Reverse Transportation and Harnack Inequalities for Underdamped Langevin in the Non-convex Setting

Abstract

We establish a dimension-free long-time reverse transportation, respectively Harnack inequality for the underdamped Langevin dynamics with non-convex potential. Specifically, we prove that for any two initial points $z,z^{\prime }$ and $P_t$ the underdamped Langevin semigroup, it holds \begin{equation} \mathrm{KL}(δ_z P_t|δ_{z'}P_t) \leq C\mathrm{e}^{-χt}|z-z'|(\mathcal{R}\vee|z-z'|) \end{equation} for all $t>\delta$ where $\delta >0$ is arbitrarily small and $C=C(\delta ),\mathcal{R},\chi >0$ are dimension free constants. In particular, our proof extends recent results which are restricted to either the convex underdamped or the non-convex but overdamped setting.