Some properties on the reversibility and the linear response theory of Langevin dynamics

Fuente: arXiv
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Autores principales: Gao, Yuan, Liu, Jian-Guo, Liu, Zibu
Formato: Preprint
Publicado: 2024
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author Gao, Yuan
Liu, Jian-Guo
Liu, Zibu
author_facet Gao, Yuan
Liu, Jian-Guo
Liu, Zibu
contents Linear response theory is a fundamental framework studying the macroscopic response of a physical system to an external perturbation. This paper focuses on the rigorous mathematical justification of linear response theory for Langevin dynamics. We give some equivalent characterizations for reversible overdamped/underdamped Langevin dynamics, which is the unperturbed reference system. Then we clarify sufficient conditions for the smoothness and exponential convergence to the invariant measure for the overdamped case. We also clarify those sufficient conditions for the underdamped case, which corresponds to hypoellipticity and hypocoercivity. Based on these, the asymptotic dependence of the response function on the small perturbation is proved in both finite and infinite time horizons. As applications, Green-Kubo relations and linear response theory for a generalized Langevin dynamics are also proved in a rigorous fashion.
format Preprint
id arxiv_https___arxiv_org_abs_2408_13600
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Some properties on the reversibility and the linear response theory of Langevin dynamics
Gao, Yuan
Liu, Jian-Guo
Liu, Zibu
Analysis of PDEs
Probability
Linear response theory is a fundamental framework studying the macroscopic response of a physical system to an external perturbation. This paper focuses on the rigorous mathematical justification of linear response theory for Langevin dynamics. We give some equivalent characterizations for reversible overdamped/underdamped Langevin dynamics, which is the unperturbed reference system. Then we clarify sufficient conditions for the smoothness and exponential convergence to the invariant measure for the overdamped case. We also clarify those sufficient conditions for the underdamped case, which corresponds to hypoellipticity and hypocoercivity. Based on these, the asymptotic dependence of the response function on the small perturbation is proved in both finite and infinite time horizons. As applications, Green-Kubo relations and linear response theory for a generalized Langevin dynamics are also proved in a rigorous fashion.
title Some properties on the reversibility and the linear response theory of Langevin dynamics
topic Analysis of PDEs
Probability
url https://arxiv.org/abs/2408.13600