Mathematics – Analysis of PDEs
Scientific paper
2010-01-30
Mathematics
Analysis of PDEs
Scientific paper
We shall prove new contraction properties of general transportation costs along nonnegative measure-valued solutions to Fokker-Planck equations in $R^d$, when the drift is a monotone (or $\lambda$-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. The advantage of this technique is twofold: it 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-Otto (1998) to more general costs and monotone drifts, without requiring the drift to be a gradient and without assuming any growth conditions.
Natile Luca
Peletier Mark A.
Savar'e Giuseppe
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