(Chapman & Hall_CRC monographs and surveys in pure and applied mathematics 139) Janusz Mierczynski, Wenxian Shen - Spectral theory for random and nonautonomous parabolic equations and applications-CRC.pdf

CHAPMAN & HALL/CRC
Monographs and Surveys in

Pure and Applied Mathematics 139
SPECTRAL THEORY FOR

RANDOM AND
NONAUTONOMOUS
PARABOLIC EQUATIONS
AND APPLICATIONS
CHAPMAN & HALL/CRC
Monographs and Surveys in Pure and Applied Mathematics
Main Editors
H. Brezis, Université de Paris
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J. van der Hoek, University of Adelaide
CHAPMAN & HALL/CRC
Monographs and Surveys in
Pure and Applied Mathematics 139
SPECTRAL THEORY FOR

RANDOM AND
NONAUTONOMOUS
PARABOLIC EQUATIONS
AND APPLICATIONS
Janusz Mierczyński
Wenxian Shen
Chapman & Hall/CRC
Taylor & Francis Group
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Library of Congress Cataloging‑in‑Publication Data
Mierczynski, Janusz.
Spectral theory for random and nonautonomous parabolic equations and
applications / Janusz Mierczynski and Wenxian Shen.
p. cm. ‑‑ (Monographs and surveys in pure and applied
mathematics)
Includes bibliographical references and index.
ISBN 978‑1‑58488‑895‑6 (alk. paper)
1. Differential equations, Parabolic. 2. Evolution equations. 3. Spectral theory
(Mathematics) I. Shen, Wenxian, 1961‑ II. Title. III. Series.
QA377.M514 2008
515’.3534‑‑dc22 2007048063
Visit the Taylor & Francis Web site at

http://www.taylorandfrancis.com
and the CRC Press Web site at
http://www.crcpress.com
To Janusz’s Mother and Edyta,
and
Ruijun, Bonny, Charles

Contents
Preface xi
Symbol Description xiii
1 Introduction 1
1.1 Outline of the Monograph . . . . . . . . . . . . . . . . . . . 4
1.2 General Notations and Concepts . . . . . . . . . . . . . . . . 8
1.3 Standing Assumptions . . . . . . . . . . . . . . . . . . . . . . 16
2 Fundamental Properties in the General Setting 23

2.1 Assumptions and Weak Solutions . . . . . . . . . . . . . . . 24
2.2 Basic Properties of Weak Solutions . . . . . . . . . . . . . . 31
2.3 The Adjoint Problem . . . . . . . . . . . . . . . . . . . . . . 44
2.4 Perturbation of Coefficients . . . . . . . . . . . . . . . . . . . 47
2.5 The Smooth Case . . . . . . . . . . . . . . . . . . . . . . . . 51
2.6 Remarks on Equations in Nondivergence Form . . . . . . . . 63
3 Spectral Theory in the General Setting 65

3.1 Principal Spectrum and Principal Lyapunov Exponents:
Definitions and Properties . . . . . . . . . . . . . . . . . . . 65
3.2 Exponential Separation: Definitions and Basic Properties . . 74
3.3 Existence of Exponential Separation and Entire Positive
Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
3.4 Multiplicative Ergodic Theorems . . . . . . . . . . . . . . . . 103
3.5 The Smooth Case . . . . . . . . . . . . . . . . . . . . . . . . 107
3.6 Remarks on the General Nondivergence Case . . . . . . . . . 113
3.7 Appendix: The Case of One-Dimensional Spatial Domain . . 114
4 Spectral Theory in Nonautonomous and Random Cases 119

4.1 Principal Spectrum and Principal Lyapunov Exponents in
Random and Nonautonomous Cases . . . . . . . . . . . . . . 120
4.1.1 The Random Case . . . . . . . . . . . . . . . . . . . . 120
4.1.2 The Nonautonomous Case . . . . . . . . . . . . . . . . 131
4.2 Monotonicity with Respect to the Zero Order Terms . . . . . 136
4.2.1 The Random Case . . . . . . . . . . . . . . . . . . . . 136
4.3 Continuity with Respect to the Zero Order Coefficients . . . 139
vii
viii
4.3.1 The Random Case . . . . . . . . . . . . . . . . . . . . 141

4.4 General Continuity with Respect to the Coefficients . . . . . 142
4.4.1 The Random Case . . . . . . . . . . . . . . . . . . . . 144
4.5 Historical Remarks . . . . . . . . . . . . . . . . . . . . . . . 146
4.5.1 The Time Independent and Periodic Case . . . . . . . 146
4.5.2 The General Time Dependent Case . . . . . . . . . . . 148
5 Influence of Spatial-Temporal Variations and the Shape of

Domain 149
5.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . 150
5.1.1 Notions and Basic Assumptions . . . . . . . . . . . . . 150
5.1.2 Auxiliary Lemmas . . . . . . . . . . . . . . . . . . . . 153
5.2 Influence of Temporal Variation on Principal Lyapunov
Exponents and Principal Spectrum . . . . . . . . . . . . . . 156
5.2.1 The Smooth Case . . . . . . . . . . . . . . . . . . . . 158
5.2.2 The Nonsmooth Case . . . . . . . . . . . . . . . . . . 170
5.3 Influence of Spatial Variation on Principal Lyapunov
Exponents and Principal Spectrum . . . . . . . . . . . . . . 179
5.4 Faber–Krahn Inequalities . . . . . . . . . . . . . . . . . . . . 186
5.5 Historical Remarks . . . . . . . . . . . . . . . . . . . . . . . 189
6 Cooperative Systems of Parabolic Equations 191

6.1 Existence and Basic Properties of Mild Solutions in the General
Setting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 192
6.1.1 The Nonsmooth Case . . . . . . . . . . . . . . . . . . 193
6.1.2 The Smooth Case . . . . . . . . . . . . . . . . . . . . 208
6.2 Principal Spectrum and Principal Lyapunov Exponents and
Exponential Separation in the General Setting . . . . . . . . 215
6.2.1 Principal Spectrum and Principal Lyapunov Exponents 215
6.2.2 Exponential Separation: Basic Properties . . . . . . . 220
6.2.3 Existence of Exponential Separation and Entire Positive
Solutions . . . . . . . . . . . . . . . . . . . . . . . . . 223
6.3 Principal Spectrum and Principal Lyapunov Exponents in
Nonautonomous and Random Cases . . . . . . . . . . . . . . 232
6.3.1 The Random Case . . . . . . . . . . . . . . . . . . . . 233
6.3.3 Influence of Time and Space Variations . . . . . . . . 240
6.4 Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 245
7 Applications to Kolmogorov Systems of Parabolic Equations 247

7.1 Semilinear Equations of Kolmogorov Type: General Theory 249
7.1.1 Existence, Uniqueness, and Basic Properties of
Solutions . . . . . . . . . . . . . . . . . . . . . . . . . 249
ix
7.1.2 Linearization at the Trivial Solution . . . . . . . . . . 261

7.1.3 Global Attractor and Uniform Persistence . . . . . . . 269
7.2 Semilinear Equations of Kolmogorov Type: Examples . . . . 277
7.2.1 The Random Case . . . . . . . . . . . . . . . . . . . . 277
7.3 Competitive Kolmogorov Systems of Semilinear Equations:
General Theory . . . . . . . . . . . . . . . . . . . . . . . . . 282
7.3.1 Existence, Uniqueness, and Basic Properties of
Solutions . . . . . . . . . . . . . . . . . . . . . . . . . 282
7.3.2 Linearization at Trivial and Semitrivial Solutions . . . 288
7.3.3 Global Attractor and Uniform Persistence . . . . . . . 293
7.4 Competitive Kolmogorov Systems of Semilinear Equations:
Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 297
7.4.1 The Random Case . . . . . . . . . . . . . . . . . . . . 298
7.5 Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 302
References 305
Index 315
Preface
Spectral theory for linear parabolic equations plays a fundamental role in the
study of nonlinear parabolic problems. It is well developed for smooth linear
elliptic and periodic parabolic equations. It is also quite well understood for
general linear elliptic and periodic parabolic equations. In recent years, much
attention has been paid to the extension of spectral theory for linear elliptic
and periodic parabolic equations to general time dependent and random linear
parabolic equations.
The goal of this monograph is to give a clear and essentially self-contained

account of the spectral theory, in particular, principal spectral theory for gen-
eral time dependent and random linear parabolic equations and systems of
such equations. We establish a unified approach to the study of the principal
spectral theory: we start to develop the abstract general theory, in the frame-
work of weak solutions, and then specialize to the cases of random and nonau-
tonomous equations. Among others, fundamental properties of the principal
spectrum and principal Lyapunov exponents for nonautonomous and random
linear parabolic equations are investigated and applications of the developed
principal spectral theory to uniform persistence for competitive Kolmogorov
systems of nonautonomous and random nonlinear parabolic equations are dis-
cussed. The monograph contains many new results, and puts already known
results in a new perspective.
The works by H. Amann ([3]–[6]), the works by D. Daners ([29]–[34]), the

book by R. Dautray and J.-L. Lions ([36]), the book by D. Henry ([48]), the
book by O. A. Ladyzhenskaya [O. A. Ladyženskaja], V. A. Solonnikov and
N. N. Ural0 tseva [N. N. Ural’ceva] ([70]), and the book by G. M. Lieberman
([73]) are the main sources for the fundamentals (mainly existence, unique-
ness, continuous dependence of solutions and Harnack inequalities for positive
solutions) for the development of the spectral theory and applications in this
monograph.
We have benefited a lot by reading the works by Z. Lian and K. Lu ([72]),

J. Húska ([59]), J. Húska and P. Poláčik ([60]), and J. Húska, P. Poláčik and
M. V. Safonov ([61]) on Lyapunov exponents for general random dynamical
systems and on principal Floquet bundle and exponential separation for gen-
eral time dependent parabolic equations. We are also indebted to many other
people whose works provide the basics for the monograph. The second au-
thor has benefited greatly from the collaborations with V. Hutson and G. T.
xi
xii
Vickers on spectral theory for parabolic as well as other types of evolution

operators.
This monograph was written under the partial support of NSF grants INT-
0341754 and DMS-0504166. The first author was also supported by the re-
search funds for 2005–2008 (grant MENII 1 PO3A 021 29, Poland).
During the preparation of this monograph, the first author visited Auburn
University in the summers of 2004 and 2005 and in the spring of 2007. He
thanks the faculty of the Department of Mathematics and Statistics for their
hospitality. Both of the authors would like to thank Professors Tomasz Dlotko,
Georg Hetzer, and Kening Lu for helpful discussions and references.
We are very grateful to the people in Chapman & Hall/CRC, in particular,
Sunil Nair, Marsha Pronin, Sarah Morris, Ari Silver, and Tom Skipp for their
assistance and cooperation.
The monograph is prepared in LATEX. Our thanks go to Shashi Kumar for
invaluable technical assistance.
Janusz Mierczyński
Institute of Mathematics and Computer Science
Wroclaw University of Technology
mierczyn@pwr.wroc.pl
Wenxian Shen
Department of Mathematics and Statistics
Auburn University
wenxish@auburn.edu
Symbol Description
D Bounded domain in RN X Phase space for scalar

∂D Boundary of D parabolic equations
B Boundary operator X Phase space for systems of
ν The outer unit normal on parabolic equations
∂D Π Topological or random lin-
(Ω, F, P) Probability space ear skew-product semiflow
θ Metric flow on (Ω, F, P) Φ Topological or random
B Family of Borel sets (nonlinear) skew-product
µ Invariant measure semiflow
α0 Ellipticity constant ρ− Lower principal resolvent
Y Parameter space for a sin- ρ+ Upper principal resolvent
gle linear equation or a gen-
Σ Principal spectrum
eral metric space
λmin Minimum of the principal
Y Parameter space for a sys-
spectrum
tem of linear equations
σ Translation flow on Y (or λmax Maximum of the principal
on Y) or general flow or spectrum
semiflow on Y λ(µ) Principal Lyapunov expo-
Z Parameter space for a sin- nent
gle nonlinear equation λprinc Principal eigenvalue
Z Parameter space for a sys- ϕprinc Principal eigenfunction of
tem of nonlinear equations an elliptic equation
ζ Translation flow on Z (or γ0 Separating exponent
on Z) ψ test function
xiii
Chapter 1
Introduction
Reaction–diffusion equations or systems in bounded domains have been used

to model many evolution processes in science and engineering, for example,
Lotka–Volterra competitive and predator–prey systems, color pattern forma-
tion in butterflies and sea shells, tumor growth, just to mention a few in
biology. Regardless of the details of the model, one of the common require-
ments is to investigate the spectral problem for an associated linear evolution
problem. This is often required as a tool for nonlinear problems, for example
when considering stability or invasion (in the ecological context).
Traditionally most evolution processes are considered in time independent
and spatially homogeneous environments. However, in nature, many evolution
processes are subject to various variations of the external environments, and
the media of the processes are also heterogeneous. General time dependent
and random parabolic equations and systems of such equations are therefore
of great interest since they can take the above facts into account in modeling
evolution processes. A vast amount of research has been carried out toward
various dynamical aspects of nonautonomous and random parabolic equations
(see, for a few examples, [7], [8], [17], [23], [24], [25], [26], [27], [37], [38], [54],
[98], [110], [111]).
As a basic tool for nonlinear problems, it is of great significance to investi-
gate spectral theory for general nonautonomous linear parabolic equations of
the form
N N
∂u X ∂ X ∂u
= aij (t, x) + ai (t, x)u
∂t i=1
∂xi j=1 ∂xj
N
X ∂u
+ bi (t, x) + c0 (t, x)u, x ∈ D, (1.0.1)
i=1
∂xi
complemented with the boundary conditions
B(t)u = 0, on ∂D, (1.0.2)
where D ⊂ RN is a bounded domain and B is a boundary operator of either
1
2 Spectral Theory for Parabolic Equations
the Dirichlet or Neumann or Robin type, that is,



 u (Dirichlet)



 N XN
∂u
X



 aij (t, x) + ai (t, x)u νi (Neumann)
 ∂xj
B(t)u = i=1 j=1 (1.0.3)
 N XN
∂u

 X
aij (t, x) + ai (t, x)u νi





 i=1 j=1 ∂xj


+ d0 (t, x)u. (Robin)

(νν = (ν1 , ν2 , . . . , νN ) denotes the unit normal on the boundary ∂D pointing

out of D, interpreted in a certain weak sense (in the regular sense if ∂D is
sufficiently smooth)).
It is also of great importance to investigate spectral theory for general
random linear parabolic equations of the form
N N
∂u X ∂ X ∂u
= aij (θt ω, x) + ai (θt ω, x)u
∂t i=1
∂xi j=1 ∂xj
N
X ∂u
+ bi (θt ω, x) + c0 (θt ω, x)u, x ∈ D, (1.0.4)
i=1
∂xi
B(θt ω)u = 0, on ∂D, (1.0.5)
where B is a boundary operator of either the Dirichlet or Neumann or Robin

type, that is, B(θt ω) is of the same form as B(t) in (1.0.3) with aij (t, x) =
aij (θt ω, x), ai (t, x) = ai (θt ω, x), and d0 (t, x) = d0 (θt ω, x), ω ∈ Ω and ((Ω, F, P),
{θt }t∈R ) is an ergodic metric dynamical system. It is important as well to
investigate spectral theory of nonautonomous and random linear parabolic
equations in nondivergence form and coupled systems of nonautonomous and
random linear parabolic equations.
Spectral theory is well understood for smooth elliptic or time periodic
parabolic equations. For example, it is well known that the eigenvalue λprinc
to the eigenvalue problem

∆u(x) + h(x)u(x) = λu(x), x ∈ D,
 ∂u (x) = 0, x ∈ ∂D,
∂νν
where both the domain D and the function h : D̄ → R are sufficiently smooth,
having the largest real part (called the principal eigenvalue) is real, simple,
and an eigenfunction ϕprinc corresponding to it (called principal eigenfunc-
tion) can be chosen so that ϕprinc (x) > 0 for x ∈ D. Hence all positive
1. Introduction 3
solutions of a time independent linear parabolic equation are attracted in the

direction toward the one-dimensional space spanned by a principal eigenfunc-
tion of the associated elliptic eigenvalue problem (principal eigenspace) and
the solutions lying in the complementary space of the principal eigenspace
decay exponentially faster than positive solutions (which is referred to as an
exponential separation property).
The principal eigenvalue and principal eigenfunction theory is of special
interest in applications since it provides necessary and/or sufficient condi-
tions for exponential stability and/or instability in nonlinear problems. The
concepts of principal eigenvalue and principal eigenfunction and their prop-
erties were extended in [50] to time-periodic parabolic equations (see also
[35]). The extension to general time dependent and random parabolic equa-
tions is of great difficulty since many approaches which can be successfully
applied to time-periodic problems fail to be useful for general time depen-
dent and random problems. Nevertheless, quite a lot of linear theories for
time almost-periodic, and general nonautonomous, or even random parabolic
problems have been established in various publications, see for example [19],
[20], [21], [22], [29], [30], [59], [60], [61], [62], [79], [81], [82], [84], [92], [94],
and [97]. The established theories have also found great applications (see [51],
[64], [83], [85], [93], [103]).
In the past several years we studied nonautonomous/random linear parabolic
equations. A general theory of principal spectrum for nonautonomous lin-
ear parabolic equations with certain smoothness (both the coefficients and
the domain are sufficiently smooth) has been established, serving as a gen-
eralization of the well-known theory of principal eigenvalues and principal
eigenfunctions for elliptic equations ([81], [82]). As a counterpart, a the-
ory of principal Lyapunov exponents for random linear parabolic equations
with certain smoothness has also been established ([81], [82]). For general
nonautonomous linear parabolic equations, many fundamental results about
existence, uniqueness, continuous dependence on coefficients of solutions are
established in [29], [30], [36], [70], and various versions of Harnack inequalities
are developed in [10], [40], [59], [60], [61], [69], [73], [88]. Recently a spectral
theory for such equations has also been obtained in [59], [60], [61], mostly for
the Dirichlet boundary condition case. There is surely a need to develop an
adequate spectral theory for general nonautonomous and random parabolic
equations with Neumann or Robin boundary conditions. As a basic tool for
the study of nonlinear parabolic problems, it is also of great importance to col-
lect existing as well as newly developed linear theories for general and smooth
nonautonomous and random parabolic equations in a monograph.
The objective of this monograph is to give a hopefully clear and essentially
self-contained account of the spectral theory, in particular, principal spectral
theory for general time dependent and random linear parabolic equations and
systems. We follow the following unified approach for the investigation of
the spectral theory: we start to develop the abstract general theory, in the
framework of weak solutions (mild solutions in the case of systems of parabolic
equations), and then specialize to the cases of random and nonautonomous

equations. We treat all types of boundary conditions in the same manner.
Our exposition focuses on equations in the divergence form, however we pro-
vide remarks on corresponding theories for equations in the nondivergence
form. On the regularity of the coefficients, we assume the boundedness and
measurability, that is, in (1.0.1)+(1.0.2), we assume that aij , ai , bi , and c0
are bounded and measurable on (−∞, ∞) × D and that d0 is nonnegative
bounded and measurable on ∂D × (−∞, ∞). In (1.0.4)+(1.0.5), we assume
that aω ω ω ω
ij , ai , bi , and c are uniformly bounded in ω ∈ Ω and are measur-
able on (−∞, ∞) × D for each ω ∈ Ω and that dω 0 is nonnegative uniformly
bounded in ω ∈ Ω and is measurable on ∂D × (−∞, ∞) for each ω ∈ Ω, where
aωij (t, x) = aij (θt ω, x), etc. As for the regularity of the domain D, no assump-
tion is needed in the Dirichlet boundary condition case and it is assumed that
D is Lipschitz in the Neumann or Robin boundary condition case. We prove
various additional properties when the coefficients and the domain turn out
to be smooth.
1.1 Outline of the Monograph

First of all, in Chapter 2 we establish fundamental theories in a general
setting, i.e., for a general family of nonautonomous equations.
To be more specific, let Y be a (norm-)bounded subset of L∞ (R × D,
2
RN +2N +1 ) × L∞ (R × ∂D, R) that is closed (hence, compact) in the weak-*
topology of that space and is translation invariant (see Section 1.3).
We then consider (1.0.1)+(1.0.2) for a whole family of coefficients a ∈ Y .
The reason for considering (1.0.1)+(1.0.2) for a whole family of coefficients a ∈
Y is at least fourfold. First, even when we start with only one nonautonomous
equation, in many proofs one has to use the procedure of passing to a limit
of a sequence of time-translated equations, which can be most easily put in
the context of linear skew-product semidynamical systems on a bundle whose
base space consists of the closure of all the time translates of the coefficients
of the original equation. Second, when considering random equations, their
coefficients belong to some family. Third, sometimes we have to compare the
properties of the principal spectrum for two equations or even investigate the
continuity of the principal spectrum with respect to parameters. And fourth,
to study the stability of an invariant set of a nonlinear equation, we need
to consider the linearized equations along all the solutions in the invariant
set. To emphasize the coefficients and the boundary terms in the problem
(1.0.1)+(1.0.2), we will write (1.0.1)a +(1.0.2)a .
We list in Chapter 2 some basic assumptions including the uniform elliptic-
ity of the time dependent parabolic equations in the general setting introduced
1. Introduction 5
above and the Lipschitz continuity of the underlying domain of the equations
in the Neumann or Robin boundary condition case. We introduce the con-
cept of weak solutions of the equations in the general setting in the space
L2 (D) and collect basic properties of weak solutions which will be needed
in later chapters, including local regularity, Harnack inequalities, comparison
properties, compactness, continuity with respect to initial data as well as the
coefficients of the equations. The solutions of the equations in the general
setting are shown to form a skew-product semiflow with fibre or phase space
L2 (D). Additional properties are proved when both the domain and the coef-
ficients are smooth. Several remarks are provided for the parabolic problems
in nondivergence form.
In Chapter 3, the concepts of principal spectrum and principal Lyapunov
exponents and exponential separation of the skew-product semiflow induced
from a family of equations in the general setting are introduced. Various
basic properties of principal spectrum and principal Lyapunov exponents are
presented. Existence of exponential separation and existence and uniqueness
of entire positive solutions are shown under quite general assumptions, namely,
that positive solutions satisfy appropriate Harnack inequalities. In addition,
we present a multiplicative ergodic theorem for a family of equations in the
general setting. We also collect several properties of parabolic equations on
one-dimensional space domain in an appendix.
Chapter 4 concerns principal spectrum and principal Lyapunov exponents of
nonautonomous and random parabolic equations. First the concepts of prin-
cipal spectrum and principal Lyapunov exponents of nonautonomous and ran-
dom parabolic equations are introduced in terms of proper family of parabolic
equations associated to the given nonautonomous and random equations,
which extend the classical concept of principal eigenvalue of elliptic and pe-
riodic parabolic equations. Applying the theories developed in Chapters 2
and 3, fundamental properties are then proved, including continuity with re-
spect to the perturbation of coefficients and monotonicity with respect to zero
order terms.
In Chapter 5, we investigate the effect of time (space) dependence and ran-
domness of zero order terms on principal spectrum and principal Lyapunov
exponents of nonautonomous and random parabolic equations. It is shown
that neither time (space) dependence nor randomness will reduce principal
spectrum and principal Lyapunov exponents and they are indeed increased
except in degenerate cases. More precisely, we show that in the general case
the principal spectrum (principal Lyapunov exponent) of a nonautonomous
(random) parabolic equation is always greater than or equal to that of the
corresponding time-averaged equation. We also show that in the smooth case,
the principal spectrum (principal Lyapunov exponent) of a nonautonomous
(random) parabolic equation is strictly greater than that of the time-averaged
equation except in the case that the coefficient can be decomposed as the sum
of a spatially dependent term and a time dependent term. Similar results are
proved about the effect of space dependence of zero order terms on principal
spectrum and principal Lyapunov exponents of nonautonomous and random

parabolic equations. In the biological context these results mean that invasion
by a new species is always easier in the time and space dependent case. In ad-
dition, we explore the effect of the shape of the domain on principal spectrum
and principal Lyapunov exponents and extend the well-known Faber–Krahn
inequalities for elliptic and time-periodic parabolic problems to general time
dependent and random problems.
Chapter 6 is to extend the linear theory for scalar nonautonomous and
random parabolic equations to cooperative systems of such equations. More
precisely, we consider the following cooperative systems of nonautonomous
parabolic equations
N N

 ∂uk = ∂ X k ∂uk
X
 k
 a ij (t, x) + ai (t, x)uk



 ∂t i=1
∂xi j=1 ∂xj

N K
X ∂uk X k (1.1.1)
 + bki (t, x) + cl (t, x)ul , x ∈ D,


i=1
∂xi
l=1




 k
B (t)uk = 0, x ∈ ∂D,
where B k is a boundary operator of either the Dirichlet or Neumann or Robin

type, that is, B k (t) = B(t) (B(t) is as in (1.0.3)) with aij (t, x) = akij (t, x),
ai (t, x) = aki (t, x), and d0 (t, x) = dk0 (t, x), k = 1, 2, . . . , K, and the following
cooperative systems of random parabolic equations
N N

 ∂uk X ∂ X k ∂uk k

 = a (θ t ω, x) + a (θ t ω, x)uk
∂xi j=1 ij i




 ∂t i=1
∂xj

N K
X
k ∂uk X k (1.1.2)
 + b i (θ t ω, x) + cl (θt ω, x)ul , x ∈ D,


i=1
∂xi
l=1




B k (θt ω)uk = 0, x ∈ ∂D,

where k = 1, 2, . . . , K, ω ∈ Ω, ((Ω, F, P), {θt }t∈R ) is an ergodic metric dynam-

ical system, and for each ω ∈ Ω, B k (θt ω) = B(t) with aij (t, x) = akij (θt ω, x),
ai (t, x) = aki (θt ω, x), and d0 (t, x) = dk0 (θt ω, x) (B(t) is as in (1.0.3)). We
extend the theories developed in Chapters 2–5 for nonautonomous and ran-
dom parabolic equations to the above cooperative systems of nonautonomous
and random parabolic equations. While doing so, a linear theory is first
established for a general family of cooperative systems of parabolic equa-
tions, that is, (1.1.1) for all a = (akij , aki , bki , ckl , dk0 ) in a subset Y of L∞ (R ×
2
D, RK(N +2N +K) ) × L∞ (R × ∂D, RK ).
In the last chapter we consider the applications of the linear theory devel-
oped in Chapters 2 to 5 to the uniform persistence issue in systems of random
and nonautonomous nonlinear parabolic equations of Kolmogorov type. We
1. Introduction 7
focus on the uniform persistence of the following two species competitive Kol-
mogorov systems of random partial differential equations:

 ∂u1 = ∆u1 + f1 (θt ω, x, u1 , u2 )u1 ,
 x ∈ D,
∂t




 ∂u2

= ∆u2 + f2 (θt ω, x, u1 , u2 )u2 , x ∈ D, (1.1.3)
 ∂t

Bu1 = 0, x ∈ ∂D,





Bu = 0,
2 x ∈ ∂D,
where ω ∈ Ω, ((Ω, F, P), {θt }t∈R ) is an ergodic metric dynamical system, f =

(f1 , f2 ) : Ω×D̄×[0, ∞)×[0, ∞) → R2 , and B is either the Dirichlet or Neumann
boundary operator, i.e.,

Id (Dirichlet)
B := (1.1.4)
∂ (Neumann)
∂νν
and the uniform persistence of the following two species competitive Kol-
mogorov systems of nonautonomous partial differential equations :

∂u1

 = ∆u1 + f1 (t, x, u1 , u2 )u1 , x ∈ D,
∂t




 ∂u2

= ∆u2 + f2 (t, x, u1 , u2 )u2 , x ∈ D, (1.1.5)
 ∂t

Bu1 = 0, x ∈ ∂D,





Bu = 0,
2 x ∈ ∂D,
where f = (f1 , f2 ) : R × D̄ × [0, ∞) × [0, ∞) → R2 , and B is as in (1.1.4).

To this end, by applying the linear theory in Chapters 1–5, we first establish
uniform persistence theorems for the following random parabolic equation of
Kolmogorov type:
 ∂u = ∆u + f (θt ω, x, u)u,

x ∈ D,
∂t (1.1.6)
Bu = 0, x ∈ ∂D,

where f : Ω × D̄ × [0, ∞) 7→ R and B is as in (1.1.4), and the following nonau-

tonomous parabolic equation of Kolmogorov type:
 ∂u = ∆u + f (t, x, u)u,

x ∈ D,
∂t (1.1.7)
Bu = 0, x ∈ ∂D,

where f : R × D̄ × [0, ∞) 7→ R and B is as in (1.1.4). Uniform persistence the-

orems are then established for (1.1.3) and (1.1.5). While doing all the above,
global attracting dynamics and uniform persistence theories are first estab-
lished for a general family of nonlinear parabolic equations of Kolmogorov
type (i.e., (1.1.7) for all f in a set Z of certain admissible functions) and for
a general family of competitive Kolmogorov systems of parabolic equations
(i.e., (1.1.5) for all f in a set Z of certain admissible functions).
We have chosen to provide the fundamentals (mainly existence, uniqueness,
continuous dependence of solutions and Harnack inequalities for positive solu-
tions) for the introduction of spectral theory rather than to actually carry out
such analysis, and we supply appropriate references where specific results are
quoted. For the exposition to be self-contained, we provide proofs for some
(already known) spectral results in existing publications whenever we feel it
would be more helpful for the reader.
1.2 General Notations and Concepts

R denotes the set of reals, Z denotes the set of integers, and N denotes the
set of positive integers. For t ∈ R, btc stands for the greatest integer smaller
than or equal to t.
If E ⊂ Rm , it is always considered with the topology induced from the
standard topology on Rm .
For a measurable subset E ⊂ Rm , |E| denotes the m-dimensional Lebesgue
measure of E.
All Banach spaces are assumed to be real. For a Banach space B let k·kB
denote its norm.
Let B1 , B2 be Banach spaces. The symbol L(B1 , B2 ) denotes the space of
all bounded linear operators from B1 into B2 endowed with the norm topology.
The norm in L(B1 , B2 ) is denoted by k·kB1 ,B2 .
The symbol Ls (B1 , B2 ) denotes the vector space of all bounded linear op-
erators from B1 into B2 , but endowed with the strong operator topology.
Instead of L(B, B) (Ls (B, B), resp.) we write L(B) (Ls (B), resp.).
For B a Banach space and B ∗ its dual, we denote by h·, ·iB,B ∗ the duality
pairing between them. For H a Hilbert space, h·, ·iH,H stands for the inner
product in H.
For E ⊂ Rm , B a Banach space and k = 0, 1, 2, . . . , we write C k (E, B) for
the Banach space of k-times continuously differentiable B-valued functions
defined on E whose derivatives up to order k are bounded on B. C k (E, B) is
assumed to be endowed with the standard C k -norm. Instead of C 0 (E, B) we
write C(E, B), and instead of C k (E, R) we write C k (E).
For a compact E ⊂ Rm , we denote by C̊(E, B) the (closed) linear subspace
of the Banach space C(E, B) consisting of functions taking value 0 on the
boundary of E.
1. Introduction 9
For E ⊂ Rm , k = 0, 1, 2, . . . and α ∈ (0, 1), we denote by C k+α (E) the

Banach space of functions in C k (E) whose derivatives up to order k are Hölder
continuous with exponent α, uniformly in x ∈ E. C k+α (E) is assumed to be
given the standard norm. Instead of C 0+α (E) we write C α (E).
For E ⊂ Rm and k = 1, 2, . . . we denote by C k− (E) the Banach space of
functions in C k−1 (E) whose derivatives of up to order k − 1 are Lipschitz
continuous, uniformly in x ∈ E. C k− (E) is assumed to be given the standard
norm.
For E1 ⊂ Rm1 , E2 ⊂ Rm2 , k = 0, 1, 2, . . . and l = 0, 1, 2, . . . , we denote
by C k,l (E1 × E2 ) the Banach space of real-valued functions u = u(x1 , x2 )
such that all the derivatives ∂ i+j u/∂xi1 ∂xj2 with 0 ≤ i ≤ k, 0 ≤ j ≤ l, are
continuous and bounded on E1 × E2 . C k,l (E1 × E2 ) is assumed to be endowed
with the standard norm.
For E1 ⊂ Rm1 , E2 ⊂ Rm2 , k = 0, 1, 2, . . . , l = 0, 1, 2, . . . , α ∈ (0, 1) and
β ∈ (0, 1), we denote by C k+α,l+β (E1 × E2 ) the Banach space of functions
from C k,l (E1 ×E2 ) such that all the derivatives ∂ i+j u/∂xi1 ∂xj2 with 0 ≤ i ≤ k,
0 ≤ j ≤ l, are Hölder continuous in x1 with exponent α and in x2 with
exponent β, uniformly in (x1 , x2 ) ∈ E1 × E2 . C k+α,l+β (E1 × E2 ) is assumed
to be endowed with the standard norm.
For E1 ⊂ Rm1 , E2 ⊂ Rm2 , k = 1, 2, . . . and l = 1, 2, . . . , we denote by
C k−,l− (E1 × E2 ) the Banach space of functions from C k−1,l−1 (E1 × E2 ) such
that all the derivatives ∂ i+j u/∂xi1 ∂xj2 with 0 ≤ i ≤ k − 1, 0 ≤ j ≤ l − 1,
are Lipschitz continuous in x1 and in x2 , uniformly in (x1 , x2 ) ∈ E1 × E2 .
C k−,l− (E1 × E2 ) is assumed to be endowed with the standard norm.
For E ⊂ Rm , let D(E) stand for the vector space of (real-valued) C ∞
functions with compact supports in E (test functions), and let D0 (E) stand
for the corresponding vector space of distributions.
We collect now some facts about measurable functions defined on a Lebesgue-
measurable subset E of Rm and taking values in a Banach space B (for a refer-
ence, see [74] or [99]). We will assume B to be separable. To start with, recall
that a function u : E → B is called simple if there are Lebesgue-measurable
pairwise disjoint sets E1 , . . . , Em ⊂ E, E1 ∪ · · · ∪ Em = E, and elements
u1 , . . . , um ∈ B such that u(x) = uj for any x ∈ Ej (1 ≤ j ≤ m).
DEFINITION 1.2.1 A function u : E → B, where B is a separable Ba-

nach space, is called measurable if one of the following (mutually equivalent)
conditions is satisfied:
(i) There is a sequence (un )∞
n=1 of simple functions such that kun (x) −
u(x)kB converges to 0 as n → ∞, for Lebesgue-a.e. x ∈ E,
(ii) For any open subset A ⊂ B (or for any closed subset A ⊂ B), u−1 (A)
is Lebesgue-measurable,
(iii) For any v ∗ ∈ B ∗ the function [ E 3 x 7→ hu(x), v ∗ iB,B ∗ ∈ R ] is
Lebesgue-measurable.
A function satisfying (i) is usually referred to as strongly measurable, whereas

a function satisfying (iii) is usually called weakly measurable. The equivalence
of (i) and (iii) is a consequence of the Pettis theorem.
The following two lemmas can be easily proved.
LEMMA 1.2.1
A continuous function u : E → B is measurable.
LEMMA 1.2.2
If u : E → B is measurable and f : B → B1 is continuous, where B and B1 are
separable Banach spaces, then the composition f ◦ u : E → B1 is measurable.
For 1 ≤ p < ∞, a measurable function u : E → B belongs to Lp (E, B) if

the (measurable) function [ E 3 x 7→ (ku(x)kB )p ∈ R ] belongs to L1 (E, R).
The norm in Lp (E, B) is defined as
Z 1/p
kukLp (E,B) := (ku(x)kB )p dx .
E
A measurable function u : E → B belongs to L∞ (E, B) if the (measurable)

function [ E 3 x 7→ ku(x)kB ∈ R ] belongs to L∞ (E, R). The norm in
L∞ (E, B) is defined as
kukL∞ (E,B) := ess sup { ku(x)kB : x ∈ E }.
LEMMA 1.2.3
Let 1 ≤ p ≤ ∞. If u ∈ Lp (E, B), where the Banach space B is separable,
then there is a sequence (un )∞ n=1 of simple functions such that ku1 kLp (E,B) ≤
ku2 kLp (E,B) ≤ · · · ≤ kukLp (E,B) , kun kLp (E,B) → kukLp (E,B) as n → ∞, and
un (x) converges in B to u(x) as n → ∞, for Lebesgue-a.e. x ∈ E.
PROOF See [74, Lemma 21-2.5].
Instead of Lp (E, R) we write Lp (E). (But for the notation Lp (R × ∂D) see
Section 1.3.)
For 1 ≤ p ≤ ∞, E a Lebesgue-measurable subset of Rm and k = 1, 2, . . . we
denote by Wpk (E) the Banach space of real-valued functions whose generalized
derivatives up to order k belong to Lp (E).
For 1 ≤ p ≤ ∞, E1 a Lebesgue-measurable subset of Rm1 , E2 a Lebesgue-
measurable subset of Rm2 , and l = 0, 1, 2, . . . , we denote by Wpl,2l (E1 × E2 )
(Wpl,0 (E1 × E2 ), Wp0,l (E1 × E2 )) the Banach space of real-valued functions
u = u(x1 , x2 ) such that all generalized derivatives ∂ i+j u/∂xi1 ∂xj2 (∂ i u/∂xi1 ,
∂ j u/∂xj2 ) with 0 ≤ 2i + j ≤ 2l (0 ≤ i ≤ l, 0 ≤ j ≤ l) belong to Lp (E1 × E2 ).
1. Introduction 11
For 1 ≤ p ≤ ∞ and E a Lebesgue-measurable subset of Rm , Lp,loc (E)

stands for the Fréchet space consisting of real-valued functions such that for
any compact subset E1 ⊂ E the restriction u|E1 belongs to Lp (E1 ).
For a metric space S, by B(S) we denote the countably additive algebra of
all Borel subsets of S, and by C(S) we denote the Banach space of all bounded
continuous real functions on S with the supremum norm.
A topological flow (or a topological dynamical system) on a metric space Y
is a continuous mapping
σ: R × Y → Y
satisfying the following properties (where σt (·) stands for σ(t, ·)):
(TF1) σ0 = IdY ,
(TF2) σs+t = σs ◦ σt for any s, t ∈ R.

