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20102026
most citedRandomized Hamiltonian Monte Carlo

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

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Showing 2017Show all

5 papers · 1 filter

math.PR2017★ 89 cited

Geometric integrators and the Hamiltonian Monte Carlo method

Nawaf Bou-Rabee, Jesús María Sanz-Serna

This paper surveys in detail the relations between numerical integration and the Hamiltonian (or hybrid) Monte Carlo method (HMC). Since the computational cost of HMC mainly lies i…

nlin.CD2017★ 1 cited

Bogdanov-Takens resonance in time-delayed systems

Mattia Coccolo, BeiBei Zhu, Miguel A. F. Sanjuán +1

We analyze the oscillatory dynamics of a time-delayed dynamical system subjected to a periodic external forcing. We show that, for certain values of the delay, the response can be…

math.NA2017★ 20 cited

Palindromic 3-stage splitting integrators, a roadmap

Cédric M. Campos, J. M. Sanz-Serna

The implementation of multi-stage splitting integrators is essentially the same as the implementation of the familiar Strang/Verlet method. Therefore multi-stage formulas may be ea…

math.NA2017

A stroboscopic averaging algorithm for highly oscillatory delay problems

J. M. Sanz-Serna, Beibei Zhu

We propose and analyze a heterogenous multiscale method for the efficient integration of constant-delay differential equations subject to fast periodic forcing. The stroboscopic av…

math.DS2017★ 5 cited

Hopf algebra techniques to handle dynamical systems and numerical integrators

A. Murua, J. M. Sanz-Serna

In a series of papers the present authors and their coworkers have developed a family of algebraic techniques to solve a number of problems in the theory of discrete or continuous…