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On explicit $L^2$-convergence rate estimate for underdamped Langevin dynamics

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arxiv 1908.04746 v7 pith:BDLWPWX2 submitted 2019-08-13 math.AP math.PR

classification math.APmath.PR
keywords estimateratedecaydynamicsexplicitlangevinmeasurepoincar
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abstract

We provide a refined explicit estimate of exponential decay rate of underdamped Langevin dynamics in $L^2$ distance, based on a framework developed in [1]. To achieve this, we first prove a Poincar\'{e}-type inequality with Gibbs measure in space and Gaussian measure in momentum. Our estimate provides a more explicit and simpler expression of decay rate; moreover, when the potential is convex with Poincar\'{e} constant $m \ll 1$, our estimate shows the decay rate of $O(\sqrt{m})$ after optimizing the choice of friction coefficient, which is much faster than $m$ for the overdamped Langevi dynamics.

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  1. Log-Sobolev inequalities for boundary-driven anharmonic chains

    math-ph 2026-07 conditional novelty 7.0 of 10

    A weakly anharmonic boundary-driven oscillator chain obeys a dimension-free full-gradient logarithmic Sobolev inequality and an O(N^3)-time boundary space-time logarithmic Sobolev inequality.

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