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math.NA2023
Runge-Kutta methods are stable
Eitan Tadmor
We prove that Runge-Kutta (RK) methods for numerical integration of arbitrarily large systems of Ordinary Differential Equations are linearly stable. Standard stability arguments -…
math.OC2023
Swarm-based optimization with random descent
Eitan Tadmor, Anil Zenginoglu
We extend our study of the swarm-based gradient descent method for non-convex optimization, [Lu, Tadmor & Zenginoglu, arXiv:2211.17157], to allow random descent directions. We reca…