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Weighted L 2-contractivity of Langevin dynamics with singular potentials

  • Iowa State University
  • Inria Paris
  • University of Connecticut

Research output: Contribution to journalArticlepeer-review

Abstract

Convergence to equilibrium of underdamped Langevin dynamics is studied under general assumptions on the potential U allowing for singularities. By modifying the direct approach to convergence in L 2 pioneered by Hérau and developed by Dolbeault et al, we show that the dynamics converges exponentially fast to equilibrium in the topologies L 2(dμ) and L 2(W∗ dμ), where μ denotes the invariant probability measure and W∗ is a suitable Lyapunov weight. In both norms, we make precise how the exponential convergence rate depends on the friction parameter γ in Langevin dynamics, by providing a lower bound scaling as min(γ, γ -1). The results hold for usual polynomial-type potentials as well as potentials with singularities such as those arising from pairwise Lennard-Jones interactions between particles.

Original languageEnglish
Article numberA11
JournalNonlinearity
Volume35
Issue number2
DOIs
Publication statusPublished - 1 Feb 2022

Keywords

  • Convergence to equilibrium
  • Fokker-Planck equation
  • Langevin dynamics

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