Accelerating Langevin Dynamics with Weighted Laplacian Flow: Global Well-Posedness and Exponential Convergence

Ziyue Cai Tsinghua University Weiye Gan Tsinghua University Borui Miao Tsinghua University Zuoqiang Shi Tsinghua University

Analysis of PDEs Statistics Theory and Methods mathscidoc:2610.03001

2026.10
We study an accelerated Langevin equation in which the classical overdamped Langevin drift is supplemented by a nonlocal gradient velocity determined through a target-weighted Poisson equation. The target \(p\) is only assumed to be strictly positive and need not be normalized. Writing the dynamics in terms of \(\omega=\log(p/q)\) yields a coupled parabolic--elliptic system whose parabolic component contains the usual Langevin diffusion, whereas the elliptic component generates a global transport. The system is invariant under multiplication of \(p\) by a positive constant. On a bounded smooth domain with homogeneous Neumann boundary conditions, we establish global existence and uniqueness of classical solutions for strictly positive \(C^{2+\alpha}\) target weights and compatible \(C^{2+\alpha}\) initial data, with full \(\alpha\)-H\"older regularity up to the initial time. For long-time behavior, the oscillation of \(\omega\) decays at the explicit rate \(e^{-t}\). For normalized initial densities, the solution density converges exponentially to the normalized target. Moreover, an exact entropy-dissipation identity holds relative to the normalized target, in which the relative Fisher information and the Jeffreys divergence give the two dissipation mechanisms associated with the Langevin and weighted-Poisson components. In particular, KL divergence also converges to zero with rate $e^{-t}$ without a convexity assumption on the target.
Langevin dynamics, weighted Laplacian flow, parabolic-elliptic systems, global well-posedness, entropy dissipation, exponential convergence
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@inproceedings{ziyue2026accelerating,
  title={Accelerating Langevin Dynamics with Weighted Laplacian Flow: Global Well-Posedness and Exponential Convergence},
  author={Ziyue Cai, Weiye Gan, Borui Miao, and Zuoqiang Shi},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20261015101429311569789},
  year={2026},
}
Ziyue Cai, Weiye Gan, Borui Miao, and Zuoqiang Shi. Accelerating Langevin Dynamics with Weighted Laplacian Flow: Global Well-Posedness and Exponential Convergence. 2026. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20261015101429311569789.
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