We shall prove new contraction properties of general transportation costs along nonnegative measure-valued solutions to Fokker–Planck equations, when the drift is a monotone operator. A new duality approach to contraction estimates has been developed: it relies on the Kantorovich dual formulation of optimal transportation problems and on a variable-doubling technique. The latter is used to derive a new comparison property of solutions of the backward Kolmogorov (or dual) equation. This technique directly applies to distributional solutions without requiring stronger regularity, and it extends the Wasserstein theory of Fokker–Planck equations with gradient drift terms, started by Jordan, Kinderlehrer and Otto (1998), to more general costs and monotone drifts, without requiring the drift to be a gradient and without assuming any growth conditions.

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

SAVARE', GIUSEPPE
2011-01-01

Abstract

We shall prove new contraction properties of general transportation costs along nonnegative measure-valued solutions to Fokker–Planck equations, when the drift is a monotone operator. A new duality approach to contraction estimates has been developed: it relies on the Kantorovich dual formulation of optimal transportation problems and on a variable-doubling technique. The latter is used to derive a new comparison property of solutions of the backward Kolmogorov (or dual) equation. This technique directly applies to distributional solutions without requiring stronger regularity, and it extends the Wasserstein theory of Fokker–Planck equations with gradient drift terms, started by Jordan, Kinderlehrer and Otto (1998), to more general costs and monotone drifts, without requiring the drift to be a gradient and without assuming any growth conditions.
2011
The Mathematics category includes resources dealing with mathematics, applied mathematics, statistics and probability.
Esperti anonimi
Inglese
Internazionale
STAMPA
95
1
18
35
18
Published from 1836 by the leading French mathematicians, the Journal des Mathematiques Pures et Appliquees is the second oldest international mathematical journal in the world. It was founded by Joseph Liouville and published continuously by leading French Mathematicians - among the latest: Jean Leray, Jacques-Louis Lions, Paul Malliavin and presently Pierre-Louis Lions. The 2010 Impact Factor is 1,68. The 2009 MCQ is 1.40, to be compared with the all journal 2009 MCQ which is 0.28 (The Mathematical Citation Index is a reference index in the mathematical literature provided by the American Mathematical Society.)
Fokker–Planck equation; Wasserstein distance; Optimal transport; Monotone operators
http://www.imati.cnr.it/savare/pubblicazioni/Natile-Peletier-Savare-preprint10.pdf
3
info:eu-repo/semantics/article
262
Natile, Luca; Peletier, Mark; Savare', Giuseppe
1 Contributo su Rivista::1.1 Articolo in rivista
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11571/224127
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