[Edit: Go read Rinzwinds post... It says all you need to know about this particular issue.]
They do just fine? I have two Ryzens. A Ryzen 7 1700 as a workstation, and a Ryzen 3 2200G as a SteamBox. Both run Debian/Buster and there are no problems. First Gen Ryzens did have a lockup problem, which could be fixed by enabling a certain BIOS/uEFI option. However, it didn't manifest in the logs: the machine would just freeze. Even that seems to have been fixed in newer kernels.
Now, you have to realize that using a Ryzen is "bleeding edge": it's why I used Debian/Buster, which was the "testing" branch when I installed these machines. When you go bleeding edge technology, you nearly always need to get distributions featuring the latest kernels.
However, I do not think that is the problem here. The latest Ubuntu comes with a Linux 5.0 kernel. My Debian/Buster machines "only" have a Kernel 4.19. So, I'm running an older kernel than what is current in Ubuntu. Now, you might have stumbled upon a kernel bug, but that is quite unlikely. Not impossible, unlikely.
Maybe there is a different problem with that CPU? It may be damaged? Not enough heatpaste and cooling? Have you checked the integrity of your RAM? Is the powersupply strong enough? So many potential problem sources.