Chernoff Approximations of the Solution of Linear ODE with Variable Coefficients

Владикавказский математический журнал. 2025. Vol. 27. No. 4. P. 124–135.

Remizov I.

The Chernoff approximation method is a powerful and flexible tool of functional analysis, which allows in many cases to express exp(tL) in terms of variable coefficients of a linear differential operator L. In this paper, we prove a theorem that allows us to apply this method to find the resolvent of L. Our theorem states that the Laplace transforms of Chernoff approximations of a C0-semigroup converge to the resolvent of the generator of this semigroup. We demonstrate the proposed method on a second-order differential operator with variable coefficients. As a consequence, we obtain a new representation of the solution of a nonhomogeneous linear ordinary differential equation of the second order in terms of functions that are coefficients of this equation, playing the role of parameters of the problem. For the Chernoff function, based on the shift operator, we give an estimate for the rate of convergence of approximations to the solution.

Keywords: полугруппа операторов, Chernoff approximations, черновские аппроксимации, обыкновенное дифференциальное уравнение, approximation of C0-semigroup, резольвента, linear ODE with variable coefficients, resolvent operator