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

DOI10.15507/2079-6900.25.202304.255-272MaRDI QIDQ6540678FDOQ6540678

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)

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zbMATH Keywords

rate of convergenceCauchy problemheat equationnumerical experimentoperator semigroupsChernoff approximations

Mathematics Subject Classification ID

Heat equation (35K05) 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) 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)

Cites Work

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

Cited In (1)

• Fast converging Chernoff approximations to the solution of heat equation with variable coefficient of thermal conductivity

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