Langevin dynamics at equilibrium and out of equilibrium: convergence and numerical approximation (Gabriel Stoltz, Paris)

28.03.2017 14:15

I will present various results on the Langevin dynamics, starting with an account of the hypocoercive approach by Dolbeault, Mouhot and Schmeiser. I will then discuss two possible applications of this framework to Langevin dynamics:
(i) the estimation of convergence rates for nonequilibrium Langevin dynamics;
(ii) error estimates for spectral approximation of Poisson equation. In both cases, a careful analysis of the Hamiltonian and overdamped limits is provided.

Lieu

salle 623, Séminaire d'analyse numérique

entrée libre