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arXiv · 2611.01187

Lyapunov functions for the Langevin equation with dissipative damping

Barkat Mian·Hung D. Nguyen
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Abstract

We study the well-posedness and the large time stability of the Langevin equation in the presence of potentials and dissipative damping together with additive white noise. While the confining potential is assumed to be smooth, the nonlinear damping is allowed to have either polynomial growth or singular behaviors. We construct novel Lyapunov functions and determine the corresponding parameter regimes that lead to global well-posedness or finite-time explosion. These Lyapunov functions also allow for deriving quantitative mixing rates toward equilibrium. Our results extend existing ergodic theory established for the instance of nonlinear damping satisfying suitable integrability conditions.

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Barkat Mian, Hung D. Nguyen. 2026-10-31. Lyapunov functions for the Langevin equation with dissipative damping. https://arxiv.org/abs/2611.01187

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