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Semigroups of Operators in Banach Space

We begin with a definition

Definition 1. A one-parameter family T (t) for 0 ≤ t < ∞ of bounded linear operators on a Banach
space X is a C0 (or strongly continuous) Semigroup on X if

1. T (0) = I (the identity on X).

2. T (t + s) = T (t)T (s) (semigroup property)

3. lim T (t)v = v for all v ∈ X (This the Strong Continuity at t = 0, i.e., continuous at t = 0 in
t↓0
the strong operator topology).

Theorem 1. If T (t) is a C0 semigroup, then there exists ω ≥ 0 and M ≥ 1 such that

kT (t)k ≤ M eωt ∀ t ≥ 0. (1)

Proof:

1. First we show that kT (t)k is bounded on 0 ≤ t ≤ η for some η > 0.


If not then there exist {tn } such that tn ↓ 0 and kT (tn )k ≥ n. From the principle of uniform
boundedness there must exist a v ∈ X such that kT (tn )vk is unbounded. But this contradicts
the strong continuity at t = 0. Thus there exists η and M such that kT(t)k ≤ M for 0 ≤ t ≤ η.
Also since kT (0)k = 1 we must have M ≥ 1.

2. Let
ln(M )
ω= .
η
Given any t ≥ 0 there exists n ∈ Z and δ with 0 ≤ δ ≤ η so that t = nη + δ. Then by the
semigroup property we have

kT(t)k = kT (δ)T (η)n k ≤ M n+1 .

3. Now t = nη + δ implies
(t − δ) t
n= ≤
η η
and since M ≥ 1 we have
kT(t)k ≤ M M n ≤ M M t/η .


Now ω = ln(M )/η implies ln(M ) = ηω which implies M = eωη . Thus we have
t/η
kT(t)k ≤ M M t/η = M eωη = M eωt .


1
2

Corollary 1. If T (t) is a C0 semigroup then for every v ∈ X, T (t)v is continuous on R0+ = [0, ∞)
into X.

Proof: Let t > 0, h ≥ 0 and v ∈ X, then we have

kT (t + h)v − T (t)vk ≤ kT (t)kkT (h)v − vk


h→0
≤ M eωt kT (h)v − vk −−→ 0

for t ≥ h ≥ 0 due to strong continuity at h = 0. Similarly we have

kT (t − h)v − T (t)vk ≤ kT (t − h)kkv − T (h)vk


h→0
≤ M eωt kv − T (h)vk −−→ 0.

Definition 2. The Infinitesimal Generator of T (t) is the linear operator A defined as follows
 
T (t)v − v
D(A) = v ∈ X : lim exists (2)
t→0 t

and for v ∈ D(A) we define


T (t)v − v
Av = lim . (3)
t→0 t
Theorem 2. Let T (t) be a C0 semigroup and A its infinitesimal generator . Then we have

(a) for v ∈ X
Z t+h
1
lim T (s)v ds = T (t)v (4)
h→0 h t
Z t
(b) For every v ∈ X, T (s)v ds ∈ D(A) and
0
Z t 
A T (s)v ds = T (t)v − v. (5)
0

(c) for every v ∈ D(A), T (t)v ∈ D(A) and


d
T (t)v = AT (t)v = T (t)Av. (6)
dt

(d) for every v ∈ D(A),


Z t Z t
T (t)v − T (s)v = T (τ )Av dτ = AT (τ )v dτ. (7)
s s

Proof:

2
(a) To prove part (a) we use the continuity of T (t)v.
Z t+h Z t+h
1 1

h T (s)v ds − T (t)v =
[T (s)v − T (t)v] ds (8)
t h t
h→0
≤ sup kT (s)v − T (t)vk −−→ 0.
s∈[t,t+h]

(b) For part (b) let v ∈ X and h > 0. For any fixed t > 0 with 0 < h < t we show the following
limit exists.   Z t 
T (h) − I
lim T (s)v ds .
h→0 h 0

To this end we note that


  Z t 
T (h) − I
T (s)v ds
h 0
1 t
Z
= (T (s + h)v − T (s)v) ds
h 0
1 t 1 t
Z Z
= T (s + h)v ds − T (s)v ds
h 0 h 0
1 t+h 1 t
Z Z
= T (s)v ds − T (s)v ds
h h h 0
1 t+h 1 t
Z Z Z h Z t 
1
= T (s)v ds + T (s)v ds − + T (s)v ds
h t h h h 0 h
1 t+h 1 h
Z Z
= T (s)v ds − T (s)v ds
h t h 0
h→0
−−→ (T (t)v − v)
Z t
where on the last step we have used part (a). So the limit exists which implies that T (s)v ds ∈
0
D(A) and (by the definition of A)
Z t 
A T (s)v ds = (T (t)v − v).
0

