Gradient-adjusted underdamped Langevin dynamics for sampling
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Hessian-driven damping dynamicsLangevin dynamicsNesterov's methodoptimal convergence rateprimal-dual damping dynamics
Dynamical systems in numerical analysis (37N30) Dynamical systems in optimization and economics (37N40) Monte Carlo methods (65C05) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Methods of reduced gradient type (90C52)
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