Duality and Heat flow
Dario Cordero-Erausquin, Nathael Gozlan, Shohei Nakamura, Hiroshi Tsuji
TL;DR
This work connects Legendre duality for log-concave functions with Gaussian heat flow to derive a streamlined semigroup proof of the functional Blaschke-Santaló inequality. The core technique is an evolution law for the Legendre transform: if $f=e^{-}$ and $_t=-\\log P_t f$, then $\\u001f_t=(\\u001f_t)^*$ satisfies $\\partial_t \\u001f_t(z)=|z|^2-\\mathrm{Tr}(D^2 \\u001f_t(z))^{-1}$, with FP-flow analogues. They prove monotonicity of the volume product $M(f)=\\int f \\int f^\circ$ along the heat and FP flows for even $f$, with strict increase unless $f$ is a centered Gaussian, implying Gaussian local maximizers and the global maximizer in this setting. The paper also outlines a direct treatment of non-even cases via Laplace-transform type arguments, and emphasizes linear invariance as a structural feature that clarifies the semi-group approach.
Abstract
We reveal the relation between the Legendre transform of convex functions and heat flow evolution, and how it applies to the functional Blaschke-Santalo inequality. We also describe local maximizers in this inequality.
