Geometric ergodicity of Langevin dynamics with Coulomb interactions
Probability
2020-01-29 v2 Mathematical Physics
Dynamical Systems
math.MP
Abstract
This paper is concerned with the long time behavior of Langevin dynamics of {\em Coulomb gases} in with , that is a second order system of Brownian particles driven by an external force and a pairwise repulsive Coulomb force. We prove that the system converges exponentially to the unique Boltzmann-Gibbs invariant measure under a weighted total variation distance. The proof relies on a novel construction of Lyapunov function for the Coulomb system.
Keywords
Cite
@article{arxiv.1902.00602,
title = {Geometric ergodicity of Langevin dynamics with Coulomb interactions},
author = {Yulong Lu and Jonathan C. Mattingly},
journal= {arXiv preprint arXiv:1902.00602},
year = {2020}
}