Weighted $L^2$-contractivity of Langevin dynamics with singular potentials

Autor: Evan Camrud, David P Herzog, Gabriel Stoltz, Maria Gordina
Přispěvatelé: Department of Mathematics [IOWA], Iowa State University (ISU), Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS), École des Ponts ParisTech (ENPC), MATHematics for MatERIALS (MATHERIALS), École des Ponts ParisTech (ENPC)-École des Ponts ParisTech (ENPC)-Inria de Paris, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria), Department of Mathematics [Storrs], University of Connecticut (UCONN), ANR-19-CE40-0010,QuAMProcs,Analyse Quantitative de Processus Metastables(2019), European Project: 810367,EMC2(2019), Inria de Paris, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS), École des Ponts ParisTech (ENPC)-École des Ponts ParisTech (ENPC)
Jazyk: angličtina
Rok vydání: 2022
Předmět:
Zdroj: Nonlinearity
Nonlinearity, IOP Publishing, 2022, 35 (2), pp.998-1035
Nonlinearity, 2022, 35 (2), pp.998-1035
ISSN: 0951-7715
1361-6544
Popis: 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.
Databáze: OpenAIRE