activity
20102026
most citedRandomized Hamiltonian Monte Carlo

94 citations · 364 across the 34 of their papers we have counts for

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Showing 2015Show all

7 papers · 1 filter

math.DS2015

Averaging and computing normal forms with word series algorithms

A. Murua, J. M. Sanz-Serna

In the first part of the present work we consider periodically or quasiperiodically forced systems of the form , where , is a nonres…

math.NA2015★ 28 cited

Adaptive multi-stage integrators for optimal energy conservation in molecular simulations

Mario Fernández-Pendás, Elena Akhmatskaya, J. M. Sanz-Serna

We introduce a new Adaptive Integration Approach (AIA) to be used in a wide range of molecular simulations. Given a simulation problem and a step size, the method automatically cho…

math.DS2015★ 2 cited

Computing normal forms and formal invariants of dynamical systems by means of word series

A. Murua, J. M. Sanz-Serna

We show how to use extended word series in the reduction of continuous and discrete dynamical systems to normal form and in the computation of formal invariants of motion in Hamilt…

math.PR2015★ 94 cited

Randomized Hamiltonian Monte Carlo

Nawaf Bou-Rabee, Jesus Maria Sanz-Serna

Tuning the durations of the Hamiltonian flow in Hamiltonian Monte Carlo (also called Hybrid Monte Carlo) (HMC) involves a tradeoff between computational cost and sampling quality,…

math.NA2015★ 3 cited

Formal series and numerical integrators: some history and some new techniques

Jesus Maria Sanz-Serna, Ander Murua

This paper provides a brief history of B-series and the associated Butcher group and presents the new theory of word series and extended word series. B-series (Hairer and Wanner 19…

math.NA2015

Symplectic Runge-Kutta schemes for adjoint equations, automatic differentiation, optimal control and more

J. M. Sanz-Serna

It is well known that symplectic Runge-Kutta and Partitioned Runge-Kutta methods exactly preserve {\em quadratic} first integrals (invariants of motion) of the system being integra…

math.NA2015★ 3 cited

Word series for dynamical systems and their numerical integrators

Ander Murua, J. M. Sanz-Serna

We study word series and extended word series, classes of formal series for the analysis of some dynamical systems and their discretizations. These series are similar to but more c…