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math.PR2021
Overdamped limit at stationarity for non-equilibrium Langevin diffusions
Pierre Monmarché, Mouad Ramil
In this note, we establish that the stationary distribution of a possibly non-equilibrium Langevin diffusion converges, as the damping parameter goes to infinity (or equivalently i…
math.PR2021
Quasi-stationary distribution for the Langevin process in cylindrical domains, part II: overdamped limit
Mouad Ramil
Consider the Langevin process, described by a vector (positions and momenta) in . Let be a open bounded and connected…
math.PR2021
Quasi-stationary distribution for the Langevin process in cylindrical domains, part I: existence, uniqueness and long-time convergence
Tony Lelièvre, Mouad Ramil, Julien Reygner
Consider the Langevin process, described by a vector (position,momentum) in . Let be a open bounded and connected set…