Nawaf Bou-Rabee

Provable Non-Acceleration of Standard Strang Splittings of Kinetic Langevin Dynamics

The OBABO and BAOAB schemes and the other standard Strang splittings of kinetic (underdamped) Langevin dynamics are widely used Markov chain Monte Carlo algorithms. Under a suitable friction scaling, the underlying diffusion relaxes on a ballistic time scale, suggesting that these discretizations, suitably tuned, sampl...