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Crank–Nicolson Scheme for Abstract Linear Systems
Authors:Sergey Piskarev
Institution:Scientific Research Computer Center, Moscow State University , Moscow, Russia
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.
Keywords:C 0-semigroup  Cayley transform  Crank–Nicolson scheme  Infinite-dimensional system
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