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L2 geometric ergodicity for the kinetic Langevin process with non-equilibrium steady states
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abstract
In non-equilibrium statistical physics models, the invariant measure $\mu$ of the process does not have an explicit density. In particular the adjoint $L^*$ in $L^2(\mu)$ of the generator $L$ is unknown and many classical techniques fail in this situation. An important progress has been made in [5] where functional inequalities are obtained for non-explicit steady states of kinetic equations under rather general conditions. However in [5] in the kinetic case the geometric ergodicity is only deduced from the functional inequalities for the case with conservative forces, corresponding to explicit steady states. In this note we obtain $L^2$ convergence rates in the non-equilibrium case.
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Exponential Ergodicity in Relative Entropy and $L^2$-Wasserstein Distance for non-equilibrium partially dissipative Kinetic SDEs
Non-equilibrium kinetic SDEs under partial dissipation are shown to satisfy exponential ergodicity in relative entropy and L2-Wasserstein distance, with extensions to McKean-Vlasov and mean-field particle systems.
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