Related papers: Hybrid Symplectic Integrators for Planetary Dynami…
Hamiltonian Monte Carlo (HMC) is a powerful tool for Bayesian statistical inference due to its potential to rapidly explore high dimensional state space, avoiding the random walk behavior typical of many Markov Chain Monte Carlo samplers.…
In previous papers, explicit symplectic integrators were designed for nonrotating black holes, such as a Schwarzschild black hole. However, they fail to work in the Kerr spacetime because not all variables can be separable, or not all…
We propose to use the properties of the Lie algebra of the angular momentum to build symplectic integrators dedicated to the Hamiltonian of the free rigid body. By introducing a dependence of the coefficients of integrators on the moments…
Contour integration schemes are a valuable tool for the solution of difficult interior eigenvalue problems. However, the solution of many large linear systems with multiple right hand sides may prove a prohibitive computational expense. The…
Long-term stability studies of nonlinear Hamiltonian systems require symplectic integration algorithms which are both fast and accurate. In this paper, we study a symplectic integration method wherein the symplectic map representing the…
This paper surveys in detail the relations between numerical integration and the Hamiltonian (or hybrid) Monte Carlo method (HMC). Since the computational cost of HMC mainly lies in the numerical integrations, these should be performed as…
We propose a novel, flexible algorithm for combining together metaheuristicoptimizers for non-convex optimization problems. Our approach treatsthe constituent optimizers as a team of complex agents that communicateinformation amongst each…
In a previous paper, second- and fourth-order explicit symplectic integrators were designed for a Hamiltonian of the Schwarzschild black hole. Following this work, we continue to trace the possibility of the construction of explicit…
We propose explicit symplectic integrators of molecular dynamics (MD) algorithms for rigid-body molecules in the canonical and isothermal-isobaric ensembles. We also present a symplectic algorithm in the constant normal pressure and lateral…
Modified Hamiltonian Monte Carlo (MHMC) methods combine the ideas behind two popular sampling approaches: Hamiltonian Monte Carlo (HMC) and importance sampling. As in the HMC case, the bulk of the computational cost of MHMC algorithms lies…
It is well known that symplectic integrators lose their near energy preservation properties when variable step sizes are used. The most common approach to combine adaptive step sizes and symplectic integrators involves the Poincar\'e…
We present two novel applications of symmetries for mixed-integer linear programming. First we propose two variants of a new heuristic to improve the objective value of a feasible solution using symmetries. These heuristics can use either…
Symplectic integration of autonomous Hamiltonian systems is a well-known field of study in geometric numerical integration, but for non-autonomous systems the situation is less clear, since symplectic structure requires an even number of…
The difference variational bicomplex, which is the natural setting for systems of difference equations, is constructed and used to examine the geometric and algebraic properties of various systems. Exactness of the bicomplex gives a…
Most numerical integration algorithms are not designed specifically for Hamiltonian systems and do not respect their characteristic properties, which include the preservation of phase space volume with time. This can lead to spurious…
While symplectic integration methods based on operator splitting are well established in many branches of science, high order methods for Hamiltonian systems that split in more than two parts have not been studied in great detail. Here, we…
This paper deals with the numerical integration of Hamiltonian systems in which a stiff anharmonic potential causes highly oscillatory solution behavior with solution-dependent frequencies. The impulse method, which uses micro- and…
A universal family of Hamiltonians can be used to simulate any local Hamiltonian by encoding its full spectrum as the low-energy subspace of a Hamiltonian from the family. Many spin-lattice model Hamiltonians -- such as Heisenberg or XY…
We report a few sumerical tests comparing some newly defined energy-preserving integrators and symplectic methods, using either constant and variable stepsize.
In this paper, we are concerned with the construction and analysis of a new class of methods obtained as double jump compositions with complex coefficients and projection on the real axis. It is shown in particular that the new integrators…