Abstract
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. Copyright © 2024 by SIAM.
| Original language | English |
|---|---|
| Pages (from-to) | 5330-5349 |
| Journal | SIAM Journal on Mathematical Analysis |
| Volume | 56 |
| Issue number | 4 |
| Online published | 19 Jul 2024 |
| DOIs | |
| Publication status | Published - Aug 2024 |
Research Keywords
- degenerate diffusion process
- entropy estimate
- nonlinear kinetic Fokker-Planck equation
- stochastic Hamiltonian system
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