Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations
From MaRDI portal
(Redirected from Publication:1760164)
Abstract: We describe conditions on non-gradient drift diffusion Fokker-Planck equations for its solutions to converge to equilibrium with a uniform exponential rate in Wasserstein distance. This asymptotic behaviour is related to a functional inequality, which links the distance with its dissipation and ensures a spectral gap in Wasserstein distance. We give practical criteria for this inequality and compare it to classical ones. The key point is to quantify the contribution of the diffusion term to the rate of convergence, which to our knowledge is a novelty.
Recommendations
- Exponential convergence to equilibrium for kinetic Fokker-Planck equations
- Exponential convergence toward equilibrium for homogeneous Fokker-Planck-type equations
- Gradient flow formulation and longtime behaviour of a constrained Fokker-Planck equation
- Entropy production and the rate of convergence to equilibrium for the Fokker-Planck equation
- ON CONVEX SOBOLEV INEQUALITIES AND THE RATE OF CONVERGENCE TO EQUILIBRIUM FOR FOKKER-PLANCK TYPE EQUATIONS
Cites work
- scientific article; zbMATH DE number 5255870 (Why is no real title available?)
- A simple proof of the Poincaré inequality for a large class of probability measures
- Comment on ``Hypercontractivity of Hamilton-Jacobi equations by S. G. Bobkov, I. Gentil and M. Ledoux.
- Contraction of general transportation costs along solutions to Fokker-Planck equations with monotone drifts
- Contractions in the 2-Wasserstein length space and thermalization of granular media
- Contractive probability metrics and asymptotic behavior of dissipative kinetic equations
- Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
- Gradient flows in metric spaces and in the space of probability measures
- Large-time behavior of non-symmetric Fokker-Planck type equations
- Long-time asymptotics of a multiscale model for polymeric fluid flows
- Nonlinear diffusion equations with variable coefficients as gradient flows in Wasserstein spaces
- ON CONVEX SOBOLEV INEQUALITIES AND THE RATE OF CONVERGENCE TO EQUILIBRIUM FOR FOKKER-PLANCK TYPE EQUATIONS
- On Parabolic Equations for Measures
- On logarithmic Sobolev inequalities. With a preface of Dominique Bakry and Michel Ledoux
- On quadratic transportation cost inequalities
- Optimal Transport
- Quantitative concentration inequalities for empirical measures on non-compact spaces
- Refined long-time asymptotics for some polymeric fluid flow models
- Reflection coupling and Wasserstein contractivity without convexity
- Some applications of mass transport to Gaussian-type inequalities
- Strict contractivity of the 2-Wasserstein distance for the porous medium equation by mass-centering
- The Regularity of Mappings with a Convex Potential
- Transport Inequalities. A Survey
- Transport inequalities, gradient estimates, entropy and Ricci curvature
- Transportation-information inequalities for Markov processes
- Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation
- Uniform convergence to equilibrium for granular media
Cited in
(61)- Wasserstein stability estimates for covariance-preconditioned Fokker–Planck equations
- Convergence in Monge-Wasserstein distance of mean field systems with locally Lipschitz coefficients
- Global contractivity for Langevin dynamics with distribution-dependent forces and uniform in time propagation of chaos
- Exponential stability of slowly decaying solutions to the kinetic-Fokker-Planck equation
- Numerical analysis of a nonlinear free-energy diminishing discrete duality finite volume scheme for convection diffusion equations
- Analysis of Langevin Monte Carlo via convex optimization
- Transport distances for PDEs: the coupling method
- Exponential convergence for functional SDEs with Hölder continuous drift
- Convergence to stationary measures in nonlinear Fokker-Planck-Kolmogorov equations
- Nonlinear Fokker-Planck equations with reaction as gradient flows of the free energy
- Solvability for a drift-diffusion system with Robin boundary conditions
- Reflection couplings and contraction rates for diffusions
