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

The displacement λ-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 λ is computed explicitly in terms ofa prioriestimates 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.