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'

An Introduction to Semilinear Evolution Equations

Revised edition

nz 1NIVERSIDAD COMPLUTENSE ^.^,f ,?

III) I II^ ^^^ III I^ II) ^^^I ^II II^II III^I I^III

5311910045

Thierry Cazenave

CNRS and University of Paris VI, France

and

Alain Haraux

CNRS and University of Paris VI, France

Translated by

Yvan Martel

University of Cergy-Pontoise, France

0R . 5/.??0

k 7

r

CLARENDON PRESS • OXFORD

1998

u

I

Oxford University Press, Great Clarendon Street, Oxford 012 6DP

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Oxford is a trade mark of Oxford University Press

Published in the United States by Oxford University Press Inc., New York

Introduction aux problemes devolution semi-lineaires © Edition Marketing SA, 1990 First published by Ellipses

Translation © Oxford University Press, 1998

  • I Aide par le ministere francais charge de la culture

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Library of Congress Cataloging in Publication Data (Data available)

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ISBNO 19 850277 X(Hbk)

Typeset by Yvan Martel

Printed in Great Britain by Bookcraft (Bath) Ltd, Midsomer Norton, Avon

Preface

This book is an expanded version of a post-graduate course taught for several years at the Laboratoire d'Analyse Numerique of the Universite Pierre et Marie Curie in Paris. The purpose of this course was to give a self-contained presen- tation of some recent results concerning the fundamental properties of solutions of semilinear evolution partial differential equations, with special emphasis on the asymptotic behaviour of the solutions. We begin with a brief description of the abstract theory of semilinear evolu- tion equations, in order to provide the reader with a sufficient background. In particular, we recall the basic results of vector integration (Chapter 1) and lin- ear semigroup theory in Banach spaces (Chapters 2 and 3). Chapter 4 concerns the local existence, uniqueness, and regularity of solutions of abstract semilinear problems. In Nature, many propagation phenomena are described by evolution equa- tions or evolution systems which may include non-linear interaction or self- interaction terms. In Chapters 5, 6, and 7, we apply some general methods to the following three problems.

(1) The heat equation

ut = Au, (0.1)

which models the thermal energy transfer in a homogeneous medium, is the simplest example of a diffusion equation. This equation, as well as the self- interaction problem

Ut = Au +

f(u), (0.2)

can be considered on the entire space RN or on various domains S1 (bounded or not) of RN . In the case in which ci # RN, we need to specify a boundary condition on I' = 852. It can be, for example, a homogeneous Dirichlet condition

u=0 onr, (0.3)

or a homogeneous Neumann condition

au _

an

0 our,

(0.4)

vi

Preface

Chapter 5 studies in detail the properties of the solutions of (0.2)—(0.3) when Sl is bounded. In this problem, the maximum principle plays an important role. This is the reason for studying equation (0.2) in the space of continuous functions. Vector-valued generalizations of the form

aui

ac

= czAui + fi(ul,

...

, uk),

i = 1,

...

, k,

(0.5)

called reaction—diffusion systems, often arise in chemistry and biology. One of the main tools in the study of these systems (and in particular of their non- negative solutions) is the maximum principle, which gives a priori estimates in L(5l) k for the trajectories. We thus develop Co methods rather than L 2 methods, which are easier but less suitable in this framework.

(2) The wave equation (also called the Klein—Gordon equation)

Utt

= Au — mu,

(0.6)

with m > 0, models the propagation of different kinds of waves (for example light waves) in homogeneous media. Non-linear models of conservative type arise in quantum mechanics, whereas variants of the form

Utt = Au — f (u, Ut)

(0.7)

appear in the study of vibrating systems with or without damping, and with or without forcing terms. Other perturbations of the wave equation arise in electronics (the telegraph equation, semi-conductors, etc.). The basic method for studying (0.6) with suitable boundary conditions (for example (0.3)) consists of introducing the associated isometry group in the en- ergy space Hl x L2 . Local existence and uniqueness of solutions is established in this space. However, in general, the solutions are differentiable only in the sense of the larger space L2 x H -1 . These local questions are considered in Chapter 6. (3) The Schrodinger equation

iUt = Au,

(0.8)

possesses a combination of the properties described in (1) and (2). Primarily a simplified model for some problems of optics, this equation also arises in quan- tum field theory, possibly coupled with the Klein—Gordon equation. Various non-linear perturbations of (0.7) have appeared recently in the study of laser beams when the characteristics of the medium depend upon the temperature; for example, focusing phenomena in some solids (where the medium can break down if the temperature reaches a critical point) and contrastingly, defocusing in a gas medium which weakens the transmitted signal according to the distance

Preface

vii

from the source.

