Logarithmic Sobolev Inequality

We will give an introduction into the notions of the Spectral Gap and Logarithmic Sobolev Inequality, and display some of their applications. More precisely, we will discuss some criteria, namely the tensorization property, and the criteria of Bakry-Emery and Holley-Stroock. Applications discussed will involve hyper-contractivity of the overdamped Langevin equation, the construction of singular products in stochastic partial differential equations, and a selected application in stochastic homogenization.

All this, as usual, as time permits.

Date and time info
Thursday, 09.15-11.00

Keywords
Spectral Gap, Logarithmic Sobolev Inequality, overdamped Langevin equation, singular products in stochastic partial differential equations, stochastic homogenization

Remarks and notes
Lectures only at 14.11.2019, 28.11.2019, 5.12.2019, 19.12.2019, 16.01.2020, 23.01.2020