A sharp hypocoercive entropy decay estimate for underdamped Langevin dynamics
Abstract
We study the underdamped Langevin dynamics with invariant measure . Assume that the position marginal satisfies a logarithmic Sobolev inequality with constant , and that is convex on and satisfies some growth conditions. We introduce a modified entropy approach with a Wasserstein entropy-current corrector \begin{equation*} \mathcal H_\epsilon(g)=\operatorname{Ent}_\mu(g) +\epsilon\int \Pi_v(v\,g)\cdot\bigl(x-T_q(x)\bigr)\,\mu_x(\mathrm{d}x), \end{equation*} where denotes averaging over the velocity variable against the standard Gaussian , is the position marginal density of , and is the Brenier optimal transport map from to . For friction with , and for any initial law with finite relative entropy, if denotes the law of underdamped Langevin dynamics at time , we establish the explicit entropy decay \begin{equation*} \operatorname{Ent}(p_t\mid\mu) \leq \frac{1+\theta}{1-\theta}\,\mathrm{e}^{-\Lambda t}\,\operatorname{Ent}(p_0\mid\mu), \qquad t\ge0, \end{equation*} with rate \begin{equation*} \Lambda=\frac{\theta}{2(1+\theta)}\sqrt\rho, \qquad \theta=\min\Bigl\{\tfrac{\Gamma}{12},\tfrac{1}{4\Gamma}\Bigr\}. \end{equation*} In particular, the entropy convergence rate has optimal order.
Cite
@article{arxiv.2605.01933,
title = {A sharp hypocoercive entropy decay estimate for underdamped Langevin dynamics},
author = {Jianfeng Lu},
journal= {arXiv preprint arXiv:2605.01933},
year = {2026}
}
Comments
25 pages; v2: typo correction and minor polishing