Wasserstein bounds for invariant measures in the Smoluchowski-Kramers approximation with stable noise
Xinghu Jin, Wenxuan Tao
Source abstract
We study invariant position distributions in the Smoluchowski-Kramers approximation for Langevin equations driven by rotationally symmetric -stable noise, with . Under global Lipschitz continuity and dissipativity of the drift, we establish a Wasserstein-1 bound of order between the invariant position distribution of the underdamped system and the invariant distribution of its overdamped limit, where is the mass parameter. The proof combines a corrected-position test function with a regularized Stein equation. Cancellation of the transport and friction terms reduces the comparison to a first-moment estimate for the stationary velocity.
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