Entropy production and the rate of convergence to equilibrium for the Fokker-Planck equation

Authors
Citation
G. Toscani, Entropy production and the rate of convergence to equilibrium for the Fokker-Planck equation, Q APPL MATH, 57(3), 1999, pp. 521-541
Citations number
29
Categorie Soggetti
Engineering Mathematics
Journal title
QUARTERLY OF APPLIED MATHEMATICS
ISSN journal
0033569X → ACNP
Volume
57
Issue
3
Year of publication
1999
Pages
521 - 541
Database
ISI
SICI code
0033-569X(199909)57:3<521:EPATRO>2.0.ZU;2-3
Abstract
We reckon the rate of exponential convergence to equilibrium both in relati ve entropy and in relative Fisher information, for the solution to the spat ially homogeneous Fokker-Planck equation. The result follows by lower bound s of the entropy production which are explicitly computable. Second, we sho w that the Gross's logarithmic Sobolev inequality is a direct consequence o f the lower bound for the entropy production relative to Fisher information . The entropy production arguments are finally applied to reckon the rate o f convergence of the solution to the heat equation towards the fundamental one in various norms.