Computing semigroups with error control
Abstract
We develop an algorithm that computes strongly continuous semigroups on infinite-dimensional Hilbert spaces with explicit error control. Given a generator , a time , an arbitrary initial vector and an error tolerance , the algorithm computes with error bounded by . 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 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 for quadrature points, that remains stable as , 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 , and damped Euler--Bernoulli beam equations.
Cite
@article{arxiv.2110.06350,
title = {Computing semigroups with error control},
author = {Matthew J. Colbrook},
journal= {arXiv preprint arXiv:2110.06350},
year = {2021}
}