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Algebraic Conditions for Stability in Runge-Kutta Methods and Their Certification via Semidefinite Programming
Austin Juhl, David Shirokoff
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In this work, we present approaches to rigorously certify A- and A(α)-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(α)-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.
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