Exponential Decay of Rényi Divergence Under Fokker–Planck Equations
Publication
, Journal Article
Cao, Y; Lu, J; Lu, Y
Published in: Journal of Statistical Physics
September 1, 2019
We prove the exponential convergence to the equilibrium, quantified by Rényi divergence, of the solution of the Fokker–Planck equation with drift given by the gradient of a strictly convex potential. This extends the classical exponential decay result on the relative entropy for the same equation.
Duke Scholars
Altmetric Attention Stats
Dimensions Citation Stats
Published In
Journal of Statistical Physics
DOI
EISSN
1572-9613
ISSN
0022-4715
Publication Date
September 1, 2019
Volume
176
Issue
5
Start / End Page
1172 / 1184
Related Subject Headings
- Fluids & Plasmas
- 51 Physical sciences
- 49 Mathematical sciences
- 02 Physical Sciences
- 01 Mathematical Sciences
Citation
APA
Chicago
ICMJE
MLA
NLM
Cao, Y., Lu, J., & Lu, Y. (2019). Exponential Decay of Rényi Divergence Under Fokker–Planck Equations. Journal of Statistical Physics, 176(5), 1172–1184. https://doi.org/10.1007/s10955-019-02339-8
Cao, Y., J. Lu, and Y. Lu. “Exponential Decay of Rényi Divergence Under Fokker–Planck Equations.” Journal of Statistical Physics 176, no. 5 (September 1, 2019): 1172–84. https://doi.org/10.1007/s10955-019-02339-8.
Cao Y, Lu J, Lu Y. Exponential Decay of Rényi Divergence Under Fokker–Planck Equations. Journal of Statistical Physics. 2019 Sep 1;176(5):1172–84.
Cao, Y., et al. “Exponential Decay of Rényi Divergence Under Fokker–Planck Equations.” Journal of Statistical Physics, vol. 176, no. 5, Sept. 2019, pp. 1172–84. Scopus, doi:10.1007/s10955-019-02339-8.
Cao Y, Lu J, Lu Y. Exponential Decay of Rényi Divergence Under Fokker–Planck Equations. Journal of Statistical Physics. 2019 Sep 1;176(5):1172–1184.
Published In
Journal of Statistical Physics
DOI
EISSN
1572-9613
ISSN
0022-4715
Publication Date
September 1, 2019
Volume
176
Issue
5
Start / End Page
1172 / 1184
Related Subject Headings
- Fluids & Plasmas
- 51 Physical sciences
- 49 Mathematical sciences
- 02 Physical Sciences
- 01 Mathematical Sciences