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On the Bakry-Emery criterion for linear diffusions and weighted porous media equations

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Date
2008
Link to item file
http://hal.archives-ouvertes.fr/hal-00196935/en/
Dewey
Probabilités et mathématiques appliquées
Sujet
Ornstein-Uhlenbeck operator; diffusion; Parabolic equations; porous media; Poincaré inequality; logarithmic Sobolev inequality; convex Sobolev inequality; interpolation; decay rate; entropy; free energy; Fisher information
Journal issue
Communications in Mathematical Sciences
Volume
6
Number
2
Publication date
06-2008
Article pages
477-494
Publisher
International Press
URI
https://basepub.dauphine.fr/handle/123456789/383
Collections
  • CEREMADE : Publications
Metadata
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Author
Savaré, Giuseppe
Nazaret, Bruno
Dolbeault, Jean
Type
Article accepté pour publication ou publié
Abstract (EN)
The goal of this paper is to give a non-local sufficient condition for generalized Poincaré inequalities, which extends the well-known Bakry-Emery condition. Such generalized Poincaré inequalities have been introduced by W. Beckner in the gaussian case and provide, along the Ornstein-Uhlenbeck flow, the exponential decay of some generalized entropies which interpolate between the $L^2$ norm and the usual entropy. Our criterion improves on results which, for instance, can be deduced from the Bakry-Emery criterion and Holley-Stroock type perturbation results. In a second step, we apply the same strategy to non-linear equations of porous media type. This provides new interpolation inequalities and decay estimates for the solutions of the evolution problem. The criterion is again a non-local condition based on the positivity of the lowest eigenvalue of a Schrödinger operator. In both cases, we relate the Fisher information with its time derivative. Since the resulting criterion is non-local, it is better adapted to potentials with, for instance, a non-quadratic growth at infinity, or to unbounded perturbations of the potential.

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