JESUS MARIA
SANZ SERNA
Investigador en el període 1982-2017
Universidad Carlos III de Madrid
Madrid, EspañaPublicacions en col·laboració amb investigadors/es de Universidad Carlos III de Madrid (27)
2024
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Adaptive multi-stage integration schemes for Hamiltonian Monte Carlo
Journal of Computational Physics, Vol. 502
2023
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A NEW OPTIMALITY PROPERTY OF STRANG'S SPLITTING
SIAM Journal on Numerical Analysis, Vol. 61, Núm. 3, pp. 1369-1385
2022
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Split Hamiltonian Monte Carlo revisited
Statistics and Computing, Vol. 32, Núm. 5
2021
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HMC: Reducing the number of rejections by not using leapfrog and some results on the acceptance rate
Journal of Computational Physics, Vol. 437
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The connections between lyapunov functions for some optimization algorithms and differential equations
SIAM Journal on Numerical Analysis, Vol. 59, Núm. 3, pp. 1542-1565
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Wasserstein distance estimates for the distributions of numerical approximations to ergodic stochastic differential equations
Journal of Machine Learning Research, Vol. 22
2020
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Contractivity of runge-kutta methods for convex gradient systems
SIAM Journal on Numerical Analysis, Vol. 58, Núm. 4, pp. 2079-2092
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High-order stroboscopic averaging methods for highly oscillatory delay problems
Applied Numerical Mathematics, Vol. 152, pp. 466-479
2019
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A stroboscopic averaging algorithm for highly oscillatory delay problems
IMA Journal of Numerical Analysis, Vol. 39, pp. 1110-1133
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La cuadratura gaussiana según Gauss
Gaceta de la Real Sociedad Matematica Española, Vol. 22, Núm. 1, pp. 101-116
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Word combinatorics for stochastic differential equations: Splitting integrators
Communications on Pure and Applied Analysis, Vol. 18, Núm. 4, pp. 2163-2195
2018
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Averaging and computing normal forms with word series algorithms
Springer Proceedings in Mathematics and Statistics (Springer New York LLC), pp. 115-137
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Bogdanov–Takens resonance in time-delayed systems
Nonlinear Dynamics, Vol. 91, Núm. 3, pp. 1939-1947
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Geometric integrators and the Hamiltonian Monte Carlo method
Acta Numerica, Vol. 27, pp. 113-206
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Hopf algebra techniques to handle dynamical systems and numerical integrators
Abel Symposia
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Multi-stage splitting integrators for sampling with modified Hamiltonian Monte Carlo methods
Journal of Computational Physics, Vol. 373, pp. 900-916
2017
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Adaptive Splitting Integrators for Enhancing Sampling Efficiency of Modified Hamiltonian Monte Carlo Methods in Molecular Simulation
Langmuir, Vol. 33, Núm. 42, pp. 11530-11542
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Erratum to: Higher-Order Averaging, Formal Series and Numerical Integration II: The Quasi-Periodic Case (2012), 12, 471–508, 10.1007/s10208-012-9118-8
Foundations of Computational Mathematics
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Palindromic 3-stage splitting integrators, a roadmap
Journal of Computational Physics, Vol. 346, pp. 340-355
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Randomized Hamiltonian Monte Carlo
Annals of Applied Probability, Vol. 27, Núm. 4, pp. 2159-2194