English

Sharp hypocoercive convergence estimates for underdamped Langevin dynamics via the modified $L^2$ method

Analysis of PDEs 2026-04-14 v1

Abstract

In this note, we consider the underdamped Langevin dynamics with invariant measure μ(dxdv)eU(x)v2/2dxdv\mu(\mathrm{d}x\,\mathrm{d}v) \propto e^{-U(x)-|v|^2/2}\,\mathrm{d}x\,\mathrm{d}v. Assume that the position marginal μx(dx)eU(x)dx\mu_x(\mathrm{d}x)\propto e^{-U(x)}\,\mathrm{d}x satisfies a Poincar\'{e} inequality with constant m>0m>0, and that 2UKId\nabla^2 U\ge -K\,\mathrm{Id} for some K0K\ge 0. We revisit the modified L2L^2 method of Dolbeault--Mouhot--Schmeiser, employing a gap-shifted corrector \begin{equation*} A_m=(m- L_{\mathrm{o}})^{-1}(L_a\Pi_v)^*, \end{equation*} where Lo=ΔxUxL_{\mathrm{o}}=\Delta_x-\nabla U\cdot\nabla_x is the overdamped generator, LaL_a is the generator of the Hamiltonian flow, and Πv\Pi_v denotes averaging over the velocity variable. We establish an explicit hypocoercive L2L^2-convergence rate \begin{equation*} \Lambda=\frac{1}{6\Bigl(\sqrt{2+\frac{K}{2m}}+\sqrt{4+\frac{K}{2m}}\Bigr)}\sqrt{m}. \end{equation*} In particular, for convex UU, this recovers the optimal O(m)O(\sqrt{m}) rate.

Keywords

Cite

@article{arxiv.2604.10068,
  title  = {Sharp hypocoercive convergence estimates for underdamped Langevin dynamics via the modified $L^2$ method},
  author = {Zexi Fan and Bowen Li and Jianfeng Lu},
  journal= {arXiv preprint arXiv:2604.10068},
  year   = {2026}
}
R2 v1 2026-07-01T12:04:08.312Z