
Abstract In this paper, we provide a new PDE proof for the celebrated Borell–Brascamp–Lieb inequality. Our approach exploits a deep connection between the Borell–Brascamp–Lieb inequality and properties of diffusion equations of porous medium type, especially pertaining to the large time asymptotics and to the preservation of a generalized concavity of the solutions. We also develop this PDE method to recover the equality condition of the Prékopa–Leindler inequality by further exploiting known properties of the heat equation, including the eventual log-concavity and backward uniqueness of solutions.
Convexity properties of solutions to PDEs with constant coefficients, Heat equation, large time asymptotic, heat flow, Prekòpa-Leindler inequality, Borell-Brascamp-Lieb inequalities, preservation of concavity, Prékopa-Leindler inequality, Viscosity solutions to PDEs, Mathematics - Analysis of PDEs, Borell-Brascamp-Lieb inequality, FOS: Mathematics, Functional inequalities, including subadditivity, convexity, etc., 39B62, 35E10, 35K05, 35D40, Analysis of PDEs (math.AP)
Convexity properties of solutions to PDEs with constant coefficients, Heat equation, large time asymptotic, heat flow, Prekòpa-Leindler inequality, Borell-Brascamp-Lieb inequalities, preservation of concavity, Prékopa-Leindler inequality, Viscosity solutions to PDEs, Mathematics - Analysis of PDEs, Borell-Brascamp-Lieb inequality, FOS: Mathematics, Functional inequalities, including subadditivity, convexity, etc., 39B62, 35E10, 35K05, 35D40, Analysis of PDEs (math.AP)
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