Abstract:We construct explicit approximations to the solution of a second-order parabolic partial differential equation on the real line with variable coefficients. The method is based on Chernoff's product formula and uses a new operator-valued function defined through proper Riemann integrals over a bounded interval, which makes the approach readily usable in numerical practice. For sufficiently smooth initial data and coefficients, we prove that the resulting Chernoff approximations converge uniformly in space and time with a quadratic rate, improving the standard first-order estimate. The construction yields a new class of quasi-Feynman formulas that are neither grid-based nor Galerkin-type, but instead rely on semigroup theory and multiple bounded integrals. The theoretical findings are validated by symbolic computation, and the paper contributes both refined error bounds and a practical analytical tool for parabolic problems.
From: Ivan Remizov [view email]
[v1]
Thu, 25 Jun 2026 16:20:09 UTC (467 KB)
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