Couplings and quantitative contraction rates for Langevin dynamics
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 …
(kinetic) Langevin processes. In contrast to previous analytic approaches that focus on the …
On Explicit -Convergence Rate Estimate for Underdamped Langevin Dynamics
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 …
Langevin dynamics in the L 2 distance, based on a framework developed in Albritton et …
Hypocoercivity of piecewise deterministic Markov process-Monte Carlo
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 …
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 …
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
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 …
samplers, a family of Markov Chain Monte Carlo methods based on leapfrog integration of …
Weighted L 2-contractivity of Langevin dynamics with singular potentials
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 …
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 …
to Boltzmann–Gibbs measures, sampled in practice using ergodic dynamics such as the …
Ergodicity of the underdamped mean-field Langevin dynamics
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 …
and provide a general convergence as well as an exponential convergence rate result …
Hypocoercivity with Schur complements
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 …
operators by using Schur complements, rather than from an exponential decay of the …
Scaling limits for the generalized Langevin equation
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 …
(GLE) in a periodic potential. Under the assumption of quasi-Markovianity, we obtain sharp …