加权和弱 Poincaré--Lions 不等式下的欠阻尼 Langevin 动力学的显式收敛率

Giovanni Brigati, Gabriel Stoltz, Andi Q. Wang, Lihan Wang
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引用次数: 0

摘要

我们研究了当空间平衡满足加权Poincar\'e 不等式时,欠阻尼朗格文动力学的长期收敛行为,该不等式具有一般的速度分布,允许胖尾或亚指数势能,并在$\mathrm{L}^2$-norm 条件下提供了建设性和完全显式的估计,初始条件为$\mathrm{L}^\infty$。其中一个关键因素是时空加权的 Poincar\'e--Lions 不等式,而这又意味着弱 Poincar\'e--Lions 不等式。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Explicit convergence rates of underdamped Langevin dynamics under weighted and weak Poincaré--Lions inequalities
We study the long-time convergence behavior of underdamped Langevin dynamics, when the spatial equilibrium satisfies a weighted Poincar\'e inequality, with a general velocity distribution, which allows for fat-tail or subexponential potential energies, and provide constructive and fully explicit estimates in $\mathrm{L}^2$-norm with $\mathrm{L}^\infty$ initial conditions. A key ingredient is a space-time weighted Poincar\'e--Lions inequality, which in turn implies a weak Poincar\'e--Lions inequality.
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