Hypocoercivity in Wasserstein-1 for the kinetic Fokker-Planck equation via Malliavin Calculus
Abstract
We study the kinetic Fokker-Planck equation on the whole space with a confining potential. We show quantitative rates of exponential convergence to equilibrium in a well chosen Wasserstein-1 distance. We use the Wasserstein-1 version of Harris's theorem introduced by Hairer and Mattingly. We make use of similarities between hypocoercivity and hypoellipticity in order to use Malliavin calculus to see hypocoercivity for this equation on the level of the SDE.
0
Turn this paper into a lesson
ArcXiv compiles a structured reading guide from this paper's metadata: plain-English importance, contributions, prerequisite concepts, which sections to read first, flashcards, and a quiz. Grounded in the abstract, never invented.