A. Pazy Semigroups of Linear Operators and Applications to Partial Differential Equations 5 Springer-VerlagA. Pazy The Hebrew University of Jerusalem Institute of Mathematics and Computer Science Givat Ram 91904 Jerusalem Israel Editors F. John J. E, Marsden Courant Institute of Department of Division of Mathematical Sciences Mathematics Applied Mathematics New York University University of California Brown University New York, NY 10012 Berkeley, CA 94720 Providence, RI 02912 U.S.A. U.S.A. USA. AMS Subject Classifications: 47D05, 35F10, 35F25, 35G25 Library of Congress Cataloging in Publication Data Pazy, A. Semigroups of linear operators and applications to partial differential equations. (Applied mathematical sciences; v. 44) Includes bibliographical references and index. 1, Differential equations, Partial. 2. Initial value problems. 3. Semigroups of operators. I. Title. IL. Series: Applied mathematical sciences (Springer-Verlag, New York Inc.); v. 44. QA377.P34. 1983 515.7'246 83-10637 © 1983 by Springer-Verlag New York, Inc. All rights reserved. No part of this book may be translated or reproduced in any form without written permission from Springer-Verlag, 175 Fifth Avenue, New York, New York 10010, U.S.A. Media conversion by Science Typographers, Medford, NY. Printed and bound by R. R, Donnelley & Sons Company, Harrisonburg, VA. Printed in the United States of Americayinynows S16! revs, ON7T6S4921 Me INBN 0-387 9OK4S-4 Springer-Verlag New cork Berl)! tolerPreface The aim of this book is to give a simple and self-contained presentation of the theory of semigroups of bounded linear operators and its applications to partial differential equations. The book is a corrected and expanded version of a set of lecture notes which I wrote at the University of Maryland in 1972-1973. The first three chapters present a short account of the abstract theory of semigroups of bounded linear operators. Chapters 4 and 5 give a somewhat more detailed study of the abstract Cauchy problem for autonomous and nonautonomous linear initial value problems, while Chapter 6 is devoted to some abstract nonlinear initial value problems. The first six chapters are self contained and the only prerequisite needed is some elementary knowledge of func- tional analysis. Chapters 7 and 8 present applications of the abstract theory to concrete initial value problems for linear and nonlinear partial differen- tial equations. Some of the auxiliary results from the theory of partial differential equations used in these chapters are stated without proof. References where the proofs can be found are given in the bibliographical notes to these chapters. I am indebted to many good friends who read the lecture notes on which this book is based, corrected errors, and suggested improvements. In partic- ular I would like to express my thanks to H. Brezis, M. G. Crandall, and P. Rabinowitz for their valuable advice, and to Danit Sharon for the tedious work of typing the manuscript. A. PazyContents Preface Chapter 1 Generation and Representation 1 Uniformly Continuous Semigroups of Bounded Linear Operators 2 Strongly Continuous Semigroups of Bounded Linear Operators 3. The Hille-Yosida Theorem 4 The Lumer Phillips Theorem 5 The Characterization of the Infinitesimal Generators of Cy Semigroups 6 Groups of Bounded Operators 7 The Inversion of the Laplace Transform 8 Two Exponential Formulas 9. Pseudo Resolvents -10 The Dual Semigroup Chapter 2 Spectral Properties and Regularity 2.1 Weak Equals Strong 2.2. Spectral Mapping Theorems 2.3 ” Semigroups of Compact Operators 2.4 Differentiability 2.5 Analytic Semigroups 2.6 Fractional Powers of Closed Operators ‘Chapter 3 Perturbations and Approximations 3.1 Perturbations by Bounded Linear Operators 3.2. Perturbations of Infinitesimal Generators of Analytic Semigroups 3.3. Perturbations of Infinitesimal Generators of Contraction Semigroups 3.4 The Trotter Approximation Theorem 42 42 48 51 69 16 16 80 81 84“ur ‘Semigroups of Linear Operators 3.5 A General Representation Theorem 3.6 Approximation by Discrete Semigroups Chapter 4 The Abstract Cauchy Problem 4.1 The Homogeneous Initial Value Problem 4.2. The Inhomogeneous Initial Value Problem 4.3 Regularity of Mild Solutions for Analytic Semigroups 4.4 Asymptotic Behavior of Solutions 4.5 Invariant and Admissible Subspaces Chapter 5 Evolution Equations 5.1 Evolution Systems 5.2. Stable Families of Generators 5.3 An Evolution System in the Hyperbolic Case 5.4 Regular Solutions in the Hyperbolic Case 5.5 The Inhomogeneous Equation in the Hyperbolic Case 5.6 An Evolution System for the Parabolic Initial Value Problem 5.7 The Inhomogencous Equation in the Parabolic Case 5.8 Asymptotic Behavior of Solutions in the Parabolic Case Chapter 6 Some nonlinear evolution equations 6.1 Lipschitz Perturbations of Linear Evolution Equations 6.2. Semilinear Equations with Compact Semigroups 6.3 Scmilinear Equations with Analytic Semigroups 64 A Quasilinear Equation of Evolution Chapter 7 Applications to Partial Differential Equations— Linear Equations 7.1 Introduction 7.2. Parabolic Equations—L? Theory 73. Parabolic Equations—L? Theory 7.4 The Wave Equation 7.5 A Schrodinger Equation 7.6 A Parabolic Evolution Equation Chapter 8 Applications to Partial Differential Equations— Nonlinear Equations 8.1 A Nonlinear Schrédinger Equation 82 A Nonlinear Heat Equation in R! 83 A Semilinear Evolution Equation in R? 8.4 A General Class of Semilinear Initial Value Problems 8.5 The Korteweg-de Vries Equation Bibliographical Notes and Remarks Bibliography Index is 11 183 183 191 195, 200CHAPTER | Generation and Representation 1.1. Uniformly Continuous Semigroups of Bounded Linear Operators Definition 1.1. Let X be a Banach space. A one parameter family 7(t), 0 <1 < 0, of bounded linear operators from X into X is a semigroup of bounded linear operator on X if (i) TO) = 1, (/ is the identity operator on X). (ii) T(t + 5) = T(t)T(s) for every t, s = 0 (the semigroup property). A semigroup of bounded linear operators, T(t), is uniformly continuous if lim T(z) - |] = 0. (ay 140 The linear operator A defined by D(A) = {x x: tim TO —* exists} (1.2) 110 t and Ax = lim DO*=* _ ET) for x@D(A) (1.3) 10 t at |i-0 is the infinitesimal generator of the semigroup 7(1), D(A) is the domain of A. . This section is devoted to the study of uniformly continuous semigroups of bounded linear operators. From the definition it is clear that if T(t) is a uniformly continuous semigroup of bounded linear operators then lim | 7(s) ~ T()I] = 0. (14) rrSemigroups of Linear Operatws Theorem 1.2. A linear operator A is the infinitesimal generator of a uniformly continuous semigroup if and only if A is a bounded linear operator. Proor. Let A be a bounded linear operator on X and set T(t) =e'4 = x ar ‘ (1.5) The right-hand side of (1.5) converges in norm for every ¢ > 0 and defines, for each such 1, a bounded linear operator T(t). It is clear that T(0) = / and a straightforward computation with the power series shows that T(t + s) = T(t)T(s). Estimating the power series yields W(t) — MI < talent and |PO=t a] sian a which imply that 7(1) is a uniformly continuous semigroup of bounded linear operators on X and that A is its infinitesimal generator. Let T(t) be a uniformly continuous semigroup of bounded linear opera- tors on X. Fix p > 0, small enough, such that ||J — p~'f?T(s) ds|] < 1. This implies that p~'f?T(s) ds is invertible and therefore {?T(s) ds is invertible. Now, AMT (A) ~ 1) f'Ts) 4s = (rts +h) ds - f'70) as) = (frente) ds - fT) as} and therefore h-\(T(h) - 1) = sO) ds- wi frts) 4s)([’7(3) as) (1.6) Letting #10 in (1.6) shows that h~'(T(h) — 1) converges in norm and therefore strongly to the bounded linear operator (T(p) — 7 {?T(s) ds)~! which is the infinitesimal generator of T(t). a From Definition 1.1 it is clear that a semigroup 7(rt) has a unique infinitesimal generator. If T(r) is uniformly continuous its infinitesimal generator is a bounded linear operator. On the other hand, every bounded linear operator A is the infinitesimal generator of a uniformly continuous semigroup 7(1). Is this semigroup unique? The affirmative answer to this question is given next.To Generation an! | presentation: o ‘Theorem 1.3, Let T(t) and S(t) be uniformly continuous semigroups of bounded linear operators. If im PO =! ~ 4 = tim 140 t 110 S-t (1.7) then T(t) = S(t) for 1 > 0. Proor. We will show that given T > 0, S(t) = T(t) for O<1t< T. Let T > 0 be fixed, since ¢ > ||T(t)|| and t > ||S(t)|| are continuous there is a constant C such that ||7(t)|| | S(s)|| < C for 0 < s,t < T. Given e > 0 it follows from (1.7) that there is a 5 > 0 such that ho'WT(h) — S(A)I| 0 was arbitrary T(t) = S(t) for 0 0 such that \|T(1)\| < e*'. b) There exists a unique bounded linear operator A such that T(t) = c) The operator A in part (b) is the infinitesimal generator of T(t). d) t > T(1) is differentiable in norm and dT(t) dt =AT(t)= T(t)A (19) PROoF. All the assertions of Corollary 1.4 follow easily from (b). To prove (b) note that the infinitesimal generator of T(t) is a bounded linear operator A. A is also the infinitesimal generator of e4 defined by (1.5) and therefore, by Theorem 1.3, T(t) = e!4. o4 Nemiroupn of Linear Operators 1.2. Strongly Continuous Semigroups of Bounded Linear Operators Throughout this section X will be a Banach space. Definition 2.1. A semigroup T(r), 0 < ¢ < 00, of bounded linear operators on X is a strongly continuous semigroup of bounded linear operators if limT(1)x=x forevery x © X. (2.1) 110 A strongly continuous semigroup of bounded linear operators on X will be called a semigroup of class C, or simply a Cy semigroup. Theorem 2.2. Let T(t) be a Cy semigroup. There exist constants w > 0 and M 2 | such that IT(I| s Me" — for O 0 such that |} 7(1)|| is bounded for 0 <1 < 4. If this is false then there is a sequence {¢,) satisfying ¢,, = 0, lim,...f, = 0 and ||7(t,)|]| 2. From the uniform boundedness theorem it then follows that for some x © X, |jT(1,)x\| is unbounded contrary to (2.1), Thus, ||7(t)|| 1. Let w= 'log M > 0. Given t = 0 we have ¢ = ny + 8 where 0 < 8 < 7 and therefore by the semigroup property UTC) = T(8)T(a)" T(t)x isa continuous function from ® 3 (the nonnegative real line) into X. Proor. Let t, 4 = 0. The continuity of t > T(t)x follows from T(t + h)x ~ T(t)xI] s TC TCA) x — xl] s Mee] T(A)x — x1] and fort > h20 T(t — h)x ~ T(t) xl] < Te — ADI] x — TCA) IL S Me*'\\x — T(A)x||. a Theorem 2.4. Let T(t) be a Cy semigroup and let A be its infinitesimal generator. Then a) For x © X, tim [Ts yeare TED. 3)Lo Generation vit ts presentation: 3 b) For x © X, ['T(s)x ds € D(A) and » A( ['7(s)xas) = T(t)x x. (2.4) c) For x € D(A), T(t)x © D(A) and Ar (0)x = AT(1)x = T(t) Ax. (2.5) d) For x © D(A), T(t)x — T(s)x = [T)Axdr= [[AT(2)x de. (2.6) Proor. Part (a) follows directly from the continuity of ¢ -» T(r)x. To prove (b) let x © X and h > 0. Then, AGM ['r(s)xas - fa + h)x — T(s)x) ds Loser, 1 fh, = at T(s)x ds — aff T(s)x ds and as h 10 the right-hand side tends to T(t)x — x, which proves (b). To prove (c) let x € D(A) and A > 0. Then TWF riys = nn( TQ), ST(t)Ax as hL0. (27) Thus, T(1)x © D(A) and AT(t)x = T(1)Ax. (2.7) implies also that Lorlayy = ATs = MAN, ie., that the right derivative of T(1)x is T(t) Ax. To prove (2.5) we have to show that for > 0, the left derivative of T(t)x exists and equals T(t) Ax. This follows from, in| 2" - Te ths : rs = lim Te - DD a - ax| + fim (T(r= hax = Ta) Ax), and the fact that both terms on the right-hand side are zero, the first since x © D(A) and ||7(t — A)|| is bounded on 0 < A < ¢ and the second by the strong continuity of T(r). This concludes the proof of (c). Part (d) is obtained by integration of (2.5) from s to t. o Corollary 2.5. /f A is the infinitesimal generator of a Cy semigroup T(t) then D(A), the domain of A, is dense in X and A is a closed linear operator.eee Paoor, For every x @ X not x, = 1/¢fi7U9)x ds. By part (b) of Theorem 2.4, x, @ D(A) for ¢ > 0 and by part (a) of the same theorem x, > x as #40, Thus D(A), the closure of D(A), equals X. The linearity of A is evident. To prove its closednoss let x, € D(A), x, + x and Ax, > y as n -* 0. From part (d) of Theorem 2.4 we have T(t)x, — x, = [[T(s) Ax, ds. (2.8) ‘The integrand on the right-hand side of (2.8) converges to T(s)y uniformly on bounded intervals. Consequently letting > oo in (2.8) yields T(t)x- x= f'T(s) yds. (2.9) lo Dividing (2.9) by 1 > 0 and letting t 10, we see, using part (a) of Theorem 2.4, that x © D(A) and Ax = y. a ‘Theorem 2.6. Let T(1) and S(t) be Cy semigroups of bounded linear operators with infinitesimal generators A and B respectively. if A = B then T(t) = S(t) forte 0. Proor, Let x € D(A) = D(B). From Theorem 2.4 (c) it follows easily that the function s > T(t — s)S(s)x is differentiable and that ore = 5)S(s)x = -AT(t— s)5(s)x + T(t — 5) BS(s)x = —T(t—s)AS(s)x + T(t — s)BS(s)x = 0. Therefore s + T(¢ — s)S(s)x is constant and in particular its values at s- 0 and s =¢ are the same, ie. T(t)x = S(t)x. This holds for every x € D(A) and since, by Corollary 2.5, D(A) is dense in X and 7(t), su are bounded, 7(1)x = S(t)x for every x € X. If A is the infinitesimal generator of a C, semigroup then by Corollary 2.5, BCA) = X. Actually, a much stronger result is true. Indeed we have, Vhoorem 2.7. Let A be the infinitesimal generator of the Cy semigroup T(t). If D(A") is the domain of A", then (1, D(A") is dense in X. Proor. Let D be the set of all infinitely differentiable compactly supported vomplex valued functions on JO, oof. For x © X and g € D set yox(p)= [Polsyr(s)x as. (2.10) Ith > 0 then Th) ot A yf ors +h)x — T(s)x] ds . [jlo A)~@(s)|Ts)xds. (2.1)1 Generation und Representation 7 The integrand on the right-hand side of (2.11) converges as AJ0 to —9s)T(s)x uniformly on (0, oof. Therefore y € D(A) and ay = tim TAT ~“ = f° o(s)T(s)xds. ALO 0 Clearly, if ¢ = then a the n-th derivative of g, is also in D for n= 1,2,.... Thus, repeating the previous argument we find that y € D(A") Aty = (=1)" f° g(s)T(s)xds for m= 1,2,... 