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Explicit convergence rates of underdamped Langevin dynamics under weighted and weak Poincaré--Lions inequalities

22 July 2024
Giovanni Brigati
Gabriel Stoltz
Andi Q. Wang
Lihan Wang
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Abstract

We study the long-time convergence behavior of underdamped Langevin dynamics, when the spatial equilibrium satisfies a weighted Poincar\é inequality, with a general velocity distribution, which allows for fat-tail or subexponential potential energies, and provide constructive and fully explicit estimates in L2\mathrm{L}^2L2-norm with L∞\mathrm{L}^\inftyL∞ initial conditions. A key ingredient is a space-time weighted Poincar\é--Lions inequality, which in turn implies a weak Poincar\é--Lions inequality.

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