English

Gamma calculus beyond Villani and explicit convergence estimates for Langevin dynamics with singular potentials

Probability 2021-06-10 v3 Mathematical Physics math.MP

Abstract

This paper studies convergence to equilibrium for second-order Langevin dynamics under general growth conditions on the potential. Although we are principally motivated by the case when the potential is singular, e.g. when the dynamics has repulsive forces and/or interactions, the results presented in this paper hold more generally. In particular, our main result is that, given (very) basic structural and growth conditions on the potential, the dynamics relaxes to equilibrium exponentially fast in an explicitly measurable way. The ``explicitness" of this result comes directly from the constants appearing in the growth conditions, which can all be readily estimated, and a local Poincar\'{e} constant for the invariant measure μ\mu. This result is applied to the specific situation of a singular interaction and polynomial confining well to provide explicit estimates on the exponential convergence rate eσe^{-\sigma} in terms of the number N1N \geqslant 1 of particles in the system. We will see that σc/(ρNp)\sigma \geqslant c/(\rho \vee N^p), where ρ>0\rho>0 is the local Poincar\'{e} constant for μ\mu and c>0,p1c>0, p\geqslant 1 are constants that are independent of NN.

Keywords

Cite

@article{arxiv.1907.03092,
  title  = {Gamma calculus beyond Villani and explicit convergence estimates for Langevin dynamics with singular potentials},
  author = {Fabrice Baudoin and Maria Gordina and David P. Herzog},
  journal= {arXiv preprint arXiv:1907.03092},
  year   = {2021}
}

Comments

Minor corrections, the version to appear in the Archive for Rational Mechanics and Analysis