An exponentially convergent algorithm for nonlinear differential equations in Banach spaces

Gavrilyuk, Ivan; Makarov, Volodymyr

doi:10.1090/S0025-5718-07-01987-4

An exponentially convergent algorithm for nonlinear differential equations in Banach spaces
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by Ivan P. Gavrilyuk and Volodymyr L. Makarov PDF

Math. Comp. 76 (2007), 1895-1923 Request permission

Abstract:

An exponentially convergent approximation to the solution of a nonlinear first order differential equation with an operator coefficient in Banach space is proposed. The algorithm is based on an equivalent Volterra integral equation including the operator exponential generated by the operator coefficient. The operator exponential is represented by a Dunford-Cauchy integral along a hyperbola enveloping the spectrum of the operator coefficient, and then the integrals involved are approximated using the Chebyshev interpolation and an appropriate Sinc quadrature. Numerical examples are given which confirm theoretical results.

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