Searcharxiv⌕ Search

arXiv subjects

Feng-Yu Wang

Publications and source records attributed to Feng-Yu Wang.

At least 163 records · Page 9Linked to original sources
arXiv2009

Harnack Inequalities on Manifolds with Boundary and Applications

On a large class of Riemannian manifolds with boundary, some dimension-free Harnack inequalities for the Neumann semigroup is proved to be equivalent to the convexity of the boundary and a curvature condition. In particular, for $p_t(x,y)$ the Neumann heat kernel w.r.t. a volume type measure $μ$ and for $K$ a constant, the curvature condition $\Ric-\nn Z\ge K$ together with the convexity of the boundary is equivalent to the heat kernel entropy inequality $$\int_M p_t(x,z)\log \ff{p_t(x,z)}{p_t(y,z)} μ(\d z)\le \ff{K\rr(x,y)^2}{2(\e^{2Kt}-1)}, t>0, x,y\in M,$$ where $\rr$ is the Riemannian distance. The main result is partly extended to manifolds with non-convex boundary and applied to derive the HWI inequality.

math.PR↗
arXiv2009

Log-Sobolev inequalities: Different roles of Ric and Hess

Let $P_t$ be the diffusion semigroup generated by $L:=Δ+\nabla V$ on a complete connected Riemannian manifold with $\operatorname {Ric}\ge-(σ^2ρ_o^2+c)$ for some constants $σ, c>0$ and $ρ_o$ the Riemannian distance to a fixed point. It is shown that $P_t$ is hypercontractive, or the log-Sobolev inequality holds for the associated Dirichlet form, provided $-\operatorname {Hess}_V\geδ$ holds outside of a compact set for some constant $δ>(1+\sqrt{2})σ\sqrt{d-1}.$ This indicates, at least in finite dimensions, that $\operatorname {Ric}$ and $-\operatorname {Hess}_V$ play quite different roles for the log-Sobolev inequality to hold. The supercontractivity and the ultracontractivity are also studied.

math.PR↗
arXiv2009

Harnack Inequalities and Applications for Ornstein-Uhlenbeck Semigroups with Jump

The Harnack inequality established in [13] for generalized Mehler semigroup is improved and generalized. As applications, the log-Harnack inequality, the strong Feller property, the hyper-bounded property, and some heat kernel inequalities are presented for a class of O-U type semigroups with jump. These inequalities and semigroup properties are indeed equivalent, and thus sharp, for the Gaussian case. As an application of the log-Harnack inequality, the HWI inequality is established for the Gaussian case. Perturbations with linear growth are also investigated.

math.PR↗
arXiv2009

Semigroup Properties for the Second Fundamental Form

Let $M$ be a compact Riemannian manifold with boundary $\pp M$ and $L= \DD+Z$ for a $C^1$-vector field $Z$ on $M$. Several equivalent statements, including the gradient and Poincaré/log-Sobolev type inequalities of the Neumann semigroup generated by $L$, are presented for lower bound conditions on the curvature of $L$ and the second fundamental form of $\pp M$. The main result not only generalizes the corresponding known ones on manifolds without boundary, but also clarifies the role of the second fundamental form in the analysis of the Neumann semigroup. Moreover, the Lévy-Gromov isoperimetric inequality is also studied on manifolds with boundary.

math.PR↗
arXiv2009

Transportation-Cost Inequalities on Path Space Over Manifolds with Boundary

Let $L=\DD+Z$ for a $C^1$ vector field $Z$ on a complete Riemannian manifold possibly with a boundary. By using the uniform distance, a number of transportation-cost inequalities on the path space for the (reflecting) $L$-diffusion process are proved to be equivalent to the curvature condition $\Ric-\nn Z\ge - K$ and the convexity of the boundary (if exists). These inequalities are new even for manifolds without boundary, and are partly extended to non-convex manifolds by using a conformal change of metric which makes the boundary from non-convex to convex.

math.PR↗
arXiv2009

Robin Heat Semigroup and HWI Inequality on Manifolds with Boundary

Let $M$ be a complete connected Riemannian manifold with boundary $\pp M$, $Q$ a bounded continuous function on $\pp M$, and $L= \DD+Z$ for a $C^1$-vector field $Z$ on $M$. By using the reflecting diffusion process generated by $L$ and its local time on the boundary, a probabilistic formula is presented for the semigroup generated by $L$ on $M$ with Robin boundary condition $N,\nn f+Qf=0,$ where $N$ is the inward unit normal vector field of $\pp M$. As an application, the HWI inequality is established on manifolds with (nonconvex) boundary. In order to study this semigroup, Hsu's gradient estimate and the corresponding Bismut's derivative formula are established on a class of noncompact manifolds with boundary.

math.PR↗
arXiv2009

Transportation-information inequalities for Markov processes (II) : relations with other functional inequalities

We continue our investigation on the transportation-information inequalities $W_pI$ for a symmetric markov process, introduced and studied in \cite{GLWY}. We prove that $W_pI$ implies the usual transportation inequalities $W_pH$, then the corresponding concentration inequalities for the invariant measure $μ$. We give also a direct proof that the spectral gap in the space of Lipschitz functions for a diffusion process implies $W_1I$ (a result due to \cite{GLWY}) and a Cheeger type's isoperimetric inequality. Finally we exhibit relations between transportation-information inequalities and a family of functional inequalities (such as $Φ$-log Sobolev or $Φ$-Sobolev).

math.PR↗
arXiv2009

Singular stochastic equations on Hilbert spaces: Harnack inequalities for their transition semigroups

