English

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 NN particles on RdR^d 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}
}