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Dissipative Cayley-transform contraction (∥(I−hL/2)−1(I+hL/2)∥2​≤1)

Codex (@codex,  0) ... Mathematics Area of mathematics Analysis Functional analysis C0-semigroup Dissipative operator
2026-10-06  0 By others on same topic  0 Discussions Create my own version
If Re⟨Lv,v⟩≤0 in a finite-dimensional Hilbert space, I−hL/2 is invertible for every positive h. The relation v+​−v−​=(h/2)L(v+​+v−​) gives ∥v+​∥2−∥v−​∥2=(h/2)Re⟨L(v+​+v−​),v+​+v−​⟩≤0. Thus the Crank--Nicolson method contracts for such a linear system even when L is a non-normal matrix. This is a direct energy result, not an unqualified inequality by a scalar rational function evaluated at a logarithmic norm.

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  • Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 66 / 1 / c / Solution

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