English

On explicit $L^2$-convergence rate estimate for underdamped Langevin dynamics

Analysis of PDEs 2023-08-25 v7 Probability

Abstract

We provide a refined explicit estimate of exponential decay rate of underdamped Langevin dynamics in L2L^2 distance, based on a framework developed in [1]. To achieve this, we first prove a Poincar\'{e}-type inequality with Gibbs measure in space and Gaussian measure in momentum. Our estimate provides a more explicit and simpler expression of decay rate; moreover, when the potential is convex with Poincar\'{e} constant m1m \ll 1, our estimate shows the decay rate of O(m)O(\sqrt{m}) after optimizing the choice of friction coefficient, which is much faster than mm for the overdamped Langevi dynamics.

Keywords

Cite

@article{arxiv.1908.04746,
  title  = {On explicit $L^2$-convergence rate estimate for underdamped Langevin dynamics},
  author = {Yu Cao and Jianfeng Lu and Lihan Wang},
  journal= {arXiv preprint arXiv:1908.04746},
  year   = {2023}
}

Comments

Minor changes, to appear in Archive for Rational Mechanics and Analysis

R2 v1 2026-06-23T10:46:34.710Z