Remizov's second-order asymptotic conjecture for Chernoff approximations

Let (etL)t0(e^{tL})_{t\geq 0} be a C0C_0-semigroup in a Banach space F\mathcal{F} with generator (L,dom(L))(L,\operatorname{dom}(L)), and let GG be a Chernoff function for LL. Assume that t00t_0\geq 0 and fFf\in\mathcal{F} are given, and that, for every t[0,t0]t\in[0,t_0], ff belongs to the domains of G(t)G'(t), G(t)G”(t), G(t)G”'(t), G””(t)G””(t), G(t)G(t)G'(t)G”(t), G(t)2G(t)G'(t)^2G”(t), and G(t)2G”(t)^2, with each corresponding operator continuous in tt. Remizov's second-order asymptotic conjecture. There exists C0C\geq0 such that, for every t[0,t0)t\in[0,t_0) and every nNn\in\mathbb{N},

(G(tn))nfetLf+t22netL(L2G(0))fCn2.\left\|\left(G\left(\frac{t}{n}\right)\right)^nf-e^{tL}f+\frac{t^2}{2n}e^{tL}(L^2-G”(0))f\right\|\leq\frac{C}{n^2}.

This refines the expected first-order Chernoff convergence by identifying a correction term and an O(n2)O(n^{-2}) remainder; the source gives no resolution.

Sources & referencesView supporting material

Primary source

Pavel S. Prudnikov, “Speed of convergence of Chernoff approximations for two model examples: heat equation and transport equation”, arXiv:2012.09615 (2020).

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