Speed of convergence of Chernoff approximations to solutions of evolution equations

DOI10.1134/S0001434620090151MaRDI QIDQ2210396zbMATH OpenFDO

Authors A. V. Vedenin, V. S. Voevodkin, V. D. Galkin, E. Yu. Karatetskaya, Ivan D. Remizov

Publication date 6 November 2020

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1910.09440

zbMATH Keywords

Cauchy problemevolution equationsoperator semigroupsspeed of convergenceChernoff approximations

Mathematics Subject Classification ID

Applications of operator theory in numerical analysis (47N40) One-parameter semigroups and linear evolution equations (47D06)

Recommendations

• The method of Chernoff approximation
• Chernoff's theorem on one-parametric semigroups
• Inversion of Chernoff's theorem
• Convergence and approximation of inertial manifolds for evolution equations
• Chernoff's theorem for backward propagators and applications to diffusions on manifolds

Cites work

• Approximations to the solution of Cauchy problem for a linear evolution equation via the space shift operator (second-order equation example)
• Feynman and quasi-Feynman formulas for evolution equations
• Note on product formulas for operator semigroups
• One-Parameter Semigroups for Linear Evolution Equations
• Quasi-Feynman formulas -- a method of obtaining the evolution operator for the Schrödinger equation
• Quasi-Feynman formulas providing solutions of multidimensional Schrödinger equations with unbounded potential
• Rate of convergence of Feynman approximations of semigroups generated by the oscillator Hamiltonian
• The Doss method for the stochastic Schrödinger-Belavkin equation

Cited in

(6)

• The method of Chernoff approximation
• Rate of convergence of Chernoff approximations of operator \(C_0\)-semigroups
• Fast converging Chernoff approximations to the solution of heat equation with variable coefficient of thermal conductivity
• Speed of convergence of Chernoff approximations to solutions of evolution equations
• Chernoff approximations of Feller semigroups in Riemannian manifolds
• Numerical study of the rate of convergence of Chernoff approximations to solutions of the heat equation

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