On a multistep method approximating a linear sectorial evolution equation (Q3148754)

The subject of this paper is approximation of the following evolution parabolic equation \[ u_t+Au=0,\quad t\geq 0, \] with \(A:X\rightarrow X\) a sectorial operator on a Banach space \(X\), i.e. such that \(\|(zI-A)^{-1}\|\leq {M\over|z-a|},\) for some \(a\in {\mathbb{R}}\), and \(M>0\), and for \(z\) outside of the following sector in the complex plane \({\mathbb{C}}\): \[ S_{a,\theta}=\{z\in {\mathbb{C}}\backslash \{a\}\quad\mid\quad |\text{arg}(z-a)|\leq\theta\} \] for \(\theta\in(0,{\pi\over 2})\). For approximation the authors apply a class of multistep methods, commonly used for numerical approximation of the ordinary differential equations \[ \sum_{i=0}^q\alpha_iU^{n+i}=h\sum_{i=0}^q\beta_iF((n+i)h,U^{n+i}). \] The following condition is essential in studying the subject of this work: the principal eigenvalue \(\lambda_1(z)\) of so called companion matrix of the multistep method \[ T(z)= \left[ \begin{matrix} 0 &|& 1 & 0 &\cdots & 0 &\cr 0 &|& 0 & 1 &\cdots & 0 &\cr \cdot &|&\cdot &\cdot &\cdots &\cdot &\cr 0 &|& 0 & 0 &\cdots & 1 &\cr -\delta_0(z) &|&-\delta_1(z) &-\delta_2(z) &\cdots &-\delta_{q-1}(z)\end{matrix} \right], \delta_i(z)={\alpha_i+\beta_iz\over{\alpha_q+\beta_qz}} \] should be single for \(z\) in a sector \(S_{0,\phi}\), for some fixed \(\phi\). It is proven that if the operator \(A\) is sectorial with \(\theta\in(0,{\pi\over 2})\) and \(a\geq 0\), the multistep method is irreducible and strictly \(A(\alpha)\) - stable for \(\alpha\in[\theta,{\pi\over 2})\), and moreover if \[ 0<\theta\leq\phi\leq\alpha<{\pi\over 2}, \] then the following estimate of convergence of the proposed method of approximation holds \[ \|T(hA)^n-v(hA)e^{-nhA}y(hA)^T\|_{{\mathcal L}(X^q)}\leq Ce^{-anh}(ah+{1\over n})^p, \] where \(p\) is the order of the multistep method, \(y(hA)\) and \(v(hA)\) are left and right eigenvectors normalized so that \(y(z)^Tv(z)=1\), and \(e^{-nhA}\) is the semigroup generated by \(A\). The authors analyse several examples of multistep methods, (some backward differentiation formula methods included), from the point of view of the principal eigenvalue condition. This condition is not always satisfied.