Approximate solution of a parabolic equation with the use of a rational approximation to the operator exponential

详细

For the abstract parabolic equation \(\dot x = Bx + bv\left( t \right)\) with an unbounded self-adjoint operator B, where b is a vector and v(t) is a scalar function, we suggest a solution method based on the evaluation of some rational function of the operator B. We obtain a priori estimates of the approximation error for the output function y(t) = <x(t), l>, where l is a given vector. The results of a numerical experiment for the inhomogeneous heat equation are presented.