10-26【鲍建海】腾讯会议 随机分析系列报告

发布者:卢珊珊发布时间:2022-10-25浏览次数:102



报告题目:Exponential ergodicity for damping Hamiltonian dynamics with state-dependent and non-local collisions


报告人:鲍建海 教授, 天津大学


报告时间:10月26日 周三 下午 15:00-16:00


地点:腾讯会议:658-418-690  没有密码


摘要:

In this talk, we investigate the exponential ergodicity in a Wasserstein-type distance for a damping Hamiltonian dynamics with state-dependent and non-local collisions, which indeed is a special case of piecewise deterministic Markov processes that is very popular in numerous modelling situations including stochastic algorithms. The approach adopted in this work is based on a combination of the refined basic coupling and the refined reflection coupling for non-local operators. In a certain sense, the main result developed in the present paper is a continuation of the counterpart in Bao and Wang (2022) on exponential ergodicity of stochastic Hamiltonian systems with Lévy noises and a complement of Bou-Rabee and Eberle (2022) upon exponential ergodicity for Andersen dynamics with constant jump rate functions. This is a joint work with Jian Wang


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