From Poincaré to Logarithmic Sobolev Inequalities: A Gradient Flow Approach

DOI10.1137/110835190MaRDI QIDQ4907540zbMATHOpenAlexFDO

Authors Jean Dolbeault, Giuseppe Savaré, Bruno Nazaret

Publication date 4 February 2013

Published in SIAM Journal on Mathematical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1105.4511

zbMATH Keywords

entropygradient flowsKolmogorov-Fokker-Planck equationWasserstein distancesgeneralized Poincaré inequalityTalagrand estimate

Mathematics Subject Classification ID

Convexity of real functions in one variable, generalizations (26A51) Inequalities involving derivatives and differential and integral operators (26D10) Geodesic flows in symplectic geometry and contact geometry (53D25) Heat and other parabolic equation methods for PDEs on manifolds (58J35) Functional inequalities, including subadditivity, convexity, etc. (39B62) Systems of functional equations and inequalities (39B72)

Abstract: We use the distances introduced in a previous joint paper to exhibit the gradient flow structure of some drift-diffusion equations for a wide class of entropy functionals. Functional inequalities obtained by the comparison of the entropy with the entropy production functional reflect the contraction properties of the flow. Our approach provides a unified framework for the study of the Kolmogorov-Fokker-Planck (KFP) equation.

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Cited in

(20)

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• Intertwining relations for one-dimensional diffusions and application to functional inequalities
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• A trajectorial approach to relative entropy dissipation of McKean-Vlasov diffusions: gradient flows and HWBI inequalities
• Interpolation between modified logarithmic Sobolev and Poincaré inequalities for quantum Markovian dynamics
• Convex Sobolev inequalities related to unbalanced optimal transport
• A new multicomponent Poincaré-Beckner inequality
• Linear Boltzmann equations: a gradient flow formulation
• Dimensional contraction in Wasserstein distance for diffusion semigroups on a Riemannian manifold
• Logarithmic Sobolev inequalities for bounded domains and applications to drift-diffusion equations
• One-dimensional Gagliardo-Nirenberg-Sobolev inequalities: remarks on duality and flows
• Gradient flows of generalized relative entropy and functional inequalities on graphs
• Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations
• Entropy, from Clausius to functional inequalities
• Dimensional contraction via Markov transportation distance
• \(\varphi\)-entropies: convexity, coercivity and hypocoercivity for Fokker-Planck and kinetic Fokker-Planck equations
• Deterministic particle approximation of aggregation diffusion equations with nonlinear mobility

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