Numerical study of the rate of convergence of Chernoff approximations to solutions of the heat equation

DOI10.15507/2079-6900.25.202304.255-272MaRDI QIDQ6540678zbMATH OpenFDO

Authors K. A. Dragunova, N. Nikbakht, Ivan D. Remizov

Publication date 17 May 2024

Published in Zhurnal Srednevolzhskogo Matematicheskogo Obshchestva (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15507/2079-6900.25.202304.255-272

zbMATH Keywords

Cauchy problemChernoff approximationsheat equationnumerical experimentoperator semigroupsrate of convergence

Mathematics Subject Classification ID

Heat equation (35K05) PDEs in connection with classical thermodynamics and heat transfer (35Q79) Rate of convergence, degree of approximation (41A25) One-parameter semigroups and linear evolution equations (47D06) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

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Cites work

• Approximations to the solution of Cauchy problem for a linear evolution equation via the space shift operator (second-order equation example)
• Fast converging Chernoff approximations to the solution of heat equation with variable coefficient of thermal conductivity
• Feynman and quasi-Feynman formulas for evolution equations
• Note on product formulas for operator semigroups
• Notes on the Chernoff product formula
• One-Parameter Semigroups for Linear Evolution Equations
• Quasi-Feynman formulas -- a method of obtaining the evolution operator for the Schrödinger equation
• Rate of convergence of Chernoff approximations of operator \(C_0\)-semigroups
• Rate of convergence of Feynman approximations of semigroups generated by the oscillator Hamiltonian
• Speed of convergence of Chernoff approximations to solutions of evolution equations
• The method of Chernoff approximation

Cited in

(4)

• Fast converging Chernoff approximations to the solution of heat equation with variable coefficient of thermal conductivity
• Upper and lower estimates for rate of convergence in the Chernoff product formula for semigroups of operators
• When Chernoff theorem almost works: compactness of non-convergent approximations
• Random one-parameter semigroups: on the equivalence of semigroup and resolvent averaging

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