It follows from (TF1) and (TF2) that
(TF3) (σt )−1 = σ−t for any t ∈ R.
Sometimes for a topological flow σ we write σ = {σt }t∈R . Also, we can write
(Y, σ) = (Y, {σt }t∈R ). If Y is compact, we call (Y, σ) a compact flow.
A topological semiflow (or a topological semidynamical system) on a metric
space Y is a mapping
σ : [0, ∞) × Y → Y
satisfying the following properties (where σt (·) stands for σ(t, ·)):
(TSF0) σ restricted to (0, ∞) × Y is continuous; moreover, for each y ∈ Y
the mapping [ [0, ∞) 3 t 7→ σt y ∈ Y ] is continuous,
(TSF1) σ0 = IdY ,
(TSF2) σs+t = σs ◦ σt for any s, t ≥ 0.
Sometimes for a topological semiflow σ we write σ = {σt }t≥0 . Also, we can
write (Y, σ) = (Y, {σt }t≥0 ).
From now on until revoking (Y, σ) denotes a topological semiflow. Let d(·, ·)
stand for the metric on Y .
A set A ⊂ Y is invariant if σt (A) = A for any t ≥ 0. Sometimes we say
that A is invariant under σ (or σ-invariant).
A closed invariant set A ⊂ Y is called an isolated invariant set if there is a
neighborhood of U of A such that A is the largest invariant set contained in
U.
A set A ⊂ Y is forward invariant if σt (A) ⊂ A for any t ≥ 0.
For y ∈ Y the forward orbit of y is defined as O+ (y) := { σt y : t ≥ 0 }. For
A ⊂ Y the forward orbit of A is defined as O+ (A) := { σt (A) : t ≥ 0 }.
It should be remarked that in the literature forward invariant sets, for-
ward orbits, etc., are usually called positively invariant sets, positive orbits,
etc. But in the present monograph “positive” is reserved for “belonging (or
related) to the cone of nonnegative functions (or its interior).”
We say that A ⊂ Y attracts B ⊂ Y if for each > 0 there is T = T () ≥ 0
such that σt (B) is contained in the -neighborhood of A, for any t ≥ T .
The ω-limit set of y ∈ Y is defined as
\
ω(y) := cl O+ (σt y).
t≥0
There holds: z ∈ Y belongs to ω(y) if and only if there is a sequence (tn )∞

n=1 ⊂
R such that limn→∞ tn = ∞ and limn→∞ σ(tn , y) = z. ω(y) is closed and
invariant. Moreover, ω(y) = ω(σt y) for any t ≥ 0.
The following lemma follows from general theory of topological semiflows
(see [46]).
LEMMA 1.2.4
Assume that for some t ≥ 0 the forward orbit O+ (σt y) has compact closure.
Then ω(y) is nonempty, compact and connected, and attracts y.
The ω-limit set of A ⊂ Y is defined as

\
ω(A) := cl O+ (σt (A)).
t≥0
There holds: z ∈ Y belongs to ω(A) if and only if there are sequences

(tn )∞ ∞
n=1 ⊂ R and (yn )n=1 ⊂ A such that tn → ∞ and σ(tn , yn ) → z as
n → ∞. ω(A) is closed and invariant. Moreover, ω(A) = ω(σt (A)) for any
t ≥ 0.
Similar to Lemma 1.2.4, there holds (see [46])
LEMMA 1.2.5
Assume that for some t ≥ 0 the forward orbit O+ (σt (A)) has compact closure.
Then ω(A) is nonempty and compact, and attracts A. Moreover, if A is
connected then ω(A) is connected, too.
A nonempty compact invariant set A ⊂ Y is an attractor if there is a

neighborhood C of A such that A attracts C, or, equivalently, ω(C) = A.
A nonempty compact invariant set Γ ⊂ Y is said to be the global attractor
if it attracts each bounded B ⊂ Y .
Observe that if (Y, σ) possesses a global attractor Γ then for each bounded
B ⊂ Y there holds ∅ 6= ω(B) ⊂ Γ. Further, Γ is the maximal compact
invariant set in the sense that if A ⊂ Y is compact invariant then necessarily
A ⊂ Γ. Consequently, a global attractor is uniquely determined.
Let A ⊂ Y be a forward invariant set. Then the restriction σ|[0,∞)×A
satisfies all the properties (TSF0)–(TSF2) of a semiflow, and is referred to as
the restriction of the semiflow σ to A (usually denoted simply by σ|A ).
1. Introduction 13
From now on, again until revoking, (Y, σ) will denote a compact flow.
A set A ⊂ Y is invariant if σt (A) = A for each t ∈ R.
For y ∈ Y the backward orbit of y is defined as O− (y) := { σt y : t ≤ 0 }.
For A ⊂ Y the backward orbit of A is defined as O− (A) := { σt (A) : t ≤ 0 }.
For y ∈ Y the orbit of y is defined as O(y) := { σt y : t ∈ R }. For A ⊂ Y
the orbit of A is defined as O(A) := { σt (A) : t ∈ R }.
The definitions of the ω-limit set of a point and of a set are the same as
in the case of semiflows. We have that ω(y) = ω(σt y) for any t ∈ R, and
ω(A) = ω(σt (A)) for any t ∈ R.
The α-limit set of y ∈ Y is defined as
\
α(y) := cl O− (σt y).
t≤0
There holds: z ∈ Y belongs to α(y) if and only if there is a sequence (tn )∞

n=1 ⊂
R such that limn→∞ tn = −∞ and limn→∞ σ(tn , y) = z as n → ∞. α(y) is
closed and invariant. Moreover, α(y) = α(σt y) for any t ∈ R.
The α-limit set of A ⊂ Y is defined as
\
α(A) := cl O− (σt (A)).
t≤0
There holds: z ∈ Y belongs to α(A) if and only if there are sequences

(tn )∞ ∞
n=1 ⊂ R and (yn )n=1 ⊂ A such that tn → −∞ and σ(tn , yn ) → z.
α(A) is closed and invariant. Moreover, α(A) = α(σt (A)) for any t ∈ R.
A set B ⊂ Y is a repeller if there is a neighborhood C of B such that
α(C) = B. Consequently, B is compact and invariant.
Let A be an attractor. We say that y ∈ Y belongs to the attraction basin of
A if ω(y) ⊂ A. The complement in Y of the attraction basin of A is a repeller
(called the repeller dual to A).
Let B be a repeller. We say that y ∈ Y belongs to the repulsion basin of B
if α(y) ⊂ B. The complement in Y of the repulsion basin of B is an attractor
(called the attractor dual to B).
A finite ordered family {A1 , . . . , Ak } of nonempty pairwise disjoint compact
Sk
invariant sets is called a Morse decomposition of Y if for each y ∈ Y \ i=1 Ai
there are 1 ≤ i1 < i2 ≤ k such that α(y) ⊂ Ai1 and ω(y) ⊂ Ai2 .
Let A ⊂ Y be an invariant set. Then the restriction σ|R×A satisfies the
properties (TF1), (TF2) of a flow, and is referred to as the restriction of the
flow σ to A (usually denoted simply by σ|A ).
A compact flow (Y, σ) is called topologically transitive if there is y0 ∈ Y
such that Y = cl O(y0 ).
A compact flow (Y, σ) is called minimal if the only closed invariant nonempty
set is Y itself.
From now on until further notice, (Y, σ) has no specific meaning.
Let (Ω, F) be a measurable space (that is, Ω is a set and F is a countably
additive algebra of subsets of Ω). A (B(R)×F, F)-measurable mapping θ : R×
Ω → Ω is a measurable flow (or a measurable dynamical system) on (Ω, F) if

it satisfies the following properties (where θt (·) stands for θ(t, ·)).
(MF1) θ0 = IdΩ ,
(MF2) θs+t = θs ◦ θt for any s, t ∈ R.
As a section of a measurable mapping, θt : Ω → Ω is (F, F)-measurable,

for each t ∈ R. Further, from (MF1) and (MF2) it follows that (θt )−1 is
(F, F)-measurable, and
(MF3) (θt )−1 = θ−t for any t ∈ R.
Sometimes for a measurable flow θ we write θ = {θt }t∈R . Also, we can write
((Ω, F), θ) = ((Ω, F), {θt }t∈R ).
For ((Ω, F), θ) a measurable flow, a set A ⊂ Ω is invariant if θt (A) = A for
any t ∈ R. Sometimes we say that A is invariant under θ (or θ-invariant).
We say that a triple (Ω, F, P) is a probability space if (Ω, F) is a measurable
space and P is a probability measure on F.
For a probability space (Ω, F, P) denote by L1 ((Ω, F, P)) the Banach space of
all real-valued (F, B(R))-measurable functions that are integrable with respect
to P, with the standard norm.
Let (Ω1 , F1 ) and (Ω2 , F2 ) be measurable spaces, and let P1 be a probability
measure on F1 . For a (F1 , F2 )-measurable mapping F : Ω1 → Ω2 , we define
F P1 , the image of P1 with respect to F , by
F P1 (A) := P1 (F −1 (A)) for any A ∈ F2 .
F P1 so defined is a probability measure on F2 .

For a measurable flow ((Ω, F), θ) we say that a probability measure P on
F is θ-invariant if θt P = P for each t ∈ R. In such a case we will call
((Ω, F, P), θ) a metric dynamical system (or a metric flow ) . Sometimes we
write ((Ω, F, P), {θt }t∈R ).
For a metric dynamical system ((Ω, F, P), θ) we say that the invariant mea-
sure P is ergodic if for any θ-invariant set A ∈ F one has either P(A) = 0 or
P(A) = 1.
A metric dynamical system ((Ω, F, P), θ) is ergodic if the invariant measure
P is ergodic. The following Birkhoff Ergodic Theorem will be often utilized
throughout the monograph.
LEMMA 1.2.6 (Birkhoff ’s Ergodic Theorem)

Let ((Ω, F, P), θ) be an ergodic metric dynamical system and h ∈ L1 ((Ω, F, P)).
Then there is a θ-invariant set Ω̃ ∈ F such that P(Ω̃) = 1 and
Z t Z
1
lim h(θs ω) ds = h(·) dP(·)
t→∞ t 0 Ω
1. Introduction 15
for any ω ∈ Ω̃.
PROOF See [7] or references therein.
For Y a compact metric space, by a measure on Y we mean a probability

measure on B(Y ). For a compact flow (Y, σ) = (Y, {σt }t∈R ), a probability
measure µ on Y is said to be an invariant measure of (Y, σ) if µ(σt (A)) = µ(A)
for any t ∈ R and A ∈ B(Y ) (hence ((Y, B(Y ), µ), σ) is a metric dynamical
system). An invariant measure µ of (Y, σ) is ergodic if for any σ-invariant set
A ∈ B(Y ) one has either µ(A) = 0 or µ(A) = 1. A compact flow (Y, σ) is
said to be uniquely ergodic if there is a unique (necessarily ergodic) invariant
measure for σ.
Regarding the existence of (ergodic) invariant measure of a compact flow
(Y, σ), we have
LEMMA 1.2.7 (Krylov–Bogolyubov Theorem)

If σ is a topological flow on a compact metric space Y then there exist (er-
godic) invariant measures of (Y, σ).
PROOF See [107, Theorem 6.10].
Consider a product bundle S × Y , where S and Y are metric spaces (notice

that Y is the base and S is a model fiber). Let σ be a topological semiflow
on Y . We say that
Φ : [0, ∞) × S × Y → S × Y
is a topological skew-product semiflow on S × Y covering σ if it can be written
as
Φ(t; u, a) = (φt (a, u), σt a), t ≥ 0, u ∈ S, a ∈ Y,
and has the following properties (where Φt (·, ·) stands for Φ(t; ·, ·)):
(TSP0) Φ restricted to (0, ∞) × S × Y is continuous; moreover, for each

(z, a) ∈ S × Y the mapping [ [0, ∞) 3 t 7→ (φt (z, a), σt a) ∈ S × Y ] is
continuous,
(TSP1) Φ0 = IdS×Y ,
(TSP2) Φt+s = Φt ◦ Φs for any t, s ≥ 0.
When B is a Banach space, a topological linear skew-product semiflow
Π : [0, ∞) × B × Y → B × Y,
Π(t; u, a) = (U (t, a)u, σt a)

on the product Banach bundle B × Y covering a topological semiflow σ on Y

is a topological skew-product semiflow with the property that for each t ≥ 0
and each a ∈ Y the mapping [ B 3 u 7→ U (t, a)u ∈ B ] belongs to L(B). We
write that mapping as Ua (t, 0).
When S is a subset of a Banach space, a topological C 1 skew-product semi-
flow
Φ : [0, ∞) × S × Y → S × Y
on the product bundle S × Y covering a topological semiflow σ on Y is a
topological skew-product semiflow with the property that for each t ≥ 0 and
each a ∈ Y the mapping [ S 3 u 7→ φt (u, a) ∈ S ] is of class C 1 , and, moreover,
the derivatives in u depend continuously on (t, u, a) ∈ (0, ∞) × S × Y .
Consider a measurable bundle S × Ω, where S is a metric space and (Ω, F)
is a measurable space (notice that Ω is the base and S is a model fiber). Let
θ be a metric flow on (Ω, F, P). We say that a mapping
Φ : [0, ∞) × S × Ω → S × Ω
is a continuous random skew-product semiflow on S × Ω covering θ if it can
be written as
Φ(t; u, ω) = (φt (ω, u), θt ω), t ≥ 0, u ∈ S, ω ∈ Ω,
and has the following properties (where Φt (·, ·) stands for Φ(t; ·, ·)):
(RSP0) Φ is (B([0, ∞)) × B(S) × F, B(S) × F)-measurable,
(RSP1) Φ0 = IdX×Y ,
(RSP2) Φt+s = Φt ◦ Φs for any t, s ≥ 0,
(RSP3) For any t ≥ 0 and ω ∈ Ω the mapping Φt (ω, ·) is continuous.
When B is a Banach space, a random linear skew-product semiflow
Π : [0, ∞) × B × Ω → B × Ω,
Π(t; u, ω) = (U (t, ω)u, θt ω)
on the measurable Banach bundle B × Ω covering a metric flow θ on (Ω, F, P)
is a random skew-product semiflow with the property that for each t ≥ 0 and
each ω ∈ Ω the mapping [ B 3 u 7→ U (t, ω)u ∈ B ] belongs to L(B). We write
that mapping as Uω (t, 0).
1.3 Standing Assumptions

We assume that D ⊂ RN is a bounded domain (that is, an open connected
set), with boundary ∂D.
1. Introduction 17
Subsets of R are always considered with the (one-dimensional) Lebesgue

measure.
In all the notations of the form “Lp (R × D, ·),” or “a.e. on D,” etc., the
domain D is assumed to be endowed with the N -dimensional Lebesgue mea-
sure, whereas in all the notations of the form “Lp (R × ∂D, ·),” or “a.e. on
∂D,” etc., the boundary ∂D is assumed to be endowed with the (N − 1)-di-
mensional Hausdorff measure HN −1 . When the boundary ∂D is (at least)
Lipschitz, then the (N − 1)-dimensional Hausdorff measure on ∂D equals the
ordinary surface measure on ∂D.
We denote the operator of differentiation in t (acting on functions of N + 1
∂
variables u = u(t, x1 , . . . , xN )) by ∂t , and we denote the operator of differen-
∂ ∂
tiation in xi (1 = 1, . . . , N ) by ∂xi . Sometimes instead of ∂t we write ∂t , and
∂
instead of ∂xi we write ∂xi .
Throughout Chapters 2 to 5 of the monograph we will write
a = ((aij )N N N
i,j=1 , (ai )i=1 , (bi )i=1 , c0 , d0 ),
where aij , ai , bi and c0 are the coefficients of the equation (1.0.1), and d0 is
the coefficient in the boundary condition (in the Dirichlet or Neumann case
d0 is set to be equal to zero).
For any a = ((aij )N N N
i,j=1 , (ai )i=1 , (bi )i=1 , c0 , d0 ) and any t ∈ R we define the
time-translate a · t of a by
a · t := ((aij · t)N N N
i,j=1 , (ai · t)i=1 , (bi · t)i=1 , c0 · t, d0 · t),
where aij · t(τ, x) := aij (τ + t, x) for s, τ ∈ R, x ∈ D, etc.

We fix a countable dense subset {g1 , g2 , . . . } of the unit ball in L1 (R ×
2
D, RN +2N +1 ) × L1 (R × ∂D, R) such that for each k ∈ N there exists K =
K(k) > 0 with the property that gk (t, ·) = 0 for a.e. t ∈ R \ [−K, K].
2
For any a(1) , a(2) ∈ L∞ (R × D, RN +2N +1 ) × L∞ (R × ∂D, R) put
∞
X 1
d(a(1) , a(2) ) := |hgk , (a(1) − a(2) )iL1 ,L∞ |. (1.3.1)
2k
k=1
We make the following assumptions on Y , the family of admissible coeffi-

cients.
2
(A1-1) Y is a (norm-)bounded subset of L∞ (R×D, RN +2N +1 )×L∞ (R×∂D, R)
that is closed (hence, compact) in the weak-* topology of that space.
(A1-2) Y is translation invariant: If a ∈ Y then a · t ∈ Y , for each t ∈ R.
(A1-3) d0 = 0 for all a = ((aij )N N N

i,j=1 , (ai )i=1 , (bi )i=1 , c0 , d0 ) ∈ Y (in the Dirichlet
or Neumann cases) or d0 ≥ 0 for all a = ((aij )N N N
i,j=1 , (ai )i=1 , (bi )i=1 , c0 ,
d0 ) ∈ Y (in the Robin case).
(Y, d) is a compact metric space. When speaking of convergence of se-

quences in Y , continuity of mappings from and/or to Y , etc., that space is
assumed to be endowed with the weak-* topology, or, which is equivalent,
with the topology generated by the metric d.
The mapping [ Y × R 3 (a, t) 7→ a · t ∈ Y ] is continuous. For t ∈ R put
σt : Y → Y to be σt a := a · t. The family σ = {σt }t∈R is a flow on the compact
metrizable space Y .
We will write simply k·k for the standard norm in L2 (D). Similarly, h·, ·i
will stand for the standard inner product in the Hilbert space L2 (D).
Let B1 , B2 be Banach spaces whose members are (equivalence classes of)
real functions defined on D. We write
B1 ,→ B2
if B1 continuously embeds into B2 , and
B1 ,−,→ B2
if B1 ,→ B2 and the embedding is compact (completely continuous).

Let X ,→ L1 (D). In X we define the nonnegative cone X + as
X + := { u ∈ X : u(x) ≥ 0 for a.e. x ∈ D }.
If X ,→ C(D̄) then
X + = { u ∈ X : u(x) ≥ 0 for all x ∈ D̄ }.
The nonnegative cone X + is a closed and convex subset of X, having the

following properties:
• If u ∈ X + and r ≥ 0 then ru ∈ X + .
• If u ∈ X + and −u ∈ X + then u = 0.
For any u1 , u2 ∈ X we write
u1 ≤ u2 if u2 − u1 ∈ X + ,
u1 < u2 if u2 − u1 ∈ X + \ {0}.
The reversed symbols ≥ and > are used in the usual way.
In the Banach spaces X = Lp (D), 1 ≤ p ≤ ∞, or X = C(D̄), the norm has
the following monotonicity property: For any u1 , u2 ∈ X, if 0 ≤ u1 ≤ u2 then
ku1 kX ≤ ku2 kX .
Sometimes it happens that the interior of the nonnegative cone X + is
nonempty. We denote then that interior by X ++ . Also, for any u1 , u2 ∈ X
we write
u1 u2 if u2 − u1 ∈ X ++ .
1. Introduction 19
The reversed symbol is used in the usual way.

If the boundary ∂D of D is of class C 1 , we denote by C̊ 1 (D̄) the Banach
space consisting of u ∈ C 1 (D̄) such that u(x) = 0 for all x ∈ ∂D. Recall
that ν = (ν1 , ν2 , . . . , νN ) denotes the outer unit normal on the boundary ∂D
pointing out of D.
LEMMA 1.3.1
Assume additionally that D has a boundary ∂D of class C 2+α , for some
0 < α < 1.
(1) The interior C 1 (D̄)++ of the nonnegative cone C 1 (D̄)+ is nonempty,

and is characterized by
C 1 (D̄)++ = { u ∈ C 1 (D̄)+ : u(x) > 0 for all x ∈ D̄ }. (1.3.2)
(2) The interior C̊ 1 (D̄)++ of the nonnegative cone C̊ 1 (D̄)+ is nonempty,

and is characterized by
C̊ 1 (D̄)++ = { u ∈ C̊ 1 (D̄)+ : u(x) > 0 for all x ∈ D

and (∂u/∂νν )(x) < 0 for all x ∈ ∂D }.
(1.3.3)
PROOF We prove only (2), as the main idea of the proof of (1) is the
same (but the details are much simpler).
We apply a construction of a collar of the boundary ∂D of the manifold
D̄ (see, e.g., [55]). We extend the C 1 vector field ν : ∂D → RN to a C 1
vector field ν̃ν defined on some compact (relative) neighborhood V of ∂D in
D̄. Denote by ρ = ρ(t, x) the local flow of the vector field ν̃ν . The standard
theorem on the C 1 dependence of solutions of systems of ordinary differential
equations on initial values guarantees the existence of η > 0 such that the
restriction of ρ to [−η, 0] × ∂D is a C 1 diffeomorphism into some compact
(relative) neighborhood V1 of ∂D in D̄.
Fix u belonging to the right-hand side of (1.3.3). For x ∈ V1 , x = ρ(s, x̃),
s ∈ [−η, 0], x̃ ∈ ∂D, we write ũ(s, x̃) := u(x) (in other words, ũ is the
representation of the restriction u|V1 in the (s, x̃)-coordinates). The second
condition in (1.3.3) translates into (∂ ũ/∂s)(0, x̃) < 0 for all x̃ ∈ ∂D. By the
compactness of ∂D, there exist δ > 0 and 1 > 0 such that for any v ∈ X with
kv − ukC̊ 1 (D̄) < 1 one has (∂ṽ/∂s)(s, x̃) < 0 for all s ∈ [−δ, 0] and all x̃ ∈ ∂D.
Denote V2 := ρ([−δ, 0] × ∂D). V2 is a compact (relative) neighborhood of ∂D
in D̄. We conclude that v(x) > 0 for any v ∈ X with kv − ukC̊ 1 (D̄) < 1 and
any x ∈ V2 \ ∂D. Denote by V20 the closure of D̄ \ V2 . Since u is positive on
the compact set V20 , it is bounded away from zero on V20 . There is 2 > 0 such
that for any v ∈ X, if kv − ukC̊ 1 (D̄) < 2 then v|V20 is positive and bounded
away from zero. Consequently, if kv − ukC̊ 1 (D̄) < , where := min{1 , 2 },

then v ∈ C̊ 1 (D̄)+ . This proves the “⊃” inclusion.
Let ϕprinc be some (nonnegative) principal eigenvalue of the elliptic equation
∆u = 0 on D with the Dirichlet boundary conditions. The standard regularity
theory and maximum principles (see, e.g., [43]) guarantee that ϕprinc belongs
to the right-hand side of (1.3.3), hence to C̊ 1 (D̄)++ . Finally, let u ∈ C̊ 1 (D̄)++ .
There is > 0 such that u − ϕprinc ∈ C̊ 1 (D̄)+ , therefore u(x) ≥ ϕprinc > 0
∂ϕprinc
for all x ∈ D, which gives further that ∂u ν (x) ≤ ∂ν
∂ν ν (x) < 0 for all x ∈ ∂D.
Throughout Chapter 6 of the monograph, K ≥ 1 is a fixed integer. We

write
a = (akij , aki , bki , ckl , dk0 )
and
σt a ≡ a · t := (akij · t, aki · t, bki · t, ckl · t, dk0 · t),
where i, j = 1, 2, . . . , N , k, l = 1, 2, . . . , K, akij · t(τ, x) := akij (t + τ, x) for
t, τ ∈ R, x ∈ D, etc.
2
We assume Y ⊂ L∞ (R × D, RK(N +2N +K) ) × L∞ (R × ∂D, RK ) satisfies
2
(A1-4) Y is a (norm-)bounded subset of L∞ (R × D, RK(N +2N +K) ) × L∞ (R ×
∂D, RK ) that is closed (hence, compact) in the weak-* topology of that
space.
(A1-5) Y is translation invariant: If a ∈ Y then a · t ∈ Y, for each t ∈ R.
(A1-6) dk0 = 0 for all a = (akij , aki , (bi )k , ckl , dk0 ) ∈ Y (in the Dirichlet or Neu-
mann cases) or dk0 ≥ 0 for all a = (akij , aki , (bi )k , ckl , dk0 ) ∈ Y (in the
Robin case).
We assume that Y is endowed with the weak-* topology. Thus (Y, σ) is a
compact flow, where σ = {σt }t∈R and σt a = a · t.
For a given a = (akij , aki , bki , ckl , dk0 ) ∈ Y, let ak := (akij , aki , bki , 0, dk0 ) :=
((akij )N k N k N k k k
i,j=1 , (aj )i=1 , (bi )i=1 , 0, d0 ) and Ca := (cl )l,k=1,2,...,K . Let P (a) be
k k k k
defined by P (a) := a and Y := { P (a) : a ∈ Y } (k = 1, 2, . . . , K). Hence
2
Y k ⊂ L∞ (R × D, RN +2N +1 ) × L∞ (R × ∂D, R) satisfies (A1-1)–(A1-3) for
k = 1, 2, . . . , K.
For 1 ≤ p ≤ ∞ we denote
Lp (D) := (Lp (D))K .
If 1 ≤ p < ∞ we define the norm in Lp (D) by

K Z
X 1/p
kukp := |uk (x)|p dx .
k=1 D
1. Introduction 21
We define the norm in L∞ (D) by
kuk∞ := max ess sup { |uk (x)| : x ∈ D }.

1≤k≤K
(In both cases, u = (u1 , . . . , uK ).) We write simply k·k for the standard norm
in the Hilbert space L2 (D).
For u, v ∈ RK , u = (u1 , . . . , uK ), v = (v1 , . . . , vK ), we write
u≤v if uk ≤ vk for 1 ≤ k ≤ K,
u<v if u ≤ v and u 6= v.
Let X ,→ L1 (D). In X we define the nonnegative cone X+ as
X+ := { u ∈ X : u(x) ≥ 0 for a.e. x ∈ D }.
If X ,→ C(D̄, RK ) then
X+ = { u ∈ X : u(x) ≥ 0 for all x ∈ D̄ }.
The nonnegative cone X+ is a closed and convex subset of X, having the

following properties:
• If u ∈ X+ and r ≥ 0 then ru ∈ X+ .
• If u ∈ X+ and −u ∈ X+ then u = 0.
For any u, v ∈ X we write
u≤v if v − u ∈ X+ ,
u<v if v − u ∈ X+ \ {0}.
Sometimes it happens that the interior of the nonnegative cone X+ is
nonempty. We denote then that interior by X++ . Also, for any u, v ∈ X
we write
u v if v − u ∈ X++ .
The reversed symbol is used in the usual way.
Notice that, if X = (X)K then X+ = (X + )K .
If the boundary ∂D of D is of class C 1 , we denote by C̊ 1 (D̄, RK ) the Banach
space consisting of u ∈ C 1 (D̄, RK ) such that u(x) = 0 for all x ∈ ∂D.
We have the following corollary of Lemma 1.3.1.
LEMMA 1.3.2
Assume additionally that the boundary ∂D of D is of class C 2+α , for some
0 < α < 1.
(1) The interior C 1 (D̄, RK )++ of C 1 (D̄, RK )+ is nonempty, and is charac-

terized by
C 1 (D̄, RK )++ = { u = (u1 , . . . , uK ) ∈ C 1 (D̄, RK )+ : uk (x) > 0

for all x ∈ D̄ and all 1 ≤ k ≤ K }.
(1.3.4)
(2) The interior C̊ 1 (D̄, RK )++ of C̊ 1 (D̄, RK )+ is nonempty, and is charac-
terized by
C̊ 1 (D̄, RK )++ = { u = (u1 , . . . , uK ) ∈ C̊ 1 (D̄, RK )+ : uk (x) > 0

for all x ∈ D and all 1 ≤ k ≤ K,
and (∂uk /∂νν )(x) < 0 for all x ∈ ∂D, 1 ≤ k ≤ K }.
(1.3.5)
Throughout Chapter 7 of the monograph, D is assumed to be C 3+α .

