Runge-Kutta 方法稳定性的代数条件及其通过半有限编程的认证

Austin Juhl, David Shirokoff
{"title":"Runge-Kutta 方法稳定性的代数条件及其通过半有限编程的认证","authors":"Austin Juhl, David Shirokoff","doi":"arxiv-2405.13921","DOIUrl":null,"url":null,"abstract":"In this work, we present approaches to rigorously certify $A$- and\n$A(\\alpha)$-stability in Runge-Kutta methods through the solution of convex\nfeasibility problems defined by linear matrix inequalities. We adopt two\napproaches. The first is based on sum-of-squares programming applied to the\nRunge-Kutta $E$-polynomial and is applicable to both $A$- and\n$A(\\alpha)$-stability. In the second, we sharpen the algebraic conditions for\n$A$-stability of Cooper, Scherer, T{\\\"u}rke, and Wendler to incorporate the\nRunge-Kutta order conditions. We demonstrate how the theoretical improvement\nenables the practical use of these conditions for certification of\n$A$-stability within a computational framework. We then use both approaches to\nobtain rigorous certificates of stability for several diagonally implicit\nschemes devised in the literature.","PeriodicalId":501286,"journal":{"name":"arXiv - MATH - Optimization and Control","volume":"57 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-05-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Algebraic Conditions for Stability in Runge-Kutta Methods and Their Certification via Semidefinite Programming\",\"authors\":\"Austin Juhl, David Shirokoff\",\"doi\":\"arxiv-2405.13921\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this work, we present approaches to rigorously certify $A$- and\\n$A(\\\\alpha)$-stability in Runge-Kutta methods through the solution of convex\\nfeasibility problems defined by linear matrix inequalities. We adopt two\\napproaches. The first is based on sum-of-squares programming applied to the\\nRunge-Kutta $E$-polynomial and is applicable to both $A$- and\\n$A(\\\\alpha)$-stability. In the second, we sharpen the algebraic conditions for\\n$A$-stability of Cooper, Scherer, T{\\\\\\\"u}rke, and Wendler to incorporate the\\nRunge-Kutta order conditions. We demonstrate how the theoretical improvement\\nenables the practical use of these conditions for certification of\\n$A$-stability within a computational framework. We then use both approaches to\\nobtain rigorous certificates of stability for several diagonally implicit\\nschemes devised in the literature.\",\"PeriodicalId\":501286,\"journal\":{\"name\":\"arXiv - MATH - Optimization and Control\",\"volume\":\"57 1\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-05-22\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"arXiv - MATH - Optimization and Control\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/arxiv-2405.13921\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv - MATH - Optimization and Control","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/arxiv-2405.13921","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0

摘要

在这项工作中,我们提出了通过解决由线性矩阵不等式定义的凸可行性问题,严格认证 Runge-Kutta 方法中 $A$- 和 $A(\alpha)$稳定性的方法。我们采用了两种方法。第一种方法基于应用于 Runge-Kutta $E$-polynomial 的平方和编程,适用于 $A$- 和 $A(\alpha)$-稳定性。其次,我们将库珀、舍勒、特克和温德勒关于 $A$ 稳定性的代数条件进行了锐化,以纳入 Runge-Kutta 秩条件。我们演示了理论上的改进如何使这些条件在计算框架内实际用于$A$稳定性的认证。然后,我们使用这两种方法为文献中设计的几种对角隐式方案获得严格的稳定性证明。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Algebraic Conditions for Stability in Runge-Kutta Methods and Their Certification via Semidefinite Programming
In this work, we present approaches to rigorously certify $A$- and $A(\alpha)$-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 $E$-polynomial and is applicable to both $A$- and $A(\alpha)$-stability. In the second, we sharpen the algebraic conditions for $A$-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 $A$-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.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
自引率
0.00%
发文量
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信