0 and consequently y © M%_,D(A"). Let Y = (x(p): x € X,p © 9). Y is clearly a linear manifold. From what we have proved so far it follows that Y ¢ Nz, D(A’). To conclude the proof we will show that Y is dense in X. If Y is not dense in X, then by Hahn-Banach’s theorem there is a functional x* © X*, x* 4 0 such that x*(y) = 0 for every y & Y and therefore [Polsyxr(7(s)s) ds = a( [ors és) =0 (2.12) for every x © X, ©). This implies that for x © X the continuous _ function s > x*(T(s)x) must vanish identically on (0, c0[ since otherwise, it would have been possible to choose g € 9 such that the left-hand side of (2.12) does not vanish. Thus in particular for s = 0, x*(x) = 0. This holds for every x © X and therefore x* = 0 contrary to the choice of x*. o We conclude this section with a simple application of Theorem 2.4. Lemma 2.8. Let A be the infinitesimal generator of a Cy semigroup T(1)satis- fring \|T(t)|| < M fort > 0. If x © D(A?) then Ax)? s 4M?) A2xIl [ltl (2.13) Proor. Using (2.6) it is easy to check that for x € D(A?) T(t)x — x = tAx + KG —s)T(s) A2x ds. * Therefore, ° WAxt] sO hT(2)xih + Hlarll) +f ~ s)IIT(s) Axis 2M Mi < Fx + Slax. (2.14) | Here we used that M > 1 (since |] 7(0)|| = 1). If 42x = 0 then (2.14) im- plies Ax =0 and (2.13) is satisfied. If Ax 0 we substitute ¢= 2ifx|)'2]42xI] 7? in (2.14) and (2.13) follows. a ExampLe 2.9. Let X be the Banach space of bounded uniformly continuous functions on ] ~ 00, oo[ with the supremum norm. For f © X we define (T(t)f)(s) = f(t + 5).a Remigroupe of (ui Operations It Is any to check that 7(/) la a Cy semigroup satisfying || 7(4)|| < 1 for t 2 0. The infinitesimal generator of T(t) is defined on D(A) = (f: f € X, f exists, f’ € X) and (Af Xs) = f(s) for f © D(A). From Lemma 2.8 we obtain Landau’s inequality (sup|f'(s)|)° < 4(supif"(s)1)(supif(s)1) (2.15) where the sup are taken over ] — 00, oo[. Example 2.9 can be easily modified to the case where ¥ = L?(— 00, 00), 1 < p < 0. 1,3. The Hille-Yosida Theorem . Let T(r) be a Cy semigroup. From Theorem 2.2 it follows that there are constants w > 0 and M 2 1 such that ||7(t)|| < Me* for ¢ 2 0. If w = 0, T(t) is called uniformly hounded and if moreover M = 1 it is called a Cy semigroup of contractions. This section is devoted to the characterization of the infinitesimal generators of C, semigroups of contractions. Conditions on the behavior of the resolvent of an operator A, which are necessary and sufficient for A to be the infinitesimal generator of a C, semigroup of contractions, are given. Recall that if A is a linear, not necessarily bounded, operator in X, the resolvent set p(A) of A is the set of all complex numbers \ for which I~ A is invertible, i.c., (AZ — A)” ' is a bounded linear operator in X. The family R(X: A) = (AI — A)~', A € p(A) of bounded linear operators is called the resolvent of A. Theorem 3.1 (Hille-Yosida). A linear (unbounded) operator.A is the infini- tesimal generator of a Cy semigroup of contractions T(t), t = 9 if and only if (i) A is closed and D(A) = X. (ii) The resoloant set p( A) of A contains R* and for every X > 0- IRQ: AI s ¥- Ga) PROOF OF THEOREM 3.1 (Necessity). If A is the infinitesimal generator of a Cy semigroup then it is closed and D(A) = X by Corollary 2.5. For 4 > 0 and x € X let 20 RA)x = fe NT (1) x dt. (3.2) 0 Since ¢ - T(t)x is continuous and uniformly bounded the integral exists as an improper Riemann integral and defines a bounded linear operator R(A) satisfying WROD s fe MITC) aIde <5 Hall (33)‘| Meneration GAG Represeatation: ¥ Furthermore, for h > 0 FMR Ray at [Me mre + hx ~ TU) at A a [CoP (0) xe - = fie*r(x dt. 0 h ty G4) As h 10, the right-hand side of (3.4) converges to AR(A)x — x. This im- plies that for every x © X and A>0, R(A)x © D(A) and AR(A) = AR(A) - I, or (AL = A)R(A) = 1. (3.3) For x © D(A) we have = [%e-m = [%o-M R(A) Ax fe T(t) Ax dt fe 'AT(t)x dt ; = a([Tesr(e)x at) = AR(X)x. (3.6) 0 Here we used Theorem 2.4 (c) and the closedness of A. From (3.5) and (3.6) it follows that R(A)AL=A)x=x for x D(A). (3.7) Thus, R(A) is the inverse of AZ — A, it exists for all A > 0 and satisfies the desired estimate (3.1). Conditions (i) and (ii) are therefore necessary. In order to prove that the conditions (i) and (ii) are sufficient for A to be the infinitesimal generator of a Cy semigroup of contractions we will need some lemmas. Lemma 3.2. Let A satisfy the conditions (i) and (ii) of Theorem 3.1 and let R(A: A) = (Al — A)~!. Then lim aa ae = for xEX.+ (3.8) = Proor. Suppose first that x © D(A). Then ARQ: A)x = xl} = JAR(A: A) xl = RO: A) Axl Sy FiAxi -0 as A+. But D(A) is dense in X and ||AR(A: A)|| < 1. Therefore AR(A: A)x > x as A — 00 for every x € X. a We now define, for every \ > 0, the Yosida approximation of A by Ay = NAR(A: A) = PR(A: A) ~ AD (3.9)Ww POUIAFOUpR eT Te oy ER A, ty an approximation of 4 ww the following sense: Lemma 3.3. Let A satisfy the conditions (i) and (ii) of Theorem 3,1. If Ay is the Yosida approximation of A, then lim Ayx = Ax for x © D(A). (3.10) 20 Proor. For x € D(A) we have by Lemma 3.2 and the definition of A, that lim Ayx = lim AR(A: A) Ax = Ax. a Amo Amo Lemma 3.4, Let A satisfy the conditions (i) and (ii) of Theorem 3.1. If A) is the Yosida approximation of A, then A, is the infinitesimal generator of a uniformly continuous semigroup of contractions e'4s, Furthermore, for every x € X,A, p> 0 we have We4-x — eAax]] oo and the convergence is uniform on bounded intervals. Since D(A) is dense in X and |je'*4|| < 1, it follows that jlim ex = T(1)x forevery x © X. (3.14) ae The limit in (3.14) is again uniform on bounded intervals. From (3.14) it follows readily that the limit 7(r) satisfies the semigroup property, that 7(0) = Tand that ||7(1)|| < 1. Also t > T(z)x is continuous for t > 0 asa uniform limit of the continuous functions ¢ > e44x, Thus T(t) is a CyGenerate esentation semigroup of contractions on X. To conclude the proof we will show that A is the infinitesimal generator of T(t). Let x © D(A). Then using (3.14) and Theorem 2.4 we have -x= li Ary — x)= lim [‘et4s ={" T(t)x ~ x= lim (et4x ~ x) slim f'e Ax ds [T(s)Axds. (3.15) The last equality follows from the uniform convergence of e'4%A,x to T(t) Ax on bounded intervals. Let B be the infinitesimal generator of T(t) and let x © D(A). Dividing (3.15) by ¢ > 0 and letting 10 we see that x € D(B) and that Bx = Ax. Thus B 2 A. Since B is the infinitesimal generator of T(t), it follows from the necessary conditions that 1 € p(B). On the other hand, we assume (assumption (ii)) that | € p(A). Since BA, (I — B)D(A) = (I — A)D(A) = X which implies D(B) = (1 — B)"'X = D(A) and therefore A = B. 0 Theorem 3.1 and its proof have some simple consequences which we now State. Corollary 3.5. Let A be the infinitesimal generator of a Cy semigroup of contractions T(t). If Ay is the Yosida approximation of A, then T(t)x= lim ex for x EX. (3.16) Aso PRooF. From the proof of Theorem 3.1 it follows that the right-hand side of (3.16) defines a Cy semigroup of contractions, S(t), whose infinitesimal generator is A. From Theorem 2.6 it then follows that T(1) = S(t). a Corollary 3.6. Let A be the infinitesimal generator of a Cy semigroup of contractions T(t). The resolvent set of A contains the open right half-plane, ie., p(A) 2 (A: Re A > 0} and for such X IRQ: ADI < (3.17) <1 Rev* Proor. The operator R(A)x = {“e “'T(t)x dr is well-defined for A satisfy- ing ReA > 0. In the proof of the necessary part of Theorem 3.1 it was shown that R(A) = (AZ — A)~! and therefore p(A) > (A: Re A > 0). The estimate (3.17) for R(A) is obvious. oO The following example shows that the resolvent set of the infinitesimal generator of a C, semigroup of contractions need not contain more than the open right half-plane. EXAMPLE 3.7. Let X = BU(0,00), that is, the space of all bounded uni- formly continuous functions on [0, cof. Define (T(1)f)(s) = f(t + 5). (3.18)T(r) in a Cy semigroup of contractions on X, Its infinitesimal generator A is given by D(A)=(f:f and f’ € X) (3.19) and (AN\(s)= f(s) for fe D(A). (3.20) From Corollary 3.6 we know that p(A) 2 (A: Re > 0). For every complex A the equation (A — A), = 0 has the nontrivial solution g,(s) = e™. If Re A <0, @, € X and therefore the closed left half-plane is in the spectrum 0( A) of A. Let 7(t) be a Cy semigroup satisfying ||T(1)|| < e*’ (for some w = 0). Consider S(t) = e~“'T(1). S(0) is obviously a Cy semigroup of contractions. If A is the infinitesimal generator of 7(1) then A — w/ is the infinitesimal generator of S(t). On the other hand if A is the infinitesimal generator of a (, semigroup of contractions S(t), then A + w/ is the infinitesimal genera- tor of a Cy semigroup T(t) satisfying |j7(1)l| < e*. Indeed, T(t) = eS(1). ‘These remarks lead us to the characterization of the infinitesimal generators of C) semigroups satisfying || T(t)|] < e°. Corollary 3.8. A linear operator A is the infinitesimal generator of a Co semigroup satisfying \|T(t)|| < e** if and only if (i) A iy closed and D(A) = X (li) The resolvent set p(A) of A contains the ray {A: ImA = 0, > w) and for such IRQGAN Say. (3.21) We conclude this section with a result that is often useful in proving that ¥ given operator A satisfies the sufficient conditions of the Hille-Yosida theorem (Theorem 3.1) and thus is the infinitesimal generator of a C, xemigroup of contractions. Let X be a Banach space and let X* be its dual. We denote the value of v* © X* at x © X by (x*, x) or (x, x*). If A is a linear operator in X its Numerical range S( A) is the set S(A) = ((x*, Axyix © D(A), Ilxth = 1, xt © X*, IIxt]] = 1, (x4, x) = 1). (3.22) ‘Theorem 3.9. Let A be a closed linear operator with dense domain D(A) in X. Let S( A) be the numerical range of A and let & be the complement of S(A) in €. Uf © X then Al ~ A is one-to-one and has closed range. Moreover, if Zo ua component of & satisfying p(A)O Xq # @ then the spectrum of A is} Generation and Represent ann 1 contained in tha complement Sy of Ly and WR(A: A) Ss (3.23) 1 d(A:S(A)) where d(A:S(A)) is the distance of d from S(A). Proor. Let AEE. If x € D(A), |x|) =1, x* @X*, |[x*|] =1 and (x*, x) = 1 then 0 AE Ly imply for n large enough that d(A,:S(A)) > 4d(A:S(A)) > 0 and consequently for large enough |A — A, < d(A,,:S(A)). From (3.25) it then follows that for large n, \ is in a ball of radius less than ||R(A,,: A)||~! centered at ,, which implies that A € p(A) and therefore p(A) Xp is closed in Lo. The connectedness of Lp then implies that p(A) 1 Ly = Ly or p(A) D Lo which is equivalent to o( A) © Sp and the proof is complete. a 1.4. The Lumer Phillips Theorem In the previous section we saw the Hille-Yosida characterization of the infinitesimal generator of a C, semigroup of contractions. In this section we will see a different characterization of such infinitesimal generators. In order to state and prove the result we need some preliminaries. Let X be a Banach space and let X* be its dual. We denote the value of x* © X* at x © X by (x*, x) or (x, x*). For every x © X we define the duality set F(x) ¢ X* by * F(x) = (xt sx* © X* and (x*, x) = [)xl? = Ux*l?). (4.1) From the Hahn-Banach theorem it follows that F(x) # @ for every x € X, Definition 4.1. A linear operator A is dissipative if for every x © D(A) there is a x* © F(x) such that Re (Ax, x*) <0. A useful characterization of dissipative operators is given next.Theorem 4.2, A fineur operator A ix dissipative tf and only if WAL = A)xi] 2 Alfxll forall x D(A) and X>0. (4.2) Proor, Let A be dissipative, A > 0 and x € D(A). If x* © F(x) and Re (Ax, x") < 0 then Ax — Ax|l Ill] = [Ax — Ax. x*)] = Re (Ax — Ax, x*) > Alxil? and (4,2) follows at once. Conversely, let x € D(A) and assume that Alxl] S Ax — Axl] for all > 0. Iyf © F(Ax — Ax) and 2f = y$/ Ily¥ ll then |Jzf|| = 1 and Aljxl] < Ax — Axl] = (Ax — Ax, 2) = Re (x, 24) — Re Ax, zt) < Mlxl] — Re(Ax, 2) for every > 0. Therefore Re(Ax, 2t) $0 and —-ReCx, 2f) 2 [lxll — fllAxl. (4.3) Since the unit ball of X* is compact in the weak-star topology of X* the net zX, A > oo, has a weak-star cluster point z2* © X*, ||z*|| < 1. From (4.3) it follows that Re (Ax, 2*) <0 and Re(x,z*) > [Ix]. But Re(x, z*) < |x, 2*)| < [|x|] and therefore (x, z*) = {[x/]. Taking x* = ||x||z* we have x* © F(x) and Re{Ax, x*) < 0. Thus for every x € D(A) there is an x* © F(x) such that Re (Ax, x*) < 0 and A is dissipative. Qa Theorem 4.3 (Lumer-Phillips). Let A be a linear operator with dense domain D(A) in X. (a) If A is dissipative and there is a hq > O such that the range, R(AgI — A). of \yl — A is X, then A is the infinitesimal generator of a Cy semigroup of contractions on X, (b) If A is the infinitesimal generator of a Cy semigroup of contractions on X then R(AI — A) = X for all > 0 and A is dissipative. Moreover, for every x © D(A) and every x* € F(x), Re(Ax, x*) < 0. Proor. Let \ > 0, the dissipativeness of A implies by Theorem 4.2 that Ax — Ax|| = Aljxl|— forevery A>O and x€ D(A). (4.4) Since R(AgI — A) = X, it follows from (4.4) with X = Ag that (Ag! — A)7! is a bounded linear operator and thus closed. But then A,/ ~ A is closed and therefore also A is closed. If R(AJ — A)= X for every ) > 0 then p( A) 20, o0[ and |/R(A: A)|| < A7! by (4.4), It then follows from the Hille-Yosida theorem that A is the infinitesimal generator of a Cy semigroup of contractions on X. To complete the proof of (a) it remains to show that R(A/ — A) = X for all \ > 0. Consider the set Am(N:;0 A > 0. For every y © X there exists an x, © D(A) such that A,X, — AX, = y. (4.5) From (4.4) it follows that ||x,|| 0. Now, Xmalln~ Xmll S WAm(%n > %m) — ACE = Xm)il = [An — Amal teal S CIA = Anal (4.6) Therefore (x,} is a Cauchy sequence. Let x, -> x. Then by (4.5) Ax, > Ax -—y. Since A is closed, x € D(A) and Ax — Ax =y. Therefore R(AI — A)= X and A A. Thus A is also closed in 0, oo[ and since A, € A by assumption A + @ and therefore A =0, co[. This completes the proof of (a). If A is the infinitesimal generator of a C, semigroup of contractions, T(t), on X, then by the Hille-Yosida theorem p(A) 2], oof and therefore R(AT ~ A)= X for all A > 0. Furthermore, if x € D(A), x* © F(x) then IT (e)x, x*)] s 7(e)-Hh [ells all? and therefore, Re(T(1)x — x, x*) = Re(T(1)x, x*) — [|x|]? <0. (4.7) Dividing (4.7) by ¢ > 0 and letting ¢ 10 yields Re (Ax, x*) <0. (4.8) ‘This holds for every x* € F(x) and the proof is complete. o Corollary 4.4. Let A be a densely defined closed linear operator. If both A and A* are dissipative, then A is the infinitesimal generator of a Cy semigroup of contractions on X. Proor. By Theorem 4.3(a) it suffices to prove that R(J — A) = X. Since A is dissipative and closed R(J— A) is a closed subspace of X. If R(/ — A) # X then there exists x* © X*, x* # 0 such that (x*, x — Ax) — 0 for x € D(A). This implies x* — A*x* = 0. Since A* is also dissipative it follows from Theorem 4.2. that x* = 0, contradicting the construction of xt Qo We conclude this section with some properties of dissipative operators. ‘Theorem 4.5. Let A be a dissipative operator in X, (u) If for some Ny > 0, R(AgI — A) = X then R(AI — A) = X for all \ > 0. (b) If A is closable then A, the closure of A, is also dissipative. (c) If D(A) = X then A is closable,10 ‘Semigroups of Linear Operators PRoor. The assertion (a) was proved in the proof of part (a) of Theorem 4.3. To prove (b) let x © D(A), y = Ax. Then_there is a sequence (x,) x, € D(A), such