Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré

We study the relationship between two classical approaches for quantitative ergodic properties: the first one based on Lyapunov type controls and popularized by Meyn and Tweedie, the second one based on functional inequalities (of Poincaré type). We show that they can be linked through new inequalities (Lyapunov-Poincaré inequalities). Explicit examples for diffusion processes are studied, improving some results in the literature. The example of the kinetic Fokker-Planck equation recently studied by Hérau and Nier, Helffer and Nier, and Villani is in particular discussed in the final section.     

On the best constant of weighted Poincaré inequalities

We compute the optimal constant for some weighted Poincaré inequalities obtained by Fausto Ferrari and Enrico Valdinoci in [F. Ferrari, E. Valdinoci, Some weighted Poincaré inequalities, Indiana Univ. Math. J. 58 (4) (2009) 1619-1637].     

Is an Orlicz–Poincaré inequality an open ended condition,and what does that mean?

In [16], Keith and Zhong prove that spaces admitting Poincaré inequalities also admit a priori stronger Poincaré inequalities. We use their technique, with slight adjustments, to obtain a similar result in the case of Orlicz–Poincaré inequalities. We give examples in the plane that show all hypotheses are required.     

Refined convex Sobolev inequalities

This paper is devoted to refinements of convex Sobolev inequalities in the case of power law relative entropies: a nonlinear entropy-entropy production relation improves the known inequalities of this type. The corresponding generalized Poincaré-type inequalities with weights are derived. Optimal constants are compared to the usual Poincaré constant.     

On Friedrichs-Poincaré-type inequalities

Friedrichs- and Poincaré-type inequalities are important and widely used in the area of partial differential equations and numerical analysis. Most of their proofs appearing in references are the argument of reduction to absurdity. In this paper, we give direct proofs of Friedrichs-type inequalities in H¹(Ω) and Poincaré-type inequalities in some subspaces of W1,p(Ω). The dependencies of the inequality coefficients on the domain Ω and some sub-domains are illustrated explicitly.     

Weak curvature conditions and functional inequalities

We give sufficient conditions for a measured length space (X,d,ν) to admit local and global Poincaré inequalities, along with a Sobolev inequality. We first introduce a condition DM on (X,d,ν), defined in terms of transport of measures. We show that DM, together with a doubling condition on ν, implies a scale-invariant local Poincaré inequality. We show that if (X,d,ν) has nonnegative N-Ricci curvature and has unique minimizing geodesics between almost all pairs of points then it satisfies DM, with constant N². The condition DM is preserved by measured Gromov-Hausdorff limits. We then prove a Sobolev inequality for measured length spaces with N-Ricci curvature bounded below by K>0. Finally we derive a sharp global Poincaré inequality.     

Sub-elliptic global high order Poincaré inequalities in stratified Lie groups and applications

Sharp Poincaré inequalities on balls or chain type bounded domains have been extensively studied both in classical Euclidean space and Carnot-Carathéodory spaces associated with sub-elliptic vector fields (e.g., vector fields satisfying Hörmander's condition). In this paper, we investigate the validity of sharp global Poincaré inequalities of both first order and higher order on the entire nilpotent stratified Lie groups or on unbounded extension domains in such groups. We will show that simultaneous sharp global Poincaré inequalities also hold and weighted versions of such results remain to be true. More precisely, let G be a nilpotent stratified Lie group and f be in the localized non-isotropic Sobolev space , where 1?p<Q/m and Q is the homogeneous dimension of the Lie group G. Suppose that the mth sub-elliptic derivatives of f is globally Lp integrable; i.e., is finite (but assume that lower order sub-elliptic derivatives are only locally Lp integrable). We denote the space of such functions as Bm,p(G). We prove a high order Poincaré inequality for f minus a polynomial of order m−1 over the entire space G or unbounded extension domains. As applications, we will prove a density theorem stating that smooth functions with compact support are dense in Bm,p(G) modulus a finite-dimensional subspace.     

Second order Poincaré inequalities and CLTs on Wiener space

We prove infinite-dimensional second order Poincaré inequalities on Wiener space, thus closing a circle of ideas linking limit theorems for functionals of Gaussian fields, Stein's method and Malliavin calculus. We provide two applications: (i) to a new “second order” characterization of CLTs on a fixed Wiener chaos, and (ii) to linear functionals of Gaussian-subordinated fields.     

