The method of Chernoff approximation
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operator splittingapproximation of operator semigroupsRobin boundary conditionsFeller semigroupsFeynman formulasubordinate semigroupsFeynman-Kac formulaeadditive perturbationsmultiplicative perturbationstime-fractional evolution equationsapproximation of transition probabilitiesChernoff approximationEuler-Maruyama schemesSchrödinger-type equationsapproximation of solutions of evolution equationsDirichlet boundary/external conditions
Abstract: This survey describes the method of approximation of operator semigroups, based on the Chernoff theorem. We outline recent results in this domain as well as clarify relations between constructed approximations, stochastic processes, numerical schemes for PDEs and SDEs, path integrals. We discuss Chernoff approximations for operator semigroups and Schr"{o}dinger groups. In particular, we consider Feller semigroups in , (semi)groups obtained from some original (semi)groups by different procedures: additive perturbations of generators, multiplicative perturbations of generators (which sometimes corresponds to a random time-change of related stochastic processes), subordination of semigroups / processes, imposing boundary / external conditions (e.g., Dirichlet or Robin conditions), averaging of generators, "rotation" of semigroups. The developed techniques can be combined to approximate (semi)groups obtained via several iterative procedures listed above. Moreover, this method can be implemented to obtain approximations for solutions of some time-fractional evolution equations, although these solutions do not posess the semigroup property.
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Cited in
(19)- Approximations of self-adjoint \(C_0\)-semigroups in the operator-norm topology
- Chernoff approximation for semigroups generated by killed Feller processes and Feynman formulae for time-fractional Fokker-Planck-Kolmogorov equations
- Feynman formulas for \(qp\)- and \(pq\)-quantization of some Vladimirov type time-dependent Hamiltonians on finite adeles
- Chernoff approximations of Feller semigroups in Riemannian manifolds
- The Vladimirov operator with variable coefficients on finite adeles and the Feynman formulas for the Schrödinger equation
- Chernoff's theorem for backward propagators and applications to diffusions on manifolds
- Notes on the Chernoff product formula
- Speed of convergence of Chernoff approximations to solutions of evolution equations
- Chernoff's theorem on one-parametric semigroups
- Rate of convergence of Chernoff approximations of operator \(C_0\)-semigroups
- Numerical study of the rate of convergence of Chernoff approximations to solutions of the heat equation
- Fast converging Chernoff approximations to the solution of heat equation with variable coefficient of thermal conductivity
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- Schrodinger type semigroups via Feynman formulae and all that
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- Operator-norm Trotter product formula on Banach spaces
- Nonlinear semigroups built on generating families and their Lipschitz sets
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