KAM Theory on the Wasserstein Torus with Multidimensional Underlying Space
- Time averages for kinetic Fokker-Planck equations
- Contraction of general transportation costs along solutions to Fokker-Planck equations with monotone drifts
- Hypocoercivity and global hypoellipticity for the kinetic Fokker-Planck equation in H^k spaces
- How to construct explicit decay rates for kinetic Fokker-Planck equations?
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