  Sampling logconcave functions arising in statistics and machine learning has
been a subject of intensive study. Recent developments include analyses for
Langevin dynamics and Hamiltonian Monte Carlo (HMC). While both approaches have
dimension-independent bounds for the underlying $\mathit{continuous}$ processes
under sufficiently strong smoothness conditions, the resulting discrete
algorithms have complexity and number of function evaluations growing with the
dimension. Motivated by this problem, in this paper, we give a general
algorithm for solving multivariate ordinary differential equations whose
solution is close to the span of a known basis of functions (e.g., polynomials
or piecewise polynomials). The resulting algorithm has polylogarithmic depth
and essentially tight runtime - it is nearly linear in the size of the
representation of the solution.
  We apply this to the sampling problem to obtain a nearly linear
implementation of HMC for a broad class of smooth, strongly logconcave
densities, with the number of iterations (parallel depth) and gradient
evaluations being $\mathit{polylogarithmic}$ in the dimension (rather than
polynomial as in previous work). This class includes the widely-used loss
function for logistic regression with incoherent weight matrices and has been
subject of much study recently. We also give a faster algorithm with $
\mathit{polylogarithmic~depth}$ for the more general and standard class of
strongly convex functions with Lipschitz gradient. These results are based on
(1) an improved contraction bound for the exact HMC process and (2) logarithmic
bounds on the degree of polynomials that approximate solutions of the
differential equations arising in implementing HMC.