(c) As for part (c) we let v ∈ D(A) and h > 0, then


   
T (h) − I T (h) − I h→0
(T (t)v) = T (t) v −−→ T (t)Av (9)
h h

since v ∈ D(A). Thus we conclude that T (t)v ∈ D(A) and AT (t)v = T (t)Av. But we note that
the limit in (9) only shows that

T (t + h) − T (t) d+
lim v= T (t)v.
h↓0 h dt

3
d
To show that T (t)v exists we fix t > 0 and consider the left derivative.
dt
  
T (t)v − T (t − h)v T (t)v − T (t − h)v
lim − T (t)Av = lim
h↓0 h h↓0 h

− T (t − h)v + T (t − h)v − T (t)Av
 
T (h)v − v
= lim T (t − h) − Av
h↓0 h
+ lim (T (t − h)Av − T (t)Av)
h↓0

=0+0=0

where on the last step, in the first term we have used the fact that kT (t − h)k is bounded and
v ∈ D(A). In the second term we used the strong continuity of T (t).

(d) To establish part (d) we simply integrate the result from part (c).

Corollary 2. If A is the infinitesimal generator of a C0 semigroup T (t), then D(A) is dense in X


and A is a closed linear operator.

Proof: For any v ∈ X set Z t


1
vt = T (s)v ds.
t 0

By Part (b) of Theorem 2, vt ∈ D(A) for every t > 0 and by part (a) we have vt → v as t ↓ 0.
The linearity of A is obvious so we only need to show that A is closed. To this end we take
{vn } ⊂ D(A) such that vn → v and Avn → w. By part (d) of Theorem 2 we have
Z t
T (t)vn − vn = T (s)Avn ds. (10)
0

By (1) we have that T (s) for s ∈ [0, t] is uniformly bounded for any fixed t > 0 which implies

T (s)Avn → T (s)w uniformly for s ∈ [0, t].

Namely we have
n→∞
kT (s)Avn − T (s)wk ≤ kT (s)kkAvn − wk −−−→ 0

uniformly
Z t in s in a compact set. This implies that the right hand side in (10) converges to
T (s)w ds. Also the limit on the left exists and we have
0
Z t
T (t)v − v = T (s)v ds
0

4
which implies
t
T (t)v − v
Z
1
= T (s)v ds.
t t 0

By part (a) of Theorem 2 the limit on the right exists and goes to w. Thus we see that v ∈ D(A)
and Av = w. 2

Theorem 3. Let T (t) and S(t) be two C0 semigroups with infinitesimal generator A and B respec-
tively. If A = B then T (t) = S(t) for all t.

Proof: Let v ∈ D(A) = D(B). Then from Theorem 2 part (c) we have that the map s 7→
T (t − s)S(s)v is differentiable and

d
[T (t − s)S(s)] v = −AT (t − s)S(s)v + T (t − s)BS(s)v
ds
= −T (t − s)AS(s)v + T (t − s)BS(s)v = 0,

where on the last step we have used the assumption that A = B. This implies that [T (t − s)S(s)] v
is a constant. We set first s = 0 and then s = t to obtain

T (t)v = S(t)v ∀ v ∈ D(A) = D(B).

But the D(A) = D(B) is dense by Corollary 2 so T (t) = S(t) for all t. 2

Definition 3. 1. The growth bound of a C0 semigroup T (t) is defined to be


 
ln(kT (t)k
ω0 = inf . (11)
t>0 t

2. A function w : R+ → R is called sub-additive if

w(t1 + t2 ) ≤ w(t1 ) + w(t2 ).

