English

A sharp hypocoercive entropy decay estimate for underdamped Langevin dynamics

Analysis of PDEs 2026-05-12 v2 Probability

Abstract

We study the underdamped Langevin dynamics with invariant measure μ(dxdv)eU(x)v2/2dxdv\mu(\,\mathrm{d}x\,\mathrm{d}v)\propto \mathrm{e}^{-U(x)-\lvert v\rvert^2/2}\,\mathrm{d}x\,\mathrm{d}v. Assume that the position marginal μx(dx)eU(x)dx\mu_x(\,\mathrm{d}x)\propto \mathrm{e}^{-U(x)}\,\mathrm{d}x satisfies a logarithmic Sobolev inequality with constant ρ>0\rho>0, and that UU is convex on Rd\mathbb{R}^d 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 Πv\Pi_v denotes averaging over the velocity variable against the standard Gaussian κ(dv)=(2π)d/2ev2/2dv\kappa(\mathrm{d}v)=(2\pi)^{-d/2}\mathrm{e}^{-\lvert v\rvert^2/2}\,\mathrm{d}v, q=Πvgq=\Pi_v g is the position marginal density of gg, and TqT_q is the Brenier optimal transport map from qμxq\mu_x to μx\mu_x. For friction γ=Γρ\gamma=\Gamma\sqrt\rho with Γ>0\Gamma>0, and for any initial law p0p_0 with finite relative entropy, if ptp_t denotes the law of underdamped Langevin dynamics at time tt, 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 ρ\sqrt\rho order.

Keywords

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

R2 v1 2026-07-01T12:47:32.759Z