A Gauss Laguerre approach for the resolvent of fractional powers

Abstract

This paper introduces a very fast method for the computation of the resolvent of fractional powers of operators. The analysis is kept in the continuous setting of (potentially unbounded) self adjoint positive operators in Hilbert spaces. The method is based on the Gauss-Laguerre rule, exploiting a particular integral representation of the resolvent. We provide sharp error estimates that can be used to a priori select the number of nodes to achieve a prescribed tolerance.