Speaker: Qi Feng (Florida State University)
In this talk, I will discuss long-time dynamical behaviors of Langevin dynamics, including Langevin dynamics on Lie groups and mean-field underdamped Langevin dynamics. We provide unified Hessian matrix conditions for different drift and diffusion coefficients. This matrix condition is derived from the dissipation of a selected Lyapunov functional, namely the auxiliary Fisher information functional. We verify the proposed matrix conditions in various examples. I will also talk about the application in distribution sampling and optimization. This talk is based on several joint works with Erhan Bayraktar and Wuchen Li.
Time: September 29, 2023 3:40pm-4:40pm
Location: LeConte 440
Host: Wuchen Li