Rational approximations of semigroups without scaling and squaring
Frank Neubrander, Koray Özer, Teresa Sandmaier · Discrete and Continuous Dynamical Systems · 2013
We show that for all $q\ge 1$ and $1\le i \le q$ there exist pairwise conjugate complex numbers $b_{q,i}$ and $\lambda_{q,i}$ with $\mbox{Re} (\lambda_{q,i}) > 0$ such that for any generator $(A, D(A))$ of a bounded, strongly continuous semigroup $T(t)$ on Banach space $X$ with resolvent $R(\lambda,A) := (\lambda I-A)^{-1}$ the expression $\frac{b_{q,1}}{t}R(\frac{\lambda_{q,1}}{t},A) + \frac{b_{q,2}}{t}R(\frac{\lambda_{q,2}}{t},A) + \cdots + \frac{b_{q,q}}{t}R(\frac{\lambda_{q,q}}{t},A)$ provides an excellent approximation of the semigroup $T(t)$ on $D(A^{2q-1})$. Precise error estimates as well as applications to the numerical inversion of the Laplace transform are given.