Lemma 1. If w is sub-additive and bounded above on any finite subinterval, then

w(t)
w0 = inf is finite, or − ∞,
t>0 t
and
w(t)
w0 = lim .
t→∞ t
Proof: Since w(t) is bounded above on any finite t interval, for any δ > w0 there exists a t0
such that
w(t0 )

t0

5
(by definition of the infimum and the fact that δ > w0 ). Now for any t > 0 we can write t = nt0 + r
with n ∈ Z and 0 ≤ r ≤ t0 . Then we have
w(t) w(nt0 + r) w(nt0 ) + w(r)
= ≤
t t t
nw(t0 ) + w(r) nw(t0 ) w(r)
≤ = +
t nt0 + r t
w(t0 ) w(r) w(t0 ) w(r)
= + ≤ +
t0 + r/n t t0 t
which implies that
w(t) w(t0 )
lim sup ≤ < δ.
t→∞ t t0
Since this holds for every δ > w0 we have
w(t)
lim sup ≤ w0 .
t→∞ t
But since
w(t)
w0 = inf
t>0 t
we must also have
w(t)
w0 ≤ lim inf .
t→∞ t
Thus we have
w(t) w(t)
lim sup ≤ w0 ≤ lim inf ,
t→∞ t t→∞ t
and therefore
w(t)
w0 = lim .
t→∞ t
The above all works even if w0 = −∞. 2

Theorem 4. If T (t) is a C0 semigroup in X the the growth bound ω0 is given by


 
ln(kT (t)k
ω0 = lim , (12)
t→∞ t
and for every ω > ω0 there exists a Mω such that, for all t ≥ 0

kT(t)k ≤ Mω eωt . (13)

Proof: Let w(t) = ln(kT(t)k). Then

w(t1 + t2 ) = ln(kT (t1 + t2 )k)


= ln(kT (t1 )T (t2 )k)
≤ ln(kT (t1 )kkT (t2 )k)
= ln(kT (t1 )k) + ln(kT (t2 )k)
= w(t1 ) + w(t2 ),

6
so that w(t) is sub-additive. We also can see that it is bounded above since by (1)

w(t) = ln(kT(t)k) ≤ ln(M eωt ) ≤ ln(M ) + ωt ∀t > 0.

Thus we can apply Lemma 1 to obtain


ln(kT(t)k) ln(M )
ω0 = lim ≤ lim + ω.
t→∞ t t→∞ t
So we have ω0 ≤ ω.
Now we take any ω > ω0 . We want to show that there exists a Mω such that for all t ≥ 0

kT(t)k ≤ Mω eωt .

By the first part of the proof we see that if ω > ω0 then there exists a t0 > 0 such that
ln(kT(t)k)
<ω for t > t0 .
t
Notice that this implies
kT(t)k ≤ eωt for t > t0 .
Now consider 0 ≤ t ≤ t0 . We already know, since kT (t)k is continuous on the closed bounded set
[0, t0 ], that there exists a M0 so that

kT(t)k ≤ M0 for 0 ≤ t ≤ t0 .

Let (
M0 if ω ≥ 0,
Mω = .
e−ωt0 M0 if ω < 0.
Then (
M0 eωt ∀ t ≥ 0 if ω ≥ 0,
kT(t)k ≤ .
(M0 e−ωt0 ) eωt ∀ t ≥ 0 if ω < 0.
Finally, we have
kT(t)k ≤ Mω eωt ∀ t ≥ 0.
2

Remark 1. It is important to note that the growth bound ω0 , unlike the constant ω given in (1)
of Theorem 1, can be negative. When ω0 is negative we say that the semigroup is exponentially
stable since
kT(t)k → 0 t → ∞.

Definition 4. Throughout the remainder of these notes we use the notation

Rλ = (λ − A)−1 (14)

to denote the resolvent operator for λ ∈ ρ(A).

7
Theorem 5. If T (t) is a C0 semigroup in X with growth bound ω0 . Let Re (λ) > ω > ω0 . Then
λ ∈ ρ(A) and for every v ∈ X Z ∞
Rλ v = e−λt T (t)v dt (15)
0
and

kRλ k ≤ where σ = Re (λ). (16)
(σ − ω)
Proof: Let Z ∞
Rv
e = e−λt T (t)v dt for v ∈ X σ = Re (λ) > ω.
0
Then
−λt
e T (t)v ≤ Mω e(ω−σ)t kvk,

so Z ∞ Z ∞ 
−σt (ω−σ)t Mω
kRvk
e ≤ e kT (t)vk dt ≤ Mω e dt kvk = kvk
0 0 (σ − ω)
So we have

kRk
e ≤ .
(σ − ω)
We now show that

e ∈ D(A) for all v ∈ X


(i) Rv

(ii) (λ − A)Rv
e = v for all v ∈ X and for all v ∈ D(A), R(λ
e − A)v = v.

