A. Wan

activity

20072024

most citedThe multiplier method to construct conservative finite difference schemes for ordinary and partial differential equations

22 citations · 63 across the 12 of their papers we have counts for

collaborators

Showing 2022Show all

2 papers · 1 filter

math.NA2022★ 1 cited

Minimal $ℓ^{2}$ Norm Discrete Multiplier Method

Erick Schulz, Andy T. S. Wan

We introduce an extension to the Discrete Multiplier Method (DMM), called Minimal $ℓ_{2}$ Norm Discrete Multiplier Method (MN-DMM), where conservative finite difference schemes fo…

math.NA2022

Improving sampling efficacy on high dimensional distributions with thin high density regions using Conservative Hamiltonian Monte Carlo

Geoffrey McGregor, Andy T. S. Wan

Hamiltonian Monte Carlo is a prominent Markov Chain Monte Carlo algorithm, which employs symplectic integrators to sample from high dimensional target distributions in many applica…

Minimal ℓ2 Norm Discrete Multiplier Method

Improving sampling efficacy on high dimensional distributions with thin high density regions using Conservative Hamiltonian Monte Carlo

Minimal $ℓ^{2}$ Norm Discrete Multiplier Method