Weighted L2L^2-contractivity of Langevin dynamics with singular potentials

preprint2021arXivOpen access

Abstract

Convergence to equilibrium of underdamped Langevin dynamics is studied under general assumptions on the potential UU allowing for singularities. By modifying the direct approach to convergence in L2L^2 pioneered by F. Hérau and developped by Dolbeault, Mouhot and Schmeiser, we show that the dynamics converges exponentially fast to equilibrium in the topologies L2(dμ)L^2(dμ) and L2(W∗dμ)L^2(W^* dμ), where μμ denotes the invariant probability measure and W∗W^* is a suitable Lyapunov weight. In both norms, we make precise how the exponential convergence rate depends on the friction parameter γγ in Langevin dynamics, by providing a lower bound scaling as min⁡(γ,γ−1)\min(γ, γ^{-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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