This paper deals with the approximation of the spectrum of linear and nonautonomous delay differential equations through the reduction of the relevant evolution semigroup from infinite to finite dimension. The focus is placed on classic collocation, even though the requirements that a numerical scheme has to fulfill in order to allow for a correct approximation of the spectral elements are recalled. This choice, motivated by the analyticity of the underlying eigenfunctions, allows for a convergence of infinite order, as rigorously demonstrated through a priori error bounds when Chebyshev nodes are adopted. Fundamental applications such as determination of asymptotic stability of equilibria (autonomous case) and limit cycles (periodic case) follow at once.
We study how the "full hierarchy" of invariant manifolds for nonautonomous integrodifference equations on the Banach spaces of $p$-integrable functions behaves under spatial discretization of Galerkin type. These manifolds include the classical stable, center-stable, center, center-unstable and unstable ones, and can be represented as graphs of $C^m$-functions. For kernels with a smoothing property, our main result establishes closeness of these graphs in the $C^{m-1}$-topology under numerical discretizations preserving the convergence order of the method. It is formulated in a quantitative fa…
We rewrite abstract delay equations to nonautonomous abstract Cauchy problems allowing us to introduce a Magnus-type integrator for the former. We prove the second-order convergence of the obtained Magnus-type integrator. We also show that if the differential operators involved admit a common invariant set for their generated semigroups, then the Magnus-type integrator will respect this invariant set as well, allowing for much weaker assumptions to obtain the desired convergence. As an illustrative example we consider a space-dependent epidemic model with latent period and diffusion.
We provide a novel approach to the numerical solution of the family of nonlocal elliptic equations $(-Δ)^su=f$ in $Ω$, subject to some homogeneous boundary conditions $\mathcal{B}(u)=0$ on $\partial Ω$, where $s\in(0,1)$, $Ω\subset \mathbb{R}^n$ is a bounded domain, and $(-Δ)^s$ is the spectral fractional Laplacian associated to $\mathcal{B}$ on $\partial Ω$. We use the solution representation $(-Δ)^{-s}f$ together with its singular integral expression given by the method of semigroups. By combining finite element discretizations for the heat semigroup with monotone quadratures for the singula…
The problem of approximating the covariance operator of the mild solution to a linear stochastic partial differential equation is considered. An integral equation involving the semigroup of the mild solution is derived and a general error decomposition is proven. This formula is applied to approximations of the covariance operator of a stochastic advection-diffusion equation and a stochastic wave equation, both on bounded domains. The approximations are based on finite element discretizations in space and rational approximations of the exponential function in time. Convergence rates are derive…
We apply exponential Runge Kutta time discretizations to semilinear evolution equations $\frac { {\rm d} U}{{\rm d} t}=AU+B(U)$ posed on a Hilbert space ${\mathcal Y}$. Here $A$ is normal and generates a strongly continuous semigroup, and $B$ is assumed to be a smooth nonlinearity from ${\mathcal Y}_\ell = D(A^\ell)$ to itself, and $\ell \in I \subseteq [0,L]$, $L \geq 0$, $0,L \in I$. In particular the semilinear wave equation and nonlinear Schrödinger equation with periodic boundary conditions or posed on ${\mathbb R}^d$ fit into this framework. We prove convergence of order $O(h^{\min(\ell,…
In this article, we develop and analyze a full discretization, based on the spatial spectral Galerkin method and the temporal drift implicit Euler scheme, for the stochastic Cahn--Hilliard equation driven by multiplicative space-time white noise. By introducing an appropriate decomposition of the numerical approximation, we first use the factorization method to deduce the a priori estimate and regularity estimate of the proposed full discretization. With the help of the variation approach, we then obtain the sharp spatial and temporal convergence rate in negative Sobolev space in mean square s…
The full discretization of the semi-linear stochastic wave equation is considered. The discontinuous Galerkin finite element method is used in space and analyzed in a semigroup framework, and an explicit stochastic position Verlet scheme is used for the temporal approximation. We study the stability under a CFL condition and prove optimal strong convergence rates of the fully discrete scheme. Numerical experiments illustrate our theoretical results. Further, we analyze and bound the expected energy and numerically show excellent agreement with the energy of the exact solution.
