Weighted Estimates of the Cayley Transform Method for Abstract Differential Equations

Author(s):  
Ivan P. Gavrilyuk ◽  
Volodymyr L. Makarov ◽  
Nataliya V. Mayko

AbstractWe represent the solution {u(t)} of an initial value problem (IVP) for the first-order differential equation with an operator coefficient as a series using the Cayley transform of the corresponding operator coefficient and the Laguerre polynomials. In the case of a boundary value problem (BVP) for the second-order differential equation with an operator coefficient, we represent its solution using the Cayley transform and the Meixner-type polynomials. The approximate solution is the truncated sum of N (the discretization parameter) summands. We give the error estimate of these approximations depending on N and the distance of t to the initial point of the time interval or of the spatial argument x to the boundary of the spatial domain.

Author(s):  
Zukhra T. Zhukovskaya ◽  
Sergey E. Zhukovskiy

We study the question of the existence of a solution to the Cauchy problem for a differential equation unsolved with respect to the derivative of the unknown function. Differential equations generated by twice continuously differentiable mappings are considered. We give an example showing that the assumption of regularity of the mapping at each point of the domain is not enough for the solvability of the Cauchy problem. The concept of uniform regularity for the considered mappings is introduced. It is shown that the assumption of uniform regularity is sufficient for the local solvability of the Cauchy problem for any initial point in the class of continuously differentiable functions. It is shown that if the mapping defining the differential equation is majorized by mappings of a special form, then the solution of the Cauchy problem under consideration can be extended to a given time interval. The case of the Lipschitz dependence of the mapping defining the equation on the phase variable is considered. For this case, estimates of non-extendable solutions of the Cauchy problem are found. The results are compared with known ones. It is shown that under the assumptions of the proved existence theorem, the uniqueness of a solution may fail to hold. We provide examples llustrating the importance of the assumption of uniform regularity.


2011 ◽  
Vol 11 (3) ◽  
pp. 273-290 ◽  
Author(s):  
Ivan Gavrilyuk ◽  
Boris Khoromskij

Abstract In the present paper, we propose and analyse a class of tensor methods for the efficient numerical computation of the dynamics and spectrum of high-dimensional Hamiltonians. We focus on the complex-time evolution problems. We apply the quantized-TT (QTT) matrix product states type tensor approximation that allows to represent N-d tensors generated by the grid representation of d-dimensional functions and operators with log-volume complexity, O(d log N), where N is the univariate discretization parameter in space. Making use of the truncated Cayley transform method allows us to recursively separate the time and space variables and then introduce the efficient QTT representation of both the temporal and the spatial parts of the solution to the high-dimensional evolution equation. We prove the exponential convergence of the m-term time-space separation scheme and describe the efficient tensor-structured preconditioners for the arising system with multidimensional Hamiltonians. For the class of "analytic" and low QTT-rank input data, our method allows to compute the solution at a fixed point in time t=T>0 with an asymptotic complexity of order O(d log N ln^q (1/ε)), where ε>0 is the error bound and q is a fixed small number. The time-and-space separation method via the QTT-Cayley-transform enables us to construct a global m-term separable (x,t)-representation of the solution on a very fine time-space grid with complexity of order O(dm^4 log N_t log N), where N_t is the number of sampling points in time. The latter allows efficient energy spectrum calculations by FFT (or QTT-FFT) of the autocorrelation function computed on a sufficiently long time interval [0,T]. Moreover, we show that the spectrum of the Hamiltonian can also be represented by the poles of the t-Laplace transform of a solution. In particular, the approach can be an option to compute the dynamics and the spectrum in the time-dependent molecular Schrödinger equation.


2006 ◽  
Vol 11 (1) ◽  
pp. 13-32 ◽  
Author(s):  
B. Bandyrskii ◽  
I. Lazurchak ◽  
V. Makarov ◽  
M. Sapagovas

The paper deals with numerical methods for eigenvalue problem for the second order ordinary differential operator with variable coefficient subject to nonlocal integral condition. FD-method (functional-discrete method) is derived and analyzed for calculating of eigenvalues, particulary complex eigenvalues. The convergence of FD-method is proved. Finally numerical procedures are suggested and computational results are schown.


2007 ◽  
Vol 7 (1) ◽  
pp. 25-47 ◽  
Author(s):  
I.P. Gavrilyuk ◽  
M. Hermann ◽  
M.V. Kutniv ◽  
V.L. Makarov

Abstract The scalar boundary value problem (BVP) for a nonlinear second order differential equation on the semiaxis is considered. Under some natural assumptions it is shown that on an arbitrary finite grid there exists a unique three-point exact difference scheme (EDS), i.e., a difference scheme whose solution coincides with the projection of the exact solution of the given differential equation onto the underlying grid. A constructive method is proposed to derive from the EDS a so-called truncated difference scheme (n-TDS) of rank n, where n is a freely selectable natural number. The n-TDS is the basis for a new adaptive algorithm which has all the advantages known from the modern IVP-solvers. Numerical examples are given which illustrate the theorems presented in the paper and demonstrate the reliability of the new algorithm.


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