Under LSI and convexity assumptions on the target, the relative entropy of underdamped Langevin dynamics decays at an explicit rate proportional to sqrt(ρ) with constant depending on a scaled friction parameter.
Sharp hypocoercive convergence estimates for underdamped Langevin dynamics via the modified $L^2$ method
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abstract
In this note, we consider the underdamped Langevin dynamics with invariant measure $\mu(\mathrm{d}x\,\mathrm{d}v) \propto e^{-U(x)-|v|^2/2}\,\mathrm{d}x\,\mathrm{d}v$. Assume that the position marginal $\mu_x(\mathrm{d}x)\propto e^{-U(x)}\,\mathrm{d}x$ satisfies a Poincar\'{e} inequality with constant $m>0$, and that $\nabla^2 U\ge -K\,\mathrm{Id}$ for some $K\ge 0$. We revisit the modified $L^2$ method of Dolbeault--Mouhot--Schmeiser, employing a gap-shifted corrector \begin{equation*} A_m=(m- L_{\mathrm{o}})^{-1}(L_a\Pi_v)^*, \end{equation*} where $L_{\mathrm{o}}=\Delta_x-\nabla U\cdot\nabla_x$ is the overdamped generator, $L_a$ is the generator of the Hamiltonian flow, and $\Pi_v$ denotes averaging over the velocity variable. We establish an explicit hypocoercive $L^2$-convergence rate \begin{equation*} \Lambda=\frac{1}{6\Bigl(\sqrt{2+\frac{K}{2m}}+\sqrt{4+\frac{K}{2m}}\Bigr)}\sqrt{m}. \end{equation*} In particular, for convex $U$, this recovers the optimal $O(\sqrt{m})$ rate.
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math.AP 3years
2026 3verdicts
UNVERDICTED 3representative citing papers
Proves space-time LSI and hypocoercive hypercontractivity for underdamped Langevin dynamics, giving Rényi divergence decay at rate O(sqrt(rho)) under tuned friction.
Mean-field underdamped Langevin dynamics achieves Nesterov acceleration for Wasserstein minimization of displacement-convex free energies by extending a linear-case result to the nonlinear setting.
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Nesterov acceleration for the Wasserstein minimization of displacement-convex free energies
Mean-field underdamped Langevin dynamics achieves Nesterov acceleration for Wasserstein minimization of displacement-convex free energies by extending a linear-case result to the nonlinear setting.