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Geometric ergodicity of Langevin dynamics with Coulomb interactions

Publication ,  Journal Article
Lu, Y; Mattingly, JC
Published in: Nonlinearity
January 1, 2020

This paper is concerned with the long time behavior of Langevin dynamics of Coulomb gases in with, 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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Published In

Nonlinearity

DOI

EISSN

1361-6544

ISSN

0951-7715

Publication Date

January 1, 2020

Volume

33

Issue

2

Start / End Page

675 / 699

Related Subject Headings

  • General Mathematics
  • 4904 Pure mathematics
  • 4901 Applied mathematics
  • 0102 Applied Mathematics
 

Citation

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Lu, Y., & Mattingly, J. C. (2020). Geometric ergodicity of Langevin dynamics with Coulomb interactions. Nonlinearity, 33(2), 675–699. https://doi.org/10.1088/1361-6544/ab514a
Lu, Y., and J. C. Mattingly. “Geometric ergodicity of Langevin dynamics with Coulomb interactions.” Nonlinearity 33, no. 2 (January 1, 2020): 675–99. https://doi.org/10.1088/1361-6544/ab514a.
Lu Y, Mattingly JC. Geometric ergodicity of Langevin dynamics with Coulomb interactions. Nonlinearity. 2020 Jan 1;33(2):675–99.
Lu, Y., and J. C. Mattingly. “Geometric ergodicity of Langevin dynamics with Coulomb interactions.” Nonlinearity, vol. 33, no. 2, Jan. 2020, pp. 675–99. Scopus, doi:10.1088/1361-6544/ab514a.
Lu Y, Mattingly JC. Geometric ergodicity of Langevin dynamics with Coulomb interactions. Nonlinearity. 2020 Jan 1;33(2):675–699.
Journal cover image

Published In

Nonlinearity

DOI

EISSN

1361-6544

ISSN

0951-7715

Publication Date

January 1, 2020

Volume

33

Issue

2

Start / End Page

675 / 699

Related Subject Headings

  • General Mathematics
  • 4904 Pure mathematics
  • 4901 Applied mathematics
  • 0102 Applied Mathematics