论文标题
Chernoff近似值的收敛速度在两个型号示例中:热方程和传输方程
Speed of convergence of Chernoff approximations for two model examples: heat equation and transport equation
论文作者
论文摘要
保罗·切尔诺夫(Paul Chernoff)在1968年提出了他对单参数操作员半群的近似方法的方法,同时试图为feynman的量子力学的路径积分表述具有严格的数学含义。在2000年代初期,Oleg Smolyanov注意到,Chernoff的定理可用于获取有关具有可变系数的演化类型的线性部分偏微分方程(LPDE)的近似值,其中包括抛物线方程,包括抛物线方程,Schrödinger方程和其他一些。 Chernoff表达式是包含LPDE可变系数和初始条件的明确公式,因此可以用作求解LPDE的数值方法。但是,当前此类近似值的收敛速度被研究了,这使得使用此类数值方法的风险。在本文中,我们采用了两个方程式,具有已知溶液(热方程式和传输方程),并在分析和数值上研究Chernoff近似值和精确溶液之间差异的衰减速度。我们还提供了收敛及其速率的图形插图。这些模型示例相对简单,可以证明切尔诺夫近似的一般特性。获得的观察结果建立了基于Chernoff定理将来使用该方法的基础,以解决新的数值方法的问题,以解决具有可变系数的抛物线寄生虫LPDE的初始值问题。
Paul Chernoff in 1968 proposed his approach to approximations of one-parameter operator semigroups while trying to give a rigorous mathematical meaning to Feynman's path integral formulation of quantum mechanics. In early 2000's Oleg Smolyanov noticed that Chernoff's theorem may be used to obtain approximations to solutions of initial-value problems for linear partial differential equations (LPDEs) of evolution type with variable coefficients, including parabolic equations, Schrödinger equation, and some other. Chernoff expressions are explicit formulas containing variable coefficients of LPDE and the initial condition, hence they can be used as a numerical method for solving LPDEs. However, the speed of convergence of such approximations at the present time is understudied which makes it risky to employ this class of numerical methods. In the present paper we take two equations with known solutions (heat equation and transport equation) and study both analytically and numerically the speed of decay of the norm of the difference between Chernoff approximations and exact solutions. We also provide graphical illustrations of convergence and its rate. These model examples, being relatively simple, allow to demonstrate general properties of Chernoff approximations. The observations obtained build a base for the future employment of the approach based on Chernoff's theorem to the problem of construction of new numerical methods for solving initial-value problem for parabolic LPDEs with variable coefficients.