English

Ergodicity and asymptotic limits for Langevin interacting systems with singular forces and multiplicative noises

Probability 2026-02-27 v3 Mathematical Physics Dynamical Systems math.MP

Abstract

In this paper, we study systems of NN interacting particles described by the classical and relativistic Langevin dynamics with singular forces and multiplicative noises. For the classical model, we prove the ergodicity, obtaining an exponential rate of convergence to the invariant Boltzmann-Gibbs distribution, and the small-mass limit, recovering the NN-particle interacting overdamped Langevin dynamics. For the relativistic model, we establish the ergodicity, obtaining an algebraic mixing rate of any order to the Maxwell-J\"uttner distribution, and the Newtonian limit (that is when the speed of light tends to infinity), approximating a system of underdamped Langevin dynamics. The proofs rely on the construction of Lyapunov functions that account for irregular potentials and multiplicative noises.

Keywords

Cite

@article{arxiv.2601.04974,
  title  = {Ergodicity and asymptotic limits for Langevin interacting systems with singular forces and multiplicative noises},
  author = {Manh Hong Duong and Hung Dang Nguyen and Wenxuan Tao},
  journal= {arXiv preprint arXiv:2601.04974},
  year   = {2026}
}

Comments

Version 2 was uploaded in error and contained an unrelated manuscript. Version 3 restores the correct paper