Contraction of general transportation costs along solutions to Fokker-Planck equations with monotone drifts

DOI10.1016/j.matpur.2010.07.003zbMath1206.35236arXiv1002.0088WikidataQ59874004 ScholiaQ59874004MaRDI QIDQ619889

Giuseppe Savaré, Luca Natile, Mark Adriaan Peletier

Publication date: 18 January 2011

Published in: Journal de Mathématiques Pures et Appliquées. Neuvième Série (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1002.0088

zbMATH Keywords

Fokker-Planck equation; monotone operators; Wasserstein distance; optimal transport

Mathematics Subject Classification ID

60J60: Diffusion processes

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

35K10: Second-order parabolic equations

35Q84: Fokker-Planck equations

Related Items

Self-improvement of the Bakry-Émery condition and Wasserstein contraction of the heat flow in \(\text{RCD}(K, \infty)\) metric measure spaces, Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations, Dimensional contraction via Markov transportation distance

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Contractions in the 2-Wasserstein length space and thermalization of granular media
• Existence and stability for Fokker-Planck equations with log-concave reference measure
• Nonlinear mobility continuity equations and generalized displacement convexity
• A geometrical approach to monotone functions in \(\mathbb{R}^n\)
• A convexity principle for interacting gases
• Bounded approximants to monotone operators on Banach spaces
• A computational fluid mechanics solution to the Monge-Kantorovich mass transfer problem
• Multidimensional diffusion processes.
• THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION
• ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
• Uniqueness of solutions to weak parabolic equations for measures
• Characterization of optimal transport plans for the Monge-Kantorovich problem
• Eulerian Calculus for the Displacement Convexity in the Wasserstein Distance
• The Variational Formulation of the Fokker--Planck Equation
• Asymptotic L^1-decay of solutions of the porous medium equation to self-similarity
• On Parabolic Equations for Measures
• Eulerian Calculus for the Contraction in the Wasserstein Distance
• Optimal Transport