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

DOI10.1016/j.matpur.2010.07.003zbMath1206.35236arXiv1002.0088OpenAlexW2140696507WikidataQ59874004 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 equationmonotone operatorsWasserstein distanceoptimal transport

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Second-order parabolic equations (35K10) Fokker-Planck equations (35Q84)

Related Items (7)

Nonlinear Fokker-Planck-Kolmogorov equations in Hilbert spaces ⋮ Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations ⋮ Estimates of distances between transition probabilities of diffusions ⋮ Self-improvement of the Bakry-Émery condition and Wasserstein contraction of the heat flow in \(\text{RCD}(K, \infty)\) metric measure spaces ⋮ Darwinian evolution as Brownian motion on the simplex: a geometric perspective on stochastic replicator dynamics ⋮ Convergence to equilibrium in Wasserstein distance for Fokker-Planck equations ⋮ Dimensional contraction via Markov transportation distance

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