CS21: Stochastic Numerics on Manifolds

Organizer: Alexander Lewis (Georg-August-Universität Göttingen)

Kinetic Langevin equations on Lie groups with a geometric mechanics approach

Erwin Luesink

Kinetic Langevin equations are used for sampling from distributions and can employed in spaces with nontrivial curvature. On Lie groups, these equations can be solved with efficient numerical algorithms. In this talk, we discuss how the kinetic Langevin equations can be viewed within the framework of stochastic geometric mechanics. The benefit of doing so is that one obtains a physical interpretation as well as a multiplicative noise version of the kinetic Langevin equations.