Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations
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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
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