The stability of rational approximations of cosine functions on Hilbert spaces

DOI10.1016/J.APNUM.2007.11.022MaRDI QIDQ960286zbMATH OpenOpenAlexFDO

Authors M. J. Moreta, I. Alonso-Mallo, Begoña Cano

Publication date 16 December 2008

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.apnum.2007.11.022

zbMATH Keywords

abstract initial value problemHilbert spacerational methodsRunge-Kutta-Nyström methodssecond order in time evolutionary problemsstability

Mathematics Subject Classification ID

Linear differential equations in abstract spaces (34G10) Abstract parabolic equations (35K90) One-parameter semigroups and linear evolution equations (47D06) Numerical solutions to equations with linear operators (65J10) Numerical methods for initial value problems involving ordinary differential equations (65L05) Multistep, Runge-Kutta and extrapolation methods for ordinary differential equations (65L06) Stability and convergence of numerical methods for ordinary differential equations (65L20) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12)

Review text

An abstract initial value problem of second order in time of the following type \[ u^{\prime \prime}(t) =-Au(t), \;\;t\in \mathbb R, \;\;\;u(0)=u_0, \;\;u^{\prime}(0)=v_0 \] with densely defined closed linear operator \(A\) on some complex Hilbert space is investigated. The operator is supposed to generate a cosine function (the problem is well posed). So called rational methods for the time discretization of this problem are considered. The presented results extended previous results obtained for selfadjoint operators. Stability for the proposed rational methods is proved under some hypotheses and in the particular case for Runge-Kutta and Runge-Kutta-Nyström methods the conditions where the hypotheses for stability are fulfilled are stated.

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Cited in

(8)

• On the stability of rational approximations to the cosine with only imaginary poles
• A modified Gautschi's method without order reduction when integrating boundary value nonlinear wave problems
• Time exponential splitting technique for the Klein-Gordon equation with Hagstrom-Warburton high-order absorbing boundary conditions
• High-order full discretization for anisotropic wave equations
• Optimal time order when implicit Runge-Kutta-Nyström methods solve linear partial differential equations
• Numerical resolution of linear evolution multidimensional problems of second order in time
• Bounds for variable degree rational L_ approximations to the matrix cosine
• Time exponential splitting integrator for the Klein-Gordon equation with free parameters in the Hagstrom-Warburton absorbing boundary conditions

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