SPA Seminar: Cutoff phenomenon for overdamped non-gradient nonlinear Langevin dynamics
- Date
- 7 November 2023, 15:15–16:15
- Location
- Ångström Laboratory, , 101158
- Type
- Seminar
- Lecturer
- Gerardo Barrera Vargas
- Organiser
- Matematiska institutionen
- Contact person
- Benny Avelin
Gerardo Barrera Vargas holds a seminar with the title "Cutoff phenomenon for overdamped non-gradient nonlinear Langevin dynamics". Welcome to join!
Abstract:
In this presentation, I will introduce the concept of cutoff phenomenon (abrupt thermalization) for an ergodic overdamped nonlinear non-gradient Langevin dynamics with a strongly coercive potential and driven by an additive noise with small amplitude.
When the driven noise is the Brownian motion, the total variation distance between the current state and its equilibrium distribution decays around the mixing time from one to zero abruptly. The later is known as the cutoff phenomenon in the context of card shuffling.
When the noise is the alpha-stable with index alpha>3/2, cutoff phenomenon still holds while for alpha\leq 3/2 our coupling techniques do not apply, and therefore we cannot conclude if the cutoff phenomenon still holds.
The talk is based on series of papers with Milton Jara (IMPA, Brazil), Michael Högele (Universidad de los Andes, Colombia) and Juan Carlos Pardo (CIMAT, Mexico).
This is a seminar in our seminar series on Stochastic Pocesses and Applications (SPA).