A bound on powers of linear operators, with relevance to numerical stability (Q1861738)
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English | A bound on powers of linear operators, with relevance to numerical stability |
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A bound on powers of linear operators, with relevance to numerical stability (English)
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10 March 2003
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The authors consider a bounded linear Banach space operator \(T\) with spectrum in the closed unit disk. It is assumed that there are two integers \(k,m\) such that \((I-zT)^{-k-1}=H_1(z)+\cdots+H_m(z)\) in the open unit disk, where \(H_j\) are operator-valued holomorphic functions with certain growth restrictions. The main result is an upper bound for the norms of the consecutive powers: \(\|T^n\|\leq C_m/{n+k \choose k}\), where the constant \(C_m\) can be specified in terms of \(H_j\). The authors then give an application of this result to the operator \(T\) of the Crank-Nicolson finite difference method for the numerical solution of the heat equation. The application yields a new stability estimate for \(\|T^n\|\).
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power bounded operators
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resolvent condition
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numerical analysis
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stability analysis
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heat equation
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finite-difference scheme
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Crank-Nicolson method
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