Related papers: Speeding up HMC with better integrators

In this paper, explicit stable integrators based on symplectic and contact geometries are proposed for a non-autonomous ordinarily differential equation (ODE) found in improving convergence rate of Nesterov's accelerated gradient method.…

We consider Arnoldi like processes to obtain symplectic subspaces for Hamiltonian systems. Large systems are locally approximated by ones living in low dimensional subspaces; we especially consider Krylov subspaces and some extensions. This…

In this paper we propose and investigate a general approach to constructing local energy-preserving algorithms which can be of arbitrarily high order in time for solving Hamiltonian PDEs. This approach is based on the temporal…

Hamiltonian integration methods for the Vlasov-Maxwell equations are developed by a Hamiltonian splitting technique. The Hamiltonian functional is split into five parts, i.e., the electrical energy, the magnetic energy, and the kinetic…

In this paper we design discrete port-Hamiltonian systems systematically in two different ways, by applying discrete gradient methods and splitting methods respectively. The discrete port-Hamiltonian systems we get satisfy a discrete notion…

An interesting family of geometric integrators for Lagrangian systems can be defined using discretizations of the Hamilton's principle of critical action. This family of geometric integrators is called variational integrators. In this…

Hamiltonian simulation is a key workload in quantum computing, enabling the study of complex quantum systems and serving as a critical tool for classical verification of quantum devices. However, it is computationally challenging because…

This work presents a novel formulation and numerical strategy for the simulation of geometrically nonlinear structures. First, a non-canonical Hamiltonian (Poisson) formulation is introduced by including the dynamics of the stress tensor.…

Polynomial approximations to the inverse of the fermion matrix are used to filter the dynamics of the upper energy scales in HMC simulations. The use of a multiple time-scale integration scheme allows the filtered pseudofermions to be…

Reduced basis methods are popular for approximately solving large and complex systems of differential equations. However, conventional reduced basis methods do not generally preserve conservation laws and symmetries of the full order model.…

We propose a splitting Hamiltonian Monte Carlo (SHMC) algorithm, which can be computationally efficient when combined with the random mini-batch strategy. By splitting the potential energy into numerically nonstiff and stiff parts, one…

We describe a parallel hybrid symplectic integrator for planetary system integration that runs on a graphics processing unit (GPU). The integrator identifies close approaches between particles and switches from symplectic to Hermite…

We propose a variational symplectic numerical method for the time integration of dynamical systems issued from the least action principle. We assume a quadratic internal interpolation of the state and we approximate the action in a small…

Hamiltonian Monte Carlo (HMC) samples efficiently from high-dimensional posterior distributions with proposed parameter draws obtained by iterating on a discretized version of the Hamiltonian dynamics. The iterations make HMC…

Symplectic tracking of beam particles using point magnets is achieved using a reference orbit made of circular arcs and straight lines that join smoothly with each other. For this choice of the reference orbit, results are given for the…

We here investigate the efficient implementation of the energy-conserving methods named Hamiltonian Boundary Value Methods (HBVMs) recently introduced for the numerical solution of Hamiltonian problems. In this note, we describe an…

We follow up on our previous works which presented a possible approach for deriving symplectic schemes for a certain class of highly oscillatory Hamiltonian systems. The approach considers the Hamilton-Jacobi form of the equations of…

This paper presents a method for learning Hamiltonian dynamics from a limited set of data points. The Hamiltonian vector field is found by regularized optimization over a reproducing kernel Hilbert space of vector fields that are inherently…

It is well established that lattice artifacts can be suppressed substantially by the use of SU(3)-projected smeared links in the fermion action. An example is the Highly Improved Staggered Quark action where the ASQ-like effective links are…

Symplectic integrators with long-term preservation of integrals of motion are introduced for the guiding-center model of plasma particles in toroidal magnetic fields of general topology. An efficient transformation to canonical coordinates…