Exponential Contraction in Wasserstein Distances for Diffusion Semigroups with Negative Curvature
Tóm tắt
Let Pt be the (Neumann) diffusion semigroup Pt generated by a weighted Laplacian on a complete connected Riemannian manifold M without boundary or with a convex boundary. It is well known that the Bakry-Emery curvature is bounded below by a positive constant ≪> 0 if and only if
$$W_{p}(\mu_{1}P_{t}, \mu_{2}P_{t})\leq e^{-\ll t} W_{p} (\mu_{1},\mu_{2}),\ \ t\geq 0, p\geq 1 $$
holds for all probability measures μ1 and μ2 on M, where Wp is the Lp Wasserstein distance induced by the Riemannian distance. In this paper, we prove the exponential contraction
$$W_{p}(\mu_{1}P_{t}, \mu_{2}P_{t})\leq ce^{-\ll t} W_{p} (\mu_{1},\mu_{2}),\ \ p \geq 1, t\geq 0$$
for some constants c,≪> 0 for a class of diffusion semigroups with negative curvature where the constant c is essentially larger than 1. Similar results are derived for SDEs with multiplicative noise by using explicit conditions on the coefficients, which are new even for SDEs with additive noise.
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