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Giovanni Brigati

Publications and source records attributed to Giovanni Brigati.

18 recordsLinked to original sources
arXiv2026

Nonlinear kinetic Fokker-Planck equations as gradient flows of the free energy

We consider nonhomogeneous kinetic equations that involve a free transport operator and a diffusion of porous medium type acting on velocities. The main novelty is a gradient flow interpretation of dynamics driven by an interplay of conservative and dissipative effects. We rely on a notion of discrepancy adapted to a phase space of positions and velocities, built upon second-order characteristics obeying Newton's laws. The equation appears as the steepest descent of the free energy functional. We also prove that approximate solutions constructed with an implicit Euler scheme converge to a solution of the kinetic equation. Thus, we generalise to a family of nonlinear kinetic equations the celebrated JKO scheme in mass transport theory. Most of our results are new even in the case of the linear Vlasov-Fokker-Planck equation.

math.AP↗
arXiv2026

The fundamental solution of a nonlinear kinetic Fokker-Planck equation

This paper is devoted to a fundamental solution of a nonlinear kinetic equation involving a porous medium or fast diffusion operator acting on velocities. Such a nonlinearity has interesting scaling properties, which result in a self-similar behaviour of the fundamental solution. Here fundamental solution means a Dirac distribution initial datum which moreover governs the large time asymptotics of a large class of solutions. Using a self-similar change of variables, the equation becomes a nonlinear kinetic Fokker-Planck equation with harmonic confinement and the intermediate asymptotics regime is transformed into a stability property of a special stationary solution, which attracts the solutions for large times. In the homogeneous case (pure nonlinear diffusion), the problem is reduced to a classical nonlinear diffusion equation with Barenblatt-Pattle self-similar profiles. Unexpectedly, this beautiful structure is preserved at kinetic level, with remarkable consequences for relative entropy estimates, detailed intermediate asymptotics and nonlinear diffusion limits in adapted functional spaces.

math.AP↗
arXiv2025

Introduction to quantitative De Giorgi methods

The theory of De Giorgi (1958) and Nash (1959) solves Hilbert's 19th problem and constitutes a major advance in the analysis of PDEs in the 20th century. This theory concerns the H\"older regularity of solutions to elliptic and parabolic equations with non-regular coefficients, and it was extended by Moser (1960) to include the Harnack inequality. This course reviews the classical De Giorgi method in the elliptic and parabolic cases and introduces its recent extension to hypoelliptic equations which appear naturally in kinetic theory. The simplest case is the Kolmogorov equation with a rough diffusion coefficients matrix in the kinetic variable. We present compactness arguments but emphasize the recently developed quantitative methods based on the construction of trajectories. These lecture notes are self-contained and can be used as a general introduction to the topic.

math.AP↗
arXiv2025

Non-bilinear Dirichlet Functionals: Markovianity, locality, invariance

We present in a unified setting the foundations for a theory of non-bilinear Dirichlet functionals on Hilbert spaces. We prove known and new equivalences between non-linear semigroups, non-linear resolvents, non-linear generators, and their energy functionals, including a complete characterization of Markovianity. We introduce and characterize strong notions of invariance for general lower semicontinuous convex functionals, and notions of locality and strong locality for non-bilinear Dirichlet functionals. Contrary to many partial results in the literature, these characterizations are complete and correctly extend the analogous assertions for the bilinear case in full generality.

math.FA↗
arXiv2025

From Kinetic Theory to AI: a Rediscovery of High-Dimensional Divergences and Their Properties

Selecting an appropriate divergence measure is a critical aspect of machine learning, as it directly impacts model performance. Among the most widely used, we find the Kullback-Leibler (KL) divergence, originally introduced in kinetic theory as a measure of relative entropy between probability distributions. Just as in machine learning, the ability to quantify the proximity of probability distributions plays a central role in kinetic theory. In this paper, we present a comparative review of divergence measures rooted in kinetic theory, highlighting their theoretical foundations and exploring their potential applications in machine learning and artificial intelligence.

math-ph↗
arXiv2025

Logarithmic Sobolev inequalities: a review on stability and instability results; logarithmic uncertainty principle

In this paper, we review recent results on stability and instability in logarithmic Sobolev inequalities, with a particular emphasis on strong norms. We consider several versions of these inequalities on the Euclidean space, for the Lebesgue and the Gaussian measures, and discuss their differences in terms of moments and stability. We give new and direct proofs, as well as examples and discuss the stability of a logarithmic uncertainty principle. Although we do not cover all aspects of the topic, we hope to contribute to establishing the state of the art.

