Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions

DOI10.3150/22-BEJ1548zbMATH Open1519.37044arXiv2204.01372OpenAlexW4367318150MaRDI QIDQ6160986FDOQ6160986

Authors: Jianhai Bao, Jian Wang 

Publication date: 2 June 2023

Published in: Bernoulli (Search for Journal in Brave)

Abstract: In this paper, we investigate the exponential ergodicity in a Wasserstein-type distance for a damping Hamiltonian dynamics with state-dependent and non-local collisions, which indeed is a special case of piecewise deterministic Markov processes while is very popular in numerous modelling situations including stochastic algorithms. The approach adopted in this work is based on a combination of the refined basic coupling and the refined reflection coupling for non-local operators. In a certain sense, the main result developed in the present paper is a continuation of the counterpart in cite{BW2022} on exponential ergodicity of stochastic Hamiltonian systems with L'evy noises and a complement of cite{BA} upon exponential ergodicity for Andersen dynamics with constant jump rate functions.

Full work available at URL: https://arxiv.org/abs/2204.01372

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zbMATH Keywords

couplingexponential ergodicityWasserstein-type distancedamping Hamiltonian dynamicsnonlocal collision

Mathematics Subject Classification ID

Diffusion processes (60J60) Ergodicity, mixing, rates of mixing (37A25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Dynamical aspects of statistical mechanics (37A60) Generation, random and stochastic difference and differential equations (37H10)

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