Plain-English statement
Poincare coercivity turns the variance dissipation identity into exponential variance decay.
Mathematical statement
If V'(t)=-2D(t) and V(t)≤CD(t), then V(t)≤V(0)exp(-2t/C).
Intuition
Poincare says the current variance cannot be large unless the Dirichlet energy is large; the semigroup immediately dissipates at twice that energy.
Conditions
- C is positive
- the curve has derivative -2 times its dissipation
- the Poincare inequality holds at every time
Why these conditions cannot be dropped
- positivity of C is needed to divide by C
- the source's concrete variance derivative must be supplied separately
Proof route
- multiply V≤CD by the nonnegative factor 2/C
- obtain (2/C)V≤2D
- invoke the generic scaled-dissipation decay theorem
Lean interface notes
- the suffix forward is intentional because the source states an equivalence
- the concrete reversible semigroup and converse direction are not hidden in the theorem
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Lean statement
theorem chewi_theorem_1_2_21_forward
{C : ℝ} (hC : 0 < C) (curve : DissipationCurve 2)
(hPI : ∀ s : ℝ,
curve.energy s ≤ C * curve.dissipation s)
{t : ℝ} (ht : 0 ≤ t) :
curve.energy t ≤
curve.energy 0 * Real.exp (-(2 / C) * t) := by
simpa [sub_zero] using
chewi_theorem_1_2_21_forward_from hC curve hPI ht
/-- Backward scalar direction of Chewi, Theorem 1.2.21. -/
Open AutoSamplingTheory/TechnicalLemmas/FunctionalInequalities/SemigroupDecay.lean:221published source at 7bcd37294df1