Higher order Grünwald approximations of fractional derivatives and fractional powers of operators
HTML articles powered by AMS MathViewer
- by Boris Baeumer, Mihály Kovács and Harish Sankaranarayanan PDF
- Trans. Amer. Math. Soc. 367 (2015), 813-834 Request permission
Abstract:
We give stability and consistency results for higher order Grünwald-type formulae used in the approximation of solutions to fractional-in-space partial differential equations. We use a new Carlson-type inequality for periodic Fourier multipliers to gain regularity and stability results. We then generalise the theory to the case where the first derivative operator is replaced by the generator of a bounded group on an arbitrary Banach space.References
- Wolfgang Arendt, Charles J. K. Batty, Matthias Hieber, and Frank Neubrander, Vector-valued Laplace transforms and Cauchy problems, Monographs in Mathematics, vol. 96, Birkhäuser Verlag, Basel, 2001. MR 1886588, DOI 10.1007/978-3-0348-5075-9
- Boris Baeumer, Markus Haase, and Mihály Kovács, Unbounded functional calculus for bounded groups with applications, J. Evol. Equ. 9 (2009), no. 1, 171–195. MR 2501357, DOI 10.1007/s00028-009-0012-z
- A. V. Balakrishnan, An operational calculus for infinitesimal generators of semigroups, Trans. Amer. Math. Soc. 91 (1959), 330–353. MR 107179, DOI 10.1090/S0002-9947-1959-0107179-0
- Richard Bellman, An integral inequality, Duke Math. J. 10 (1943), 547–550. MR 8416
- Philip Brenner, Vidar Thomée, and Lars B. Wahlbin, Besov spaces and applications to difference methods for initial value problems, Lecture Notes in Mathematics, Vol. 434, Springer-Verlag, Berlin-New York, 1975. MR 0461121
- Paul L. Butzer and Rolf J. Nessel, Fourier analysis and approximation, Pure and Applied Mathematics, Vol. 40, Academic Press, New York-London, 1971. Volume 1: One-dimensional theory. MR 0510857
- F. Carlson, Une inégalité, Ark. Mat. 25B (1935), 1–5.
- M. Crouzeix, S. Larsson, S. Piskarëv, and V. Thomée, The stability of rational approximations of analytic semigroups, BIT 33 (1993), no. 1, 74–84. MR 1326004, DOI 10.1007/BF01990345
- Markus Haase, The functional calculus for sectorial operators, Operator Theory: Advances and Applications, vol. 169, Birkhäuser Verlag, Basel, 2006. MR 2244037, DOI 10.1007/3-7643-7698-8
- Felix Hausdorff, Eine Ausdehnung des Parsevalschen Satzes über Fourierreihen, Math. Z. 16 (1923), no. 1, 163–169 (German). MR 1544587, DOI 10.1007/BF01175679
- Shmuel Kantorovitz, On the operational calculus for groups of operators, Proc. Amer. Math. Soc. 26 (1970), 603–608. MR 271768, DOI 10.1090/S0002-9939-1970-0271768-3
- Mihály Kovács, On the convergence of rational approximations of semigroups on intermediate spaces, Math. Comp. 76 (2007), no. 257, 273–286. MR 2261021, DOI 10.1090/S0025-5718-06-01905-3
- Leo Larsson, Lech Maligranda, Josip Pe arić, and Lars-Erik Persson, Multiplicative inequalities of Carlson type and interpolation, World Scientific Publishing Co. Pte. Ltd., Hackensack, NJ, 2006. MR 2248423, DOI 10.1142/9789812774002
- Marie-Noëlle Le Roux, Semidiscretization in time for parabolic problems, Math. Comp. 33 (1979), no. 147, 919–931. MR 528047, DOI 10.1090/S0025-5718-1979-0528047-2
- Ch. Lubich and A. Ostermann, Runge-Kutta methods for parabolic equations and convolution quadrature, Math. Comp. 60 (1993), no. 201, 105–131. MR 1153166, DOI 10.1090/S0025-5718-1993-1153166-7
- Mark M. Meerschaert, Hans-Peter Scheffler, and Charles Tadjeran, Finite difference methods for two-dimensional fractional dispersion equation, J. Comput. Phys. 211 (2006), no. 1, 249–261. MR 2168877, DOI 10.1016/j.jcp.2005.05.017
- Charles Tadjeran and Mark M. Meerschaert, A second-order accurate numerical method for the two-dimensional fractional diffusion equation, J. Comput. Phys. 220 (2007), no. 2, 813–823. MR 2284325, DOI 10.1016/j.jcp.2006.05.030
- Mark M. Meerschaert and Charles Tadjeran, Finite difference approximations for fractional advection-dispersion flow equations, J. Comput. Appl. Math. 172 (2004), no. 1, 65–77. MR 2091131, DOI 10.1016/j.cam.2004.01.033
- Mark M. Meerschaert and Charles Tadjeran, Finite difference approximations for two-sided space-fractional partial differential equations, Appl. Numer. Math. 56 (2006), no. 1, 80–90. MR 2186432, DOI 10.1016/j.apnum.2005.02.008
- Charles Tadjeran, Mark M. Meerschaert, and Hans-Peter Scheffler, A second-order accurate numerical approximation for the fractional diffusion equation, J. Comput. Phys. 213 (2006), no. 1, 205–213. MR 2203439, DOI 10.1016/j.jcp.2005.08.008
- U. Westphal, An approach to fractional powers of operators via fractional differences, Proc. London Math. Soc. (3) 29 (1974), 557–576. MR 361922, DOI 10.1112/plms/s3-29.3.557
- Kôsaku Yosida, Fractional powers of infinitesimal generators and the analyticity of the semi-groups generated by them, Proc. Japan Acad. 36 (1960), 86–89. MR 121665
- W. H. Young, On the Determination of the Summability of a Function by Means of its Fourier Constants, Proc. London Math. Soc. (2) 12 (1913), 71–88. MR 1576139, DOI 10.1112/plms/s2-12.1.71
Additional Information
- Boris Baeumer
- Affiliation: Department of Mathematics and Statistics, University of Otago, Dunedin 9054, New Zealand
- MR Author ID: 688464
- Mihály Kovács
- Affiliation: Department of Mathematics and Statistics, University of Otago, Dunedin 9054, New Zealand
- Harish Sankaranarayanan
- Affiliation: Department of Mathematics and Statistics, University of Otago, Dunedin 9054, New Zealand
- Received by editor(s): January 19, 2012
- Received by editor(s) in revised form: June 3, 2012
- Published electronically: September 4, 2014
- © Copyright 2014
American Mathematical Society
The copyright for this article reverts to public domain 28 years after publication. - Journal: Trans. Amer. Math. Soc. 367 (2015), 813-834
- MSC (2010): Primary 65J10, 65M12, 35R11; Secondary 47D03
- DOI: https://doi.org/10.1090/S0002-9947-2014-05887-X
- MathSciNet review: 3280028