Ergodicity and Lyapunov functions for Langevin dynamics with singular potentials
classification
🧮 math.PR
math-phmath.DSmath.MP
keywords
dynamicslangevinlyapunovresultsingularconstructioncontrastconvergence
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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.
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