Couplings and quantitative contraction rates for Langevin dynamics

A Eberle, A Guillin, R Zimmer - 2019 - projecteuclid.org
We introduce a new probabilistic approach to quantify convergence to equilibrium for
(kinetic) Langevin processes. In contrast to previous analytic approaches that focus on the …

On Explicit -Convergence Rate Estimate for Underdamped Langevin Dynamics

Y Cao, J Lu, L Wang - Archive for Rational Mechanics and Analysis, 2023 - Springer
We provide a refined explicit estimate of the exponential decay rate of underdamped
Langevin dynamics in the L 2 distance, based on a framework developed in Albritton et …

Hypocoercivity of piecewise deterministic Markov process-Monte Carlo

C Andrieu, A Durmus, N Nüsken… - The Annals of Applied …, 2021 - projecteuclid.org
Hypocoercivity of piecewise deterministic Markov process-Monte Carlo Page 1 The Annals of
Applied Probability 2021, Vol. 31, No. 5, 2478–2517 https://doi.org/10.1214/20-AAP1653 © Institute …

Ergodicity and Lyapunov functions for Langevin dynamics with singular potentials

DP Herzog, JC Mattingly - Communications on Pure and …, 2019 - Wiley Online Library
We study Langevin dynamics of N particles on ℝd interacting through a singular repulsive
potential, eg, the well‐known Lennard‐Jones type, and show that the system converges to …

Second order quantitative bounds for unadjusted generalized Hamiltonian Monte Carlo

E Camrud, A Durmus, P Monmarché… - arXiv preprint arXiv …, 2023 - arxiv.org
This paper provides a convergence analysis for generalized Hamiltonian Monte Carlo
samplers, a family of Markov Chain Monte Carlo methods based on leapfrog integration of …

Weighted L 2-contractivity of Langevin dynamics with singular potentials

E Camrud, DP Herzog, G Stoltz, M Gordina - Nonlinearity, 2021 - iopscience.iop.org
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 …

Error estimates and variance reduction for nonequilibrium stochastic dynamics

G Stoltz - International Conference on Monte Carlo and Quasi …, 2022 - Springer
Equilibrium properties in statistical physics are obtained by computing averages with respect
to Boltzmann–Gibbs measures, sampled in practice using ergodic dynamics such as the …

Ergodicity of the underdamped mean-field Langevin dynamics

A Kazeykina, Z Ren, X Tan, J Yang - arXiv preprint arXiv:2007.14660, 2020 - arxiv.org
We study the long time behavior of an underdamped mean-field Langevin (MFL) equation,
and provide a general convergence as well as an exponential convergence rate result …

Hypocoercivity with Schur complements

É Bernard, M Fathi, A Levitt, G Stoltz - Annales Henri Lebesgue, 2022 - numdam.org
We propose an approach to obtaining explicit estimates on the resolvent of hypocoercive
operators by using Schur complements, rather than from an exponential decay of the …

Scaling limits for the generalized Langevin equation

GA Pavliotis, G Stoltz, U Vaes - Journal of Nonlinear Science, 2021 - Springer
In this paper, we study the diffusive limit of solutions to the generalized Langevin equation
(GLE) in a periodic potential. Under the assumption of quasi-Markovianity, we obtain sharp …