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Semigrupos de Operadores
Semigrupos de Operadores
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
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).
Proof:
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
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.
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
(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
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
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).
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
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
But the D(A) = D(B) is dense by Corollary 2 so T (t) = S(t) for all t. 2
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 )
<δ
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
6
so that w(t) is sub-additive. We also can see that it is bounded above since by (1)
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 → ∞.
Rλ = (λ − A)−1 (14)
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
Mω
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
Mω
kRk
e ≤ .
(σ − ω)
We now show that
(ii) (λ − A)Rv
e = v for all v ∈ X and for all v ∈ D(A), R(λ
e − A)v = v.
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]
(λ − A)Rv
e =v ∀ v ∈ X.
= 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
e − A)v = λRv
R(λ e − RAv
e e − ARv
= λRv e − (λRv
e = λRv e − v) = v.
Theorem 6. If A is a closed densely defined operator such that for every α > ω
Mω
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)
kAv kM
(α01 − ω) > .
Then for all α > α00 we have
Mω Mω
kRα k ≤ < 1 < . (21)
α−ω α0 − ω kAv k
Let
α0 = max(α01 , α02 ).
Then we have
= 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.
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 ∞
Mω
Rα v = e−αt T (t)v dt and kRα k ≤ . (23)
0 (α − ω)
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
dα
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.
dα
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
Mω kvk
kRαn vk ≤
(α − ω)n
which implies
Mω
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 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 :
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
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)
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
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
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:
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
15
We also have
Therefore
kT (t)k ≤ Mω eωt . (37)
Claim 2.
T (t + s)v = T (t)T (s)v
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 → ∞.
16
(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 .
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
(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
I(α)(σI − A)v
e = v, ∀ v ∈ D(A).
e
This implies
I(α) = Rα (A)
e for α ∈ ρ(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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