Couplings and quantitative contraction rates for Langevin dynamics (Q2327938): Difference between revisions

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Couplings and quantitative contraction rates for Langevin dynamics
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    Couplings and quantitative contraction rates for Langevin dynamics (English)
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    8 October 2019
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    Langevin diffusion
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    kinetic Fokker-Planck equation
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    stochastic Hamiltonian dynamics
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    reflection coupling
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    convergence to equilibrium
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    hypocoercivity
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    quantitative bounds
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    Wasserstein distance
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    Lyapunov functions
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