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Entropic multipliers method for langevin diffusion and weighted log sobolev inequalities
- Source :
- Journal of Functional Analysis, Journal of Functional Analysis, Elsevier, 2019, 277 (11), ⟨10.1016/j.jfa.2019.108288⟩, Journal of Functional Analysis, 2019, 277 (11), ⟨10.1016/j.jfa.2019.108288⟩
- Publication Year :
- 2019
- Publisher :
- HAL CCSD, 2019.
-
Abstract
- International audience; In his work about hypocercivity, Villani [18] considers in particular convergence to equilibrium for the kinetic Langevin process. While his convergence results in L 2 are given in a quite general setting, convergence in entropy requires some boundedness condition on the Hessian of the Hamiltonian. We will show here how to get rid of this assumption in the study of the hypocoercive entropic relaxation to equilibrium for the Langevin diffusion. Our method relies on a generalization to entropy of the multipliers method and an adequate functional inequality. As a byproduct, we also give tractable conditions for this functional inequality, which is a particular instance of a weighted logarithmic Sobolev inequality, to hold.
- Subjects :
- Hessian matrix
weighted logarithmic Sobolev inequality
entropic convergence
Langevin diffusion
[MATH.MATH-FA]Mathematics [math]/Functional Analysis [math.FA]
01 natural sciences
Sobolev inequality
symbols.namesake
Mathematics - Analysis of PDEs
0103 physical sciences
FOS: Mathematics
Applied mathematics
[MATH.MATH-AP]Mathematics [math]/Analysis of PDEs [math.AP]
0101 mathematics
Mathematics
Lyapunov conditions
Probability (math.PR)
010102 general mathematics
hypocercivity
Functional Analysis (math.FA)
Mathematics - Functional Analysis
[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
symbols
010307 mathematical physics
Analysis
Mathematics - Probability
Analysis of PDEs (math.AP)
Logarithmic sobolev inequality
Subjects
Details
- Language :
- English
- ISSN :
- 00221236 and 10960783
- Database :
- OpenAIRE
- Journal :
- Journal of Functional Analysis, Journal of Functional Analysis, Elsevier, 2019, 277 (11), ⟨10.1016/j.jfa.2019.108288⟩, Journal of Functional Analysis, 2019, 277 (11), ⟨10.1016/j.jfa.2019.108288⟩
- Accession number :
- edsair.doi.dedup.....a9ee5b3f94d260577015c97c218ab4d2
- Full Text :
- https://doi.org/10.1016/j.jfa.2019.108288⟩