Resolvent Krylov subspace approximation to operator functions (Q1759584): Difference between revisions

The approximation of operator functions in resolvent Krylov subspaces is considered. Besides many other applications, such approximations are currently of high interest for the approximation of \(\varphi\)-functions that arise in the numerical solution of evolution equations by exponential integrators. It is well known that Krylov subspace methods for matrix functions without exponential decay show superlinear convergence behaviour if the number of steps is larger than the norm of the operator. Thus, Krylov approximations may fail to converge for unbounded operators. In this paper, a rational Krylov subspace method is analysed that converges not only for finite element or finite difference approximations to differential operators but even for abstract, unbounded operators whose field of values lies in the left half plane. In contrast to standard Krylov methods, the convergence will be independent of the norm of the discretised operator and thus of the spatial discretisation. Efficient implementations for the finite element discretisations are discussed, and the analysis is illustrated by numerical experiments.