English

Algebraic Conditions for Stability in Runge-Kutta Methods and Their Certification via Semidefinite Programming

Numerical Analysis 2024-05-24 v1 Numerical Analysis Optimization and Control

Abstract

In this work, we present approaches to rigorously certify AA- and A(α)A(\alpha)-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 EE-polynomial and is applicable to both AA- and A(α)A(\alpha)-stability. In the second, we sharpen the algebraic conditions for AA-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 AA-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.

Keywords

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

R2 v1 2026-06-28T16:36:11.960Z