Space-Time Log-Sobolev Inequality and Hypocoercive Hypercontractivity for Underdamped Langevin Dynamics
Abstract
We study hypercontractivity for underdamped Langevin dynamics with a convex confining potential whose spatial Gibbs marginal satisfies a logarithmic Sobolev inequality (LSI). Unlike in the overdamped case, the noise acts only on the velocity variable, so the usual LSI-based argument does not apply. Nevertheless, under an additional tame Hessian-growth assumption on the potential, we prove that, when the spatial LSI constant is $\rho$ and the friction parameter is of order $\sqrt{\rho}$, the semigroup satisfies a Gross-type $L^p$-to-$L^q$ estimate in which the integrability exponent grows exponentially on the kinetic time scale $t \sim \rho^{-1/2}$.
The central ingredient, of independent interest, is a space-time LSI, valid for controlled kinetic paths of finite action, which quantifies how dissipation in the velocity variable is transferred to the position variable. We derive it from a controlled version of the hypocoercive entropy-decay estimate, and we then restore the Gross hypercontractivity mechanism through a duality argument built on a non-reversible forward/backward interpolation of the underdamped Langevin semigroup. As a corollary, Rényi divergences of every order decay exponentially at the sharp hypocoercive rate $\mathcal{O}(\sqrt{\rho})$.
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