Entropy estimate for degenerate SDEs with applications to nonlinear kinetic Fokker-Planck equations

DOI10.1137/24M1634473MaRDI QIDQ6598459FDOQ6598459

Authors: Zhongmin Qian, Panpan Ren, Feng-Yu Wang 

Publication date: 5 September 2024

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

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zbMATH Keywords

entropy estimatedegenerate diffusion processstochastic Hamiltonian systemnonlinear kinetic Fokker-Planck equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Fokker-Planck equations (35Q84) Entropy and other invariants, isomorphism, classification in ergodic theory (37A35) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Generation, random and stochastic difference and differential equations (37H10)

Cites Work

• Kinetic equilibration rates for granular media and related equations: entropy dissipation and mass transportation estimates
• Gradient estimates for diffusion semigroups with singular coefficients
• Hypocoercivity
• Hypocoercivity for linear kinetic equations conserving mass
• Weak Poincaré inequalities and \(L^2\)-convergence rates of Markov semigroups
• Derivative formula and applications for degenerate diffusion semigroups
• Comparison theorem and estimates for transition probability densities of diffusion processes
• Exponential convergence in entropy and Wasserstein for McKean-Vlasov SDEs
• Hypercontractivity and applications for stochastic Hamiltonian systems
• Uniform Poincaré and logarithmic Sobolev inequalities for mean field particle systems
• Distribution dependent SDEs for Landau type equations
• Density and gradient estimates for non degenerate Brownian SDEs with unbounded measurable drift
• A hypocoercivity related ergodicity method for singularly distorted non-symmetric diffusions
• Subexponential decay in kinetic Fokker-Planck equation: weak hypocoercivity
• Weak Poincaré inequalities for convergence rate of degenerate diffusion processes
• Singular McKean-Vlasov SDEs: well-posedness, regularities and Wang's Harnack inequality
• Weighted \(L^2\)-contractivity of Langevin dynamics with singular potentials

Cited In (1)

• A trajectorial approach to entropy dissipation for degenerate parabolic equations

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