CONVERGENCE RATES FOR NONEQUILIBRIUM LANGEVIN DYNAMICS

Abstract. We study the exponential convergence to the stationary state for nonequilibrium Langevin dynamics, by a perturbative approach based on hypocoercive techniques developed for equilibrium Langevin dynamics. The Hamiltonian and overdamped limits (corresponding respectively to frictions going to zero or infinity) are carefully investigated. In particular, the maximal magnitude of admissible perturbations are quantified as a function of the friction. Numerical results based on a Galerkin discretization of the generator of the dynamics confirm the theoretical lower bounds on the spectral gap.

Keywords: Langevin dynamics, nonequilibrium forcing, hypocoercivity, exponential convergence of the law, Galerkin discretization.