Another approach to asymptotic expansions for Euler’s approximations of semigroups

In [2], optimal bounds for the remainder terms in asymptotic expansions for Euler’s approximations of semigroups were derived. The approach was based on applications of the Fourier-Laplace transforms, which allowed one to reduce the problem to estimation of error terms in the Law of Large Numbers. In this paper, we propose an alternative (direct) approach based on application of certain integro-differential identities (the so-called multiplicative representations of differences). Such identities were introduced by Bentkus [3] and applied (see Bentkus and Paulauskas [4]) to derive the optimal convergence rates in Chernoff-type lemmas and Euler’s approximations of semigroups. Published in Lietuvos Matematikos Rinkinys, Vol. 46, No. 2, pp. 267–284, April–June, 2006.     

On the bounds of approximations of holomorphic semigroups

The upper bounds of variable stepsize approximations of holomorphic semigroups are derived.     

A Besov class functional calculus for bounded holomorphic semigroups

It is well-known that -sectorial operators generally do not admit a bounded H^∞ calculus over the right half-plane. In contrast to this, we prove that the H^∞ calculus is bounded over any class of functions whose Fourier spectrum is contained in some interval [ε,σ] with 0<ε<σ<∞. The constant bounding this calculus grows as as and this growth is sharp over all Banach space operators of the class under consideration. It follows from these estimates that -sectorial operators admit a bounded calculus over the Besov algebra of the right half-plane. We also discuss the link between -sectorial operators and bounded Tadmor-Ritt operators.     

Asymptotic expansions and convergence rates for Euler’s approximations of semigroups

We provide optimal bounds for errors in Euler’s approximations of semigroups in Banach algebras and of semigroups of operators in Banach spaces. Furthermore, we construct asymptotic expansions for such approximations with optimal bounds for remainder terms. The sizes of errors are controlled by smoothness properties of semigroups. In this paper we use Fourier–Laplace transforms and a reduction of the problem to the convergence rates and asymptotic expansions in the Law of Large Numbers. The research was partially supported by the Lithuanian State Science and Studies Foundation, grant No. T-70/09. This paper was written in 2004. In the interim, several related articles were published; let us mention [14, 13, 15].     

Harris-type results on geometric and subgeometric convergence to equilibrium for stochastic semigroups

We provide simple and constructive proofs of Harris-type theorems on the existence and uniqueness of an equilibrium and the speed of equilibration of discrete-time and continuous-time stochastic semigroups. Our results apply both to cases where the relaxation speed is exponential (also called geometric) and to those with no spectral gap, with non-exponential speeds (also called subgeometric). We give constructive estimates in the subgeometric case and discrete-time statements which seem both to be new. The method of proof also differs from previous works, based on semigroup and interpolation arguments, valid for both geometric and subgeometric cases with essentially the same ideas. In particular, we present very simple new proofs of the geometric case.     

Stabilized approximations of strongly continuous semigroups

This paper introduces stabilization techniques for intrinsically unstable, high accuracy rational approximation methods for strongly continuous semigroup. The methods not only stabilize the approximations, but improve their speed of convergence by a magnitude of up to 1/2.     

Rate of convergence of finite difference approximations for degenerate ordinary differential equations

In this paper we study finite difference approximations for the following linear stationary convection-diffusion equations:

where is allowed to be degenerate. We first propose a new weighted finite difference scheme, motivated by approximating the diffusion process associated with the equation in the strong sense. We show that, under certain conditions, this scheme converges with the first order rate and that such a rate is sharp. To the best of our knowledge, this is the first sharp result in the literature. Moreover, by using the connection between our scheme and the standard upwind finite difference scheme, we get the rate of convergence of the latter, which is also new.

     

On the convergence of rational approximations of semigroups on intermediate spaces

We generalize a result by Brenner and Thomée on the rate of convergence of rational approximation schemes for semigroups. Using abstract interpolation techniques we obtain convergence on a continuum of intermediate spaces between the Banach space and the domain of a certain power of the generator of the semigroup. The sharpness of the results is also discussed.