Functional inequalities for transient birth-death processes and their applications

We give a new diagram about uniform decay, empty essential spectrum and various functional inequalities, including Poincaré inequalities, super- and weak-Poincaré inequalities, for transient birth-death processes. This diagram is completely opposite to that in ergodic situation, and substantially points out the difference between transient birth-death processes and recurrent ones. The criterion for the empty essential spectrum is achieved. Some matching sufficient and necessary conditions for weak-Poincaré inequalities and super-Poincaré inequalities are also presented.     

Minimum number of ideal generators for a linear center perturbed by homogeneous polynomials

Using the algorithm presented in [J. Giné, X. Santallusia, On the Poincaré-Liapunov constants and the Poincaré series, Appl. Math. (Warsaw) 28 (1) (2001) 17-30] the Poincaré-Liapunov constants are calculated for polynomial systems of the form , , where P_n and Q_n are homogeneous polynomials of degree n. The objective of this work is to calculate the minimum number of ideal generators i.e., the number of functionally independent Poincaré-Liapunov constants, through the study of the highest fine focus order for n=4 and n=5 and compare it with the results that give the conjecture presented in [J. Giné, On the number of algebraically independent Poincaré-Liapunov constants, Appl. Math. Comput. 188 (2) (2007) 1870-1877]. Moreover, the computational problems which appear in the computation of the Poincaré-Liapunov constants and the determination of the number of functionally independent ones are also discussed.     

Capacitary Criteria for Poincaré-Type Inequalities

The Poincaré-type inequality is a unification of various inequalities including the F-Sobolev inequalities, Sobolev-type inequalities, logarithmic Sobolev inequalities, and so on. The aim of this paper is to deduce some unified upper and lower bounds of the optimal constants in Poincaré-type inequalities for a large class of normed linear (Banach, Orlicz) spaces in terms of capacity. The lower and upper bounds differ only by a multiplicative constant, and so the capacitary criteria for the inequalities are also established. Both the transient and the ergodic cases are treated. Besides, the explicit lower and upper estimates in dimension one are computed. Mathematics Subject Classifications (2000) 60J55, 31C25, 60J35, 47D07.Research supported in part NSFC (No. 10121101) and 973 Project.     

Self-improving properties of inequalities of Poincaré type on measure spaces and applications

We show that the self-improving nature of Poincaré estimates persists for domains in rather general measure spaces. We consider both weak type and strong type inequalities, extending techniques of B. Franchi, C. Pérez and R. Wheeden. As an application in spaces of homogeneous type, we derive global Poincaré estimates for a class of domains with rough boundaries that we call ?-John domains, and we show that such domains have the requisite properties. This class includes John (or Boman) domains as well as s-John domains. Further applications appear in a companion paper.     

Fisher information inequalities and the central limit theorem

We give conditions for an O(1/n) rate of convergence of Fisher information and relative entropy in the Central Limit Theorem. We use the theory of projections in L² spaces and Poincaré inequalities, to provide a better understanding of the decrease in Fisher information implied by results of Barron and Brown. We show that if the standardized Fisher information ever becomes finite then it converges to zero.OTJ is a Fellow of Christs College, Cambridge, who helped support two trips to Yale University during which this paper was written.Mathematics Subject Classification (2000):Primary: 62B10 Secondary: 60F05, 94A17     

Equivariant Poincaré duality for quantum group actions

We extend the notion of Poincaré duality in KK-theory to the setting of quantum group actions. An important ingredient in our approach is the replacement of ordinary tensor products by braided tensor products. Along the way we discuss general properties of equivariant KK-theory for locally compact quantum groups, including the construction of exterior products. As an example, we prove that the standard Podle? sphere is equivariantly Poincaré dual to itself.     

