Construction, ergodicity and rate of convergence of N-particle Langevin dynamics with singular potentials

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作者
Florian Conrad
Martin Grothaus
机构
[1] University of Kaiserslautern,Mathematics Department
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关键词
82C31; 37A25; 47D07; 35J70; Langevin dynamics; Ergodicity; Degenerate elliptic operators; Non-sectorial diffusion processes;
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摘要
We construct N-particle Langevin dynamics in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb{R}^d}$$\end{document} or in a cuboid region with periodic boundary for a wide class of N-particle potentials Φ and initial distributions which are absolutely continuous w.r.t. Lebesgue measure. The potentials are in particular allowed to have singularities and discontinuous gradients (forces). An important point is to prove an Lp-uniqueness of the associated non-symmetric, non-sectorial degenerate elliptic generator. Analyzing the associated functional analytic objects, we also give results on the long-time behaviour of the dynamics, when the invariant measure is finite: Firstly, we prove the weak mixing property whenever it makes sense (i.e. whenever {Φ < ∞} is connected). Secondly, for a still quite large class of potentials we also give a rate of convergence of time averages to equilibrium when starting in the equilibrium distribution. In particular, all results apply to N-particle systems with pair interactions of Lennard–Jones type.
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页码:623 / 662
页数:39
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