Couplings and quantitative contraction rates for Langevin dynamics

DOI10.1214/18-AOP1299zbMath1466.60160arXiv1703.01617OpenAlexW2592172378WikidataQ127546994 ScholiaQ127546994MaRDI QIDQ2327938

Andreas Eberle, Raphael Zimmer, Arnaud Guillin

Publication date: 8 October 2019

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1703.01617

zbMATH Keywords

Lyapunov functions convergence to equilibrium Wasserstein distance hypocoercivity kinetic Fokker-Planck equation Langevin diffusion reflection coupling quantitative bounds stochastic Hamiltonian dynamics

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic behavior of solutions to PDEs (35B40) Diffusion processes (60J60) Fokker-Planck equations (35Q84)

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