Abstract:This paper introduces second- and third-order integrating factor strong stability preserving Runge-Kutta methods for solving differential Lyapunov equations. The proposed schemes break the traditional order barrier while rigorously preserving the symmetry and positive semidefiniteness (SPSD) of numerical solutions-an essential property for stability analysis and control-theoretic applications. Furthermore, we provide a rigorous error estimate for the second-order scheme. Numerical experiments validate the accuracy of the methods and their ability to maintain SPSD properties.
From: Rihui Lan [view email]
[v1]
Sun, 14 Jun 2026 09:32:23 UTC (1,387 KB)
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