The bridges of the Langevin dynamics

05.05.2017, 10.15 - 11.45  –  Haus 9 Raum 0.13
Forschungsseminar Wahrscheinlichkeitstheorie

Giovanni Conforti (Lille)

The Langevin dynamics is a simple stochastic model for molecular dynamics. Its behavior is well understood and a very accurate description of its long time behavior can be obtained under the assumption that the underlying potential is convex. In this talk we are interested in the behavior of the bridges of the Langevin dynamics. We shall see that the convexity of the potential is not anymore the key factor in the analysis, but is rather the convexity of the so called reciprocal characteristic. To justify this, we show that the convexity of the reciprocal characteristic allows to construct a useful coupling between bridges with different starts and ends.