Stability and Regularization of Difference Schemes in Banach and Hilbert Spaces

Abstract

Abstract. The necessary and sufficient conditions for stability of abstract difference schemes in Hilbert and Banach spaces are formulated. Contrary to known stability results we give stability conditions for schemes with non-self-adjoint operator coefficients in a Hilbert space and with strongly positive operator coefficients in a Banach space. It is shown that the parameters of the sectorial spectral domain play the crucial role. As an application we consider the Richardson iteration scheme for an operator equation in a Banach space, in particulary the Richardson iteration with precondition for a finite element scheme for a non-selfadjoint operator. The theoretical results are also the basis when using the regularization principle to construct stable difference schemes. For this aim we start from some simple scheme (even unstable) and derive stable schemes by perturbing the initial operator coefficients and by taking into account the stability conditions. Our approach is also valid for schemes with unbounded operator coefficients.