Home A Gaussian Method for the Square Root of Accretive Operators
Article
Licensed
Unlicensed Requires Authentication

A Gaussian Method for the Square Root of Accretive Operators

  • Eleonora Denich ORCID logo EMAIL logo and Paolo Novati
Published/Copyright: August 30, 2022

Abstract

We consider the approximation of the inverse square root of regularly accretive operators in Hilbert spaces. The approximation is of rational type and comes from the use of the Gauss–Legendre rule applied to a special integral formulation of the fractional power. We derive sharp error estimates, based on the use of the numerical range, and provide some numerical experiments. For practical purposes, the finite-dimensional case is also considered. In this setting, the convergence is shown to be of exponential type. The method is also tested for the computation of a generic fractional power.

MSC 2010: 47A58; 65F60; 65D32

Award Identifier / Grant number: 2019-04

Funding statement: This work was partially supported by GNCS-INdAM, FRA-University of Trieste and CINECA under HPC-TRES program award number 2019-04. The authors are members of the INdAM research group GNCS.

A Approximation of β

Let Ψ s 0 E be the ellipse passing through the point 2 τ i - 1 (cf. (4.11)). The value β , such that the function Φ ( 2 ) ( 1 + ρ e - i β π ) possesses a local maximum for β > β , is the one for which Ψ s 0 is also tangent to the curve χ ( 2 ) ( Γ β - ) at 2 τ i - 1 (Figure 3). In order to compute β , we consider the tangents at 2 τ i - 1 to the ellipse and to the curve, and impose them to have the same slope. Before starting, we need to derive the semi-width 𝛾 and the semi-height 𝛿 of the ellipse. By geometrical evidence, we have that

(A.1) δ = { 1 2 ( s 0 e i π 2 + 1 s 0 e - i π 2 ) } = 1 2 ( s 0 - 1 s 0 )

and γ 2 = δ 2 + 1 . At this point, we remind that the slope of the tangent at 2 τ i - 1 to the ellipse is

(A.2) m = - δ 2 γ 2 ( 2 τ i - 1 ) ( 2 τ i - 1 ) = δ 2 δ 2 + 1 ( τ 2 ) τ 2 + τ 1 , τ + ,

where we have used (A.1) and

s 0 - 1 s 0 4 2 τ - 1 4 ,

which comes from (4.11). Now, it is not difficult to show that the angle between the tangent to the curve χ ( 2 ) ( Γ β - ) at 2 τ i - 1 and the line ( z ) = 2 τ is given by 1 2 ( π - 2 β π ) . Hence, in order to find an approximation of β , by (A.2), we impose the condition

tan [ π 2 ( 1 - 2 β ) ] = 1

that leads to β 1 4 as τ + .

References

[1] L. Aceto, D. Bertaccini, F. Durastante and P. Novati, Rational Krylov methods for functions of matrices with applications to fractional partial differential equations, J. Comput. Phys. 396 (2019), 470–482. 10.1016/j.jcp.2019.07.009Search in Google Scholar

[2] L. Aceto and P. Novati, Rational approximations to fractional powers of self-adjoint positive operators, Numer. Math. 143 (2019), no. 1, 1–16. 10.1007/s00211-019-01048-4Search in Google Scholar

[3] L. Aceto and P. Novati, Padé-type approximations to the resolvent of fractional powers of operators, J. Sci. Comput. 83 (2020), no. 1, Paper No. 13. 10.1007/s10915-020-01198-wSearch in Google Scholar

[4] L. Aceto and P. Novati, Fast and accurate approximations to fractional powers of operators, IMA J. Numer. Anal. 42 (2022), no. 2, 1598–1622. 10.1093/imanum/drab002Search in Google Scholar

[5] A. V. Balakrishnan, Fractional powers of closed operators and the semigroups generated by them, Pacific J. Math. 10 (1960), 419–437. 10.2140/pjm.1960.10.419Search in Google Scholar

[6] W. Barrett, Convergence properties of Gaussian quadrature formulae, Comput. J. 3 (1960/61), 272–277. 10.1093/comjnl/3.4.272Search in Google Scholar

[7] A. Bonito, W. Lei and J. E. Pasciak, On sinc quadrature approximations of fractional powers of regularly accretive operators, J. Numer. Math. 27 (2019), no. 2, 57–68. 10.1515/jnma-2017-0116Search in Google Scholar

