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Log-Sobolev Inequalities and Exponential Ergodicity for McKean-Vlasov SDEs
2026年10月16日

报告题目: Log-Sobolev Inequalities and Exponential Ergodicity for McKean-Vlasov SDEs

报告时间: 2026-10-16 13:00——2026-10-16 15:00

报告人: 黄兴

报告地点: 腾讯会议146 343 107

主办单位: 数据科学与人工智能学院

报告摘要:

The exponential ergodicity of partially dissipative McKean-Vlasov SDEs in the L^1-Wasserstein distance has been extensively studied using asymptotic reflection coupling. However, the reflection coupling method is not applicable for the exponential ergodicity in L^2-Wasserstein distance and relative entropy. In this paper, we first establish uniform log-Sobolev inequalities (in the frozen measure variable with bounded second moments) for the invariant probability measure of the corresponding SDEs with frozen distribution. Second, for the McKean-Vlasov SDEs, we combine the log-Harnack inequality and Talagrand's inequality to derive exponential ergodicity in both L^2-Wasserstein distance and relative entropy. Furthermore, we extend these main results to the case of degenerate diffusion.

 

报告人简介:

黄兴,博士毕业于北京师范大学概率论与数理统计专业,现为天津大学应用数学中心副教授。主持国家自然科学基金青年和面上项目,参与国家重点研发计划和自然科学基金重点项目。主要关注分布依赖的随机微分方程的遍历性,泛函不等式如对数Harnack不等式,(weak)Poincare不等式,log-Sobolev不等式以及平均场粒子系统的定量混沌传播。主要成果发表于Math.Ann.,JFA, AAP,nonlinearity,SPA,Bernoulli,EJP,JDE, Potential Anal.等期刊。