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arXiv · 2309.05316

Sharp Decay of the Fisher Information for Degenerate Fokker-Planck Equations

Anton Arnold·Amit Einav·Tobias Wöhrer
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Abstract

The goal of this work is to find the sharp rate of convergence to equilibrium under the quadratic Fisher information functional for solutions to Fokker-Planck equations governed by a constant drift term and a constant, yet possibly degenerate, diffusion matrix. A key ingredient in our investigation is a recent work of Arnold, Signorello, and Schmeiser, where the $L^2$-propagator norm of such Fokker-Planck equations was shown to be identical to the propagator norm of a finite dimensional ODE which is determined by matrices that are intimately connected to those appearing in the associated Fokker-Planck equations.

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Anton Arnold, Amit Einav, Tobias Wöhrer. 2023-09-11. Sharp Decay of the Fisher Information for Degenerate Fokker-Planck Equations. https://arxiv.org/abs/2309.05316

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