Entropy Estimate for Degenerate SDEs with Applications to Nonlinear Kinetic Fokker-Planck Equations
Fuente:
arXiv
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| Autores principales: | , , |
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| Formato: | Preprint |
| Publicado: |
2023
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866909186151940096 |
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| author | Qian, Zhongmin Ren, Panpan Wang, Feng-Yu |
| author_facet | Qian, Zhongmin Ren, Panpan Wang, Feng-Yu |
| contents | The relative entropy for two different degenerate diffusion processes is estimated by using the Wasserstein distance of initial distributions and the difference between coefficients. As applications, the entropy cost inequality and exponential ergodicity in entropy are derived for distribution dependent stochastic Hamiltonian systems associated with nonlinear kinetic Fokker Planck equations. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2308_16373 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Entropy Estimate for Degenerate SDEs with Applications to Nonlinear Kinetic Fokker-Planck Equations Qian, Zhongmin Ren, Panpan Wang, Feng-Yu Probability 60J60 60H30 The relative entropy for two different degenerate diffusion processes is estimated by using the Wasserstein distance of initial distributions and the difference between coefficients. As applications, the entropy cost inequality and exponential ergodicity in entropy are derived for distribution dependent stochastic Hamiltonian systems associated with nonlinear kinetic Fokker Planck equations. |
| title | Entropy Estimate for Degenerate SDEs with Applications to Nonlinear Kinetic Fokker-Planck Equations |
| topic | Probability 60J60 60H30 |
| url | https://arxiv.org/abs/2308.16373 |