Quasi-stationary distribution for the Langevin process in cylindrical domains, part II: overdamped limit

Abstract

Consider the Langevin process, described by a vector (positions and momenta) in ${\mathbb{R}}^d\times {\mathbb{R}}^d$. Let $\mathcal{O}$ be a ${\mathcal{C}}^2$ open bounded and connected set of ${\mathbb{R}}^d$. Recent works showed the existence of a unique quasi-stationary distribution (QSD) of the Langevin process on the domain $D:=\mathcal{O}\times {\mathbb{R}}^d$. In this article, we study the overdamped limit of this QSD, i.e. when the friction coefficient goes to infinity. In particular, we show that the marginal law in position of the overdamped limit is the QSD of the overdamped Langevin process on the domain $\mathcal{O}$.

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