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

Abstract

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{ü}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.

arXiv comment30 pages, 1 figure