Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations
From MaRDI portal
Publication:1760164
DOI10.1016/J.JFA.2012.07.007zbMATH Open1253.35183arXiv1110.3606OpenAlexW2006593990MaRDI QIDQ1760164FDOQ1760164
Authors: François Bolley, Ivan Gentil, Arnaud Guillin 
Publication date: 13 November 2012
Published in: Journal of Functional Analysis (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1110.3606
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
- Gradient flows in metric spaces and in the space of probability measures
- Optimal Transport
- ON CONVEX SOBOLEV INEQUALITIES AND THE RATE OF CONVERGENCE TO EQUILIBRIUM FOR FOKKER-PLANCK TYPE EQUATIONS
- Contractions in the 2-Wasserstein length space and thermalization of granular media
- On Parabolic Equations for Measures
- Some applications of mass transport to Gaussian-type inequalities
- Generalization of an inequality by Talagrand and links with the logarithmic Sobolev inequality
- Transportation-information inequalities for Markov processes
- On logarithmic Sobolev inequalities. With a preface of Dominique Bakry and Michel Ledoux
- Large-time behavior of non-symmetric Fokker-Planck type equations
- A simple proof of the Poincaré inequality for a large class of probability measures
- Transport inequalities, gradient estimates, entropy and Ricci curvature
- Reflection coupling and Wasserstein contractivity without convexity
- Title not available (Why is that?)
- The Regularity of Mappings with a Convex Potential
- Contractive probability metrics and asymptotic behavior of dissipative kinetic equations
- Nonlinear diffusion equations with variable coefficients as gradient flows in Wasserstein spaces
- Long-time asymptotics of a multiscale model for polymeric fluid flows
- Quantitative concentration inequalities for empirical measures on non-compact spaces
- Comment on ``Hypercontractivity of Hamilton-Jacobi equations by S. G. Bobkov, I. Gentil and M. Ledoux.
- Uniform convergence to equilibrium for granular media
- Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation
- Transport Inequalities. A Survey
- Contraction of general transportation costs along solutions to Fokker-Planck equations with monotone drifts
- On quadratic transportation cost inequalities
- Strict contractivity of the 2-Wasserstein distance for the porous medium equation by mass-centering
- Refined long-time asymptotics for some polymeric fluid flow models
Cited In (61)
- Exponential convergence for functional SDEs with Hölder continuous drift
- Granular media equation with double-well external landscape: limiting steady state
- Vanishing viscosity limit for aggregation-diffusion equations
- Subgradient Langevin methods for sampling from nonsmooth potentials
- Universal cutoff for Dyson Ornstein Uhlenbeck process
- Ergodicity of the Fisher infinitesimal model with quadratic selection
- Darwinian evolution as Brownian motion on the simplex: a geometric perspective on stochastic replicator dynamics
- Stationary equilibria and their stability in a Kuramoto MFG with strong interaction
- Global contractivity for Langevin dynamics with distribution-dependent forces and uniform in time propagation of chaos
- Convergence in Monge-Wasserstein distance of mean field systems with locally Lipschitz coefficients
- 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
- 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
- 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
- Uniform propagation of chaos and creation of chaos for a class of nonlinear diffusions
- Large deviations and exit-times for reflected McKean-Vlasov equations with self-stabilising terms and superlinear drifts
- 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
- Exponential convergence to equilibrium for kinetic Fokker-Planck equations
- 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
- Quantitative Harris-type theorems for diffusions and McKean-Vlasov processes
- Convergence rate in Wasserstein distance and semiclassical limit for the defocusing logarithmic Schrödinger equation
- Equilibrium diffusion on the cone of discrete Radon measures
- Wasserstein metric convergence method for Fokker-Planck equations with point controls
- 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
- Exponential convergence toward equilibrium for homogeneous Fokker-Planck-type equations
- Contraction of general transportation costs along solutions to Fokker-Planck equations with monotone drifts
- Limit behavior of the invariant measure for Langevin dynamics
- Wasserstein stability estimates for covariance-preconditioned Fokker–Planck equations
- 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)
