Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds

DOI10.1016/J.SPA.2021.12.007MaRDI QIDQ2668490zbMATH OpenOpenAlexFDO

Authors Martin Grothaus, Maximilian Constantin Mertin

Publication date 7 March 2022

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2006.11567

zbMATH Keywords

Ehresmann connectionhypocoercivityKolmogorov backward equationLangevin dynamicssemispray

Mathematics Subject Classification ID

Ergodicity, mixing, rates of mixing (37A25) Diffusion processes and stochastic analysis on manifolds (58J65)

Abstract: In this article we investigate hypocoercivity of Langevin-type dynamics in nonlinear smooth geometries. The main result stating exponential decay to an equilibrium state with explicitly computable rate of convergence is rooted in an appealing Hilbert space strategy by Dolbeault, Mouhot and Schmeiser. This strategy was extended in [GS14] to Kolmogorov backward evolution equations in contrast to the dual Fokker-Planck framework. We use this mathematically complete elaboration to investigate wide ranging classes of Langevin-type SDEs in an abstract manifold setting, i.e. (at least) the position variables obey certain smooth side conditions. Such equations occur e.g. as fibre lay-down processes in industrial applications. We contribute the Lagrangian-type formulation of such geometric Langevin dynamics in terms of (semi-)sprays and point to the necessity of fibre bundle measure spaces to specify the model Hilbert space.

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Cited in

(6)

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• Hypocoercivity for non-linear infinite-dimensional degenerate stochastic differential equations
• Space-time divergence lemmas and optimal non-reversible lifts of diffusions on Riemannian manifolds with boundary
• A hypocoercivity related ergodicity method for singularly distorted non-symmetric diffusions

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