On the perturbation algorithm for the semidiscrete scheme for the evolution equation and estimation of the approximate solution error using semigroups (Q519129)

Let be given the initial value problem of the standard form for evolution equation in Banach space \(X\) \[ {{du(t)}\over{dt}}+Au(t)=f(t),\;\;t\in[0.T],\leqno(1) \] \[ u(0)=u_0 \] with the operator \(A\) such that \(-A\) generates a strongly continuous semigroup \(exp(-tA)\), and \(f\) is a continuously differentiable function. In connection with this problem, the authors consider the three-level finite difference scheme, `perturbed' by the second-order finite difference, of the following form: \[ {{u(t_k)-u(t_{k-1})}\over{\tau}}+Au(t_k)+{\tau\over2} ({u(t_k)-2u(t_{k-1})+{u(t_{k-2})}\over{\tau^2}})=\leqno(2) \] \[ =f(t_k)-{\tau}^2R_k(\tau,u),\;\;R_k(\tau,u)\in X. \] Replacing in (2) the term \({\tau\over 2}\) by the parameter \(\epsilon\), then taking the (formal) development \[ u_k=\sum_{j=0}^\infty \epsilon^j u_k^{(j)} \] and gathering terms of equal `power' \(\epsilon^j\), they deduce the following sequence of finite difference schemes: \[ {{u_k^{(0)}-u_{k-1}^{(0)}}\over \tau}+Au_k^{(0)}=f(t_k) \] \[ {{u_k^{(1)}-u_{k-1}^{(1)}}\over \tau}+Au_k^{(1)}= -{{u_k^{(0)}-2u_{k-1}^{(0)}-u_{k-2}^{(0)}}\over \tau} \] \[ \cdots \] Let \[ v_k=u_k^{(0)}+{\tau\over 2}u_k^{(1)} \] \[ \cdots \] The main theorem of this paper says that under certain `natural' conditions on the operator \(A\) and on the function \(f\), the vector \(v_k\) approximates the solution \(u(t_k)\) with order \(O(\tau^2ln^2{1\over\tau})\). All above implies that if for the problem (1) the two level finite difference scheme of the Crank-Nicolson type is applied: \[ {{u_k-u_{k-1}}\over\tau}+A{{u_k+u_{k-1}}\over2}=f(t_{k+{1\over2}}), \] the similar error estimation can be obtained. In addition, the authors generalize the result to four levels finite difference schemes. It is to be emphasized that this paper contains complete proofs to the main results.