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Hypocoercivity in Wasserstein-1 for the kinetic Fokker-Planck equation via Malliavin Calculus

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arxiv 1810.01324 v1 pith:R3ZN4DN2 submitted 2018-10-02 math.PR math-phmath.APmath.MP

classification math.PRmath-phmath.APmath.MP
keywords equationhypocoercivitywasserstein-1calculusfokker-planckkineticmalliavinchosen
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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.

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  1. Quantitative positivity of transition densities for random perturbations of Hamiltonian systems

    math.PR 2025-09 conditional novelty 7.0 of 10

    For Hamiltonian systems with small random perturbations, transition densities have uniform positive lower bounds on energy sublevel sets at the slow equilibration time scale.

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