Ergodicity and Lyapunov functions for Langevin dynamics with singular potentials
Probability
2017-11-08 v1 Mathematical Physics
Dynamical Systems
math.MP
Abstract
We study Langevin dynamics of particles on interacting through a singular repulsive potential, e.g.~the well-known Lennard-Jones type, and show that the system converges to the unique invariant Gibbs measure exponentially fast in a weighted total variation distance. The proof of the main result relies on an explicit construction of a Lyapunov function. In contrast to previous results for such systems, our result implies geometric convergence to equilibrium starting from an essentially optimal family of initial distributions.
Keywords
Cite
@article{arxiv.1711.02250,
title = {Ergodicity and Lyapunov functions for Langevin dynamics with singular potentials},
author = {David P. Herzog and Jonathan C. Mattingly},
journal= {arXiv preprint arXiv:1711.02250},
year = {2017}
}