Operator splitting for non-autonomous evolution equations

DOI10.1016/J.JFA.2010.10.008MaRDI QIDQ630804zbMATH OpenOpenAlexWikidataFDO

Authors András Bátkai, Petra Csomós, Bálint Farkas, Gregor Nickel

Publication date 21 March 2011

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1002.0164

zbMATH Keywords

evolution equationsLie-Trotter formulaoperator splittingstrongly continuous semigroups

Mathematics Subject Classification ID

Linear differential equations in abstract spaces (34G10) One-parameter semigroups and linear evolution equations (47D06) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Abstract: We provide general product formulas for the solutions of non-autonomous abstract Cauchy problems. The main technical tool is the application of evolution semigroup methods, allowing the direct application of existing results on autonomous problems. The results are then illustrated by the example of a imaginary time Schr"odinger equation with time dependent potential. We also obtain convergence rates for the Strang-splitting applied to this problem.

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Cited in

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• Operator splitting for dissipative delay equations
• Fourier-splitting method for solving hyperbolic LQR problems
• Stability and convergence of product formulas for operator matrices
• Convergence rate estimates for Trotter product approximations of solution operators for non-autonomous Cauchy problems
• The analysis of operator splitting for the Gardner equation
• Multi-stage real option evaluation with double barrier under stochastic volatility and interest rate
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