Crank–Nicolson Scheme for Abstract Linear Systems |
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Authors: | Sergey Piskarev |
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Institution: | Scientific Research Computer Center, Moscow State University , Moscow, Russia |
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Abstract: | This paper studies the Crank–Nicolson discretization scheme for abstract differential equations on a general Banach space. We show that a time-varying discretization of a bounded analytic C0-semigroup leads to a bounded discrete-time system. On Hilbert spaces, this result can be extended to all bounded C0-semigroups for which the inverse generator generates a bounded C0-semigroup. The presentation is based on C0-semigroup theory and uses a functional analysis approach. |
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Keywords: | C 0-semigroup Cayley transform Crank–Nicolson scheme Infinite-dimensional system |
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