Chernoff approximations to strongly continuous one-parameter semigroups give solutions to a wide class of differential equations. This paper studies the rate of convergence of the Chernoff approximations. We provide simple natural examples for which the convergence is arbitrary fast, is arbitrary slow, and holds in the strong operator topology but does not hold in the norm operator topology. We also prove a general theorem that gives an upper estimate for the speed of decay of the norm of the residual term of the Chernoff approximations. The result is applied to one-dimensional parabolic differential equations with variable coefficients. The obtained estimates can be used for the numerical solution of PDEs.
The purpose of the present notes is to examine the following issues related to the the Chernoff estimate: (1) For contractions on a Banach space we modify the $\sqrt{n}$-estimate and apply it in the proof of the Chernoff product formula for $C_0$-semigroups in the \textit{strong} operator topology. (2) We use the idea of a {probabilistic} approach, proving the Chernoff estimate in the strong operator topology, to uplift it to the \textit{operator-norm} estimate for \textit{quasi-sectorial} contraction semigroups. (3) The operator-norm Chernoff estimate is applied to {quasi-sectorial} contracti…
Chernoff approximations of Feller semigroups and the associated diffusion processes in Riemannian manifolds are studied. The manifolds are assumed to be of bounded geometry, thus including all compact manifolds and also a wide range of non-compact manifolds. Sufficient conditions are established for a class of second order elliptic operators to generate a Feller semigroup on a (generally non-compact) manifold of bounded geometry. A construction of Chernoff approximations is presented for these Feller semigroups in terms of shift operators. This provides approximations of solutions to initial v…
The classical Chernoff's theorem is a statement about discrete-time approximations of semigroups, where the approximations are consturcted as products of time-dependent contraction operators strongly differentiable at zero. We generalize the version of Chernoff's theorem for semigroups proved in a paper by Smolyanov et al., and obtain a theorem about descrete-time approximations of backward propagators.
The Chernoff $\sqrt$ n-Lemma is revised. This concerns two aspects: an improvement of the Chernoff estimate in the strong operator topol-ogy and an operator-norm estimate for quasi-sectorial contractions. Applications to the Lie-Trotter product formula approximation for semigroups is presented.
Concrete examples of the rate of convergence of Chernoff approximations: numerical results for the heat semigroup and open questions on them (with appendix: full list of pictures and Python code)
We consider the abstract Cauchy problem x'=Ax, x(0)=x_0\in D(A) for linear operators A on a Banach space X. We prove uniqueness of the (local) solution of this problem for a natural class of operators A. Moreover, we establish that the solution x(\cdot) can be represented as a limit of sequence F(t/n)^{n} as n\to\infty in the weak operator topology, where a function F:[0,\infty)\to L(X) satisfies F'(0)y=Ay, y\in D(A). As a consequence, we deduce necessary and sufficient conditions that a linear operator C is closable and its closure is a generator of C_0-semigroup. We also obtain some criteria…
A generalized version of Chernoff's theorem has been obtained. Namely, the version of Chernoff's theorem for semigroups obtained in a paper by Smolyanov, Weizsaecker, and Wittich is generalized for a time-inhomogeneous case. The main theorem obtained in the current paper, Chernoff's theorem for evolution families, deals with a family of time-dependent generators of semigroups $A_t$ on a Banach space, a two-parameter family of operators $Q_{t,t+Δt}$ satisfying the relation: $\frac{\partial}{\partial Δt}Q_{t,t+Δt}|_{Δt = 0}=A_t$, whose products $Q_{t_i,t_{i+1}}... Q_{t_{k-1},t_k}$ are uniformly …
We give a short new proof of the Arendt-Chernoff-Kato theorem, which characterizes generators of positive C0 semigroups in order unit spaces. The proof avoids half-norms and subdifferentials, and is based on a sufficient condition for an operator to have positive inverse, which is new even for matrices.
This communication is devoted to establishing the very first steps in study of the speed at which the error decreases while dealing with the based on the Chernoff theorem approximations to one-parameter semigroups that provide solutions to evolution equations.
