Algebraic Conditions for Stability in Runge-Kutta Methods and Their Certification via Semidefinite Programming
Abstract
In this work, we present approaches to rigorously certify - and -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 -polynomial and is applicable to both - and -stability. In the second, we sharpen the algebraic conditions for -stability of Cooper, Scherer, T{\"u}rke, 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 -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.
Cite
@article{arxiv.2405.13921,
title = {Algebraic Conditions for Stability in Runge-Kutta Methods and Their Certification via Semidefinite Programming},
author = {Austin Juhl and David Shirokoff},
journal= {arXiv preprint arXiv:2405.13921},
year = {2024}
}
Comments
30 pages, 1 figure