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Underdamped Langevin Monte Carlo (ULMC) is an algorithm used to sample from unnormalized densities by leveraging the momentum of a particle moving in a potential well. We provide a novel analysis of ULMC, motivated by two central questions:…

Statistics Theory · Mathematics 2023-02-17 Matthew Zhang , Sinho Chewi , Mufan Bill Li , Krishnakumar Balasubramanian , Murat A. Erdogdu

This paper is devoted to various applications of Hardy-Sobolev type inequalities. We derive a new $L^2$ estimate for the $\bar{\partial}-$equation on ${\mathbb C}^n$ which yields a quantitative generalization of the Hartogs extension…

Complex Variables · Mathematics 2018-02-01 Bo-Yong Chen

We derive sufficient conditions for a probability measure on a finite product space (a spin system) to satisfy a (modified) logarithmic Sobolev inequality. We establish these conditions for various examples, such as the (vertex-weighted)…

Probability · Mathematics 2020-05-15 Holger Sambale , Arthur Sinulis

Let $P_t$ be the diffusion semigroup generated by $L:=\Delta +\nabla V$ on a complete connected Riemannian manifold with $\operatorname {Ric}\ge-(\sigma ^2\rho_o^2+c)$ for some constants $\sigma, c>0$ and $\rho_o$ the Riemannian distance to…

Probability · Mathematics 2009-08-31 Feng-Yu Wang

We introduce a constructive framework to learn effective Langevin equations from stationary time series. Unlike conventional approaches that require iterative calibration to match target statistics, our construction guarantees the observed…

Chaotic Dynamics · Physics 2026-02-16 Ludovico Theo Giorgini

We consider two methods to establish log-Sobolev inequalities for the invariant measure of a diffusion process when its density is not explicit and the curvature is not positive everywhere. In the first approach, based on the Holley-Stroock…

Probability · Mathematics 2025-03-25 Pierre Monmarché , Songbo Wang

We investigate sufficient H\"older continuity conditions on Leray-Hopf (weak) solutions to the in unsteady Navier-Stokes equations in three dimensions guaranteeing energy conservation. Our focus is on the half-space case with homogeneous…

Analysis of PDEs · Mathematics 2024-08-12 Luigi C. Berselli , Alex Kaltenbach , Michael Ružička

We provide a simple hypocoercivity analysis for the effective Mori-Zwanzig equation governing the time evolution of noise-averaged observables in a stochastic dynamical system. Under the hypocoercivity framework mainly developed by…

Mathematical Physics · Physics 2021-09-14 Yuanran Zhu

$\mu$ being a nonnegative measure satisfying some log-Sobolev inequality, we give conditions on F for the measure $\nu=e^{-2F} \mu$ to also satisfy some log-Sobolev inequality. Explicit examples are studied.

Probability · Mathematics 2007-05-23 Patrick Cattiaux

Understanding the dimension dependency of computational complexity in high-dimensional sampling problem is a fundamental problem, both from a practical and theoretical perspective. Compared with samplers with unbiased stationary…

Machine Learning · Computer Science 2024-03-12 Xunpeng Huang , Hanze Dong , Difan Zou , Tong Zhang

We study the notion of reverse hypercontractivity. We show that reverse hypercontractive inequalities are implied by standard hypercontractive inequalities as well as by the modified log-Sobolev inequality. Our proof is based on a new…

Probability · Mathematics 2012-12-05 Elchanan Mossel , Krzysztof Oleszkiewicz , Arnab Sen

We unify the variational hypocoercivity framework established by D. Albritton, S. Armstrong, J.-C. Mourrat, and M. Novack, with the notion of second-order lifts of reversible diffusion processes, recently introduced by A. Eberle and F.…

Probability · Mathematics 2025-02-07 Giovanni Brigati , Francis Lörler , Lihan Wang

Using a non-negative curvature condition, we prove the complete version of modified log-Sobolev inequalities for central Markov semigroups on various compact quantum groups, including group von Neumann algebras, free orthogonal group and…

Operator Algebras · Mathematics 2020-08-28 Michael Brannan , Li Gao , Marius Junge

We study a multidimensional stochastic differential equation with additive noise: \[ d X_t=b(t, X_t) dt +d \xi_t, \] where the drift $b$ is integrable in space and time, and $\xi$ is either a fractional Brownian motion or a L\'evy process.…

Probability · Mathematics 2026-02-11 Oleg Butkovsky , Samuel Gallay

Convergence to equilibrium of underdamped Langevin dynamics is studied under general assumptions on the potential $U$ allowing for singularities. By modifying the direct approach to convergence in $L^2$ pioneered by F. H\'erau and…

Probability · Mathematics 2022-01-19 Evan Camrud , David P. Herzog , Gabriel Stoltz , Maria Gordina

Langevin diffusions are rapidly convergent under appropriate functional inequality assumptions. Hence, it is natural to expect that with additional smoothness conditions to handle the discretization errors, their discretizations like the…

Statistics Theory · Mathematics 2023-07-21 Alireza Mousavi-Hosseini , Tyler Farghly , Ye He , Krishnakumar Balasubramanian , Murat A. Erdogdu

We establish that, for a Markov semi-group, $L^2$ hypocoercivity, i.e. contractivity for a modified $L^2$ norm, implies quantitative deviation bounds for additive functionals of the associated Markov process and exponential integrability of…

Probability · Mathematics 2019-12-20 Pierre Monmarché

We prove a sharp logarithmic Sobolev inequality which holds for compact submanifolds without boundary in Riemannian manifold with nonnegative sectional curvature of arbitrary dimension and codimension, while the ambient manifold needs to…

Differential Geometry · Mathematics 2021-04-13 Chengyang Yi , Yu Zheng

We derive a discrete $ L^q-L^p$ Sobolev inequality tailored for the Crouzeix--Raviart and discontinuous Crouzeix--Raviart finite element spaces on anisotropic meshes in both two and three dimensions. Subject to a semi-regular mesh…

Numerical Analysis · Mathematics 2026-01-07 Hiroki Ishizaka

We present a logarithmic Sobolev inequality adapted to a log-concave measure. Assume that $\Phi$ is a symmetric convex function on $\dR$ satisfying $(1+\e)\Phi(x)\leq {x}\Phi'(x)\leq(2-\e)\Phi(x)$ for $x\geq0$ large enough and with…

Probability · Mathematics 2007-05-23 Ivan Gentil , Arnaud Guillin , Laurent Miclo
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