Weighted L^2-contractivity of Langevin dynamics with singular potentials

DOI10.1088/1361-6544/AC4152zbMATH Open1490.35496arXiv2104.10574OpenAlexW3155251433MaRDI QIDQ5019964FDOQ5019964

Authors: Evan Camrud, David P. Herzog, Gabriel Stoltz, Maria Gordina 

Publication date: 11 January 2022

Published in: Nonlinearity (Search for Journal in Brave)

Abstract: Convergence to equilibrium of underdamped Langevin dynamics is studied under general assumptions on the potential $U$ allowing for singularities. By modifying the direct approach to convergence in $L^2$ pioneered by F. H'erau and developped by Dolbeault, Mouhot and Schmeiser, we show that the dynamics converges exponentially fast to equilibrium in the topologies $L^2(dmu)$ and $L^2(W^{\ast }dmu)$, where $mu$ denotes the invariant probability measure and $W^{*}$ is a suitable Lyapunov weight. In both norms, we make precise how the exponential convergence rate depends on the friction parameter $gamma$ in Langevin dynamics, by providing a lower bound scaling as $min(gamma,gamm{a}^{-1})$. The results hold for usual polynomial-type potentials as well as potentials with singularities such as those arising from pairwise Lennard-Jones interactions between particles.

Full work available at URL: https://arxiv.org/abs/2104.10574

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zbMATH Keywords

Fokker-Planck equationLangevin dynamicsconvergence to equilibrium

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Asymptotic behavior of solutions to PDEs (35B40) Fokker-Planck equations (35Q84)

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Cited In (19)

• Convergence rates for nonequilibrium Langevin dynamics
• Hypocoercivity for non-linear infinite-dimensional degenerate stochastic differential equations
• The method of stochastic characteristics for linear second-order hypoelliptic equations
• Construction, ergodicity and rate of convergence of \(N\)-particle Langevin dynamics with singular potentials
• Gamma calculus beyond Villani and explicit convergence estimates for Langevin dynamics with singular potentials
• Variational methods for the kinetic Fokker-Planck equation
• Weak error expansion of a numerical scheme with rejection for singular Langevin process
• Ergodicity and Lyapunov functions for Langevin dynamics with singular potentials
• Convergence of simulated annealing using kinetic Langevin dynamics
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• Singular degenerate SDEs: well-posedness and exponential ergodicity
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• Entropic turnpike estimates for the kinetic Schrödinger problem
• Functional inequalities for a family of infinite-dimensional diffusions with degenerate noise
• Couplings and quantitative contraction rates for Langevin dynamics
• Geometric ergodicity of Langevin dynamics with Coulomb interactions
• Random Batch Sum-of-Gaussians Method for Molecular Dynamics Simulations of Particle Systems

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