Hypocoercivity of Langevin-type dynamics on abstract smooth manifolds

Martin Grothaus and Maximilian Constantin Mertin

Stochastic Processes and their Applications, 2022, vol. 146, issue C, 22-59

Abstract: In this article we investigate hypocoercivity of Langevin-type dynamics in nonlinear smooth geometries. The main result stating exponential decay to an equilibrium state with explicitly computable rate of convergence is rooted in an appealing Hilbert space strategy by Dolbeault, Mouhot and Schmeiser. This strategy was extended in Grothaus and Stilgenbauer (2014) to Kolmogorov backward evolution equations in contrast to the dual Fokker–Planck framework. We use this mathematically complete elaboration to investigate wide ranging classes of Langevin-type SDEs in an abstract manifold setting, i.e. (at least) the position variables obey certain smooth side conditions. Such equations occur e.g. as fibre lay-down processes in industrial applications. We contribute the Lagrangian-type formulation of such geometric Langevin dynamics in terms of (semi-)sprays and in the end L2-exponential ergodicity with explicit rates for the associated Hunt processes.

Keywords: Hypocoercivity; Kolmogorov backward equation; Langevin dynamics; Semispray; Ehresmann connection (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1016/j.spa.2021.12.007

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