Publications [#362601] of Jianfeng Lu

Papers Published

1. Cao, Y; Lu, J; Wang, L, On explicit $L^2$-convergence rate estimate for underdamped Langevin dynamics, Arch Rational Mech Anal, vol. 247 (August, 2019), pp. 90
   (last updated on 2026/01/15)

   Abstract:
   We provide a refined explicit estimate of exponential decay rate of underdamped Langevin dynamics in $L^2$ distance, based on a framework developed in [1]. To achieve this, we first prove a Poincar\'{e}-type inequality with Gibbs measure in space and Gaussian measure in momentum. Our estimate provides a more explicit and simpler expression of decay rate; moreover, when the potential is convex with Poincar\'{e} constant $m \ll 1$, our estimate shows the decay rate of $O(\sqrt{m})$ after optimizing the choice of friction coefficient, which is much faster than $m$ for the overdamped Langevi dynamics.