We denote by Z the set of admissible functions for (1.1.7), Z = { g : R× D̄ ×
[0, ∞) → R : g satisfies certain conditions }, and by Z the set of admissible
functions for (1.1.5), Z = { g = (g1 , g2 ) : R × D̄ × [0, ∞) × [0, ∞) → R × R : g
satisfies certain conditions }.
X denotes some fractional power space of the Laplacian operator ∆ in
Lp (D) with the corresponding boundary condition such that
X ,−,→ C 1 (D̄).
X := X × X.
Chapter 2
Fundamental Properties in the
General Setting
Introduction
In the present chapter we establish some fundamental properties for a gen-
eral family of parabolic equations.
2
Let Y be a subset of L∞ (R × D, RN +2N +1 ) × L∞ (R × ∂D, R) satisfying
(A1-1)-(A1-3) (see in Section 1.3). We may write a = (aij , ai , bi , c0 , d0 ) for
a = ((aij )N N N
i,j=1 , (ai )i=1 , (bi )i=1 , c0 , d0 ) ∈ Y if no confusion occurs. For a
given a = (aij , ai , bi , c0 , d0 ), we may assume that aij (t, x), ai (t, x), bi (t, x),
and c0 (t, x) are defined and bounded for all (t, x) ∈ R × D, and d0 (t, x) is
defined and bounded for all (t, x) ∈ R × ∂D.
For each a = (aij , ai , bi , c0 , d0 ) ∈ Y we consider
N N
∂u X ∂ X ∂u
∂t i=1
∂xi j=1 ∂xj
N
X ∂u
+ bi (t, x) + c0 (t, x)u, t > s, x ∈ D, (2.0.1)
i=1
∂xi
Ba (t)u = 0, t > s, x ∈ ∂D, (2.0.2)
where s ∈ R is an initial time and Ba is a boundary operator of either the

Dirichlet, or Neumann, or Robin type, that is,


 u (Dirichlet)




X
 N XN

aij (t, x)∂xj u + ai (t, x)u νi (Neumann)



Ba (t)u = i=1 j=1 (2.0.3)

 XN XN




 aij (t, x)∂xj u + ai (t, x)u νi

 i=1 j=1


 + d0 (t, x)u (Robin).
23
To emphasize the coefficients and the boundary terms in the problem (2.0.1)+
(2.0.2), we will write (2.0.1)a +(2.0.2)a . We use standard notion of solutions
of (2.0.1)+(2.0.2), i.e., weak solutions (see [10], [30], [70], [73]).
First, in Section 2.1 we list basic assumptions, i.e., (A2-1) (the uniform ellip-
ticity), (A2-2) (a very weak condition on the regularity of ∂D), and (A2-3) (a
condition on perturbation of coefficients), and introduce the definition of weak
solutions. Then, in Section 2.2 we collect basic properties of weak solutions
of (2.0.1)+(2.0.2), including regularity, Harnack inequalities, monotonicity,
joint continuity, compactness, etc., which are needed in the following chap-
ters. It is shown that (2.0.1)+(2.0.2) generates a skew-product semiflow on
the product bundle L2 (D) × Y . The adjoint problem of (2.0.1)+(2.0.2) is
considered in Section 2.3. In Section 2.4 we discuss the satisfaction of the
assumption (A2-3), and show that (A2-3) is fulfilled under some very general
condition. We study in Section 2.5 the case that the coefficients and the do-
main of (2.0.1)+(2.0.2) are sufficiently smooth. This chapter is ended up with
some remarks in Section 2.6 about the solutions of nonautonomous equations
in nondivergence form.
2.1 Assumptions and Weak Solutions

In this section we list our basic assumptions (A2-1)–(A2-3) and introduce
the concept of weak solutions.
Consider (2.0.1)a +(2.0.2)a , a ∈ Y . First of all, we assume that the principal
parts of all the elements of Y are uniformly elliptic:
(A2-1) (Uniform ellipticity) There exists α0 > 0 such that for all a ∈ Y
there holds
N
X N
X
aij (t, x) ξi ξj ≥ α0 ξi2 for a.e. (t, x) ∈ R × D and all ξ ∈ RN ,
i,j=1 i=1
(2.1.1)
aij (t, x) = aji (t, x) for a.e. (t, x) ∈ R × D, i, j = 1, 2, . . . , N.
Let V be defined as follows

 1
W̊ (D) (Dirichlet)
 2


V := W21 (D) (Neumann) (2.1.2)


 1
W2,2 (D, ∂D) (Robin)
2. Fundamental Properties in the General Setting 25
where W̊21 (D) is the closure of D(D) in W21 (D) and W2,2
1
(D, ∂D) is the com-
pletion of
V0 := { v ∈ W21 (D) ∩ C(D̄) : v is C ∞ on D and kvkV < ∞ }
with respect to the norm kvkV := (k∇vk22 + kvk22,∂D )1/2 .

If no confusion occurs, we will write hu, u∗ i for the duality between V and
V , where u ∈ V and u∗ ∈ V ∗ .
∗
LEMMA 2.1.1
If D is Lipschitz then
1
(1) W2,2 (D, ∂D) = W21 (D) up to norm equivalence;
(2) W̊21 (D) = { u ∈ W21 (D) : u|∂D = 0 }.
PROOF (1) See [30, (2.6)].

(2) See [45, Theorem 1.5].
For s ≤ t let
W = W (s, t; V, V ∗ ) := { v ∈ L2 ((s, t), V ) : v̇ ∈ L2 ((s, t), V ∗ ) } (2.1.3)
equipped with the norm

Z t Z t 12
kvkW := kv(τ )k2V dτ + kv̇(τ )k2V ∗ dτ ,
s s
where v̇ := dv/dτ is the time derivative in the sense of distributions taking

values in V ∗ (see [36, Chapter XVIII] for definitions).
LEMMA 2.1.2
Let s < t. Then W (s, t; V, V ∗ ) embeds continuously into C([s, t], L2 (D)).
PROOF See [36, Theorem 1, Chapter XVIII].
LEMMA 2.1.3
Let s < t and u ∈ W (s, t; V, V ∗ ). Then u ∈ L2 ((s, t) × D).
PROOF For given s < t, u ∈ W (s, t; V, V ∗ ), and n ∈ N, let
t−s 2(t − s)
t0 = s < t1 = s + < t2 = s + < · · · < tn = t,
n n
(
u(s, x), τ =s
un (τ, x) :=
u(ti , x), ti−1 < τ ≤ ti , i = 1, 2, . . . , n.
Then by Lemma 2.1.2,
kun (τ, ·) − u(τ, ·)k → 0 as n → ∞
for all τ ∈ (s, t).
Clearly, un (τ, x) is measurable in (τ, x) ∈ (s, t) × D. We claim that
un (τ, x) → u(τ, x) for a.e. (τ, x) ∈ (s, t).
Assume this is false. Then there is an 0 > 0 such that |E0 | > 0, where
E0 := { (τ, x) : |un (τ, x) − u(τ, x)| ≥ 0 for infinitely many n ∈ N }.
Let E0 (τ ) := { x ∈ D : (τ, x) ∈ E0 }. Then [ (s, t) 3 τ 7→ |E0 (τ )| ∈ R ] is
measurable, and Z t
|E0 | = |E0 (τ )| dτ
s
(see [42]). Therefore there is τ0 ∈ (s, t) such that |E0 (τ0 )| > 0. This implies
that
kun (τ0 , ·) − u(τ0 , ·)k 6→ 0 as n → ∞.
This is a contradiction.
It then follows from the measurability of un (τ, x) that u(τ, x) is measurable
in (τ, x) ∈ (s, t) × D. Therefore
Z Z tZ
2
|u(τ, x)| dτ dx = |u(τ, x)|2 dx dτ < ∞
(s,t)×D s D
and u ∈ L2 ((s, t) × D).
For a ∈ Y denote by Ba = Ba (t, ·, ·) the bilinear form on V associated with

a,
Z
Ba (t, u, v) := aij (t, x)∂xj u + ai (t, x)u)∂xi v dx
ZD
− (bi (t, x)∂xi u + c0 (t, x)u)v dx, u, v ∈ V, (2.1.4)
D
in the Dirichlet and Neumann boundary condition cases, and

Z
Ba (t, u, v) := (aij (t, x)∂xj u + ai (t, x)u)∂xi v dx
D
Z
− (bi (t, x)∂xi u + c0 (t, x)u)v dx
ZD
+ d0 (t, x)uv dHN −1 , u, v ∈ V, (2.1.5)
∂D
in the Robin boundary condition case, where HN −1 stands for the (N −

1)-dimensional Hausdorff measure (we used the summation convention in the
above).
LEMMA 2.1.4
Assume (A2-1). Then the following holds.
(i) For any a ∈ Y and for any u, v ∈ V the function [ R 3 t 7→ Ba (t, u, v) ∈
R ] is (Lebesgue-)measurable.
(ii) There exists M0 > 0 such that |Ba (t, u, v)| ≤ M0 kukV kvkV for any
a ∈ Y , a.e. t ∈ R and any u, v ∈ V .
PROOF See [36, Section XVIII.4.4].
DEFINITION 2.1.1 (Weak solution)

A function u ∈ L2 ((s, t), V ) is a weak solution of (2.0.1)+(2.0.2) on [s, t] × D
(s < t) with initial condition u(s) = u0 if
Z t Z t
− hu(τ ), vi ψ̇(τ ) dτ + Ba (τ, u(τ ), v)ψ(τ ) dτ − hu0 , vi ψ(s) = 0 (2.1.6)
s s
for all v ∈ V and ψ ∈ D([s, t)), where D([s, t)) is the space of all smooth real
functions having compact support in [s, t).
PROPOSITION 2.1.1
If u is a weak solution of (2.0.1)+(2.0.2) with initial condition u(s) = u0 ,
then u ∈ W (s, t; V, V ∗ ).
Lemma 2.1.2 and Proposition 2.1.1 allow us to state the following.
PROPOSITION 2.1.2
Assume (A2-1). If u is a weak solution of (2.0.1)+(2.0.2) on [s, t] × D with
initial condition u(s) = u0 ∈ L2 (D) then u(s) = u0 .
PROOF See [36, Section XVIII.1.2].
PROPOSITION 2.1.3 (Equivalence)

Assume (A2-1). Let u ∈ L2 ((s, t), V ), s < t, s ∈ R. u is a weak solution of
(2.0.1)+(2.0.2) on [s, t] × D with u(s) = u0 if and only if u ∈ W (s, t; V, V ∗ )
and for any v ∈ W (s, t; V, V ∗ ),

Z t Z t
− hu(τ ), v̇(τ )i dτ + Ba (τ, u(τ ), v(τ )) dτ
s s
+ hu(t), v(t)i − hu0 , v(s)i = 0 (2.1.7)
PROOF First note that u ∈ L2 ((s, t), V ) is a weak solution of (2.0.1)+

(2.0.2) on [s, t] × D with u(s) = u0 if and only if u ∈ W (s, t; V, V ∗ ) and for
all v ∈ W (s, t; V, V ∗ ) satisfying v(t) = 0,
Z t Z t
− hu(τ ), v̇(τ )i dτ + Ba (τ, u(τ ), v(τ )) dτ − hu0 , v(s)i = 0 (2.1.8)
s s
(see [30, Remark 2.3]). Hence we only need to prove that if u ∈ W (s, t; V, V ∗ )
is a weak solution of (2.0.1)+(2.0.2) with u(s) = u0 , then for any v ∈
W (s, t; V, V ∗ ), (2.1.7) holds. By Lemma 2.1.2 and Proposition 2.1.1, a weak
solution u of (2.0.1) +(2.0.2) on [s, t] × D belongs to C([s, t], L2 (D)).
Next, assume that u ∈ W (s, t; V, V ∗ ) is a weak solution of (2.0.1)+(2.0.2)
with u(s) = u0 . Let v ∈ W (s, t; V, V ∗ ) be such that v(t) ∈ V . Let ṽ(τ ) :=
v(τ ) − v(t). Then ṽ ∈ W (s, t; V, V ∗ ) and ṽ(t) = 0. Hence,
Z t Z t
− ˙ )i dτ +
hu(τ ), ṽ(τ Ba (τ, u(τ ), ṽ(τ )) dτ − hu0 , ṽ(s)i = 0.
s s
Note that Z t Z t
˙ )i dτ =
hu(τ ), ṽ(τ hu(τ ), v̇(τ )i dτ,
s s
Z t Z t Z t
Ba (τ, u(τ ), ṽ(τ )) dτ = Ba (τ, u(τ ), v(τ )) dτ − Ba (τ, u(τ ), v(t)) dτ
s s s
and
hu0 , ṽ(s)i = hu0 , v(s)i − hu0 , v(t)i.
Note also that
d
hu(τ ), v(t)i + Ba (τ, u(τ ), v(t)) = 0
dτ
in the sense of distributions in D0 ((s, t)). Since [ [s, t] 3 τ 7→ u(τ ) ∈ L2 (D) ]
is continuous (by Lemma 2.1.2), the function [ [s, t] 3 τ 7→ hu(τ ), v(t)i ] is
continuous, and the function [ [s, t] 3 τ 7→ Ba (τ, u(τ ), v(t)) ∈ R ] belongs to
L1 ((s, t)) (see Lemma 2.1.4). Consequently, we have
Z t
Ba (τ, u(τ ), v(t)) dτ = hu(s), v(t)i − hu(t), v(t)i.
s
Therefore (2.1.7) holds for any v ∈ W (s, t; V, V ∗ ) with v(t) ∈ V .

Now for any v ∈ W (s, t; V, V ∗ ), v(τ ) ∈ V for a.e. τ ∈ [s, t]. Hence there is
a sequence (τn )∞
n=1 ⊂ [s, t] such that τn → t and v(τn ) ∈ V . By the above
arguments,
Z τn Z τn
− hu(τ ), v̇(τ )i dτ + Ba (τ, u(τ ), v(τ )) dτ
s s
+ hu(τn ), v(τn )i − hu0 , v(s)i = 0 (2.1.9)
for n = 1, 2, . . . . Observe that, since the functions [ [s, t] 3 τ 7→ hu(τ ), v̇(τ )i ∈

R ] and [ [s, t] 3 τ 7→ Ba (τ, u(τ ), v(τ )) ∈ R ] are in L1 ((s, t)), there holds
Rt Rt
τn
hu(τ ), v̇(τ )i dτ → 0, τn Ba (τ, u(τ ), v(τ )) dτ → 0, and hu(τn ), v(τn )i →
hu(t), v(t)i as n → ∞. It then follows from (2.1.9) that (2.1.7) holds for any
v ∈ W (s, t; V, V ∗ ).
PROPOSITION 2.1.4
Assume (A2-1). Let u be a weak solution of (2.0.1)+(2.0.2) on [s, t] × D.
Then
Z t
2 2
ku(t)k − ku(s)k = −2 Ba (τ, u(τ ), u(τ )) dτ. (2.1.10)
s
PROOF Observe that

Z t
ku(t)k2 − ku(s)k2 = 2 hu(τ ), u̇(τ )i dτ.
s
(see, e.g., [30, Lemma 3.3]), and apply Proposition 2.1.3 to v = u.
DEFINITION 2.1.2 (Global weak solution)

A function u ∈ L2,loc ((s, ∞), V ) is a global weak solution of (2.0.1)+(2.0.2)
with initial condition u(s) = u0 , s ∈ R, if for each t > s its restriction u|[s,t] is
a weak solution of (2.0.1)+(2.0.2) on [s, t]×D with initial condition u(s) = u0 .
Global solutions of (2.0.1)+(2.0.2) exist under very general conditions. To

be more specific, we make the following assumption.
(A2-2) (Boundary regularity) For Dirichlet boundary conditions, D is a

bounded domain. For Neumann or Robin boundary conditions, D is a bounded
domain with Lipschitz boundary.
Notice that under the assumption (A2-2), in the Robin boundary condition
case the Hausdorff (N − 1)-dimensional measure on HN −1 on ∂D reduces to
the ordinary surface measure.
PROPOSITION 2.1.5 (Existence of global solution)

Assume (A2-1) and (A2-2). Then for any s ∈ R and any u0 ∈ L2 (D) there
exists a unique global weak solution of (2.0.1)+(2.0.2) with initial condition
u(s) = u0 .
We write the unique global weak solution [ t 7→ u(t) ] of (2.0.1)+(2.0.2)

with initial condition u(s) = u0 as Ua (t, s)u0 := u(t), t > s. We write
Ua (s, s)u0 = u0 , for any a ∈ Y , s ∈ R and u0 ∈ L2 (D).
Important properties are given by the following results.
PROPOSITION 2.1.6
Assume (A2-1) and (A2-2). Then for any a ∈ Y and s ≤ t one has
Ua (t, s) = Ua·s (t − s, 0). (2.1.11)
PROOF For s = t there is nothing to prove. So assume s < t. Fix u0 ∈

L2 (D). Put u1 (τ ) := Ua (τ, s)u0 for τ ∈ [s, t], and u2 (τ̃ ) := Ua·s (τ̃ − s, 0)u0
for τ̃ ∈ [s, t]. For any v ∈ V and ψ ∈ D([s, t)) the function u1 satisfies the
equation
Z t Z t
− hu1 (τ ), viψ̇(τ ) dτ + Ba (τ, u1 (τ ), v)ψ(τ ) dτ − hu0 , viψ(s) = 0.
s s
After the change of variables τ̃ = τ − s we obtain

Z t−s Z t−s
− hu1 (τ̃ + s), viψ̇(τ̃ + s) dτ̃ + Ba·s (τ̃ , u1 (τ̃ + s), v)ψ(τ̃ + s) dτ̃
0 0
− hu0 , viψ(s) = 0.
By the uniqueness of weak solutions, u2 (τ ) = u1 (τ ) for τ ∈ [s, t].
PROPOSITION 2.1.7
Assume (A2-1) and (A2-2). Then for any a ∈ Y and s ≤ t1 ≤ t2 , one has
Ua (t2 , t1 ) ◦ Ua (t1 , s) = Ua (t2 , s). (2.1.12)
PROOF Assume s < t1 < t2 . Fix u0 ∈ L2 (D), and put u1 (t) := Ua (t, s)u0
for t ∈ [s, t1 ], u2 (t) := Ua (t, t1 )u1 (t1 ) for t ∈ [t1 , t2 ]. Let u(t) be defined by
(
u1 (t) for t ∈ [s, t1 ]
u(t) :=
u2 (t) for t ∈ [t1 , t2 ].
It is clear that u ∈ L2 ((s, t2 ), V ) and u(t) satisfies (2.1.7) on [s, t2 ] for any
v ∈ W (s, t2 ; V, V ∗ ).
Note that for any ψ ∈ D([s, t2 )) and v ∈ V , ψv ∈ W (s, t2 ; V, V ∗ ) and
d dψ
dt (ψv) = dt v. By the fact that u(t) satisfies (2.1.7) on [s, t2 ], there holds
Z t2 Z t2
− hu(τ ), viψ̇(τ ) dτ + Ba (τ, u(τ ), v)ψ(τ ) dτ − hu0 , viψ(s) = 0.
s s
It then follows from the definition of weak solution (Definition 2.1.1) that
u(t) = Ua (t, s)u0 for t ∈ [s, t2 ] and then Ua (t2 , t1 ) ◦ Ua (t1 , s)u0 = Ua (t2 , s)u0 .
As a consequence of Propositions 2.1.6 and 2.1.7 we obtain the following

cocycle equality.
PROPOSITION 2.1.8
Assume (A2-1) and (A2-2). Then for any a ∈ Y and s, t ∈ [0, ∞) we have
Ua·s (t, 0)Ua (s, 0) = Ua (s + t, 0). (2.1.13)
As the set Y is assumed to have the property that a ∈ Y and t ∈ R implies

a · t ∈ Y , the above results allow us to consider Ua (t, 0) for t > 0 instead of
Ua (t, s) for t > s.
A third assumption imposed on Y regards the continuous dependence of
solutions on parameters:
(A2-3) (Perturbation of coefficients) For any sequence (a(n) )∞
n=1 ⊂ Y
and any real sequence (tn )∞
n=1 with tn > 0, if
lim a(n) = a and lim tn = t > 0,

n→∞ n→∞
then for any u0 ∈ L2 (D), Ua(n) (tn , 0)u0 converges to Ua (t, 0)u0 in L2 (D).
We remark that (A2-3) is satisfied under some very general condition (see
Section 2.4).
2.2 Basic Properties of Weak Solutions

In this section, we present some basic properties about weak solutions. We
will assume (A2-1) and (A2-2) throughout this section and assume (A2-3) at
some places.
First of all, the linear operator Ua (t, 0) can be extended to Lp (D). Indeed,
we have:
PROPOSITION 2.2.1 (Extension in Lp )

Under the assumptions (A2-1) and (A2-2), for any 1 ≤ p ≤ ∞, any a ∈
Y and any t > 0 there exists an operator Ua,p (t, 0) ∈ L(Lp (D)) such that
Ua,p (t, 0)u0 = Ua (t, 0)u0 for all u0 ∈ L2 (D)∩Lp (D). Moreover, for 1 < p < ∞
and a ∈ Y the mapping [ [0, ∞) 3 t 7→ Ua,p (t, 0) ∈ Ls (Lp (D)) ] is continuous.
PROOF See [30, Theorem 5.1 and Corollary 5.3].
Ua,p (t, s), for s < t, is understood as Ua·s,p (t − s, 0). Further, Ua,p (s, s)u0 =
u0 . In the following we may write Ua (t, s) instead of Ua,p (t, s). We may also
write U (t, s) instead of Ua (t, s), if no confusion occurs.
The next proposition gives us Lp –Lq estimates of Ua (t, 0).
PROPOSITION 2.2.2 (Lp –Lq estimates)

Assume (A2-1) and (A2-2). Then there are constants M > 0 and γ > 0 such
that
N 1 1
kUa (t, 0)kLp (D),Lq (D) ≤ M t− 2 ( p − q ) eγt (2.2.1)
for a ∈ Y , 1 ≤ p ≤ q ≤ ∞, t > 0.
PROOF See [30, Corollary 7.2].
PROPOSITION 2.2.3 (Strong continuity in t)

Assume (A2-1) and (A2-2). For any 1 ≤ p < ∞ and any a ∈ Y , the mapping
[ (0, ∞) 3 t 7→ Ua,p (t, 0) ∈ Ls (Lp (D))] is continuous.
PROOF The continuity of [ (0, ∞) 3 t 7→ Ua,p (t, 0) ∈ Ls (Lp (D))] for

1 0, let δ > 0
be such that t − δ > 0. Then by Proposition 2.2.2, for any u0 ∈ L1 (D),
Ua,1 (δ, 0)u0 ∈ L2 (D). Hence Ua,1 (tn , 0)u0 = Ua·δ,1 (tn − δ, 0)Ua,1 (δ, 0)u0 =
Ua·δ,2 (tn − δ, 0)Ua,1 (δ, 0)u0 → Ua·δ,2 (t − δ, 0)Ua,1 (δ, 0)u0 = Ua,1 (t, 0)u0 .
PROPOSITION 2.2.4 (Local regularity)

Assume (A2-1) and (A2-2). Let 1 ≤ p ≤ ∞. Then for any 0 < t1 < t2 there
exists α ∈ (0, 1) such that for any a ∈ Y , any u0 ∈ Lp (D), and any compact
subset D0 ⊂ D the function [ [t1 , t2 ]×D0 3 (t, x) 7→ (Ua (t, 0)u0 )(x) ] belongs to
C α/2,α ([t1 , t2 ] × D0 ). Moreover, for fixed t1 , t2 , and D0 , the C α/2,α ([t1 , t2 ] ×
D0 )-norm of the above restriction is bounded above by a constant depending
on ku0 kp only.
PROOF It follows from Proposition 2.2.2 and from [70, Chapter III,
Theorem 10.1].
PROPOSITION 2.2.5 (Compactness)

Let (A2-1) through (A2-2) be satisfied and 1 ≤ p ≤ ∞, 1 ≤ q < ∞. Then for
any given 0 < t1 ≤ t2 , if E is a bounded subset of Lp (D) then { Ua (τ, 0)u0 :
a ∈ Y, τ ∈ [t1 , t2 ], u0 ∈ E } is relatively compact in Lq (D).
PROOF Let (τn )∞ n=1 ⊂ [t1 , t2 ], (a

(n) ∞
)n=1 ⊂ Y , and (un )∞
n=1 ⊂ E. From
Proposition 2.2.4 it follows that there are subsequences (a(nk ) )∞ ∞
k=1 , (τnk )k=1 ,
∞
and (unk )k=1 such that Ua(nk ) (τnk , 0)unk converges to some u∞ ∈ L∞ (D)
uniformly on compact subsets of D. This together with Proposition 2.2.2
implies that Ua(nk ) (τnk , 0)unk converges to u∞ in Lq (D) for any 1 ≤ q < ∞.
PROPOSITION 2.2.6 (Joint continuity in t and u0 )

Assume (A2-1) and (A2-2). Let 1 ≤ p ≤ q < ∞ and a ∈ Y . For any
real sequence (tn )∞ ∞
n=1 and any sequence (un )n=1 ⊂ Lp (D), if limn→∞ tn = t,
where t > 0, and limn→∞ un = u0 in Lp (D), then Ua (tn , 0)un converges in
Lq (D) to Ua (t, 0)u0 .
PROOF First observe that

kUa (tn , 0)un − Ua (t, 0)u0 kq ≤ kUa (tn , 0)un − Ua (tn , 0)u0 kq
+ kUa (tn , 0)u0 − Ua (t, 0)u0 kq .
Next, by Proposition 2.2.2,
−N 1 1
2 ( p − q ) γtn
kUa (tn , 0)un − Ua (tn , 0)u0 kq ≤ M tn e kun − u0 kp .
Hence kUa (tn , 0)un −Ua (tn , 0)u0 kq → 0 as n → ∞. Now, by Proposition 2.2.3,
kUa (tn , 0)u0 − Ua (t, 0)u0 kp → 0 as n → ∞. We deduce from Proposition 2.2.5
that also kUa (tn , 0)u0 − Ua (t, 0)u0 kq → 0. It then follows that
kUa (tn , 0)un − Ua (t, 0)u0 kq → 0 as n → ∞.
PROPOSITION 2.2.7 (Positivity)

Assume (A2-1) and (A2-2). Let 1 ≤ p ≤ ∞. For any u0 ∈ Lp (D)+ there
holds Ua (t, 0)u0 ∈ Lp (D)+ for all a ∈ Y and t ≥ 0.
PROOF For the case 1 < p < ∞, the proposition follows from [30,
Proposition 8.1]. The case p = ∞ then follows from the fact that L∞ (D)+ ⊂
Lp (D)+ for any 1 0 and n = 1, 2, . . . . For any given
+
t > 0, Ua (t, 0) ∈ L(L1 (D)), consequently kUa (t, 0)un − Ua (t, 0)u0 kL1 (D) → 0
as n → ∞ and there is subsequence (unk )∞ k=1 such that (Ua (t, 0)unk )(x) →
(Ua (t, 0)u0 )(x) as k → ∞ for a.e. x ∈ D. We then also have Ua (t, 0)u0 ∈
L1 (D)+ for t > 0.
In the following, B(x0 ; r) is defined by
B(x0 ; r) := { x ∈ RN : kx − x0 k ≤ r }.
PROPOSITION 2.2.8 (Interior Harnack inequality)

Assume (A2-1) and (A2-2). Let 1 ≤ p ≤ ∞.
(1) Given r > 0, there is Cr > 0 such that for any x0 ∈ D and t0 > 0
satisfying B(x0 ; 2r) ⊂ D and t0 − 2r2 > 0, and any a ∈ Y and u0 ∈
Lp (D) such that (Ua (t, 0)u0 )(x) is nonnegative in [t0 − 2r2 , t0 + 2r2 ] ×
B(x0 ; 2r), the following holds:
sup{ (Ua (t, 0)u0 )(x) : t ∈ [t0 −(29/16)r2 , t0 −(7/4)r2 ], x ∈ B(x0 ; r/4) }
≤ Cr ·inf{ (Ua (t, 0)u0 )(x) : t ∈ [t0 +(31/16)r2 , t0 +2r2 ], x ∈ B(x0 ; r/4) }.
(2) For any t0 > 0 there is δ0 = δ0 (t0 ), 0 < δ0 < 1, with the property that
for any 0 < δ < δ0 there is Cδ > 0 such that
(Ua (t, 0)u0 )(y) ≤ Cδ · (Ua (t + τ, 0)u0 )(x)
for any a ∈ Y , t ≥ δ 2 , δ 2 ≤ τ ≤ t0 , u0 ∈ Lp (D)+ , and any x, y ∈ Dδ :=

{ ξ ∈ D : d(ξ) > δ}, where d(ξ) denotes the distance of ξ ∈ D from the
boundary ∂D of D.
PROOF (1) First, (1) with p = 2 follows from [63, Theorem 1] (see also
[68], [73]). Next for any p ≥ 2, Lp (D) ⊂ L2 (D), hence (1) also holds. Now,
for 1 ≤ p < 2, Ua (t, 0)u0 = Ua·δ (t − δ, 0)Ua (δ, 0)u0 for any δ > 0. Note that
u1 = Ua (δ, 0)u0 ∈ L2 (D). Let δ > 0 be so small that t0 − δ − 2r2 > 0.
Then (Ua·δ (t, 0)u1 )(x) is nonnegative in [tδ − 2r2 , tδ + 2r2 ] × B(x0 ; 2r), where
tδ = t0 − δ. This implies that
sup { (Ua·δ (t, 0)u1 )(x) : t ∈ [tδ − (29/16)r2 , tδ − 47 r2 ], x ∈ B(x0 ; r/4) }

≤ Cr · inf { (Ua·δ (t, 0)u1 )(x) : [tδ + (31/16)r2 , tδ + 2r2 ], x ∈ B(x0 ; r/4) },
which is equivalent to the desired result.

(2) By Proposition 2.2.7, Ua (t, 0)u0 ≥ 0 for all t > 0. (2) then follows from
(1).
PROPOSITION 2.2.9 (Monotonicity on initial data)

Assume (A2-1) and (A2-2) and 1 ≤ p ≤ ∞. Let a ∈ Y , t > 0 and u1 , u2 ∈
Lp (D).
(1) If u1 ≤ u2 then Ua (t, 0)u1 ≤ Ua (t, 0)u2 .
(2) If u1 ≤ u2 , u1 6= u2 , then (Ua (t, 0)u1 )(x) < (Ua (t, 0)u2 )(x) for x ∈ D.
PROOF (1) By Proposition 2.2.7, Ua (t, 0)(u2 − u1 ) ≥ 0 for all t > 0. It

then follows that Ua (t, 0)u1 ≤ Ua (t, 0)u2 for all t > 0.
(2) Let u0 := u2 − u1 and ũ0 be given by
(
u0 (x) if 0 ≤ u0 (x) ≤ 1
ũ0 (x) :=
1 if u0 (x) > 1.
Then ũ0 ∈ L2 (D) and u0 ≥ ũ0 > 0. By Part (1), Ua (t, 0)u0 ≥ Ua (t, 0)ũ0 ≥ 0
for all t ≥ 0. We claim that there is δ 0 > 0 such that for any δ ∈ (0, δ 0 )
there is xδ ∈ Dδ with the property that (Ua (δ 2 , 0)ũ0 )(xδ ) > 0. Suppose not.
2 δn
Then there is a sequence δn & 0 such that U R a ((δn ) , 0)ũ0 ≡ 0 on D . Conse-
quently, for each compact subset K ⊂ D, K (Ua ((δnR)2 , 0)ũ0 )(x) dx converge
2
to 0 as n → ∞. It follows
R from Proposition 2.2.1 that K (Ua ((δn ) , 0)ũ0 )(x) dx
converge in L2 (D) to K ũ0 (x) dx, which gives ũ0 = 0. This is a contradiction.
p
Fix now t0 > 0 and x0 ∈ D. Take δ ∈ (0, min {δ0 (t0 ), d(x0 , ∂D), t0 /2, δ 0 }),
where δ0 (t0 ) is as in Proposition 2.2.8(2). We have thus δ 2 < t0 − δ 2 < t0 .
Take y ∈ Dδ such that (Ua (δ 2 , 0)ũ0 )(y) > 0. The interior Harnack inequality
(Proposition 2.2.8(2)) implies (Ua (t0 , 0)ũ0 )(x0 ) > 0, hence (Ua (t0 , 0)u0 )(x0 ) >
0 and then (Ua (t0 , 0)u1 )(x0 ) < (Ua (t0 , 0)u2 )(x0 ).
In view of the above proposition, we say that a (global) weak solution u of

(2.0.1)+(2.0.2) is a positive weak solution (on [s, ∞) × D) if u(t)(x) > 0 for
all t > s and all x ∈ D.
PROPOSITION 2.2.10 (Monotonicity on coefficients)

Let (A2-1) and (A2-2) be satisfied and 1 ≤ p ≤ ∞.
(1) Assume the Dirichlet boundary condition. Let a(k) , k = 1, 2, be such

(1) (2) (1) (2) (1) (2) (1) (2)
that aij = aij , ai = ai , bi = bi , but c0 ≤ c0 , where equalities
and inequalities are to be understood a.e. on R × D. Then
Ua(1) (t, 0)u0 ≤ Ua(2) (t, 0)u0
for any t > 0 and any u0 ∈ Lp (D)+ .
(2) Assume the Neumann or Robin boundary condition. Let a(k) , k = 1, 2,

(1) (2) (1) (2) (1) (2) (1) (2) (1)
be such that aij = aij , ai = ai , bi = bi , but c0 ≤ c0 , d0 ≥
(2)
d0 , where equalities and inequalities are to be understood a.e. on R × D
or a.e. on R × ∂D. Then
Ua(1) (t, 0)u0 ≤ Ua(2) (t, 0)u0
for any t > 0 and any u0 ∈ Lp (D)+ .

