Remarks on the rational approximation of holomorphic semigroups with nonuniform partitions (Q1764349)

The problem of the paper is related to the error estimate for the time discretization of the equation: \[ {du\over dt}+ Au=0\qquad (t< 0),\quad u(0)= a, \] here \(u =u(t)\in D(A)\); \(-A\) being the infinitesimal generator of a holomorphic semigroup \(\{e^{-tA}\}\) in a Banach space. The basic idea of the paper is to introduce a general partition \(t_n= \tau_1+ \tau_2+\cdots+ \tau_n\) of the time variable and to construct approximations \(u_n\in D(A)\) of \(u\) at the level \(t= t_n\) given by \(u_n= r(\tau_nA) r(\tau_{n-1}A)\cdots r(\tau_2 A)a\), where \(r(z)\) is a rational function with some special properties. Especially when \(r(z)= (1+ z)^{-1}\) this leads to the Euler backward scheme: \[ {u_n- u_{n-1}\over \tau_n}+ Au_n= 0\qquad (n\geq 1),\quad u_0= a, \] while \(r(z)= (1+ z/2)(1+ z/2)^{-1}\) and \(r(z)= 1- z\) lead to \[ {u_n- u_{n-1}\over\tau_n}+{1\over 2} (Au_n+ Au_{n-1})= 0\qquad (n\geq 1),\quad u_0= a, \] (Crank-Nicolson) and \[ {u_n- u_{n-1}\over \tau_n}+ Au_{n-1}= 0\qquad (n\geq 1),\quad u_0= a, \] (forward Euler), respectively. Estimates, convergence and stability properties are also established.