Ergodicity and asymptotic limits for Langevin interacting systems with singular forces and multiplicative noises

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Authors: Manh Hong Duong, Hung Dang Nguyen, Wenxuan Tao
Cited by: 0

Abstract

In this paper, we study systems of $N$ interacting particles described by the classical and relativistic Langevin dynamics with singular forces and multiplicative noises. For the classical model, we prove the ergodicity, obtaining an exponential rate of convergence to the invariant Boltzmann-Gibbs distribution, and the small-mass limit, recovering the $N$-particle interacting overdamped Langevin dynamics. For the relativistic model, we establish the ergodicity, obtaining an algebraic mixing rate of any order to the Maxwell-Jüttner distribution, and the Newtonian limit (that is when the speed of light tends to infinity), approximating a system of underdamped Langevin dynamics. The proofs rely on the construction of Lyapunov functions that account for irregular potentials and multiplicative noises.

Fields of Study & Subjects

Gas Dynamics and Kinetic Theory Markov Chains and Monte Carlo Methods Statistical Mechanics and Entropy

Publication details

Journal / source
arXiv (Cornell University)
Publication date
8 January 2026
Document type
Preprint