Data-driven Efficient Solvers for Langevin Dynamics on Manifold in High Dimensions

Yuan Gao, Jian-Guo Liu, Nan Wu

We study the Langevin dynamics of a physical system with manifold structure $\mathcal{M}\subset {\mathbb{R}}^p$ based on collected sample points $\{\mathsf{x}_i\}_{i=1}^n \subset \mat…