Logarithmic Sobolev inequalities for inhomogeneous Markov semigroups

DOI10.1051/PS:2007042MaRDI QIDQ5190294zbMATH OpenOpenAlexFDO

Authors Jean-François Collet, Florent Malrieu

Publication date 15 March 2010

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0602548, https://eudml.org/doc/246094

zbMATH Keywords

inhomogeneous Markov processlogarithmic Sobolev inequalityrelative entropy

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Transition functions, generators and resolvents (60J35) Diffusion processes (60J60)

Abstract: We investigate the dissipativity properties of a class of scalar second order parabolic partial differential equations with time-dependent coefficients. We provide explicit condition on the drift term which ensure that the relative entropy of one particular orbit with respect to some other one decreases to zero. The decay rate is obtained explicitly by the use of a Sobolev logarithmic inequality for the associated semigroup, which is derived by an adaptation of Bakry's $Gamma-$ calculus. As a byproduct, the systematic method for constructing entropies which we propose here also yields the well-known intermediate asymptotics for the heat equation in a very quick way, and without having to rescale the original equation.

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Cited in

(12)

• Convergence in total variation distance for (in)homogeneous Markov processes
• Sobolev inequalities and Myers's diameter theorem for an abstract Markov generator
• Entropy dissipation estimates for inhomogeneous zero-range processes
• Semi log-concave Markov diffusions
• Finiteness of entropy for granular media equations
• scientific article; zbMATH DE number 6470728 (Why is no real title available?)
• Sharp uniform-in-time propagation of chaos
• Log-Sobolev inequalities for time inhomogeneous Markov processes
• Logarithmic Sobolev inequalities for bounded domains and applications to drift-diffusion equations
• Log-Sobolev inequalities and exponential ergodicity for non-degenerate and degenerate McKean-Vlasov SDEs
• Exponential ergodicity for time-periodic McKean-Vlasov SDEs
• Phi-entropy inequalities for diffusion semigroups

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