Unimprovable convergence rate estimates of the Cayley transform method for the approximation of the operator exponent in the Hilbert space (Q6198094)
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scientific article; zbMATH DE number 7806790
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English | Unimprovable convergence rate estimates of the Cayley transform method for the approximation of the operator exponent in the Hilbert space |
scientific article; zbMATH DE number 7806790 |
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Unimprovable convergence rate estimates of the Cayley transform method for the approximation of the operator exponent in the Hilbert space (English)
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20 February 2024
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This paper studies the expansion problem of a solution to Cauchy initial problem with an unbounded negative definite operator generator in a Hilbert space. The Cayley transform method gives a series representation of the solution via Laguree polynomial, and the partial sum can be regarded as an approximate solution. The errors estimate, in the norm sense of sqaure integral on half-real axis, indicates that the method has a power rate of convergence, which automatically depends on the smoothness of the initial data. An example is given to show the estimate is unimprovable in the order of N (the discretization parameter N characterizes the number of summands in the partial sum for the approximate solution)
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differential equation
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Cauchy problem
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operator exponential function
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Hilbert space
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Cayley transform
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error estimate
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