ListarMAT_Articles por tema "Hamiltonian dynamics"

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    • openAccess   Numerical Integrators for the Hybrid Monte Carlo Method 

      Blanes, Sergio; Casas, Fernando; Sanz-Serna, JM Society for Industrial and Applied Mathematics (2014-05)
      We construct numerical integrators for Hamiltonian problems that may advantageously replace the standard Verlet time-stepper within Hybrid Monte Carlo and related simulations. Past attempts have often aimed at boosting the ...

    • openAccess   Split Hamiltonian Monte Carlo revisited 

      Casas, Fernando; Sanz-Serna, JM; Shaw, Luke Daniel Springer (2022)
      We study Hamiltonian Monte Carlo (HMC) samplers based on splitting the Hamiltonian H as H0(θ , p)+U1(θ ), where H0 is quadratic and U1 small. We show that, in general, such samplers suffer from stepsize stability restrictions ...