Perelman’s entropy formula for the Witten Laplacian on Riemannian manifolds via Bakry–Emery Ricci curvature

In this paper, we study Perelman’s W{{\mathcal W}} -entropy formula for the heat equation associated with the Witten Laplacian on complete Riemannian manifolds via the Bakry–Emery Ricci curvature. Under the assumption that the m-dimensional Bakry–Emery Ricci curvature is bounded from below, we prove an analogue of Perelman’s and Ni’s entropy formula for the W{\mathcal{W}} -entropy of the heat kernel of the Witten Laplacian on complete Riemannian manifolds with some natural geometric conditions. In particular, we prove a monotonicity theorem and a rigidity theorem for the W{{\mathcal W}} -entropy on complete Riemannian manifolds with non-negative m-dimensional Bakry–Emery Ricci curvature. Moreover, we give a probabilistic interpretation of the W{\mathcal{W}} -entropy for the heat equation of the Witten Laplacian on complete Riemannian manifolds, and for the Ricci flow on compact Riemannian manifolds.     

The entropy formula for linear heat equation

We derive the entropy formula for the linear heat equation on general Riemannian manifolds and prove that it is monotone non-increasing on manifolds with nonnegative Ricci curvature. As applications, we study the relation between the value of entropy and the volume of balls of various scales. The results are simpler version, without Ricci flow, of Perelman ’s recent results on volume non-collapsing for Ricci flow on compact manifolds. We also prove that if the entropy for the heat kernel achieves its maximum value zero at some positive time, on any complete Riamannian manifold with nonnegative Ricci curvature, if and only if the manifold is isometric to the Euclidean space.     

Displacement interpolations from a Hamiltonian point of view

One of the most well-known results in the theory of optimal transportation is the equivalence between the convexity of the entropy functional with respect to the Riemannian Wasserstein metric and the Ricci curvature lower bound of the underlying Riemannian manifold. There are also generalizations of this result to the Finsler manifolds and manifolds with a Ricci flow background. In this paper, we study displacement interpolations from the point of view of Hamiltonian systems and give a unifying approach to the above mentioned results.     

Gradient estimates and entropy monotonicity formula for doubly nonlinear diffusion equations on Riemannian manifolds

In the first part of this paper, we prove the sharp global Li‐Yau type gradient estimates for positive solutions to doubly nonlinear diffusion equation(DNDE) on complete Riemannian manifolds with nonnegative Ricci curvature. As an application, one can obtain a parabolic Harnack inequality. In the second part, we obtain a Perelman‐type entropy monotonicity formula for DNDE on compact Riemannian manifolds with nonnegative Ricci curvature. These results generalize some works of Ni (JGA 2004), Lu–Ni–Vázquez–Villani (JMPA 2009) and Kotschwar–Ni (Annales Scientifiques de l'École Normale Supérieure 2009). Copyright © 2013 John Wiley & Sons, Ltd.     

Perelman’s Entropy and Doubling Property on Riemannian Manifolds

The purpose of this work is to study some monotone functionals of the heat kernel on a complete Riemannian manifold with nonnegative Ricci curvature. In particular, we show that on these manifolds, the gradient estimate of Li and Yau (Acta Math. 156, 153–201, 1986), the gradient estimate of Ni (J. Geom. Anal. 14(1), 87–100, 2004), the monotonicity of the Perelman’s entropy and the volume doubling property are all consequences of an entropy inequality recently discovered by Baudoin and Garofalo, , 2009. The latter is a linearized version of a logarithmic Sobolev inequality that is due to D. Bakry and M. Ledoux (Rev. Mat. Iberoam. 22, 683–702, 2006).     

<Emphasis Type="Italic">W</Emphasis>-entropy formulas on super Ricci flows and Langevin deformation on Wasserstein space over Riemannian manifolds

