Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions
Abstract
In this paper, we investigate the exponential ergodicity in a Wasserstein-type distance for a damping Hamiltonian dynamics with state-dependent and non-local collisions, which indeed is a special case of piecewise deterministic Markov processes while is very popular in numerous modelling situations including stochastic algorithms. The approach adopted in this work is based on a combination of the refined basic coupling and the refined reflection coupling for non-local operators. In a certain sense, the main result developed in the present paper is a continuation of the counterpart in BW2022 on exponential ergodicity of stochastic Hamiltonian systems with L\'evy noises and a complement of BA upon exponential ergodicity for Andersen dynamics with constant jump rate functions.
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