Convergence of non-reversible Markov processes via lifting and flow Poincar{\'e} inequality
Analysis of PDEs
2025-07-22 v3 Functional Analysis
Probability
Abstract
We propose a general approach for quantitative convergence analysis of non-reversible Markov processes, based on the concept of second-order lifts and a variational approach to hypocoercivity. To this end, we introduce the flow Poincar{\'e} inequality, a space-time Poincar{\'e} inequality along trajectories of the semigroup, and a general divergence lemma based only on the Dirichlet form of an underlying reversible diffusion. We demonstrate the versatility of our approach by applying it to a pair of run-and-tumble particles with jamming, a model from non-equilibrium statistical mechanics, and several piecewise deterministic Markov processes used in sampling applications, in particular including general stochastic jump kernels.
Keywords
Cite
@article{arxiv.2503.04238,
title = {Convergence of non-reversible Markov processes via lifting and flow Poincar{\'e} inequality},
author = {Andreas Eberle and Arnaud Guillin and Leo Hahn and Francis Lörler and Manon Michel},
journal= {arXiv preprint arXiv:2503.04238},
year = {2025}
}