vix.ing · top · new · best · stats · spec

Wasserstein contraction properties for hypoelliptic diffusions

2016/02/12 by Baudoin, Fabrice
#Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1602.04177

Abstract

Gradient bounds had proved to be a very efficient tool for the control of the rate of convergence to equilibrium for parabolic evolution equations. Among the gradient bounds methods, the celebrated Bakry-Émery criterion is a powerful way prove to convergence to equilibrium with an exponential rate. To be satisfied, this criterion requires some form of ellipticity of the diffusion operator. In the past few years, there have been several works extending the Bakry-Émery methodology to hypoelliptic operators. Inspired by these methods, we describe a rather simple generalization of the criterion that applies to a large class of hypoelliptic/hypocoercive operators. We are particularly interested in convergence to equilibrium in the Wasserstein distance and obtain several new results in that direction.

Related