Algebraic Conditions for Stability in Runge-Kutta Methods and Their Certification via Semidefinite Programming
<|reference_start|>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.<|reference_end|>
@article{juhl2024algebraic,
    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},
    archivePrefix={arXiv},
    eprint={2405.13921},
    primaryClass={math.NA cs.NA math.OC}
}