A close examination of sharp properties of solutions of the

non-linear Schrodinger equation is delicate, since this problem has a mixed or

degenerate nature (neither parabolic nor hyperbolic).

In Chapter 7, which is

devoted to Schrodinger's equation, it becomes clear that even the local theory

requires very elaborate techniques.

The choice of these three problems as model examples is somewhat arbitrary. This selection was motivated by the limited experience of the authors, as well as by the desire to present the easiest models (in particular, semilinear models) for a first approach to the theory of evolution equations. We do not address several other equally worthy problems, such as transport equations, vibrating plates, and fundamental equations of fluid mechanics (such as Boltzmann's equation, the Navier—Stokes equation, etc.). Such complicated systems require many specific methods which could not be covered or even approached in a work of this kind. Chapters 8, 9, and 10 are devoted to some techniques and results concerning the global behaviour of solutions of semilinear evolution problems as the time variable converges to infinity. In Chapter 8, we establish that, for several kinds of evolution equations, the solutions either blow up in finite time in the original

space or they are uniformly bounded in this space for all t >_ 0.

This is the

case for the heat equation and the Klein—Gordon equation with attractive non-

linearity, as well as for non-autonomous problems with dissipation.

No such

alternative is presently known for Schrodinger's equation. Chapter 9 is devoted to some basic notions of the theory of dynamical systems and its application to models (1) and (2) in an open, bounded domain of R N . We restrict ourselves

to the basic properties, and we give an extensive bibliography for the interested reader. In Chapter 10, we study the asymptotic stability of equilibria. We also

discuss the connection between stability and positivity in the case of the heat equation.

Finally, in the notes at the end of each chapter there are various bibliograph- ical comments which provide the reader with a larger overview of the theories discussed. Moreover, the limited character of the examples studied is compen-

sated for by a rather detailed bibliography that refers to similar works.

We

hope that this bibliography will serve our goal of a sufficient yet comprehensible introduction to the available theory of evolution problems. At the time of pub- lication, new results will have made some parts of this book obsolete. However, we think that the methods presented are, and will continue to be for some years,

an indispensable basis for anyone wanting a global view of evolution problems.

Paris

1998

T. C.

A. H.

U

Contents

Notation .

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xiii

  • 1. results

Preliminary

 

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  • 2. m-dissipative operators

 

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  • 2.1. Unbounded operators in Banach spaces .

 

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  • 2.2. Definition and main properties of m-dissipative operators .

 

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  • 2.4. Unbounded operators in Hilbert spaces .

 

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  • 2.5. Complex Hilbert spaces .

 

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  • 2.6. Examples in the theory of partial differential equations

 

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2.6:1.

The Laplacian in an open subset of R N : L2 theory

 

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  • 2.6.2. The Laplacian in an open subset of R N : Co theory .

 

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in Ha (1l) x L2 (1l)

 

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  • 2.6.4. The wave operator (or the Klein—Gordon operator) in L2 (1) x H '(Il)

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  • 2.6.5. The Schrodinger operator

 

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  • 3. The Hille—Yosida—Phillips Theorem and applications

 

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  • 3.1. The semigroup generated by an m-dissipative operator

 

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  • 3.2. Two important special cases

 

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  • 3.3. Extrapolation and weak solutions

 

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x Contents

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3.5.2.

The wave equation (or the Klein—Gordon equation)

 

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3.5.3.

The Schrodinger equation

 

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3.5.4.

The Schrodinger equation in Rr`

 

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  • 4. Inhomogeneous equations and abstract semilinear

 
 

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4.1.

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4.2.

Gronwall's lemma

 

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4.3.

Semilinear problems

 

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4.3.1.

A result of local existence

 

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4.3.2.

Continuous dependence on initial data

 

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4.3.3.

Regularity

 

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4.4.

Isometry

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  • 5. The heat equation

 

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5.1.

Preliminaries

 

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5.2.

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5.4.

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5.5.

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  • 6. The Klein—Gordon equation

 

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6.1.

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6.2.

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6.4.

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7.2.

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7.3.

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7.4.

The non-linear Schrodinger equation in R N : local existence

 

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7.4.1. Some estimates

 

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7.4.2. Proof of Theorem 7.4.1

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7.5.

The non-linear Schrodinger equation in R N : global existence

 

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Contents xi

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  • 7.8. Application to a model case .