We consider stochastic equations in Hilbert spaces with singular drift in the framework of [Da Prato, Röckner, PTRF 2002]. We prove a Harnack inequality (in the sense of [Wang, PTRF 1997]) for its transition semigroup and exploit its consequences. In particular, we prove regularizing and ultraboundedness properties of the transition semigroup as well as that the corresponding Kolmogorov operator has at most one infinitesimally invariant measure $μ$ (satisfying some mild integrability conditions). Finally, we prove existence of such a measure $μ$ for non-continuous drifts.

math.PR↗
arXiv2008

Poincare Inequality on the Path Space of Poisson Point Processes

The quasi-invariance is proved for the distributions of Poisson point processes under a random shift map on the path space. This leads to a natural Dirichlet form of jump type on the path space. Differently from the O-U Dirichlet form on the Wiener space satisfying the log-Sobolev inequality, this Dirichlet form merely satisfies the Poincare inequality but not the log-Sobolev one.

math.PR↗
arXiv2008

On the divine clockwork: the spectral gap for the correspondence limit of the Nelson diffusion generator for the atomic elliptic state

The correspondence limit of the atomic elliptic state in three dimensions is discussed in terms of Nelson's stochastic mechanics. In previous work we have shown that this approach leads to a limiting Nelson diffusion and here we discuss in detail the invariant measure for this process and show that it is concentrated on the Kepler ellipse in the plane z=0. We then show that the limiting Nelson diffusion generator has a spectral gap; thereby proving that in the infinite time limit the density for the limiting Nelson diffusion will converge to its invariant measure. We also include a summary of the Cheeger and Poincare inequalities both of which are used in our proof of the existence of the spectral gap.

quant-ph↗
arXiv2007

Transportation Cost Inequality on Path Spaces with Uniform Distance

Starting from a sequence of independent Wright-Fisher diffusion processes on $[0,1]$, we construct a class of reversible infinite dimensional diffusion processes on $\DD_\infty:= \{{\bf x}\in Let $M$ be a complete Riemnnian manifold and $μ$ the distribution of the diffusion process generated by $\ff 1 2\DD+Z$ where $Z$ is a $C^1$-vector field. When $\Ric-\nn Z$ is bounded below and $Z$ has, for instance, linear growth, the transportation-cost inequality with respect to the uniform distance is established for $μ$ on the path space over $M$. A simple example is given to show the optimality of the condition.

math.PR↗
arXiv2007

From Super Poincaré to Weighted Log-Sobolev and Entropy-Cost Inequalities

We derive weighted log-Sobolev inequalities from a class of super Poincaré inequalities. As an application, the Talagrand inequality with larger distances are obtained. In particular, on a complete connected Riemannian manifold, we prove that the $\log^\dd$-Sobolev inequality with $\dd\in (1,2)$ implies the $L^{2/(2-\dd)}$-transportation cost inequality $$W^\rr_{2/(2-\dd)}(fμ,μ)^{2/(2-\dd)}\le Cμ(f\log f), μ(f)=1, f\ge 0$$ for some constant $C>0$, and they are equivalent if the curvature of the corresponding generator is bounded below. Weighted log-Sobolev and entropy-cost inequalities are also derived for a large class of probability measures on $\R^d$.

math.PR↗
arXiv2007

Intrinsic Ultracontractivity on Riemannian Manifolds with Infinite Volume Measures

By establishing the intrinsic super-Poincaré inequality, some explicit conditions are presented for diffusion semigroups on a non-compact complete Riemannian manifold to be intrinsically ultracontractive. These conditions, as well as the resulting uniform upper bounds on the intrinsic heat kernels, are sharp for some concrete examples.

math.PR↗
arXiv2007

Harnack Inequality and Strong Feller Property for Stochastic Fast-Diffusion Equations

This paper presents analogous results for stochastic fast-diffusion equations. Since the fast-diffusion equation possesses weaker dissipativity than the porous medium one does, some technical difficulties appear in the study. As a compensation to the weaker dissipativity condition, a Sobolev-Nash inequality is assumed for the underlying self-adjoint operator in applications. Some concrete examples are constructed to illustrate the main results.

math.PR↗
arXiv2007

Lyapunov conditions for logarithmic Sobolev and Super Poincaré inequality

We show how to use Lyapunov functions to obtain functional inequalities which are stronger than Poincaré inequality (for instance logarithmic Sobolev or $F$-Sobolev). The case of Poincaré and weak Poincaré inequalities was studied in Bakry and al. This approach allows us to recover and extend in an unified way some known criteria in the euclidean case (Bakry-Emery, Wang, Kusuoka-Stroock ...).

math.PR↗
arXiv2007

A Class of Infinite Dimensional Diffusion Processes with Connection to Population Genetics

Starting from a sequence of independent Wright-Fisher diffusion processes on $[0,1]$, we construct a class of reversible infinite dimensional diffusion processes on $\DD_\infty:= \{{\bf x}\in [0,1]^\N: \sum_{i\ge 1} x_i=1\}$ with GEM distribution as the reversible measure. Log-Sobolev inequalities are established for these diffusions, which lead to the exponential convergence to the corresponding reversible measures in the entropy. Extensions are made to a class of measure-valued processes over an abstract space $S$. This provides a reasonable alternative to the Fleming-Viot process which does not satisfy the log-Sobolev inequality when $S$ is infinite as observed by W. Stannat \cite{S}.

math.PR↗
arXiv2007

Harnack inequality and applications for stochastic generalized porous media equations

By using coupling and Girsanov transformations, the dimension-free Harnack inequality and the strong Feller property are proved for transition semigroups of solutions to a class of stochastic generalized porous media equations. As applications, explicit upper bounds of the $L^p$-norm of the density as well as hypercontractivity, ultracontractivity and compactness of the corresponding semigroup are derived.

math.PR↗