- Dimensional improvements of the logarithmic Sobolev, Talagrand and Brascamp-Lieb inequalities
- Uniform convergence to equilibrium for granular media
- Evolution of the Wasserstein distance between the marginals of two Markov processes
- Convergence to equilibrium in Wasserstein distance for damped Euler equations with interaction forces
- Convergence to global equilibrium for Fokker-Planck equations on a graph and Talagrand-type inequalities
- Gradient flow formulation and longtime behaviour of a constrained Fokker-Planck equation
- Dimensional contraction via Markov transportation distance
- Subexponential upper and lower bounds in Wasserstein distance for Markov processes
- Convergence to equilibrium for linear Fokker-Planck equations
- Convergence in Wasserstein distance for self-stabilizing diffusion evolving in a double-well landscape
- Granular media equation with double-well external landscape: limiting steady state
- Self-improvement of the Bakry-Emery criterion for Poincaré inequalities and Wasserstein contraction using variable curvature bounds
- A variational finite volume scheme for Wasserstein gradient flows
- Numerical analysis of a robust free energy diminishing finite volume scheme for parabolic equations with gradient structure
- \(L^{p}\)-Wasserstein distance for stochastic differential equations driven by Lévy processes
- A gradient flow approach of propagation of chaos
- Exponential convergence in the Wasserstein metric \(W_1\) for one dimensional diffusions
- Nonlinear Diffusion: Geodesic Convexity is Equivalent to Wasserstein Contraction
- Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts
- Uniform propagation of chaos and creation of chaos for a class of nonlinear diffusions
- Vanishing viscosity limit for aggregation-diffusion equations
- Convergence to equilibrium in the free Fokker-Planck equation with a double-well potential
- Semi log-concave Markov diffusions
- Convergence in variation of solutions of nonlinear Fokker-Planck-Kolmogorov equations to stationary measures
- ON CONVEX SOBOLEV INEQUALITIES AND THE RATE OF CONVERGENCE TO EQUILIBRIUM FOR FOKKER-PLANCK TYPE EQUATIONS
- Subgradient Langevin methods for sampling from nonsmooth potentials
- Exponential convergence to equilibrium for kinetic Fokker-Planck equations
- Universal cutoff for Dyson Ornstein Uhlenbeck process
- Ergodicity of the Fisher infinitesimal model with quadratic selection
- On a class of Fokker-Planck equations with subcritical confinement
- The Kantorovich and variation distances between invariant measures of diffusions and nonlinear stationary Fokker-Planck-Kolmogorov equations
- On sub-geometric ergodicity of diffusion processes
- Broken detailed balance and non-equilibrium dynamics in noisy social learning models
- Piecewise deterministic Markov process -- recent results
- Exponential convergence in \(L^p\)-Wasserstein distance for diffusion processes without uniformly dissipative drift
- Darwinian evolution as Brownian motion on the simplex: a geometric perspective on stochastic replicator dynamics
- Wasserstein metric convergence method for Fokker-Planck equations with point controls
- Convergence rate in Wasserstein distance and semiclassical limit for the defocusing logarithmic Schrödinger equation
- Quantitative Harris-type theorems for diffusions and McKean-Vlasov processes
- Equilibrium diffusion on the cone of discrete Radon measures
- Propagation of chaos: a review of models, methods and applications. I: Models and methods
- An elementary approach to uniform in time propagation of chaos
- Propagation of chaos: a review of models, methods and applications. II: Applications
- Contraction of general transportation costs along solutions to Fokker-Planck equations with monotone drifts
- Exponential convergence toward equilibrium for homogeneous Fokker-Planck-type equations
- Stationary equilibria and their stability in a Kuramoto MFG with strong interaction
- Limit behavior of the invariant measure for Langevin dynamics
- Large time behavior of a two phase extension of the porous medium equation
- Contraction in the Wasserstein metric for the kinetic Fokker-Planck equation on the torus
This page was built for publication: Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1760164)