math.AP↗
arXiv2025

Kinetic Optimal Transport (OTIKIN) -- Part 1: Second-Order Discrepancies Between Probability Measures

This is the first part of a general description in terms of mass transport for time-evolving interacting particles systems, at a mesoscopic level. Beyond kinetic theory, our framework naturally applies in biology, computer vision, and engineering. The central object of our study is a new discrepancy $\mathsf d$ between two probability distributions in position and velocity states, which is reminiscent of the $2$-Wasserstein distance, but of second-order nature. We construct $\mathsf d$ in two steps. First, we optimise over transport plans. The cost function is given by the minimal acceleration between two coupled states on a fixed time horizon $T$. Second, we further optimise over the time horizon $T>0$. We prove the existence of optimal transport plans and maps, and study two time-continuous characterisations of $\mathsf d$. One is given in terms of dynamical transport plans. The other one -- in the spirit of the Benamou--Brenier formula -- is formulated as the minimisation of an action of the acceleration field, constrained by Vlasov's equations. Equivalence of static and dynamical formulations of $\mathsf d$ holds true. While part of this result can be derived from recent, parallel developments in optimal control between measures, we give an original proof relying on two new ingredients: Galilean regularisation of Vlasov's equations and a kinetic Monge--Mather shortening principle. Finally, we establish a first-order differential calculus in the geometry induced by $\mathsf d$, and identify solutions to Vlasov's equations with curves of measures satisfying a certain $\mathsf d$-absolute continuity condition. One consequence is an explicit formula for the $\mathsf d$-derivative of such curves.

math.AP↗
arXiv2024

Hypocoercivity meets lifts

We unify the variational hypocoercivity framework established by D. Albritton, S. Armstrong, J.-C. Mourrat, and M. Novack, with the notion of second-order lifts of reversible diffusion processes, recently introduced by A. Eberle and F. L\"orler. We give an abstract, yet fully constructive, presentation of the theory, so that it can be applied to a large class of linear kinetic equations. As this hypocoercivity technique does not twist the reference norm, we can recover accurate and sharp convergence rates in various models. Among those, adaptive Langevin dynamics (ALD) is discussed in full detail and we show that for near-quadratic potentials, with suitable choices of parameters, it is a near-optimal second-order lift of the overdamped Langevin dynamics. As a further consequence, we observe that the Generalised Langevin Equation (GLE) is a also a second-order lift, as the standard (kinetic) Langevin dynamics are, of the overdamped Langevin dynamics. Then, convergence of (GLE) cannot exceed ballistic speed, i.e. the square root of the rate of the overdamped regime. We illustrate this phenomenon with explicit computations in a benchmark Gaussian case.

math.PR↗
arXiv2024

Multivariate Gini-type discrepancies

Measuring distances in a multidimensional setting is a challenging problem, which appears in many fields of science and engineering. In this paper, to measure the distance between two multivariate distributions, we introduce a new measure of discrepancy which is scale invariant and which, in the case of two independent copies of the same distribution, and after normalization, coincides with the scaling invariant multidimensional version of the Gini index recently proposed in [34]. A byproduct of the analysis is an easy-to-handle discrepancy metric, obtained by application of the theory to a pair of Gaussian multidimensional densities. The obtained metric does improve the standard metrics, based on the mean squared error, as it is scale invariant. The importance of this theoretical finding is illustrated by means of a real problem that concerns measuring the importance of Environmental, Social and Governance factors for the growth of small and medium enterprises.

stat.ME↗
arXiv2024

Explicit convergence rates of underdamped Langevin dynamics under weighted and weak Poincar\'e--Lions inequalities

We study the long-time behavior of the underdamped Langevin dynamics, in the case of so-called \emph{weak confinement}. Indeed, any $\mathrm{L}^\infty$ distribution (in position and velocity) relaxes to equilibrium over time, and we quantify the convergence rate. In our situation, the spatial equilibrium distribution does not satisfy a Poincar\'e inequality. Instead, we assume a weighted Poincar\'e inequality, which allows for fat-tail or sub-exponential potential energies. We provide constructive and fully explicit estimates in $\mathrm{L}^2$-norm for $\mathrm{L}^\infty$ initial data. A key-ingredient is a new space-time weighted Poincar\'e--Lions inequality, entailing, in turn, a weak Poincar\'e--Lions inequality.

