Convergence rates for nonequilibrium Langevin dynamics

DOI10.1007/s40316-017-0091-0zbMath1419.82044arXiv1702.03685OpenAlexW2617614796MaRDI QIDQ2423468

Alessandra Iacobucci, Stefano Olla, Gabriel Stoltz

Publication date: 20 June 2019

Published in: Annales Mathématiques du Québec (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.03685

zbMATH Keywords

Langevin dynamicsGalerkin discretizationhypocoercivityexponential convergence of the lawnonequilibrium forcing

Mathematics Subject Classification ID

Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Hypoelliptic equations (35H10) PDEs in connection with statistical mechanics (35Q82)

Related Items

Hypocoercivity with Schur complements, On explicit \(L^2\)-convergence rate estimate for underdamped Langevin dynamics, Hypocoercivity without confinement, Hypocoercivity Properties of Adaptive Langevin Dynamics, Using perturbed underdamped Langevin dynamics to efficiently sample from probability distributions, A note on Fisher information hypocoercive decay for the linear Boltzmann equation, Numerical computations of geometric ergodicity for stochastic dynamics, φ-Entropies: convexity, coercivity and hypocoercivity for Fokker–Planck and kinetic Fokker–Planck equations, Langevin Dynamics With General Kinetic Energies, Scaling limits for the generalized Langevin equation, Large deviations of empirical measures of diffusions in weighted topologies, A Perturbative Approach to Control Variates in Molecular Dynamics, Gamma calculus beyond Villani and explicit convergence estimates for Langevin dynamics with singular potentials, \(\mathrm{L}^2\)-hypocoercivity and large time asymptotics of the linearized Vlasov-Poisson-Fokker-Planck system, Some new results on relative entropy production, time reversal, and optimal control of time-inhomogeneous diffusion processes, Overdamped limit at stationarity for non-equilibrium Langevin diffusions, Weighted L ²-contractivity of Langevin dynamics with singular potentials

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Error analysis of modified Langevin dynamics
• Nonequilibrium isothermal transformations in a temperature gradient from a microscopic dynamics
• Einstein's relation between diffusion constant and mobility for a diffusion model
• Phi-entropy inequalities for diffusion semigroups
• Hypocoercivity for kinetic equations with linear relaxation terms
• The Fokker-Planck equation. Methods of solution and applications.
• Spectral properties of hypoelliptic operators
• Isotropic hypoelliptic and trend to equilibrium for the Fokker-Planck equation with a high-degree potential
• Corrections to Einstein's relation for Brownian motion in a tilted periodic potential
• Couplings and quantitative contraction rates for Langevin dynamics
• Molecular dynamics. With deterministic and stochastic numerical methods
• Bakry-Émery meet Villani
• From ballistic to diffusive behavior in periodic potentials
• Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise.
• The computation of averages from equilibrium and nonequilibrium Langevin molecular dynamics
• Large-time behavior in non-symmetric Fokker-Planck equations
• Exponential Rate of Convergence to Equilibrium for a Model Describing Fiber Lay-Down Processes
• Tensor Spaces and Numerical Tensor Calculus
• Hypocoercivity
• Spectral methods for Langevin dynamics and associated error estimates
• Hypocoercivity for linear kinetic equations conserving mass
• Ergodic Properties of Markov Processes
• Exponential Decay to Equilibrium for a Fiber Lay-Down Process on a Moving Conveyor Belt
• Partial differential equations and stochastic methods in molecular dynamics