Stability of linear multistep methods for sectorial operators in Banach spaces (Q686535)

Let \(A\) be the infinitesimal generator of a holomorphic semigroup in a Banach space \(X\). A rational multistep method for solving the initial value problem \(u'(t)= Au(t)\), \(u(0)= u_ 0\) approximately is a recurrence of the form \[ u_ j=r_ 0 (hA)u_{j-k}+ r_ 1(hA)u_{j- k+1}+\cdots + r_{k-1} (hA)u_{j-1},\quad j\geq k,\leqno{(*)} \] where \(r_ 0,\dots,r_{k-1}\) are rational functions, which are bounded on the spectrum of \(hA\), \(h\) denoting the stepsize used. The authors prove the Lax-stability, i.e. the powerboundedness of \(F(hA)\), where \(F\) is the companion matrix belonging to \((*)\). The main assumption for the stability to hold is the \(A(\theta)\)-stability of \((*)\) in a suitable large sector \(S_ \theta\) in the complex plane related in the usual way to the directions of minimal growth of the resolvent of \(A\). The \(A(\theta)\)-stability of \((*)\) is obtained under the condition that \(F(z)\) is powerbounded for each \(z\in S_ \theta\) and no extra condition like spectral radius \(\rho(F(\infty))<1\) is needed. The observation that the condition of strong \(A(\theta)\)-stability of \((*)\) is not needed in the case of holomorphic semigroups was made for rational and for \(A\)- stable one-step methods in recent papers by \textit{M. Crouzeix}, \textit{S. Larsson}, \textit{S. Piskarev} and \textit{V. Thomée} [The stability of radical approximations of analytic semigroups, BIT 33, 74-84 (1993)] and by the first author [A stability result for sectorial operators in Banach spaces, ibid. 30, No. 5, 1373-1384 (1993)], respectively. Rational multistep methods seem not at all to be studied in the literature so far. The authors also consider rational multistep methods on quasi-uniform nonequidistant grids. In this case the underlying multistep method \((*)\) on a uniform grid is assumed to be strongly \(A(\theta)\)-stable. The stability bound proved contains a factor of the form \[ [1+\ln(t_{n+1}/\tau_ n)]\exp\left(D\sum^ n_{j=1} |\omega_ j-1|\right), \] where \(\tau_ n:=\max\{h_{k-1},h_ k,\dots,h_ n\}\), \(h_ j:=t_{j+1}- t_ j\), \(\omega_ j:= h_ j/h_{j-1}\), which causes an additional restriction on the admissible nonuniformity of the grids for guaranteeing stability.