that x, + x and Ax, > y = Ax. From Theorem 4,2 it follows that |jAx, — Ax, |] 2 Aj|x,|| for A > 0 and letting 2 + oo we have ||Ax — Axl] > Allx|] for A> 0. (4.9) Since (4.9) holds for every x € D(A), A is dissipative by Theorem 4.2. To prove (c) assume that A is not closable. Then there is a sequence {x,) such that x, © D(A), x, > 0 and Ax, ~ y with |ly|] = 1. From Theorem 4.2 it follows that for every ¢ > 0 and x € D(A) W(x + lx,) — A(x te tx, PS yet bell Letting n > 00 and then ¢ > 0 yields ||x — yi] > [|x| for every x € D(A). But this is impossible if D(A) is dense in X and therefore A is closable, Theorem 4.6, Let A be dissipative with RI ~ A) = X. If X is reflexive then D(A) =X. Proor. Let x* © X* be such that (x*, x) =0 for every x © D(A). We will show that x* = 0. Since R(J~—A)= X it suffices to show that (x, x — Ax) = 0 for every x © D(A) which is equivalent to (x*, Ax) = 0 for every x € D(A). Let x © D(A) then by Theorem 4.5 (a) there is an x,, such that x =x, —(I/n)Ax,. Since Ax, = n(x, — x) © D(A), x, © D(A?) and Ax = Ax, — (1/n)A?x, or Ax, = (I - (1/n)A)” 4x. From Theorem 4.2 it follows that ||(/ — (1/n)A)~'] < 1 and therefore |JAx,| < Axl]. Also, [Jx,, — xl] < 1/n\jAx,|| < 1/nj|Axl] and therefore x, — x. Since ||Ax,|| < C and X is reflexive there is a subsequence Ax,, of Ax, such that Ax,, > y weakly. Since A is closed (see Theorem 4.3 (a)) it follows that y = Ax. Finally, since (x*, z) = 0 for every z € D(A), we have (et, Ay, = M8, oy, — x) =O. (4.10) Letting n, > 00 in (4.10) yields (x*, Ax) = 0. This holds for every x € D(A) and therefore x* = 0 and D(A) = X. o The next example shows that Theorem 4.6 is not true for general Banach spaces. ExampLe 4,7. Let X = C([0, 1]), i.e., the continuous functions on [0, 1] with the sup norm. Let D(A) = (u: u © C'({0, 1]) and u(0) = 0) and Au = —u’ for u € D(A). For every f © X the equation Au — Au = f has.a solution u given by u(x) = feNE"4(&) dé. (4.11)Vo Generation ond Repiveentation i This shows that R(AJ ~ A) = X. From (4.11) it also follows that Alu(x)| s (1 - e7**) if] < [Au = Aull. (4.12) ‘Taking the sup over x € (0, 1] of the left-hand side of (4.12) we find that Aljul| S |Aw— Aull and therefore A is dissipative by Theorem 4.2. But D(A) = (us we X and u(0) = 0) + X = C(O, I). 1.5, The Characterization of the Infinitesimal Generators of C, Semigroups In the previous two sections we gave two different characterizations of the infinitesimal generators of C, semigroups of contractions. We saw at the end of Section 1.3 that these characterizations yield characterizations of the infinitesimal generators of Cy semigroups of bounded operators satisfying, ITO] < e°. We turn now, to the characterization of the infinitesimal generators of general C, semigroups of bounded operators. From Theorem 2.2 it follows that for such semigroups there exist real constants M > 1 and w such that ||7(1)|| < Me*‘. Using arguments similar to those used at the end of Section 1.3, we show that in order to characterize the infinitesimal generator in the general case it suffices to characterize the infinitesimal xenerators of uniformly bounded C, semigroups. This will be done by renorming the Banach space X so that the uniformly bounded C, semigroup becomes, in the new norm, a C, semigroup of contractions and then using the previously proved characterizations of the infinitesimal generators of Cy semigroups of contractions. We start with a renorming lemma. Lemma 5.1. Let A be a linear operator for which p( A) >J0, cof. If |A'R(ALA)"| SM for n=1,2,...,.X>0, (5.1) then there exists a norm | + \ on X which is equivalent to the original norm I+ || on X and satisfies: Wlxll < |x] < Mllxl| for xEX (5.2) and IAR(A:A)x| < |x| for xX, ADO. (5.3) Proor. Let » > 0 and {lx (],, = sup |a"R(w: A)" xl). (5.4) nao18 Semigroups of Linear Operators Then obviously, all s Wall, s Mill (5.5) and WR(a: Aji, <1. (5.6) We claim that ARQ: A), <1 for O0 on the left-hand side of (5.8) implies that llxll, < xl], for 0 20. o Lemma 5.1 is closely related to the following observation, Let (By), y €T be a family of uniformly bounded commuting linear operators. Then there exists an equivalent norm on X for which all the B, are contractions, if and only if there is a constant M such that B,,B,, > By xll < Mix) (5.10) for every finite subset (7,, ¥2,.--. Ym) of I. Indeed, it is clear that if there is such an equivalent norm then (5.10) is satisfied. On the other hand if (5.10) is satisfied we define |x| = sup||B, By +> By xll, (5.11) Wr where the sup is taken over alll finite subsets of I’ (including the empty set), and | - | is the desired equivalent norm. The weaker condition BYxil s Mijx|l forevery y¢T and n>0 (5.12) in not sufficient, in general, to insure the existence of an equivalent norm on. X for which all B, are contractions, In the special case where T= R! and B, = Ry: A) for some fixed linear operator A, the previous lemma shows that the weaker condition (5.12) suffices to insure such un equivalent norm,1 Generation and Reyne scntanian 19 ‘Theorem $.2, A linear operator A is the infinitesimal generator of a q semigroup T(1), satisfying ||T(t)| 1), if and only if (i) A is closed and D(A) is dense in X. (ii) The resolvent set p(A) of A contains R* and WR(A: A)" < M/X for X> 0, 2 =1,2,.... (5.13) Proor. Let T(t) be a Cy semigroup on a Banach space X and let A be its infinitesimal generator. If the norm in X is changed to an equivalent norm, T(t) stays a Cy semigroup on X with the new norm. The infinitesimal generator A does not change nor does the fact that A is closed and densely defined change when we pass to an equivalent norm on X. All these are topological properties which are independent of the particular equivalent norm with which X is endowed. Let A be the infinitesimal generator of a C, semigroup satisfying | 7()|| < M. Define, |x| = sup ||7(t)x|]. (5.14) reo ‘Then Well < |x] < M21 (5.15) und therefore | - | is a norm on X which is equivalent to the original norm , {| - |] on X. Furthermore, IT(t)x| = sup IT(s)7(1) < sup iI 7(s) at = |x} (5.16) und T(t) is a Cy semigroup of contractions on X endowed with the norm | + |. It follows from the Hille-Yosida theorem and the remarks at the beginning of the proof, that A is closed and densely defined and that |R(A: A)| < A7! for A > 0. Therefore by (5.15) and (5.16) we have WR A)"xI] < [ROAE A)"xL < |x| < Mbt und the conditions (i) and (ii) are necessary. Let the conditions (i) and (ii) be satisfied. By Lemma 5.1 there exists a norm | - | on X satisfying (5.2) and (5.3). Considering X with this norm, A inn closed densely defined operator with p( A) >]0, oof and |R(A: 4) < A~! for A > 0. Thus by the Hille-Yosida theorem, A is the infinitesimal genera- tor of a C, semigroup of contractions on X endowed with the norm | - |. Returning to the original norm, 4 is again the infinitesimal generator of T(t) and, WTU)xl Ss [T)x| s [x] s Milx\) 0 [TCO] Ss M as required, The conditions (i) and (ii) are therefore also sufficient. : a0 Scmigroupy of Lineat Operators If T(t) is a general Cj, semigroup on X then, by Theorem 2.2, there are constants M > | and w such that (7(¢)|| < Mew. (5.17) Consider the Cy semigroup S(t) = e~ T(t) then || S(¢)|| < M and A is the infinitesimal generator of T(t) if and only if A — w/ is the infinitesimal generator of S(r). Using these remarks together with Theorem 5.2 we obtain Theorem 5.3. A linear operator A is the infinitesimal generator of a Cy semigroup T(t) satisfying ||T(t)|| < Me, if and only if (i) A is closed and D(A) is dense in X. (ii) The resolvent set p( A) of A contains the ray ]w, oo[ and |R(A: A)", w, n2=1,2,.... (5.18) Remark 5.4. The condition that every real A, > w, is in the resolvent set of A together with the estimate (5.18) imply that every complex A satisfying Re A > w is in the resolvent set of A and RO:A)"I| SM/(ReX-w)" forReA>w, 9 2 = 1,2... (5.19) Proor. We define R(A)x = [en r(x at. o Since || T(s)|] < Me*", R(A) is well-defined for every A satisfying Re A > w. An argument, identical to the argument used in the proof of Theorem 3.1, shows that R(A) = R(A: A). To prove (5.19) we assume that Re A > w, then 20 ARO: A)x -ale e’T(1)xdt = -f te" T(t)x dt. Proceeding by induction we obtain SE R(X = (ofr NT(1)x dt. (5.20) On the other hand, from the resolvent identity R(A: A) — R(w: A) = (w— AYR(A A)R(w A) it follows that for every A € p( A), \ + R(A: A) is holomorphic and R(A: A) = —R(A: A). (5.21) Proceeding again by induction we tind a RO A) (a aytntR(as ay"! (5.22)1 Generation nd Mepis oc atten, 21 Comparing (5.20) and (5.21) yields R(A: A)"x = Go fer (5.23) whence R(A: A)"xI] 5 * pro lela Redo xi dt = ——M gy, iM (r- 14 (Red — a) a We conclude this section by extending the representation formula of Corollary 3.5 to the general case. ‘Theorem 5.5. Let A be the infinitesimal generator of a Cy semigroup T(t) on X. If Ay is the Yosida approximation of A, i.e.,A, = NAR(X: A) then T(t)x = lim ex, (5.24) awe PRoor. We start with the case where || 7(r)|| < M. In the proof of Theorem 5.2 we exhibited a norm [| - ||| on X which is equivalent to the original norm || - || on X and for which T(r) is a Cy semigroup of contractions. From Corollary 3.5 it then follows that |||e'44x — T(1)x||| + 0 as A > oo for every x € X. Since ||| - jl] is equivalent to || « || (5.24) holds in X. In the general case where || T(2)|| < Me*' we have for w < 0, || 7(s)|| < M and therefore by what we have just proved, the result holds. It remains to prove the result for @ > 0. Let w > 0 and note that A — |je‘4*|| is bounded for A > 20. Indeed, ley) = eo MeN ROA sadn S RAR(A: A) em R(n: Ay" k=0 < Me#/A-2) < Mer, (5.25) Next we consider the uniformly bounded semigroup S(1) = e~ T(t) whose infinitesimal generator is A — wJ. From the first part of the proof we have T(t)x= lim et ex for x EX, (5.26) A ample computation shows that (A - of), + of = A, + H(A) where H(A) = 2w! = w(o + 2A) R(A +: A) x = w[wR(A + w: A) - 2AR(A + @: AD]. It In easy to chock that (|M(A)|| < 2w + (20 + A7'w?)M and that for2a Semigroups of Lin. o Cpwratorn X @ D(A) H(A)x|] ¢ MA "Cw" |lx|] + 2a|]Ax]]) > 0 as A > 00, There fore H(h)x > 0 asd = 00 for every x © X. Since Hex — xl] s teMMOUH(A) x we have slim ex =x for xe X. (5.27) Finally, since H(A) and A) , , commute we have let*x ~ T(t) x|] < fJet*O-ex — T(r)ax|] + lel] fe MO-Mx — x]. (5.28) As \ — co the first term on the right-hand side tends to zero by (5.26) while the second term tends to zero by (5.25) and (5.27). Therefore lim ex =T(t)x for xX Aso and the proof is complete. a 1.6. Groups of Bounded Operators Definition 6.1. A one parameter family T(t), —90 <1 < 00, of bounded linear operators on a Banach space X is a Cy group of bounded operators if it satisfies : (i) T) = 1, (ii) T(r + 5) = T(t) T(s) for — 00 < t,5 < 00. (iii) lim, ,97(2)x = x for x © X. Definition 6.2, The infinitesimal generator A of a group 7(r) is defined by Ax = tim L252 it (6.1) whenever the limit exists; the domain of A is the set of all elements x € X for which the limit (6.1) exists. Note that in (6.1) > 0 from both sides and not only t > 0* as in the case of the infinitesimal generator of a Cy semigroup. Let T(r) be a C, group of bounded operators. It is clear from the definitions that for t= 0, T(t) is a Cy semigroup of bounded operators whose infinitesimal generator is A. Moreover, for ¢ = 0, S(t) = T(—1) is also a Cy semigroup of bounded operators with the infinitesimal generator A, Thus if 1(1) is a Cy group of bounded operators on X, both A and — A are inflnitesimal generators of C, semigroups which are denoted by T(t) and 7’ (t) respectively. Conversely, if A and - A are the infinitesimal generators of C, semigroups 7°,(1) and 7 (1) then we will see that A is the1 Generation ont Representation 23 \nfinitesimal gonerator of a C, group T(t) given by T.(t) fort >0 T(t) = T.(-1) forr 0, is in the resolvent set p( A) of A and for such d |R(A: A)" < M(IAJ — 0)", n= 1,2... (6.3) Proor. The necessity of the conditions follows from the fact that both A and —A are the infinitesimal generators of C, semigroups of bounded operators satisfying the estimate ||7(r)|| < Me**’. Since A is the infinitesi- mal generator of such a semigroup it follows from Theorem 5.3 that A is closed , D(A) = X and (6.3) is satisfied for A > w. Moreover, since —A is also the infinitesimal generator of such a semigroup and clearly R(A -4) = = R(—A: A) it follows that o(—A) = —o(A) and that (6.3) is satisfied for -) < —w. The conditions (i) and (ii) are therefore necessary. If the conditions (i) and (ii) are satisfied it follows from Theorem 5.3 that A and —A are the infinitesimal generators of C, semigroups T,(1) and T (0) respectively and that ||7',(«)|| < Me*. The semigroups T,(1) and T (t) commute since clearly e’4* and e7'4*, where A, is the Yosida approximation of A, commute and by Theorem 5.5, T,(t)x = lim,_. ,e"x and T(t)x = lim, ,,,e-'x. If W(t) = T,()T (2) then W(t) is a Cy semigroup of bounded operators for ¢ > 0. For x © D(A) = D(—A) we have W(t)x — r (Ex + T_(t)x-x t ~ t t « > Ax-Ax=0 as 110. (6.4) ‘Therefore, for x € D(A) we have W(t)x = x. Since D(A) is dense in X and W(t) is bounded we have W(1) = I or T (1) = (T.(1))~!. Defining T,(t) fort > 0 T= 7 (<1) forss0 (6.5) we obtain a C, group of bounded operators satisfying ||T(1)|| < Me®!"!. ‘The conditions (i) and (ii) are therefore sufficient and the proof is complete. a Lemma 6.4, Let T(1) be a Cy semigroup of bounded operators. If for every 1 - 0. T(t)! exists and is a bounded operator then S(t) = T(t)! is a Cy semigroup of bounded operators whose infinitesimal generator is — A.4 Semigroups of Linea Operators Moreover if u)= (re 4 fort=0 T(-1) forts 0 then U(t) is a Cy group of bounded operators. Proor. The semigroup property for S(t) is obvious since S(t +s) = T(t+ 5)! =(T(t)T(s)) | = T(s)7'T(t)! = S(s)S(0). We prove the strong continuity of S(t). For s > 0 the range of T(s) is all of X. Let x © X and let s > 1. There exists a y © X such that T(s)y = x. For t < 1 we then have WT(t)'x = xl = WT(2)'T(2)T(s — 2) y — T(s) yh = ||T(s-1t)y - T(s) yl] 0 ast 10. Therefore, S(t) is strongly continuous. Finally, for x € D(A) we have “1 a! 2 jim 22 == TOY = _ jig XT TUX _ 110 t 1 110 t = limT(t) —Ax 110 and therefore —A is the infinitesimal generator of T(t)~'. The rest of the proof is obvious. o ‘Theorem 6.5. Let T(t) be a Cy semigroup of bounded operators. If 0 € p(T(t)) for some ty > 0 then 0 € p(T(t)) for all t > 0 and T(t) can be embedded in a Cy group. Proor. In view of Lemma 6.4 it is sufficient to show that 0 © p(T(z)) for all ¢>0. Since 0 € p(T(t)), T(to)" = T(nty) is one-to-one for every nz 1. Let T(t)x = 0. Choosing n such that nto > ¢ we have T(nty)x = T(nty — t)T(t)x = 0 which implies x = 0. Thus T(r) is one-to-one for every 1 > 0. We show next that R(7(1)) = X for every ¢ > 0. This is clear for 1 < tg since by the semigroup property R(T(t)) > R(T(to)) for t < tp. For ¢ > ty let t= kty + t, with 0 < 4, < ty. Then T(t) = T(to)*T(t,) and therefore, again, R(T(1)) = X. Thus T(r) is one-to-one and R(T(1)) = X for every ¢ > 0 and by the closed graph theorem 0 € p(T(z)) for all ¢ > 0. Qo Theorem 6.6. Let T(t) be a Cy semigroup of bounded operators. If for some 59 > 0, T(so) — I is compact, then T(t) is invertible for every t > 0 and T(t) can be embedded in a Cy group. Proor. In view of Theorem 6.5 it suffices to prove that 7(sy) is invertible. If T(so) is not invertible then 0 € 0(T(sp)) but by our assumption 7(sq) — 1 is compact and so 0 is an eigenvalue of T(sy) with finite multiplicity. Let x #0 be such that 7(sy)x = 0, Set 5, @ 9/2 then TOTO x = T(sy)x = 0 and 0 is an cigenvalue of 7(4,). Proceeding by induction we define a sequence ¥, 40 such that 0 In an elgenvatue of 7(4,). 