Ergodicity and Lyapunov functions for Langevin dynamics with singular potentials
dc.contributor.author | Herzog, DP | |
dc.contributor.author | Mattingly, JC | |
dc.date.accessioned | 2017-11-30T20:52:28Z | |
dc.date.available | 2017-11-30T20:52:28Z | |
dc.date.issued | 2017-11-30 | |
dc.description.abstract | We study Langevin dynamics of $N$ particles on $R^d$ interacting through a singular repulsive potential, e.g.~the well-known Lennard-Jones type, and show that the system converges to the unique invariant Gibbs measure exponentially fast in a weighted total variation distance. The proof of the main result relies on an explicit construction of a Lyapunov function. In contrast to previous results for such systems, our result implies geometric convergence to equilibrium starting from an essentially optimal family of initial distributions. | |
dc.identifier | ||
dc.identifier.uri | ||
dc.publisher | Wiley | |
dc.subject | math.PR | |
dc.subject | math.PR | |
dc.subject | math-ph | |
dc.subject | math.DS | |
dc.subject | math.MP | |
dc.subject | 60H10, 82C31, 37A25, 37B25 | |
dc.title | Ergodicity and Lyapunov functions for Langevin dynamics with singular potentials | |
dc.type | Journal article | |
duke.contributor.orcid | Mattingly, JC|0000-0002-1819-729X | |
pubs.author-url | ||
pubs.organisational-group | Duke | |
pubs.organisational-group | Mathematics | |
pubs.organisational-group | Statistical Science | |
pubs.organisational-group | Temp group - logins allowed | |
pubs.organisational-group | Trinity College of Arts & Sciences |
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