研讨班报告

偏微分方程研讨班:Entropy Estimate Between Diffusion Processes and Application to McKean-Vlasov SDEs

发布时间:2023-12-29
 

中科院数学与系统科学研究院

数学研究所

学术报告

偏微分方程研讨班

 

报告人Panpan Ren (City University of Hong Kong)

 Entropy Estimate Between Diffusion Processes and Application to McKean-Vlasov SDEs

  2024.01.04(星期四)16:00-17:00

 点:Zoom ID: 924 888 5804 Passcode: AMSS2022

摘 要In this talk, we will introduce a new technique which is called the bi- coupling argument to estimate the relative entropy between different diffusion processes in terms of the distances of initial distributions and drift-diffusion coefficients. As an application, the log-Harnack inequality is established for singular McKean-Vlasov SDEs and nonlinear Kinetic Fokker-Planck equations, which appears for the first time in the literature.


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