One projection method for linear third order equation (Q2262939)

A third-order linear differential equation with variable coefficients defined in a separable Hilbert space is analyzed. More specifically, a boundary value problem of the form \[ \begin{aligned} & u'''(t) + A u(t) + K(t) u(t) = h(t), \\ & u(0) = u(T) = u'(0) = 0 \end{aligned} \] is considered. Here the operator \(A\) is self-adjoint and satisfies several additional conditions. In particular, there exists a subordinate operator \(B\) similar to \(A\) whose domain is a separable Hilbert space densely and compactly embedded in the original one. The problem is approximately solved by first determining a complete set of eigenvalues of the operator \(-B\) with their corresponding eigenvalues (\(0 \leq \lambda_1 \leq \cdots \leq \lambda_n \rightarrow +\infty\) as \(n \rightarrow \infty\)) and then by constructing an approximation \(u_n(t)\) to the solution of the problem as a linear combination of the first \(n\) eigenvectors of \(B\) whose coefficients satisfy an associated boundary value problem. It is shown that the approximations thus constructed converge to the exact solution, and in particular an estimate for the rate of convergence is provided in terms of the \((n+1)\)-th eigenvalue as \(\sup_{0 \leq t \leq T} \|u_n - u\| \leq C \lambda_{n+1}^{-1/2}\). This procedure is convenient if the operator \(B\) has a simpler structure than \(A\).