Convergence rates for nonequilibrium Langevin dynamics
Year: 2017
Type: preprint
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.
Source: arXiv (Cornell University)
Institutions: Centre National de la Recherche Scientifique, Centre de Recherche en Mathématiques de la Décision, Université Paris Dauphine-PSL, Institut national de recherche en sciences et technologies du numérique, École nationale des ponts et chaussées, CERMICS, Pôle de recherche et d'enseignement supérieur Université Paris-Est
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2951155032