(1) (2) (1) (2) (1) (2)
(3) Let a(k) , k = 1, 2, be such that aij = aij , ai = ai , bi = bi ,
(1) (2) (1) (2)
c0 = c0 , but d0 ≥ 0, d0 = 0, where equalities and inequalities are
to be understood a.e. on R × D or a.e. on R × ∂D. Then
UaR(1) (t, 0)u0 ≤ UaN(2) (t, 0)u0
for any t > 0 and any u0 ∈ Lp (D)+ , where UaR (t, 0)u0 and UaN (t, 0)u0
denote the solutions of (2.0.1)a +(2.0.2)a with Robin and Neumann bound-
ary conditions, respectively.
(1) (2) (1) (2) (1) (2)
(4) Let a(k) , k = 1, 2, be such that aij = aij , ai = ai , bi = bi ,
(1) (2) (2)
c0 = c0 , but d0 ≥ 0, where equalities and inequalities are to be
understood a.e. on R × D or a.e. on R × ∂D. Then
UaD(1) (t, 0)u0 ≤ UaR(2) (t, 0)u0
for any t > 0 and any u0 ∈ Lp (D)+ , where UaD (t, 0)u0 and UaR (t, 0)u0
denote the solutions of (2.0.1)a +(2.0.2)a with Dirichlet and Robin bound-
ary conditions, respectively.
PROOF First of all, note that we only need to prove the proposition in
the case that u0 ∈ L2 (D)+ . In fact, if u0 ∈ Lp (D)+ with p > 2, we have
u0 ∈ L2 (D)+ . If u0 ∈ Lp (D)+ with 1 ≤ p < 2, there are un ∈ L2 (D)+
such that kun − u0 kp → 0 as n → ∞. For any given a ∈ Y and t > 0,
Ua (t, 0) ∈ L(Lp (D)). Hence Ua (t, 0)un → Ua (t, 0)u0 in Lp (D) as n → ∞ and
then there is a subsequence nk such that (Ua (t, 0)unk )(x) → (Ua (t, 0)u0 )(x)
for a.e. x ∈ D. Therefore we only need to prove the case that u0 ∈ L2 (D)+ .
In the rest of the proof, we assume u0 ∈ L2 (D)+ .
(1) follows from the arguments of [30, Proposition 8.1]. For completeness,
we provide a proof here.
Let u0 ∈ L2 (D)+ and v(t) := Ua(2) (t, 0)u0 − Ua(1) (t, 0)u0 . It follows from
Proposition 2.1.3 that v(t) satisfies
Z t Z t
− ˙ )i dτ +
hv(τ ), ṽ(τ Ba(2) (τ, v(τ ), ṽ(τ )) dτ
0 0
Z t
(2) (1)
− h(c0 (τ, ·) − c0 (τ, ·))(Ua(1) (τ, 0)u0 ), ṽ(τ )i dτ + hv(t), ṽ(t)i = 0
0
for any ṽ ∈ W (0, t; V, V ∗ ). Here and in the following, V = W̊21 (D).

Put
N
X N
(2) 1/2 X (2) 1/2 (2)
δ0 := (α0 )−1 kai k2∞ + kbi k2∞ + k(c0 )− k∞ ,
i=1 i=1
(2) (2)
where (c0 )− is the negative part of c0 and k·k∞ denotes the L∞ (R × D)-
norm. Let w(t) := e−δ0 t v(t) and w− (t) be the negative part of w(t).
Note that D([0, t]; V ) is dense in W (0, t; V, V ∗ ) (see [36, Lemma 1 in Sec-
tion XVIII.1.2]). Choose (wm )∞ m=1 ⊂ D([0, t], V ) such that wm → w in the
W (0, t; V, V ∗ )-norm. By Lemma 2.1.3, wm , w ∈ L2 ((0, t) × D) and hence
kwm − wkL2 ((0,t)×D) → 0 as m → ∞. Without loss of generality, we may then
assume that wm (τ, x) → w(τ, x) as m → ∞ for a.e. (τ, x) ∈ (0, t) × D.
For a given > 0 let f : R → R be defined by
(
(ξ 2 + 2 )1/2 − if ξ < 0
f (ξ) := (2.2.2)
0 if ξ ≥ 0.
0
Observe that f ∈ C 1 (R) and f (ξ) is bounded in ξ ∈ R.
For τ ∈ [0, t] we define
f (wm )(τ )(x) := f (wm (τ )(x)), f (w)(τ )(x) := f (w(τ )(x)),

f0 (wm )(τ )(x) := f0 (wm (τ )(x)), f0 (w)(τ )(x) := f0 (w(τ )(x))
for a.e. x ∈ D. Then the function [ [0, t] 3 τ 7→ f (wm )(τ ) ∈ V ] is in

d
L2 ((0, t), V ) and the function [ [0, t] 3 τ 7→ dτ f (wm )(τ ) ∈ L2 (D) ] is in
L2 ((0, t), L2 (D)), and, moreover, there holds
Z tD Z tZ
d E dwm
w(τ ), f (wm )(τ ) dτ = w(τ )(x)f0 (wm )(τ )(x) (τ )(x) dx dτ.
0 dτ 0 D dt
Then we have f (wm ) ∈ W (0, t; V, V ∗ ), and

Z tZ
dwm
− w(τ )(x)f0 (wm )(τ )(x) (τ )(x) dx dτ
0 D dt
Z t
+ Ba(2) (τ, w(τ ), f (wm )(τ )) + δ0 hw(τ ), f (wm )(τ )i dτ
0
Z t
(2) (1)
− h(c0 (τ, ·) − c0 (τ, ·))(Ua(1) (τ, 0)u0 ), f (wm )(τ ))i dτ
0
+ hw(t), f (wm )(t)i − hw(0), f (wm )(0)i = 0.
Let g : R → R be given by
ξ2
(
if ξ < 0
g (ξ) := ξf0 (ξ) = (ξ 2 +2 )1/2
0 if ξ ≥ 0.
It is not difficult to see that g and g0 are continuous and |g (ξ)| ≤ |ξ| and
|g0 (ξ)| is bounded in ξ ∈ R. This implies that g (wm )(·) := wm (·)f0 (wm )(·),
g (w)(·) := w(·)f0 (w)(·) ∈ L2 ((0, t), V ). Moreover, by wm (τ, x) → w(τ, x) as
m → ∞ for a.e. (τ, x) ∈ (0, t) × D, we have wm f0 (wm ) → wf0 (w) as m → ∞
in L2 ((0, t), V ). This together with the fact that dw dw
dt → dt as m → ∞ in
m
∗
L2 ((0, t), V ) implies
Z tZ
dwm
wm (τ )(x)f0 (wm )(τ )(x) (τ )(x) dx dτ
0 D dt
Z tD
dw E
→ w(τ )f0 (w)(τ ), (τ ) dτ as m → ∞.
0 dt
Observe that
Z t Z dwm
w(τ )(x)f0 (wm )(τ )(x) (τ )(x) dx dτ

dt

0 D
Z tZ
dwm
− wm (τ )f0 (wm )(τ ) (τ ) dx dτ

0 D dt
Z t Z 1/2 Z t Z dw
m 2
1/2
≤ |w(τ ) − wm (τ )|2 dx dτ (τ ) dx dτ
dt

0 D 0 D
→0
as m → ∞. We therefore have
Z tZ
dwm
w(τ )(x)f0 (wm )(τ )(x) (τ )(x) dx dτ
0 D dt
Z tD
dw E
→ w(τ )f0 (w)(τ ), (τ ) dτ
0 dt
as m → ∞ and then
Z tD
dw E
− (wf0 (w))(τ ), (τ ) dτ
0 dt
Z t
+ Ba(2) (τ, w(τ ), f (w)(τ )) + δ0 hw(τ ), f (w)(τ )i dτ
0
Z t
(2) (1)
− h(c0 (τ, ·) − c0 (τ, ·))(Ua(1) (τ, 0)u0 ), f (w)(τ )i dτ
0
+ hw(t), f (w)(t)i − hw(0), f (w)(0)i = 0.
Note that wf0 (w) → w− in L2 ((0, t), V ) as → 0. This together with

f (w) → w− in L2 ((0, t), V ) as → 0 implies that

Z tD
dw E
− w− (τ ), (τ ) dτ
0 dt
Z t
+ Ba(2) (τ, w(τ ), w− (τ )) + δ0 hw(τ ), w− (τ )i dτ
0
Z t
(2) (1)
− hc0 (τ, ·) − c0 (τ, ·))(Ua(1) (τ, 0)u0 ), w− (τ )i dτ
0
+ hw(t), w− (t)i − hw(0), w− (0)i = 0.
By [30, Lemma 3.3], there holds

Z tD
1 − dw E
kw (t)k2 − kw− (0)k2 = − w− (τ ), (τ ) dτ.
2 0 dt
We then have
Z t
kw− (t)k2 = kw− (0)k2 − 2 Ba(2) (τ, w− (τ ), w− (τ )) + δ0 kw− (τ )k2 dτ
0
Z t
(2) (1)
−2 hc0 (τ, ·) − c0 (τ, ·))(Ua(1) (τ, 0)u0 ), w− (τ )i dτ.
0
(2) (1) R t (2) (1)

As c0 ≥ c0 , 0 hc0 (τ, ·) − c0 (τ, ·))(Ua(1) (τ, 0)u0 ), w− (τ )i dτ ≥ 0. By [30,
Rt
Lemma 3.1], 0 Ba (τ, w− (τ ), w− (τ )) + δ0 kw− (τ k2 dτ ≥ 0. We then have

kw− (t)k ≤ kw− (0)k. But w− (0) = 0. Hence w− (t) = 0. It then follows that
w(t) ≥ 0 and then v(t) ≥ 0, that is, Ua(2) (t, 0)u0 ≥ Ua(1) (t, 0)u0 .
(2) and (3) can be proved by the arguments similar to those in (1).
(2,n) (2)
(4) First of all, let d0 (t, x) := d0 (t, x) + n for n = 1, 2, . . . . Then
(2,n) ∞
(d0 )n=1 ⊂ L∞ (R × ∂D, R) and
(2) (2,1) (2,2) (2,n)
d0 (t, x) ≤ d0 (t, x) ≤ d0 (t, x) ≤ · · · ≤ d0 (t, x) ≤ · · ·
for a.e. (t, x) ∈ R × ∂D. Let

(2) (2) (2) (2) (2,n)
a(2,n) := (aij , ai , bi , c0 , d0 )
for n = 1, 2, . . . . Then by (2) we have
UaR(2,1) (t, 0)u0 ≥ UaR(2,2) (t, 0)u0 ≥ · · · ≥ UaR(2,n) (t, 0)u0 ≥ · · · ≥ 0, (2.2.3)
hence
kUaR(2,n) (t, 0)u0 k ≤ kUaR(2) (t, 0)u0 k (2.2.4)
for n = 1, 2, . . . .
Let un (·) := UaR(2,n) (·, 0)u0 . By [30, Lemma 3.1],

Z t
α0 k∇un (τ )k2 dτ
0
Z t Z t
≤2 Ba0(2,n) (τ, un (τ ), un (τ )) dτ + 2δ0 kun (τ )k2 dτ
0 0
for n = 1, 2, . . . , where α0 is as in (2.1.1),
Ba0(2,n) (τ, un (τ ), un (τ )) := Ba(2,n) (τ, un (τ ), un (τ ))

Z
(2,n)
− d0 (τ, x)(un (τ )(x))2 dHN −1 ,
∂D
and
N
X N
−1 (2) 2 1/2
X (2) 1/2 (2)
δ0 := (α0 ) kai k∞ + kbi k2∞ + k(c0 )− k∞ .
i=1 i=1
(2,n)
Since d0 ≥ 0, we have
Ba0(2,n) (τ, un (τ ), un (τ )) ≤ Ba(2,n) (τ, un (τ ), un (τ )).
Hence
Z t Z t Z t
2
α0 k∇un (τ )k dτ ≤ 2 Ba(2,n) (τ, un (τ ), un (τ )) dτ + 2δ0 kun (τ )k2 dτ.
0 0 0
Because un is a weak solution, we obtain with the help of (2.1.10) that

Z t Z t
2 2 2
α0 k∇un (τ )k dτ ≤ −kun (t)k + ku0 k + 2δ0 kun (τ )k2 dτ. (2.2.5)
0 0
Rt
By (2.2.4), 0 k∇un (τ )k2 dτ is bounded uniformly in n ∈ N. Hence { un |[0,t] :
n ∈ N } is bounded in L2 ((0, t), W21 (D)). This makes sure that (un |[0,t] )
has a subsequence (denoted again by (un |[0,t] )) that converges weakly in
L2 ((0, t), W21 (D)) to some u(·).
Next, we show that u(τ ) ∈ W̊21 (D) for a.e. τ ∈ [0, t]. Note that, by Propo-
sition 2.1.4,
Z t 1
Ba(2,n) (τ, un (τ ), un (τ )) dτ ≤ (kun (t)k2 + kun (0)k2 )

2

0
and, by Lemma 2.1.4(ii),

Z t Z t
Ba0(2,n) (τ, un (τ ), un (τ )) dτ ≤ M0 kun (τ )k2W 1 (D) dτ.

2
0 0
Hence
Z tZ
n (un (τ )(x))2 dHN −1 dτ
0 ∂D
Z tZ
(2,n)
≤ (τ, x)(un (τ )(x))2 dHN −1 dτ
d0
0 ∂D
Z t Z t
= Ba(2,n) (τ, un (τ ), un (τ )) dτ − Ba0(2,n) (τ, un (τ ), un (τ )) dτ
0 0
Z t
1
≤ (kun (t)k2 + kun (0)k2 ) + M0 kun (τ )k2W 1 (D) dτ
2 0
2
Rt
for each n ∈ N. But 21 (kun (t)k2 + kun (0)k2 ) + M0 0 kun (τ )k2W 1 (D) dτ is
2
bounded uniformly in n ∈ N, by (2.2.4) and (2.2.5). We then must have
Z tZ
(un (τ )(x))2 dHN −1 dτ → 0
0 ∂D
as n → ∞, consequently
Z tZ
un (τ )(x) dHN −1 dτ → 0
0 ∂D
as n → ∞. Observe that
Z tZ
hun , 1iL2 ((0,t),W21 (D)) = un (τ )(x) dHN −1 dτ.
0 ∂D
As un converge weakly in L2 ((0, t), W21 (D)) to u, we have

Z tZ
u(τ )(x) dHN −1 dτ = 0.
0 ∂D
Further, since u(τ ) is nonnegative, its trace u(τ )|∂D is nonnegative for a.e.
τ ∈ [0, t]. Therefore, u(τ )|∂D = 0 for a.e. τ ∈ [0, t]. By Lemma 2.1.1, we have
u(τ ) ∈ W̊21 (D) for a.e. τ ∈ [0, t].
We now prove that u(t) = UaD(1) (t, 0)u0 . Note that for any n ∈ N and for
any v ∈ W (0, t; V, V ∗ ),
Z t Z t
− hun (τ ), v̇(τ )i dτ + Ba0(2) (τ, un (τ ), v(τ )) dτ
0 0
Z tZ
(2,n)
+ d0 (τ, x)(un (τ )v(τ ))(x) dHN −1 dτ + hun (t), v(t)i − hu0 , v(0)i
0 ∂D
Z t Z t
=− hun (τ ), v̇(τ )i dτ + Ba(1) (τ, un (τ ), v(τ )) dτ
0 0
+ hun (t), v(t)i − hu0 , v(0)i = 0,
where V = W̊21 (D). Letting n → ∞ and using again the fact that un converge
weakly in L2 ((0, t), W21 (D)) to u, we have
Z t Z t
− hu(τ ), v̇(τ )i dτ + Ba(1) (τ, u(τ ), v(τ )) dτ + hu(t), v(t)i − hu0 , v(0)i = 0
0 0
for any v ∈ W (0, t; V, V ∗ ). This means that u(t) = UaD(1) (t, 0)u0 (see Proposi-
tion 2.1.3).
Finally, by (2.2.3), we have
UaD(1) (t, 0)u0 = u(t) ≤ UaR(2) (t, 0)u0
for t ≥ 0. (4) is thus proved.
PROPOSITION 2.2.11 (Joint measurability)

For any a ∈ Y , u0 ∈ L2 (D), and T > 0, u(·, ·) ∈ W20,1 ((0, T ) × D), where
u(t, x) := (Ua (t, 0)u0 )(x).
PROOF First of all, by Lemma 2.1.3, [ (0, ∞) × D 3 (t, x) 7→ u(t, x) ∈ R ]

is measurable and for any T > 0, u ∈ L2 ((0, T ) × D).
Next we prove that u ∈ W20,1 ((0, T ) × D). By the fact that [ (0, T ) 3
t 7→ u(t, ·) ] ∈ L2 ((0, T ), V ) and Lemma 1.2.3, there are simple functions
φn ∈ L2 ((0, T ), V ) such that
kφ1 kL2 ((0,T ),V ) ≤ kφ2 kL2 ((0,T ),V ) ≤ . . . ,
kφn kL2 ((0,T ),V ) → kukL2 ((0,T ),V ) , and φn (t) → u(t, ·) in V as n → ∞ for a.e.
t ∈ (0, T ). Let φ̃n (t, x) := (φn (t))(x), t ∈ (0, T ), x ∈ D. It is clear that φ̃n ∈
W20,1 ((0, T ) × D) and kφ̃n kW 0,1 ((0,T )×D) = kφn kL2 ((0,T ),V ) ≤ kukL2 ((0,T ),V ) .
2
Hence, without loss of generality, we may assume that φ̃n weakly converges
to φ̃ in W20,1 ((0, T ) × D). Therefore, for any ψ ∈ D((0, T ) × D), we have
Z Z
φ̃n (t, x)ψ(t, x) dt dx → φ̃(t, x)ψ(t, x) dt dx.
(0,T )×D (0,T )×D
But
Z Z T Z
φ̃n (t, x)ψ(t, x) dt dx = φ̃n (t, x)ψ(t, x) dx dt
(0,T )×D 0 D
Z T Z Z
→ u(t, x)ψ(t, x) dx dt = u(t, x)ψ(t, x) dt dx.
0 D (0,T )×D
It then follows that u(t, x) = φ̃(t, x) for a.e. (t, x) ∈ (0, T ) × D, hence u ∈
W20,1 ((0, T ) × D).
We proceed now to investigate consequences of (A2-3).

As the mapping [ Y × R 3 (a, t) 7→ a · t ∈ Y ] is continuous, we have,
in the light of Propositions 2.1.6 through 2.1.8, the following consequence of
Proposition 2.2.6.
PROPOSITION 2.2.12
Let (A2-1)–(A2-3) be satisfied. For any sequence (a(n) )∞
n=1 ⊂ Y , any real
sequences (sn )∞
n=1 and (t ) ∞
n n=1 , sn < tn , if
lim a(n) = a, lim sn = s, lim tn = t, where s < t,

n→∞ n→∞ n→∞
then for any u0 ∈ L2 (D), Ua(n) (tn , sn )u0 converges to Ua (t, s)u0 in L2 (D).
The next result is much more important.
PROPOSITION 2.2.13 (Joint continuity in t, u0 , and a)

Assume (A2-1) through (A2-3). For any sequence (a(n) )∞ n=1 ⊂ Y , any real
sequence (tn )∞
n=1 , and any sequence (u )∞
n n=1 ⊂ Lp (D) (2 ≤ p < ∞), if
limn→∞ a(n) = a, limn→∞ tn = t, where t > 0, and limn→∞ un = u0 in
Lp (D), then Ua(n) (tn , 0)un converges in Lp (D) to Ua (t, 0)u0 .
PROOF Since Lp (D) ,→ L2 (D) for 2 ≤ p < ∞, we assume limn→∞ un =

u0 in L2 (D). Put K := sup {kUa(n) (tn , 0)k : n ∈ N }. By Proposition 2.2.2,
K < ∞. There holds
kUa(n) (tn , 0)un − Ua (t, 0)u0 k

≤ kUa(n) (tn , 0)un − Ua(n) (tn , 0)u0 k + kUa(n) (tn , 0)u0 − Ua (t, 0)u0 k.
The first term on the right-hand side is bounded by Kkun − u0 k, hence it

converges to 0, and the second one converges to 0 by virtue of (A2-3). We
deduce from Proposition 2.2.5 that Ua(n) (tn , 0)un converges to Ua (t, 0)u0 in
Lp (D), too.
We put
Π(t; u0 , a) = Πt (u0 , a) := (Ua (t, 0)u0 , a · t) (2.2.6)
for t ≥ 0, a ∈ Y and u0 ∈ L2 (D).
Proposition 2.2.13, Lemma 2.1.2 and (2.1.13) guarantee that the mapping
Π = {Πt }t≥0 so defined is a topological linear skew-product semiflow on the
product Banach bundle L2 (D) × Y covering the topological (semi)flow σ =
{σt }t∈Z , σt a = a · t.
We shall refer to Π defined by (2.2.6) as the (topological ) linear skew-product
semiflow on L2 (D) × Y generated by (2.0.1)+(2.0.1).
By Proposition 2.2.9(2), the solution operator Ua (t, 0) (a ∈ Y , t > 0) has the

property that, for any u1 , u2 with u1 < u2 there holds Ua (t, 0)u1 < Ua (t, 0)u2 .
By adjusting the terminology used for semiflows on ordered metric spaces (see,
e.g., [57]) to skew-product semiflows with ordered fibers we can say that the
(topological) linear skew-product semiflow Π is strictly monotone.
2.3 The Adjoint Problem

We consider in this section the adjoint problem of (2.0.1)+(2.0.2), i.e., the
backward parabolic equation
N N
∂u X ∂ X ∂u
− = aji (t, x) − bi (t, x)u
∂t i=1
∂xi j=1 ∂xj
N
X ∂u
− ai (t, x) + c0 (t, x)u, t < s, x ∈ D, (2.3.1)
i=1
∂xi
where s ∈ R is a final time, complemented with the boundary conditions:
Ba∗ (t)u = 0, t < s, x ∈ ∂D, (2.3.2)
where Ba∗ (t)u = Ba∗ (t)u with a∗ := ((aji )N N N

i,j=1 , −(bi )i=1 , −(ai )i=1 , c0 , a0 ) and
Ba∗ (t) is as in (2.0.3) with a being replaced by a∗ .
Denote Ua∗ (t, s) (t ≤ s) to be the (weak) solution operator of (2.3.1)+(2.3.2)
(the weak solution of (2.3.1)+(2.3.2) is defined in a way similar to the weak
solution of (2.0.1)+(2.0.2), see Definition 2.1.1).
Let Ũa (t, s) (t ≥ s) be the (weak) solution operator of
N N
∂u X ∂ X ∂u
= aji (−t, x) − bi (−t, x)u
∂t i=1
∂xi j=1 ∂xj
N
X ∂u
− ai (−t, x) + c0 (−t, x)u, t > s, x ∈ D, (2.3.3)
i=1
∂xi
where s ∈ R is an initial time, complemented with the boundary conditions:
B̃a∗ (t)u = 0, t > s, x ∈ ∂D, (2.3.4)
where B̃a∗ (t)u = Bã∗ (t)u with ã∗ (t, x) := a∗ (−t, x) and Bã∗ (t) is as in (2.0.3)
with a being replaced by ã∗ .
Then we have
Ua∗ (t, s) = Ũa (−t, −s) (t ≤ s).
For a ∈ Y denote by B̃a = B̃a (t, ·, ·) the bilinear form on V associated with
a,
B̃a (t, u, v) := Bã∗ (t, u, v) (2.3.5)
∗
where Bã∗ (t, u, v) is as in (2.1.4) with a being replaced by ã in the Dirichlet
and Neumann boundary condition cases, and Bã∗ (t, u, v) is as in (2.1.5) with
a being replaced by ã∗ in the Robin boundary condition case. Similarly to
Proposition 2.1.3, we have
PROPOSITION 2.3.1
Assume (A2-1). Let u ∈ L2 ((s, t), V ). u is a weak solution of (2.3.3)+(2.3.4)
on [s, t] × D (t > s) with u(s) = u0 if and only if u ∈ W (s, t; V, V ∗ ) and for
any v ∈ W (s, t; V, V ∗ ),
Z t Z t
− hu(τ ), v̇(τ )i dτ + B̃a (τ, u(τ ), v(τ )) dτ
s s
+ hu(t), v(t)i − hu0 , v(s)i = 0. (2.3.6)
PROPOSITION 2.3.2
Assume (A2-1), (A2-2). If u and v are solutions of (2.0.1)+(2.0.2) and of
(2.3.1)+(2.3.2) on [s, t] × D, respectively, then hu(τ ), v(τ )i is independent of
τ for τ ∈ [s, t].
PROOF First note that v(τ ) = Ua∗ (τ, t)(v(t)) = Ũa (−τ, −t)(v(t)) for
s ≤ τ ≤ t.
For any s ≤ τ ≤ t, by Proposition 2.1.3,
Z τ Z τ
hu(r), v̇(r)i dr = Ba (r, u(r), v(r)) dr
s s
+ hu(τ ), v(τ )i − hu(s), v(s)i. (2.3.7)
By Proposition 2.3.1, we have

Z τ
hv(r), u̇(r)i dr
s
Z −s
= hŨ (r, −τ )v(τ ), u̇(−r)i dr
−τ
Z −s
=− B̃a (r, Ũ (r, −τ )v(τ ), u(−r)) dr − hv(τ ), u(τ )i + hv(s), u(s)i
−τ
Z τ
=− B̃a (−r, Ũ (−r, −τ )v(τ ), u(r)) dr − hv(τ ), u(τ )i + hv(s), u(s)i
Zs τ
=− B̃a (−r, v(r), u(r)) dr − hu(τ ), v(τ )i + hu(s), v(s)i. (2.3.8)
s
Note that
Z τ Z τ
Ba (r, u(r), v(r)) dr − B̃a (−r, v(r), u(r)) dr = 0
s s
for any s ≤ τ ≤ t. It then follows that

Z τ Z τ
hv(r), u̇(r)i dr + hu(r), v̇(r)i dr = 0
s s
for s ≤ τ ≤ t. As both u and v are in W (s, t; V, V ∗ ), by [36, Section XVIII.1.2,

Theorem 2] we have
hu(τ ), v(τ )i = hu(s), v(s)i
for any s ≤ τ ≤ t, so hu(τ ), v(τ )i is independent of τ .
PROPOSITION 2.3.3
Assume (A2-1) and (A2-2).
(Ua (t, s))∗ = Ua∗ (s, t) for any a ∈ Y and any s < t.
PROOF First, recall that the dual (Ua (t, s))∗ (a ∈ Y , s < t) of the linear
operator Ua (t, s) is defined by
hu0 , (Ua (t, s))∗ v0 i = hUa (t, s)u0 , v0 i, u0 , v0 ∈ L2 (D).
By Proposition 2.3.2,
hu(t), v(t)i = hu(s), v(s)i
where u and v are solutions of (2.0.1)+(2.0.2) and of (2.3.1)+(2.3.2) on [s, t]×
D, respectively. Let u(·) := Ua (·, s)u0 and v(·) := Ua∗ (·, t)v0 . Then u(s) = u0 ,
v(t) = v0 , and
hUa (t, s)u0 , v0 i = hu(t), v(t)i = hu(s), v(s)i = hu0 , Ua∗ (s, t)v0 i
for any u0 , v0 ∈ L2 (D). Consequently,
(Ua (t, s))∗ = Ua∗ (s, t) for any a ∈ Y and any s < t.
Observe that if (2.0.1)+(2.0.2) satisfies (A2-3), then (2.3.1)+(2.3.2) also

satisfies (A2-3). In fact, let (a(n) )∞ ∞
n=1 ⊂ Y and (tn )n=1 ⊂ R be such that
(n)
a → a and tn → t > 0 as n → ∞. Then for any v ∈ L2 (D), Ua(n) (tn , 0)v →
Ua (t, 0)v in L2 (D) as n → ∞. Now for any u0 ∈ L2 (D) and any v ∈ L2 (D),
hv, Ua∗(n) (0, −tn )u0 i = hu0 , Ua(n) (tn , 0)vi

→ hu0 , Ua (t, 0)vi = hv, Ua∗ (0, −t)u0 i
as n → ∞. Therefore Ua∗(n) (0, −tn )u0 → Ua∗ (0, −t)u0 weakly in L2 (D). By
Proposition 2.2.5 and Ua∗ (t, s) = Ũa (−t, −s) for any a ∈ Y and t < s, without
loss of generality, we may assume that Ua∗(n) (0, −tn ) → u∗ in L2 (D). We
then have Ua∗ (0, −t)u0 = u∗ and Ua∗(n) (0, −tn )u0 → Ua∗ (0, −t)u0 in L2 (D).
Hence having constructed a topological linear skew-product semiflow Π on the
Banach bundle L2 (D) × Y , we have the dual topological linear skew-product
semiflow Π∗ = {Π∗t }t≥0 , defined by the formula:
Π∗ (t, v0 , a) = Π∗t (v0 , a) := ((Ua·(−t) (t, 0))∗ v0 , a·(−t)) = (Ua∗ (−t, 0)v0 , a·(−t)),
where t ≥ 0, a ∈ Y , and v0 ∈ L2 (D).
2.4 Perturbation of Coefficients

In this section we discuss the satisfaction of the assumptions (A2-1)–(A2-3)
presented in the previous sections.
Consider (2.0.1)+(2.0.2). We first note that (A2-1) is a natural uniform el-
lipticity assumption and (A2-2) is a regularity condition of the domain D. We
therefore assume throughout this section that (2.0.1)+(2.0.2) satisfies (A2-1)
and (A2-2), and focus on the investigation on (A2-3) (perturbation property).
In this section we make also another standing assumption:
(A2-4) (Convergence almost everywhere)
In the Dirichlet or Neumann case:
(n) (n)
For any sequence (a(n) ) converging in Y to a we have that aij → aij , ai →
(n)
ai , bi → bi pointwise a.e. on R × D.
In the Robin case:
(n) (n)
For any sequence (a(n) ) converging in Y to a we have that aij → aij , ai →
(n) (n)
ai , bi → bi pointwise a.e. on R×D, and d0 → d0 pointwise a.e. on R×∂D.
THEOREM 2.4.1
Consider (2.0.1)+(2.0.2). Let V be as in (2.1.2). Let u0 ∈ L2 (D) and a(n)
be as in (A2-4). Then for each t > 0 the following holds:
(1) The restrictions Ua(n) (·, 0)u0 |[0,t] converge weakly in L2 ((0, T ), V ) to
Ua (·, 0)u0 |[0,t] .
(2) The functions [ [0, t] × D 3 (τ, x) 7→ (Ua(n) (τ, 0)u0 )(x) ] converge in the
L2 ((0, t) × D)-norm to [ [0, t] × D 3 (τ, x) 7→ (Ua (τ, 0)u0 )(x) ].
(3) For any 0 < t0 < t, the restrictions Ua(n) (·, 0)u0 |[t0 ,t] converge in the
C([t0 , t], L2 (D))-norm to Ua (·, 0)u0 |[t0 ,t] .
PROOF We prove the theorem only for the Neumann or Robin bound-
ary cases (V = W21 (D) in these cases), the proof of the theorem for the
Dirichlet case being similar, but simpler (cf. [30, Lemma 8.4]). Put un (·) :=
Ua(n) (·, 0)u0 . First, by [30, Lemma 3.1],
Z t Z t Z t
α0 k∇un k2 dτ ≤ 2 Ba0(n) (τ, un (τ ), un (τ )) dτ + 2δ0 kun (τ )k2 dτ,
0 0 0
where α0 is as in (2.1.1),
Z
(n)
Ba0(n) (τ, un (τ ), un (τ )) := Ba(n) (τ, un (τ ), un (τ ))− d0 un (τ )un (τ ) dHN −1 ,
∂Dn
and
N N
X (n) 1/2 X (n) 1/2 (n)
δ0 := (α0 )−1 sup kai k2∞ kbi k2∞

+ sup + sup kc0 k∞ ,
n∈N i=1 n∈N i=1 n∈N
(n)
where k·k∞ denotes the L∞ (R × D)-norm. Since d0 ≥ 0, we have
Ba0(n) (τ, un (τ ), un (τ )) ≤ Ba(n) (τ, un (τ ), un (τ )).
Hence
Z t Z t Z t
α0 k∇un k2 dτ ≤ 2 Ba(n) (τ, un (τ ), un (τ )) dτ + 2δ0 kun (τ )k2 dτ.
0 0 0
Since un is a weak solution of (2.0.1)+(2.0.2), we obtain with the help of (2.1.10)

that Z t Z t
α0 k∇un k2 dτ ≤ ku0 k2 − kun (t)k2 + 2δ0 kun (τ )k2 dτ.
0 0
Rt 2
Note that by Proposition 2.2.2 0 kun (τ )k dτ is bounded uniformly in n ∈ N.
Hence { un |[0,t] : n ∈ N } is bounded in L2 ((0, t), W21 (D)). This makes sure
that (un |[0,t] ) has a subsequence (denoted again by (un |[0,t] )) that converges
weakly in L2 ((0, t), W21 (D)) to some u(·). By Proposition 2.2.11, un (t, x) is
integrable on [0, t]×D. It therefore follows that [ (0, t)×D 3 (τ, x) 7→ un (τ, x) ]
converge weakly in L2 ((0, t) × D) to [ (0, t) × D 3 (τ, x) 7→ u(τ, x) ], where we
write u(τ, x) = u(τ )(x).
An application of Proposition 2.2.4 allows us, after possibly taking a subse-
quence, to conclude that there exists a continuous function v : (0, t) × D → R
such that for any 0 < t0 < t and any compact D0 ⊂ D the functions [ [t0 , t] ×
D0 3 (τ, x) 7→ un (τ, x) ] converge uniformly to the restriction v|[t0 ,t]×D0 .
Fix for the moment 0 < t0 < t. From the L2 –L∞ estimates in Propo-
sition 2.2.2 it follows that there is M0 > 0 such that kun (τ )k∞ ≤ M0 for
each τ ∈ [t0 , t] and each n ∈ N. As a consequence, kv(τ, ·)k∞ ≤ M0 for each
τ ∈ [t0 , t] (here again k·k∞ means the L∞ (D)-norm). Take > 0. Let D0 ⊂ D
be a compact set with |D \ D0 | < /8M02 . Consequently,
Z
|un (τ, x) − v(τ, x)|2 dx < /2
D\D0
for any t0 ≤ τ ≤ t and any n ∈ N. Now we take n0 ∈ N so large that

