Extend exponential-integrator error bounds to splitting discretizations on manifolds
Establish discretization error bounds for two-stage splitting schemes for Langevin-type dynamics on manifolds (including kinetic Langevin on Lie groups) that are analogous to the existing exponential-integrator or geometric Euler–Maruyama bounds, thereby enabling rigorous nonasymptotic analyses of such structure-preserving discretizations.
References
How to expand the bound for numerical error for exponential integrator in their work to splitting discretization is still unclear.
Although we do not prove this directly, the sampler is indeed empirically first-order stationary with respect to the exact marginals themselves. For the comparison with Figure~\ref{fig:gmm1d}(c) we evaluate $\frac1T\int_0T(_t\,|\,q_t) t$ against the analytic scores along the frozen-score SDE interpolation of the scheme, the kinetic analog of eq:numerical-sde. Its gap to the exact-flow value decays like $O(h)$ (Figure~\ref{fig:gmm1d-app}(d)).