     

Proper extensions of weakly left ample semigroups

Summary We consider proper (idempotent pure) extensions of weakly left ample semigroups. These are extensions that are injective in each <InlineEquation ID=IE"1"><EquationSource Format="TEX"><![CDATA[<InlineEquation ID=IE"2"><EquationSource Format="TEX"><![CDATA[$]]></EquationSource></InlineEquation>]]></EquationSource></InlineEquation>\widetilde{\mathcal{R}}$-class. A graph expansion of a weakly left ample semigroup S is shown to be such an extension of S. Using semigroupoids acted upon by weakly left ample semigroups, we prove that any weakly left ample semigroup which is a proper extension of another such semigroup T is (2,1)-embeddable into a λ-semidirect product of a semilattice by T. Some known results, by O'Carroll, for idempotent pure extensions of inverse semigroups and, by Billhardt, for proper extensions of left ample semigroups follow from this more general situation.     

Strong convergence of modified Ishikawa iteration for two asymptotically nonexpansive mappings and semigroups

In this paper, we established strong convergence theorems for a common fixed point of two asymptotically nonexpansive mappings and for a common fixed point of two asymptotically nonexpansive semigroups by using the hybrid method in a Hilbert space. Moreover, we also proved a strong convergence theorem for a common fixed point of two nonexpansive mappings. Our results extend and improve the recent ones announced by Kim and Xu [T.W. Kim, H.W. Xu, Strong convergence of modified Mann iteration for asymptotically nonexpansive mappings and semigroups, Nonlinear Anal. 64 (2006) 1140–1152], Nakajo and Takahashi [K. Nakajo, W. Takahashi, Strong convergence theorems for nonexpansive mappings and nonexpansive semigroups, J. Math. Anal. Appl. 279 (2003) 372–379], and many others.     

Functional calculus for generators of uniformly bounded holomorphic semigroups

We present a method for constructing a functional calculus for (possibly unbounded) operators that generate a uniformly bounded holomorphic semigroup, e^−zA. (A will be called a generator.) These are closed, densely defined operators whose spectrum and numerical range are contained in [0,∞), with respect to an equivalent norm.     

The bounded approximation property for spaces of holomorphic mappings on infinite dimensional spaces

We study the bounded approximation property for spaces of holomorphic functions. We show that if U is a balanced open subset of a Fréchet–Schwartz space or (DFM )‐space E , then the space ??(U ) of holomorphic mappings on U , with the compact‐open topology, has the bounded approximation property if and only if E has the bounded approximation property. (© 2006 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Necessary and sufficient conditions for the convergence of convolution products of non-identical distributions on finite abelian semigroups

Given a sequence of probability measures ( _n ) on a finite abelian semigroup, we present necessary and sufficient conditions which guarantee the weak convergence of the convolution products _{k,n k+1}*···* _n (k<n), asn for allk0. These conditions are verifiable in the sense that they are based entirely on the individual measures in the sequence ( _n ).     

Exponential bounds for convergence of entropy rate approximations in hidden Markov models satisfying a path-mergeability condition

A hidden Markov model (HMM) is said to have path-mergeable states   if for any two states i,j$i,j$ there exist a word w$w$ and state k$k$ such that it is possible to transition from both i$i$ and j$j$ to k$k$ while emitting w$w$. We show that for a finite HMM with path-mergeable states the block estimates of the entropy rate converge exponentially fast. We also show that the path-mergeability property is asymptotically typical in the space of HMM topologies and easily testable.     

Further results on convergence and stability of a generalization of the Richardson extrapolation process

In an earlier paper by the author a detailed convergence and stability analysis of a generalization of the Richardson extrapolation process was given under certain conditions. In the present work these conditions are modified and relaxed considerably, and results are obtained on convergence and stability under the new conditions. As the previous ones, these new results are asymptotic in nature, and contain the former. The conditions of the present paper are naturally satisfied, e.g., by the trapezoidal rule approximations of finite range integrals of functions having algebraic and logarithmic end point singularities.     

Optimal convergence rate of the landau equation with frictional force

The Cauchy problem of the Landau equation with frictional force is investigated. Based on Fourier analysis and nonlinear energy estimates, the optimal convergence rate to the steady state is obtained under some conditions on initial data.     

Monotone iterates with quadratic convergence rate for solving weighted average approximations to semilinear parabolic problems

This paper deals with discrete monotone iterative methods for solving semilinear singularly perturbed parabolic problems. Monotone sequences, based on the accelerated monotone iterative method, are constructed for a nonlinear difference scheme which approximates the semilinear parabolic problem. This monotone convergence leads to the existence-uniqueness theorem. An analysis of convergence of the monotone iterative method to the solutions of the nonlinear difference scheme is given. Numerical experiments are presented.