Z
|un (τ, x) − v(τ, x)|2 dx < /2
D0
for any t ≤ τ ≤ t and any n > n0 . Therefore it follows that un |[t0 ,t] (∈
C([t0 , t], L2 (D))) converge uniformly, as functions from [t0 , t] into L2 (D), to
[ [t0 , t] 3 τ → v(τ, ·) ∈ L2 (D) ] (which belongs to C([t0 , t], L2 (D))).
By the L2 –L2 estimates in Proposition 2.2.2, there exists M1 > 0 such
that kun (τ )k ≤ M1 for any n ∈ N and any τ ∈ [0, t]. Let > 0, and take
0 < t0 < min{/(8M12 ), t}. One has
Z t0 Z

|un (τ, x) − v(τ, x)|2 dx dτ < .
0 D 2
By the previous paragraph, there exists n1 ∈ N such that

Z tZ

|un (τ, x) − v(τ, x)|2 dx dτ <
t0 D 2
for all n > n1 . Therefore the functions [ (0, t) × D 3 (τ, x) 7→ un (τ )(x) ]

converge in the L2 ((0, t)×D)-norm, hence weakly, to v. Consequently, u(τ ) =
v(τ, ·) for each τ ∈ (0, t].
To conclude the proof it suffices to show that u(τ ) = Ua (τ, 0)u0 for any
τ ∈ (0, t]. For any v ∈ W21 (D) and any ψ ∈ D([0, t)),
Z t Z t
− hun (τ ), viψ̇(τ ) dτ + Ba(n) (τ, un (τ ), v)ψ(τ ) dτ − hu0 , viψ(0) = 0.
0 0
Observe that
Z t Z t Z
hun (τ ), viψ̇(τ ) dτ = un (τ, x)v(x) dx ψ̇(τ ) dτ.
0 0 D
Hence
Z t Z t Z Z t
hun (τ ), viψ̇(τ ) dτ → u(t, x)v(x) dx ψ̇(τ ) dτ = hu(τ ), viψ̇(τ ) dτ.
0 0 D 0
Observe also that

Z t Z
(n)
d0 (τ, x)un (τ, x)v(x) dHN −1 ψ(τ ) dτ
0 ∂D
Z t Z
− d0 (τ, x)u(τ, x)v(x) dHN −1 ψ(τ ) dτ
0 ∂D
Z t Z
(n)
= (d0 (τ, x) − d0 (τ, x))un (τ )(x)v(x) dHN −1 ψ(τ ) dτ
0 ∂D
Z t Z
+ d0 (τ, x)(un (τ, x) − u(τ )(x))v(x) dHN −1 ψ(τ ) dτ.
0 ∂D
Note that
Z t Z
d0 (τ, x)(un (τ, x) − u(τ, x))v(x) dHN −1 ψ(τ ) dτ → 0
0 ∂D
by the fact that un → u weakly in L2 ((0, t), W21 (D)), hence the traces of
un on ∂D converge weakly in L2 ((0, t), L2 (∂D)) to the trace of u on ∂D (see
Lemma 2.1.1). Further, since { un |[0,t] : n ∈ N} is bounded in L2 ((0, t), W21 (D)),
RtR
{ 0 ∂D (un (τ, x))2 dHN −1 dτ : n ∈ N } is a bounded sequence. We then have
Z t Z 2
(n)
(d0 (τ, x) − d0 (τ, x))un (τ, x)v(x) dHN −1 ψ(τ ) dτ

0 ∂D
Z t Z
(n) 2 2 2
≤ |d0 (τ, x) − d0 (τ, x)| (v(x)) dHN −1 (ψ(τ )) dτ
0 ∂D
Z t Z
2
· (un (τ, x)) dHN −1 dτ
0 ∂D
→0
(n)
by the boundedness of d0 in the L∞ (R × ∂D)-norm and the convergence of
(n)
d0 to d0 a.e. on [0, t] × ∂D. Hence
Z t Z
(n)
d0 (τ, x)un (τ, x)v(x) dHN −1 ψ(τ ) dτ
0 ∂D
Z t Z
→ d0 (τ, x)u(τ, x)v(x) dHN −1 ψ(τ ) dτ.
0 ∂D
Similarly, we can prove that

Z t Z t Z
0 (n)
Ba(n) (τ, un (τ ), v)ψ(τ ) dτ + c0 (τ, x)un (τ, x)v(x) dx ψ(τ ) dτ
0 0 D
Z t Z t Z
→ Ba0 (τ, u(τ ), v)ψ(τ ) dτ + c0 (τ, x)u(τ, x)v(x) dx ψ(τ ) dτ.
0 0 D
Now,
Z tZ Z tZ
(n)
c0 (τ, x)un (τ, x)v(x)ψ(τ ) dx dτ − c0 (τ, x)u(τ, x)v(x)ψ(τ ) dx dτ
0 D 0 D
Z tZ
(n)
= c0 (τ, x)(un (τ, x) − u(τ, x))v(x)ψ(τ ) dx dτ
0 D
Z tZ
(n)
+ (c0 (τ, x) − c0 (τ, x))u(τ, x)v(x)ψ(τ ) dx dτ.
0 D
We estimate
Z t Z 2
(n)
c0 (τ, x)(un (τ, x) − u(τ, x))v(x)ψ(τ ) dx dτ

0 D
Z t Z
≤ |un (τ, x) − u(τ, x)|2 dx dτ
0 D
Z t Z
(n)
|c0 (τ, x)|2 (v(x))2 (ψ(τ ))2 dx dτ
0 D
→ 0.
(n)
By the weak-* convergence of c0 to c0 ,
Z tZ
(n)
(c0 (τ, x) − c0 (τ, x))u(τ, x)v(x)ψ(τ ) dx dτ → 0.
0 D
Consequently
Z tZ Z tZ
(n)
c0 (τ, x)un (τ, x)v(x)ψ(τ ) dx dτ → c0 (τ, x)u(τ, x)v(x)ψ(τ ) dx dτ.
0 D 0 D
It then follows that

Z t Z t
− hu(τ ), viψ̇(τ ) dτ + Ba (τ, u(τ ), v)ψ(τ ) dτ − hu0 , viψ(0) = 0.
0 0
Therefore, u(·) is a weak solution of (2.0.1)+(2.0.2) on [0, t] × D with u(0) =

u0 . In particular, the whole sequence (un ) (and not only a subsequence)
converges to u as required.
2.5 The Smooth Case

In the present section we are considering the case when the domain and the
coefficients are sufficiently regular for any solution to be a classical one.
We introduce the following assumption.

(A2-5) (Smoothness)
∂D is an (N − 1)-dimensional manifold of class C 3+α for some 0 < α <
1. Moreover, there is M > 0 such that for any a ∈ Y , the C 2+α,2+α (R ×
D̄)-norms of aij and ai (i, j = 1, 2, . . . , N ), the C 2+α,1+α (R × D̄)-norms of bi
(i = 1, 2, · · · , N ) and c0 , and the C 2+α,2+α (R×∂D)-norms of d0 , are bounded
by M .
First of all, we have
LEMMA 2.5.1
(n)
Assume (A2-5). Then limn→∞ a(n) = a if and only if aij converge to aij ,
(n) (n) (n)
ai converge to ai , bi converge to bi , c0 converge to c0 , all uniformly
(n)
on compact subsets of R × D̄, and (in the Robin case) d0 converge to d0
uniformly on compact subsets of R × ∂D.
PROOF As the convergence in the open-compact topology implies con-

vergence in the weak-* topology, the closure Ỹ of Y in the open-compact
topology equals, as a set, Y . By the Ascoli–Arzelà theorem, Ỹ is compact.
Compact topologies on the same set are identical.
In the remainder of the present section we assume that (A2-1) and (A2-5)
are satisfied. (A2-5) implies (A2-2). Also, by Lemma 2.5.1 (A2-5) implies
(A2-4), from which it follows that (A2-3) is satisfied.
We will apply the theories developed in [3] to derive regularity properties,
various estimates, and strong monotonicity of weak solutions of (2.0.1)+(2.0.2).
Observe that (2.0.1)a +(2.0.2)a can be rewritten as
N N
∂u X ∂2u X ∂u
= aij (t, x) + b̃i (t, x)
∂t i,j=1
∂xi ∂xj i=1
∂xi
+ c̃0 (t, x)u, t > s, x ∈ D, (2.5.1)
B(t)u = 0, t > s, x ∈ ∂D, (2.5.2)
where


 u (Dirichlet)






 N
X
B(t)u = aij (t, x)∂xj uνi + d˜0 (t, x)u (Neumann)

 i,j=1
N


 X
aij (t, x)∂xj uνi + d˜0 (t, x)u




 (Robin),
i,j=1
PN ∂a
with b̃i (t, x) := bi (t, x) + ai (t, x) + j=1 ∂xjij (t, x), c̃0 (t, x) := c(t, x) +
PN ∂ai ˜ PN
i=1 ∂xi (t, x), and d0 (t, x) := i=1 ai (t, x)νi in the Neumann case and
PN
d˜0 (t, x) := d0 (t, x) + i=1 ai (t, x)νi in the Robin case. Note that the bound-
ary conditions in the Neumann and Robin cases are of the same form after
rewriting. Note also that d˜0 (t, x) may change sign. We point out that the
theory presented in [3] applies to such a general case. More precisely, to apply
that theory we only need the smoothness of the coefficients and the domain
and the uniform ellipticity of (2.5.1)+(2.5.2) (see [3] for detail).
PROPOSITION 2.5.1 (Regularity up to boundary)

Let 1 ≤ p ≤ ∞ and u0 ∈ Lp (D). Then for any α ∈ (0, 1/2), any a ∈ Y ,
and any 0 < t1 < t2 the restriction [ [t1 , t2 ] 3 t 7→ Ua (t, 0)u0 ] belongs to
C 1 ([t1 , t2 ], C α (D̄)) ∩ C([t1 , t2 ], C 2+α (D̄)). Moreover, there is C = C(t1 , t2 ,
u0 ) > 0 such that
k[ [t1 , t2 ] 3 t 7→ Ua (t, 0)u0 ]kC 1 ([t1 ,t2 ],C α (D̄)) ≤ C
and
k[ [t1 , t2 ] 3 t 7→ Ua (t, 0)u0 ]kC([t1 ,t2 ],C 2+α (D̄)) ≤ C
for all a ∈ Y .
PROOF For given 1 ≤ p ≤ ∞ and u0 ∈ Lp (D), for any t > 0 and

1 < q < ∞, one has Ua (t, 0)u0 ∈ Lq (D). The result then follows from [3,
Corollary 15.3].
By Proposition 2.5.1, for any u0 ∈ Lp (D) (1 ≤ p ≤ ∞), Ua (t, 0)u0 turns

out to be a classical solution of (2.5.1)+(2.5.2): for any t > 0 and x ∈ D
the equation (2.5.1) is satisfied pointwise, and for any t > 0 and x ∈ ∂D the
boundary condition (2.5.2) is satisfied pointwise.
Next, we derive other regularity properties and various estimates. To do
so, for a ∈ Y let A(a) be the operator given by
N N
X ∂ X ∂u
A(a)u := aij (0, x) + ai (0, x)u
i=1
∂xi j=1 ∂xj
N
X ∂u
+ bi (0, x) + c0 (0, x)u, x ∈ D,
i=1
∂xi
and
B(a) := Ba (0),
where Ba (·) is as in (2.0.3).
For given 1 0, let Wps (D), Hps (D), and
s
Bp,q (D)be the Sobolev–Slobodetskiı̆ spaces, the Bessel potential spaces, and
the Besov spaces, respectively (see [3], [105] for definitions).
LEMMA 2.5.2
If 0 < s < ∞, then, up to equivalent norms,
( s
Hp (D) if s∈N
Wps (D) =
s
Bp,p (D) if s 6∈ N.
PROOF See [105].
For given 0 < β < 1 and 1 < p < ∞, let (·, ·)β,p and [·, ·]β be a real
interpolation functor and a complex interpolation functor, respectively, (see
[15], [105] for definitions), and let
Vpβ := (Lp (D), Wp2 (D))β,p (2.5.3)
and
Ṽpβ := [Lp (D), Wp2 (D)]β . (2.5.4)
LEMMA 2.5.3
Let 1 < p < ∞ and 0 < β < 1. Then the following holds.
(1) Vpβ = Bp,p

2β
(D);
(2) Ṽpβ = Hp2β (D).
PROOF See [105, Theorem 2 in Section 4.3.1].
For given a ∈ Y , 0 < β < 1 and 1 < p < ∞, let
Vpβ (a) := (Lp (D), Vp1 (a))β,p , (2.5.5)
and
Ṽpβ (a) := [Lp (D), Ṽp1 (a)]β , (2.5.6)
where Vp1 (a) = Ṽp1 (a) := { u ∈ Wp2 (D) : B(a)u = 0 }.
LEMMA 2.5.4
1
Let 1 < p < ∞ and 0 < β < 1 with 2β − p 6= 0, 1. Then the following holds.
(1) Vpβ (a) is a closed subspace of Vpβ ;

(2) Ṽpβ (a) is a closed subspace of Ṽpβ .
PROOF (1) follows from [3, Lemma 14.4].

(2) follows from [4, Lemma 5.1].
Recall that, for given two Banach spaces X1 and X2 consisting of (equiv-
alence classes of) real functions defined on D, X1 ,→ X2 means that X1 is
continuously embedded into X2 , and X1 ,− ,→ X2 means that X1 is compactly
embedded into X2 . We have
LEMMA 2.5.5
N
(1) For p > N/2 and 2p < β ≤ 1 there holds
Vpβ ,−
,→ C(D̄) (2.5.7)
and
Ṽpβ ,−
,→ C(D̄); (2.5.8)
in particular
Wp2 (D) ,−,→ C(D̄); (2.5.9)
N 1
(2) For p > N and 2p + 2 < β ≤ 1 there holds
Vpβ ,−
,→ C 1+β̃ (D̄) (2.5.10)
and
Ṽpβ ,−,→ C 1+β̃ (D̄), (2.5.11)
N
where 0 < β̃ < 2β − 1 − p; in particular
Wp2 (D) ,−,→ C 1+β̃ (D̄), (2.5.12)
N
where 0 < β̃ < 1 − p;
(3) For given 1 < p < ∞ and 0 < β1 < β2 < 1,
Wp2 (D) ,−,→ Wp2β2 (D) ,−

,→ Wp2β1 (D) ,−,→ Lp (D), (2.5.13)
Wp2 (D) ,−,→ Vpβ2 ,−,→ Vpβ1 ,−,→ Lp (D), (2.5.14)

and
Wp2 (D) ,−,→ Ṽpβ2 ,−,→ Ṽpβ1 ,−,→ Lp (D); (2.5.15)
(4) For given 1 < p < ∞ and 0 < β1 < β2 < 1 with 2β1 − p1 , 2β2 − p1 6= 0, 1,
Vp1 (a) ,−,→ Vpβ2 (a) ,−

,→ Vpβ1 (a) ,−
,→ Lp (D), (2.5.16)
and
Ṽp1 (a) ,−,→ Ṽpβ2 (a) ,−
,→ Ṽpβ1 (a) ,−
,→ Lp (D). (2.5.17)
PROOF (1) follows from the fact that if mp > N then Wpj+m (D) ,−,→
C j (D̄) (see [1, Theorem 6.2(7)]), together with Lemmas 2.5.2 and 2.5.3 (see
also [3, Theorem 11.5]).
(2) follows from the fact that if mp > N > (m − 1)p and 0 < β̃ < m −
(N/p) then Wpj+m (D) ,− ,→ C j+β̃ (D̄) (see [1, Theorem 6.2(8)]), together with
Lemmas 2.5.2 and 2.5.3 (see also [3, Theorem 11.5]).
(3) (2.5.13) follows from [3, Theorem 11.5 and Corollary 15.2].
The continuity of the embeddings in (2.5.14) follows from [105, Theorem
4.6.1] and the compactness follows from (2.5.13) and Lemma 2.5.2.
The continuity of the embeddings in (2.5.15) also follows from [105, Theo-
rem 4.1.1]. By [105, Theorem 4.6.2], for any > 0 with 0 < β1 − < β1 + <
β2 − < β2 + < 1,
β2 + β2 − β1 −
Bp,p (D) ,→ Hpβ2 (D) ,→ Bp,p β1 +
(D) ,→ Bp,p (D) ,→ Hpβ1 (D) ,→ Bp,p (D).
This together with the compactness of the embeddings in (2.5.14) implies that
the embeddings in (2.5.15) are also compact.
(4) It follows from (3) and Lemma 2.5.4.
By [3, Lemma 6.1 and Theorem 14.5] (see also [109]), we have
PROPOSITION 2.5.2
(1) For any 1 0.
(2) For any 1 0.
(3) For any fixed T > 0 and 1 0 such that
Cp
kUa (t, 0)kLp (D),Wp2 (D) ≤
t
for all a ∈ Y and 0 < t ≤ T .
By [3, Theorems 7.1 and 14.5] we have
PROPOSITION 2.5.3
Suppose that 2β − 1/p 6∈ N. Then
(1) for any a ∈ Y , t ≥ 0 and u0 ∈ Vpβ (a) there holds Ua (t, 0)u0 ∈ Vpβ (a · t);
moreover, the mapping [ [0, ∞) 3 t 7→ Ua (t, 0)u0 ∈ Vpβ ] is continuous;
(2) for any a ∈ Y , t ≥ 0 and u0 ∈ Ṽpβ (a) there holds Ua (t, 0)u0 ∈ Ṽpβ (a · t);
moreover, the mapping [ [0, ∞) 3 t 7→ Ua (t, 0)u0 ∈ Ṽpβ ] is continuous;
(3) for any T > 0 there is Cp,β > 0 such that
kUa (t, 0)u0 kVpβ ≤ Cp,β ku0 kVpβ
for any a ∈ Y , 0 ≤ t ≤ T , and u0 ∈ Vpβ (a), and
kUa (t, 0)u0 kṼpβ ≤ Cp,β ku0 kṼpβ
for any a ∈ Y , 0 ≤ t ≤ T , and u0 ∈ Ṽpβ (a).
PROPOSITION 2.5.4 (Joint continuity in X)

Assume that X is a Banach space such that, for some 1 0, and
limn→∞ un = u0 in L2 (D), then Ua(n) (tn , 0)un converges in X to Ua (t, 0)u0 .
PROOF First of all, we have by Proposition 2.2.13 that Ua(n) (tn , 0)un
converges in L2 (D) to Ua (t, 0)u0 . It follows from Propositions 2.2.2 and 2.5.2
and the assumption Wp2 (D) ,−,→ X that there is a subsequence (nk )∞ k=1 such
that Ua(nk ) (tnk , 0)unk converges in X to some u∗ . We then must have u∗ =
Ua (t, 0)u0 and Ua(nk ) (tnk , 0)unk converges in X to Ua (t, 0)u0 . This implies
that Ua(n) (tn , 0)un converges in X to Ua (t, 0)u0 .
Examples of Banach spaces X satisfying the assumptions of the above

proposition include Vpβ , Ṽpβ (p ≥ 2, 0 < β < 1), C(D̄) (when p > N/2),
C 1 (D̄) (when p > N ), etc. (see Lemma 2.5.5).
PROPOSITION 2.5.5 (Norm continuity in X)

Assume that a Banach space X has the property that, for some 1 0, then Ua(n) (tn , 0) converges in L(X) to
Ua (t, 0).
PROOF Assume that Ua(n) (tn , 0) does not converge in L(X) to Ua (t, 0).
Then we may assume that there are 0 > 0 and un ∈ X with kun kX = 1 such
that
kUa(n) (tn , 0)un − Ua (t, 0)un kX ≥
for n = 1, 2, . . . . By the assumption X ,−
,→ L2 (D), without loss of generality
we may assume that there is u0 ∈ L2 (D) such that kun − u0 k → 0 as n → ∞.
Then by Proposition 2.5.4 we have
kUa(n) (tn , 0)un − Ua (t, 0)u0 kX → 0, kUa (t, 0)un − Ua (t, 0)u0 kX → 0
as n → ∞. Hence
kUa(n) (tn , 0)un − Ua (t, 0)u0 kX → 0,
which is a contradiction. Therefore, Ua(n) (tn , 0) converges in L(X) to Ua (t, 0).
Examples of Banach spaces satisfying the assumption of the above propo-

sition include Vpβ , Ṽpβ (p ≥ 2, 0 < β < 1), C 1 (D̄) (when p > N ), etc. (see
Lemma 2.5.5).
We proceed now to investigate the strong monotonicity property of the
solution operators Ua (t, 0). We will use the strong maximum principle and
the Hopf boundary point principle for classical solutions. But before we do
that we have to analyze whether the existing theory (as presented, e.g., in [44])
can be applied: notice that in the Robin case d˜0 may change sign. We show
that the zero-order coefficient can be made nonnegative by an appropriate
change of variables.
Fix a ∈ Y and p > N . Take u0 to be a C ∞ real function whose support
is a nonempty compact set contained in D (the existence of such a function
follows by the C ∞ Urysohn lemma, see, e.g., [42, Lemma 8.18]). Let u∗ (·, ·)
be the solution of
 N
∂u X ∂2u
t > −1, x ∈ D,


 = aij (t, x) ,
 ∂t
 ∂xi ∂xj
i,j=1
 N
X
aij (t, x)∂xj uνi + u = 0, t > −1, x ∈ ∂D,




i,j=1
with the initial condition u(−1, ·) = u0 . The initial function u0 clearly be-
longs to Vp1 , and satisfies pointwise the boundary conditions at t = −1. Con-
sequently, [4, Theorem 7.3(ii)] states that [ [−1, ∞) 3 t 7→ u∗ (t, ·) ∈ Vp1 ] is
continuous, from which it follows via (2.5.12) that [ [−1, ∞) 3 t 7→ u∗ (t, ·) ∈
C 1 (D̄) ] is continuous, too. In particular, u∗ is continuous on [−1, ∞) × D̄.
Further, u∗ is a classical solution, so the strong maximum principle and the
Hopf boundary point principle for parabolic equations imply that u∗ (t, x) > 0
for t > −1 and x ∈ D̄.
∗ ∗
Now, let v(t, x) := eM u (t,x) u(t, x), where M ∗ is a positive constant (to be
determined later). Then (2.5.1)+(2.5.2) with s = 0 becomes
N N
∂v X ∂2v X ∂v
= aij (t, x) + b̄i (t, x)
∂t i,j=1
∂xi ∂xj i=1
∂xi
+ c̄0 (t, x)v, t > 0, x ∈ D, (2.5.18)

N
X
aij (t, x)∂xj vνi + d¯0 (t, x)v = 0, t > 0, x ∈ ∂D, (2.5.19)
i,j=1
where
N
∂u∗ ∂u∗
X
∗
b̄i (t, x) := b̃i (t, x) − M aij + aji ,
j=1
∂xj ∂xj
N N
X ∂u∗ X ∂u∗ ∂u∗
c̄0 (t, x) := c̃0 (t, x) − M ∗ b̃i (t, x) + (M ∗ )2 aij (t, x) ,
i=1
∂xi i,j=1
∂xi ∂xj
∗ ∗
d¯0 (t, x) := d˜0 (t, x) + M ∗ eM u (t,x) u∗ (t, x).
We see that for any T > 0, there is M ∗ = M ∗ (T ) > 0 such that d¯0 (t, x) > 0 for
t ∈ [0, T ] and x ∈ D̄. Also, the coefficients b̄i , c̄0 , and d¯0 are continuous, hence
bounded on [0, T ]×D̄. So the existing theory for classical solutions of parabolic
equations can be applied to (2.5.18)+(2.5.19) and then to (2.5.1)+(2.5.2).
In particular, we have the following result.
PROPOSITION 2.5.6 (Strong monotonicity on initial data)

Let 1 ≤ p ≤ ∞ and u1 , u2 ∈ Lp (D). If u1 < u2 , then
(i)
(Ua (t, 0)u1 )(x) < (Ua (t, 0)u2 )(x) for a ∈ Y, t > 0, x ∈ D
and
∂ ∂
(Ua (t, 0)u1 )(x) > (Ua (t, 0)u2 )(x) for a ∈ Y, t > 0, x ∈ ∂D
∂νν ∂νν
in the Dirichlet case,
(ii)
(Ua (t, 0)u1 )(x) < (Ua (t, 0)u2 )(x) for a ∈ Y, t > 0, x ∈ D̄
in the Neumann or Robin case.
Recall that the nonnegative cone Vpβ (a)+ of Vpβ (a) is defined by
Vpβ (a)+ := { u ∈ Vpβ (a) : u(x) ≥ 0 for a.e. x ∈ D }.
Similarly
Ṽpβ (a)+ := { u ∈ Ṽpβ (a) : u(x) ≥ 0 for a.e. x ∈ D }.
If p and β are such that Vpβ (a) ,→ C(D̄), then
Vpβ (a)+ = { u ∈ Vpβ (a) : u(x) ≥ 0 for all x ∈ D̄ }.
Similarly, if p and β are such that Ṽpβ (a) ,→ C(D̄), then
Ṽpβ (a)+ = { u ∈ Ṽpβ (a) : u(x) ≥ 0 for all x ∈ D̄ }.
LEMMA 2.5.6
N 1
Assume that p > N and 2p + 2 < β ≤ 1. Let a ∈ Y .
(1) In the case of the Dirichlet boundary conditions the interior Vpβ (a)++
of the nonnegative cone Vpβ (a)+ is nonempty, and is characterized by
Vpβ (a)++ = { u ∈ Vpβ (a)+ : u(x) > 0 for all x∈D

(2.5.20)
(2) In the case of the Neumann or Robin boundary conditions the interior
Vpβ (a)++ of the nonnegative cone Vpβ (a)+ is nonempty, and is charac-
terized by
Vpβ (a)++ = { u ∈ Vpβ (a)+ : u(x) > 0 for all x ∈ D̄ }. (2.5.21)
Analogous results hold for the complex interpolation spaces Ṽpβ (a).
PROOF We prove the lemma only for the real interpolation spaces Vpβ (a).
Fix a ∈ Y . It follows from Lemmas 2.5.4 and 2.5.5(2) that
Vpβ (a) ,→ C 1 (D̄).
(1) In the Dirichlet case Vp1 (a) consists precisely of those elements of Wp2 (D)
whose trace on ∂D is zero. Since Vp1 (a) ,→ C 1 (D̄), any u ∈ Vp1 (a) is a
C 1 function vanishing on ∂D. By [3, Section 7], the image of the embed-
ding Vp1 (a) ,→ Vpβ (a) is dense. Because Vpβ (a) ,→ C 1 (D̄), we conclude that
Vpβ (a) ,→ C̊ 1 (D̄).
Denote by I the embedding Vpβ (a) ,→ C̊ 1 (D̄). It follows from Lemma 1.3.1(2)
that the right-hand side of (2.5.20) equals I −1 (C̊ 1 (D̄)++ ), where C̊ 1 (D̄)++ is
an open subset of C̊ 1 (D̄). This proves the “⊃” inclusion. Denote by ϕprinc
some (nonnegative) principal eigenfunction of the elliptic equation
N N
X ∂ X ∂u
0= aij (0, x) + ai (0, x)u
i=1
∂xi j=1 ∂xj
N
X ∂u
+ bi (0, x) + c0 (0, x)u, x ∈ D,
i=1
∂xi
with the Dirichlet boundary conditions. We have that ϕprinc ∈ Vp1 (a) ,→
Vpβ (a) and that it belongs to the right-hand side of (2.5.20), consequently to
Vpβ (a)++ . Finally, let u ∈ Vpβ (a)++ . There is > 0 such that u − ϕprinc ∈
Vpβ (a)+ , therefore u(x) ≥ ϕprinc (x) > 0 for all x ∈ D, which gives further
∂ϕprinc
that ∂u ν (x) ≤ ∂ν
∂ν ν (x) < 0 for all x ∈ ∂D.
(2) In the Neumann or Robin cases, denote by I the embedding Vpβ (a) ,→
C 1 (D̄). It follows from Lemma 1.3.1(1) that the right-hand side of (2.5.21)
equals I −1 (C 1 (D̄)++ ), where C 1 (D̄)++ is an open subset of C 1 (D̄). This
proves the “⊃” inclusion. Denote by ϕprinc some (nonnegative) principal
eigenfunction of the elliptic equation
N N
X ∂ X ∂u
0= aij (0, x) + ai (0, x)u
i=1
∂xi j=1 ∂xj
N
X ∂u
+ bi (0, x) + c0 (0, x)u, x ∈ D,
i=1
∂xi
with the boundary conditions


XN XN

aij (0, x)∂xj u + ai (0, x)u νi , x ∈ ∂D (Neumann)





 i=1 j=1

N XN
0= X


 aij (0, x)∂ xj
u + ai (0, x)u νi

 i=1 j=1


+d0 (0, x)u, x ∈ ∂D (Robin).

