Weighted Laplacian Flow: A Deterministic Particle Flow with Exponential Convergence

Abstract

We introduce weighted Laplacian flow (WLF), a deterministic particle-flow framework for sampling from a target distribution known only up to normalization. The proposed method evolves the logarithmic density ratio through a transport equation and determines the particle velocity from a target-weighted Poisson problem, resulting in a nonlocal and kernel-free mechanism for redistributing mass. For bounded smooth domains, we establish global well-posedness of the flow for Lipschitz initial data and prove that the flow contracts the discrepancy between the evolving and target densities at an exact exponential rate in terms of the oscillation of the log-density ratio, as well as in the associated projective metric. The relative entropy also satisfies a precise dissipation relation involving the two directional Kullback--Leibler divergences. In addition, we identify a variational interpretation of WLF. The method can be viewed as a gradient flow of the reverse Kullback--Leibler divergence under a target-anchored metric. Consequently, the method achieves an explicit relaxation scale without requiring log-concavity or spectral-gap assumptions on the target distribution. Numerical experiments on multimodal, heavy-tailed, and high-dimensional targets demonstrate the effectiveness of the proposed approach in capturing long-range mass transport.