1EN(7(1)) ie1 Generation and Kepresentation 25 the null space of T(t) then clearly N(7(s)) © N(7(t)) for s < t. Let Q, = N(7(s,)) 0 (x: |x|] = 1}. Q,, is a decreasing sequence of closed nonempty nubsets of X. Since N(T(s59)) has finite dimension, Qo is compact and consequently 12 FOMxXE Ne then 02, 200m IT(s,)x — xi] = xl = 1 for alls,. (68) But s, > 0 as n > oo and therefore (6.6) contradicts the strong continuity of T(z). This contradiction shows that T(sg) must be invertible and the proof is complete. a 1.7. The Inversion of the Laplace Transform One of the fundamental problems in the theory of semigroups of operators 1s the relation between the semigroup and its infinitesimal generator. Given a semigroup T(t) one obtains its infinitesimal generator, by definition, as Ax = lim = lim for x © D(A). A different way of obtaining A, or rather the resolvent of 4, is by Remark 5.4. There we showed that if ||7(2)|] < Me*' then RALA)x = fPe™T()xdi for xEX,ReA>w. (7.1) 0 From the point of view of applications to partial differential equations it is more interesting to obtain T(r) from its infinitesimal generator. The reason for this is that for x © D(A), T(t)x is the solution of the initial value problem # aux, 4(0) = x. This’section and the next one are dedicated to the problem of represent- ing T(r) in terms of its infinitesimal generator. One way of doing this has already been exhibited in Theorem 5.5. Here we will use a different method. If T(t) satisfies || 7(t)|| < Me* then the resolvent of A satisfies (7.1), i.e, the resolvent of A is the Laplace transform of the semigroup. We therefore expect to obtain the semigroup T(t) from the resolvent of A by inverting the Laplace transform. This will be done in this section. We start with some preliminaries. Lemma 7.1. Let B be a bounded linear operator. If y > \|B\\ then etm Lf eMR(A: B) dd. (72) 2m y~ ioo The convergence in (7.2) is in the uniform operator topology and uniformly in t on bounded intervals,6 Semigroups of Linear Operators PRoor. Let y > ||B||. Choose r such that y > r > |B] and let C, be the circle of radius r centered at the origin. For |A| > r we have oo gk ROA: B)= ES k=0 where the convergence is in the uniform operator topology uniformly for IA, =r. Multiplying (7.3) by (1/2mi)e™ and integrating over C, term by term yields. (7.3) 1 em a L ORO: B) dd. (7.4) Here we used the identities kn tgae =f - ral dy for k=0,1,2,.... (7.5) Since outside C, the integrand of (7.4) is analytic and ||R(A: B)|| < C|A|~', we can shift the path of integration from C, to the line Rez = y, using Cauchy’s theorem. a Lemma 7.2. Let A be the infinitesimal generator of a Cy semigroup T(t) satisfying || T(t)|| < Me*'. Let u be real, p> w > 0, and let A, = WAR(w: A) = wR(w: A) — pl (7.6) be the Yosida approximation of A. Then for Re X > w/w — w we have R(A:A,) = (A+ B)” ar arr 5 x4) (7.7) and “1 : on. IRQ: A,)Ih sm |. (78) For Red > € + wy/p — © and 1 > 2, there is a constant C depending only on M and e such that for every x € _ IRA: A,) x1 s iM «+ wh/p - w it1 Generation aint (pe sentation 7 follows from (7.8) that ||R(A:A,)l| < Me~!. If x © D(A) and p> 20 then, HA, xf] = ARCH: A) Axl Sa llasll s 2MibAxl and therefore R(A: A, )A,x x ROCA) AE Xr x 2M? UR(A:A,)x = < ayia + an) Cc Sy Mill + U4) o Lemma 7.3. Let A be as in Lemma 7.2, = y + in where y > w + eis fixed. For every x © X we have lim R(A:A,)x = R(A: A)x (7.10) pore and for every Y > 0, the limit is uniform in 4 for \q| < Y. Proor. Set vy = #A/p + A. From (7.7) we then have for » large enough R(A: A,) — R(A: A) = (w+ A) [ul — A)R(v: A) ~ (w+ AYR(A? AD] = (w+ A)" "(md — A)R(v: AYL(AL ~ A)(Hd — A) —(H+ AOL = A) R(w: AVR(A? A) . = (utr) (ul — A)R(v: A)APR(W: A)R(A? A) = (mtd) 'AR(y: A)R(A: A). For y > @ + e Theorem 5.3 implies || R(A: A)|| < Me~'. Given Y > 0, we can find 19 depending on ¥ and y such that if A = y + in, |n| < Y and p> fg then RepA/u + A> w + €/2, Thus, for p > jy we have || R(v: ADI < 2Me°', Therefore if x © D(A?) and p> fig, we have WR(A: Ay) ~ RO: ADIL Ss Typ RCe ADI IROL AI A re 1 2M <7 Ax wg Hall and (7.10) follows for x € D( A”), Since D(A?) is dense in X (Theorem 2.7), and since by Lemma 7.2, ||R(A: 4,)|| is uniformly bounded for Re A > w + e provided that 4 > @ + @?/e and by Theorem 5.3 the same is true for I|R(A: A)|], (7.10) follows for every x © X. ia28 Semigroups of Linear Operators Theorem 7.4, Let A be the infinitesimal generator of @ Cy semigroup T(t) satisfying |\T(1)|| < Me* and let y > max(0, w). If x © D(A) then * - pas aye [[ts)xds = 7 RA: AYES, (7.11) and the integral on the right converges uniformly in t for t in bounded intervals. Poor. Let » > 0 be fixed and let 6 > ||A, ||. Set p,(s) = mln MR(A:A,)x dd. (7.12) 2a Integrating both sides of (7.12) from 0 to t and interchanging the order of integration we find Bia dhol B+ikp a, frruls) a = au; fe ROA: Aa sail, R(A: A,)x Gas) Letting k — 00 it follows from Lemma 7.1 that p,(s) > ex uniformly on 0 <1 8. Therefore passing to the limit as k > oo in (7.13) we find 15d, 1 patie M dy fe x ds = mail. * R(A: A,)x5-- (7.15) If y > max(«, 0) it is clear from Lemma 7.2 that there is a ty > 0 such that for # 2 Mo {A: ReA > y) is in p(A,) and for x © D(A) R(X: A) ype + Ax (7.16) where C depends only on M and y. Therefore for u > pt) we can shift the path of integration in (7.15) from Re A = 6 to ReA = y and obtain Shey de = i ay a fe xds= > al” R(A: A, x (7.17) From (7.16) it follows that for x € D(A) the me = ou : fe IR(y + in: Ay) ale converges uniformly for » 2 py and ¢ on hounded intervals, For x © D(A) (7.18)1 Cicneration and Representation 29 the integral 20 . dq f evWR(y + i: A) x] (7.19) - Vy? +o also converges uniformly in + on bounded intervals since for Re A > o WR(A: ADxll < CIA “(ixil + {iAxll). Finally, using Theorem 5.5, it is clear that as > oo the left-hand side of (7.17) converges to [i'T(s)x ds whereas by Lemma 7.3, (7.18) and (7.19) the right-hand side converges to the right-hand side of (7.11) and the proof is complete. a Corollary 7.5. Let A be the infinitesimal generator of a Cy semigroup T(t) satisfying \|T(t)|| < Me®'. Let y > max(0, «). If x © D(A”), then Mixer "eMR(A: A)x dd (7.20) and for every & > 0, the integral converges uniformly in t for t € [8, 1/8]. Proor. If x € D(A?), then Ax © D(A). Using Theorem 7.4 for Ax we find -x-f' =f apy: an T(t)x — x = [ Ts) Axas iil. eMR(A: A) AS ad prt ad peas ayy © ~ anil ” (RA: A)x x) aa. (7.21) But Lp ang dd ail” vee ax for 1>0 (7.22) and (7.22) converges uniformly in 1 for ¢ € (8, 1/8]. Combining (7.21) and (7.22) gives (7.20). Corollary 7.6. Let A be the infinitesimal generator of a Cy semigroup T(t) satisfying || T(t)|| < Me*'. Let y > max (0, w). For every x © X we have [c= s)r(s)xas= wail eR : Ay (7.23) and the convergence is uniform in t on bounded intervals. Proor. Integrating (7.11) from 0 to ¢ we obtain 7 1 pipet neeey- gy dd KG = s)T(s)xds = mil. eMR(A: A)x Peds _ y+i00/ y, dy => — 1)R(A: A) x=. Fei Ce — ROG A) eSw Semigroups of Linear Operators But 1 tice _ ial R(A: Ax =0 and therefore (7.23) follows for x < D(A). The right-hand side of (7.23) converges in the uniform operator topology and therefore defines a bounded linear operator. Since D( A) is dense in X, (7.23) holds for everyx EX. O We conclude this section with an important sufficient (but not necessary) condition for an operator A to be the infinitesimal generator of a Cy semigroup. In contrast to the conditions of Theorem 5.2 and 5.3, the conditions of Theorem 7.7 below, are often rather easy to check for concrete examples. ‘Theorem 7.7. Let A be a densely defined operator in X satisfying the following conditions. (i) For some 0 < 6 < m/2, p(A) > Ly = (A: larga] < 7/2 + 8)U (0). (ii) There exists a constant M such that IR: 4) <7 7 for XEXs, AF. — (7.24) Then, A is the infinitesimal generator of a Cy semigroup T(t) satisfying || T()\| < C for some constant C. Moreover 1) = 55 fe MR(A:A) dN (7.25) where T is a smooth curve in L running from xe" 10 we" for 7/2 << 1/2 + 8. The integral (7.25) converges for t > 0 in the uniform operator topology. Proor. Set 1 U(1) = Faq fewR(u: A) di. (7.26) From (7.24) it follows easily that for ¢ > 0 the integral in (7.26) converges in the uniform topology. Moreover, since R(A: A) is analytic in 5 we may shift the path of integration in (7.26) to T, where T,=T, UT, UT; and = (rel 0 R(A: A) = [Pe MU) te. (7.27) To this end we multiply (7.26) by e~® and integrate from 0 to T. Using Fubini’s theorem and the residue theorem we find fea safe =R(A:A) +55 mifee vr Ble A ay, (7.28) “ee W)R(u: A) dp But, fer REED aul «Me™ f lee 30 as Too. r no-a lel A — pl Vherefore, passing to the limit as T > oo in (7.28) we obtain (7.27). Since || U(4)|| < C we can differentiate (7.27) n — 1 times under the integral sign to find — “R(A: A)=(-1)"" , te MU(t) de. Since by om oe MT R(A:A) = (= 1)" n= DIR(A: A)” we obtain IRA: A)" = [ere ra(nat 1 lam 1 ak Cc ft le Md = =, 7. 0 A(h) is bounded, e'4) is well- defined. Furthermore, since A(h) and T(t) commute, so do e4 and T(z). Also, ® at ety, < er x(t ) AC . Mew {i (eh — }. h k=0 Therefore, for 0 < h < 1 we have yer], < Mete"-9, It is easy to verify that for x € D(A), e' 4 T(s)x is differentiable in s and that Flew DATS) x) = —AC AYO OT Sx + of MAMATCN) x =o MOT) Ax ~ ACA)E):1 Generation and Representation 33 Consequently, for 0 < h < 1 and x © D(A) we have WT(t)x — etx -[fgter 940T(s)x) ds A s fiery 7(s)|| 4x — A(A)xlhds < Mee" Di Ax — A(A) xl. (8.3) letting A 10 in (8.3) yields (8.2) for x € D(A). Since both |je'4|| and || (|| are uniformly bounded on any finite s-interval and since D(A) is dense in X, (8.2) holds for every x © X, o WVxampte 8.2. Let X = BU(R), i.e., X is the space of uniformly continuous hounded functions on R. Let, (TDA \(x)=f(x +t) for -0 w, R(A: A) is analytic in X and R(A: A)x = [eT (s)xas for xX, (8.7) 0 Differentiating (8.7) n times with respect to A, substituting s = vt and taking d= n/t we find a(2 says = (-1'! f (ve) "T(00) x do, But R(A: A) = (=1)"n!R(A: A)" and therefore [Fatal] Noting that ~°)"T(10)x do. nn) wi (ve-®)"do = 1 we obtain n n+) 6 [2a(4:4)] “Yor)x= EE foe" Urlenyx = T(x] do (8.8) Given e > 0, we choose 0 < a < 1 < b < 00 such that f € [0, fg] implies WT(t)x -— T(t)xl| 1. Since furthermore ve"’ 0 uniformly in ¢ € [0, tp] as n 00. Choosing n > wt in Jy. we sce that the integral in the estimate of /, converges and that ||/5|| > 01 Generation and Keprenentation 35 uniformly in ¢ € [0, 1)] as n > 00. Consequently, nl timsup [2a(* :4)| x-T(dalse und since e > 0 was arbitrary we have tn net ain [Fa(F sa) x= rea Hut by Lemma 3.2 nan dim GRU eA) ms und (8.6) follows. a Remark 8.4. In section 7 we saw that T(t) can be obtained from the iesolvent of its infinitesimal generator by inverting the Laplace transform. ‘Theorem 8.3 gives us also an inversion of the Laplace transform which is related to the Post-Widder real inversion formula, namely 1e0= fin GPF) 7(5) 7 where fis the Laplace transform of f. Remark 8.5. The formula (8.6) has another interesting interpretation. Let 4 he the infinitesimal generator of a C, semigroup T(r). Suppose we want to nolve the initial value problem Hau, u(0)=x. (8.9) A standard way of doing this is to replace (8.9) by i) (Gave Hee u,(0)=x (8.10) n which is an implicit difference approximation of (8.9). The equations (8.10) can be solved explicitly and their solution w,(¢) is given by u,(t) = (1-44) "x u,(¢) is an approximation of the solution of (8.9) at r. Theorem 8.3 implies that as 2 — oo, u,(t) > T(t)x. From what we know already it is not difficult to deduce that if x € D(A), T(1)x is the unique solution of (8.9). ‘Thus the solutions of the difference equations (8.10) converge to the solution of the differential equation (8.9). If x € D(A) then (8.9) need not have a solution at all, The solutions of the difference equations do, nevertheless,36 Semigroups of Linewr Operators converge to T(t)x which should be considered as a generalized solution of (8.9) in this case. 1.9, Pseudo Resolvents We have seen that the characterization of the infinitesimal generator of a C, semigroup on_X is usually done in terms of conditions on the resolvent of A (see e.g. Theorems 3.1 and 5.5). This is not an exceptional situation. Indeed, in the study of unbounded linear operators on X it is often more convenient to deal with their resolvent families which consist of bounded linear operators. This short section is devoted to the characterization of the resolvent family of an operator A in X by means of its main properties. Let A be a closed and densely defined operator on X and let R(A: A) = (AI — A)~" be its resolvent. If z and ) are in the resolvent set p(A) of A, then we have the resolvent identity R(A: A) = R(wi A) = (w—A)R(A:A)R(W: A). (9.1) This identity motivates our next definition. Definition 9.1. Let A be a subset of the complex plane. A family J(A), & A, of bounded linear operators on X satisfying JOA) — ICH) = (HANIA) (mH) for AyweA (9.2) is called a pseudo resolvent on A. Our main objective in this section is to determine conditions under which there exists a densely defined closed linear operator 4 such that J(A) is the resolvent family of A. Lemma 9.2. Let A be a subset of € (the complex plane). If J(d) is a pseudo resolvent on A, then J(A) Mn) = J(u)J(A). The null space N(J()) and the range, R(J(A)), are independent of \ & A. N(J(X)) is @ closed subspace of X. Proor. It is evident from (9.2) that J(A) and 4) commute for A, p € A, Also rewriting (9.2) in the form : JA) = J(u )[E + (w= dYI(A)] it is clear that R(J(u)) > R(J(A)) and, by symmetry, we have equality, Similarly N(J(A)) = N(J()). The closedness of N(J(A)) is evident. o Theorem 9.3. Let A he a subset of C and let