Phase-type representations for Strong Stability Preserving Runge--Kutta methods

We develop a phase-type (PH) representation of strong stability preserving (SSP) Runge--Kutta (RK) methods. This representation provides a probabilistic interpretation of the RK coefficients and translates the chain order conditions into absorption-time moment identities. Using moment ratio bounds for PH distributions, we prove the conjectured optimal SSP coefficients for general implicit RK methods of orders two and three. The equality characterizations also establish uniqueness of the optimal RK tableaux.

Authors

Publication Details

Journal
arXiv (Cornell University)
Published
2026-10-27
DOI
https://doi.org/10.48550/arxiv.2610.37425
Primary Topic
Numerical methods for differential equations
Type
preprint
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preprint

Phase-type representations for Strong Stability Preserving Runge--Kutta methods

Zhanyang Weng, Quafan Zhu, Haijun Yu
arXiv (Cornell University)
Numerical methods for differential equations
preprint

Phase-type representations for Strong Stability Preserving Runge--Kutta methods

Zhanyang Weng, Quafan Zhu, Haijun Yu
preprint en

Abstract

We develop a phase-type (PH) representation of strong stability preserving (SSP) Runge--Kutta (RK) methods. This representation provides a probabilistic interpretation of the RK coefficients and translates the chain order conditions into absorption-time moment identities. Using moment ratio bounds for PH distributions, we prove the conjectured optimal SSP coefficients for general implicit RK methods of orders two and three. The equality characterizations also establish uniqueness of the optimal RK tableaux.

arXiv (Cornell University)
Numerical methods for differential equations
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Phase-type representations for Strong Stability Preserving Runge--Kutta methods — Zhanyang Weng, Quafan Zhu, et al. · arXiv (Cornell University) (2026) | TGRS Research Map | TGRS