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Abstract Convergence to equilibrium of underdamped Langevin dynamics is studied under general assumptions on the potential U allowing for singularities. By modifying the direct approach to convergence in L 2 pioneered by Hérau and developed by Dolbeault et al , we show that the dynamics converges exponentially fast to equilibrium in the topologies L 2 (d μ ) and L 2 ( W * d μ ), where μ denotes the invariant probability measure and W * is a suitable Lyapunov weight. In both norms, we make precise how the exponential convergence rate depends on the friction parameter γ in Langevin dynamics, by providing a lower bound scaling as min( γ , γ −1 ). The results hold for usual polynomial-type potentials as well as potentials with singularities such as those arising from pairwise Lennard-Jones interactions between particles.more » « less
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We study stability of solutions for a randomly driven and degenerately damped version of the Lorenz ’63 model. Specifically, we prove that when damping is absent in one of the temperature components, the system possesses a unique invariant probability measure if and only if noise acts on the convection variable. On the other hand, if there is a positive growth term on the vertical temperature profile, we prove that there is no normalizable invariant state. Our approach relies on the derivation and analysis of nontrivial Lyapunov functions which ensure positive recurrence or null-recurrence/transience of the dynamics.more » « less
