Algebraic conditions for stability in Runge-Kutta methods and their certification via semidefinite programming

Austin Juhl, David Shirokoff

Research output: Contribution to journalArticlepeer-review

Abstract

In this work, we present approaches to rigorously certify A- and A(α)-stability in Runge-Kutta methods through the solution of convex feasibility problems defined by linear matrix inequalities. We adopt two approaches. The first is based on sum-of-squares programming applied to the Runge-Kutta E-polynomial and is applicable to both A- and A(α)-stability. In the second, we sharpen the algebraic conditions for A-stability of Cooper, Scherer, Türke, and Wendler to incorporate the Runge-Kutta order conditions. We demonstrate how the theoretical improvement enables the practical use of these conditions for certification of A-stability within a computational framework. We then use both approaches to obtain rigorous certificates of stability for several diagonally implicit schemes devised in the literature.

Original languageEnglish (US)
Pages (from-to)136-155
Number of pages20
JournalApplied Numerical Mathematics
Volume207
DOIs
StatePublished - Jan 2025

All Science Journal Classification (ASJC) codes

  • Numerical Analysis
  • Computational Mathematics
  • Applied Mathematics

Keywords

  • A(α)-stability
  • A-stability
  • Algebraic characterization
  • Runge-Kutta
  • Semidefinite programming

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