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Weighted L 2-contractivity of Langevin dynamics with singular potentials

  • Iowa State University
  • Inria Paris
  • University of Connecticut

Résultats de recherche: Contribution à un journalArticleRevue par des pairs

Résumé

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.

langue originaleAnglais
Numéro d'articleA11
journalNonlinearity
Volume35
Numéro de publication2
Les DOIs
étatPublié - 1 févr. 2022

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