Stability of the Peaceman-Rachford approximation (Q1283693)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stability of the Peaceman-Rachford approximation |
scientific article |
Statements
Stability of the Peaceman-Rachford approximation (English)
0 references
12 September 1999
0 references
Let \(A\) and \(B\) be selfadjoint bounded from below operators in a Hilbert space. The author investigates stability of approximation (in the operator norm) of \(e^{-t(A+B)}\) by the Peaceman-Rachford formula \[ p(t/2n)^n \to e^{-t(A+B)}, \] where \(p(t) = (1+tA)^{-1}(1-tB)(1+tB)^{-1}(1-tA)\). The approximation is stable if \(\| p(t)\| \leq 1+O(t)\). Sufficient conditions for stability are given; they involve conditions on the commutators of \(\sqrt A\) and \(\sqrt B\).
0 references
stability of approximation
0 references
Peaceman-Rachford formula
0 references
commutators
0 references
0 references