Convergence of non-reversible Markov processes via lifting and flow Poincar{é} inequality
Abstract: We propose a general approach for quantitative convergence analysis of non-reversible Markov processes, based on the concept of second-order lifts and a variational approach to hypocoercivity. To this end, we introduce the flow Poincar{\'e} inequality, a space-time Poincar{\'e} inequality along trajectories of the semigroup, and a general divergence lemma based only on the Dirichlet form of an underlying reversible diffusion. We demonstrate the versatility of our approach by applying it to a pair of run-and-tumble particles with jamming, a model from non-equilibrium statistical mechanics, and several piecewise deterministic Markov processes used in sampling applications, in particular including general stochastic jump kernels.
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