Overdamped limit at stationarity for non-equilibrium Langevin diffusions (Q2078124)

The authors consider the Hamiltonian Langevin dynamics with damping on a torus, and recall that the limit in law of suitably scaled position process is the overdamped Langevin equation on the torus as the damping factor goes to infinity. The main result is that the stationary distribution of the former converges to a product of the stationary distribution of the latter and a Gaussian, with a precise bound on their difference in Wasserstein metric in terms of the damping factor. Some special cases are worked out in further detail.