Math @ Duke
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Publications [#344664] of Jianfeng Lu
Papers Published
- Cao, Y; Lu, J; Lu, Y, Exponential Decay of Rényi Divergence Under Fokker–Planck Equations,
Journal of Statistical Physics, vol. 176 no. 5
(September, 2019),
pp. 1172-1184 [doi]
(last updated on 2024/09/17)
Abstract: 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.
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