The optimal evolution of the free energy of interacting gases and its applications

We establish an inequality for the relative total – internal, potential and interactive – energy of two arbitrary probability densities, their Wasserstein distance, their barycenters and their generalized relative Fisher information. This inequality leads to many known and powerful geometric inequalities, as well as to a remarkable correspondence between ground state solutions of certain quasilinear (or semi-linear) equations and stationary solutions of (non-linear) Fokker–Planck type equations. It also yields the HWBI inequalities – which extend the HWI inequalities in Otto and Villani [J. Funct. Anal. 173 (2) (2000) 361–400], and in Carrillo et al. [Rev. Math. Iberoamericana (2003)], with the additional ‘B’ referring to the new barycentric term – from which most known Gaussian inequalities can be derived. To cite this article: M. Agueh et al., C. R. Acad. Sci. Paris, Ser. I 337 (2003).