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We propose a technique for investigating stability properties like positivity and forward invariance of an interval for method-of-lines discretizations, and apply the technique to study positivity preservation for a class of TVD…

Mixed-precision algorithms combine low- and high-precision computations in order to benefit from the performance gains of reduced-precision without sacrificing accuracy. In this work, we design mixed-precision Runge-Kutta-Chebyshev (RKC)…

This paper investigates the energy conservation properties of explicit Runge--Kutta (RK) time discretizations for autonomous skew-symmetric systems. For linear problems, we present a general framework for constructing RK methods in which…

This paper introduces the Runge-Kutta Chebyshev descent method (RKCD) for strongly convex optimisation problems. This new algorithm is based on explicit stabilised integrators for stiff differential equations, a powerful class of numerical…

The Deferred Correction (DeC) is an iterative procedure, characterized by increasing accuracy at each iteration, which can be used to design numerical methods for systems of ODEs. The main advantage of such framework is the automatic way of…

The infinite Projected Entangled Pair States (iPEPS) algorithm [J. Jordan et al, PRL 101, 250602 (2008)] has become a useful tool in the calculation of ground state properties of 2d quantum lattice systems in the thermodynamic limit.…

This paper extends deterministic notions of Strong Stability Preservation (SSP) to the stochastic setting, enabling nonlinearly stable numerical solutions to stochastic differential equations (SDEs) and stochastic partial differential…

Spectral Deferred Correction (SDC) is an iterative method for the numerical solution of ordinary differential equations. It works by refining the numerical solution for an initial value problem by approximately solving differential…

Machine learned partial differential equation (PDE) solvers trade the reliability of standard numerical methods for potential gains in accuracy and/or speed. The only way for a solver to guarantee that it outputs the exact solution is to…

This paper is concerned with the theory, construction and application of variable-stepsize implicit Peer two-step methods that are super-convergent for variable stepsizes, i.e., preserve their classical order achieved for uniform stepsizes…

This work gives the asymptotic error distribution of the stochastic Runge--Kutta (SRK) method of strong order $1$ applied to Stratonovich-type stochastic differential equations. For dealing with the implicitness introduced in the diffusion…

In this paper we consider time-dependent PDEs discretized by a special class of Physics Informed Neural Networks whose design is based on the framework of Runge--Kutta and related time-Galerkin discretizations. The primary motivation for…

We propose a new method that extends conservative explicit multirate methods to implicit explicit-multirate methods. We develop extensions of order one and two with different stability properties on the implicit side. The method is suitable…

Simulation-based techniques such as variants of stochastic Runge-Kutta are the de facto approach for inference with stochastic differential equations (SDEs) in machine learning. These methods are general-purpose and used with parametric and…

This paper develops validated computational methods for studying infinite dimensional stable manifolds at equilibrium solutions of parabolic PDEs, synthesizing disparate errors resulting from numerical approximation. To construct our…

We propose a new randomized algorithm for solving L2-regularized least-squares problems based on sketching. We consider two of the most popular random embeddings, namely, Gaussian embeddings and the Subsampled Randomized Hadamard Transform…

Personalized intervention strategies, in particular those that modify treatment based on a participant's own response, are a core component of precision medicine approaches. Sequential Multiple Assignment Randomized Trials (SMARTs) are…

This paper explores the problem of selecting sensor nodes for a general class of nonlinear dynamical networks. In particular, we study the problem by utilizing altered definitions of observability and open-loop lifted observers. The…

This paper investigates the mean square exponential stabilization problem for a class of coupled PDE-ODE systems with Markov jump parameters. The considered system consists of multiple coupled hyperbolic PDEs and a finite-dimensional ODE,…

It is well known that symplectic Runge-Kutta and Partitioned Runge-Kutta methods exactly preserve {\em quadratic} first integrals (invariants of motion) of the system being integrated. While this property is often seen as a mere curiosity…