On multistep approximation of semigroups in Banach spaces (Q1095603): Difference between revisions

A multistep rational approximation of the bounded, strongly continuous semigroup \(e^{tA}\) on a Banach space is considered. The value \(u(t)=e^{tA}u_ 0\), \(u_ 0\) given, is approximated at the time \(t_ n=n\Delta t\) by the solution \(u_ n\) of the q-step method \((1)\quad \mu_{n+1}=\sum^{q-1}_{j=0}r_ j(\Delta tA)\mu_{n-j},n\geq q-1,\) starting from \(\mu_ j=d_ j(\Delta tA)\mu_ 0,\) \(j=1,2,...,q-1\). Supposing that the scheme (1) is \(A\)-stable with defect \(k\) (the case \(k=0\) corresponds to the classical notion of \(A\)-stability) the author studies the convergence \(u_ n\) to \(u\), when the time step \(\Delta t\) converges to zero. The case of analytical semigroups is considered in Section 3 and the Hilbert case in Section 4.