J(A) be a pseudo resolvent on &. Then, J(X) is the resolvent of a unique densely defined closed linear operator A if and only if N(J(A)) = (0) and R(J(A)) is dense in X.1 Generation and Rey entation 37 PROOF. Clearly if /(A) is the resolvent of a densely defined closed operator A, we have N(J(A)) = (0) and R(J(A)) = D(A) is dense in X. Assume now that N(J(A)) = (0) and R(J(A)) is dense in X. From N(J(A)) = (0) it follows that J(A) is one-to-one. Let Ay & A and define A=Xgl = J(Ay) | (9.3) Uhe operator A thus defined is clearly linear, closed and D(A) = R(J(Ap)) 1s dense in X. From (9.3) it is clear that (Aol ~ A)J(Ag) = J(Ag (Aol — A) = 1, (9.4) und therefore J(Ay) = R(Ag: A). If A © A then (AI = A)J(A) = ((A = Ag) + (Ag — 4))J(A) = ((A= Ao) + (Aol — A))I(An)EZ = (A= Ao) JAY] = T+ (A=Do)[(Ag) = (A) = (A= Ao) JAVA] =I und similarly J(A)(AI — A) = I. Therefore (A) = R(A: A) for every A € A. - In particular A is independent of A, and is uniquely determined by J(A). We conclude this section with two useful sufficient conditions for a pseudo resolvent to be a resolvent. ‘Vheorem 9.4. Let A be an unbounded subset of © and let J(X) be a pseudo resolvent on A. If R(J(A)) is dense in X and there is a sequence d,, © A such that \X,,| > 90 and IA, JQ, )L SM (9.5) for some constant M then J(A) is the resolvent of a unique densely defined closed linear operator A. Proor. From (9.5) it follows that ||J(A,,)|| 0 as n> oo. Let we A. From (9.2) we deduce that WAAR) = D)J(w) I 40 as n> 0. (9.6) ‘Therefore, if x is in the range of J(u) we have ASA )x Ax as n>. (9.7) Since R(J(u)) is dense in X and A,,J(A,,) are uniformly bounded, we have (9.7) for every x € X. If x © N(J(A)) then A, J(A,,)x = 0 and from (9.7) we deduce that x= 0, Thus M(J(A)) = (0) and J(A) is the resolvent of a densely defined closed operator A by Theorem 9.3. a Corollary 9.5. Let A be an unbounded subset of C and let J(X) be a pseudo resolvent on A. If there is a sequence X,, € A such that \X,| > 0 asn > 0a8 Setnigroups of Linear Operators and lim A,J(A,)x—2x forall xeX (9.8) n+ then J(A) is the resolvent of a unique densely defined closed operator A. Proor. From the uniform boundedness theorem and (9.8) it follows that (9.5) holds, From Lemma 9.2 we know that R(J(A)) is independent of A € A and therefore (9.8) implies that R(J(A)) is dense in X. Thus, the conditions of Theorem 9.4 hold and J(A) is the resolvent of an operator A. a 1.10. The Dual Semigroup We start with a few preliminaries. Let X be a Banach space with dual X*. We denote by (x*, x) or (x, x*) the value of x* © X* atx © X. Let S bea linear operator with dense domain, D(S), in X. Recall that the adjoint S* of S, is a linear operator from D(S*) G X* into X* defined as follows: D(S*) is the set of all elements x* © X* for which there is a y* € X* such that (x*, Sx) = (y*,x) forall. x © D(S) (10.1) and if x* © D(S*) then y* = S*x* where y* is the element of X* satisfying (10.1). Note that since D(S) is dense in X there is at most one y* © X* for which (10.1) can hold. Lemma 10.1. Let S be a bounded operator on X then S* is a bounded operator on X* and \|S\j = ||S*|)- Proor. For every x* © X*, (x*, Sx) is a bounded linear functional on X and so it determines a unique element y* © X* for which (y*, x) = (x*, Sx) and so D(S*) = X*. Moreover, |S*| = sup |[S*x*j| = sup sup |(S*x*, x)| Its! Ist st iixist = sup sup |{x*,Sx)| = sup || Sxl] = ||SI}- a Halist Hxlst txty st Lemma 10.2. Let A be a linear densely defined operator in X. If \ € p(A) then d © p(A*) and R(A: A*) = R(A: A)*. (10.2) Proor. From the definition of the adjoint we have (AJ — 4)" = A/* — A® where J* is the identity in X*. Since R(A: A) is a bounded operator R(A: A)* is a bounded operator on X* by Lemma 10.1, We will prove that R(X: A*) exists and that it equals R(X: A)*. First we show that A/* — A* is one-to-one, If for some x* #0, (AI* - A*)x* = 0 then O= (AT = A*)x*, x) — (AL = Axe x*) for all» @ D(A). But since A & P(A)1 Generation and Representation 39 R(AI ~ A) = X and therefore x* = 0 and AJ* — A* is one-to-one. Now if x € X, x* © D(A*) then xt, x) = (x*, (AI — A)R(A: A) x) = ((AI* — A*)x*, R(A: A) x) and therefore R(A: A)*(AI* — A*)x* = x* for every x* © D( At). (10.3) On the other hand if x* © X* and x © D(A) then xt, x) = (et, R(A: A)(AT = A)x) = (RA: A)*x*, (AD = A) x) which implies (Al* = A*)R(A:A)*x* = x* — forevery x* © X*. (10.4) From (10.3) and (10.4) it follows that A € p(4*) and that R(A: 4*) = R(A: A)*. a Let T(t), t= 0, be a Cy semigroup on X. For 1 > 0 let T(r)* be the adjoint operator of T(1). From the definition of the adjoint operator it is clear that the family 7*(1), ¢ > 0, of bounded operators on X*, satisfies the semigroup property. This family is therefore called the adjoint semigroup of ‘1(1). The adjoint semigroup however, need not be a Cy semigroup on X* since the mapping 7(1) > T(r)* does not necessarily conserve the strong continuity of 7(1). Before we state and prove the main result of this section concerning the relations between the semigroups 7(t), T(t)* and their infinitesimal generators we need one more definition. Definition 10,3. Let S be a linear operator in X and let ¥ be a subspace of X, The operator § defined by D(3) = (x © D(S) MY: Sx © Y) and Sx = Sx for x © D(S) is called the part of S in Y. ‘Theorem 10.4, Let T(t) be a@ Cy semigroup on X with the infinitesimal generator A and let T(t)* be its adjoint semigroup. If A* is the adjoint of A und Y* is the closure of D( A*) in X* then the restriction T(t)* of T(1)* to Y* is a Cy semigroup on Y*. The infinitesimal generator A* of T(t)* is the part of A* in Y*. Proor. Since A is the infinitesimal generator of T(z), there are constants and M such that for all real A, A > w, A © p(A) and _ s M (-e)" This is a consequence of Theorem 5.3. From Lemma 10.2 and Lemma 10.1 it follows that if A > w, A & p( 4*) and su (x= 0)" WRQ:A)"I s n=l, (10.5) WR(A: A*)"I s n= Lye (10.6)a Rennigroups of Linear Operators Let J(A) be the rentriction of R(A: A*) to Y*. Then obviously we hive WO)" s (10.7) M. Q=«)" J(A) —J(w) = (w-A)I(A)I(H) for A, > w — (10.8) and by Lemma 3.2 slim AJ(A)x* = xt forevery xt € Y*. (10.9) an From (10.8), (10.9) and Corollary 9.5 it follows that J(A) is a resolvent of a closed densely defined operator A* in Y*. From (10.7) and Theorem §.3 it follows that A~ is the infinitesimal generator of a C, semigroup T(t)~ on Y*. For x © X and x* © Y* we have by the definitions (x. (7 - x4) ") = (l - pat) “es n=l (10.10) Letting m + co in (10.10) and using Theorem 8.3 we obtain (xt, T(t)x) = (T(t) * x*, x) (10.11) and so for x* © Y*, T(t)*x* = T(t)*x* and T(r)* is the restriction of T(t)* to Y*. To conclude the proof we have to show that 4‘ is the part of A* in Y*. Let x* © D(A*) be such that x* © ¥* and A*x* © Y*, Then (AJ* — A*)x* © Y* and (Arlt = At) (AP = At) x* = x", (10.12) Therefore x* € D(A*) and applying \/* ~ A* on both sides of (10.12) yields (AI* — A*)x* = (AI* — A*)x* and therefore A*x* = A*x*, Thus ‘is the part of A* in Y*. a In the special case where X is a reflexive Banach space we have, Lemma 10.5. If S is a densely defined closed operator in X then D(S*) is dense in X*. Proor. If D(S*) is not dense in X* then there is an element xy © X such that x» # 0 and (x*, x9) = 0 for every x* € D(S*). Since S is closed its graph in X x X is closed and does not contain (0, x»). From the Hahn- Banach theorem it follows that there are xf, x} © X* such that (xf, x) — (xt, Sx) = 0 for every x © D(S) and (x#,0) ~ (xf, xy) # 0. From the second equation it follows that xf # 0 and that (xf, x9) # 0. But from the first equation it follows that xf € D(S*) which implies (xf, x9) = 0, a contradiction, Thus D(S*) = X*,1 Cleneration and Representation 41 As a consequence of Theorem 10.4 and Lemma 10.5 we have, Corollary 10.6, Let X be a reflexive Banach space and let T(t) be a Cy avmigroup on X with infinitesimal generator A. The adjoint semigroup T(t)* of 1) is a Cy semigroup on X* whose infinitesimal generator is A* the adjoint \afA. We conclude this section with a result in Hilbert space. Wetinition 10.7. Let H be a Hilbert space with scalar product (,). An «perator A in H is symmetric if D(A) = H and A c A*, that is, (Ax, y) = (\, Ay) for all x, y © D(A), A is self-adjoint if A = A*. A bounded operator U on H is unitary if U* = U7'. We recall that any adjoint operator is closed and that U is unitary if and only if R(U) = H and U is an isometry. Both these facts are easy to prove and are left as exercises to the reader. Theorem 10.8 (Stone). A is the infinitesimal generator of a Cy group of unitary operators on a Hilbert space H if and only if iA is self-adjoint. Poor. If A is the infinitesimal generator of a Cy group of unitary operators {1), then A is densely defined (Corollary 2.5) and for x € D(A) —Ax = lime” '(U(—1)x — x) = limi "(U(t)*x — x) = A. 110 10 which implies that A = ~A* and therefore iA = (iA)* and iA is self- adjoint. If iA is self adjoint then A is densely defined and A = —A*. Thus for every x € D(A) we have (Ax, x) = (x, Atx) = = (x, Ax) = - Tana) and therefore Re(Ax, x)= 0 for every x € D(A), i.e., A is dissipative. Since A = —A* also Re( A*x, x) = 0 for every x © D(A*) = D(A) and also A* is dissipative. By the remarks preceding the theorem it follows that A and A* are closed and since A** = A, both A and A* = —A are the infinitesimal generators of Cy semigroups of contractions on H by Corollary 4.4. If U,(t) and U_(t) are the semigroups generated by A and 4* respectively we define U,(t) fors>0 U_(-t) fort <0. ‘Then U(t) is a group (see Section 1.6) and since U(t)~! = U(~1), | UC) || 1, | U(—1)]| < 1 it follows that R(U(t)) = X and U(t) is an isometry for every ¢and thus U(r) is a group of unitary operators on H as desired. a u(t) = (10.13)CHAPTER 2 Spectral Properties and Regularity 2.1. Weak Equals Strong Let T(t) be a Cy semigroup of bounded linear operators on a Banach space X. Let A be its infinitesimal generator as defined in Definition 1.1.1. We consider now the operator dx = w — tim HAA Ayo (1.1) where w — lim denotes the weak limit in X. The domain of 4 is the set of all x € X for which the weak limit on the right-hand side of (1.1) exists. Since the existence of a limit implies the existence of a weak limit, it is clear that 4 extends A, That this extension is not genuine follows from Theorem 1.3 below. In the proof of this theorem we will need the following real variable results. Lemma 1.1, Let the real valued function be continuous and differentiable from the right on [a, bl. Let D*w be the right derivative of w. If o(a) = 0 and D* w(t) < 0 on [a, b[ then w(t) < 0 on [a, bf. Proof. Assume first that D* w(z) < 0. If the result is false then there is a t, Ja, bf for which w(1,) > 0. Let 9 = inf {t: w(t) > 0}. By the continuity of w, @(t,) = 0 and by the definition of tg we have a sequence {t,,) such that t, 4 ty and w(t,,) > 0. Therefore, D*w(ig) = lien ote) ola) = tia) in contradiction to our assumption that D‘ w(t) < 0 and thus w(t) s 0 on [a, Af. 201 Spectral Properties and Regularity 43 Returning to the general case where D* w(t) < 0 we consider for every # + 0 the function @,(t) = w(t) — e(¢ — a). For ,(t) we have w,(a) = 0 and D'e, < —e < 0. Therefore, by the first part of the proof, w(t) < 0 on fa, bf. Le, o(2) < e(¢ — a). Since e > 0 is arbitrary, w(t) < Oon[a, bf. O Corollary 1.2. Let — be continuous and differentiable from the right on [a, bl. 1D @ is continuous on [a, Bf then @ is continuously differentiable on [a, Bl. Paoor, Let y = D*e and define x(t) = (a) + f5¥(t) dz. The function x thus defined is clearly continuously differentiable on [a, b[. Let #(t) = x(t) g(t) then (a) = 0 and D* w(t) = 0 on [a, bf. From Lemma 1.1 it then follows that (¢) < 0 on [a, b[. Similarly — w(t) also satisfies the conditions wf Lemma 1.1 and therefore (1) > 0. Hence w(1)=0 on [a, bl, ie, (1) = x(t) and the proof is complete. o ‘Vheorem 1.3, Let T(1) be a Cy semigroup of bounded operators and let A be {ts infinitesimal generator. If A is the operator defined by (1.1) then A = A. Puoor. From the definitions of A and A it is clear that 4 >A. Let 4 © D(A). Since bounded linear operators are weakly continuous, we have w= lim Tet We T(t)x Tis — x) =w- limT(t ( ALO " a () = T(t) Ax. (1.2) _ T(h)x — x T(1)(w - tim TO) Therefore, if x € D(A) and x* © X* then D* (x*,T(t)x) = (x*, T(t) Ax), (1.3) le, the right derivative of (x*,7(1)x) exists on [0,co[ and equals (x*, T(1) Ax). But ¢ > (x*, T(t) Ax) is continuous in t and so by Corollary 1.2 (x*, T(t)x) is continuously differentiable on [0, cof and its derivative is (x*, Tét) Ax). Furthermore, (xt, T(r)x = x) = (x8, T(x) — Cx, x) = fos, T(s) Ax) ds = (24, ['Te)4xas). (14) Nince (1.4) holds for every x* € X*, it follows from the Hahn-Banach theorem that T(t)x - = ['T(s) Ax as. (1.5) ly Dividing (1.5) by ¢ > 0 and letting ¢ 10, we obtain tim LOX = @ jy, 10 ' (1.6)44 Semigroups of Linear Operators Therefore x © D(A) and Ax = Ax. This implies A > A and thus A = 4. O Another result in which weak implies strong is the next theorem which we state here without proof. Theorem 1.4. If T(¢) is a semigroup of bounded linear operators on a Banach space X (Definition 1.1.1) satisfying w-limT(‘)x=x — forevery x EX (1.7) 110 then T(t) is a Cy semigroup of bounded linear operators. 