math.PR↗
arXiv2024

Heat flow, log-concavity, and Lipschitz transport maps

In this paper we derive estimates for the Hessian of the logarithm (log-Hessian) for solutions to the heat equation. For initial data in the form of log-Lipschitz perturbation of strongly log-concave measures, the log-Hessian admits an explicit, uniform (in space) lower bound. This yields a new estimate for the Lipschitz constant of a transport map pushing forward the standard Gaussian to a measure in this class. Further connections are discussed with score-based diffusion models and improved Gaussian logarithmic Sobolev inequalities. Finally, we show that assuming only fast decay of the tails of the initial datum does not suffice to guarantee uniform log-Hessian upper bounds.

math.AP↗
arXiv2024

Logarithmic Sobolev and interpolation inequalities on the sphere: constructive stability results

We consider Gagliardo-Nirenberg inequalities on the sphere which interpolate between the Poincaré inequality and the Sobolev inequality, and include the logarithmic Sobolev inequality as a special case. We establish explicit stability results in the subcritical regime using spectral decomposition techniques, and entropy and carré du champ methods applied to nonlinear diffusion flows.

math.AP↗
arXiv2023

Nonlinear Dirichlet forms, energy spaces, and calculus rules

We review recent contributions on nonlinear Dirichlet forms. Then, we specialise to the case of 2-homogeneous and local forms. Inspired by the theory of Finsler manifolds and metric measure spaces, we establish new properties of such nonlinear Dirichlet forms, which are reminiscent of differential calculus formulae.

math.FA↗
arXiv2023

How to construct decay rates for kinetic Fokker--Planck equations?

We study time averages for the norm of solutions to kinetic Fokker--Planck equations associated with general Hamiltonians. We provide fully explicit and constructive decay estimates for systems subject to a confining potential, allowing fat-tail, sub-exponential and (super-)exponential local equilibria, which also include the classic Maxwellian case. The key step in our estimates is a modified Poincar\'e inequality, obtained via a Lions--Poincar\'e inequality and an averaging lemma.

math.AP↗
arXiv2023

On Gaussian interpolation inequalities

This paper is devoted to Gaussian interpolation inequalities with endpoint cases corresponding to the Gaussian Poincaré and the logarithmic Sobolev inequalities, seen as limits in large dimensions of Gagliardo-Nirenberg-Sobolev inequalities on spheres. Entropy methods are investigated using not only heat flow techniques but also nonlinear diffusion equations as on spheres. A new stability result is established for the Gaussian measure, which is directly inspired by recent results for spheres.

math.AP↗
arXiv2022

Time averages for kinetic Fokker-Planck equations

We consider kinetic Fokker-Planck (or Vlasov-Fokker-Planck) equations on the torus with Maxwellian or fat tail local equilibria. Results based on weak norms have recently been achieved by S. Armstrong and J.-C. Mourrat in case of Maxwellian local equilibria. Using adapted Poincaré and Lions-type inequalities, we develop an explicit and constructive method for estimating the decay rate of time averages of norms of the solutions, which covers various regimes corresponding to subexponential, exponential and superexponential (including Maxwellian) local equilibria. As a consequence, we also derive hypocoercivity estimates, which are compared to similar results obtained by other techniques.

math.AP↗
arXiv2022

The normal contraction property for non-bilinear Dirichlet forms

We analyse the class of convex functionals $\mathcal E$ over $\mathrm{L}^2(X,m)$ for a measure space $(X,m)$ introduced by Cipriani and Grillo and generalising the classic bilinear Dirichlet forms. We investigate whether such non-bilinear forms verify the normal contraction property, i.e., if $\mathcal E(ϕ\circ f) \leq \mathcal E(f)$ for all $f \in \mathrm{L}^2(X,m)$, and all 1-Lipschitz functions $ϕ: \mathbb R \to \mathbb R$ with $ϕ(0)=0$. We prove that normal contraction holds if and only if $\mathcal E$ is symmetric in the sense $\mathcal E(-f) = \mathcal E(f),$ for all $f \in \mathrm{L}^2(X,m).$ An auxiliary result, which may be of independent interest, states that it suffices to establish the normal contraction property only for a simple two-parameter family of functions $ϕ$.

math.FA↗