Convergence to equilibrium for the kinetic Fokker-Planck equation on the torus

Abstract

We study convergence to equilibrium for the kinetic Fokker-Planck equation on the torus. Solving the stochastic differential equation, we show exponential convergence in the Monge-Kantorovich-Wasserstein ${\mathcal{W}}_2$ distance. Finally, we investigate if such a coupling can be obtained by a co-adapted coupling, and show that then the bound must depend on the square root of the initial distance.

12 pages (minor correction in v2)

References in corpus (1)

• Coupling, local times, immersions

Cited by in corpus (1)

• An optimal transport approach of hypocoercivity for the 1d kinetic Fokker-Plank equation