2.2. Spectral Mapping Theorems Let T(t) be a Cy semigroup on a Banach space X and let A be its infinitesimal generator. In this section we will be interested in the relations between the spectrum of A and the spectrum of each one of the operators T(t), t= 0. From a purely formal point of view one would expect the relation o(7(t)) = exp{to(A)}. This, however, is not true in general as is shown by the following example. EXAMPLE 2.1. Let X be the Banach space of continuous functions on (0, 1] which are equal to zero at x = | with the supremum norm. Define a{f(xt+t) if xttsd T(t = (ONC) { 0 if xt+i>1 T(t) is obviously a Cy semigroup of contractions on X. Its infinitesimal generator A is given by D(A) ={(f: f= CLD IN XS € X} and Af=f' for fe D(A). One checks easily that for every A € € and g € X the equationAf — f’ = g has a unique solution f © X given by f(t) = f'eM-Pg(s) ds. Therefore o( A) = $. On the other hand, since for every ¢ 2 0, T(t) ina bounded linear operutor, o(7(1)) # @ for all ¢ > 0 and the relation o( T(t) = exp fa( A)) doen not hold for any ¢ 2 0,2 Spectral Properties and Regularity 45 Lemma 2.2. Let T(t) be a Cy semigroup and let A be its infinitesimal generator. If By(t)x = few °T(s)x ds (2.1) then (AL = A)B,(t)x = ex - T(t)x — forevery xX (2.2) and By(t)(Al — A)x = ex —T(t)x — forevery x € D(A). (2.3) Proog. For every fixed \ and 1, B,(1) defined by (2.1) is a bounded linear operator on X. Moreover, for every x © X we have MMatp (2a fre ‘MOT s)x ds + — fe MOT ($) x ds a1 phexaney ihe T(s)xds. (2.4) As h 0 the right-hand side of (2.4) converges to \B,(t)x + T(1)x — eMx und consequently B,(¢)x © D(A) and AB,(t)x =AB,(t)x + T(t)x — eM (2.5) which implies (2.2). From the definition of B,(1) it is clear that for \ € D(A), AB,(t)x = B,(¢) Ax and (2.3) follows. o ‘Mheorem 2.3. Let T(t) be a Cy semigroup and let A be its infinitesimal uenerator. Then, o(T(t)) De) for t 0. (2.6) Proor.. Let e € p(T(1)) and let Q = (eI — T(t))~'. The operators B,(t), defined by (2.1), and Q clearly commute. From (2.2) and (2.3) we deduce (AL = A)B(t)Qx =x” forevery xX (2.7) and QB,(t)(AI — A)x =x for every x © D(A). (2.8) Since B,(1) and Q commute we also have B(t)Q(AI— A)x =x — forevery x © D(A). (2.9) Therefore, © p(A), By(t)Q = (AI — A)>! = R(A: A) and p(T(t)) c exp (/p(A)} which implies (2.6). o We recall that the spectrum of A consists of three mutually exclusive parts; the point spectrum o,(A) the continuous spectrum o,(4) and the renidual spectrum o,( A). These are defined as follows: A € o,( A) if AJ —46 ‘Semigroups of Linear Operators is not one-to-one, A € 9,(A) if AJ — A is one-to-one, AJ — A is not onto but its range is dense in X and finally A € 0,( A) if AJ — A is one-to-one and its range is not dense in X. From these definitions it is clear that o,(A), o,( A) and o,( A) are mutually exclusive and that their union is o( A). In the rest of this section we will study the relations between each part of the spectrum of A and the corresponding part of the spectrum of 7(t). We start with the point spectrum. Theorem 2.4, Let T(t) be a Cy semigroup and let A be its infinitesimal generator. Then et) a (T(t) € eH U (0). (2.10) More precisely if \ € 6,( A) then e® & o,(T(t)) and if e & 0,(T(t)) there exists ak, k © N such that \, = + 2mik/t € 0,( A). Proor. If A € o,(A) then there is an x9 © D(A), x9 # 0, such that (AJ — A)xo = 0. From (2.3) it then follows that (eZ — T(1))xq = 0 and therefore e™ € (T(t) which proves the first inclusion. To prove the second inclu- sion let e €¢ p(T(t)) and let x #0 satisfy (e“7 — T(t))x) = 0. This implies that the Continuous function s + MT(s)xp is periodic with period t and since it does not vanish identically one of its Fourier coefficients must be different from zero. Therefore there is a k, k © N such that at fle erson(e 7(s)xq) de #0. (2.11) h We will show that A, =A + 2mik/t is an eigenvalue of A. Let ||T(#)|| < Me", For Re > @ we have 0 2 n [oe PT(s)xods = x L, ‘Me-wT(s)x5 ds lo R(w: A) Xo " 5 en fe ST (s)x9 ds n=0 =(1-e% my flew T(s)x as (2.12) where we used the periodicity of e~T(s)x9. The integral on the right-hand side of (2.12) is clearly an entire function and therefore R(w: A)x, can be extended by (2.12) to a meromorphic function with possible poles at A, =A + 2qin/t, n © N. Using (2.12) it is easy to show that lim (p — Ay) R(ms A) Xo =X (2.13) ody and lim (gt = A)[(H ~ Ag) R(t: A) xg] = 0. (2.14)4 Spectral Properties and Rexulaity 41 Vrom the closedness of A and (2.13), (2.14) it follows that x, € D(A) and that (A, 1 — A)x, = 0, ie, Ay © 0,(A). We turn now to the residual spectrum of A. Theorem 2.5. Let T(t) be a Cy semigroup and let A’ be its infinitesimal nenerator. Then, (1) IfA © @,(A) and none of the d,, = 4 + 2min/t, n EN is in o,(A) then e Ea (T(t). (li) If eM & 0,(T(t)) then none of the d,, =X + 2min/t, n EN is in 0,(A) and there exists ak, k € N such that d, € 0,(A). Proor. If A €o,(A) then there is an x* © X*, x* #0, such that (x*,(AT— A)x) = 0 for all x © D(A). From (2.2) it then follows that (x*,(eMI — T(t))x) = 0 for all x © X and therefore the range of es — T(1) is not dense in X. If e“Z — T(t) is not one-to-one then by Theorem 2.4 there is a k EN such that A, € o,(A) contradicting our assumption that A, € 9,(A). Therefore eMT — T(t) is one-to-one and e™ € o,(T(t)) which voncludes the proof of (i). To prove (ii) we note first that if for some k, A, = A + 2aik/t € 0,( A) then by Theorem 2.4 e* € a, 1p(T(t)) contradicting the assumption "that #* € 9,(T(t)). It suffices therefore to show that for some k € N, dy, € o,( A). ‘his follows at once if we show that {A,,} C p(A) U a,(A) is impossible. Krom (2.3) we have (eT — T(t))x = By (1)(A,T-—A)x for x D(A) n EN. (2.15) Nince by our assumption e™ = e%' € o,(T(t)) the left hand side of (2.15) belongs to a fixed nondense linear subspace Y of X. On the other hand if A,, € p(A) Ua,(A) then the range of A, — A is dense in X which implies by (2.15) that the range of B, (t) belongs to Y for every n € N. Writing the Fourier series of the continuous function e~**T(s)x we have e*7(s)x~ 4 x en /O5B) (t)x (2.16) and each term on the right-hand side of (2.16) belongs to Y. As in the classical numerical case the series (2.16) is (C.1) summable to e~T(s)x for 0 to if for every > to, T(t) is a compact operator. T(t) is called compact if it is compact for 1>0. Note that if T(r) is compact for ¢ > 0, then in particular the identity is compact and X is necessarily finite dimensional. Note also that if for some t, > 0, T(to) is compact, then so is T(t) for every ¢ = fp since T(t) = T(t — t))T(ty) and T(t — to) is bounded. Theorem 3.2. Let T(t) be a Cy semigroup. If T(t) is compact for t > to, then T(t) is continuous in the uniform operator topology for t > to. Proor. Let ||7(s)|| 0 be given. If ¢ > 1) then the set U, = (7(t)x: |[xl| < 1} is compact and therefore, there exist XjsXp,-++4 Xy Such that the open balls with radius ¢/2(M + 1) centered at T(t)x;, 1 to. Theorem 3.3. Let T(t) be a Cy semigroup and let A be its infinitesimal generator T(1) isa compact semigroup tf and only if TCL) is continuous in the unifarm anerator tonalowy fort + 0 and ROA; AY te comnact for & CA).Spevtral Properties and Regularity 49 Paoor, Let || 7()\| < Me*'. If T() is compact for ¢ > 0, then by Theorem 3.2, T(t) is continuous in the uniform operator topology for t > 0. There- fore, R(A:A)= fe ™MT(s) ds for ReA>w (3.4) 0 and the integral exists in the uniform operator topology. Let e > 0, ReA > w and R(X) = [We ™T(s) as. (3.5) ince T(s) is compact for every s > 0, R,(A) is compact. But WR(A: A) — R,(A)I| < ferns) as| 0 as e40 0 and therefore R(A: A) is compact as a uniform limit of compact operators. rom the resolvent identity R(AzA) — R(wi A) = (w—AYR(ALAYR(mi A) AE pA) Wt follows that if R(w:A) is compact for some p € p(A), R(A: A) is wompact for every A € p(A). The conditions of the theorem are therefore fevessary. Assume now that R(A: A) is compact for \ € p(A) and that T(r) is tontinuous in the uniform operator topology for 1 > 0. It follows that (3.4) holds and that AR(A: A)T(1) — T(t) = ape (Te +s)-T(t)) ds. (3.6) i IPA is real, A > w, then for every 5 > 0 we have HAR(Az A)T(1) — TCA) ih < fre" T(t +s) — T(t)I\ds + [reir +s) ~T(s)IIds S sup |jT(¢+s)- T(t)Ih 05556 42N(A — w) 'Me%(B ed which implies lim |]AR(A: A)T(t) — T(t)i] < sup ||7(¢ +s) — T(d)II Asoo Osssb forevery 8>0. (3.7) Nince 8 > 0 is arbitrary we have sim HWAR(A: A)T(t) — TH) = i \ Hat AR(A: AT) is compact for every A> w and therefore T(t) is commuct.Semigroups of Linear Ope Corollary 3.4. Ler T(t) be a Cy semigroup and let A be its infinites generator. If R(X: A) is compact for some \ & p( A) and T(t) is continuo. the uniform operator topology for t > to, then T(t) is compact for t > tg. Proor. From our assumptions it follows that R(A: A) is compact for & A € p(A) and that (3.6) holds for every t > to. The rest of the proo identical to the end of the proof of Theorem 3.3. Corollary 3.5. Let T(t) be a uniformly continuous semigroup (Definit 1.1.1), T(t) is @ compact semigroup if and only if R(X: A) is compact for evr dE (A). The characterization of compact semigroups in Theorem 3.3 is n completely satisfactory since it does not characterize the compact semigrot T(t) solely in terms of properties of its infinitesimal generator A. The reasc for this is that so far, there are no known necessary and sufficient cond tions, in terms of A or the resolvent R(A: A), which assure the continuit for ¢ > 0 of T(t) in the uniform operator topology. A necessary conditio for T(t) to be continuous, in the uniform operator topology, for 1 > 0 i given next. Theorem 3.6. Let T(t) be a Cy semigroup and let A be its infinitesima. generator. If T(t) is continuous in the uniform operator topology for t > 0, then there exists a function W:{0, co[ > [0, cof such that p(A) 2 {A:N =o + it, [7] = ¥(Io})}, (3.8) and iim \|R(o + ir: A) =O — forevery real o. (3.9) 7) +00 Proor. We will assume without loss of generality that (A) > (A: Red > 0) and that |{7(t)\| < M. Otherwise, we consider S(t) = e~*‘T(r) with chosen so that these conditions are satisfied. Obviously 7(r) is continuous in the uniform operator topology for > 0 if and only if S(¢) has this property. If o > 0 then by our assumption A = 6 + it & p(A). Substituting x = R(A: A)y in (2.3), we obtain eMR(A: A)y — T(t)R(A: A)y = By(t)y for yEX (3.10) which implies (e% — M)R(A: A) se" [ererryal 0 Choosing ¢ > o~'log M yields Rat its ADI elf'e T(x) ds} | (3.11)Npeciral Properties and Regularity 51 tur mome constant C independent of . The right-hand side of (3.11) tends (0 wero as |7| > oo by the lemma of Riemann-Lebesgue. For o < 0 we write RATA) = ER ir A) tinal (3.12) k=0 and set (I7]) = max |[R(1 + it: ADI.” lel 2 |71 Ny what we have already proved above, p(|7|) > 0 as |r| > 00. The series 412) clearly converges (in the uniform operator topology) for |1 — 6] < 1/2q\|7|), which implies (3.8). Moreover, for any fixed o satisfying |1 — o| BN /2@(\71) we have ||R(o + it: All < 2)R(1 + ir: A)|l < 2@(Irl) wud therefore (3.9) holds and the proof is complete. o « wollary 3.7, Ler T(t) be a compact Cy semigroup and let A be its infinitesi- ul generator. For every — 0 ty if for every x © X,1 > T11)\ is differentiable for ¢ > fo. T(t) is called differentiable if it is differen- table for 2 > 0. We have seen in Theorem 1.2.4 (c) that if T(r) is a Cy semigroup with Anfluttesimal generator A and x © D(A) then ¢ -* 7(1)x is differentiable for 12 0. If T(2) is moreover dillerentinble then for every x © XL * THe is32 Semigroupn af tneat Operators differentiable for ¢ > 0. Note thut if ¢ > T(t)x is differentiable for every x € X and ¢20 then D(A) = X and since A is closed it is nevessarily bounded. Example 2.1 provides a simple example of a Cy semigroup which is differentiable for 1 > 1. Lemma 4.2. Let T(1) be @ Cy semigroup which is differentiable for t > to and let A be its infinitesimal generator, then (a) For t > mtg, n = 1,2,...5 T(t): X > D(A") and T(t) = A" T(t) is a bounded linear operator. (b) For 1 > nto, n = 1,2,..., T(t) is continuous in the uniform operator topology. PRoor. We start with n = 1. By our assumption ¢ > T(1)x is differentiable for 1 > to and all x © X. Therefore T(1)x € D(A) and T(1)x = AT(t)x for every x © X and t> to. Moreover, since A is closed and T(t) is bounded, AT(t) is closed. For 1 > fo, AT(1) is defined on all of X and therefore, by the closed graph theorem, it is a bounded linear operator. This concludes the proof of (a) for n = 1. To prove (b) let ||7(1)|| < M, for Os1t< land lett <1, <1, to in the uniform operator topology. We now proceed by induction on n, Assume that (a) and (b) are true for n and let t > (n + 1)to. Choose s > nty such that 1 — 5 > fo. Then TO(t)x = T(t—s)A"T(s)x forevery xe X. (4.2) The right-hand side of (4.2) is differentiable since 1 — s > tg and therefore T(t)x is (n + 1)-times differentiable and T* "(1)x = A"*'T(1)x for every x © X and 1 > (n + 1)io. This implies like in the case n = 1 that T(t): X — D(A"*!) and that A"*'T(1) is a bounded linear operator for 1 > (n + 1)fo. This concludes the proof of (a). The continuity of T(r) for ¢> (n + 1)ty in the uniform operator topology is proved exactly as for the case n= 1, using the fact that A"7(z) is bounded for t > (n + 1)to. oO Corollary 4.3. Let T(1) be @ Cy semigroup which is differentiable for t > ty. If 1>(n+ l)tq then T(t) is n-times differentiable in the uniform operator topology. Proor. From part (b) of Lemma 4.2 it follows that for > (1 + I)ty A‘T(t), 1S ks 1 in continuous in the uniform operator topology. ‘There1 Npectral Properties and Regularity 53 fore ff > (nt Dty, we have THM | A) = THD) = fMT(s) ds for Lsksn, f which implies the differentiability of T“-(2) in the uniform operator tupology for 1s k (n + 1)tg and thus T(t) is n-times differen- iable in the uniform operator topology. ao Corollary 4.4, If T(t) is a differentiable Cy semigroup, then T(1) is differen wuble infinitely many times in the uniform operator topology for t > 0. benma 4.5. Let T(t) be a differentiable Cy semigroup and let A be its ‘Winitesimal generator. Then rua) =[rfs)f nett 8 ('noOr. The lemma is proved by induction on n. For n = 1 the result has heen proved in Lemma 4.2. If (4.3) holds for n and 1 2 s then ren(a) = (a7(+)) -1™1~s)(47(5)) . (44) Differentiating (4.4) with respect to 1 we find TO O(1) = ATL s)(47(=)) . (45) Mubstituting s = nz/n + 1 in (4.5) yields the result for n + 1. Qo We turn now to the characterization of the infinitesimal generator of a Cy semigroup which is differentiable for 1 > to. Before turning to the main fomult we will need one more preliminary. Lemma 4.6. Ler T(t) be a Cy semigroup and let A be its infinitesimal ernerter If T(1) is differentiable for t > ty and \ o(A), t > to then eo © o( AT(1)). Proor. We define By(t)x = ['e-9T(s)x ds. lo 4, (1)x is clearly differentiable in 1 and differentiating it we find Bi(1)x = T(1)x + AB,(t)x. B}(1) is a bounded linear operator in X. Assuming now that 1 > to and differentiating (2.2) with respect to 2, we obtain AeMx = AT(t)x = (AT — A)Bi(t)x — forevery xe X. (4.6)Ss Semigroups of (nar Operators Let C(1)x = dex — AT(t)x. For 1 > to, C(t) is a bounded linear operator. It is easy to check that Bi(t) and C(t) commute and that for x € D(A), AB{(t)x = Bi(1)Ax. If Xe € p(AT(t)) then C(1) is invertible and from (4.6) it follows that x =(AI—A)B(t)C(t)'x — forevery x] X, i.e., BY(1)C(1)~' is a right inverse of AJ — A. Multiplying (4.6) from the left by C(1)! we have x = C(t) "(Al — A) Bit) x. Choosing x € D(A) we can commute Bi(t) and AJ — A. Then using the commutativity of B{(1) and C(t) and therefore also of Bi(1) and C(1)~', we obtain = B(1)C(1) (AI—A)x — forevery x © D(A). Therefore, Bi(1)C(1)~! is the inverse of AI ~ A, \ € p(A) and the result follows. Theorem 4.7. Let T(t) be a Cy semigroup and let A be its infinitesimal generator. If \|T(t)|| < Me®' then the following two assertions are equivalent: (i) There exists a 1g > 0 such that T(t) is differentiable for t > to. (ii) There exist real constants a, b and C such that b > 0, C > 0, p(A) >= = (A: Red > a ~ blog [Im AI} (47) and |R(A: A) eM R(A: A) is a continuous function from p(A) ¢ € into BX) (the space of all bounded linear operators on X) the integrals Sy(0) = 5; [ eRO: A) dd1 Spectral Propertion woot Regulurity 55 are well defined. If S,(t) converge in B(X) as 1 oo we define the limit to be the improper integral . = fern: SQ) =55 fe 'R(N: A) dd (49) and way that the integral (4.9) converges in B(X), ie. in the uniform tuperator topology. Moreover, it is easy to see that S,(t) are differentiable in AUX) and their derivatives S/(1) are given by (ty =f reRIA: Si(t) = Pi J. R(A: A) dd. (4.10) W§,(1) and S/(1) converge in B(X) uniformly, say for t >, asm > 00 shen, for ¢ > t, the limit S’(r) of S{(z) is obviously the derivative of S(1) in W(X), We will show that (4.9) converges in B( X) for t > 2/b and that , 1 S(t) = 55 [ MR(A: A) dd (4.11) vunverges in B(X) for > 3/b. Moreover (4.9) and (4.11) converge uni- furmly in 1 for t > 2/b + 6 and 1 > 3/b + 6 respectively, for every 5 > 0. Jv prove these claims we set I), = 1) (A: JA] L itis clear that ,,, = I, and S,_,(1) = S)(z) and thus S,(1) is well defined for every 1 > 0. To prove the convergence of the integrals 4),,(t), 7 = 1,3, we estimate their integrands on the respective paths of integration and find ford = 0 + ir ET, j= 1,3 We“ R(A: A) = Je] [RCA ADIs er “CIx] = Ce? -P. (4.14) Therefore, forn > m > L we have, 1 S.n(t) — S m(O ll = 5> MR(A: A) dd) WS.) Sal D1= Fe geROrs a) aa ‘ < Cie" f" bel!" air] (4.15) where C, is a constant independent of 1. Thus for 1 > 2/b, S)_,(t) j= 1,3 vonverge in B(X) and the convergence is uniform in ¢ on t > 2/b + 8 for every 8 > 0. This concludes the proof of the convergence of (4.9). To prove the convergence of (4.11) we proceed similarly. First, we note that S3(1) enlate for ¢ 2 0, Then we estimate the integrands of S/ (7), j = 1,3 on their36 Semigroups of Linear Operators respective paths of integration by |Ae*R(A: ADI] S [APCye?24| |!" < Cye2at| |? (4.16) where C, is a constant independent of t. The convergence of S} ,,(1),j = 1,3 for 1 > 3/b now follows exactly as the convergence of S,,(t) j = 1,3 for 1 > 2/b. Thus S(t) exists for t > 2/b and is differentiable for ¢ > 3/b. To conclude that T(t) is differentiable for ¢ > 3/b we will now show that for 1 > 2/b, S(t) = T(t). Let x © D(A). From Corollary 1.7.5 it follows that yin T(t)x= tim SL f"eMR(A: A)x dd forevery y>0. nlite Qi dy ig (4.17) But for x € D(A?) we have aye AX, ROA AK R(M: A) = 4 SF + xz . (4.18) From (4.9) it follows that for every x © X and 1 > 2/b = fener: S(t)x = aml? R(A: A)x dd. (4.19) Taking x € D(A?) in (4.19), using the estimates (4.18) and (4.8), we observe that one can shift the path of integration in (4.19) from I to the line y + i7, —o <7 <0. Therefore, for 1 >2/b and x © D(A2), T(1)x = S(t)x. Since for 1 > 2/b both S(t) and T(1) are bounded operators and since D(A?) is dense in X it follows that S(t) = T(t) for t > 2/b and conse- quently T(r) is differentiable for 1 > 3/b even in the uniform operator topology. Thus (ii) implies (i). Next we show that (i) implies (ii). If 1, > % then AT(t,) is a bounded linear operator. Set ||AT(1,)|] = M(t,). From Lemma 4.6 it follows that o(A) & {Az Ae™ & o(AT(t,))} C (A: [Ae] < M(1,)}. (4.20) Consequently p(A) > {A: Red > ty log M(t,) — ty log |Im Aj}. Set == (A: Red > 4 'log (1 + 6)M(1,) — 17 log {Im AI} forsome 5>0. (4.21) Obviously 2 ¢ p( A), which proves (4.7). To prove (4.8) substitute R(A: A)x for x in (4.6). The result is, AeMR(A: A)x = AT(t)R(A: A)x + T(t)x + Afiene DT(s)xds. 0 (4,22)1 Npeviral Properties wu! Regularity 37 Hatimating (4.22) with ¢ = ¢, and A = 0 + ir © & we find “RAs A) xl) Ss [rl te (AT (4, IL ROA: A) II + UTC DIE + | fe TEs) a. But for AEE, [r[~'e- AT (1,)|] < (1 + 8)~'. Choosing Jz] > 1 and @ sw <0 we find WR: A) x) <2 FS [tte ont +|['e™r(s)xas 0 1+ 8) pp to-on( ie) dae s( * ) ewe (jal! + ty) eel M(1 + 1,)e%" “Satu | lll = Clr Ill Vhus, for A € Z, Red < @, ||R(A: A)|| < C|ImA| and the proof is com- plete, oa Vrom the proof of Theorem 4.7 it follows that if T(t) is a Cy semigroup satinfying (4.7) and (4.8) then T(1) is differentiable for 1 > 1) = 3/6, and if 4(1) is differentiable for t > t, then for every 1, > tg the constant b in (4.7) tan be taken as b = 1/t,. These remarks enable us to give the following tharucterization of the infinitesimal generator of a differentiable semigroup. ‘Theorem 4.8. Ler T(1) be a Cy semigroup satisfying \|T(1)|| < Me and let A be its infinitesimal generator. T(1) is a differentiable semigroup if and only if for every b > 0 there are constants a, real and C,, positive such that p(A) > 3, ={A: Red > a, — blog |Im Al), (4.23) and 4 : "WR: A)I 3C. Proor, We will show that (4.25) implies condition (ii) of Theorem 4.7. Developing the resolvent R(A: A) into a Taylor series around the point58 Sentigroups of Linear Operators + it we obtain co R(A: A) = YS R(wt it: A) (pt ie — A) (4.26) k=O This series converges in the uniform operator topology as long as || R(# + it: A)ll w+ it — Al <1. Let € > 0 be fixed and let 1% be such that for It] > C+e/2 log || holds. Choosing A = o + it we see that (4.26) converges in the region It] > % lo — wl <(C +e) ‘log iri, the resolvent exists for WR(u + ir: ADI < o> Cy—(C+e) ‘log |r|, |r| > 1. (4.27) where Cy = max (1, @ + (¢ + C~')log 1). Moreover, in this region . co WRA: A) < Toe |im AT Q. From the remarks following Theorem 4.7 we have that T(1) is differentiable for 1 > 3(C + e) and since e > 0 was arbitrary, 7(1) is differentiable for 1>3C, o Corollary 4.10, Let A be the infinitesimal generator of a Co semigroup T(1) satisfying || T(1)\| < Me*', If for some p> w lim sup log || ||R(u + ir: A)I| = 0, (4.28) It] +90 then T(1) is a differentiable semigroup. We conclude this section with some results that give the connection between the differentiability of a Cy semigroup for 1 > tg and the behavior of ||7(t)—/|| as 10. We already know (see Theorem 1.1.2) that if \| T(z) — 1\| > 0 as t 10 then 7(7) is a differentiable semigroup. In this case T(t) is differentiable in the uniform operator topology for t > 0 and its generator A is a bounded linear operator. Our next theorem is a consider- able generalization of this result. Theorem 4.11, Let T(1) be a Cy semigroup satisfying \|T(1)|| < Me*'. If there are constants C > 0 and 6: > 0 such that IT(2) = NM) <2-Crlog(1/t) for O<1< 8, (4.29) then T(1) is differentiable for 1 > 3M/C. Proor. We first prove the result for uniformly bounded semigroups, that is, I TQ)|| 0, (A —(p + it)1)"! is a bounded linear operator in X and its norm is bounded by Mp7 '. Let fe X and set (A (p+ it)I)x, =f. ‘Then {|x,|| < Mp~'|[f|| and therefore, WC ~ ir) x, S pllxpll + IW < (M4 + DIAL. (4.32) From (4.31) and (4.32) it follows that ||x,[| is bounded as p > 0. Therefore, (A - inl) x, - fl spllx,l| 70 as p>. (4.33) Uning (4.31) again we deduce from (4.33) that x, converges to, some x as p — 0. Since A is closed it follows that x € D(A) and (A — irl)x = f and therefore A — iz/ is onto and from (4.31) we have ~ int) 'y 0, we consider S(t) = e-*’T(1). ‘Thon ||S(2)|| < M and WS(1) = Hs e°"T(1) = I) + ee 1 s2- Crlog + +er#" - ls2- Cytlog +,60 Semigroups of Linear Operators for every C > C, > 0 and 0 <1 < &. Therefore, S(1) is differentiable for 1 > 3M/C, by the first part of the proof. Since T(r) = e*S(t), T(t) is differentiable for > 3M/C, and since C, < C is arbitrary, T(t) is differen- tiable for 1 > 3M/C. o Corollary 4.12, Let T(t) be a Cy semigroup satisfying \\T(t) — I|| <2— Ctlog\/t for 0<1t< 8. If T(t) can be extended to a group, then its infinitesimal generator is necessarily bounded. Proor. From Theorem 4.11 it follows that for 1 large enough, T(z) is differentiable and therefore, by Lemma 4.2, AT(t) is bounded. Since A = T(—1)AT(2) it follows that A is bounded as a product of two bounded operators. o Corollary 4.13. Let T(1) be @ Cy group and let A be its infinitesimal generator. If A is unbounded, then limsup ||7 — T(t){| > 2. (4.34) 110 Proor. From Corollary 4.12 it follows that for every C > 0 anda > 0 sup (ure =a + Citog +) 22. (4.35) Ostsa ‘ Letting « | 0 in (4.35), (4.34) follows. o 2.5. Analytic Semigroups Up to this point we dealt with semigroups whose domain was the real nonnegative axis. We will now consider the possibility of extending the domain of the parameter to regions in the complex plane that include the nonnegative real axis. It is clear that in order to preserve the semigroup structure, the domain in which the complex parameter should vary must be an additive semigroup of complex numbers. In this section however, we will restrict ourselves to very special complex domains, namely, angles around the positive real axis. Definition 5.1. Let A = {z: , T(z) is analytic in A, Gi) T(0) = 1 and lim T(2)x = x for every x € X. zea ay Gil) T(z, + 23) = T(z) T(g) for ay 2, 82 Spectral Properties and Regularity 61 A semigroup 7(1) will be called analytic if it is analytic in some sector A qontuining the nonnegative real axis. Clearly, the restriction of an analytic semigroup to the real axis is a Cy semigroup. We will be interested below in the possibility of extending a piven C, semigroup to an analytic semigroup in some sector A around the fNonnegative real axis. Since multiplication of a Cy semigroup T(t) by e*! does not effect the possibility or impossibility of extending it to an analytic semigroup in some rector A, we will restrict ourselves in many of the results of this section to the case of uniformly bounded C, semigroups. The results for’ general Cy senngroups follow from the corresponding results for uniformly bounded C, semigroups in an obvious way. For convenience we will also often assume that 0 © p(A) where A is the infinitesimal generator of the semigroup T(t). ‘This again can be always achieved by multiplying the uniformly bounded semigroup T(t) by e°* for e > 0. We start the discussion by recalling Theorem 1.7.7 which claims that a densely defined operator A in X satisfying p(Ay>z={r: jarg A] < 7 +5} U@) forsome 0<8< 5. (5.1) and ROA: A), SM/[M for AG ELAFO (5.2) is the infinitesimal generator of a uniformly bounded C, semigroup T(r). More is actually true, The semigroup 7(t) generated by a densely defined A watisfying (5.1) and (5.2), can be extended to an analytic semigroup in the sector A, = {z: Jargz| <8) and in every closed subsector Ay. = (2: [arg z| < 8” < 8), || 7(z)]] is uniformly bounded. This and much more follow from our next theorem, ‘Theorem 5.2. Ler T(t) be a uniformly bounded Cy semigroup. Let A be the infinitesimal generator of T(t) and assume 0 € p(A). The following state- ments are equivalent: (a) T(t) can be extended to an analytic semigroup in a sector As = (z: larg z| < 8) and ||T(z)|| is uniformly bounded in every closed sub- sector Ay, 8’ < 8, of As. (b) There exists a constant C such that for every o > 0,7 #0 R(o + it: A)}] <5: / (5.3) (6) There exist 0 < 8 < 7/2 and M > 0 such that (A) E—{A: largnl 0 and there is a constant C such that WAT SS for 1 > 0. (5.6) Proor. (a) = (b). Let 0 < 8’ < 8 be such that ||7(z)|] < C, forz € Ay = {z: |argz| < 8). For x © X and o > 0 we have R(o + it: A)x = [eermer(ryx dt, (5.7) 0 From the analyticity and the uniform boundedness of T(z) in A. it follows that we can shift the path of integration in (5.7) from the positive real axis to any ray pe’*, 0 < p< o and || < 8’. For 7 > 0, shifting the path of integration to the ray pe’ and estimating the resulting integral we find ||R(o + it: A)x|| < emacs + 4sin BIC | xIdp lo, _¢ . acos 8’ + rsind’ ~ 7” Similarly for + < 0 we shift the path of integration to the ray pe~®’ and obtain ||R(o + ir: A)|| < —C/r and thus (5.3) holds. < (b) = (c). Since A is by assumption the infinitesimal generator of a Cy semigroup we have ||R(A: A)|| < M,/ReA for Re A > 0. From (b) we have for ReA > 0, ||R(A: A)|| < C/|ImA| and therefore, ||R(A: A)|| < C,/ JA| for Re A > 0. Let ¢ > 0 and write the Taylor expansion for R(A: 4) around A = 0 + ir R(A: A) = © R(o + it A)" a+ itd)". (5.8) =o This series converges in B(X) for ||R(o + ir: A)I| |o + ir —Al SK <1. Choosing A = ReA + ir in (5.8) and using (5.3) we see that the series converges uniformly in B(X) for |o — Re Al < k|z|/C since both « > 0 and k <1] are arbitrary it follows that p(A) contains the set of all A with Red < 0 satisfying [Re A|/ [Im Aj < 1/C and in particular a p(A) > {A: fargal <5 + 8} (5.9) where 6 = karctan 1/C, 0 0. Differentiating (5.11) with teapect to ¢ (first just formally) yields 1) = freMR(A: T(t) = ami S® R(X: A) dd. (5.12) Mut, the integral (5.12) converges in B(X) for every t > 0 since 7 If cos 00 gy — (—M_\1 ITC) <5 fo Met" dp = (sacs) (5.13) therefore the formal differentiation of 7(:) is justified, 7(1) is differentiable for 6 > 0 and WATE) = ITO < C/t for +> 0. (5.14) (d) = (@). Since T(r) is differentiable for 1 > 0 it follows from Lemma 4.5 that | 7Ce)i] = | 7U/n)y"l| < TU /n)|I". Using this fact together with (8.14) and me” > n" we have Siro <(S)". (5.15) We consider now the power series T(z) = T(t) + z PO eH". 