Available in electronic format
Available in print format
Mathematics of Computation
Journal of the American Mathematical Society
ISSN 1088-6842(e) ISSN 0025-5718(p)
     

Algorithms without accuracy saturation for evolution equations in Hilbert and Banach spaces

Author(s): Ivan P. Gavrilyuk; Volodymyr L. Makarov.
Journal: Math. Comp. 74 (2005), 555-583.
MSC (2000): Primary 65J10, 65M70; Secondary 35K90, 35L90
Posted: October 27, 2004
Retrieve article in: PDF DVI PostScript

Abstract | References | Similar articles | Additional information

Abstract: We consider the Cauchy problem for the first and the second order differential equations in Banach and Hilbert spaces with an operator coefficient $A(t)$ depending on the parameter $t$. We develop discretization methods with high parallelism level and without accuracy saturation; i.e., the accuracy adapts automatically to the smoothness of the solution. For analytical solutions the rate of convergence is exponential. These results can be viewed as a development of parallel approximations of the operator exponential $e^{-tA}$ and of the operator cosine family $\cos{\sqrt{A} t}$ with a constant operator $A$ possessing exponential accuracy and based on the Sinc-quadrature approximations of the corresponding Dunford-Cauchy integral representations of solutions or the solution operators.


References:

1.
K.I. Babenko: Fundamentals of Numerical Analysis, Nauka, Moscow, 1986 (in Russian). MR 0889669 (88g:65001)

2.
H. Bateman and A. Erdélyi: Higher transcendental functions, vol. 2, McGraw-Hill Book Company, Inc., 1953. MR 0058756 (15:419i)

3.
C. Canuto, M.Y. Hussaini, A. Quarteroni and T.A. Zang: Spectral Methods in Fluid Dynamics, Springer-Verlag 1988. MR 0917480 (89m:76004)

4.
P.G. Ciarlet and J.-L. Lions (eds.): Handbook of Numerical Analysis, Vol. 1, North-Holland, Amsterdam, 1990. MR 1039323 (91f:65001)

5.
R. Dautray and J.-L. Lions: Mathematical Analysis and Numerical Methods for Science and Technology, Vol. 5, Evolution Problems I, Springer-Verlag 1992. MR 1156075 (92k:00006)

6.
H. Fattorini: Second Order Linear Differential Equations in Banach Spaces, North-Holland, 1985, pp. 165-237. MR 0797071 (87b:34001)

7.
H. Fujita, N. Saito and T. Suzuki: Operator Theory and Numerical Methods, Elsevier, 2001. MR 1854280 (2002i:65111)

8.
I.P. Gavrilyuk: Strongly $P$-positive operators and explicit representation of the solutions of initial value problems for second order differential equations in Banach space. Journ. of Math. Analysis and Appl. 236 (1999), 327-349. MR 1704587 (2001j:34072)

9.
I.P. Gavrilyuk, W. Hackbusch and B.N. Khoromskij: $\mathcal{H}$-Matrix Approximation for the Operator Exponential with Applications. Numer. Math. 92 (2002) 1, 83-111. MR 1917366 (2003g:65061)

10.
I.P. Gavrilyuk, W. Hackbusch and B.N. Khoromskij: ${\mathcal H}$-Matrix approximation for elliptic solution operators in cylinder domains. East-West J. of Num. Math., vol. 9(2001), No. 1, pp. 25-59. MR 1839197 (2002e:65064)

11.
I.P. Gavrilyuk, W. Hackbusch, and B. Khoromskij: Data-Sparse Approximation to a Class of Operator-Valued Functions, Math. Comp., posted on August 23, 2004, PII S0025-5718(04)01703-X (to appear in print).

12.
I.P. Gavrilyuk, W. Hackbusch, B. Khoromskij: Data-Sparse Approximation to the Operator-Valued Functions of Elliptic Operators, Math. Comp,. 73 (2004) 1297-1324.

13.
I.P. Gavrilyuk and V.L. Makarov: Exponentially convergent parallel discretization methods for the first order evolution equations, Computational Methods in Applied Mathematics, Vol. 1, No. 4, 2001, pp. 333- 355. MR 1892950 (2003f:65174)

14.
I.P. Gavrilyuk and V.L. Makarov: Representation and approximation of the solution of an initial value problem for a first order differential eqation in Banach space. Z. Anal. Anwend., 15 (1996), 495-527.MR 1394440 (97h:65076)

15.
I.P. Gavrilyuk, V.L. Makarov and V.L. Rjabichev: A parallel method of high accuracy for the first order evolution equation in Hilbert and Banach space. Computational Methods in Applied Mathematics, Vol. 3, No. 1, 2003, pp. 86-115. MR 2002259 (2004g:65079)

