Hypocoercivity in metastable settings and kinetic simulated annealing

• 成果类型: Article
• 署名作者: Monmarche, Pierre
• 署名单位: Institut Polytechnique de Paris; Ecole Nationale des Ponts et Chaussees; Inria; Universite Gustave-Eiffel
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-018-0828-y
• 发表日期: 2018
• 页码: 1215-1248
• 关键词: convergence; DIFFUSIONS

摘要

Combining classical arguments for the analysis of the simulated annealing algorithm with the more recent hypocoercive method of distorted entropy, we prove the convergence for large time of the kinetic Langevin annealing with logarithmic cooling schedule.