Weighted $L^2$-contractivity of Langevin dynamics with singular potentials
Abstract
Convergence to equilibrium of underdamped Langevin dynamics is studied under general assumptions on the potential allowing for singularities. By modifying the direct approach to convergence in 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 and , where denotes the invariant probability measure and is a suitable Lyapunov weight. In both norms, we make precise how the exponential convergence rate depends on the friction parameter in Langevin dynamics, by providing a lower bound scaling as . 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}
}