Weak approximation of kinetic SDEs: closing the criticality gap

Zimo Hao; Khoa Lê; Chengcheng Ling

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arXiv · 2602.18411

Weak approximation of kinetic SDEs: closing the criticality gap

Zimo Hao·Khoa Lê·Chengcheng Ling

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Abstract

We study the weak convergence of a generic tamed Euler-Maruyama scheme for kinetic stochastic differential equations (SDEs) with integrable drifts. We show that the marginal density of the considered scheme converges at rate 1/2 to the corresponding marginal density of the SDE. The convergence rate is independent from the criticality gap, which is new compared to previous results.

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Zimo Hao, Khoa Lê, Chengcheng Ling. 2026-02-20. Weak approximation of kinetic SDEs: closing the criticality gap. https://arxiv.org/abs/2602.18411

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