arXiv · 2102.10667
An optimal transport approach of hypocoercivity for the 1d kinetic Fokker-Plank equation
Abstract
A quadratic optimal transport metric on the set of probability measure over $\R^2$ is introduced. The quadratic cost is given by the euclidean norm on $\R^2$ associated to some well chosen symmetric positive matrix, which makes the metric equivalent to the usual Wasserstein-2 metric. The dissipation of the distance to the equilibrium along the kinetic Fokker-Planck flow, is bounded by below in terms of the distance itself. It enables to obtain some new type of trend to equilibrium estimate in Wasserstein-2 like metric, in the case of non-convex confinement potential.
Explore related subjects
Keep this discovery
Samir Salem. 2021-02-21. An optimal transport approach of hypocoercivity for the 1d kinetic Fokker-Plank equation. https://arxiv.org/abs/2102.10667
Cite the original work for its findings. Save a collection to share your selection of sources.