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Logarithmic Sobolev inequalities for non-equilibrium steady states

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arxiv 2309.07858 v2 pith:ZWJVDRQS submitted 2023-09-14 math.PR math.FA

classification math.PRmath.FA
keywords analcontrolinequalitiesmethodmethodsnon-equilibriumperturbationaida-shigekawa
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We consider two methods to establish log-Sobolev inequalities for the invariant measure of a diffusion process when its density is not explicit and the curvature is not positive everywhere. In the first approach, based on the Holley-Stroock and Aida-Shigekawa perturbation arguments [J. Stat. Phys., 46(5-6):1159-1194, 1987, J. Funct. Anal., 126(2):448-475, 1994], the control on the (non-explicit) perturbation is obtained by stochastic control methods, following the comparison technique introduced by Conforti [Ann. Appl. Probab., 33(6A):4608-4644, 2023]. The second method combines the Wasserstein-2 contraction method, used in [Ann. Henri Lebesgue, 6:941-973, 2023] to prove a Poincar\'e inequality in some non-equilibrium cases, with Wang's hypercontractivity results [Potential Anal., 53(3):1123-1144, 2020].

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  1. L2 geometric ergodicity for the kinetic Langevin process with non-equilibrium steady states

    math.AP 2025-01 conditional novelty 6.0 of 10

    A note showing that under a dissipativity-at-large-distance condition, the law of a non-equilibrium kinetic Langevin process converges to its steady state in L2 with rate exp(-c min(t,t^3)).

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