Global contractivity for Langevin dynamics with distribution-dependent forces and uniform in time propagation of chaos

DOI10.1214/22-AIHP1337MaRDI QIDQ6596215zbMATH OpenFDO

Authors Katharina Schuh

Publication date 2 September 2024

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/22-AIHP1337

zbMATH Keywords

couplingLangevin dynamicspropagation of chaosVlasov-Fokker-Planck equationWasserstein distance

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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Cited in

(18)

• Uniform-in-time propagation of chaos for kinetic mean field Langevin dynamics
• Contraction and convergence rates for discretized kinetic Langevin dynamics
• Contraction rate estimates of stochastic gradient kinetic Langevin integrators
• Constrained dynamics, stochastic numerical methods and the modeling of complex systems. Abstracts from the workshop held May 26--31, 2024
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• Nonlinear Fokker-Planck-Kolmogorov equations
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• Convergence rates for an adaptive biasing potential scheme from a Wasserstein optimization perspective
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• Reflection coupling for unadjusted generalized Hamiltonian Monte Carlo in the nonconvex stochastic gradient case
• Error estimates between SGD with momentum and underdamped Langevin diffusion
• Coupling methods and applications to path dependent McKean-Vlasov SDEs

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