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Related papers: The method of Chernoff approximation

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In this note the Chernoff Theorem is used to approximate evolution semigroups constructed by the procedure of subordination. The considered semigroups are subordinate to some original, unknown explicitly but already approximated by the same…

Probability · Mathematics 2021-03-16 Yana A. Butko

Semigroups, generated by Feller processes killed upon leaving a given domain, are considered. These semigroups correspond to Cauchy-Dirichlet type initial-exterior value problems in this domain for a class of evolution equations with…

Probability · Mathematics 2021-03-08 Yana A. Butko

The Chernoff approximation method is a powerful and flexible tool of functional analysis, which allows in many cases to express exp(tL) in terms of variable coefficients of a linear differential operator L. In this paper, we prove a theorem…

Functional Analysis · Mathematics 2025-03-31 Ivan D. Remizov

Chernoff approximations to strongly continuous one-parameter semigroups give solutions to a wide class of differential equations. This paper studies the rate of convergence of the Chernoff approximations. We provide simple natural examples…

Functional Analysis · Mathematics 2021-11-02 Oleg E. Galkin , Ivan D. Remizov

Based on the Chernoff approximation, we provide a general approximation result for convex monotone semigroups which are continuous w.r.t. the mixed topology on suitable spaces of continuous functions. Starting with a family $(I(t))_{t\geq…

Probability · Mathematics 2024-10-29 Jonas Blessing , Michael Kupper

We provide explicit convergence rates for Chernoff-type approximations of convex monotone semigroups which have the form $S(t)f=\lim_{n\to\infty}I(\frac{t}{n})^n f$ for bounded continuous functions $f$. Under suitable conditions on the…

Probability · Mathematics 2023-10-17 Jonas Blessing , Lianzi Jiang , Michael Kupper , Gechun Liang

A generalized version of Chernoff's theorem has been obtained. Namely, the version of Chernoff's theorem for semigroups obtained in a paper by Smolyanov, Weizsaecker, and Wittich is generalized for a time-inhomogeneous case. The main…

Functional Analysis · Mathematics 2007-06-28 Evelina Shamarova

Paul Chernoff in 1968 proposed his approach to approximations of one-parameter operator semigroups while trying to give a rigorous mathematical meaning to Feynman's path integral formulation of quantum mechanics. In early 2000's Oleg…

Functional Analysis · Mathematics 2020-12-18 Pavel S. Prudnikov

The classical Chernoff's theorem is a statement about discrete-time approximations of semigroups, where the approximations are consturcted as products of time-dependent contraction operators strongly differentiable at zero. We generalize…

Functional Analysis · Mathematics 2011-01-19 Evelina Shamarova

The purpose of the present notes is to examine the following issues related to the the Chernoff estimate: (1) For contractions on a Banach space we modify the $\sqrt{n}$-estimate and apply it in the proof of the Chernoff product formula for…

Functional Analysis · Mathematics 2022-10-26 Valentin A. Zagrebnov

We develop a general, functional calculus approach to approximation of $C_0$-semigroups on Banach spaces by bounded completely monotone functions of their generators. The approach comprises most of well-known approximation formulas, yields…

Functional Analysis · Mathematics 2018-07-10 A. Gomilko , S. Kosowicz , Yu. Tomilov

The article is devoted to the construction of examples that illustrate (using computer calculations) the rate of convergence of Chernoff approximations to the solution of the Cauchy problem for the heat equation. We are interested in the…

Numerical Analysis · Mathematics 2025-12-25 K. A. Katalova , N. Nikbakht , I. D. Remizov

This communication is devoted to establishing the very first steps in study of the speed at which the error decreases while dealing with the based on the Chernoff theorem approximations to one-parameter semigroups that provide solutions to…

Functional Analysis · Mathematics 2020-02-27 A. V. Vedenin , V. S. Voevodkin , V. D. Galkin , E. Yu. Karatetskaya , I. D. Remizov

This paper investigates the application of the classical Chernoff's theorem to construct explicit solutions for the heat and Schr\"odinger equations on the Heisenberg group $\mathbb{H}^d$. Using semigroup approximation techniques, we obtain…

Analysis of PDEs · Mathematics 2025-03-25 Nicolò Drago , Sonia Mazzucchi , Andrea Pinamonti

This paper deals with the approximation of the spectrum of linear and nonautonomous delay differential equations through the reduction of the relevant evolution semigroup from infinite to finite dimension. The focus is placed on classic…

Numerical Analysis · Mathematics 2010-01-27 Dimitri Breda , Stefano Maset , Rossana Vermiglio

The problem of approximating the covariance operator of the mild solution to a linear stochastic partial differential equation is considered. An integral equation involving the semigroup of the mild solution is derived and a general error…

Numerical Analysis · Mathematics 2022-04-25 Mihály Kovács , Annika Lang , Andreas Petersson

The convergence of various operator splitting procedures, such as the sequential, the Strang and the weighted splitting, is investigated in the presence of a spatial approximation. To this end a variant of Chernoff's product formula is…

Functional Analysis · Mathematics 2009-06-21 András Bátkai , Petra Csomós , Gregor Nickel

In this short communication I generalize the method of obtaining quasi-Feynman formulas described in my previous paper on that topic. The theorem presented allows to obtain the solution to the Cauchy problem for the Schr\"odinger equation…

Mathematical Physics · Physics 2015-09-25 Ivan D. Remizov

Let $\Omega$ be an operator semigroup with generator $A$ in a sequentially complete locally convex topological vector space $E$. For a semigroup with generator $A+D$, where $D$ is a bounded linear operator on $E$, two integral equations are…

Functional Analysis · Mathematics 2007-06-20 A. Yurachkivsky , A. Zhugayevych

The Computation of discrete Contractive semigroups becomes necessary when we deal with several types of evolution equations in Discretizable Hilbert spaces, in this work we study some properties of the discrete forms of the contractive…

Numerical Analysis · Mathematics 2010-12-24 Fredy Vides
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