Optimal linear drift for the speed of convergence of an hypoelliptic   diffusion
  Among all generalized Ornstein-Uhlenbeck processes which sample the same invariant measure and for which the same amount of randomness (a $N$-dimensional Brownian motion) is injected in the system, we prove that the asymptotic rate of convergence is maximized by a non-reversible hypoelliptic one. 
Arnaud Guillin, Pierre Monmarch\'e
math.PR