Semi log-concave Markov diffusions

DOI10.1007/978-3-319-11970-0_9zbMATH Open1390.60286arXiv1303.6884OpenAlexW1488614592MaRDI QIDQ4568488FDOQ4568488

Patrick Cattiaux, Arnaud Guillin

Publication date: 21 June 2018

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Abstract: In this paper we intend to give a comprehensive approach of functional inequalities for diffusion processes under some "curvature" assumptions. Our notion of curvature coincides with the usual $Gamm{a}_2$ curvature of Bakry and Emery in the case of a (reversible) drifted Brownian motion, but differs for more general diffusion processes. Our approach using simple coupling arguments together with classical stochastic tools, allows us to obtain new results, to recover and to extend already known results, giving in many situations explicit (though non optimal) bounds. In particular, we show new results for gradient/semigroup commutation in the log concave case. Some new convergence to equilibrium in the granular media equation is also exhibited.

Full work available at URL: https://arxiv.org/abs/1303.6884

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zbMATH Keywords

couplingdiffusion processesfunctional inequalitiesconvergence to equilibriumtransport inequalities

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Nonlinear parabolic equations (35K55) PDEs with randomness, stochastic partial differential equations (35R60)

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Cited In (27)

• A journey with the integrated \(\Gamma 2\) criterion and its weak forms
• Generalized \(\Gamma\) calculus and application to interacting particles on a graph
• A trajectorial approach to relative entropy dissipation of McKean-Vlasov diffusions: gradient flows and HWBI inequalities
• Reflection couplings and contraction rates for diffusions
• Measuring sample quality with diffusions
• Quadratic transportation inequalities for SDEs with measurable drift
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• Self-improvement of the Bakry-Emery criterion for Poincaré inequalities and Wasserstein contraction using variable curvature bounds
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• On the Poincaré Constant of Log-Concave Measures
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