 

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  • 8. Bounds on global solutions

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  • 8.1. The heat equation

 

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  • 8.2. The Klein—Gordon equation .

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  • 8.3.2. A priori estimates

 

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  • 9. The invariance principle and some applications

 

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  • 9.1. Abstract dynamical systems

 

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  • 9.3. A dynamical system associated with a semilinear evolution equation

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  • 9.4. Application to the non-linear heat equation

 

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10. Stability of stationary solutions

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10.1. Definitions and simple examples

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10.2. A simple general result

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10.4. Stability and positivity .

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10.4.1. The one-dimensional case . 10.4.2. The multidimensional case

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Bibliography

 

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169

Index .

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185

I

Notation

the space of linear, continuous mappings from X to Y the space of linear, continuous mappings from X to X the topological dual of the vector space X

the Banach

space (D(A) , (I II D(A)) with II uIID(A) = IIuiI + IIAuII,

when A is a linear operator with a closed graph

the space of C°° (real-valued or complex valued) functions with compact support in S2

= C°°(^) = D( l)

the space of continuous functions with compact support in S2 the space of functions of C(S2) which are zero on 011 the space of distributions on 11 the space of measurable functions on 11 such that I uI P is integrable

(1 < p< oo)

= (fn u')', for u E Lp(1)

the space of measurable functions u on SZ such that there exists C such that I u(x) I < C for almost every x E 11

= Inf{C > 0, Iu(x)I < C almost everywhere}, for u E L(1)

the conjugate exponent of p,

i.e. p' = p/(p 1) for 1 < p < oo

=

0 kI

a = (ai,

...

N

, aN), IaI = E a^

_ { f E LP (St), Da f E LP (S2) for all a E N' such that I al < m}

_

.Ijcj<m II D"uII LP for u E Wm,r(SZ)

the closure of D(fl) with respect to the norm II Ilwm ,p =

Wm,2(f l )

= (EIaI<m(IID- uIIL2 ) 2 ) 1/2 for u E Hm(1l)

xiv Notation

  • H) = Wo '2 (fl)

D(I, X)

the space of C°° functions with compact support from I to X

u'

= ut = du/dt, for u E D'(I, X)

C,(I,X) the space of continuous functions with compact support from I to

X

Cb(I, X) the space of continuous and bounded functions from I to X

Cb,w (I,X) the space of uniformly continuous and bounded functions from I to X

LP(I, X) the space of measurable functions u on I with values in X and such that IIuIIP is integrable (1 < p < oo)

IIUIILP

= (Ii IuIP)1/P, for u E LP(I,X)

L(I,X) the space of measurable functions u on I such that there exists C such that IIu(x)II < C for almost every x E I

IIuIIL°°

= Inf{C > 0, Iu(x)I < C almost everywhere}, for u E LO°(I, X)

W1'P(I,X) = {u E LP(I,X), u' E LP(I,X), in the sense of D'(I,X)}

IIuIIw i, P

= IIUIILP + IIn' IILP for u E W1,P(I,X)

 

u

1

Preliminary results

 

1

1.1. Some abstract tools

We recall here some classical theorems of functional analysis that are necessary for the study of semilinear evolution equations. The proofs can be found in Brezis [2].

Theorem 1.1.1. (The Banach Fixed Point Theorem) Let (E, d) be a com- plete metric space and let f : E + E be a mapping such that there exists k E [0, 1) satisfying d(f (x), f (y)) < kd(x, y) for all (x, y) E E x E. Then there exists a unique point 10 E E such that f (xo) = xp.

Theorem 1.1.2. (The Closed Graph Theorem) Let X and Y be Banach spaces and let A: X — Y be a linear mapping. Then A E L(X,Y) if and only if the graph of A is a closed subspace of X x Y.

Remark 1.1.3. We recall that the graph of A is G(A) = {( x, y) E X x Y; y = Ax}.

Theorem 1.1.4. (The Lax—Milgram Theorem) Let H be a Hilbert space and let a : H x H IR be a bilinear functional. Assume that there exist two constants C < oo, a > 0 such that:

  • (i) Ia(u,v)I ClIull IMI for all (u, v) E H x H (continuity);

(ii) a(u, u) > aIIuII2 for all u E H (coerciveness).

Then, for every f E H* (the dual space of H), there exists a unique u E H such that a(u, v) = (f, v) for ally E H.

1.2. The exponential of a linear continuous operator

Let X be a Banach space and let A E C(X).

