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Ordinary and stochastic differential equations (ODEs and SDEs) are widely used to model continuous-time processes across various scientific fields. While ODEs offer interpretability and simplicity, SDEs incorporate randomness, providing…
We discover restrained numerical instabilities in current training practices of deep networks with stochastic gradient descent (SGD), and its variants. We show numerical error (on the order of the smallest floating point bit and thus the…
Recently, a stability theory has been developed to study the linear stability of modified Patankar--Runge--Kutta (MPRK) schemes. This stability theory provides sufficient conditions for a fixed point of an MPRK scheme to be stable as well…
The main objective of this series of papers is to explore the entire landscape of numerical methods for fast nonlinear Fourier transformation (NFT) within the class of integrators known as the exponential integrators. In this paper, we…
We present a perturbation method for determining the moment stability of linear ordinary differential equations with parametric forcing by colored noise. In particular, the forcing arises from passing white noise through an $n$th order…
Modified Patankar-Runge-Kutta (MPRK) methods preserve the positivity as well as conservativity of a production-destruction system (PDS) of ordinary differential equations for all time step sizes. As a result, higher order MPRK schemes do…
We develop error-control based time integration algorithms for compressible fluid dynamics (CFD) applications and show that they are efficient and robust in both the accuracy-limited and stability-limited regime. Focusing on discontinuous…
We give a development of the ODE method for the analysis of recursive algorithms described by a stochastic recursion. With variability modelled via an underlying Markov process, and under general assumptions, the following results are…
Phenomena in chemistry, biology and neuroscience are often modelled using ordinary differential equations (ODEs) in which the right-hand-side is comprised of terms which correspond to individual 'processes' or 'fluxes'. Frequently, these…
We generalize the theory of underlying one-step methods to strictly stable general linear methods (GLMs) solving nonautonomous ordinary differential equations (ODEs) that satisfy a global Lipschitz condition. We combine this theory with the…
Motivated by studies on fully discrete numerical schemes for linear hyperbolic conservation laws, we present a framework on analyzing the strong stability of explicit Runge-Kutta (RK) time discretizations for semi-negative autonomous linear…
In this paper, we extend the Paired-Explicit Runge-Kutta schemes by Vermeire et. al. to fourth-order of consistency. Based on the order conditions for partitioned Runge-Kutta methods we motivate a specific form of the Butcher arrays which…
We have shown previously that functionally fitted Runge-Kutta (FRK) methods can be studied using a convenient collocation framework. Here, we extend that framework to functionally fitted Runge-Kutta-Nystr\"om (FRKN) methods, shedding…
We present an approach for the efficient implementation of self-adjusting multi-rate Runge-Kutta methods and we introduce a novel stability analysis, that covers the multi-rate extensions of all standard Runge-Kutta methods and allows to…
We examine the non-linear stability of the Wisdom-Holman (WH) mapping applied to the integration of perturbed, highly eccentric two-body orbits. We find that the method is unstable and introduces artificial chaos into the computed…
In this paper, we construct explicit nonstandard Runge-Kutta (ENRK) methods which have higher accuracy order and preserve two important properties of autonomous dynamical systems, namely, the positivity and linear stability. These methods…
Explicit Runge--Kutta (RK) methods are susceptible to a reduction in the observed order of convergence when applied to initial-boundary value problem with time-dependent boundary conditions. We study conditions on explicit RK methods that…
We present a method for quantifying pulse-shape instability in a train of pulses using multi-shot Second-Harmonic-Generation Frequency-Resolved Optical Gating (SHG FROG). All versions of multi-shot FROG have previously shown the ability to…
The analytic form of a new class of factorized Runge-Kutta-Chebyshev (FRKC) stability polynomials of arbitrary order $N$ is presented. Roots of FRKC stability polynomials of degree $L=MN$ are used to construct explicit schemes comprising…
A mathematical model describing the initial stage of the capture of oscillatory systems into autoresonance under the action of slowly varying pumping is considered. Solutions with an infinitely growing amplitude are associated with the…