We have that ϕprinc ∈ Vp1 (a) ,→ Vpβ (a) and that it belongs to the right-hand
side of (2.5.21), consequently to Vpβ (a)++ . Finally, let u ∈ Vpβ (a)++ . There
is > 0 such that u − ϕprinc ∈ Vpβ (a)+ , therefore u(x) ≥ ϕprinc (x) > 0 for
all x ∈ D̄.
In view of Lemma 2.5.6, the following result is a consequence of Proposi-

tions 2.5.6 and 2.5.3.
PROPOSITION 2.5.7
N 1
(1) For any 1 ≤ p ≤ ∞, any q > N and any 2q + 2 < β ≤ 1 there holds
Ua (t, 0)(Lp (D)+ \ {0}) ⊂ Vqβ (a · t)++

and
Ua (t, 0)(Lp (D)+ \ {0}) ⊂ Ṽqβ (a · t)++ ,
for all a ∈ Y and t > 0.
(2) There holds
Ua (t, 0)(Lp (D)+ \ {0}) ⊂ C̊ 1 (D̄)++
in the Dirichlet case, or
Ua (t, 0)(Lp (D)+ \ {0}) ⊂ C 1 (D̄)++
in the Neumann or Robin cases, for all a ∈ Y and t > 0.
Proposition 2.5.7(2) yields that

Ua (t, 0)(C̊ 1 (D̄)+ \ {0}) ⊂ C̊ 1 (D̄)++ (2.5.22)
for all a ∈ Y and all t > 0 (in the Dirichlet case), and
Ua (t, 0)(C 1 (D̄)+ \ {0}) ⊂ C 1 (D̄)++ (2.5.23)
for all a ∈ Y and all t > 0 (in the Neumann or Robin cases).
The property described in (2.5.22) (resp. (2.5.23)) can be written as: For
each a ∈ Y and t > 0, if u1 , u2 ∈ C̊ 1 (D̄) (resp. u1 , u2 ∈ C 1 (D̄)) and u1 < u2
then u1 u2 . In the existing terminology (see [57]) the linear operator
Ua (t, 0) : C̊ 1 (D̄) → C̊ 1 (D̄) (resp. Ua (t, 0) : C 1 (D̄) → C 1 (D̄)) is, for a ∈ Y and
t > 0, strongly positive (or strongly monotone).
PROPOSITION 2.5.8
For each a ∈ Y and each t > 0 the linear operator Ua (t, 0) is injective.
PROOF See [43, Chapter 6].
We finish the section with a remark on the adjoint problem. Observe that
the adjoint equation (2.3.1)a with the corresponding boundary conditions
(2.3.2)a can be rewritten as
N
∂u X ∂2u
− = a∗ji (t, x)
∂t i,j=1
∂xi ∂xj
N
X ∂u
+ b∗j (t, x) + c∗0 (t, x)u, t < s, x ∈ D, (2.5.24)
j=1
∂xj
B ∗ (t)u = 0, t < s, x ∈ ∂D, (2.5.25)
where


 u (Dirichlet)




 N
X

a∗ji (t, x)∂xi uνj + d∗0 (t, x)u (Neumann)
B ∗ (t)u =

 j,i=1

 XN
a∗ji (t, x)∂xi uνj + d∗0 (t, x)u

(Robin),




j,i=1
PN ∂a
with a∗ji (t, x) := aij (t, x), b∗j (t, x) := −bj (t, x) − aj (t, x) + i=1 ∂xjii (t, x),
PN ∂bi PN
c∗0 (t, x) := c0 (t, x) − i=1 ∂x i
(t, x), d∗0 (t, x) := − j=1 bj (t, x)νj in the Neu-
N
mann case and d∗0 (t, x) := d0 (t, x) − j=1 bj (t, x)νj in the Robin case.
P
All the results presented above in the present section carry over to the case
of the adjoint problem.
2.6 Remarks on Equations in Nondivergence Form

In this section, we provide remarks on nonautonomous equations in nondi-
vergence form. Consider
N N
∂u X ∂2u X ∂u
= aij (t, x) + bi (t, x)
∂t i,j=1
∂xi ∂xj i=1
∂xi
+ c0 (t, x)u, t > s, x ∈ D, (2.6.1)
B(t)u = 0, t > s, x ∈ ∂D, (2.6.2)
where D ⊂ RN is a bounded domain, s ∈ R is an initial time, and B is a

boundary operator of either the Dirichlet or Neumann or Robin type, that is,


 u (Dirichlet)



N



X
B(t)u = ∂xi uν̄i (t, x) (Neumann)

 i=1
N

 X
∂xi uν̄i (t, x) + d0 (t, x)u, (Robin)




i=1
where (in the Neumann or Robin cases) (ν̄1 , . . . , ν̄N ) is a (in general time
dependent) vector field on ∂D pointing out of D.
First of all, if both the domain D and the coefficients
PN are sufficiently smooth
and, in the Neumann or Robin cases, ν̄i (t, x) = j=1 aji (t, x)νj (x), 1 ≤ i ≤
N , (that is, the derivative is conormal), then (2.6.1)+(2.6.2) can be written
in the divergence form and then the results in Section 2.5 apply.
In general, a proper notion of solutions of (2.6.1)+(2.6.2) is strong solutions.
Roughly speaking, a function u is a strong solution of (2.6.1)+(2.6.2) on
(s, t) × D if u ∈ Wp1,2 ((s, t) × D) ∩ C([s, t] × D̄) is such that (2.6.1) holds
(Lebesgue-) almost everywhere and (2.6.2) holds everywhere (see [59], [61],
[73]).
For the Dirichlet case, under the additional assumption that the coefficients
aij are continuous on R × D, it is proved in [61, Proposition 5.4] that for any
u0 ∈ C(D̄) satisfying the boundary conditions, (2.6.1)+(2.6.2) has a unique
strong solution with initial condition u(s) = u0 (see also [73, Theorem 7.17]
about the existence and uniqueness of solutions). We refer the reader to
[61], [73], and references therein for various properties of strong solutions of
(2.6.1)+(2.6.2), for example, maximum principle, a priori estimates, weak
Harnack inequality, etc.
For the Neumann or Robin boundary condition case, we do not have all the
results as in the Dirichlet case (see [59]). But many important properties of
strong solutions in Dirichlet case still hold (see [59], [73], etc.).
Chapter 3
Spectral Theory in the General
Setting
In this chapter, we introduce the definitions of principal spectrum and prin-

cipal Lyapunov exponents and exponential separation for a family of general
parabolic equations and present their basic properties. We also present a mul-
tiplicative ergodic theorem for a family of general parabolic equations. This
chapter is organized as follows. In Section 3.1 we introduce the definitions
of principal spectrum and Lyapunov exponents of (2.0.1)+(2.0.2) and study
their basic properties. We introduce the definition of exponential separation
and investigate relevant basic properties in Section 3.2. The existence of ex-
ponential separation is explored in Section 3.3. In Section 3.4 we present
a multiplicative ergodic theorem. Special properties for a family of general
smooth parabolic equations are discussed in Section 3.5. Some remarks on
parabolic equations in nondivergence form are given in Section 3.6. This
chapter ends up with an appendix on parabolic equations on one-dimensional
space domain.
3.1 Principal Spectrum and Principal Lyapunov Expo-

nents: Definitions and Properties
In the present section we introduce the definitions of principal spectrum
and Lyapunov exponents of (2.0.1)+(2.0.2), or of Π (see (2.2.6)), and study
their basic properties.
The standing assumption throughout the present section is that (2.0.1)+
(2.0.2) satisfies (A2-1)–(A2-3). Π shall denote the topological linear skew-
product semiflow generated on L2 (D) × Y by (2.0.1)+(2.0.2).
Recall that, for a ∈ Y and t > 0, kUa (t, 0)k denotes the L(L2 (D))-norm
of the linear operator Ua (t, 0). We introduce now a norm-like concept. For
a ∈ Y and t > 0 let
kUa (t, 0)k+ := sup{ kUa (t, 0)u0 k : u0 ∈ L2 (D)+ , ku0 k = 1 }.
65
LEMMA 3.1.1
For any a ∈ Y and any t > 0 one has
kUa (t, 0)k+ = kUa (t, 0)k.
PROOF The inequality kUa (t, 0)k+ ≤ kUa (t, 0)k is obvious. To prove
the other inequality, notice that any u0 ∈ L2 (D) can be represented as
− −
u0 = u+ +
0 − u0 , where u0 (x) = max {u0 (x), 0} for a.e. x ∈ D and u0 (x) =
+ −
max {−u0 (x), 0} for a.e. x ∈ D. Notice that for |u0 | := u0 + u0 one has
k |u0 | k = ku0 k. The inequalities
− −
|Ua (t, 0)u0 | = |Ua (t, 0)u+ +
0 − Ua (t, 0)u0 | ≤ |Ua (t, 0)u0 | + |Ua (t, 0)u0 |
−
= Ua (t, 0)u+
0 + Ua (t, 0)u0 = Ua (t, 0)|u0 |
give us, after imposing the norms, the desired inequality.
From now on until the end of Chapter 3 let Y0 be a nonempty compact

connected invariant subset of Y .
DEFINITION 3.1.1 (Principal resolvent) A real number λ belongs

to the principal resolvent of Π over Y0 , denoted by ρ(Y0 ), if either of the
following conditions holds:
• There are > 0 and M ≥ 1 such that
kUa (t, 0)k ≤ M e(λ−)t for t > 0 and a ∈ Y0
(such λ are said to belong to the upper principal resolvent, denoted by

ρ+ (Y0 )),
• There are > 0 and M ∈ (0, 1] such that
kUa (t, 0)k ≥ M e(λ+)t for t > 0 and a ∈ Y0
(such λ are said to belong to the lower principal resolvent, denoted by

ρ− (Y0 )).
In view of Lemma 3.1.1, in the above inequalities the k·k-norms can be

replaced with k·k+ -“norms,” with the same M and .
DEFINITION 3.1.2 (Principal spectrum) The principal spectrum

of the topological linear skew-product semiflow Π over Y0 , denoted by Σ(Y0 ),
equals the complement in R of the principal resolvent of Π over Y0 .
To study the basic properties of Σ(Y0 ), we first prove some auxiliary results.
3. Spectral Theory in the General Setting 67
LEMMA 3.1.2
(1) For any t0 > 0 there is K1 = K1 (t0 ) ≥ 1 such that kUa (t, 0)k ≤ K1 for
all a ∈ Y0 and all t ∈ [0, t0 ].
(2) For any t0 > 0 there is K2 = K2 (t0 ) > 0 such that kUa (t, 0)k ≥ K2 for
PROOF Part (1) is a consequence of the L2 –L2 estimates (Proposi-

tion 2.2.2).
To prove (2), notice that by Proposition 2.2.9(2), kUa (t, 0)1k > 0 for all
a ∈ Y0 and t > 0, where 1 is identified with the function constantly equal to
one. Since Y0 × [t0 /2, t0 ] is compact, Proposition 2.2.12 implies that the set
{ kUa (t, 0)1k : a ∈ Y0 , t ∈ [t0 /2, t0 ] } is bounded away from zero. Hence there
is M1 > 0 such that
kUa (t, 0)k ≥ M1 for t ∈ [t0 /2, t0 ], a ∈ Y0 .
Now, for any 0 < t < t0 /2, a ∈ Y0 , and u0 ∈ L2 (D) with ku0 k = 1,
kUa·(−t0 /2) (t + t0 /2, 0)u0 k

≤ kUa·(−t0 /2) (t + t0 /2, t0 /2)k · kUa·(−t0 /2) (t0 /2, 0)u0 k
≤ K1 kUa·(−t0 /2) (t + t0 /2, t0 /2)k (by Part (1))
= K1 kUa (t, 0)k.
This implies that
M1 ≤ kUa·(−t0 /2) (t + t0 /2, 0)k ≤ K1 kUa (t, 0)k
for any a ∈ Y0 and 0 < t < t0 /2. Part (2) then follows with K2 = min{M1 ,
M1 /K1 } = M1 /K1 .
LEMMA 3.1.3
A real number λ belongs to the lower principal resolvent if and only if for any
δ0 > 0 there are > 0 and M̃ > 0 such that
kUa (t, 0)k ≥ M̃ e(λ+)t for t ≥ δ0 and a ∈ Y0 .
PROOF The “only if” part follows from Definition 3.1.1 in a straightfor-
ward way. The “if” part follows from Lemma 3.1.2(2).
LEMMA 3.1.4
There exist δ1 > 0, M1 > 0, and a real λ such that kUa (t, 0)k ≥ M1 eλt for
all a ∈ Y0 and all t ≥ δ1 .
0
PROOF Pick δ 0 > 0 sufficiently small that Dδ := { x ∈ D : dist(x, ∂D) √>
δ 0 } is a nonempty bounded domain. Further, put t0 := (δ 0 )2 and δ := δ 0 / 2.
It follows from the interior Harnack inequality (Proposition 2.2.8(2)) that
there is Cδ > 0 such that
(Ua (δ 2 , 0)1)(y) ≤ Cδ · (Ua (t, 0)1)(x)

0
for any a ∈ Y0 , any t ∈ [2δ 2 , 3δ 2 ], and any x, y ∈ Dδ . Without loss of
generality, we assume that Cδ > 1. By Proposition 2.2.9(2),
0
sup{ (Ua (δ 2 , 0)1)(x) : x ∈ Dδ } =: m(a) > 0.
Then by the arguments of Proposition 2.2.5,
inf{ m(a) : a ∈ Y0 } := m > 0.
Consequently
0 m(a) m
inf{ (Ua (t, 0)1)(x) : x ∈ Dδ } ≥ ≥
Cδ Cδ
for any a ∈ Y0 and any t ∈ [2δ 2 , 3δ 2 ]. Repeating the application of the interior
Harnack inequality (Proposition 2.2.8(2)), we obtain that
Cδk−1 (Ua (t, 0)1)(x) ≥ (Ua (δ 2 , 0)1)(y)

0
for any a ∈ Y , t ∈ [kδ 2 , (k +1)δ 2 ], k = 2, 3, . . . , and x, y ∈ Dδ . It then follows
that
0 m
inf{ (Ua (t, 0)1)(x) : x ∈ Dδ } ≥
(Cδ )k−1
for any a ∈ Y0 and any t ∈ [kδ 2 , (k + 1)δ 2 ], k = 2, 3, . . . . Thus the statement
0
holds with δ1 = 2δ 2 , M1 = mCδ |Dδ |1/2 , and λ = − ln(Cδ )/δ 2 .
We start now to investigate the properties of the principal spectrum Σ(Y0 ).

First of all, we have
THEOREM 3.1.1
The principal spectrum of Π over Y0 is a compact nonempty interval [λmin ,
λmax ].
PROOF We prove first that the upper principal resolvent ρ+ (Y0 ) is

nonempty. Indeed, by the L2 –L2 estimates (Proposition 2.2.2), there are
M > 0 and γ > 0 such that kUa (t, 0)k ≤ M eγt for all a ∈ Y0 and t > 0,
hence γ + 1 ∈ ρ+ (Y0 ). Further, ρ+ (Y0 ) is a right-unbounded open interval
(λmax , ∞).
The lower principal resolvent ρ− (Y0 ) is nonempty, too, since it contains, by

Lemma 3.1.4, the real number λ − 1.
Consequently, as ρ− (Y0 ) ∪ ρ+ (Y0 ) = ρ(Y0 ) and ρ− (Y0 ) ∩ ρ+ (Y0 ) = ∅, one
has Σ(Y0 ) = R \ ρ(Y0 ) = [λmin , λmax ].
The next theorem gives a characterization of the principal spectrum of Π.
THEOREM 3.1.2
(1) For any sequence (a(n) )∞ ∞ ∞

n=1 ⊂ Y0 and any real sequences (tn )n=1 , (sn )n=1
such that tn − sn → ∞ as n → ∞ there holds
ln kUa(n) (tn , sn )k ln kUa(n) (tn , sn )k
λmin ≤ lim inf ≤ lim sup ≤ λmax .
n→∞ tn − sn n→∞ tn − sn
(2A) There exist a sequence (a(n,1) )∞ ∞

n=1 ⊂ Y0 and a sequence (tn,1 )n=1 ⊂
(0, ∞) such that tn,1 → ∞ as n → ∞, and
ln kUa(n,1) (tn,1 , 0)k
lim = λmin .
n→∞ tn,1
(2B) There exist a sequence (a(n,2) )∞ ∞

ln kUa(n,2) (tn,2 , 0)k
lim = λmax .
n→∞ tn,2
PROOF Part (1) is a direct consequence of the definition of the principal

spectrum.
To prove (2A), notice that, since λmin ∈
/ ρ− (Y0 ), it follows from Lemma 3.1.3
(with δ0 = 1) that for each n ∈ N there are a(n,1) ∈ Y0 and tn,1 > 0 such that
1
kUa(n,1) (tn,1 , 0)k < n exp ((λmin + n1 )tn,1 ).
We claim that limn→∞ tn,1 = ∞. If not, there is a bounded subsequence

(tnk ,1 )∞
k=1 , nk → ∞ as k → ∞. It follows that kUa(nk ,1) (tnk ,1 , 0)k → 0 as
k → ∞, which contradicts Lemma 3.1.2(2). Thus we have
ln kUa(n,1) (tn,1 , 0)k
lim sup ≤ λmin ,
n→∞ tn,1
which together with Part (1) gives the desired result.
To prove (2B), notice that, since λmax ∈ / ρ+ (Y0 ), it follows from Defini-
tion 3.1.1 that for each n ∈ N there are a(n,2) ∈ Y0 and tn,2 > 0 such that
kUa(n,2) (tn,2 , 0)k > n exp ((λmax − n1 )tn,2 ).

We claim that limn→∞ tn,2 = ∞. If not, there is a bounded subsequence

(tnk ,2 )∞
k=1 , nk → ∞ as k → ∞. It follows that kUa(nk ,2) (tnk ,2 , 0)k → ∞ as
k → ∞, which contradicts Lemma 3.1.2(1). Thus we have
ln kUa(n,2) (tn,2 , 0)k

lim inf ≥ λmax ,
n→∞ tn,2
which together with Part (1) gives the desired result.
Recall that for any a ∈ Y we write a = (aij , ai , bi , c0 , d0 ).
THEOREM 3.1.3
Assume that for each a ∈ Y0 there holds: ai (t, x) = bi (t, x) = 0 for a.e.
(t, x) ∈ R×D, and c0 (t, x) ≤ 0 for a.e. (t, x) ∈ R×D. Then Σ(Y0 ) ⊂ (−∞, 0].
PROOF Fix a ∈ Y0 and u0 ∈ L2 (D) with ku0 k = 1, and put u(t, x) :=

(Ua (t, 0)u0 )(x). It follows from Proposition 2.1.4 that
Z t
ku(t, ·)k2 − ku(0, ·)k2 = −2 Ba (τ, u(τ, ·), u(τ, ·)) dτ
0
Z tZ N
X
≤ −2 aij (τ, x)∂xj u(τ, x)∂xj u(τ, x) dx dτ ≤ 0
0 D i,j=1
for any t > 0. Consequently, kUa (t, 0)u0 k ≤ ku0 k = 1 for all t > 0. Therefore
(0, ∞) ⊂ ρ+ (Y0 ).
In the case of the Dirichlet boundary conditions more can be said.
THEOREM 3.1.4
In the case of the Dirichlet boundary conditions, assume that for each a ∈ Y0
there holds: ai (t, x) = bi (t, x) = 0 for a.e. (t, x) ∈ R × D, and c0 (t, x) ≤ 0 for
a.e. (t, x) ∈ R × D. Then λmax (Y0 ) < 0.
PROOF It follows by the Poincaré inequality (see [39, Theorem 3 in

Section 5.6]) that there is α1 > 0 such that kuk ≤ α1 k∇uk for any u ∈ W̊21 (D).
Starting as in the proof of Theorem 3.1.3 we estimate

Z t
ku(t, ·)k2 −ku(0, ·)k2 = −2 Ba (τ, u(τ, ·), u(τ, ·)) dτ
0
N
Z tZ X
≤ −2 aij (τ, x)∂xj u(τ, x)∂xj u(τ, x) dx dτ
0 D i,j=1
by (A2-1) Z t
−2α0 t
Z
≤ −2α0 k∇u(τ, ·)k2 dτ ≤ ku(τ, ·)k2 dτ.
0 (α1 )2 0
An application of the regular Gronwall inequality gives that
kUa (t, 0)k ≤ e−λ0 t
for all t ≥ 0, where λ0 := α0 /α12 > 0. Consequently, [−λ0 , ∞) ⊂ ρ+ (Y0 ) and
λmax ≤ −λ0 .
Assume that µ is an invariant ergodic Borel probability measure for the

topological flow σ on Y0 (see Lemma 1.2.7 for the existence of invariant ergodic
measures for (Y0 , σ)). We have
THEOREM 3.1.5
There exist a Borel set Y1 ⊂ Y0 with µ(Y1 ) = 1 and a real number λ(µ) such
that
ln kUa (t, 0)k
lim = λ(µ)
t→∞ t
for all a ∈ Y1 .
PROOF We will prove the theorem by applying Kingman’s subadditive

ergodic theorem.
We define a sequence of functions fn : Y0 → R , n = 1, 2, 3, . . . , as
fn (a) := ln kUa (n, 0)k, n ∈ N, a ∈ Y0 .
For each n ∈ N the function fn is well-defined and bounded (by Lemma 3.1.2).
Further, there holds
fn+m (a) ≤ fn (a) + fm (σn a), n, m ∈ N, a ∈ Y0 .
For each n ∈ N the function [ Y0 3 a 7→ kUa (n, 0)k ∈ (0, ∞) ] is easily seen to
be lower semicontinuous. Therefore the functions fn are lower semicontinuous,
hence (B(Y0 ), B(R))-measurable.
Observe that by Lemma 3.1.4 there are M > 0 and λ ∈ R such that
fn (a) > ln M + λn for any n ∈ N and any a ∈ Y0 . Consequently,
n1Z o
inf fn dµ : n ∈ N > −∞.
n Y0
We are now in a position to apply the subadditive ergodic theorem (see, e.g.,
[67, Theorem 5.3 in Chapter 1]) to conclude that there are a Borel set Ỹ0 ⊂ Y0
with µ(Ỹ0 ) = 1 and a (B(Y0 ), B(R))-measurable function λ̃ : Ỹ0 → R such that
fn (a)
(i) limn→∞ n = λ̃(a) for any a ∈ Ỹ0 ,
(ii) λ̃ ∈ L1 ((Y0 , B(Y0 ), µ)), and Y0 λ̃ dµ = inf n1 Y0 fn dµ : n ∈ N ,

R R
(iii) λ̃(a) = λ̃(σn a) for any a ∈ Ỹ0 and any n ∈ N.

T
Put Ỹ1 := k∈Z σk (Ỹ0 ). Ỹ1 ⊂ Ỹ0 is a Borel set with µ(Ỹ1 ) = 1. We claim
that for any s ∈ R and any a ∈ Ỹ1 there holds
ln kUa·s (n, 0)k

lim = λ̃(a).
n→∞ n
By (i), (ii) and the construction of Ỹ1 , the above equality holds for any s ∈ Z
and any a ∈ Ỹ1 . Let s ∈ R and let for the moment a be any member of Y0 .
We estimate
kUa·s (n, 0)k = kUa (n + s, s)k

≤ kUa (n + s, n + bsc)k · kUa (n + bsc, bsc + 1)k · kUa (bsc + 1, s)k
for n = 2, 3, . . . . Since the first and the third term on the right-hand side are
bounded above (by Lemma 3.1.2(1)), we have
ln kUa·s (n, 0)k ln kUa·(bsc+1) (n, 0)k

lim sup ≤ lim sup .
n→∞ n n→∞ n
Further, we estimate
kUa (n + bsc + 1, bsc)k ≤ kUa (n + bsc + 1, n + s)k · kUa (n + s, s)k · kUa (s, bsc)k
for n = 1, 2, . . . . Since the first and the third term on the right-hand side are
bounded above (by Lemma 3.1.2(1)), we have
ln kUa·s (n, 0)k ln kUa·bsc (n, 0)k

lim inf ≥ lim inf .
n→∞ n n→∞ n
Let now a ∈ Ỹ1 . There holds
ln kUa·bsc (n, 0)k ln kUa·s (n, 0)k

λ̃(a) = lim ≤ lim inf
n→∞ n n→∞ n
ln kUa·s (n, 0)k ln kUa·(bsc+1) (n, 0)k
≤ lim sup ≤ lim = λ̃(a),
n→∞ n n→∞ n
which proves the claim.

Next we show that

ln kUa (t, 0)k
lim = λ̃(a)
t→∞ t
for a ∈ Ỹ1 . This follows from the estimates
kUa (t, 0)k ≤ kUa (t, btc)k · kUa (btc, 0)k
and
kUa (btc + 1, 0)k ≤ kUa (btc + 1, t)k · kUa (t, 0)k
and from Lemma 3.1.2(1).
Finally we prove that there is a Borel set Y1 ⊂ Y0 with µ(Y1 ) = 1 such that
λ̃(a) = const on Y1 . Let λ± (a) be defined as follows:
ln kUa (n, 0)k ln kUa (n, 0)k
λ+ (a) := lim sup and λ− (a) := lim inf .
n→∞ n n→∞ n
By the (B(Y0 ), B(R))-measurability of [ a 7→ fn (a) = kUa (n, 0)k ], both λ+
and λ− are (B(Y0 ), B(R))-measurable. From the subadditivity and Lemma
3.1.2(1) it follows that λ+ , consequently λ− , are bounded above. Lemma 3.1.4
implies that λ− , consequently λ+ , are bounded below. Therefore λ+ and λ−
belong to L1 ((Y0 , B(Y0 ), µ)). It follows from the Birkhoff Ergodic Theorem
(Lemma 1.2.6) that there is a Borel set Y2 ⊂ Y0 with µ(Y2 ) = 1 such that for
each a ∈ Y2 ,
1 t +
Z Z
lim λ (a · s) ds = λ+ dµ
t→∞ t 0 Y0
and Z t Z
1
lim λ− (a · s) ds = λ− dµ.
t→∞ t 0 Y0
Observe that for any a ∈ Ỹ1 and s ∈ R,
λ+ (a · s) = λ− (a · s) = λ̃(a).
This implies that Z Z

λ̃(a) = λ+ dµ = λ− dµ
Y0 Y0
for any a ∈ Y1 := Ỹ1 ∩ Y2 . The theorem is thus proved.
DEFINITION 3.1.3 (Principal Lyapunov exponent) λ(µ) as de-

fined above is called the principal Lyapunov exponent of Π for the ergodic
invariant measure µ.
THEOREM 3.1.6
For any ergodic µ supported on Y0 the principal Lyapunov exponent λ(µ)
belongs to the principal spectrum [λmin , λmax ] of Π on Y0 .
PROOF Suppose to the contrary that λ(µ) < λmin for some ergodic
µ supported on Y0 . It follows by definition that there is > 0 such that
lim inf t→∞ (1/t) ln kUa (t, 0)k ≥ λ(µ) + for all a ∈ Y0 , whereas Theorem 3.1.5
establishes the existence of ã ∈ Y0 with limt→∞ (1/t) ln kUã (t, 0)k = λ(µ). The
case λ(µ) > λmax is excluded in a similar way.
3.2 Exponential Separation: Definitions and Basic Prop-

erties
In the present section we introduce the definitions of exponential separa-
tion for (2.0.1)+(2.0.2), or for Π, as well as show basic properties of principal
spectrum and principal Lyapunov exponents under the assumption that ex-
ponential separation holds.
The standing assumption throughout the present section is that (2.0.1)+
(2.0.2) satisfies (A2-1)–(A2-3). Π shall denote the topological linear skew-
product semiflow generated on L2 (D) × Y by (2.0.1)+(2.0.2) (see (2.2.6)).
Let Y0 be a closed connected invariant subset of Y . By a one-dimensional
(trivial ) subbundle X (1) of L2 (D) × Y0 we understand a set { (rw(a), a) : r ∈
R, a ∈ Y0 }, where w : Y0 → L2 (D) is a continuous mapping with the property
that kw(a)k = 1 for all a ∈ Y0 . For a ∈ Y0 we call the one-dimensional
vector subspace span{w(a)} =: X (1) (a) the fiber of X (1) over a. A one-
codimensional (trivial ) subbundle X (2) is usually defined as a family of one-
codimensional subspaces continuously depending on a ∈ Y0 . For our purposes
it suffices to define it as a set { (v, a) ∈ L2 (D) : hv, w∗ (a)i = 0, a ∈ Y0 },
where w∗ : Y0 → L2 (D)∗ is a continuous mapping satisfying kw∗ (a)k = 1
for all a ∈ Y0 . For a ∈ Y0 we call the one-codimensional vector subspace
{ v ∈ L2 (D) : hv, w∗ (a)i = 0 } =: X (2) (a) the fiber of X (2) over a. As we will
consider only trivial subbundles, we drop the adjective “trivial” from now on.
A one-dimensional subbundle X (1) and a one-codimensional subbundle X (2)
are complementary if X (1) (a) ⊕ X (2) (a) = L2 (D) for each a ∈ Y0 , where ⊕
denotes direct sum in the Banach space sense (X (1) (a) and X (2) (a) need not
be orthogonal). Notice that X (1) and X (2) are complementary if and only if
hw(a), w∗ (a)i 6= 0 for all a ∈ Y0 . If X (1) and X (2) are complementary, we
write X (1) ⊕ X (2) = L2 (D) × Y0 .
A one-dimensional subbundle X (1) is said to be invariant (under Π) if for
each a ∈ Y0 and each t > 0 there is a real ra (t) such that Ua (t, 0)w(a) =
ra (t)w(a · t). This is equivalent to saying that Ua (t, 0)X (1) (a) ⊂ X (1) (a · t) for
each a ∈ Y0 and each t > 0.
A one-codimensional subbundle X (2) is said to be invariant (under Π) if
for each a ∈ Y0 and each t < 0 there is a real ra∗ (t) such that Ua∗ (t, 0)w∗ (a) =
ra∗ (t)w∗ (a · t). This is equivalent to saying that Ua (t, 0)X (2) (a) ⊂ X (2) (a · t)
for each a ∈ Y0 and each t > 0.

For a given one-dimensional subbundle X (1) denote by (X (1) )∗ the one-
codimensional subbundle given by (X (1) )∗ (a) := { v ∈ L2 (D) : hw(a), vi =
0 } = X (1) (a)⊥ , a ∈ Y0 . It is easy to see that X (1) is invariant under Π if and
only if (X (1) )∗ is invariant under Π∗ .
Similarly, for a one-codimensional subbundle X (2) denote by (X (2) )∗ the
one-dimensional subbundle given by (X (2) )∗ (a) := span{w∗ (a)}. It is easy to
see that X (2) is invariant under Π if and only if (X (2) )∗ is invariant under Π∗ .
For more on subbundles, see [97].
DEFINITION 3.2.1 (Exponential separation) Let Y0 be a compact

connected invariant subset of Y . We say that Π admits an exponential sepa-
ration with separating exponent γ0 > 0 over Y0 if there are an invariant one-
dimensional subbundle X1 of L2 (D)×Y0 with fibers X1 (a) = span{w(a)}, and
an invariant complementary one-codimensional subbundle X2 of L2 (D) × Y0
with fibers X2 (a) = { v ∈ L2 (D) : hv, w∗ (a)i = 0 } having the following prop-
erties:
(i) w(a) ∈ L2 (D)+ for all a ∈ Y0 ,
(ii) X2 (a) ∩ L2 (D)+ = {0} for all a ∈ Y0 ,
(iii) There is M ≥ 1 such that for any a ∈ Y0 and any v ∈ X2 (a) with
kvk = 1,
kUa (t, 0)vk ≤ M e−γ0 t kUa (t, 0)w(a)k (t > 0).
As a consequence of the invariance of X1 and of Proposition 2.2.9(2) we

have the following stronger property.
Ua (t, 0)X (1) (a) = X (1) (a · t), a ∈ Y0 , t > 0. (3.2.1)
Moreover, for each a ∈ Y0 and each t > 0 there is ra (t) > 0 such that
Ua (t; 0)w(a) = ra (t)w(a·t). Since ra (t) = kUa (t, 0)w(a)k, by Proposition 2.2.13,
the function [ Y0 × (0, ∞) 3 (a, t) 7→ ra (t) ∈ (0, ∞) ] is continuous.
We claim that w∗ (a) can be taken to belong to L2 (D)+ for each a ∈ Y0 .
If w∗ (a) ∈ −L2 (D)+ for each a ∈ Y0 then we replace w∗ (a) with −w∗ (a).
Suppose to the contrary that there is a ∈ Y0 such that w∗ (a) ∈ / L2 (D)+ ∪
+
−L2 (D) . This means that the Lebesgue measure of the set D1 := { x ∈
D : w∗ (a)(x) > 0 } is positive, as well as the Lebesgue measure of the set
D2 := {R x ∈ D : w∗ (a)(x) < 0 } is positive. Let v be R a simple function taking
value ( D1 w∗ (a)(x) dx)−1 on D1 , taking value −( D2 w∗ (a)(x) dx)−1 on D2 ,
and equal to zero elsewhere. Clearly v ∈ L2 (D)+ \ {0} and hv, w∗ (a)i = 0,
that is, v ∈ X2 (a), which contradicts (ii).
As the dual Π∗ of the topological linear skew-product semiflow Π is gen-
erated by the adjoint equation (2.3.1)+(2.3.2), we have that for each a ∈ Y0
and each t < 0 there is ra∗ (t) > 0 such that Ua∗ (t, 0)w∗ (a) = ra∗ (t)w∗ (a · t).
Further, the function [ Y0 × (0, ∞) 3 (a, t) 7→ ra∗ (t) ∈ (0, ∞) ] is continuous.
LEMMA 3.2.1
Let Π admit an exponential separation over a compact connected invariant
subset Y0 ⊂ Y . For any sequence (a(n) ) ⊂ Y0 and any positive real se-
quence (tn ), if limn→∞ a(n) = a and limn→∞ tn = t, where t ≥ 0, then
Ua(n) (tn , 0)w(a(n) ) converge in L2 (D) to Ua (t, 0)w(a).
PROOF Observe that

Ua(n) ·(−1) (tn + 1, 0)w(a(n) · (−1))
Ua(n) (tn , 0)w(a(n) ) = ,
ra(n) ·(−1) (1)
which converges in L2 (D), by Proposition 2.2.12, to
Ua·(−1) (t + 1, 0)w(a · (−1))

= Ua (t, 0)w(a).
ra·(−1) (1)
Denote by Π|X1 the restriction of Π to the subbundle X1 . We extend Π|X1

to negative times in the following way:
(
((Ua·t (−t, 0)|X1 (a·t) )−1 w(a), a · t), t < 0
(Π|X1 )t (w(a), a) :=
(Ua (t, 0)w(a), a · t), t ≥ 0,
or, in view of the invariance of X1 :


w(a · t)
 ,a · t , t<0
(Π|X1 )t (w(a), a) = kUa·t (−t, 0)w(a · t)k
(kUa (t, 0)w(a)kw(a · t), a · t), t ≥ 0.

One has
(Π|X1 )0 = IdX1
and
(Π|X1 )s ◦ (Π|X1 )t = (Π|X1 )s+t for any s, t ∈ R.
Also, from Lemma 3.2.1 it follows that the mapping [ R × X1 3 (t, (v, a)) 7→
(Π|X1 )t (v, a) ∈ X1 ] is continuous. Such an object is called a topological linear
skew-product flow on the bundle X1 covering the topological flow σ. For a
theory of topological linear skew-product flows on (finite-dimensional) vector
bundles see [65].
For a ∈ Y0 fixed, u ∈ L2,loc ((−∞, ∞), V ) is an entire positive weak so-
lution of (2.0.1)a +(2.0.2)a if for any s < t, u|[s,t] is a weak solution of
(2.0.1)a +(2.0.2)a and for any t ∈ R, u(t) ∈ L2 (D)+ \ {0}. Note that the
mapping defined as
(
(Ua·t (−t, 0)|X1 (a·t) )−1 w(a), t < 0
va (t) :=
Ua (t, 0)w(a), t≥0
(that is, the projection onto the first axis of [ (−∞, ∞) 3 t 7→ (Π|X1 )t (w(a), a) ])
is an entire positive weak solution of the problem (2.0.1)a +(2.0.2)a .
For a ∈ Y0 , denote by P1 (a) the projection of L2 (D) on X1 (a) along
X1 (a), and by P2 (a) the projection of L2 (D) on X2 (a) along X1 (a), P2 (a) =
IdL2 (D) −P1 (a). Notice that
hu, w∗ (a)i
P1 (a)u = w(a), a ∈ Y0 , u ∈ L2 (D). (3.2.2)
hw(a), w∗ (a)i
The mappings [ Y0 3 a 7→ P1 (a) ∈ L(L2 (D)) ] and [ Y0 3 a 7→ P2 (a) ∈

L(L2 (D)) ] are continuous. Indeed, notice that for any two a(1) , a(2) ∈ Y0 and
any u0 ∈ L2 (D) the following estimate holds:
kP1 (a(1) )u0 − P1 (a(2) )u0 k

1 1 |hu0 , w∗ (a(1) )i| kw(a(1) )k

≤ (1) ∗ (1)
− (2) ∗ (2)
hw(a ), w (a )i hw(a ), w (a )i
|hu0 , w∗ (a(1) ) − w∗ (a(2) )i|
+ kw(a(1) )k
hw(a(2) ), w∗ (a(2) )i
|hu0 , w∗ (a(2) )i|
+ kw(a(1) ) − w(a(2) )k,
hw(a(2) ), w∗ (a(2) )i
which reduces the issue of the continuity of the former mapping to the con-
tinuity of the mappings w, w∗ : Y0 → L2 (D). The continuity of the latter
mapping follows by the formula P2 (a) = IdL2 (D) −P1 (a).
Recall that the dual topological linear skew-product semiflow {Π∗ (t)}t≥0
(denoted also by Π∗ ) is defined as
Π∗t (v ∗ , a) := (Ua∗ (−t, 0)v ∗ , a · (−t)), t ≥ 0, v ∗ ∈ L2 (D), a ∈ Y,
where
Ua∗ (−t, 0) = (Ua·(−t) (t, 0))∗ , a ∈ Y, t ≥ 0.
THEOREM 3.2.1
A topological linear skew-product semiflow Π admits an exponential separa-
tion over Y0 , with a one-dimensional subbundle X1 and a one-codimensional
subbundle X2 , if and only if its dual Π∗ admits an exponential separation over
Y0 , with a one-dimensional subbundle X2∗ and a one-codimensional subbundle
X1∗ . Separating exponents can be chosen to be equal.
PROOF Recall that, for any a ∈ Y0 ,
v1∗ ∈ X1∗ (a) if and only if hv1 , v1∗ i = 0 for each v1 ∈ X1 (a),
and
X2∗ (a) = span{w∗ (a)},
where w∗ (a) ∈ L2 (D)+ for any a ∈ Y0 . Also, X1∗ (a) is, for any a ∈ Y0 , the
subspace orthogonal to w(a) ∈ L2 (D)+ .
The facts that X1∗ is a one-codimensional subbundle invariant under Π∗ and
that X2∗ is a one-dimensional subbundle invariant under Π∗ , follow from the
respective definitions and from the invariance of X1 and X2 under Π.
We estimate first the norms of the restrictions of Ua∗ (−t, 0) to X2∗ .
kUa∗ (−t, 0)w∗ (a)k = sup{ |hu, Ua∗ (−t, 0)w∗ (a)i| : kuk = 1 }
= sup{ |hP1 (a)Ua·(−t) (t, 0)u, w∗ (a)i| : kuk = 1 }
= sup{ |hUa·(−t) (t, 0)P1 (a · (−t))u, w∗ (a)i| : kuk = 1 }
≥ K1 kUa·(−t) (t, 0)w(a · (−t))k,
where K1 := inf{ hw(ã), w∗ (ã)i : ã ∈ Y0 } > 0.

