Published 26 Feb 2004. First received 14 Oct 2003.

Computing the decay of a simple reversible sub-Markov semigroup

E. B. Davies

Abstract: Two different numerical methods for solving a non-self-adjoint evolution equation are compared in this paper. If the initial function lies in the domain of the operator, a recently proposed method that combines pseudospectral ideas and semigroup theory is shown to be considerably more accurate than a standard discretization method. One example is worked out in detail, but the methods used are of much wider applicability.

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Appendix A : This appendix contains the programs referred to in the paper Computing the decay of a simple reversible sub-Markov semigroup.

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