This will show that R


e = Rλ .
To establish (i) we consider the limit

1 ∞ −λt
 
T (s) − I e
Z
Rv = e [T (s + t) − T (t)]v dt
s s 0
Z ∞ Z ∞ 
1 −λ(t−s) −λt
= e T (t)v dt − e T (t)v dt
s s 0
1 λs ∞ −λt
 Z Z ∞ 
−λt
= e e T (t)v dt − e T (t)v dt
s s 0
1 λs ∞ −λt
 Z Z s Z ∞ 
λs −λt −λt
= e e T (t)v dt − e e T (t)v dt − e T (t)v dt
s 0 0 0
eλs − 1 ∞ −λt eλs s −λt
Z Z
= e T (t)v dt − e T (t)v dt
s 0 s 0
eλs − 1 e eλs s −λt
Z
= Rv − e T (t)v dt
s s 0
≡ I1 + I2 . (17)

We show that
lim I1 = λRv
e and lim I2 = v.
s→0 s→0

8
The first limit is trivial since it just gives the derivative of eλs . For the second we note that
1 s
Z
v= v dt
s 0
so we have Z s
1  λ(s−t)  s→0
≤ sup eλ(s−t) T (t)v − v −
e T (t)v − v dt −→ 0.
s 0
t∈[0,s]

e ∈ D(A) and, in fact,


Since the limit on the right hand side in (17) exists we see that Rv
ARv
e = λRve − v. Or, in other words,

(λ − A)Rv
e =v ∀ v ∈ X.

On the other hand, for v ∈ D(A) we have


Z ∞
RAv =
e e−λτ T (τ )Av dτ
Z0 ∞
= e−λτ AT (τ )v dτ
0
Z ∞ 
−λτ
=A e T (τ )v dτ
0

= ARv
e

where we have used Theorem 2 part (c) and then parts (b) and (d) with s = 0 and arbitrary t
which gives Z t  Z t
−λτ
A e T (τ )v dτ = T (t)v − v = e−λτ AT (τ )v dτ.
0 0
Therefore, for every t we have
Z t  Z t
−λτ
A e T (τ )v dτ = e−λτ AT (τ )v dτ
0 0

which implies Z ∞  Z ∞
−λτ
A e T (τ )v dτ = e−λτ AT (τ )v dτ
0 0

So for v ∈ D(A) we have

e − A)v = λRv
R(λ e − RAv
e e − ARv
= λRv e − (λRv
e = λRv e − v) = v.

Here we used the previous result that ARv e − v.


e = λRv 2

Theorem 6. If A is a closed densely defined operator such that for every α > ω

kRα k ≤ , α > ω. (18)
α−ω
then
lim αRα v = lim α(α − A)−1 v = v ∀ v ∈ X. (19)
α→∞ α→∞

9
Proof: Take α > ω, and v ∈ X. Since the D(A) is dense, for every  > 0 there exists a
v ∈ D(A) such that
kv − v k < . (20)

For a fixed but arbitrary  > 0, choose α01 so large that

kAv kM
(α01 − ω) > .

Then for all α > α00 we have

Mω Mω 
kRα k ≤ < 1 < . (21)
α−ω α0 − ω kAv k

Now choose α02 such that


α 2
α − ω ≤ 2 ∀ α > α0 . (22)

Let
α0 = max(α01 , α02 ).

Then we have

kαRα v − vk = kαRα v −αRα v + αRα v −v + v −vk


| {z } | {z }
≤ kαRα (v − v )k + kARα v k + kv − vk

= kαRα (v − v )k + kRα Av k + kv − vk



αMω
≤ kv − v k + kRα kkAv k + kv − vk
α − ω
≤ 2Mω +  + 

= 2(Mω + 1),

where on the first step we have added and subtracted αRα v and v . On the fifth step we used (20),
(21) and (22). Since  is arbitrary we see that

lim kαRα v − vk = 0.
α→∞

2
The next theorem is one of the most important results in semigroup theory. It gives a complete
characterization of the linear operators that can be the infinitesimal generator of a C0 semigroup.