I

Definition 1.2.1. We denote by e A the sum of the series E n, An.

n>0

It is clear that the series is norm convergent in C(X) and that IleA ll < e lIA1I. I Furthermore, it is well known that if A and B commute, then e A+B = eAeB.

2

Preliminary results

In addition, for fixed A, the function t '-4 etA belongs to C°° (R, £(X)) and we have tA = e1AA = AeIA

dt e for all t E R. Finally, we have the following classical result.

Proposition 1.2.2. Let A E £(X). For all T> 0 and all x E X, there exists a unique solution u E C1 ([0, TI, X) of the following problem:

u (t) = Au(t), for alit E [0,T];

u(0) = x.

This solution is given by u(t) = etA x, for all t E [0, T].

Proof. It is clear that etA x is a solution therefore, we need only show unique- ness. Let v be another solution and let z(t) = e-tA V(t). We have

z '( t) = e -tA (Av(t)) - A(e -tA V(t)) = 0.

Therefore, z(t)

__

z(0) = x; and so v(t) = ex.

1.3. Sobolev spaces

We refer to Adams [1] for the proofs of the results given below. Consider an open subset S2 of R N . A distribution T E D'(S2) is said to belong to LP(11) (1 <p < oo) if there exists a function f E LP(S2) such that

(T,) = fn f (x)cp(x) dx,

for all E D(52). In that case, it is well known that f is unique. Let m E N and let p E {1, cc]. Define

Wm'() = { f E Lp(1l), D& f E LP(Sl) for all a E Ntm such that Ial < m }.

Wm ,P(cl) is a Banach space when equipped with the norm defined by

IIfIlwm,p =

IID`fIILp,

for all f E W'r(Il). For all m,p as above, we denote by Wo '(S2) the closure

of D(1l) in W'P(f ). If p = 2, one sets Wt ,2 (f)

= H-(l),

Wo ' 2 (1) = Ho (1l)

and one equips Ht(SZ) with the following equivalent norm:

11A

_

IIDc'UIIL2

JaI<m

Sobolev spaces 3

Then Hm(1l) is a Hilbert space with the scalar product

(u,

v)Hm =

f Da uDav dx

IIm

If S2 is bounded, there exists a constant C(S2) such that

uIIL2 <_ C(cl)IIVUIIL2,

for all u E Ho (S2) (this is Poincare's inequality). It may be more convenient to equip Ho (1l) with the following scalar product

(u, v) =

in

Vu • Vv dx,

which defines an equivalent norm to

on the closed space HH(SZ). The

following two results are essential in the theory of partial differential equations.

Theorem 1.3.1. If S2 is open and has a Lipschitz continuous boundary, then:

(i) if 1 < p < N, then W 1'P(IZ)

Lq(fl), for every q E [p,p*], where p* _

(ii)

Npl (N — p); if p = N, then W 1'P(S2) y L9 (1l), for every q E [p, oo);

(iii) if p>

N,

then Wr'r(cl) ---> L(c) fl C°' 11 (52), where a = (p N)/p.

Theorem 1.3.2. In addition, if 11 is bounded, embeddings (ii) and (iii) of Theorem 1.3.1 are compact. Embedding (i) is compact for q E [p,p*).

Remark 1.3.3. The conclusions of Theorems 1.3.1 and 1.3.2 remain valid without any smoothness assumption on 52, if one replaces W1'P(1l) by WW'P(c)

We also recall the following result (see Friedman [1], Theorem 9.3, p. 24).

Theorem 1.3.4. Let q, r be such that 1 < q, r < oo, and let j, m be integers, 0 < j < m. Leta E [j/m,1] (a <1 if m — j — N/r is an integer >_ 0), and let p be given by

p

\1

m /

q

Then there exists C(q, r, j, m, a, n) such that

IIDauIIL1 <C

IcI=7

a

IIDauIIL-

IkI='m

IIuIIL9a,

for every u E D(II81`')

4 Preliminary results

Finally, we recall the following composition rule (see Marcus and Mizel [11).

Proposition 1.3.5. Let F : R - IR be a Lipschitz continuous function, and let 1 <p < co. Then, for all u E W l "r(52), the function F(u) belongs to W"PQ). Moreover, if N is the set of points where F is not differentiable (INI = 0), then

VF(u) _

F'(u)Vu, if u V N;

0,

if u E N;

almost everywhere in Q.

In particular, we have the following result.

