کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4590765 1334981 2012 28 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Convergence to equilibrium in Wasserstein distance for Fokker–Planck equations
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات اعداد جبر و تئوری
پیش نمایش صفحه اول مقاله
Convergence to equilibrium in Wasserstein distance for Fokker–Planck equations
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Functional Analysis - Volume 263, Issue 8, 15 October 2012, Pages 2430-2457