Elsevier

Journal of Functional Analysis

Volume 263, Issue 8, 15 October 2012, Pages 2430-2457
Journal of Functional Analysis

Convergence to equilibrium in Wasserstein distance for Fokker–Planck equations

https://doi.org/10.1016/j.jfa.2012.07.007Get rights and content
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Abstract

We describe conditions on non-gradient drift diffusion Fokker–Planck equations for its solutions to converge to equilibrium with a uniform exponential rate in Wasserstein distance. This asymptotic behaviour is related to a functional inequality, which links the distance with its dissipation and ensures a spectral gap in Wasserstein distance. We give practical criteria for this inequality and compare it to classical ones. The key point is to quantify the contribution of the diffusion term to the rate of convergence, in any dimension, which to our knowledge is a novelty.

Keywords

Diffusion equations
Wasserstein distance
Functional inequalities
Spectral gap

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