Theorem 7 (Hille-Yoshida). A linear operator A acting in a Banach space X is the infinitesimal


generator of a C0 semigroup T (t) such that kT(t)k ≤ M eωt if, and only if

(1) A is closed and D(A) = X

10
M
(2) kRλn k ≤ , λ > ω, n = 1, 2, 3, · · · .
(λ − ω)n
Proof: (⇒) Assume that T (t) is a C0 semigroup with infinitesimal generator A. From Corollary
2 we know that the infinitesimal generator is a densely defined closed operator. Then from Theorem
5 we also know that there is a ω0 such that for α > ω > ω0 implies α ∈ ρ(A), and
Z ∞

Rα v = e−αt T (t)v dt and kRα k ≤ . (23)
0 (α − ω)

Also, by the resolvent identity we have

Rα+h (A) − Rα
= −R(α)R(α + h).
(α + h) − α

Clearly we can pass to the limit as h goes to zero on the right side which means the limit on the
left side exists and we have
d Rα+h (A) − Rα
Rα v = lim = lim −R(α)R(α + h) = −Rα2 v.
dα h→0 (α + h) − α h→0

Thus we have
d
Rα v = −Rα2 v

We can use the same argument together with the product rule to conclude that

d2 d
2
Rα v = −2Rα Rα v = (−1)2 2Rα3 v.
dα dα
Continuing we find
d(n−1)
(n−1)
Rα v = (−1)(n−1) (n − 1)! Rαn v.

But by (23) we have
Z ∞ Z ∞
d d −αt
Rα v = e T (t)v dt = (−1) te−αt T (t)v dt
dα dα 0 0

which implies

d2
Z
Rα v = (−1)2 t2 e−αt T (t)v dt
dα2 0
and, in general,

d(n−1)
Z
Rα v = (−1)(n−1) t(n−1) e−αt T (t)v dt
dα(n−1) 0
Combining these results we have
Z ∞
(n − 1)! Rαn v = t(n−1) e−αt T (t)v dt.
0

11
Thus we can obtain the following estimates
Z ∞
n
k(n − 1)! Rα vk ≤ t(n−1) e−αt kT (t)vk dt.
0
Z ∞
≤ Mω kvk t(n−1) e−(α−ω)t dt
0
set u = (α − ω)t ⇒ du = (α − ω)dt
Z ∞ n−1
u du
= Mω kvk eu
0 α−ω (α − ω)
Z ∞
Mω kvk
= n
un−1 eu du
(α − ω) 0
Mω kvkΓ(n)
=
(α − ω)n

Then, since Γ(n) = (n − 1)!, we have

Mω kvk
kRαn vk ≤
(α − ω)n

which implies

kRαn k ≤ .
(α − ω)n

(⇐) Assume that A is a closed densely defined operator and there exists ω ∈ R, Mω ≥ 1 such that
for all α > ω implies α ∈ ρ(A) and

M
kRλn k ≤ , λ > ω, n = 1, 2, 3, · · · . (24)
(λ − ω)n

We need to address three points:

(i) We need to show that “exp(At)” makes sense.

(ii) show that this is, in turn, a C0 semigroup.

(iii) show that the infinitesimal generator is A.

To make sense of exp(At) we proceed using the so-called Yoshida Approximation

Aα = αARα = α2 Rα − αI α ∈ ρ(A). (25)

We note that
αRα − I = ARα since (αI − A)Rα = I.

Now by our assumption α > ω implies α ∈ ρ(A) which implies Aα ∈ B(X). By an exercise from the
final take home exam we then see that Aα is the infinitesimal generator of a uniformly continuous

12
semigroup :

Tα (t) = eAα t (26)


(α2 R α −αI)t
=e
2
= e−αt eα Rα t

X (α2 t)n n
= e−αt Rα
n=0
n!

where on the third step we used the fact that

AB = BA ⇔ eA+B = eA eB

and we have also used other results from the take home final concerning uniformly continuous
semigroups.
We show that there exists a C0 semigroup

T (t) = lim Tα (t)


α→∞

and that the infinitesimal generator is A. From Theorem 6 we have

αRα v → v ∀ v ∈ X.

So for v ∈ D(A) we have, from (25) and, for v ∈ D(A), ARα v = Rα Av then

Aα v = α2 Rα v − αv = αRα Av

and we have
lim (Aα v − Av) = lim (αRα (Av) − (Av)) = 0
α→∞ α→∞

by Theorem 6. So we have
Aα v → Av for all v ∈ D(A). (27)

By our hypothesis (2) we can write



−αt
X (α2 t)n
kTα (t)k ≤ e kRαn (A)k (28)
n=0
n!

