Stabilized approximations of strongly continuous semigroups
Chernoff product formularational approximation of the exponentialstabilizationstrongly continuous semigroupstime discretization
Abstract parabolic equations (35K90) One-parameter semigroups and linear evolution equations (47D06) Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)
Let \(A\) be the generator of a strongly continuous semigroup \(T(\cdot)\) on a Banach space \(X\) (not necessarily analytic) and let \(V(t) = r(tA)\) be an approximation scheme to the exponential defined by an \(\mathcal{A}\)-stable rational function (such as the backward Euler scheme, the Crank-Nicolson or some Padé approximant). As is well known, an approximation of this form is always consistent, but may not be stable. As a consequence, there exists \(x \in X\) such that \(V(t/n)^n x\) does not converge to \(T(t)x\). The purpose of this paper is to show how any such approximation scheme of order \(m\) can be stabilized by taking first \(m+1\) modified backward Euler steps of the form \((1 - (t/n)^{\alpha} A)^{-1}\) for some appropriately chosen \(0 < \alpha < 1\). By doing so, it is possible to get convergence for all \(x \in X\) and improve the speed of convergence by a magnitude of up to \(1/2\).
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