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In order to solve continuous-time optimal control problems, direct methods transcribe the infinite-dimensional problem to a nonlinear program (NLP) using numerical integration methods. In cases where the integration error can be manipulated…

Optimization and Control · Mathematics 2025-03-18 Jakob Harzer , Jochem De Schutter , Moritz Diehl

This paper contains an error analysis of two randomized explicit Runge-Kutta schemes for ordinary differential equations (ODEs) with time-irregular coefficient functions. In particular, the methods are applicable to ODEs of Carath\'eodory…

Numerical Analysis · Mathematics 2017-07-13 Raphael Kruse , Yue Wu

This paper is devoted to examining the stability of Runge-Kutta methods for solving nonlinear Volterra delay-integro-differential-algebraic equations (DIDAEs) with constant delay. Hybrid numerical schemes combining Runge-Kutta methods and…

Numerical Analysis · Mathematics 2025-08-19 Gehao Wang , Yuexin Yu

Cell collective migration plays a crucial role in a variety of physiological processes. In this work, we propose the Runge-Kutta random feature method to solve the nonlinear and strongly coupled multiphase flow problems of cells, in which…

Numerical Analysis · Mathematics 2024-12-10 Yangtao Deng , Qiaolin He

Many time-dependent differential equations are equipped with invariants. Preserving such invariants under discretization can be important, e.g., to improve the qualitative and quantitative properties of numerical solutions. Recently,…

Numerical Analysis · Mathematics 2023-11-27 Sebastian Bleecke , Hendrik Ranocha

We show that existing Runge-Kutta methods for ordinary differential equations (odes) can be modified to solve stochastic differential equations (sdes) with strong solutions provided that appropriate changes are made to the way stepsizes are…

Quantum Physics · Physics 2007-09-30 Joshua Wilkie , Murat Cetinbas

This work introduces (1) a technique that allows large language models (LLMs) to leverage user-provided code when solving programming tasks and (2) a method to iteratively generate modular sub-functions that can aid future code generation…

Machine Learning · Computer Science 2023-12-05 Patrick Hajali , Ignas Budvytis

The Butcher theory provides a powerful tool for analyzing order conditions of Runge-Kutta schemes for ordinary differential equations (ODEs); however, such a theory has not yet been well established for backward stochastic differential…

Numerical Analysis · Mathematics 2026-05-26 Shuixin Fang , Yue Qiu , Weidong Zhao

We present a method to construct a continuous extension (otherwise known as dense output) for a numerical routine in the special case of the numerical solution being a scalar-valued function exhibiting rapid oscillations. Such cases call…

Computational Physics · Physics 2020-07-13 F. J. Agocs , M. P. Hobson , W. J. Handley , A. N. Lasenby

This work proposes and analyzes a new class of numerical integrators for computing low-rank approximations to solutions of matrix differential equation. We combine an explicit Runge-Kutta method with repeated randomized low-rank…

Numerical Analysis · Mathematics 2024-09-11 Hei Yin Lam , Gianluca Ceruti , Daniel Kressner

This thesis proposes an advanced, generic and high-level code rewriting and analysis system in the Julia programming language, providing applied equality saturation in the presence of multiple dispatch and metaprogramming. We show how our…

Programming Languages · Computer Science 2022-02-08 Alessandro Cheli

When applied to stiff, linear differential equations with time-dependent forcing, Runge-Kutta methods can exhibit convergence rates lower than predicted by the classical order condition theory. Commonly, this order reduction phenomenon is…

Numerical Analysis · Mathematics 2022-02-15 Steven Roberts , Adrian Sandu

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…

Machine Learning · Computer Science 2021-11-01 Arno Solin , Ella Tamir , Prakhar Verma

A key challenge in formal verification, particularly in Model Checking, is ensuring the correctness of the verification tools. Erroneous results on complex models can be difficult to detect, yet a high level of confidence in the outcome is…

Formal Languages and Automata Theory · Computer Science 2025-03-07 Andrea Manini , Matteo Rossi , Pierluigi San Pietro

In this work, the hybrid intelligent computing method, which combines efficient Jaya algorithm with classical Runge-Kutta method is applied to solve the Falkner-Skan equations with various wedge angles, which is the fundamental equation for…

Numerical Analysis · Mathematics 2020-10-13 Hongwei Guo , Xiaoying Zhuang , Xiaoyu Meng , Timon Rabczuk

This paper introduces a novel framework for the solution of (large-scale) Lyapunov and Sylvester equations derived from numerical integration methods. Suitable systems of ordinary differential equations are introduced. Low-rank…

Numerical Analysis · Mathematics 2021-04-13 Christian Bertram , Heike Faßbender

The numerical solution of implicit and stiff differential equations by implicit numerical integrators has been largely investigated and there exist many excellent efficient codes available in the scientific community, as Radau5 (based on a…

Numerical Analysis · Mathematics 2025-06-27 Nicola Guglielmi , Ernst Hairer

Expression templates are a well-known set of techniques for improving the efficiency of operator overloading-based forward mode automatic differentiation schemes in the C++ programming language by translating the differentiation from…

Mathematical Software · Computer Science 2012-05-21 Eric Phipps , Roger Pawlowski

In this article, we discuss the numerical solution of Boolean polynomial programs by algorithms borrowing from numerical methods for differential equations, namely the Houbolt scheme, the Lie scheme, and a Runge-Kutta scheme. We first…

Optimization and Control · Mathematics 2022-04-27 Yi-Shuai Niu , Roland Glowinski

We approach the important challenge of code autocompletion as an open-domain task, in which a sequence-to-sequence code generator model is enhanced with the ability to attend to reference code snippets supplied by a semantic code search…

Information Retrieval · Computer Science 2021-04-14 Dawn Drain , Changran Hu , Chen Wu , Mikhail Breslav , Neel Sundaresan