Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions
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Publication:6160986
couplingexponential ergodicityWasserstein-type distancedamping Hamiltonian dynamicsnonlocal collision
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)
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.
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