Lipschitz estimates on the JKO scheme for the Fokker-Plack equation on bounded convex domains

Given a semi-convex potential V on a convex and bounded domain $Ω$, we consider the Jordan-Kinderlehrer-Otto scheme for the Fokker-Planck equation with potential V, which defines, for fixed time step $τ$ > 0, a sequence of densities $ρ$ k $\in$ P($Ω$). Supposing that V is $α$-convex, i.e. D 2 V $\ge$ $α$I, we prove that the Lipschitz constant of log $ρ$ + V satisfies the following inequality: Lip(log($ρ$ k+1) + V)(1 + $α$$τ$) $\le$ Lip(log($ρ$ k) + V). This provides exponential decay if $α$ > 0, Lipschitz bounds on bounded intervals of time, which is coherent with the results on the continuous-time equation, and extends a previous analysis by Lee in the periodic case.

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