X (α2 t)n Mω
≤ e−αt
n=0
n! (α − ω)n

X (α2 t)n
=≤ Mω e−αt
n=0
(α − ω)n n!
−αt (α2 /(α−ω))t
= Mω e e = Mω e(αω/(α−ω))t .

Thus Tα (t) is uniformly bounded on every compact t interval.

13
From the resolvent Identity
Rβ − Rα
Rα Rβ = = Rβ Rα
α−β
so that, in particular,
Rα Rβ = Rβ Rα .
Now we also notice that

Aα Aβ = (α2 Rα − α)(β 2 Rβ − β)
= α2 β 2 Rα Rβ − α2 βRα − αβ 2 Rβ − αβI
= α2 β 2 Rβ Rα − α2 βRα − αβ 2 Rβ − αβI
= (β 2 Rβ − β)(α2 Rα − α)
= A β Aα

so that
Aα A β = A β Aα . (29)
Using the power series representation for Tβ (T ) and (29) we have

Aα Tβ (t) = Tβ (t)Aα . (30)

So for v ∈ D(A) we have


t
Tα (t)v − Tβ (t)v = (Tβ (t − s)Tα (s)v) 0 (31)
Z t
d
= (Tβ (t − s)Tα (s)v) ds
0 ds
Z t
= [−Tβ (t − s)Aβ Tα (s) + Tβ (t − s)Aα Tα (s)] v ds
0
Z t
(30)
= Tβ (t − s) [Aα − Aβ ] Tα (s)v ds
0
Z t
(30)
= Tβ (t − s)Tα (s) [Aα − Aβ ] v ds.
0

So we have Z t
Tα (t)v − Tβ (t)v = Tβ (t − s)Tα (s) [Aα − Aβ ] v ds. (32)
0
 
αω
Claim 1. If α > 2|ω| > 0 then < 2|ω|.
(α − ω)
Proof of Claim: α > 0 implies αω ≤ α|ω| and α > ω implies
αω α|ω|
≤ .
(α − ω) (α − ω)
We now show that
α
≤ 2.
(α − ω)

14
To this end we note that

α > 2|ω| ⇒ α > 2ω ⇒ −α < −2ω ⇒ α < −2ω + 2α = 2(α − ω)

and dividing by (α − ω) in the last inequality gives the desired result. 2


From (28) and Claim 1 we have

kTα (t)k ≤ Mω e2|ω|t , (33)

and for α, β > 2|ω| we have, for v ∈ D(A), from (31)


Z t
Mω e2|ω|(t−s) Mω e2|ω|s k(Aα − Aβ )vk ds
 
kTα (t)v − Tβ (t)vk ≤
0
Z t
2 2|ω|t
= Mω e k(Aα − Aβ )vk ds
0
= Mω2 e2|ω|t t k(Aα − Aβ )vk
≤ Mω2 e2|ω|t t {kAα v − Avk + kAv − Aβ vk} (34)
→ 0 as α, β → ∞ by (27).

Thus, for every t ≥ 0, the collection {Tα (t)v}α (for α tending to infinity ) is Cauchy in X and so it
converges to an element of X which we denote by T (t)v:

T (t)v = lim Tα (t)v, ∀ v ∈ D(A). (35)


α→∞

Now for fixed t > 0, v ∈ X and  > 0, the denseness of D(A), implies there is a v0 ∈ D(A) such
that

kv − v0 k < .
4Mω e2|ω|t
Therefore we have

kTα (t)v − Tβ (t)vk ≤ kTα (t)v − Tα (t)v0 k + kTα (t)v0 − Tβ (t)v0 k


+ kTβ (t)v0 − Tβ (t)vk
≤ 2Mω e2|ω|t kv − v0 k + kTα (t)v0 − Tβ (t)v0 k
 
≤ + =
2 2
provided we choose α, β large enough that

kTα (t)v0 − Tβ (t)v0 k < .
2
We conclude that
T (t)v = lim Tα (t)v, ∀ v ∈ X (36)
α→∞

and the limit is uniform on any compact t interval.

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We also have

kT (t)vk = lim kTα (t)vk


α→∞
= lim inf kTα (t)vk
α→∞

≤ lim inf Mω e(αω/(α−ω))t kvk


α→∞
= Mω eωt kvk.

Therefore
kT (t)k ≤ Mω eωt . (37)

We now show that T (t) is a Strongly Continuous semigroup (i.e., it is a C0 semigroup).

