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Mathematics > Analysis of PDEs
Title: Heat flow, log-concavity, and Lipschitz transport maps
(Submitted on 23 Apr 2024 (v1), last revised 6 May 2024 (this version, v2))
Abstract: In this paper we derive estimates for the Hessian of the logarithm (log-Hessian) for solutions to the heat equation. For initial data in the form of log-Lipschitz perturbation of strongly log-concave measures, the log-Hessian admits an explicit, uniform (in space) lower bound. This yields a new estimate for the Lipschitz constant of a transport map pushing forward the standard Gaussian to a measure in this class. Further connections are discussed with score-based diffusion models and improved Gaussian logarithmic Sobolev inequalities. Finally, we show that assuming only fast decay of the tails of the initial datum does not suffice to guarantee uniform log-Hessian upper bounds.
Submission history
From: Francesco Pedrotti [view email][v1] Tue, 23 Apr 2024 16:38:49 GMT (43kb)
[v2] Mon, 6 May 2024 19:06:43 GMT (30kb)
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