Convergence behaviour of unadjusted kinetic Langevin samplerOberseminar Stochastics

by Joscha Henheik (Institute of Science and Technology Austria)

Thursday Dec 18, 2025, 4:30 PM → 5:30 PM Europe/Berlin

Endenicher Allee 60/1-016 - Lipschitzsaal (Mathezentrum)

In this talk, we study sampling from a probability density minimizing a given
free energy by using unadjusted kinetic Langevin samplers applied to interacting particle systems.
We show quantitative convergence estimates in relative entropy and L1-Wasserstein distance for second-order splitting schemes using two different
approaches. In both regimes three sources of errors arise, the number of par-
ticles, the discretization step size and the length of the trajectory. Using a cou-
pling construction the L1-Wasserstein bounds hold for small Lipschitz contin-
uous interaction forces and do not require strong convex confining potentials
but include also multi-well potentials. Through a Lyapunov-based analysis the
bounds on relative entropy are obtained under general conditions (regularity,
moments, log-Sobolev inequality), for which we then provide tractable conditions.
The talk is based on joint work with Pierre Monmarché (arXiv:2412.03560)
and Peter A. Whalley (arXiv:2405.09992).

https://wt.iam.uni-bonn.de/fileadmin/WT/Inhalt/oberseminar/2025_12_18_Katharina_Schuh.pdf