English

Weighted $L^2$-contractivity of Langevin dynamics with singular potentials

Probability 2022-01-19 v2 Mathematical Physics Analysis of PDEs math.MP

Abstract

Convergence to equilibrium of underdamped Langevin dynamics is studied under general assumptions on the potential UU allowing for singularities. By modifying the direct approach to convergence in L2L^2 pioneered by F. H\'erau and developped by Dolbeault, Mouhot and Schmeiser, we show that the dynamics converges exponentially fast to equilibrium in the topologies L2(dμ)L^2(d\mu) and L2(Wdμ)L^2(W^* d\mu), where μ\mu denotes the invariant probability measure and WW^* is a suitable Lyapunov weight. In both norms, we make precise how the exponential convergence rate depends on the friction parameter γ\gamma in Langevin dynamics, by providing a lower bound scaling as min(γ,γ1)\min(\gamma, \gamma^{-1}). The results hold for usual polynomial-type potentials as well as potentials with singularities such as those arising from pairwise Lennard-Jones interactions between particles.

Keywords

Cite

@article{arxiv.2104.10574,
  title  = {Weighted $L^2$-contractivity of Langevin dynamics with singular potentials},
  author = {Evan Camrud and David P. Herzog and Gabriel Stoltz and Maria Gordina},
  journal= {arXiv preprint arXiv:2104.10574},
  year   = {2022}
}