Displacement convexity for the entropy in semi-discrete non-linear Fokker-Planck equations

Abstract

The displacement lambda-convexity of a non-standard entropy with respect to a non-local transportation metric in finite state spaces is shown using a gradient flow approach. The constant lambda is computed explicitly in terms of a priori estimates of the solution to a finite-difference approximation of a non-linear Fokker-Planck equation. The key idea is to employ a new mean function, which defines the Onsager operator in the gradient flow formulation