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.


salle 623, Séminaire d'analyse numérique

Organisé par

Section de mathématiques


Gabriel Stoltz, CERMICS, Ecole des Ponts et MATHERIALS, Inria Paris

entrée libre


Catégorie: Séminaire

Mots clés: analyse numérique