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

DOI10.1088/1361-6544/AC4152MaRDI QIDQ5019964zbMATH OpenOpenAlexFDO

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

Publication date 11 January 2022

Published in Nonlinearity (Search for Journal in Brave)

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

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)

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 $W^{\ast }$ 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.

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Cited in

(19)

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• The method of stochastic characteristics for linear second-order hypoelliptic equations
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