In this survey paper, we give an overview of our recent works on the study of the W-entropy for the heat equation associated with the Witten Laplacian on super-Ricci flows and the Langevin deformation on the Wasserstein space over Riemannian manifolds. Inspired by Perelman’s seminal work on the entropy formula for the Ricci flow, we prove the W-entropy formula for the heat equation associated with the Witten Laplacian on n-dimensional complete Riemannian manifolds with the CD(K,m)-condition, and the W-entropy formula for the heat equation associated with the time-dependent Witten Laplacian on n-dimensional compact manifolds equipped with a (K,m)-super Ricci flow, where K ∈ R and m ∈ [n,∞]. Furthermore, we prove an analogue of the W-entropy formula for the geodesic flow on the Wasserstein space over Riemannian manifolds. Our result improves an important result due to Lott and Villani (2009) on the displacement convexity of the Boltzmann-Shannon entropy on Riemannian manifolds with non-negative Ricci curvature. To better understand the similarity between above two W-entropy formulas, we introduce the Langevin deformation of geometric flows on the tangent bundle over the Wasserstein space and prove an extension of the W-entropy formula for the Langevin deformation. We also make a discussion on the W-entropy for the Ricci flow from the point of view of statistical mechanics and probability theory. Finally, to make this survey more helpful for the further development of the study of the W-entropy, we give a list of problems and comments on possible progresses for future study on the topic discussed in this survey.     

Addenda to “The entropy formula for linear heat equation”

We add two sections to [8] and answer some questions asked there. In the first section we give another derivation of Theorem 1.1 of [8], which reveals the relation between the entropy formula, (1.4) of [8], and the well-known Li-Yau ’s gradient estimate. As a by-product we obtain the sharp estimates on ‘Nash’s entropy’ for manifolds with nonnegative Ricci curvature. We also show that the equality holds in Li-Yau’s gradient estimate, for some positive solution to the heat equation, at some positive time, implies that the complete Riemannian manifold with nonnegative Ricci curvature is isometric to ℝ ⁿ .In the second section we derive a dual entropy formula which, to some degree, connects Hamilton’s entropy with Perelman ’s entropy in the case of Riemann surfaces.     

Differential Harnack inequalities on Riemannian manifolds I: Linear heat equation

In the first part of this paper, we get new Li–Yau type gradient estimates for positive solutions of heat equation on Riemannian manifolds with Ricci(M)?−k, k∈R. As applications, several parabolic Harnack inequalities are obtained and they lead to new estimates on heat kernels of manifolds with Ricci curvature bounded from below. In the second part, we establish a Perelman type Li–Yau–Hamilton differential Harnack inequality for heat kernels on manifolds with Ricci(M)?−k, which generalizes a result of L. Ni (2004, 2006) [20] and [21]. As applications, we obtain new Harnack inequalities and heat kernel estimates on general manifolds. We also obtain various entropy monotonicity formulas for all compact Riemannian manifolds.     

Li-Yau Multiplier Set and Optimal Li-Yau Gradient Estimate on Hyperbolic Spaces

Potential Analysis - In this paper, motivated by finding sharp Li-Yau-type gradient estimate for positive solution of heat equations on complete Riemannian manifolds with negative Ricci curvature...     

Ricci curvature,radial curvature and large volume growth

In this paper, we study complete noncompact Riemannian manifolds with Ricci curvature bounded from below. When the Ricci curvature is nonnegative, we show that this kind of manifolds are diffeomorphic to a Euclidean space, by assuming an upper bound on the radial curvature and a volume growth condition of their geodesic balls. When the Ricci curvature only has a lower bound, we also prove that such a manifold is diffeomorphic to a Euclidean space if the radial curvature is bounded from below. Moreover, by assuming different conditions and applying different methods, we shall prove more results on Riemannian manifolds with large volume growth.     

The geometry of closed conformal vector fields on Riemannian spaces

In this paper we examine different aspects of the geometry of closed conformal vector fields on Riemannian manifolds. We begin by getting obstructions to the existence of closed conformal and nonparallel vector fields on complete manifolds with nonpositive Ricci curvature, thus generalizing a theorem of T.K. Pan. Then we explain why it is so difficult to find examples, other than trivial ones, of spaces having at least two closed, conformal and homothetic vector fields. We then focus on isometric immersions, firstly generalizing a theorem of J. Simons on cones with parallel mean curvature to spaces furnished with a closed, Ricci null conformal vector field; then we prove general Bernstein-type theorems for certain complete, not necessarily cmc, hypersurfaces of Riemannian manifolds furnished with closed conformal vector fields. In particular, we obtain a generalization of theorems J. Jellett and A. Barros and P. Sousa for complete cmc radial graphs over finitely punctured geodesic spheres of Riemannian space forms.     

Perelmanʼs W-entropy for the Fokker–Planck equation over complete Riemannian manifolds

We establish a monotonicity theorem and a rigidity theorem for the Perelman W-entropy of the Fokker–Planck equation on complete Riemannian manifolds with non-negative m-dimensional Bakry–Emery Ricci curvature. Moreover, we give a probabilistic and kinetic interpretation of the W-entropy for the Fokker–Planck equation on complete Riemannian manifolds.     

