Weighted Estimates of the Cayley Transform Method for Abstract Differential Equations

Author:

Gavrilyuk Ivan P.1ORCID,Makarov Volodymyr L.2ORCID,Mayko Nataliya V.3ORCID

Affiliation:

1. University of Cooperative Education Gera-Eisenach , Am Wartenberg 2, 99817 Eisenach , Germany

2. Department of Numerical Mathematics , Institute of Mathematics of the National Academy of Sciences of Ukraine , 3 Tereshchenkivska Str., 01024 Kyiv , Ukraine

3. Department of Mathematics and Theoretical Radiophysics , Taras Shevchenko National University of Kyiv , 64/13 Volodymyrska Str., 01601 Kyiv , Ukraine

Abstract

Abstract We represent the solution u ( t ) {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.

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Computational Mathematics,Numerical Analysis

Reference24 articles.

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2. D. Z. Arov, I. P. Gavrilyuk and V. L. Makarov, Representation and approximation of solutions of initial value problems for differential equations in Hilbert space based on the Cayley transform, Elliptic and Parabolic Problems (Pont-à-Mousson 1994), Pitman Res. Notes Math. Ser. 325, Longman Scientific & Technical, Harlow (1995), 40–50.

3. K. I. Babenko, Fundamentals of Numerical Analysis, “Nauka”, Moscow, 1986.

4. A. Erdélyi, W. Magnus, F. Oberhettinger and F. G. Tricomi, Higher Transcendental Functions. Vol. II, McGraw-Hill Book, New York, 1988.

5. E. F. Galba, The order of exactness of a difference scheme for the Poisson equation with mixed boundary conditions, Optimization of Software Algorithms, Akad. Nauk Ukrain. SSR Inst. Kibernet., Kiev (1985), 30–34, 65.

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