Randomized Runge-Kutta-Nyström Methods for Unadjusted Hamiltonian and Kinetic Langevin Monte Carlo

Nawaf Bou-Rabee, Tore Selland Kleppe

We introduce $5/2$- and $7/2$-order $L^2$-accurate randomized Runge-Kutta-Nyström methods, tailored for approximating Hamiltonian flows within non-reversible Markov chain Monte Car…