Two novel methods for vibration diagnosis to characterize non-linear response

Poincaré maps have been proved to be a valuable tool in the analysis of non-linear dynamical systems, which usually reduce a continuous phase flow into a two-dimensional discrete map. However, they may be inconvenient for reflecting some characteristics of the system response. In this paper, two novel methods, using the period sampling peak-to-peak value (PSP) diagram and the modified Poincaré map, are presented for characterizing different types of non-linear response. These two methods take advantage of some parameters of the response, such as the peak-to-peak value within an exterior excitation period and the mean value of the displacement. In the PSP diagram method, a two-dimensional graph is plotted by taking the peak-to-peak value as ordinate and the sequential periodically sampling number as abscissa. On the other hand, the modified Poincaré map takes the mean value of the velocity within an exterior excitation period as ordinate and the relevant mean value of the displacement as abscissa. The non-linear responses of a Duffing system, a pendulum with circular motion support and an oscillating circuit are studied by these methods. We also studied the intermittent chaos of the Lorenz system by the PSP diagram method. The PSP diagram is a set of mapping points, which form: a straight line for a one-period response; multi-straight lines for a multi-period response; orderly periodic curves for a quasi-period response; long lines interrupted by transitoriness confusion points for intermittent chaos; and totally out-of-order points for chaos. The figures for the modified Poincaré maps for the period, multi-period, quasi-period responses and chaos are almost identical to those for the Poincaré maps, but the modified maps take more sampling points and can reflect the mean values of the responses. Some numerical results are given based on these methods to show their efficiency in distinguishing different non-linear responses.     

Chaotic behavior in the 3-center problem

We consider the motion of a particle in a plane under the gravitational action of 3 fixed centers (the 3-center planar problem). As it is well known (Vestnik Moskov. Univ. Ser. 1 Matem. Mekh 6 (1984) 65; Prikl. Matem. i Mekhan. 48 (1984) 356; Classical Planar Scattering by Coulombic Potentials, Lecture Notes in Physics, Springer, Berlin, 1992) on the non-negative level sets of the energy E there do not exist non-constant analytic first integrals, and moreover the system has chaotic trajectories. These results were proved by variational methods.Here we investigate the problem in the domain of small negative values of E. Moreover, we assume that one of the centers is far away from the other two. Then we get a two-parameter singular perturbation of an integrable dynamical system: the 2-center problem on the zero-energy level. The main problem we deal with is to prove that the Poincaré-Melnikov theory applies in the limit case E→0.     

Reinforcement of an inequality due to Brascamp and Lieb

In this paper, we obtain a reinforcement of an inequality due to Brascamp and Lieb and a reinforcement of Poincaré's inequality for general logarithmical concave measures on Rd. The formula used in the proof is related to theorems concerning the integration of log-concave functions (such as results of Prékopa and of Ball, Barthe and Naor). We also obtain a lower bound for the variance of the same family of measures.     

An isoperimetric inequality for uniformly log-concave measures and uniformly convex bodies

We prove an isoperimetric inequality for the uniform measure on a uniformly convex body and for a class of uniformly log-concave measures (that we introduce). These inequalities imply (up to universal constants) the log-Sobolev inequalities proved by Bobkov, Ledoux [S.G. Bobkov, M. Ledoux, From Brunn-Minkowski to Brascamp-Lieb and to logarithmic Sobolev inequalities, Geom. Funct. Anal. 10 (5) (2000) 1028-1052] and the isoperimetric inequalities due to Bakry, Ledoux [D. Bakry, M. Ledoux, Lévy-Gromov's isoperimetric inequality for an infinite-dimensional diffusion generator, Invent. Math. 123 (2) (1996) 259-281] and Bobkov, Zegarliński [S.G. Bobkov, B. Zegarliński, Entropy bounds and isoperimetry, Mem. Amer. Math. Soc. 176 (829) (2005), x+69]. We also recover a concentration inequality for uniformly convex bodies, similar to that proved by Gromov, Milman [M. Gromov, V.D. Milman, Generalization of the spherical isoperimetric inequality to uniformly convex Banach spaces, Compos. Math. 62 (3) (1987) 263-282].     

Dirichlet Forms,Poincaré Inequalities,and the Sobolev Spaces of Korevaar and Schoen

We answer a question of Jost on the validity of Poincaré inequalities for metric space-valued functions in a Dirichlet domain. We also investigate the relationship between Dirichlet domains and the Sobolev-type spaces introduced by Korevaar and Schoen.     

Korn inequality on irregular domains

In this paper, we study the weighted Korn inequality on some irregular domains, e.g., s-John domains and domains satisfying quasihyperbolic boundary conditions. Examples regarding sharpness of the Korn inequality on these domains are presented. Moreover, we show that Korn inequalities imply certain Poincaré inequality.