Contractivity of Runge--Kutta Methods for Convex Gradient Systems

DOI10.1137/19M1299256zbMath1451.65092arXiv1909.09971OpenAlexW3043547849MaRDI QIDQ5115704

Jesús María Sanz-Serna, Konstantinos C. Zygalakis

Publication date: 18 August 2020

Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.09971

zbMATH Keywords

convex optimizationnumerical stabilityRunge-Kutta methods

Mathematics Subject Classification ID

Convex programming (90C25) Stability and convergence of numerical methods for ordinary differential equations (65L20) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06)

Related Items (3)

Unnamed Item ⋮ The Connections Between Lyapunov Functions for Some Optimization Algorithms and Differential Equations ⋮ Asymptotic error in Euler's method with a constant step size

Cites Work

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