Corollary 1.3.6. Let 1 < p < oo. For all u E W 1'P(Sl), we have u+, u- , Jul E W 1'P(S2). Moreover, V(u+) _Vu, if u > 0;

almost everywhere.

{0,

ifu<0;

1.4. Vector-valued functions

We present here some results on vector integration and vector-valued distribu- tions that will be useful throughout this book. We consider a Banach space X and an open interval I C R.

1.4.1. Measurable functions

Definition 1.4.1. A function f : I ---> X is measurable if there exists a set E C I of measure 0 and a sequence (fn)n,>o C Cc (I, X) such that f(t) —> f (t) asn—^oo, for alit EI\E.

Remark 1.4.2. If f : I > X is measurable, then Ii if 11 : I --# R is measurable.

Proposition 1.4.3. Let (ff )>o be a sequence of measurable functions I —> X and let f : I --+ X be such that ff (t) —> f (t) as n —> oo, for almost all t E I. Then f is measurable.

Proof. f,,, > f on I \E with JEl = 0. Let (fn,k)k>o be a sequence of continuous functions with compact supports such that fn ,k —> f, almost everywhere as k > oo. By applying Egorov's theorem to the sequence li fn,k — fn iI, we obtain

the existence of E^,, C I with IEj < 2', such that fn ,k -# f

on

Vector-valued functions 5

I \En . Let k(n) be such that II fn,k(n)

fnII < 1/n on I \En and let gn = fk(n).

Take F

= E

U

(f u

m>O n>m

En) then IFI = 0. Let t E I \ F. We have f, (t) * f (t);

on the other hand, for n large enough, t E I \En . It follows that IIgn — fn I <1/n. Therefore, g(t) —> f (t) and so f is measurable.

Remark 1.4.4. If f : I -- X and cp : I -4 R are measurable, then cp f : I --> X is measurable.

Remark 1.4.5. If (xn)n>o is a family of elements of X and if (wn ) >_ 0 is

a family of measurable subsets of I such that wi n w^ _ 0 for i i n>o x1 is measurable.

j,

then

Proposition 1.4.6. (Pettis' Theorem) Consider f : I i X. Then f is measurable if and only if the following two conditions are satisfied:

  • (i) f is weakly measurable (i.e. for every x' E X*, the function t H (x', f (t)) is measurable);

(ii)

there exists a set N C I of measure 0 such that f (I \ N) is separable.

Proof. First, since f is measurable, it is clear that f is weakly measurable. Now let (fn)n>o C Cc (I,X) be a sequence such that fn -i f on I\N as n --> oo, where INI = 0. It is clear that fn (I \ N) is separable, and then so is f (I \ N). Conversely, we may assume that f (I) is separable, so that X is separable (by possibly replacing X by the smallest closed subspace of X containing f (I)). We need the following lemma (see Yosida [1], p. 132).

Lemma 1.4.7. Let X be a separable Banach space, let X* be its dual, and let S* be the unit ball of X. There exists a sequence (x) > ofof S* such that, for every x' E S*, there exists a subsequence (x'nk )k>o of (x)> with with xnk (x)—>x'(x) for all x c X.

Proof. Let (xn)n>o be dense in X. For all n> 0, define Fn : S* -* 22 (n), by

Fn(x ' ) = (x ' (x1) ...

,x

' 1xn)),

1

for all x' E X*. Since t 2 (n) is separable, there exists a sequence (xn k )k>o of S* such that Fn ((xnk )k>o ) is dense in Fn (S*). In particular, for all x' E X*, there exists xn E S* such that

x' (x.7) — x lk(,. (x 7)I

n

6 Preliminary results

for 1 <j

< n. It follows that x'nk(.) (xi) --^ x'(xi) as n --> oo, for all j E N. Since

(xn )n>o is dense in X, we deduce easily that xnk(n) (x) —* x'(x) as n --f oo, for

all x E X. The result follows.

End of the proof of Proposition 1.4.6. Let x E X. Then t H

measurable. Indeed, for all a > 0,

1f(t) — xli is

{t, IIf(t)x11 <a}= f {t,Ix(f(t)-x)I <a} ;

Ilx'll<1

and it follows from Lemma 1.4.7 that

{t, 111(t) — x11 < a} = (1 {t, Ixn'(.f (t) — x)I < a}.

n>O

Since the set on the right-hand side is clearly measurable, t F-4 11 1(t) — xli is measurable. Now consider n >_ 0. The set f (I) (which is separable) can be cov-

ered by a countable union of balls B(x) of centres xj and radius 1/n. Consider