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Weighted $L^2$-contractivity of Langevin dynamics with singular potentials (2104.10574v2)

Published 21 Apr 2021 in math.PR, math-ph, math.AP, and math.MP

Abstract: 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 $L2$ 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 $L2(d\mu)$ and $L2(W* d\mu)$, where $\mu$ denotes the invariant probability measure and $W*$ is a suitable Lyapunov weight. In both norms, we make precise how the exponential convergence rate depends on the friction parameter $\gamma$ in Langevin dynamics, by providing a lower bound scaling as $\min(\gamma, \gamma{-1})$. 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.

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