The inequality and the entropy dissipation identity for Ornstein-Uhlenbeck flow imply . An integrating factor proves the displayed estimate from initial entropy alone. Pinsker's inequality then gives .
For positive smooth with the stated decay, integration by parts gives
and, using unit mass,
For zero values of , these calculations can be made with the positive unit-mass approximation and then passed to the limit whenever the quantities are finite. Positive-time solutions also have the usual Gaussian smoothing.
Since , mass conservation gives
The derivative of the first term is , because . The two identities above and the energy equation in (b), with , yield
Now expand the relative Fisher information:
where . Thus the entropy dissipation identity for Ornstein-Uhlenbeck flow is
Use the zero entropy limit supplied in this subpart. By the fundamental theorem of calculus and the entropy dissipation identity for Ornstein-Uhlenbeck flow,
Apply the relative Fisher information decay estimate starting at time :
Thus the requested entropy-dissipation inequality is
It is the Gaussian logarithmic Sobolev inequality along this evolution. Since , an integrating factor gives the entropy convergence rate for Ornstein-Uhlenbeck flow:
For finite initial entropy, therefore converges to the stationary Gaussian density in relative entropy at rate . If desired, Pinsker's inequality also converts this to the density estimate .