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…
Let (S(t)) be a one-parameter family S = (S(t)) of positive integral operators on a locally compact space L. For a possibly non-uniform partition of [0,1] define a measure on the path space C([0,1],L) by using a) S(dt) for the transition between cosecutive partition times of distance dt, and b) a suitable continuous interpolation scheme (e.g. Brownian bridges or geodesics). If necessary normalize to get a probability measure. We prove a version of Chernoff's theorem of semigroup theory and tighness results which together yield convergence in law of such measures as the partition gets finer. In…
It is well known that Nash-type inequalities for symmetric Dirichlet forms are equivalent to on-diagonal heat kernel upper bounds for the associated symmetric Markov semigroups. In this paper, we show that both imply (and hence are equivalent to) off-diagonal heat kernel upper bounds under some mild assumptions. Our approach is based on a new generalized Davies' method. Our results extend that of \cite{CKS} for Nash-type inequalities with power order considerably and also extend that of \cite{Gri} for second order differential operators on a complete non-compact manifold.
We extend the Barles-Perthame procedure of semi-relaxed limits of viscosity solutions of Hamilton-Jacobi equations of the type f - lambda H f = h. The convergence result allows for equations on a `converging sequence of spaces' as well as Hamilton-equations written in terms of two equations in terms of operators H_\dagger and H_\dagger that serve as natural upper and lower bounds for the `true' operator H. In the process, we establish a strong relation between non-linear pseudo-resolvents and viscosity solutions of Hamilton-Jacobi equations. As a consequence we derive a convergence result for …
We investigate selfadjoint $C_0$-semigroups on Euclidean domains satisfying Gaussian upper bounds. Major examples are semigroups generated by second order uniformly elliptic operators with Kato potentials and magnetic fields. We study the long time behaviour of the $L_\infty$ operator norm of the semigroup. As an application we prove a new $L_\infty$-bound for the torsion function of a Euclidean domain that is close to optimal.
We investigate rates of decay for $C_0$-semigroups on Hilbert spaces under assumptions on the resolvent growth of the semigroup generator. Our main results show that one obtains the best possible estimate on the rate of decay, that is to say an upper bound which is also known to be a lower bound, under a comparatively mild assumption on the growth behaviour. This extends several statements obtained by Batty, Chill and Tomilov (J. Eur. Math. Soc., vol. 18(4), pp. 853-929, 2016). In fact, for a large class of semigroups our condition is not only sufficient but also necessary for this optimal est…
We identify the semigroups consisting of bounded composition operators on the Hardy spaces $H^p(\U)$ of the upper half-plane. We show that any such semigroup is strongly continuous on $H^p(\U)$ but not uniformly continuous and we identify the infinitesimal generator.
In this paper, we discuss the fixed point property for an infinite family of order-preserving mappings which satisfy the Lipschitzian condition on comparable pairs. The underlying framework of our main results is a metric space of any global upper curvature bound $κ\in \mathbb{R}$, i.e., a $\rm{CAT}(κ)$ space. In particular, we prove the existence of a fixed point for a nonexpasive semigroup on comparable pairs. Then, we propose and analyze two algorithms to approximate such a fixed point.
In the paper we derive two formulas representing solutions of Cauchy problem for two Schrödinger equations: one-dimensional momentum space equation with polynomial potential, and multidimensional position space equation with locally square integrable potential. The first equation is a constant coefficients particular case of an evolution equation with derivatives of arbitrary high order and variable coefficients that do not change over time, this general equation is solved in the paper. We construct a family of translation operators in the space of square integrable functions and then use meth…
We give the upper and the lower estimates of heat kernels for Schrödinger operators $H=-Δ+V$, with nonnegative and locally bounded potentials $V$ in $\mathbb{R}^d$, $d \geq 1$. We observe a factorization: the contribution of the potential is described separately for each spatial variable, and the interplay between the spatial variables is seen only through the Gaussian kernel - optimal in the lower bound and nearly optimal in the upper bound. In some regimes we observe the exponential decay in time with the rate corresponding to the bottom of the spectrum of $H$. Our estimates identify in a fa…
In this paper the theory of evolution semigroups is developed and used to provide a framework to study the stability of general linear control systems. These include time-varying systems modeled with unbounded state-space operators acting on Banach spaces. This approach allows one to apply the classical theory of strongly continuous semigroups to time-varying systems. In particular, the complex stability radius may be expressed explicitly in terms of the generator of a (evolution) semigroup. Examples are given to show that classical formulas for the stability radius of an autonomous Hilbert-sp…
In this paper, when a given symmetric Markov process X satisfies the stability of global heat kernel two-sided (upper) estimates by Markov perturbations, we give a necessary and sufficient condition on the stability of global two-sided (upper) estimates for fundamental solution of Feynman-Kac semigroup of X. As a corollary, under the same assumptions, a weak type global two-sided (upper) estimates holds for the fundamental solution of Feynman-Kac semigroup with (extended) Kato class conditions for measures. This generalizes all known results on the stability of global integral kernel estimates…
