L2 geometric ergodicity for the kinetic Langevin process with non-equilibrium steady states
Abstract
In non-equilibrium statistical physics models, the invariant measure μ of the process does not have an explicit density. In particular the adjoint L* in L2(μ) of the generator L is unknown and many classical techniques fail in this situation. An important progress has been made in [5] where functional inequalities are obtained for non-explicit steady states of kinetic equations under rather general conditions. However in [5] in the kinetic case the geometric ergodicity is only deduced from the functional inequalities for the case with conservative forces, corresponding to explicit steady states. In this note we obtain L2 convergence rates in the non-equilibrium case.
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