Coupling of Brownian motions and Perelman's L-functional

DOI10.1016/J.JFA.2011.01.017MaRDI QIDQ531827zbMATHOpenAlexWikidataFDO

Authors Kazumasa Kuwada, Robert Philipowski

Publication date 20 April 2011

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1007.1400

zbMATH Keywords

Brownian motionRicci flow\({\mathcal L}\)-functional

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65)

Abstract: We show that on a manifold whose Riemannian metric evolves under backwards Ricci flow two Brownian motions can be coupled in such a way that the expectation of their normalized L-distance is non-increasing. As an immediate corollary we obtain a new proof of a recent result of Topping (J. reine angew. Math. 636 (2009), 93-122), namely that the normalized L-transportation cost between two solutions of the heat equation is non-increasing as well.

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Cited in

(22)

• Space-time Wasserstein controls and Bakry-Ledoux type gradient estimates
• The radial part of Brownian motion with respect to \(\mathcal L\)-distance under Ricci flow
• Characterization of pinched Ricci curvature by functional inequalities
• An entropy formula for the heat equation on manifolds with time-dependent metric, application to ancient solutions
• Spectral gap on Riemannian path space over static and evolving manifolds
• Brownian motion with respect to time-changing Riemannian metrics, applications to Ricci flow
• Convergence of time-inhomogeneous geodesic random walks and its application to coupling methods
• A stochastic target approach to Ricci flow on surfaces
• An isometric embedding of the g(t)-Brownian motion with application in stability and homotopy group
• Brownian motion on Perelman's almost Ricci-flat manifold
• A counterexample for the optimality of Kendall-Cranston coupling
• Heat equation in vector bundles with time-dependent metric
• Super-Ricci flows and improved gradient and transport estimates
• A stochastic approach to the harmonic map heat flow on manifolds with time-dependent Riemannian metric
• Monotonicity of time-dependent transportation costs and coupling by reflection
• Coupling all the Lévy stochastic areas of multidimensional Brownian motion
• Martingales on manifolds with time-dependent connection
• Shy and fixed-distance couplings of Brownian motions on manifolds
• Diffusion semigroup on manifolds with time-dependent metrics
• Couplings of the Brownian motion via discrete approximation under lower Ricci curvature bounds
• A coupling of Brownian motions in the \(\mathcal{L}_0\)-geometry
• Optimal transport, gradient estimates, and pathwise Brownian coupling on spaces with variable Ricci bounds

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