6.16) 'This series converges uniformly in Bx) for |z — t| < k(t/eC) for every k <1, Therefore T(z) is analytic in A = {z: |arg z| < arctan 1 /Ce). Since obviously for real values of z, T(z) = T(t), T(z) extends T(t) to the sector A. By the analyticity of T(z) it follows that T(z) satisfies the semigroup property and from (5.16) one sees that T(z)x > x as z > 0 in A. Finally, reducing the sector A to every closed subsector A, = {z: jargz| -< arctan(1/Ce) — e) we see that ||7(z)|| is uniformly bounded in A, and the proof is complete. a ‘There are several relations between the different constants that appear in the statement of Theorem 5.2. These relations can be discovered by check- ing curefully the details of the proof. In particular, as we have mentioned hefore the statement of the theorem, the 6 in (5.4) implies the same 6 in part (a) of the theorem. This follows easily by checking the regions of conver- gence of the integrals (5.11) and (5.12). In the part (d) =* (a) of the theorem we saw that if ATO < C/t then JO can be extended to an anulytic semigroup in a sector around the64 Semigroups of Lineur Operators positive real axis. If the constant C is small enough the opening angle of the sector becomes greater than 2% and 7(t) is analytic in the whole plane which implies in particular that A is bounded. More precisely we have Theorem 5.3. Let T(t) be a Cy semigroup which is differentiable for t > 0. Let A be the infinitesimal generator of T(t). If 7 1 lim sup ¢||AT(z)]|| <3 (5.17) 10 then A is a bounded operator and T(t) can be extended analytically to the whole complex plane. - Proor. From (5.17) it follows that timsup <|7(=)] < lfe nv on . “alarta)) n\n " converges in the uniform operator topology for |z — t|/t < 1 + 8 for some 6 > 0. But this domain contains the origin as an interior point, Therefore lim,_.9ll T(t) — || = 0 which by Theorem 1.1.2 implies that A is bounded. But a bounded linear operator clearly generates a semigroup T(r) which can be extended analytically to the whole plane. a and therefore the series T(2)= | EM poy = ¥ f . n=0 n=0 EXAMPLE 5.4. Let X = /, and for every a = {a,) € /, let T(t)a = (e-"a,). (5.18) It is clear that T(r) defined by (5.18) is a Cy semigroup on X. Its infinitesi- mal generator A is defined on D(A) = {(a,}:{na,,) € 1,) and for a © D(A), A{a,) = {—na,). Also, 1 ant) a IWAT()|| => sup (mre de and therefore lim sup¢||AT(z) || = L 10 e Since A is unbounded, this example shows that the constant 1/e in Theorem 5.3 is the best possible one. The characterization of the infinitesimal generator A of w Cy semigroup Involves usually only estimates of RCA: A) for real values of A (noe Og.2 Npecteal Proper soul Regularity 65 Theorems 1.3.1 and 1.5.2) while in the characterization of the infinitesimal generator of an analytic semigroup we used, in Theorem 5.2 estimates of R(A: A) for complex values of A. Our next theorem gives a characterization of the infinitesimal generator of an analytic semigroup in terms of estimates of R(X: A) for only real values of A. Theorem 5.5. Let A be the infinitesimal generator of a Cy semigroup T(t) aitisfying ||T(1)\| < Me*’. Then T(t) is analytic if and only if there are ¢onstants C > 0 and A > 0 such that wgyntl Cc WAR(A: AN" IL S35 Proor. We note first that from Theorem 5.2 it follows easily that T(r) is analytic if and only if it is differentiable for s > 0 and there are constants | > 0 and @, > 0 such that for X>nh n=1,2..... (5.19) AT(t)I] < Sees for +>0. (5.20) If A satisfies (5.19) then for \ > mA and x € D(A) we have AR(A: A)"*!x]| = ]R(A: A)" Axi < Sal. (5.21) * Choosing ¢ < 1/A and substituting \ = n/t in (5.21) we find [a(tx(4 A)" x = (F2(4 :A))""" ax < fix for x © D(A). Letting 1 > oo it follows from Theorem 1.8.3 and the closedness of A that AT(1) x1} < Six for x€ D(A), O 0 and w, > 0 such that (4.20) holds and T(r) is analytic. Vor the converse, we differentiate the formula R(A:A)x = [oePT()xae 0 n times with respect to A and find R(X: A) x = (=1)"nIR(A: A) ie = (1) [ere T(x ar. 0 (5.23) Operating with A on both sides of (5.23) and estimating the right-hand side uning (5.20) yields MIJARA AN ase, [7% awed l= Wear Vile66 Semigroups of Linear Operators and therefore, for A > nA <& “nn nN @) An JAR(A: A)" «S| , The characterizations of analytic semigroups given so far in this section are based on conditions on the infinitesimal generator A of the semigroup or on conditions on the resolvent R(A: A) of A. A different type of characteri- zation of analytic semigroups based on the behavior of T(r) near its spectral radius is the subject of our next theorem. Theorem 5.6. For a uniformly bounded Cy semigroup T(t) the following conditions are equivalent: (a) T(t) is analytic in a sector around the nonnegatipe real axis. (b) For every complex §, § # 1, |§| 2 1 there exist positive constants 8 and K such that { © p(T(t)) and WG-7) is K for O<1<8. (5:23) (c) There exist a complex number §, |§| = 1, and positive constants K and & such that W(S7 = T(t) xl] > Fila forevery xEX,0<1<8. (5.24) PROOF, (a) = (b). Let T(r) be analytic in a sector around the nonnegative real axis. From Theorems 5.2 and 1.7.7, it follows that for t > 0 1 a =< 4 :A)dd T(1) = 59 feMRO )d: where I’ is a path composed from two rays pe! 7/2 < 9, <7, p> 1 and pe’, —1 <9, < —/2, p> 1 and a curve p = p(#) joining e: to ef inside the resolvent set. I’ is oriented in a way that Im d increases along I’. ‘Changing variables to z = At we obtain M0) = 55 f(t - tA)! de. (5.25) Given § +1, |f| 2 1, the path of integration T can be chosen to be independent of t, for 0 < ¢ < 8 and such that e* + § for all z on and to the left of I. Having chosen such 6 and I,we define B(t) = 55; [e“(e* - sy \ar-tdy'de 0 <4<8. (5.26) This integral converges in the uniform operator topology and thus deflnes a bounded linear operator A(1), Since om I we have |\(al = tA) |W <Npocteal Propottien ui Regularity 67 M, || ~', it follows that we BOON s Fe fleece - 5) '|Iael sm”. (5.27) ince e? and e*(e* — {)~' are analytic on and to the left of I and tend fapidly to zero as Rez— —oo and since e*-e*(e*-{) "| =e? + be'(e7 — £)~', we obtain from the Dunford-Taylor operator calculus that T(t) B(t) = T(t) + $B(t), which implies (1 — B(t))(S — T(t) = (S21 - T())(Z - BC) = SE. (5.28) Therefore, (1 TE) = 6 (= BY) and AGE TH) es IN +”). (5.29) (b) = (© is trivial. (v) = (a). Substituting A = —ia with a real into (2.3) we have e-™T(t)x — x -fe “8eT(s)(A —ial)xds for x © D(A). (5.30) Nince || 7(s)I| < M, (5.30) implies (7) - e*7)x|| < Ma(A — iat) x1). (5.31) Ie!“ =e = & 9 > 0, then by assumption (c) we have KN xi] s \(7(1) — 281) x\| s Mi(A + ial) x] < MBlal~"|\(A + ial) xI], (5.32) which implies (A & ia) x] & [al KMI)” "Ix, (5.33) and therefore, A + ial is one to one and has closed range. We will now show that it is onto, Since 4 is the infinitesimal generator of a uniformly hounded Cy semigroup, (A —(e + ia)/) ' exists and |\(A — (e + day!) ||| < Meo! For every f € X let (A -(et ia)I)x, =f. (5.34) ‘Then ||x,|| s Me™" /fl| and eljx,|| < M||fl|. This together with (5.34) imply ICA + ial )x,|| <(M + IIIf]. From (5.33) we then deduce that ||x,|| < C and therefore, x. From the closedness of A it then follows that x € D(A) and (A + ial)x = f. Thus the range of (A + ial) is all of X and (5.33) implies MKé WA iat sy (5.36) which implies that T(r) can be extended analytically to a sector A around the nonnegative real axis by Theorem 5.2 (b). o Corollary 5.7. Let T(t) be a Cy semigroup. If lim sup || — T(1) |] <2 (5.37) 140 then T(t) is analytic in a sector around the nonnegative real axis. Proor. From (5.37) it follows that there exist 5 > 0 and e > 0 such that |7- TO) s2-e for 0<1<8, (5.38) But then W(-1 = T(t)xi) = 2x) — M1 - T(x] 2 ellxi| for O< 1 < 8. This implies by Theorem 5.6 (c) with { = —1 that T(t) is analytic. a Corollary 5.7 shows that a certain behavior of || — T(s)|| at ¢ = 0 can be translated into the analyticity of T(r) in an angle around the nonnegative real axis. It is natural to ask whether the analyticity of T(r) implies (5.37). In general the answer to this is negative. Under certain restricting assump- tions however, it is positive. A simple result in this direction is, Corollary 5.8. If T(t) is an analytic semigroup of contractions on a uniformly convex Banach space X, then lim sup || — T(1)|] <2. (5.39) 10 ProoF. Since T(t) is a semigroup of contractions ||J + T(t)|| < 2. If lim sup |\7 — T(+)|| = 2 410 then there exist sequences x, and ¢, such that ||x,|| = 1, 4, > 0 and I= T(t, ))xnll 2 2 = 1/n (5.40) Since || T(t,)x,l| < 1 it follows from (5.40) and the uniform convexity of X that (1+ T(t,))x,l] > 0 as noo. (5.41) But this contradicts Theorem 5.6 (b) and therefore (5.39) must hold. oOJ Npectral Properties ad Regularity 69 2.6. Fractional Powers of Closed Operators In this section we define fractional powers of certain unbounded linear Operators and study some of their properties. We concentrate mainly on fractional powers of operators A for which — A is the infinitesimal generator @f un analytic semigroup. The results of this section will be used i in the study of solutions of semilinear initial value problems. Vor our definition we will make the following assumption. Anwumption 6.1, Let A be a densely defined closed linear operator for which p(A) > E*= {0:0 <@ < jarga| <7) UV (6.1) where V is a neighborhood of zero, and M + RO: A)|) 0 we define “aaah: “(A= Ye (6.3) where the path C runs in the resolvent set of A from oe” to awe’, w < <7, avoiding the negative real axis and the origin and z~* is taken to be positive for real positive values of z. The integral (6.3) converges in the uniform operator topology for every a > 0 and thus defines a bounded linear operator A~*. If a = 1 the integrand is analytic in 2* and it is easy 10 check that the path of integration C can be transformed to a small circle around the origin. Then using the residue theorem it follows that the integral equals A~” and thus for positive integral values of a the definition (6.3) coincides with the classical definition of (A~')". For 0 < a < 1 we can deform the path of integration C into the upper and lower sides of the negative real axis and obtain Ane = SEE f%, “(1+A) ‘dt O 0 such that -A +6 is still an infinitesimal generator of an analytic semigroup. This implies the following estimates; T(1) < MeW® (6.5) WAT(A) I S Myr leo (6.6) A"T(t) |) < M077 (6.7) The two first estimates are simple consequences of the results of Section 5 while (6.7) follows from (6.6) since ‘Wanr(sy -(7(2)"" s|a7(4) (x) <(Mr'e ye = Me, Furthermore, we know that (+A)! = [re “T(s) ds (6.8) converges uniformly for ¢ = 0 in the uniform operator topology, by (6.5). Substituting (6.8) into (6.4) and using Fubini’s theorem, we have ae oar fs o(fPe"7) as) dt = S828 (7 wl [™ en ar) ds ~ BPO [ure du) [se 'T(s) ds. Since 0 maya f Bee Snae F(a) we finally obtain “Tay , te 'T(t) dt (6.9) where the integral converges in the uniform operator topology for every a > 0. In the case where w < 7/2, i.e., —A is the infinitesimal generator of an analytic semigroup T(r) we will use (6.9) as the definition of A~* for a > 0 and we define A~° = 7, Lemma 6.2. For a, B 2 0 AMD A Mi Qed, (6.10)* Spectral Properties anol Regularity 7 Proor. 4 ae -rorw [pre 's®-IT(1)T(s) de ds Tah fe oF 7 du “Ter l 1 = v)* "do [°ue#17(u) du = a B foe 'T(u) du = A+), oO Lemma 6.3. There exists a constant C such that A 1 and therefore sina * 1.9 “1 = i t(t1 + A) dtl). - sin 7(1 — a) ay c [STU DIO Ia" s| yO ao Lemma 6.4. For every x © X we have lim A~*x (6.12) a=0 Poor. Assume first that x € D(A). Since 0 € p( A) we have x = A~'y for nome y € X. Therefore, = AMY — Arty = Claes a7 ry au Uning (6.5) we therefore have An |A-ex — xl] < af te~™' dt (6.13) at Cf” Tray “e+ of for every k > 0 and 0 < @ < 1. Given e > 0 we first choose k so large that the second term on the right of (6.13) is less than ¢/2 and then choose a so small that the first term on the right of (6.13) is less than e/2. Thus for \ © D(A) we have A "x — x as a > 0, Since D(A) is dense in X and by Lemma 63,40 * are uniformly bounded (6.12) follows for every x € X. 0n ‘Semigroups of Linear Operators Combining the previous results we have Corollary 6.5. If A satisfies Assumption 6.1 with o < 1/2 then A~‘ is a Co semigroup of bounded linear operators. Lemma 6.6. A~* defined by (6.9) is one-to-one. Proor. It is clear that A~' is one-to-one. Therefore, for every integer n > 1, A~"is one-to-one, Let A~*x = 0. Taken > a then A~"x = A~"*7A~% = 0. This implies x = 0 and thus A~* is one-to-one. Q Definition 6.7. Let A satisfy Assumption 6.1 with » < 1/2. For every a > 0 we define Ata (Arey (6.14) Fora = 0, A = 1. In the rest of this section we assume that A satisfies Assumption 6.1 with w < 7/2 and collect some simple properties of A® in our next theorem. Theorem 6.8. Let A* be defined by Definition 6.7 then, (a) A* is a closed operator with domain D(A*) = R(A~*) = the range of A. (b) @ > B > 0 implies D( A*) C D(A®). (0) D(A®) = X for every « = 0. (d) If a, B are real then AttBy = At. AB (6.15) for every x © D(A) where y = max(a, B,a + B). Proor. For a < 0, A* is bounded and (a) is clear. If a > 0, A* is invertible and therefore 0 € p(A*). This implies that A* is closed. For a > B we have by Lemma 6.2, 4~* = 4-*. A~@-8) and therefore R(A~*) C R(A~*) which implies (b). Since by Theorem 1.2.7, D(A”) = X for every n = 1,2,... and for a D(A") by (b), we have (c). Finally, (d) is again a simple consequence of the definition of A* and Lemma 6.2, for example if a > 0 and f > 0 and x © D(A%®) then x € D(A*) and A®x © D(A’). Let y = A*A®x then APx ~4y and x = A~F4-¢y = AB y, Therefore x © D(A®*#) and A°*4x = y = AAP x, Similarly if x € D(A°*?) we have x © D(A) and Att? = At AB, a In Definition 6.7 we define A* in an indirect way. For x € D(A) D(A"), 0 0 and t" Ul + A)~ 'x is integrable on [0, cof since near 1 = 0 ||A(1 + 4~')|] is uniformly bounded and near 1 = 00 |[*~'4(t1 + A)~'x|] < 1°-7M||Ax|j- Finally if x © D(A%), A°~!x © D(A) and from the closedness of A we ~ deduce Ax = A(AM x) = Sate (aC +A) 'xdt. Q a I Remark. From the proof of Theorem 6.9 it is clear that (6.16) holds for every x € D(A’) with y > @ Theorem 6.10. Ler 0 < a < 1. There exists a constant Cy > 0 such that for ery x € D(A) and p > 0, we have WAexil < Co(e*llxil + p*"4xl)) (6.18) and Ae%x]] < 2ChHfall! “Axe. (6.19) Proor. By our assumptions on A there exists a constant M satisfying (1 + A)" |] < M/t for every 1 > 0. If x © D(A) then by Theorem 6.9, 4exl] < smal" oN A(tr + A) Ixllde sina} (9) “1 + (fr Wl + AY" Axia sina(1 — a) m(1—a) sin ma Se Mp "Axl as morta + < G(p%}xl) + o*"Ax)). For x = 0, (6.19) is obvious. For x # 0, (6.19) follows from (6.18) taking w= (Axt/ [xl Corollary 6.11. Let B be a closed linear operator satisfying D(B) > D( A*), O 0 and x € D(A) WBxl] s C\(o%|lxl) +e NAxl). (6.21) Proor, Conrider the closed operitor BA", Since DUB) > D(A*), BA“ is deed ae all PY and he the elu on the is hounded This4 Semigroups of Linear Operators proves (6.20). For x € D(A), (6.21) is a direct consequence of (6.20) and (6.18). A sufficient condition for D(B) > D( A®) is given in our next theorem. Theorem 6.12, Let B be a closed linear operator satisfying D(B) > D(A). If for some y, 0 < y < 1, and every p > py > 0 we have WBx|] < C(o'l|x|| + pr 'IAx|]) for xe D(A) — (6.22) then D(B)>D(A°) — forevery y 0. Choos- ing 8 =p! and using (6.22) with p="! in the first integral on the right-hand side of (6.24) and with p = py in the second integral and making use of (6.5) and (6.6) we find ||BA *x|| < C\|x||. This is true for all x € D(A'~*), Since BA~* is closed and D( A'~*) is dense in X, ||BA7*x|| < C||x|| for every x © X and therefore D(B) > D(A). a It can be shown that if A satisfies the Assumption 6.1 without any restriction on w, then —A* with a < 1/2 is the infinitesimal generator of a Cy semigroup of bounded linear operators. If w < 7/2 as we assume, — A® is the infinitesimal generator of an analytic semigroup for all 0 < a < 1. We conclude this section with some results relating 4% and the analytic semigroup T(t) generated by — A. Theorem 6.13. Let — A be the infinitesimal generator of an analytic semigroup T(t). If 0 © p(A) then, (a) T(t): X > D(A?) for every t > 0 and a > 0. (b) For every x € D(A*) we have T(t) A%x = A*T(1)x. (c) For every t > 0 the operator A°T(1) is bounded and WAT(1)|) s Myr ce. (6.25) (d) Let 0

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