Convergence rates for nonequilibrium Langevin dynamics

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Abstract

We study the exponential convergence to the stationary state for nonequilibrium Langevin dynamics, by a perturbative approach based on hypocoercive techniques developed for equilibrium Langevin dynamics. The Hamiltonian and overdamped limits (corresponding respectively to frictions going to zero or infinity) are carefully investigated. In particular, the maximal magnitude of admissible perturbations are quantified as a function of the friction. Numerical results based on a Galerkin discretization of the generator of the dynamics confirm the theoretical lower bounds on the spectral gap.

Original languageEnglish
Pages (from-to)73-98
Number of pages26
JournalAnnales Mathematiques du Quebec
Volume43
Issue number1
DOIs
Publication statusPublished - 15 Apr 2019

Keywords

  • Exponential convergence of the law
  • Galerkin discretization
  • Hypocoercivity
  • Langevin dynamics
  • Nonequilibrium forcing

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