Geometric ergodicity of Langevin dynamics with Coulomb interactions

Journal Article

This paper is concerned with the long time behavior of Langevin dynamics of {\em Coulomb gases} in $\mathbf{R}^d$ with $d\geq 2$, that is a second order system of Brownian particles driven by an external force and a pairwise repulsive Coulomb force. We prove that the system converges exponentially to the unique Boltzmann-Gibbs invariant measure under a weighted total variation distance. The proof relies on a novel construction of Lyapunov function for the Coulomb system.

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Duke Authors

Cited Authors

  • Lu, Y; Mattingly, JC