16.
W. Hackbusch: A sparse matrix arithmetic based on $\mathcal{H}$-matrices. Part I: Introduction to $\mathcal{H} $-matrices. Computing 62 (1999), 89-108. MR 1694265 (2000c:65039)

17.
W. Hackbusch and B. N. Khoromskij: A sparse $\mathcal{H}$-matrix arithmetic. Part II: Application to multi-dimensional problems. Computing 64 (2000), 21-47. MR 1755846 (2001i:65053)

18.
S.G. Krein: Linear Differential Operators in Banach Spaces, Moscow: Nauka, 1967 (in Russian). MR 0247239 (40:508)

19.
S.G. Krein: Linear Differential Operators in Banach Spaces (Transl. Amer. Math. Soc.: vol. 29). New York: Amer. Math. Soc., 1971. MR 0342804 (49:7548)

20.
I.P. Natanson: Constructive function theory, Moscow, 1949.MR 0034464 (11:591c)

21.
I.P. Natanson: Constructive function theory. V. 1: Uniform approximation, translated from Russian by N. Obolensky. V. 2: Approximation in mean, translated from Russian by John R. Schulenberger. V. 3: Interpolation and approximation quadratures, translated from Russian by John R. Schulenberger, Ungar, New York, 1964, 1965, 1965. MR 0196340 (33:4529a); MR 0196341 (33:4529b); MR 0196342 (33:4529c)

22.
I.P. Natanson: Konstruktive Funktionentheorie, Akademie-Verlag, Berlin, 1955.MR 0069915 (16:1100d)

23.
A. Pazy: Semigroups of linear operator and applications to partial differential equations, Springer Verlag, 1983. MR 0710486 (85g:47061)

24.
A.A. Samarskii, I.P. Gavrilyuk and V.L. Makarov: Stability and regularization of three-level difference schemes with unbounded operator coefficients in Banach spaces, SIAM Journal on Numerical Analysis, v. 39, No. 2, 2001, pp. 708-723. MR 1860256 (2002h:35163)

25.
A.A. Samarskii, P.N. Vabischevich and P.P. Matus: Difference Schemes with Operator Factors, Kluwer Academic Publishers, Boston/Dordrecht/London, 2002.MR 1950844 (2003k:65095)

26.
F. Stenger: Numerical methods based on Sinc and analytic functions. Springer Verlag, 1993.MR 1226236 (94k:65003)

27.
F. Stenger, A. Naghsh-Nilchi, J. Niebsch, and R. Ramlau: Sampling Methods for Approximate Solution of PDE, in ``Inverse Problems and Image Analysis'' (eds. Z. Nashed and O. Scherzer), AMS, 2002, pp. 199-250. MR 1940998 (2003m:35013)

28.
G. Szegö: Orthogonal Polynomials. American Mathematical Society, New York, 1959. MR 0106295 (21:5029)

29.
G. Szegö: Orthogonal Polynomials (with an Introduction and a Complement by J.L. Geronimus). State Publishing House of Physical and Mathematical Literature, Moscow, 1962.

30.
J.A. Goldstein: Semigroups of Linear Operators and Applications, Oxford University Press, New York, and Clarendon Press, Oxford, 1985. MR 0790497 (87c:47056)

Similar Articles:

Retrieve articles in Mathematics of Computation with MSC (2000): 65J10, 65M70, 35K90, 35L90

Retrieve articles in all Journals with MSC (2000): 65J10, 65M70, 35K90, 35L90


Additional Information:

Ivan P. Gavrilyuk
Affiliation: Berufsakademie Thüringen, Am Wartenberg 2, D-99817 Eisenach, Germany
Email: ipg@ba-eisenach.de

Volodymyr L. Makarov
Affiliation: National Academy of Sciences of Ukraine, Institute of Mathematics, Tereschen- kivska 3, 01601 Kiev, Ukraine
Email: makarov@imath.kiev.ua

DOI: 10.1090/S0025-5718-04-01720-X
PII: S 0025-5718(04)01720-X
Keywords: Evolution equation, parameter dependent operator, algorithms without accuracy saturation, exponentially convergent algorithms, Sinc-methods
Received by editor(s): January 21, 2003
Received by editor(s) in revised form: February 26, 2004
Posted: October 27, 2004
Copyright of article: Copyright 2004, American Mathematical Society


  AMS Website Logo Small Comments: webmaster@ams.org
© Copyright 2008, American Mathematical Society
Privacy Statement
Search the AMSPowered by Google