Abstract
The article builds on several recent advances in the Monge- Kantorovich theory of mass transport which have, among other things, led to new and quite natural proofs for a wide range of geometric inequalities such as the ones formulated by Brunn-Minkowski, Sobolev, Gagliardo- Nirenberg, Beckner, Gross, Talagrand, Otto-Villani and their extensions by many others. While this paper continues in this spirit, we however propose here a basic framework to which all of these inequalities belong, and a general unifying principle from which many of them follow. This basic inequality relates the relative total energy - internal, potential and interactive - of two arbitrary probability densities, their Wasserstein distance, their barycentres and their entropy production functional. The framework is remarkably encompassing as it implies many old geometric - Gaussian and Euclidean - inequalities as well as new ones, while allowing a direct and unified way for computing best constants and extremals. As expected, such inequalities also lead to exponential rates of convergence to equilibria for solutions of Fokker-Planck and McKean-Vlasov type equations. The principle also leads to a remarkable correspondence between ground state solutions of certain quasilinear - or semilinear - equations and stationary solutions of nonlinear Fokker-Planck type equations.
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Agueh, M., Ghoussoub, N. & Kang, X. Geometric inequalities via a general comparison principle for interacting gases. Geom. funct. anal. 14, 215–244 (2004). https://doi.org/10.1007/s00039-004-0455-x
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DOI: https://doi.org/10.1007/s00039-004-0455-x