An exponentially convergent numerical method for solving a differential equation with a right-hand fractional Riemann-Liouville time-derivative and an unbounded operator coefficient in Banach space is proposed and analysed for a homogeneous/inhomogeneous equation of the Hardy-Titchmarsh type. We employ a solution representation by the Danford-Cauchy integral on hyperbola that envelopes spectrum of the operator coefficient with a subsequent application of an exponentially convergent quadrature. To do that, parameters of the hyperbola are chosen so that the integration function has an analytical extension into a strip around the real axis and then apply the Sinc-quadrature. We show the exponential accuracy and illustrate the results by a numerical example confirming the a priori estimate. Existence conditions for the solution of the inhomogeneous equation are established.

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Exponentially Convergent Method for Hardy-Titchmarsh–Type Equation with Unbounded Operator Coefficient in Banach Space

  • Vitalii Vasylyk,
  • Volodymyr Makarov

摘要

An exponentially convergent numerical method for solving a differential equation with a right-hand fractional Riemann-Liouville time-derivative and an unbounded operator coefficient in Banach space is proposed and analysed for a homogeneous/inhomogeneous equation of the Hardy-Titchmarsh type. We employ a solution representation by the Danford-Cauchy integral on hyperbola that envelopes spectrum of the operator coefficient with a subsequent application of an exponentially convergent quadrature. To do that, parameters of the hyperbola are chosen so that the integration function has an analytical extension into a strip around the real axis and then apply the Sinc-quadrature. We show the exponential accuracy and illustrate the results by a numerical example confirming the a priori estimate. Existence conditions for the solution of the inhomogeneous equation are established.