4 papers · 1 filter
Stroboscopic averaging methods to study autoresonance and other problems with slowly varying forcing frequencies
M. P. Calvo, J. M. Sanz-Serna, Beibei Zhu
Autoresonance is a phenomenon of physical interest that may take place when a nonlinear oscillator is forced at a frequency that varies slowly. The stroboscopic averaging method (S…
Symmetrically processed splitting integrators for enhanced Hamiltonian Monte Carlo sampling
S. Blanes, M. P. Calvo, F. Casas +1
We construct integrators to be used in Hamiltonian (or Hybrid) Monte Carlo sampling. The new integrators are easily implementable and, for a given computational budget, may deliver…
The connections between Lyapunov functions for some optimization algorithms and differential equations
J. M. Sanz-Serna, Konstantinos C. Zygalakis
In this manuscript, we study the properties of a family of second-order differential equations with damping, its discretizations and their connections with accelerated optimization…
Contractivity of Runge-Kutta methods for convex gradient systems
J. M. Sanz-Serna, Konstantinos C. Zygalakis
We consider the application of Runge-Kutta (RK) methods to gradient systems , where, as in many optimization problems, is convex and (globall…