Heat flow, log-concavity, and Lipschitz transport maps

In this paper we derive estimates for the Hessian of the logarithm (log-Hessian) for solutions to the heat equation. For initial data in the form of log-Lipschitz perturbation of strongly log-concave measures, the log-Hessian admits an explicit, uniform (in space) lower bound. This yields a new estimate for the Lipschitz constant of a transport map pushing forward the standard Gaussian to a measure in this class. On the other hand, we show that assuming only fast decay of the tails of the initial datum does not suffice to guarantee uniform log-Hessian upper bounds.