|
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 depending on the parameter . 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 and of the operator cosine family with a constant operator 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
-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:
-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:
-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
-matrices. Part I: Introduction to -matrices. Computing 62 (1999), 89-108. MR 1694265 (2000c:65039) - 17.
- W. Hackbusch and B. N. Khoromskij: A sparse
-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
|