We study the convergence in total variation and $V$-norm of discretization schemes of the underdamped Langevin dynamics. Such algorithms are very popular and commonly used in molecular dynamics and computational statistics to approximatively sample from a target distribution of interest. We show first that, for a very large class of schemes, a minorization condition uniform in the stepsize holds. This class encompasses popular methods such as the Euler-Maruyama scheme and the schemes based on splitting strategies. Second, we provide mild conditions ensuring that the class of schemes that we consider satisfies a geometric Foster--Lyapunov drift condition, again uniform in the stepsize. This allows us to derive geometric convergence bounds, with a convergence rate scaling linearly with the stepsize. This kind of result is of prime interest to obtain estimates on norms of solutions to Poisson equations associated with a given numerical method.
翻译:我们研究了欠阻尼Langevin动力学离散化方案在总变分和$V$范数上的收敛性。这样的算法在分子动力学和计算统计学中非常流行,用于近似从感兴趣的目标分布中抽样。首先,我们证明了在一个非常大的方案类中,存在一种在步长上均匀成立的次小化条件。这个类包括了欧拉-马鲁雅马方案和基于拆分策略的方案等流行方法。其次,我们提供了一些温和的条件,确保我们考虑的方案类满足一个几何Foster-Lyapunov漂移条件,并且该条件也在步长上是均匀成立的。这使我们能够推导出几何收敛上界,其中收敛速率与步长成线性关系。这种结果对于获得与给定数字方法相关的Poisson方程解的范数估计非常重要。