English

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 Rd\mathbf{R}^d with d2d\geq 2, 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}
}