# Hypoelliptic entropy dissipation for stochastic differential equations

@inproceedings{Feng2021HypoellipticED, title={Hypoelliptic entropy dissipation for stochastic differential equations}, author={Qi Feng and Wuchen Li}, year={2021} }

We study convergence behaviors of degenerate and non-reversible stochastic differential equations. Our method follows a Lyapunov method in probability density space, in which the Lyapunov functional is chosen as a weighted relative Fisher information functional. We construct a weighted Fisher information induced Gamma calculus method with a structure condition. Under this condition, an explicit algebraic tensor is derived to guarantee the convergence rate for the probability density function…

## One Citation

Exponential Entropy dissipation for weakly self-consistent Vlasov-Fokker-Planck equations

- Mathematics
- 2022

. We study long-time dynamical behaviors of weakly self-consistent Vlasov-Fokker-Planck equations. We introduce Hessian matrix conditions on mean-ﬁeld kernel functions, which characterizes the…

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