Overdamped limit at stationarity for non-equilibrium Langevin diffusions

DOI10.1214/22-ECP447MaRDI QIDQ2078124zbMATHFDO

Authors Pierre Monmarché, Mouad Ramil

Publication date 25 February 2022

Published in Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2110.01238

zbMATH Keywords

Wasserstein distancestationary distributionsoverdamped limitLangevin diffusion

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

Abstract: In this note, we establish that the stationary distribution of a possibly non-equilibrium Langevin diffusion converges, as the damping parameter goes to infinity (or equivalently in the Smoluchowski-Kramers vanishing mass limit), toward a tensor product of the stationary distribution of the corresponding overdamped process and of a Gaussian distribution.

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Cited in

(6)

• Quasi-stationary distribution for the Langevin process in cylindrical domains. II: Overdamped limit
• Stability of the overdamped Langevin equation in double-well potential
• A weak overdamped limit theorem for Langevin processes
• Overdamped limit of generalized stochastic Hamiltonian systems for singular interaction potentials
• Convergence rates for nonequilibrium Langevin dynamics
• Limit behavior of the invariant measure for Langevin dynamics

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