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Exact and approximate solutions of some operator equations based on the Cayley transform

✍ Scribed by Ivan P. Gavrilyuk; Vladimir L. Makarov


Publisher
Elsevier Science
Year
1998
Tongue
English
Weight
1021 KB
Volume
282
Category
Article
ISSN
0024-3795

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✦ Synopsis


We consider the operator equation SX -~)~t i U, XV, = Y where { U, }. { t~ } are some commutative sets of operators but in general { U, } need not commute with { 1,)}. Particular cases of this equation are the Syivester and Ljaptmov equations. We give a new representation and an approximation of the solution which is suitable to perform it algorithmically. Error estimates are given which show exponential covergence lbr bounded operators and polynomial convergence for unbounded ones. Based on these considerations we construct an iterative process and give an existence theorem for the operator equation Z-' + A ~Z + A., = O, arising for example when solving an abstract second order differential equation with non-commutative coefficients.


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