(i) First we establish the semigroup property.

Claim 2.
T (t + s)v = T (t)T (s)v

Proof: First we note that

T (t + s)v = lim Tα (t + s)v = lim Tα (t)Tα (s)v.


α→∞ α→∞

Next we note that

kTα (t)Tα (s)v − T (t)T (s)vk = kTα (t)Tα (s)v − Tα (t)T (s)v + Tα (t)T (s)v − T (t)T (s)vk
≤ kTα (t)[Tα (s)v − T (s)v]k + k[Tα (t) − T (t)]T (s)vk
≤ kTα (t)kkTα (s)v − T (s)vk + kT (s)kkTα (t)v − T (t)vk
≤ Mω e2|ω|t kTα (s)v − T (s)vk + Mω e2|ω|s kTα (t)v − T (t)vk
→ 0 as α → ∞.

kT (t + s)v − T (t)T (s)vk ≤ kT (t + s)v − Tα (t + s)vk + kTα (t + s)v − T (t)T (s)vk


= kT (t + s)v − Tα (t + s)vk + kTα (t)Tα (s)v − T (t)T (s)vk
→ 0 as α → ∞.

The claim is verified. 2

(ii) Now we show that T (0) = I. We have

T (0)v = lim Tα (0)v = v.


α→∞

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(iii) Next we show the continuity at t = 0, i.e., we want to show that

lim kT (t)v − vk = 0.
t→0

We have
t→0
kT (t)v − vk ≤ kT (t)v − Tα (t)vk + kTα (t)v − vk −−→ 0.

This follows since for any  > 0 by (34) we can choose α0 > 0 such that

kT (t)v − Tα0 (t)vk ≤ for t ∈ [0, δ],
2
for any fixed (finite δ).
Since Tα0 (t) is strongly continuous there exists a δ0 < δ such that

kTα0 (t)v − vk ≤ for t < δ0 .
2
Thus we have
kT (t)v − vk ≤  for t < δ0 .

Therefore T (t) is a C0 semigroup. Let A


e denote the infinitesimal generator of T (t). Then we
want to show Ae = A.
First we show A ⊂ A.
e Take v ∈ D(A).

kTα (t)Aα v − T (t)Avk ≤ kTα (t)Aα v − Tα (t)Avk + kTα (t)Av − T (t)Avk


≤ kTα (t)kkAα v − Avk + k[Tα (t) − T (t)](Av)k
≤ Mω e2|ω|t kAα v − Avk + k[Tα (t) − T (t)](Av)k
→ 0 as α → ∞

and the convergence is uniform on compact t intervals, i.e.,

Tα (t)Aα v → T (t)Av uniformly on compact t intervals.

Now recall from Theorem 2 part (b) that


Z t
Tα (t)v − v = Tα (s)Aa v ds
0

and
Z t Z t
lim Tα (t)v − v = T (t)v − v, lim Tα (s)Aa v ds = T (s)Av ds for v ∈ D(A).
α→∞ α→∞ 0 0

where the last limit and integral can be interchanged due to the uniform convergence. So we have
Z t
T (t)v − v = T (s)Av ds.
0

17
and we have t
T (t)v − v
Z
1
lim = lim T (s)Av ds = Av
t→0 t t→0 t 0

by Theorem 2. Therefore, v ∈ D(A)


e and Av
e = Av.
Next we show the Ae = A. If α > ω then α ∈ ρ(A) which implies that (αI − A)D(A) = X. But
D(A) ⊂ D(A)
e and A e extends A which implies that (αI − A)D(
e A)
e = X. Therefore,

(αI − A)D(A)
e = (αI − A)D(
e A)
e (38)

since A = A
e on D(A).
Recall (37) so that for α > ω we have
Z t
I(α) ≡ e−αt T (t) dt exists.
0

As in the proof of Theorem 6 we can show

I(α)(σI − A)v
e = v, ∀ v ∈ D(A).
e

This implies
I(α) = Rα (A)
e for α ∈ ρ(A).
e

By this and (38) we have


D(A) = D(A)
e and A = A.
e

References
[1] T. Kato, Perturbation Theory of Linear Operators, Springer-Verlag, 1966.

[2] N.Dunford and J. Schwartz, Linear Operators, Vols. I, II, III Interscience, N.Y. (1963).

[3] Yoshida, K. Functional Analysis and Its Applications. New York: Springer-Verlag, 1971.

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