Next we estimate the norms of the restrictions of Ua∗ (−t, 0) to X1∗ . Let
v1 ∈ X1∗ (a) with kv1∗ k = 1.
∗
kUa∗ (−t, 0)v1∗ k = sup{ |hu, Ua∗ (−t, 0)v1∗ i| : kuk = 1 }

= sup{ |hP2 (a)Ua·(−t) (t, 0)u, v1∗ i| : kuk = 1 }
= sup{ |hUa·(−t) (t, 0)P2 (a · (−t))u, v1∗ i| : kuk = 1 }
≤ K2 sup{ kUa·(−t) (t, 0)uk : u ∈ X2 (a · (−t)), kuk = 1 },
where K2 := sup{ kP2 (ã)k : ã ∈ Y0 } < ∞.

Consequently,
kUa∗ (−t, 0)v1∗ k K2 kUa·(−t) (t, 0)|X2 (a·(−t)) k

≤
kUa∗ (−t, 0)w∗ (a)k K1 kUa·(−t) (t, 0)|X1 (a·(−t)) k
for any a ∈ Y , t > 0 and v1∗ ∈ X1∗ (a) with v1∗ = 1. By Definition 3.2.1(iii),
kUa·(−t) (t, 0)|X2 (a·(−t)) k

≤ M e−γ0 t
kUa·(−t) (t, 0)|X1 (a·(−t)) k
for any a ∈ Y and any t > 0. This together with the previous display gives a
desired result.
The reverse implication follows by the observation that (Π∗ )∗ = Π.
The following easy result will be needed a couple of times, so we formulate

it here.
LEMMA 3.2.2
Assume that Π admits an exponential separation over a compact connected
invariant subset Y0 ⊂ Y . Then for each nonzero u0 ∈ L2 (D)+ there exists
K > 0 such that for each a ∈ Y0 the inequality kP2 (a)u0 k ≤ KkP1 (a)u0 k
holds.
PROOF Observe that for each a ∈ Y0 and each nonzero u0 ∈ L2 (D)+

one has P1 (a)u0 6= 0, since otherwise u0 would be in X2 (a), which contradicts
the property in Definition 3.2.1(ii). Suppose to the contrary that for each
positive integer n there is a(n) ∈ Y0 such that kP1 (a(n) )u0 k < n1 kP2 (a(n) )u0 k.
We can choose a subsequence of (a(n) )∞ n=1 converging to some ã ∈ Y0 . But by
the continuous dependence of the projections P2 on the base point and the
compactness of Y0 , the set { kP2 (a)u0 k : a ∈ Y0 } is bounded, consequently
kP1 (ã)u0 k = 0, which is impossible.
Sometimes we have an “exponential separation” only for the discrete time.

For convenience, we introduce
DEFINITION 3.2.2 (Exponential separation for discrete time)

Let Y0 be a compact connected invariant subset of Y , and let T > 0. Π is
said to admit an exponential separation with separating exponent γ00 > 0
for the discrete time T over Y0 if there are a one-dimensional subbundle X1
of L2 (D) × Y0 with fibers X1 (a) = span{w(a)}, and a one-codimensional
subbundle X2 of L2 (D)×Y0 with fibers X2 (a) = { v ∈ L2 (D) : hv, w∗ (a)i = 0 }
having the following properties:
(a) Ua (T, 0)X1 (a) = X1 (a · T ) and Ua (T, 0)X2 (a) ⊂ X2 (a · T ) for all a ∈ Y0 ,
(b) w(a) ∈ L2 (D)+ for all a ∈ Y0 ,
(c) X2 (a) ∩ L2 (D)+ = {0} for all a ∈ Y0 ,
(d) there are M 0 ≥ 1 such that for any a ∈ Y0 and any v ∈ X2 (a) with
kvk = 1,
0
kUa (nT, 0)vk ≤ M 0 e−γ0 n kUa (nT, 0)w(a)k (n = 1, 2, 3, . . . ).
The next result shows that the exponential separation for some discrete
time implies exponential separation.
THEOREM 3.2.2
Assume that Π admits an exponential separation with separating exponent
γ00 for some discrete time T > 0 over a compact connected invariant subset
Y0 ⊂ Y . Then Π admits an exponential separation with separating exponent
γ0 = γ00 over Y0 .
PROOF We start by proving that the subbundles X1 and X2 having the

above properties are invariant. Without loss of generality, assume that T = 1.
Suppose by way of contradiction that X1 is not invariant, that is, there are
a ∈ Y0 and τ > 0 such that Ua (τ, 0)w(a) ∈ / X1 (a · τ ). Define a continuous
function f : R → R as
kP2 (a · t)Ua (t, 0)w(a)k




 kP (a · t)U (t, 0)w(a)k for t ≥ 0
1 a
f (t) :=
 kP2 (a · t)Ua (t, btc)w(a · btc)k

 for t < 0,
kP1 (a · t)Ua (t, btc)w(a · btc)k
where P1 (·) is as in (3.2.2) and P2 (·) = IdL2 (D) − P1 (·). As, by Proposi-
tion 2.2.9(2) and (b), (Ua·s (t + s, s)w(a · s))(x) > 0 for all a ∈ Y , s ∈ R,
t > 0 and a.e. x ∈ D, the function f is well defined. By part (a) f (k) = 0
for any integer k. Moreover, from the continuity and the positivity of the
mapping [ Y × [0, 1] 3 (a, t) 7→ kP1 (Ua (t, 0)w(a))k ] and from the continuity
of [ Y × [0, 1] 3 (a, t) 7→ kP2 (Ua (t, 0)w(a))k ] it follows that f is bounded from
above.
0
Take a positive integer n0 so large that M 0 e−γ0 n0 < 1. From (d) it follows
0
that f (t + n) ≤ M 0 e−γ0 n f (t) for all t ∈ R and all n ∈ N. This implies that
0
f (t) ≤ (M 0 e−γ0 n0 )k f (t − n0 k)
for all t ∈ R and k ∈ N. It then follows from the nonnegativity and bounded-
ness of f that
0
0 ≤ f (t) ≤ lim sup (M 0 e−γ0 n0 )k f (t − n0 k) = 0
k→∞
for all t ∈ R. Hence f ≡ 0. This contradicts the assumption Ua (a · τ )w(a) ∈ /

X1 (a · τ ). Therefore X1 is invariant.
The proof of the invariance of X2 goes along the following lines. We prove
first a discrete-time analog of Theorem 3.2.1, that is, that Π∗ admits an expo-
nential separation for discrete time T > 0 over a compact invariant Y0 ⊂ Y ,
with one-dimensional subbundle X2∗ and one-codimensional subbundle X1∗ .
The previous paragraph gives that X2∗ is invariant under Π∗ , which is equiv-
alent to X2 being invariant under Π.
The property (iii) in Definition 3.2.1 follows from (d) by applying the
L2 (D)–L2 (D) estimate in Proposition 2.2.2.
THEOREM 3.2.3
Assume that Π admits an exponential separation over Y0 with a one di-
mensional bundle X1 and a one-codimensional bundle X2 , and admits an
exponential separation over Y0 with a one-dimensional bundle X̃1 and a one-
codimensional bundle X̃2 . Then X1 = X̃1 and X2 = X̃2 .
PROOF For a ∈ Y0 denote by P1 (a) and P2 (a) the projections correspond-

ing to the exponential separation with X1 and X2 , and by w̃(a) the unique
element of L2 (D)+ such that kw̃(a)k = 1 and X̃1 = span{w̃(a)}. Further,
we define a function f : Y0 → [0, ∞) as f (a) := kP2 (a)w̃(a)k/kP1 (a)w̃(a)k.
Since kP1 (a)w̃(a)k > 0 (compare the proof of Lemma 3.2.2), f is well de-
fined. The function f is clearly continuous, so it is bounded. The invari-
ance of the subbundle X̃1 together with Definition 3.2.1 (for X1 and X2 )
imply that f (a · t) ≤ M e−γ0 t f (a) for each a ∈ Y and t > 0, consequently
f (a) ≤ M e−γ0 t f (a · (−t)) for each a ∈ Y and t > 0, which gives f ≡ 0. We
have obtained thus X1 = X̃1 .
By Theorem 3.2.1, Π∗ admits an exponential separation over Y0 with a
one-dimensional bundle X2∗ and a one-codimensional bundle X1∗ , as well as
admits an exponential separation over Y0 with a one-dimensional bundle X̃2∗
and a one-codimensional bundle X̃1∗ . The first part of the proof gives that
X2∗ = X̃2∗ , which implies X2 = X̃2 .
LEMMA 3.2.3
Assume that Π admits an exponential separation over a nonempty compact
connected invariant subset Y0 of Y .
(1) For each a ∈ Y0 , each u0 ∈ L2 (D) \ X2 (a), ku0 k = 1, and each δ0 > 0
there is M1 = M1 (a, u0 , δ0 ) ∈ (0, 1) such that
kUa (t, 0)u0 k ≥ M1 kUa (t, 0)w(a)k
for all t ≥ δ0 .
(2) There is M2 ≥ 1 such that
kUa (t, 0)u0 k ≤ M2 kUa (t, 0)w(a)k
for all a ∈ Y0 , all t ≥ 0, and all u0 ∈ L2 (D) with ku0 k = 1. Conse-

quently, for that same M2 ≥ 1,
kUa (t, 0)w(a)k ≤ kUa (t, 0)k+ = kUa (t, 0)k ≤ M2 kUa (t, 0)w(a)k
for all a ∈ Y0 and all t ≥ 0.
PROOF (1) Let P1 (·) and P2 (·) denote the projections for the exponential
separation. Fix a ∈ Y0 and u0 ∈ L2 (D) \ X2 (a) with ku0 k = 1. Put K :=
kP2 (a)u0 k/kP1 (a)u0 k. We estimate

kUa (t, 0)u0 k ≥ kP1 (a · t)Ua (t, 0)u0 k − kP2 (a · t)Ua (t, 0)u0 k

kP2 (a · t)Ua (t, 0)u0 k
= 1− kP1 (a · t)Ua (t, 0)u0 k
kP1 (a · t)Ua (t, 0)u0 k

kUa (t, 0)P2 (a)u0 k
= 1− kUa (t, 0)P1 (a)u0 k
≥ (1 − M Ke−γ0 t )kUa (t, 0)w(a)k kP1 (a)u0 k (by Def. 3.2.1(iii))
−γ0 t
1 − M Ke
≥ kUa (t, 0)w(a)k (since ku0 k ≤ (1 + K)kP1 (a)u0 k)
1+K
for any a ∈ Y0 and any t > 0. Take T > 0 to be such that (1−M Ke−γ0 t )/(1+
K) > 0 for all t ≥ T . If T ≤ δ0 we are done. Assume not. Notice that
Ua (t, 0)u0 6= 0 for all t > 0. Indeed, P1 (a)u0 6= 0, consequently P1 (a ·
t)Ua (t, 0)u0 = Ua (t, 0)P1 (a)u0 6= 0. The equality Ua (t, 0)u0 = 0 for some
t > 0 would imply P2 (a · t)Ua (t, 0)u0 = −P1 (a · t)Ua (t, 0)u0 6= 0. But then
0 6= P2 (a·t)Ua (t, 0)u0 ∈ X1 (a·t)∩X2 (a·t), which is impossible. Consequently
kUa (t, 0)u0 k > 0 for all t > 0. Since Y0 × [δ0 , T ] is compact, Proposition 2.2.12
implies that the set { kUa (t, 0)u0 k : t ∈ [δ0 , T ] } is bounded away from zero.
The set { kUa (t, 0)w(a)k : t ∈ [δ0 , T ] } is clearly bounded, hence the conclusion
of Part (1) follows.
(2) Put K1 := max{ kP1 (a)k : a ∈ Y0 }, K2 := max{ kP2 (a)k : a ∈ Y0 }. Fix
a ∈ Y0 and u0 ∈ L2 (D) with ku0 k = 1. We estimate
kUa (t, 0)u0 k ≤ kP1 (a · t)Ua (t, 0)u0 k + kP2 (a · t)Ua (t, 0)u0 k
= kUa (t, 0)P1 (a)u0 k + kUa (t, 0)P2 (a)u0 k

= kP1 (a)u0 k + kUa (t, 0)w(a)k
kUa (t, 0)w(a)k
≤ (kP1 (a)u0 k + M e−γ0 t kP2 (a)u0 k)kUa (t, 0)w(a)k (by Def. 3.2.1(iii))
≤ (K1 + K2 M e−γ0 t )kUa (t, 0)w(a)k
for any t > 0.
LEMMA 3.2.4
Assume that Π admits an exponential separation over a nonempty compact
connected invariant subset Y0 of Y . Then for each u0 ∈ L2 (D)+ , ku0 k = 1,
and each δ0 > 0 there is M1 = M1 (u0 , δ0 ) ∈ (0, 1) such that
kUa (t, 0)u0 k ≥ M1 kUa (t, 0)w(a)k
for all a ∈ Y0 and all t ≥ δ0 .
PROOF Let P1 (·) and P2 (·) denote the projections for the exponential
separation. By Lemma 3.2.2 there is K = K(u0 ) > 0 such that kP2 (a)u0 k ≤
KkP1 (a)u0 k for all a ∈ Y0 . We estimate
kUa (t, 0)u0 k ≥ kP1 (a · t)Ua (t, 0)u0 k − kP2 (a · t)Ua (t, 0)u0 k

kP2 (a · t)Ua (t, 0)u0 k
= 1− kP1 (a · t)Ua (t, 0)u0 k
kP1 (a · t)Ua (t, 0)u0 k

= 1− kUa (t, 0)P1 (a)u0 k
≥ (1 − M Ke−γ0 t )kUa (t, 0)w(a)k kP1 (a)u0 k (by Def. 3.2.1(iii))
−γ0 t
1 − M Ke
≥ kUa (t, 0)w(a)k (since ku0 k ≤ (1 + K)kP1 (a)u0 k)
1+K
for any a ∈ Y0 and any t > 0. Take T > 0 to be such that (1−M Ke−γ0 t )/(1+
K) > 0 for all t ≥ T . If T ≤ δ0 we are done. Assume not. Then notice that
by Proposition 2.2.9(2), kUa (t, 0)u0 k > 0 for all a ∈ Y0 and t > 0. Since
Y0 × [δ0 , T ] is compact, Proposition 2.2.12 implies that the set { kUa (t, 0)u0 k :
a ∈ Y0 , t ∈ [δ0 , T ] } is bounded away from zero. The set { kUa (t, 0)w(a)k :
a ∈ Y0 , t ∈ [δ0 , T ] } is clearly bounded, hence the conclusion follows.
From now on until the end of Section 3.2 we assume that Y0 is a compact
connected invariant subset of Y such that Π admits an exponential separation
with separating exponent γ0 over Y0 .
THEOREM 3.2.4
Let µ be an invariant ergodic Borel probability measure for σ|Y0 . Then there
is a Borel set Y1 ⊂ Y0 , µ(Y1 ) = 1, with the following properties.
(1) For any a ∈ Y1 and any u0 ∈ L2 (D) \ X2 (a) one has
ln kUa (t, 0)u0 k
lim = λ(µ). (3.2.3)
t→∞ t
(2) For any a ∈ Y1 and any u0 ∈ X2 (a) \ {0} one has

ln kUa (t, 0)u0 k
lim sup ≤ λ(µ) − γ0 . (3.2.4)
t→∞ t
PROOF By Theorem 3.1.5 there is a Borel set Y1 ⊂ Y0 with µ(Y1 ) = 1

such that
ln kUa (t, 0)k
lim = λ(µ)
t→∞ t
for all a ∈ Y1 . Fix a ∈ Y0 and u0 ∈ L2 (D)\X2 (a) with ku0 k = 1. Lemma 3.2.3
yields the existence of M1 = M1 (a, u0 , 1) > 0 and M2 > 0 such that
M1 M1
kUa (t, 0)u0 k ≥ M1 kUa (t, 0)w(a)k ≥ kUa (t, 0)k ≥ kUa (t, 0)u0 k
M2 M2
for all t ≥ 1. Part (1) follows immediately.

Part (2) is a consequence of Part (1) and Definition 3.2.1(iii).
COROLLARY 3.2.1
Let µ and Y1 be as in Theorem 3.2.4. Then for any a ∈ Y1 , u0 ∈ X2 (a) \ {0}
if and only if
ln kUa (t, 0)u0 k
lim sup < λ(µ).
t→∞ t
The following result will be extensively used in Chapter 4.
LEMMA 3.2.5
Let λ ∈ R, (a(n) )∞ ∞ ∞
n=1 ⊂ Y0 , and (sn )n=1 ⊂ R, (tn )n=1 ⊂ R with tn − sn → ∞.
Then the following conditions are equivalent:
ln kUa(n) (tn , sn )w(a(n) · sn )k
(1) lim = λ.
n→∞ tn − sn
ln kUa(n) (tn , sn )u0 k
(2) lim = λ for any u0 ∈ L2 (D)+ \ {0}.
n→∞ tn − sn
ln kUa(n) (tn , sn )k ln kUa(n) (tn , sn )k+
(3) lim = lim = λ.
PROOF Fix u0 ∈ L2 (D)+ with ku0 k = 1. By Lemmas 3.2.4 and 3.2.3(2)

there are M1 = M1 (u0 , 1) > 0 and M2 > 0 such that
M1
kUa(n) (tn , sn )u0 k ≥ M1 kUa(n) (tn , sn )w(a(n) · sn )k ≥ kU (n) (tn , sn )u0 k
M2 a
for any n ∈ N such that tn − sn ≥ 1. This implies the equivalence of (1) and
(2).
The equivalence of (1) and (3) is a consequence of Lemma 3.2.3(2).
LEMMA 3.2.6
(1) λ ∈ R belongs to the upper principal resolvent of Π over Y0 if and only if

there are > 0 and M ≥ 1 such that
kUa (t, 0)w(a)k ≤ M e(λ−)t for t > 0 and a ∈ Y0 ,
(2) λ ∈ R belongs to the lower principal resolvent of Π over Y0 if and only if

there are > 0 and M ∈ (0, 1) such that
kUa (t, 0)w(a)k ≥ M e(λ+)t for t > 0 and a ∈ Y0 .

PROOF Part (1) is a consequence of Lemma 3.2.3(2). Part (2) is a

consequence of Lemma 3.2.3(2) together with Lemma 3.1.3.
For the topological linear skew-product flow Π|X1 on the one-dimensional

bundle X1 its dynamical spectrum (or the Sacker–Sell spectrum) is defined as
the complement of the set of those λ ∈ R for which either of the conditions in
Lemma 3.2.6 holds (see [65]). Therefore the principal spectrum of Π over Y0
equals the dynamical spectrum of Π|X1 , which allows us to make use of [65,
Theorem 3.3] to prove the following important results.
THEOREM 3.2.5
There exist ergodic invariant measures µmin and µmax for σ|Y0 such that
λmin = λ(µmin ) and λmax = λ(µmax ).
COROLLARY 3.2.2
If (Y0 , {σt }t∈R ) is uniquely ergodic then λmin = λmax .
REMARK 3.2.1 When (2.0.1)a +(2.0.2)a is actually time independent

or periodic, then the unique (by Corollary 3.2.2) element of the principal
spectrum turns out to be the classical principal eigenvalue.
THEOREM 3.2.6
Let µ be an invariant ergodic measure for σ|Y0 . Then there is a Borel set
Ỹ1 ⊂ Y0 , µ(Ỹ1 ) = 1, with the property that
ln kUa (t, 0)w(a)k

lim = λ(µ). (3.2.5)
t→±∞ t
for any a ∈ Ỹ1 , where, for t < 0, Ua (t, 0)w(a) denotes the only element
v ∈ X1 (a · t) such that Ua·t (−t, 0)v = w(a).
PROOF It follows by an application of [65, Theorem 2.1] to the topological

linear skew-product flow Π|X1 on the one-dimensional bundle X1 .
The following result shows that in the case of (Y0 , σ) being topologically
transitive, when analyzing the principal spectrum/principal Lyapunov expo-
nent one can restrict oneself to considering solutions of (2.0.1)+(2.0.2) with
only one parameter value. It will be extensively used in Chapter 4.
THEOREM 3.2.7
If Y0 = cl { a(0) · t : t ∈ R } for some a(0) ∈ Y0 , where the closure is taken in
the weak-* topology, then
(1) (i) There are sequences (s0n )∞ 0 ∞ 0 0

n=1 , (tn )n=1 ⊂ R, tn −sn → ∞ as n → ∞,
such that
ln kUa(0) (t0n , s0n )w(a(0) · s0n )k

λmin = lim
n→∞ t0n − s0n
ln kUa(0) (t0n , s0n )u0 k ln kUa(0) (t0n , s0n )k
= lim 0 0
= lim
n→∞ tn − sn n→∞ t0n − s0n
for each u0 ∈ L2 (D)+ \ {0},

(ii) There are sequences (s00n )∞ 00 ∞ 00 00
n=1 , (tn )n=1 ⊂ R, tn −sn → ∞ as n → ∞,
such that
ln kUa(0) (t00n , s00n )w(a(0) · s00n )k

λmax = lim
n→∞ t00n − s00n
= lim 00 00
= lim
n→∞ tn − sn n→∞ t00n − s00n
for each u0 ∈ L2 (D)+ \ {0}.
(2) For any u0 ∈ L2 (D)+ \ {0} there holds
ln kUa(0) (t, s)w(a(0) · s)k

λmin = lim inf
t−s→∞ t−s
ln kUa(0) (t, s)u0 k ln kUa(0) (t, s)k
= lim inf = lim inf
t−s→∞ t−s t−s→∞ t−s
ln kUa(0) (t, s)k ln kUa(0) (t, s)u0 k
≤ lim sup = lim sup
ln kUa(0) (t, s)w(a(0) · s)k
= lim sup = λmax .
t−s→∞ t−s
(3) For each λ ∈ [λmin , λmax ] there are sequences (kn )∞ ∞

n=1 , (ln )n=1 ⊂ Z,
ln − kn → ∞ as n → ∞, such that
ln kUa(0) (ln , kn )w(a(0) · kn )k

λ = lim
n→∞ ln − kn
ln kUa(0) (ln , kn )u0 k ln kUa(0) (ln , kn )k
= lim = lim
n→∞ ln − k n n→∞ ln − kn
for each u0 ∈ L2 (D)+ \ {0}.
PROOF (1) We prove only (i), the other part being similar. By Theorem
3.2.5(2), there is an ergodic invariant measure µmin for the topological flow
(Y0 , σ) such that λmin equals the principal Lyapunov exponent on Y0 for µmin .
Theorem 3.1.5 and Lemma 3.2.5 provide the existence of a Borel set Y1 ⊂ Y0
with µmin (Y1 ) = 1 such that
ln kUã (t, 0)w(ã)k

lim = λmin for any ã ∈ Y1 .
t→∞ t
Fix ã ∈ Y1 . For each n = 1, 2, 3, . . . , take τn ≥ n such that
1 ln kUã (τn , 0)w(ã)k 1

λmin − < < λmin + .
2n τn 2n
As Y0 equals the closure of { a(0) · t : t ∈ R }, for any n = 1, 2, 3, . . . we can

find s0n ∈ R with the property that a(0) · s0n is so close to ã that
τn
| ln kUã (τn , 0)w(ã)k − ln kUa(0) ·s0n (τn , 0)w(a · s0n )k | < .
2n
Take t0n := s0n + τn . We have found two sequences (s0n )∞ 0 ∞
n=1 , (tn )n=1 ⊂ R,
0 0
tn − sn → ∞ as n → ∞, such that
ln kUa(0) (t0n , s0n )w(a(0) · s0n )k

λmin = lim .
n→∞ t0n − s0n
By Lemma 3.2.5 again, the statement follows.

(2) It follows from (1) together with Theorem 3.1.2 and Lemma 3.2.5.
(3) Let δ ∈ [0, 1] be such that λ = δλmin + (1 − δ)λmax . Let (s0n ), (t0n ), (s00n ),
00
(tn ) be sequences as in (1).
For each n = 1, 2, 3, . . . consider the function

[0, 1] 3 δ
ln kUa(0) (δt0n + (1 − δ)t00n , δs0n + (1 − δ)s00n )w(a(0) · (δs0n + (1 − δ)s00n ))k

7→ .
δ(t0n − s0n ) + (1 − δ)(t00n − s00n )
The above function is continuous, so there exists δ̃ = δ̃(n) ∈ [0, 1] such that
ln kUa(0) (δ̃t0n + (1 − δ̃)t00n , δ̃s0n + (1 − δ̃)s00n )w(a(0) · (δ̃s0n + (1 − δ̃)s00n ))k

δ̃(t0n − s0n ) + (1 − δ̃)(t00n − s00n )
ln kUa(0) (t0n , s0n )w(a(0) · s0n )k ln kUa(0) (t00n , s00n )w(a(0) · s00n )k
=δ + (1 − δ) .
t0n − s0n t00n − s00n
Taking sn := δ̃(n)s0n + (1 − δ̃(n))s00n and tn := δ̃(n)t0n + (1 − δ̃(n))t00n , we see

that we have found sequences (sn )∞ ∞
n=1 , (tn )n=1 ⊂ R, tn − sn → ∞ as n → ∞,
such that
ln kUa(0) (tn , sn )w(a(0) · sn )k
lim = λ.
n→∞ tn − sn
Put kn := bsn c, ln := btn c. We have
M1
kU (0) (tn , sn )w(a(0) · sn )k ≤ kUa(0) (ln , kn )w(a(0) · kn )k
M2 a
M2
≤ kU (0) (tn , sn )w(a(0) · sn )k
M1 a
for n sufficiently large, where M1 := inf{ kUã (s, 0)w(ã)k : s ∈ [0, 1], ã ∈
Y0 } > 0, M2 := sup{ kUã (s, 0)w(ã)k : s ∈ [0, 1], ã ∈ Y0 } < ∞. After simple
calculation we have that

lim = λ.
n→∞ ln − k n
An application of Lemma 3.2.5 gives the desired result.
Recall that for a ∈ Y , Ba (t, u, v) is defined in (2.1.4) in the Dirichlet and

Neumann boundary condition cases, and is defined in (2.1.5) in the Robin
boundary condition case.
LEMMA 3.2.7
Z t
kUa (t, s)w(a)k = exp − Ba (τ, w(a·τ ), w(a·τ )) dτ for any a ∈ Y0 , s < t.
s
PROOF Fix a ∈ Y0 and s < t. Let, for τ ∈ [s, t], η(τ ) := kUa (τ, s)w(a)k.
By Proposition 2.1.4,
Z τ
1
(η(τ ))2 − (η(s)))2 = − Ba (r, w(a · r), w(a · r))(η(r))2 dr,
2 s
hence (η(·))2 is absolutely continuous. As it is bounded away from 0, ln η(·)

is absolutely continuous on [s, t]. We deduce then that
η̇(τ ) = −Ba (τ, w(a · τ ), w(a · τ ))η(τ )
for a.e. τ ∈ [s, t]. This implies the statement of the lemma.
The following results are straightforward corollaries of Lemma 3.2.7 and

Theorems 3.2.7 or 3.1.5, respectively.
THEOREM 3.2.8

Z t
−1
λmin = lim inf Ba(0) (τ, w(a(0) · τ ), w(a(0) · τ )) dτ
t−s→∞ t − s s
Z t
−1
≤ lim sup Ba(0) (τ, w(a(0) · τ ), w(a(0) · τ )) dτ = λmax .
t−s→∞ t − s s
THEOREM 3.2.9
Let µ be an ergodic invariant measure for σ|Y0 . Then there exists a Borel set
Y1 ⊂ Y0 with µ(Y1 ) = 1 such that
Z t
1
λ(µ) = − lim Ba (τ, w(a · τ ), w(a · τ )) dτ
t→∞ t 0
for any a ∈ Y1 .
3.3 Existence of Exponential Separation and Entire Pos-

itive Solutions
In this section we discuss the existence of exponential separation and the
existence and uniqueness of positive solutions.
We show that in general the existence of an entire positive solution and ex-
ponential separation follows from certain Harnack inequalities for nonnegative
solutions of parabolic problems.
In the present section we assume that assumptions (A2-1) through (A2-3)
are satisfied. Y0 is a compact connected invariant subset of Y .
For x ∈ D we denote by d(x) the distance of x from the boundary ∂D of
D.
We introduce now the assumptions (A3-1) and (A3-2).
(A3-1) (Harnack type inequality for quotients): For each δ1 > 0 there
is C1 = C1 (δ1 ) > 1 such that
(Ua (t, 0)u01 )(x) (Ua (t, 0)u01 )(x)

sup ≤ C1 inf
x∈D (Ua (t, 0)u02 )(x) x∈D (Ua (t, 0)u02 )(x)
for any a ∈ Y0 , t ≥ δ1 , any u01 , u02 ∈ L2 (D)+ , where u02 6= 0, and any
x ∈ D.
(A3-2) (Pointwise Harnack inequality) There is ς ≥ 0 such that for each
δ2 > 0 there is C2 = C2 (δ2 ) > 0 with the property that
(Ua (t, 0)u0 )(x) ≥ C2 (d(x))ς kUa (t, 0)u0 k∞ (3.3.1)

for any a ∈ Y0 , t ≥ δ2 , u0 ∈ L2 (D)+ and x ∈ D.
Both (2.0.1)+(2.0.2) and (2.3.1)+(2.3.2) satisfy (A3-1) and (A3-2) under

quite general conditions. For example, it is proved in [61] that both (A3-
1) and (A3-2) are satisfied in the Dirichlet boundary condition case for a
Lipschitz domain (see [61, Theorem 2.1 and Lemma 3.9]). It is proved in [59]
that (A3-2) is satisfied with ς = 0 in certain Neumann and Robin boundary
condition cases (see [59, Theorem 2.5]). If (A3-2) is satisfied with ς = 0, then
(A3-1) is also satisfied. More precisely, we have
LEMMA 3.3.1
(A3-2) with ς = 0 implies (A3-1).
PROOF Let u01 and u02 be as in (A3-1). Put ui (t, x) := (Ua (t, 0)u0i )(x),
i = 1, 2. By (A3-2) (with ς = 0) we have
u1 (t, x) supx∈D u1 (t, x) 1 inf x∈D u1 (t, x) 1 u1 (t, x)

sup ≤ ≤ 2 ≤ 2 inf
x∈D u2 (t, x) inf x∈D u2 (t, x) C2 supx∈D u2 (t, x) C2 x∈D u2 (t, x)
for t ≥ δ2 . Hence (A3-1) holds with δ1 = δ2 and C1 = 1/C22 .
We say that (A3-1) and/or (A3-2) are satisfied by (2.3.1)+(2.3.2) if they

are satisfied with Ua (t, 0) being replaced by Ua∗ (−t, 0). We have the follow-
ing theorems about the existence and uniqueness of an entire positive weak
solution and the existence of exponential separation.
THEOREM 3.3.1
Consider (2.0.1)+(2.0.2) and assume (A3-1)–(A3-2). Then there exists a
continuous function w : Y0 → L2 (D)+ , kw(a)k = 1 for each a ∈ Y0 , having
the property that for each a ∈ Y0 the function [ t 7→ va (t) = ra (t)w(a · t) ],
where (
kUa·t (−t, 0)w(a · t)k−1 t < 0,
ra (t) :=
kUa (t, 0)w(a)k t ≥ 0,
is an entire positive weak solution of (2.0.1)a +(2.0.2)a . Moreover, for any en-
tire positive weak solution v of (2.0.1)a +(2.0.2)a one has v(t) = kv(0)kva (t),
t ∈ R.
THEOREM 3.3.2
Consider (2.3.1)+(2.3.2) and assume that (A3-1)–(A3-2) are satisfied by
(2.3.1)+(2.3.2). Then there exists a continuous function w∗ : Y0 → L2 (D)+ ,
kw∗ (a)k = 1 for each a ∈ Y0 , having the property that for each a ∈ Y0 the
function [ t 7→ va∗ (t) = ra∗ (t)w∗ (a · t) ], where

(
∗ kUa∗ (t, 0)w∗ (a)k t ≤ 0,
ra (t) := ∗
kUa·t (−t, 0)w∗ (a · t)k−1 t > 0,
is an entire positive weak solution of (2.3.1)a +(2.3.2)a . Moreover, for any en-
tire positive weak solution v ∗ of (2.3.1)a +(2.3.2)a one has v ∗ (t) = kv ∗ (0)kva∗ (t),
t ∈ R.
THEOREM 3.3.3
Assume that (A3-1) and (A3-2) are satisfied by both (2.0.1) +(2.0.2) and
(2.3.1) +(2.3.2). Let w and w∗ be as in Theorems 3.3.1 and 3.3.2, respec-
tively. Then Π admits an exponential separation over Y0 with an invariant
one-dimensional subbundle given by X1 (a) = span{w(a)} and an invariant
one-codimensional subbundle given by X2 (a) = {v ∈ L2 (D) : hv, w∗ (a)i = 0}.
Moreover, for any a ∈ Y0 the fiber X2 (a) is characterized as the set of those
u0 ∈ L2 (D) such that the global weak solution [ [0, ∞) 3 t 7→ Ua (t, 0)u0 ] is
neither eventually positive nor eventually negative (plus the trivial solution).
We remark that Theorems 3.3.1–3.3.3 have been proved for the Dirichlet
boundary conditions case in [60] and [61] (see Section 3.6). We shall provide
unified proofs of Theorems 3.3.1–3.3.3 (i.e., proofs which apply to all three,
Dirichlet, Neumann, Robin, boundary conditions cases). In order to do so,
we first introduce three positive constants M1 , M2 , M3 by the following:


 kUa (t, 0)u0 k ≤ M1 ku0 k if u0 ∈ L2 (D)

kUa (t, 0)u0 k∞ ≤ M1 ku0 k∞ if u0 ∈ L∞ (D) (3.3.2)


kUa (t + 1/2, 0)u0 k∞ ≤ M1 ku0 k if u0 ∈ L2 (D)

for any a ∈ Y0 and 0 ≤ t ≤ 1,
kuk ≤ M2 kuk∞ (3.3.3)
for any u ∈ L∞ (D), and

M3 := k(d(·))ς k, (3.3.4)
where ς is a nonnegative constant as in (A3-2).
The existence of M1 is guaranteed by Proposition 2.2.2.
Observe that for any u0 ∈ L2 (D), by Proposition 2.2.2, Ua (t, 0)u0 ∈ L∞ (D)
for t > 0. Notice that if (A3-2) holds, then for any positive weak solution u
on [0, ∞) × D
ku(t)k ≥ M4 ku(t)k∞ (3.3.5)
for t ≥ δ2 , where M4 = C2 M3 .
We now show several lemmas, among which, some lemmas follow from the
arguments in [60] and [61]. For convenience, we provide proofs here. They
will be formulated for the problem (2.0.1)+(2.0.2) only. Their analogs for the
adjoint problem (2.3.1)+(2.3.2) are straightforward.
First of all, for convenience, we restate the interior Harnack inequality (see
Proposition 2.2.8)
LEMMA 3.3.2
For any t1 > 0 there is 0 < δ3 < 1 such that for any 0 < δ < δ3 there is
C3 > 0 with the property that
(Ua (t, 0)u0 )(y) ≤ C3 (Ua (t + τ, 0)u0 )(x)
for any a ∈ Y0 , t ≥ δ 2 , δ 2 ≤ τ ≤ t1 , u0 ∈ L2 (D)+ , and any x, y ∈ Dδ := { ξ ∈

D : d(ξ) > δ }.
LEMMA 3.3.3
Assume (A3-2). Then there are 0 < δ4 ≤ 1 and C4 > 0 such that
kUa (t + τ, 0)u0 k∞ ≥ C4 kUa (t, 0)u0 k∞ (3.3.6)
for any a ∈ Y0 , t ≥ δ4 , τ ∈ [0, 2], and u0 ∈ L2 (D)+ .
PROOF In Lemma 3.3.2 take t1 = 2, fix 0 < δ < δ3 and fix an x0 ∈ Dδ .

