{"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":"10.1016/j.apnum.2024.08.015","DOIUrl":null,"url":null,"abstract":"<div><p>In this work, we present approaches to rigorously certify <em>A</em>- and <span><math><mi>A</mi><mo>(</mo><mi>α</mi><mo>)</mo></math></span>-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 <em>E</em>-polynomial and is applicable to both <em>A</em>- and <span><math><mi>A</mi><mo>(</mo><mi>α</mi><mo>)</mo></math></span>-stability. In the second, we sharpen the algebraic conditions for <em>A</em>-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 <em>A</em>-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.</p></div>","PeriodicalId":8199,"journal":{"name":"Applied Numerical Mathematics","volume":"207 ","pages":"Pages 136-155"},"PeriodicalIF":2.2000,"publicationDate":"2024-08-23","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\":\"10.1016/j.apnum.2024.08.015\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>In this work, we present approaches to rigorously certify <em>A</em>- and <span><math><mi>A</mi><mo>(</mo><mi>α</mi><mo>)</mo></math></span>-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 <em>E</em>-polynomial and is applicable to both <em>A</em>- and <span><math><mi>A</mi><mo>(</mo><mi>α</mi><mo>)</mo></math></span>-stability. In the second, we sharpen the algebraic conditions for <em>A</em>-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 <em>A</em>-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.</p></div>\",\"PeriodicalId\":8199,\"journal\":{\"name\":\"Applied Numerical Mathematics\",\"volume\":\"207 \",\"pages\":\"Pages 136-155\"},\"PeriodicalIF\":2.2000,\"publicationDate\":\"2024-08-23\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Applied Numerical Mathematics\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0168927424002113\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS, APPLIED\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Applied Numerical Mathematics","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0168927424002113","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS, APPLIED","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来严格认证 Runge-Kutta 方法中的 A- 和 A(α)-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 多项式的平方和编程,适用于 A- 和 A(α)-稳定性。其次,我们将 Cooper、Scherer、Türke 和 Wendler 关于 A 稳定性的代数条件进行了锐化,以纳入 Runge-Kutta 阶条件。我们展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认证 A 稳定性。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了严格的稳定性证明。
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 -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 -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.
期刊介绍:
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