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Related papers: Ergodicity and Lyapunov functions for Langevin dyn…

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We provide a refined explicit estimate of exponential decay rate of underdamped Langevin dynamics in $L^2$ distance, based on a framework developed in [1]. To achieve this, we first prove a Poincar\'{e}-type inequality with Gibbs measure in…

Analysis of PDEs · Mathematics 2023-08-25 Yu Cao , Jianfeng Lu , Lihan Wang

Ergodic parameters like the Lyapunov and the conditional exponents are global functions of the invariant measure, but the invariant measure itself contains more information. A more complete characterization of the dynamics by new families…

Chaotic Dynamics · Physics 2012-11-27 R. Vilela Mendes

We present a novel method for drawing samples from Gibbs distributions with densities of the form $\pi(x) \propto \exp(-U(x))$. The method accelerates the unadjusted Langevin algorithm by introducing an inertia term similar to Polyak's…

Numerical Analysis · Mathematics 2025-10-09 Alexander Falk , Andreas Habring , Christoph Griesbacher , Thomas Pock

In this paper, we study an ordinary differential equation with a degenerate global attractor at the origin, to which we add a white noise with a small parameter that regulates its intensity. Under general conditions, for any fixed…

Probability · Mathematics 2025-05-27 Gerardo Barrera , Conrado da Costa , Milton Jara

We investigate an example of noise-induced stabilization in the plane that was also considered in (Gawedzki, Herzog, Wehr 2010) and (Birrell, Herzog, Wehr 2011). We show that despite the deterministic system not being globally stable, the…

Probability · Mathematics 2012-10-02 Avanti Athreya , Tiffany Kolba , Jonathan C. Mattingly

We show that for a potential with summable variations on an irreducible sofic shift in one dimension, the equilibrium measures are precisely the shift-invariant Gibbs measures. The main tool in the proof is a preservation of Gibbsianness…

Dynamical Systems · Mathematics 2020-07-17 Luísa Borsato , Sophie MacDonald

Recent studies on the phase-space dynamics of a one-dimensional Lennard-Jones fluid reveal the existence of regular collective perturbations associated with the smallest positive Lyapunov exponents of the system, called hydrodynamic…

Chaotic Dynamics · Physics 2008-08-10 M. Romero-Bastida , E. Braun

In non-equilibrium statistical physics models, the invariant measure $\mu$ of the process does not have an explicit density. In particular the adjoint $L^*$ in $L^2(\mu)$ of the generator $L$ is unknown and many classical techniques fail in…

Analysis of PDEs · Mathematics 2025-01-31 Pierre Monmarché

In a statistical mechanics model with unbounded spins, we prove uniqueness of the Gibbs measure under various assumptions on finite volume functional inequalities. We follow the approach of G. Royer (1999) and obtain uniqueness by showing…

Probability · Mathematics 2010-02-01 Pierre-André Zitt

We continue our study of the dynamics of mappings with small topological degree on (projective) complex surfaces. Previously, under mild hypotheses, we have constructed an ergodic ``equilibrium'' measure for each such mapping. Here we study…

Dynamical Systems · Mathematics 2009-09-10 Jeffrey Diller , Romain Dujardin , Vincent Guedj

In this paper we study the ergodic theory of a robust non-uniformly expanding maps where no Markov assumption is required. We prove that the topological pressure is differentiable as a function of the dynamics and analytic with respect to…

Dynamical Systems · Mathematics 2016-03-18 Thiago Bomfim , Armando Castro , Paulo Varandas

We study Langevin-type algorithms for sampling from Gibbs distributions such that the potentials are dissipative and their weak gradients have finite moduli of continuity not necessarily convergent to zero. Our main result is a…

Statistics Theory · Mathematics 2024-03-01 Shogo Nakakita

The paper is concerned with the development of Lyapunov methods for the analysis of equilibrium stability in a dynamical system on the space of probability measures driven by a non-local continuity equation. We derive sufficient conditions…

Analysis of PDEs · Mathematics 2024-10-14 Yurii Aveboukh , Aleksei Volkov

We prove that, for a $C^2$ partially hyperbolic endomorphism of the 2-torus which is strongly transitive, given an ergodic $u$-Gibbs measure that has positive center Lyapunov exponent and has full support, then either the map is special…

Dynamical Systems · Mathematics 2026-02-10 Marisa Cantarino , Bruno Santiago

By the probabilistic coupling approach which combines a new refined basic coupling with the synchronous coupling for L\'evy processes, we obtain explicit exponential contraction rates in terms of the standard $L^1$-Wasserstein distance for…

Probability · Mathematics 2024-02-20 Yao Liu , Jian Wang , Meng-ge Zhang

A novel exact dynamical real space renormalization group for a Langevin equation derivable from a Euclidean Gaussian action is presented. It is demonstrated rigorously that an algebraic temporal law holds for the Green function on arbitrary…

Condensed Matter · Physics 2009-10-22 Achille Giacometti , Amos Maritan , Flavio Toigo , Jayanth R. Banavar

We study the relationship between two classical approaches for quantitative ergodic properties : the first one based on Lyapunov type controls and popularized by Meyn and Tweedie, the second one based on functional inequalities (of…

Probability · Mathematics 2007-05-23 Dominique Bakry , Patrick Cattiaux , Arnaud Guillin

We construct a continuous linear cocycle over an expanding base dynamics for which the Lyapunov exponents of all ergodic invariant probability measures are small, except for one measure whose Lyapunov exponents are away from zero. The…

Dynamical Systems · Mathematics 2025-09-17 Jairo Bochi

First weak solutions of generalized stochastic Hamiltonian systems (gsHs) are constructed via essential m-dissipativity of their generators on a suitable core. For a scaled gsHs we prove convergence of the corresponding semigroups and…

Functional Analysis · Mathematics 2018-09-19 Andreas Nonnenmacher , Martin Grothaus

We study Langevin dynamics with a kinetic energy different from the standard, quadratic one in order to accelerate the sampling of Boltzmann-Gibbs distributions. In particular, this kinetic energy can be non-globally Lipschitz, which raises…

Statistical Mechanics · Physics 2018-05-15 Gabriel Stoltz , Zofia Trstanova