Ergodicity and Lyapunov functions for Langevin dynamics with singular potentials

DOI10.1002/CPA.21862zbMATH Open1436.60056arXiv1711.02250OpenAlexW2967502455WikidataQ127365986 ScholiaQ127365986MaRDI QIDQ5204848FDOQ5204848

Authors: David P. Herzog, Jonathan C. Mattingly 

Publication date: 5 December 2019

Published in: Communications on Pure and Applied Mathematics (Search for Journal in Brave)

Abstract: We study Langevin dynamics of $N$ particles on $R^d$ interacting through a singular repulsive potential, e.g.~the well-known Lennard-Jones type, and show that the system converges to the unique invariant Gibbs measure exponentially fast in a weighted total variation distance. The proof of the main result relies on an explicit construction of a Lyapunov function. In contrast to previous results for such systems, our result implies geometric convergence to equilibrium starting from an essentially optimal family of initial distributions.

Full work available at URL: https://arxiv.org/abs/1711.02250

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zbMATH Keywords

Lyapunov functions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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