Mathematics – Analysis of PDEs
Scientific paper
2003-10-16
Mathematics
Analysis of PDEs
Scientific paper
The article builds on several recent advances in the Monge-Kantorovich theory of mass transport which have -- among other things -- led to new and quite natural proofs for a wide range of geometric inequalities such as the ones formulated by Brunn-Minkowski, Sobolev, Gagliardo-Nirenberg, Beckner, Gross, Talagrand, Otto-Villani and their extensions by many others. While this paper continues in this spirit, we however propose here a basic framework to which all of these inequalities belong, and a general unifying principle from which many of them follow. This basic inequality relates the relative total energy -- internal, potential and interactive -- of two arbitrary probability densities, their Wasserstein distance, their barycentres and their entropy production functional. The framework is remarkably encompassing as it implies many old geometric -- Gaussian and Euclidean -- inequalities as well as new ones, while allowing a direct and unified way for computing best constants and extremals. As expected, such inequalities also lead to exponential rates of convergence to equilibria for solutions of Fokker-Planck and McKean-Vlasov type equations. The principle also leads to a remarkable correspondence between ground state solutions of certain quasilinear -- or semilinear -- equations and stationary solutions of -- nonlinear -- Fokker-Planck type equations.
Agueh Martial
Ghoussoub Nassif
Kang Xi
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