[8] A. Bonito and J. E. Pasciak, Numerical approximation of fractional powers of elliptic operators, Math. Comp. 84 (2015), no. 295, 2083–2110. 10.1090/S0025-5718-2015-02937-8Search in Google Scholar

[9] M. Crouzeix and C. Palencia, The numerical range is a ( 1 + 2 ) -spectral set, SIAM J. Matrix Anal. Appl. 38 (2017), no. 2, 649–655. 10.1137/17M1116672Search in Google Scholar

[10] S. Harizanov, R. Lazarov and S. Margenov, A survey on numerical methods for spectral space-fractional diffusion problems, Fract. Calc. Appl. Anal. 23 (2020), no. 6, 1605–1646. 10.1515/fca-2020-0080Search in Google Scholar

[11] S. Harizanov, R. Lazarov, S. Margenov, P. Marinov and J. Pasciak, Comparison analysis of two numerical methods for fractional diffusion problems based on the best rational approximations of t γ on [ 0 , 1 ] , Advanced Finite Element Methods with Applications, Lect. Notes Comput. Sci. Eng. 128, Springer, Cham (2019), 165–185. 10.1007/978-3-030-14244-5_9Search in Google Scholar

[12] S. Harizanov, R. Lazarov, S. Margenov, P. Marinov and J. Pasciak, Analysis of numerical methods for spectral fractional elliptic equations based on the best uniform rational approximation, J. Comput. Phys. 408 (2020), Article ID 109285. 10.1016/j.jcp.2020.109285Search in Google Scholar

[13] S. Harizanov, R. Lazarov, S. Margenov, P. Marinov and Y. Vutov, Optimal solvers for linear systems with fractional powers of sparse SPD matrices, Numer. Linear Algebra Appl. 25 (2018), no. 5, Article ID e2167. 10.1002/nla.2167Search in Google Scholar

[14] S. Harizanov and S. Margenov, Positive approximations of the inverse of fractional powers of SPD M-matrices, Control Systems and Mathematical Methods in Economics, Lecture Notes Econom. Math. Systems 687, Springer, Cham (2018), 147–163. 10.1007/978-3-319-75169-6_8Search in Google Scholar

[15] C. Hofreither, A unified view of some numerical methods for fractional diffusion, Comput. Math. Appl. 80 (2020), no. 2, 332–350. 10.1016/j.camwa.2019.07.025Search in Google Scholar

[16] A. Hoorfar and M. Hassani, Inequalities on the Lambert 𝑊 function and hyperpower function, JIPAM. J. Inequal. Pure Appl. Math. 9 (2008), no. 2, Article ID 51. 10.2298/AADM0801051HSearch in Google Scholar

[17] T. Kato, Fractional powers of dissipative operators, J. Math. Soc. Japan 13 (1961), 246–274. 10.2969/jmsj/01330246Search in Google Scholar

[18] L. N. Trefethen, Is Gauss quadrature better than Clenshaw–Curtis?, SIAM Rev. 50 (2008), no. 1, 67–87. 10.1137/060659831Search in Google Scholar

[19] P. N. Vabishchevich, Numerically solving an equation for fractional powers of elliptic operators, J. Comput. Phys. 282 (2015), 289–302. 10.1016/j.jcp.2014.11.022Search in Google Scholar

[20] P. N. Vabishchevich, Numerical solution of time-dependent problems with fractional power elliptic operator, Comput. Methods Appl. Math. 18 (2018), no. 1, 111–128. 10.1515/cmam-2017-0028Search in Google Scholar

[21] P. N. Vabishchevich, Approximation of a fractional power of an elliptic operator, Numer. Linear Algebra Appl. 27 (2020), no. 3, Article ID e2287. 10.1002/nla.2287Search in Google Scholar

Received: 2022-02-03
Revised: 2022-05-09
Accepted: 2022-08-17
Published Online: 2022-08-30
Published in Print: 2023-01-01

© 2022 Walter de Gruyter GmbH, Berlin/Boston

Downloaded on 15.9.2025 from https://www.degruyterbrill.com/document/doi/10.1515/cmam-2022-0033/html
Scroll to top button