94 citations · 364 across the 34 of their papers we have counts for
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High-order stroboscopic averaging methods for highly oscillatory delay problems
M. P. Calvo, J. M. Sanz-Serna, Beibei Zhu
We introduce and analyze a family of heterogeneous multiscale methods for the numerical integration of highly oscillatory systems of delay differential equations with constant dela…
Multi-stage splitting integrators for sampling with modified Hamiltonian Monte Carlo methods
Tijana Radivojević, Mario Fernández-Pendás, Jesús María Sanz-Serna +1
Modified Hamiltonian Monte Carlo (MHMC) methods combine the ideas behind two popular sampling approaches: Hamiltonian Monte Carlo (HMC) and importance sampling. As in the HMC case,…
Word combinatorics for stochastic differential equations: splitting integrators
A. Alamo, J. M. Sanz-Serna
We present an analysis based on word combinatorics of splitting integrators for Ito or Stratonovich systems of stochastic differential equations. In particular we present a techniq…