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Description: |
In this talk, we present the convergence behavior for some non-gradient degenerate stochastic differential equations towards their invariant distributions in this talk. Our method extends the connection between Gamma calculus and Hessian operators in the L^2-Wasserstein space. In detail, we apply Lyapunov methods in the space of probabilities, where the Lyapunov functional is chosen as the relative Fisher information. We derive the Fisher information induced Gamma calculus to handle non-gradient drift vector fields. Several examples are provided for non-reversible Langevin dynamics, sub-Riemannian diffusion process, and variable-dependent underdamped Langevin dynamics.
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Date: |
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| Start Time: |
14:30 |
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Speaker: |
Wuchen Li (Univ. South Carolina, USA)
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Institution: |
Univ. South Carolina, USA
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Place: |
https://videoconf-colibri.zoom.us/j/89435098969?pwd=YVpzbUNvY3hYMlV5LzlSZ0Z6VytuQT09
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| Research Groups: |
-Analysis
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See more:
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