Asymptotic stability and cut-off phenomenon for the underdamped Langevin dynamics

S Lee, M Ramil, I Seo - arXiv preprint arXiv:2311.18263, 2023 - arxiv.org
S Lee, M Ramil, I Seo
arXiv preprint arXiv:2311.18263, 2023arxiv.org
In this article, we provide detailed analysis of the long-time behavior of the underdamped
Langevin dynamics. We first provide a necessary condition guaranteeing that the zero-noise
dynamical system converges to its unique attractor. We also observed that this condition is
sharp for a large class of linear models. We then prove the so-called cut-off phenomenon in
the small-noise regime under this condition. This result provides the precise asymptotics of
the mixing time of the process and of the distance between the distribution of the process …
In this article, we provide detailed analysis of the long-time behavior of the underdamped Langevin dynamics. We first provide a necessary condition guaranteeing that the zero-noise dynamical system converges to its unique attractor. We also observed that this condition is sharp for a large class of linear models. We then prove the so-called cut-off phenomenon in the small-noise regime under this condition. This result provides the precise asymptotics of the mixing time of the process and of the distance between the distribution of the process and its stationary measure. The main difficulty of this work relies on the degeneracy of its infinitesimal generator which is not elliptic, thus requiring a new set of methods.
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