Hilbert space hypocoercivity for the Langevin dynamics revisited

zbMATH Open1363.47089arXiv1608.07889MaRDI QIDQ5507205FDOQ5507205

Authors: Martin Grothaus, Patrik Stilgenbauer 

Publication date: 16 December 2016

Abstract: We provide a complete elaboration of the $L^2$-Hilbert space hypocoercivity theorem for the degenerate Langevin dynamics via studying the longtime behavior of the strongly continuous contraction semigroup solving the associated Kolmogorov (backward) equation as an abstract Cauchy problem. This hypocoercivity result is proven in previous works before by Dolbeault, Mouhot and Schmeiser in the corresponding dual Fokker-Planck framework, but without including domain issues of the appearing operators. In our elaboration, we include the domain issues and additionally compute the rate of convergence in dependence of the damping coefficient. Important statements for the complete elaboration are the m-dissipativity results for the Langevin operator established by Conrad and the first named author of this article as well as the essential selfadjointness results for generalized Schr"{o}dinger operators by Wielens or Bogachev, Krylov and R"{o}ckner. We emphasize that the chosen Kolmogorov approach is natural. Indeed, techniques from the theory of (generalized) Dirichlet forms imply a stochastic representation of the Langevin semigroup as the transition kernel of diffusion process which provides a martingale solution to the Langevin equation. Hence an interesting connection between the theory of hypocoercivity and the theory of (generalized) Dirichlet forms is established besides.

Full work available at URL: https://arxiv.org/abs/1608.07889

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zbMATH Keywords

hypocoercivityLangevin dynamicsLangevin operator

Mathematics Subject Classification ID

Ergodicity, mixing, rates of mixing (37A25) General theory of partial differential operators (47F05) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Schrödinger and Feynman-Kac semigroups (47D08)

Cited In (23)

• Well-posedness and long time behavior of singular Langevin stochastic differential equations
• Hypocoercivity for non-linear infinite-dimensional degenerate stochastic differential equations
• Ergodicity of the underdamped mean-field Langevin dynamics
• Improving the Convergence Rates for the Kinetic Fokker–Planck Equation by Optimal Control
• From large deviations to semidistances of transport and mixing: coherence analysis for finite Lagrangian data
• A spectral theoretical approach for hypocoercivity applied to some degenerate hypoelliptic, and non-local operators
• Hypocoercivity with Schur complements
• Large deviations of empirical measures of diffusions in weighted topologies
• Entropic multipliers method for Langevin diffusion and weighted log Sobolev inequalities
• Spectral methods for Langevin dynamics and associated error estimates
• Essential m-dissipativity and hypocoercivity of Langevin dynamics with multiplicative noise
• Mobility Estimation for Langevin Dynamics Using Control Variates
• Hypocoercivity of piecewise deterministic Markov process-Monte Carlo
• \(\mathrm{L}^2\) hypocoercivity methods for kinetic Fokker-Planck equations with factorised Gibbs states
• Hypocoercivity for geometric Langevin equations motivated by fibre lay‐down models arising in industrial application
• Convergence rate for degenerate partial and stochastic differential equations via weak Poincaré inequalities
• A hypocoercivity related ergodicity method for singularly distorted non-symmetric diffusions
• On explicit \(L^2\)-convergence rate estimate for underdamped Langevin dynamics
• Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds
• Scaling limits for the generalized Langevin equation
• Weighted \(L^2\)-contractivity of Langevin dynamics with singular potentials
• Weak Poincaré inequalities for convergence rate of degenerate diffusion processes
• Couplings and quantitative contraction rates for Langevin dynamics

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