A new entropy formula for the linear heat equation

We give a monotonicity entropy formula for the linear heat equation on complete manifolds with Ricci curvature bounded from below. As its applications, we get a differential Harnack inequality and a lower bound estimate about the heat kernel.     

Non-branching geodesics and optimal maps in strong CD(K,\infty )-spaces

We prove that in metric measure spaces where the entropy functional is \(K\) -convex along every Wasserstein geodesic any optimal transport between two absolutely continuous measures with finite second moments lives on a non-branching set of geodesics. As a corollary we obtain that in these spaces there exists only one optimal transport plan between any two absolutely continuous measures with finite second moments and this plan is given by a map. The results are applicable in metric measure spaces having Riemannian Ricci curvature bounded below, and in particular they hold also for Gromov-Hausdorff limits of Riemannian manifolds with Ricci curvature bounded from below by some constant.     

Line integration of Ricci curvature and conjugate points in Lorentzian and Riemannian manifolds

Generalizing results of Cohn-Vossen and Gromoll, Meyer for Riemannian manifolds and Hawking and Penrose for Lorentzian manifolds, we use Morse index theory techniques to show that if the integral of the Ricci curvature of the tangent vector field of a complete geodesic in a Riemannian manifold or of a complete nonspacelike geodesic in a Lorentzian manifold is positive, then the geodesic contains a pair of conjugate points. Applications are given to geodesic incompleteness theorems for Lorentzian manifolds, the end structure of complete noncompact Riemannian manifolds, and the geodesic flow of compact Riemannian manifolds.Partially supported by NSF grant MCS77-18723(02).     

Displacement convexity of generalized relative entropies

We investigate the m-relative entropy, which stems from the Bregman divergence, on weighted Riemannian and Finsler manifolds. We prove that the displacement K-convexity of the m-relative entropy is equivalent to the combination of the nonnegativity of the weighted Ricci curvature and the K-convexity of the weight function. We use this to show appropriate variants of the Talagrand, HWI and the logarithmic Sobolev inequalities, as well as the concentration of measures. We also prove that the gradient flow of the m-relative entropy produces a solution to the porous medium equation or the fast diffusion equation.     

Gradient estimates for porous medium equations under the Ricci flow

A local gradient estimate for positive solutions of porous medium equations on complete noncompact Riemannian manifolds under the Ricci flow is derived. Moreover, a global gradient estimate for such equations on compact Riemannian manifolds is also obtained.     

Three- and Four-Dimensional Einstein-like Manifolds and Homogeneity

The aim of this paper is to study three- and four-dimensional Einstein-like Riemannian manifolds which are Ricci-curvature homogeneous, that is, have constant Ricci eigenvalues. In the three-dimensional case, we present the complete classification of these spaces while, in the four-dimensional case, this classification is obtained in the special case where the manifold is locally homogeneous. We also present explicit examples of four-dimensional locally homogeneous Riemannian manifolds whose Ricci tensor is cyclic-parallel (that is, are of type A) and has distinct eigenvalues. These examples are invalidating an expectation stated by F. Podestá and A. Spiro, and illustrating a striking contrast with the three-dimensional case (where this situation cannot occur). Finally, we also investigate the relation between three- and four-dimensional Einstein-like manifolds of type A and D'Atri spaces, that is, Riemannian manifolds whose geodesic symmetries are volume-preserving (up to sign).     

Some compactness theorems via m-Bakry–Émery and m-modified Ricci curvatures with negative m

Stimulated by S. Ohta and W. Wylie, we establish some compactness theorems for complete Riemannian manifolds via m-Bakry–Émery and m-modified Ricci curvatures with negative m. Our results may be considered as generalizations of the classical compactness theorems via Ricci curvature due to S.B. Myers, W. Ambrose, G.J. Galloway, and J. Cheeger, M. Gromov, and M. Taylor, and relax some previous compactness criteria for complete Riemannian manifolds via m-Bakry–Émery and m-modified Ricci curvatures obtained when m is a positive constant or infinity.     

Local Aronson–Bénilan estimates and entropy formulae for porous medium and fast diffusion equations on manifolds

In this work we derive local gradient and Laplacian estimates of the Aronson–Bénilan and Li–Yau type for positive solutions of porous medium equations posed on Riemannian manifolds with a lower Ricci curvature bound. We also prove similar results for some fast diffusion equations. Inspired by Perelman's work we discover some new entropy formulae for these equations.