{"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}
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.