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arXiv · 1810.01324

Hypocoercivity in Wasserstein-1 for the kinetic Fokker-Planck equation via Malliavin Calculus

Josephine Evans
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Abstract

We study the kinetic Fokker-Planck equation on the whole space with a confining potential. We show quantitative rates of exponential convergence to equilibrium in a well chosen Wasserstein-1 distance. We use the Wasserstein-1 version of Harris's theorem introduced by Hairer and Mattingly. We make use of similarities between hypocoercivity and hypoellipticity in order to use Malliavin calculus to see hypocoercivity for this equation on the level of the SDE.

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Josephine Evans. 2018-10-02. Hypocoercivity in Wasserstein-1 for the kinetic Fokker-Planck equation via Malliavin Calculus. https://arxiv.org/abs/1810.01324

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