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We present fifth order Runge-Kutta-Nystr\"om methods, where we allow the timestep coefficients to assume complex values. Among the methods with complex timesteps, we focus on the ones with the coefficients that have positive real parts.…
A standard approach to solve ordinary differential equations, when they describe dynamical systems, is to adopt a Runge-Kutta or related scheme. Such schemes, however, are not applicable to the large class of equations which do not…
This paper presents two kinds of strategies to construct structure-preserving algorithms with homogeneous Neumann boundary conditions for the sine-Gordon equation, while most existing structure-preserving algorithms are only valid for zero…
In this paper we propose a novel parallel stochastic coordinate descent (SCD) algorithm with convergence guarantees that exhibits strong scalability. We start by studying a state-of-the-art parallel implementation of SCD and identify…
Super-time-stepping (STS) methods provide an attractive approach for enabling explicit time integration of parabolic operators, particularly in large-scale, higher-dimensional kinetic simulations where fully implicit schemes are…
The growing demands on GPU memory posed by the increasing number of neural network parameters call for training approaches that are more memory-efficient. Previous memory reduction training techniques, such as Low-Rank Adaptation (LoRA) and…
In this paper, we consider nonlinear optimization problems with a stochastic objective function and deterministic equality constraints. We propose an inexact two-stepsize stochastic sequential quadratic programming (SQP) algorithm and…
High order strong stability preserving (SSP) time discretizations are often needed to ensure the nonlinear (and sometimes non-inner-product) strong stability properties of spatial discretizations specially designed for the solution of…
In this work, we aim at constructing numerical schemes, that are as efficient as possible in terms of cost and conservation of invariants, for the Vlasov--Fokker--Planck system coupled with Poisson or Amp\`ere equation. Splitting methods…
In this paper, we are concerned with arbitrarily high-order momentum-preserving and energy-preserving schemes for solving the generalized Rosenau-type equation, respectively. The derivation of the momentum-preserving schemes is made within…
Stochastic approximation (SA) algorithms have been widely applied in minimization problems when the loss functions and/or the gradient information are only accessible through noisy evaluations. Stochastic gradient (SG) descent---a…
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 develop two new sets of stable, rank-adaptive Dynamically Orthogonal Runge-Kutta (DORK) schemes that capture the high-order curvature of the nonlinear low-rank manifold. The DORK schemes asymptotically approximate the truncated singular…
We propose an experimental study of adaptive time-stepping methods for efficient modeling of the aggregation-fragmentation kinetics. Precise modeling of this phenomena usually requires utilization of the large systems of nonlinear ordinary…
The class of stochastic Runge-Kutta methods for stochastic differential equations due to R\"o{\ss}ler is considered. Coefficient families of diagonally drift-implicit stochastic Runge-Kutta (DDISRK) methods of weak order one and two are…
The recently-introduced relaxation approach for Runge-Kutta methods can be used to enforce conservation of energy in the integration of Hamiltonian systems. We study the behavior of implicit and explicit relaxation Runge-Kutta methods in…
This paper investigates the competitiveness of semi-implicit Runge-Kutta (RK) and spectral deferred correction (SDC) time-integration methods up to order six for incompressible Navier-Stokes problems in conjunction with a high-order…
We compare the three main types of high-order one-step initial value solvers: extrapolation, spectral deferred correction, and embedded Runge--Kutta pairs. We consider orders four through twelve, including both serial and parallel…
The presented work addresses two-stage stochastic programs (2SPs), a broadly applicable model to capture optimization problems subject to uncertain parameters with adjustable decision variables. In case the adjustable or second-stage…
Memristor-based Spiking Neural Networks (SNNs) with temporal spike encoding enable ultra-low-energy computation, making them ideal for battery-powered intelligent devices. This paper presents a circuit-level memristive spiking neural…