English

Computing semigroups with error control

Numerical Analysis 2021-10-14 v1 Numerical Analysis

Abstract

We develop an algorithm that computes strongly continuous semigroups on infinite-dimensional Hilbert spaces with explicit error control. Given a generator AA, a time t>0t>0, an arbitrary initial vector u0u_0 and an error tolerance ϵ>0\epsilon>0, the algorithm computes exp(tA)u0\exp(tA)u_0 with error bounded by ϵ\epsilon. The algorithm is based on a combination of a regularized functional calculus, suitable contour quadrature rules, and the adaptive computation of resolvents in infinite dimensions. As a particular case, we show that it is possible, even when only allowing pointwise evaluation of coefficients, to compute, with error control, semigroups on the unbounded domain L2(Rd)L^2(\mathbb{R}^d) that are generated by partial differential operators with polynomially bounded coefficients of locally bounded total variation. For analytic semigroups (and more general Laplace transform inversion), we provide a quadrature rule whose error decreases like exp(cN/log(N))\exp(-cN/\log(N)) for NN quadrature points, that remains stable as NN\rightarrow\infty, and which is also suitable for infinite-dimensional operators. Numerical examples are given, including: Schr\"odinger and wave equations on the aperiodic Ammann--Beenker tiling, complex perturbed fractional diffusion equations on L2(R)L^2(\mathbb{R}), and damped Euler--Bernoulli beam equations.

Keywords

Cite

@article{arxiv.2110.06350,
  title  = {Computing semigroups with error control},
  author = {Matthew J. Colbrook},
  journal= {arXiv preprint arXiv:2110.06350},
  year   = {2021}
}