Log-concavity of solutions of parabolic equations related to the Ornstein-Uhlenbeck operator and applications

Abstract

In this paper, we investigate the log-concavity of the kernel for the parabolic Ornstein-Uhlenbeck operator in a bounded, convex domain. Consequently, we get the preservation of the log-concavity of the initial datum by the related flow. As an application, we give another proof of a Brunn-Minkowski type inequality for the first eigenvalue of the Ornstein-Uhlenbeck operator and of the log-concavity of the related first eigenfunction (both results have been proved in [9], by different methods).

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