Exponential ergodicity of Levy driven Langevin dynamics with singular potentials

被引:6
作者
Bao, Jianhai [1 ]
Fang, Rongjuan [2 ]
Wang, Jian [2 ,3 ,4 ,5 ]
机构
[1] Tianjin Univ, Ctr Appl Math, Tianjin 300072, Peoples R China
[2] Fujian Normal Univ, Sch Math & Stat, Fuzhou 350007, Peoples R China
[3] Fujian Normal Univ, Sch Math & Stat, Minist Educ, Fuzhou 350117, Peoples R China
[4] Fujian Normal Univ, Key Lab Analyt Math & Applicat, Minist Educ, Fuzhou, Peoples R China
[5] Fujian Normal Univ, Fujian Prov Key Lab Stat & Artificial Intelligence, Fuzhou 350007, Peoples R China
关键词
Langevin dynamic; Levy noise; Singular potential; Exponential ergodicity; Lyapunov function; FUNDAMENTAL-SOLUTIONS; SDES DRIVEN; HYPOELLIPTICITY; REGULARITY; EQUATIONS;
D O I
10.1016/j.spa.2024.104341
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, we address exponential ergodicity for Levy driven Langevin dynamics with singular potentials, which can be used to model the time evolution of a molecular system consisting of N particles moving in R-d and subject to discontinuous stochastic forces. In particular, our results are applicable to the singular setups concerned with not only the Lennard-Jones-like interaction potentials but also the Coulomb potentials. In addition to Harris' theorem, the approach is based on novel constructions of proper Lyapunov functions (which are completely different from the setting for Langevin dynamics driven by Brownian motions), on invoking the Hormander theorem for non-local operators and on solving the issue on an approximate controllability of the associated deterministic system as well as on exploiting the time-change idea.
引用
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页数:19
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