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Convergence to equilibrium in Wasserstein distance for Fokker–Planck equations

Authors :
François Bolley
Ivan Gentil
Arnaud Guillin
Source :
Journal of Functional Analysis. (8):2430-2457
Publisher :
Elsevier Inc.

Abstract

We describe conditions on non-gradient drift diffusion Fokker–Planck equations for its solutions to converge to equilibrium with a uniform exponential rate in Wasserstein distance. This asymptotic behaviour is related to a functional inequality, which links the distance with its dissipation and ensures a spectral gap in Wasserstein distance. We give practical criteria for this inequality and compare it to classical ones. The key point is to quantify the contribution of the diffusion term to the rate of convergence, in any dimension, which to our knowledge is a novelty.

Details

Language :
English
ISSN :
00221236
Issue :
8
Database :
OpenAIRE
Journal :
Journal of Functional Analysis
Accession number :
edsair.doi.dedup.....6b48bed560597377c2e92f9814a1e4e1
Full Text :
https://doi.org/10.1016/j.jfa.2012.07.007