Geometric ergodicity of Langevin dynamics with Coulomb interactions

preprint2019arXivOpen access

Abstract

This paper is concerned with the long time behavior of Langevin dynamics of {\em Coulomb gases} in Rd\mathbf{R}^d with d≥2d\geq 2, that is a second order system of Brownian particles driven by an external force and a pairwise repulsive Coulomb force. We prove that the system converges exponentially to the unique Boltzmann-Gibbs invariant measure under a weighted total variation distance. The proof relies on a novel construction of Lyapunov function for the Coulomb system.

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