Résumé
We study the convergence in total variation and V-norm of discretization schemes of the underdamped Langevin dynamics. Such algorithms are very popular and commonly used in molecular dynamics and computational statistics to approximatively sample from a target distribution of interest. We show first that, for a very large class of schemes, a minorization condition uniform in the stepsize holds. This class encompasses popular methods such as the Euler-Maruyama scheme and the schemes based on splitting strategies. Second, we provide mild conditions ensuring that the class of schemes that we consider satisfies a geometric Foster–Lyapunov drift condition, again uniform in the stepsize. This allows us to derive geometric convergence bounds, with a convergence rate scaling linearly with the stepsize. This kind of result is of prime interest to obtain estimates on norms of solutions to Poisson equations associated with a given numerical method.
| langue originale | Anglais |
|---|---|
| Pages (de - à) | 629-664 |
| Nombre de pages | 36 |
| journal | Annales de l'institut Henri Poincare (B) Probability and Statistics |
| Volume | 61 |
| Numéro de publication | 1 |
| Les DOIs | |
| état | Publié - 1 févr. 2025 |
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