We have the existence of C3 > 0 such that
1
(Ua (t + τ, 0)u0 )(x) ≥ (Ua (t, 0)u0 )(x0 )
C3
for any a ∈ Y0 , t ≥ δ 2 , δ 2 ≤ τ ≤ 2, u0 ∈ L2 (D)+ , and x ∈ Dδ . Further, fix
0 < δ2 ≤ δ 2 . By (A3-2) there is C2 > 0 such that
(Ua (t, 0)u0 )(x0 ) ≥ C2 (d(x0 ))ς kUa (t, 0)u0 k∞
for any a ∈ Y0 , any u0 ∈ L2 (D), and any t ≥ δ2 . Consequently,

C2
(Ua (t + τ, 0)u0 )(x) ≥ (d(x0 ))ς kUa (t, 0)u0 k∞
C3
for any a ∈ Y0 , t ≥ δ 2 , δ 2 ≤ τ ≤ 2, u0 ∈ L2 (D)+ , and x ∈ Dδ , hence
C2
kUa (t + τ, 0)u0 k∞ ≥ (d(x0 ))ς kUa (t, 0)u0 k∞ (3.3.7)
C3
for any a ∈ Y0 , t ≥ δ 2 , δ 2 ≤ τ ≤ 2, and u0 ∈ L2 (D)+ .
On the other hand, by (3.3.2) there holds
kUa (t + δ 2 , 0)u0 k∞ ≤ M1 kUa (t + τ, 0)u0 k∞ (3.3.8)

for any a ∈ Y0 , t > 0, 0 ≤ τ ≤ δ 2 , and u0 ∈ L2 (D)+ . It then follows that

(3.3.6) holds with δ4 = δ 2 and C4 = C2 (d(x0 ))ς /C3 (notice that M1 ≥ 1).
LEMMA 3.3.4
Assume (A3-2). Then there are 0 < δ4 ≤ 1 and C̃4 > 0 such that
kUa (t + 1, 0)u0 k ≥ C̃4 kUa (t, 0)u0 k
for any a ∈ Y0 , t ≥ δ4 , and u0 ∈ L2 (D)+ .
PROOF By (3.3.6) there is δ4 > 0 such that
kUa (t + 2, 0)u0 k∞ ≥ C4 kUa (t, 0)u0 k∞
for t ≥ δ4 . (3.3.2) gives
kUa (t + 2, 0)u0 k∞ ≤ M1 kUa (t + 1, 0)u0 k
for t ≥ 0. By (3.3.3),
kUa (t, 0)u0 k ≤ M2 kUa (t, 0)u0 k∞
for t ≥ δ4 . It then follows that
kUa (t + 1, 0)u0 k ≥ C̃4 kUa (t, 0)u0 k

C4
for t ≥ δ4 , where C̃4 = M1 M2 .
LEMMA 3.3.5
Assume (A3-1). Then for each δ1 > 0 there is C1 > 1 such that for
any a ∈ Y0 , if u1 , u2 are global weak solutions of (2.0.1)a +(2.0.2)a on
[0, ∞) × D, with u2 being positive (u1 (0), u2 (0) ∈ L2 (D)), then the functions
%min , %max : (0, ∞) → R defined as
u1 (t)(x) u1 (t)(x)
%min (t) := inf , %max (t) := sup
x∈D u2 (t)(x) x∈D u2 (t)(x)
enjoy the following properties:
(1) %min (·) is nondecreasing and %max (·) is nonincreasing on (0, ∞).

(2) %max (t) − %min (t) ≤ 1 − C11 (%max (τ ) − %min (τ )) for 0 < τ < τ + δ1 ≤ t.
PROOF (1) Fix a t0 > 0 and put w(t) := u1 (t) − %min (t0 )u2 (t). Then
w(t0 ) ≥ 0, hence by Proposition 2.2.7, w(t) ≥ 0 for t > t0 . It then follows
that %min (t) ≥ %min (t0 ) for t > t0 , consequently, %min (·) is nondecreasing. In
a similar way we prove that %max (·) is nonincreasing.
(2) Put %(t) := %max (t) − %min (t), t > 0. Fix a τ > 0. Put û1 (t) :=
u1 (t) − %min (τ )u2 (t), and define
û1 (t)(x) û1 (t)(x)
%̂min (t) := inf , %̂max (t) := sup , %̂(t) := %̂max (t)−%̂min (t),
x∈D u2 (t)(x) x∈D u2 (t)(x)
for t ≥ τ . We have û1 (τ ) ∈ L2 (D)+ . Assume first that û1 (τ ) 6= 0. Then
û1 and u2 are positive weak solutions on [τ, ∞) × D. Notice that %̂min (t) =
%min (t) − %min (τ ) and %̂max (t) = %max (t) − %min (τ ) for t ≥ τ , consequently
%̂(t) = %(t) for any t ≥ τ . With the help of (A3-1) we obtain
1 1 1
%(t) = %̂(t) ≤ 1− %̂max (t) = 1− (%max (t)−%min (τ )) ≤ 1− %(τ )
C1 C1 C1
for any t ≥ τ + δ1 . The case û1 (τ ) = 0 means that the solutions u1 and u2
are proportional on [τ, ∞), which implies that %(t) = 0 for all t ∈ [τ, ∞).
LEMMA 3.3.6
Assume (A3-2). There are C̃1 , C̃2 > 0 such that if u1 is a weak solution
on [0, ∞) × D with u1 (0) ∈ L2 (D) and u2 is a positive weak solution on
[−1, ∞) × D with u2 (−1) ∈ L2 (D)+ then
ku1 (t)k∞ ku1 (1/2)k
(1) ≤ C̃1 for t ∈ [1, 2],
ku2 (t)k∞ ku2 (1/2)k
ku1 (t)k ku1 (0)k
(2) ≤ C̃2 for t ∈ [0, 1].
ku2 (t)k ku2 (0)k
PROOF (1) First of all, by (3.3.2) ku1 (t)k∞ ≤ M1 ku1 (1/2)k for t ∈ [1, 2].
By (3.3.6) and (3.3.3),
C4
ku2 (t)k∞ ≥ C4 ku2 (1/2)k∞ ≥ ku2 (1/2)k
M2
for t ∈ [1, 2]. (1) therefore follows with C̃1 = MC1 M
4
2
.
(2) By (3.3.2), ku1 (t)k ≤ M1 ku1 (0)k for t ∈ [0, 1]. By (3.3.5) with δ2 = 1,
(3.3.6) and (3.3.3),
C4 M4
ku2 (t)k ≥ M4 ku2 (t)k∞ ≥ C4 M4 ku2 (0)k∞ ≥ ku2 (0)k
M2
M1 M2
for t ∈ [0, 1]. (2) then follows with C̃2 = C3 M4 .
LEMMA 3.3.7
Assume (A3-1). There is C̃0 > 0 such that if u1 is a weak solution on
[0, ∞)×D (u1 (0) ∈ L2 (D)) which is neither eventually positive nor eventually
negative, u2 is a positive weak solution on [−1, ∞) × D (u2 (−1) ∈ L2 (D)+ ),

and
ku1 (k)k∞ ≤ η0 ku1 (k + 1)k∞
for some η0 > 0 and some k ≥ 1, then
|u1 (k + 1)(x)| ku1 (k + 1)k∞
sup ≤ C̃0 η0 .
x∈D u2 (k + 1)(x) ku2 (k + 1)k∞
PROOF It can be proved by arguments similar to those in [61, Lemma

6.1] (for parabolic equations with Dirichlet boundary conditions). For com-
pleteness, we provide a proof here.
Put u(t) := Ua (t, k)(u1 )+ (k), v(t) := Ua (t, k)(u1 )− (k), t ≥ k. Then by
(A3-1) with δ1 = 1
v(k + 1)(x) v(k + 1)(x)

sup ≤ C1 inf .
x∈D u(k + 1)(x) x∈D u(k + 1)(x)
Without loss of generality we may assume that

v(k + 1)(x)
inf ≤1
x∈D u(k + 1)(x)
(otherwise, we just exchange the roles of u and v).

By (3.3.2) and the assumption of the lemma,
ku(k + 1)k∞ ≤ M1 ku(k)k∞ = M1 k(u1 )+ (k)k∞

≤ M1 ku1 (k)k∞ ≤ M1 η0 ku1 (k + 1)k∞ .
Note that
u(k + 1)(x) ku(k + 1)k∞ u(k + 1)(x)
inf ≤ ≤ sup .
x∈D u2 (k + 1)(x) ku2 (k + 1)k∞ x∈D 2 (k + 1)(x)
u
Consequently
|u1 (k + 1)(x)| u(k + 1)(x) |u (k + 1)(x)|
1
sup = sup
x∈D u2 (k + 1)(x) x∈D u2 (k + 1)(x) u(k + 1)(x)
u(k + 1)(x) |u1 (k + 1)(x)|
≤ sup · sup
x∈D u2 (k + 1)(x) x∈D u(k + 1)(x)
u(k + 1)(x) u(k + 1)(x) + v(k + 1)(x)
≤ C1 inf · sup
x∈D u2 (k + 1)(x) x∈D u(k + 1)(x)
ku(k + 1)k∞
≤ C1 (1 + C1 )
ku2 (k + 1)k∞
ku1 (k + 1)k∞
≤ M1 C1 (1 + C1 )η0 .
ku2 (k + 1)k∞
The lemma then follows with C̃0 = M1 C1 (1 + C1 ).
LEMMA 3.3.8
Assume (A3-1)–(A3-2). There are M̃ > 0 and γ0 > 0 such that if u1 is a weak
solution on [0, ∞) × D (u1 (0) ∈ L2 (D)) which is neither eventually positive
nor eventually negative and u2 is a positive weak solution on [−1, ∞) × D
(u2 (−1) ∈ L2 (D)+ ) then
ku1 (t)k∞ ku1 (1)k∞
≤ M̃ e−γ0 t for t > 1.
ku2 (t)k∞ ku2 (1)k∞
PROOF It can be proved by arguments similar to those in [61, Theo-

rem 2.2] (for parabolic equations with Dirichlet boundary conditions). For
completeness, we provide a proof here.
First of all, by (3.3.2),
ku1 (t)k∞ ≤ M1 ku1 ([t])k∞
for any t ≥ 1, which together with (3.3.6) implies that

ku1 (t)k∞ M1 ku1 (btc)k∞
≤ , t ≥ 1. (3.3.9)
ku2 (t)k∞ C4 ku2 (btc)k∞
Put %0 := 1 − C11 , where C1 is as in (A3-1) with δ1 = 1. Clearly we have either

(i) For all k ∈ N, kuku
1 (k+1)k∞
1 (k)k∞
< C4 %0 ,
or
(ii) For some k ∈ N, kuku 1 (k+1)k∞
1 (k)k∞
≥ C4 %0 .
Assume that (i) holds. Note that by (3.3.6),
ku2 (k + 1)k∞
≥ C4
ku2 (k)k∞
for k ∈ N. Hence
ku1 (k + 1)k∞ ku1 (k)k∞
≤ %0
ku2 (k + 1)k∞ ku2 (k)k∞
for k ∈ N. Therefore
ku1 (t)k∞ M1 ku1 (btc)k∞ M1 btc−1 ku1 (1)k∞
≤ ≤ %
ku2 (t)k∞ C4 ku2 (btc)k∞ C4 0 ku2 (1)k∞
M1 −2 −(− ln %0 )t ku1 (1)k∞
≤ %0 e
C4 ku2 (1)k∞
for any t ≥ 1.
Assume that (ii) holds. Let
k0 := inf{ k ∈ N : ku1 (k + 1)k∞ ≥ C4 %0 ku1 (k)k∞ }.

Arguments as in (i) give

ku1 (t)k∞ M1 −2 −(− ln %0 )t ku1 (1)k∞
≤ %0 e
ku2 (t)k∞ C4 ku2 (1)k∞
for 1 ≤ t ≤ k0 + 1. By (3.3.9) and Lemma 3.3.5 with δ1 = 1, for t ≥ k0 + 1
we have
ku1 (t)k∞ M1 ku1 (btc)k∞ M1 |u1 (btc)(x)|
≤ ≤ sup
ku2 (t)k∞ C4 ku2 (btc)k∞ C4 x∈D u2 (btc)(x)
M1 u1 (btc)(x) u1 (btc)(x)
≤ sup − inf
C4 x∈D u2 (btc)(x) x∈D u2 (btc)(x)
M1 btc−k0 −1 u1 (k0 + 1)(x) u1 (k0 + 1)(x)
≤ %0 sup − inf
C4 x∈D u2 (k0 + 1)(x) x∈D u2 (k0 + 1)(x)
M1 btc−k0 −1 |u1 (k0 + 1)(x)|

≤2 % sup .
C4 0 x∈D u2 (k0 + 1)(x)
This together with Lemma 3.3.7 implies that

ku1 (t)k∞ btc−k0 ku1 (k0 + 1)k∞
≤ 2M1 C̃0 %0 .
ku2 (t)k∞ ku2 (k0 + 1)k∞
But we have already proved that
ku1 (k0 + 1)k∞ M1 k0 −1 ku1 (1)k∞
≤ %0 ,
ku2 (k0 + 1)k∞ C4 ku2 (1)k∞
which gives
ku1 (t)k∞ 2M12 C̃0 btc−1 ku1 (1)k∞

≤ %0
ku2 (t)k∞ C4 ku2 (1)k∞
2M12 C̃0 −2 −(− ln %0 )t ku1 (1)k∞
≤ %0 e
C4 ku2 (1)k∞
M1
for t ≥ k0 + 1. The lemma then follows with M̃ = %20 C4
max{1, 2M1 C̃0 } and
γ0 = − ln %0 .
PROOF (Proof of Theorem 3.3.1) We prove first the existence of an

entire positive solution. Fix a ∈ Y0 and u0 ∈ L2 (D)+ with ku0 k = 1. Define
a sequence (un )∞ +
n=1 ⊂ L2 (D) \ {0} by
Ua (0, −n)u0 Ua (−1, −n)u0

un := = Ua (0, −1) .
kUa (−1, −n)u0 k kUa (−1, −n)u0 k
By Proposition 2.2.2, the set { kun k : n = 1, 2, . . . } is bounded above. More-
over, from the local regularity (Proposition 2.2.4) we deduce that there is a
(0)
sequence (nk )∞ k=1 such that limk→∞ nk = ∞ and limk→∞ unk = ũ0 in L2 (D).
By Lemma 3.3.4 the set { kun k : n = 1, 2, . . . } is bounded below by C̃4 > 0,
(0)
consequently ũ0 ∈ L2 (D)+ \ {0}.
We claim that there is an entire positive weak solution û of (2.0.1)a +(2.0.2)a
(0) (−l)
such that û(0) = ũ0 . We start by finding a sequence (ũ0 )∞ +
l=1 ⊂ L2 (D) \
∞ (−l) (−l+1)
{0} and a sequence (rl )l=1 ⊂ (0, ∞) such that Ua (−l + 1, −l)ũ0 = rl ũ0
for l = 1, 2, . . . . Such sequences are constructed by induction on l. We show
(−1)
only the first step (that is, finding ũ0 and r1 ), the remaining being similar.
Put
Ua (−1, −nk )u0 Ua (−2, −nk )u0
vk := = Ua (−1, −2) .
kUa (−2, −nk )u0 k kUa (−2, −nk )u0 k
By the same reason as above, there are a subsequence (km )∞
m=1 and ṽ0 ∈
L2 (D)+ with kṽ0 k ≥ C̃4 such that limm→∞ km = ∞ and limm→∞ vkm = ṽ in
L2 (D). Note that
unk = r(k) · Ua (0, −1)vk
for each k ∈ N, where
kUa (−2, −nk )u0 k

r(k) = .
kUa (−1, −nk )u0 k
From (3.3.2) it follows that the set { r(k) ; k = 1, 2, . . . } is bounded below

by (M1 )−1 > 0, and from Lemma 3.3.4 it follows that the set { r(k) : k =
1, 2, . . . } is bounded above by (C̃4 )−1 . Therefore we may assume without loss
of generality that limm→∞ r(km ) =: r > 0. Then we have
(0)
ũ0 = r · Ua (0, −1)ṽ0
(−1)
It suffices to take ũ0 := ṽ0 and r1 := r. By a diagonal process we obtain
(−l)
sequences (ũ0 ) and a sequence (rl ) sought for.
The function û(·) defined as
1

(btc)
 Ua (t, btc)ũ0 t < 0,
û(·) := r r
btc btc−1 . . . r1
(0)
Ua (t, 0)ũ0 t≥0

is an entire positive weak solution of (2.0.1)a +(2.0.2)a .

To prove uniqueness, fix a ∈ Y0 and suppose that û1 and û2 are two en-
tire positive weak solutions of (2.0.1)a +(2.0.2)a . Without loss of generality,
assume that kû1 (0)k = kû2 (0)k = 1. Let û(t, x) := û1 (t)(x) − û2 (t)(x). We
first claim that for any t < 0, there is x(t) ∈ D such that û(t, x(t)) = 0. For
otherwise, if there is t < 0 such that û(t, x) > 0 for all x ∈ D, then û(0, x) > 0
or û1 (0)(x) > û2 (0)(x) for all x ∈ D. This implies kû1 (0)k > kû2 (0)k. This
is a contradiction. Similarly, if û(t, x) < 0 for some t < 0 and all x ∈ D,
then û1 (0)(x) < û2 (0)(x) for all x ∈ D. This implies that kû1 (0)k < kû2 (0)k,
a contradiction again. Therefore for any t < 0, there is x(t) ∈ D such that
û(t, x(t)) = 0. This implies that
û1 (t)(x)
%min (t) := inf ≤1
x∈D û2 (t)(x)
for all t < 0. Then by (A3-1),
û1 (t)(x)
%max (t) := sup ≤ C1
x∈D û2 (t)(x)
for all t < 0. Hence %max (t) − %min (t) is bounded for t < 0. Define %(t) :=
%max (t) − %min (t), (t > 0). By Lemma 3.3.5(2) with δ1 = 1
1
%(t) ≤ 1 − %(s)
C1
for t ≥ s + 1, t, s ∈ R. This implies that %max (t) = %min (t) for t ∈ R, hence
û1 (t)(x) = û2 (t)(x) for all t ∈ R and all x ∈ D.
Now, for each a ∈ Y0 denote by w(a) the value at time 0 of the unique posi-
tive entire weak solution of (2.0.1)a +(2.0.2)a , normalized so that kw(a)k = 1.
We want to show that w : Y0 → L2 (D) is continuous. Fix a sequence (a(n) ) ⊂
Y0 converging, as n → ∞, to ã ∈ Y0 . By the uniqueness of entire positive
solutions,
Uan (0, −1)w(a(n) · (−1))
w(a(n) ) =
kUa(n) (0, −1)w(a(n) · (−1))k
and
Ua(n) (0, −2)w(a(n) · (−2))
Ua(n) (0, −1)w(a(n) · (−1)) = .
kUa(n) (−1, −2)w(a(n) · (−2))k
From the local regularity (Proposition 2.2.4) we obtain that there is a sequence
(nk )∞
k=1 such that limk→∞ nk = ∞ and limk→∞ Ua(nk ) (0, −1)w(a
(nk )
·(−1)) =
ũ0 in L2 (D). Lemma 3.3.3 implies
kUa(n) (0, −1)w(a(n) · (−1))k ≥ C̃4
for all n ∈ N. Consequently, by extracting again a subsequence, if necessary,

we can assume that w(a(nk ) ) → w0 in L2 (D), where kw0 k = 1.
By a diagonal process as in the proof of the existence we obtain that there
are a subsequence (nkm )∞ m=1 with limit ∞, a positive entire weak solution ǔ
of (2.0.1)a +(2.0.2)a and a sequence (rl )∞
l=0 such that
ǔ(−l) = rl lim w(a(nkm ) · (−l))

m→∞
for each l = 0, 1, 2, . . . . In particular, ǔ(0) = w0 . By uniqueness, w0 = w(ã).

PROOF (Proof of Theorem 3.3.2) It can be proved by arguments

similar to those in Theorem 3.3.1.
PROOF (Proof of Theorem 3.3.3) First, we prove that Π admits an

exponential separation over Y0 with an invariant one-dimensional subbundle
given by X1 (a) = span{w(a)} and an invariant one-codimensional subbundle
given by X2 (a) = { v ∈ L2 (D) : hv, w∗ (a)i = 0 }.
First of all, hw(a), w∗ (a)i > 0 for any a ∈ Y0 . Therefore L2 (D) = X1 (a) ⊕
X2 (a) for any a ∈ Y0 .
Clearly, X1 and X2 are invariant.
Now, for any u0 ∈ X2 (a), by Lemma 3.3.6(2),
kUa (t, 0)u0 k ku0 k

≤ C̃2
kUa (t, 0)w(a)k kw(a)k
for 0 < t ≤ 1. By Lemma 3.3.8,
kUa (t, 0)u0 k∞ kUa (1, 0)u0 k∞

≤ M̃ e−γ0 t
kUa (t, 0)w(a)k∞ kUa (1, 0)w(a)k∞
for t ≥ 1. Applying Lemma 3.3.6 again we get
kUa (1, 0)u0 k∞ kUa (1/2, 0)u0 k ku0 k

≤ C̃1 ≤ C̃1 C̃2 .
kUa (1, 0)w(a)k∞ kUa (1/2, 0)w(a)k kw(a)k
Note that by (3.3.3),
kUa (t, 0)u0 k ≤ M2 kUa (t, 0)u0 k∞
and by (3.3.5),
M4 kUa (t, 0)w(a)k∞ ≤ kUa (t, 0)w(a)k
for t ≥ 1. Therefore we have
kUa (t, 0)u0 k M2 C̃1 C̃2 M̃ −γ0 t ku0 k

≤ e
kUa (t, 0)w(a)k M4 kw(a)k
for t > 1.
kUa (t, 0)u0 k ku0 k
≤ M e−γ0 t
for t > 0, where M = max{C̃2 eγ0 , M2 C̃M1 C̃

4
2 M̃
}. Therefore Π admits an ex-
ponential separation over Y0 with an invariant one-dimensional subbundle
X1 (a) = span{w(a)} and an invariant one-codimensional subbundle X2 (a) =
{ v ∈ L2 (D) : hv, w∗ (a)i = 0 }.
Next, we prove that X2 (a) is characterized as the set of those u0 ∈ L2 (D)

such that the global weak solution [ [0, ∞) 3 t 7→ Ua (t, 0)u0 ] is neither even-
tually positive nor eventually negative (plus the trivial solution). First, for
a given a ∈ Y0 , by the invariance of X2 , if a nonzero u0 ∈ X2 (a) then
Ua (t, 0)u0 6∈ L2 (D)+ ∪ (−L2 (D)+ ) for any t ≥ 0. Conversely, suppose that
a ∈ Y0 and u0 ∈ L2 (D) are such that Ua (t, 0)u0 6∈ L2 (D)+ ∪ (−L2 (D)+ )
for any t ≥ 0. If u0 6∈ X2 (a) then there is a nonzero c ∈ R such that
u0 − cw(a) ∈ X2 (a). It then follows that
kUa (t, 0)(u0 − cw(a))k ku0 − cw(a)k

≤ M e−γ0 t ,
which gives
kUa (t, 0)u0 k ≥ kUa (t, 0)(cw(a))k − kUa (t, 0)(u0 − cw(a))k

−γ0 t ku0 − cw(a)k
≥ |c| − e kUa (t, 0)w(a)k,
kw(a)k
for t > 0. This implies that

1 1
lim inf ln kUa (t, 0)u0 k ≥ lim inf ln kUa (t, 0)w(a)k.
t→∞ t t→∞ t
On the other hand, by Lemma 3.3.8, we have

1 1
lim inf ln kUa (t, 0)u0 k∞ < lim inf ln kUa (t, 0)w(a)k∞ .
t→∞ t t→∞ t
Note that, by the inequality kUa (t, 0)w(a)k ≤ |D|1/2 kUa (t, 0)w(a)k∞ and Eq.
(3.3.5) with δ2 = 1, there holds
1 1
lim inf ln kUa (t, 0)w(a)k = lim inf ln kUa (t, 0)w(a)k∞ .
t→∞ t t→∞ t
Further, by the inequality kUa (t, 0)u0 k ≤ |D|1/2 kUa (t, 0)u0 k∞ we have
1 1
lim inf ln kUa (t, 0)u0 k ≤ lim inf ln kUa (t, 0)u0 k∞ .
t→∞ t t→∞ t
Consequently,
1 1
ln kUa (t, 0)u0 k ≤ lim inf ln kUa (t, 0)u0 k∞
lim inf
t→∞t t→∞ t
1 1
< lim inf ln kUa (t, 0)w(a)k∞ = lim inf ln kUa (t, 0)w(a)k
t→∞ t t→∞ t
1
≤ lim inf ln kUa (t, 0)u0 k,
t→∞ t
which is a contradiction. Therefore u0 ∈ X2 (a).

THEOREM 3.3.4
Assume that (A3-1) and (A3-2) are satisfied by both (2.0.1)+(2.0.2) and
(2.3.1)+(2.3.2). Then for each δ0 > 0 there exists K = K(δ0 ) > 0 such that
kP2 (a · t)Ua (t, 0)u0 k
≤K
kP1 (a · t)Ua (t, 0)u0 k
for all t ≥ δ0 , all a ∈ Y0 , and all u0 ∈ L2 (D)+ \ {0}.
PROOF Eq. (3.2.2) gives

hu, w∗ (a)i
P1 (a)u = w(a)
hw(a), w∗ (a)i
for any a ∈ Y0 and any u ∈ L2 (D). By the pointwise Harnack inequality
(A3-2), there are C2 > 0 and ς ≥ 0, ς 0 ≥ 0 such that
(Ua (t, 0)u0 )(x) ≥ C2 (d(x))ς kUa (t, 0)u0 k∞
for any t ≥ δ0 /2, a ∈ Y0 , x ∈ D and nonzero u0 ∈ X + , and

0
w∗ (a)(x) ≥ C2 (d(x))ς kw∗ (a)k∞
for any a ∈ Y0 and x ∈ D. Further, (3.3.3) yields kw(a)k∞ ≥ (M2 )−1 and
kw∗ (a)k∞ ≥ (M2 )−1 for all a ∈ Y0 . It follows that
Z
hUa (t, 0)u0 , w∗ (a · t)i = w∗ (a · t)(x) (Ua (t, 0)u0 )(x) dx ≥ M̃1 kUa (t, 0)u0 k∞
D
for any a ∈ Y0 , t ≥ δ0 /2 and any nonzero u0 ∈ L2 (D)+ , where
(C2 )2
Z
0
M̃1 := (d(x))ς+ς dx > 0.
M2 D
We have thus obtained that
(P1 (a · t)Ua (t, 0)u0 )(x) ≥ M̃2 kUa (t, 0)u0 k∞ w(a)(x)
for all u0 ∈ L2 (D)+ \ {0}, a ∈ Y0 , t ≥ δ0 /2 and a.e. x ∈ D, where
M̃1
M̃2 := > 0.
sup{ hw(a), w∗ (a)i : a ∈ Y0 }
Consequently,
kP1 (a · (δ0 /2))Ua (δ0 /2, 0)u0 k ≥ M̃2 kUa (δ0 /2, 0)u0 k∞
M̃2
≥ kUa (δ0 /2, 0)u0 k by (3.3.3)
M2
for all u0 ∈ L2 (D)+ \ {0} and a ∈ Y0 . Let M̃3 := sup{ kP2 (a)k : a ∈ Y0 }
(< ∞). There holds
kP2 (a · (δ0 /2))Ua (δ0 /2, 0)u0 k M2 M̃3

≤
kP1 (a · (δ0 /2))Ua (δ0 /2, 0)u0 k M̃2
for all nonzero u0 ∈ L2 (D)+ and all a ∈ Y0 .

An exponential separation (Definition 3.2.1(iii)) gives
kP2 (a · t)Ua (t, 0)u0 k M M2 M̃3 −γ0 δ0 /2

≤ e
kP1 (a · t)Ua (t, 0)u0 k M̃2
for all nonzero u0 ∈ L2 (D)+ , all t ≥ δ0 and all a ∈ Y0 .
3.4 Multiplicative Ergodic Theorems

In this section we will give applications of multiplicative ergodic theorems
(Oseledets-type theorems) to the linear topological skew-product semiflow
Π = {Πt }t≥0 generated on L2 (D) × Y by (2.0.1)+(2.0.2),
Πt (u0 , a) = (Ua (t, 0)u0 , a · t)
for u0 ∈ L2 (D) and a ∈ Y (see (2.2.6)).

Throughout the present section we assume that (2.0.1)+(2.0.2) satisfies
(A2-1)–(A2-3). Assume that Y0 is a compact connected invariant subset of
Y , and µ is an ergodic invariant measure on Y0 . Moreover, we assume that Π
admits an exponential separation over Y0 with an invariant one-dimensional
subbundle X1 and an invariant one-codimensional subbundle X2 . We also
assume that for each a ∈ Y and t > 0 the linear operator Ua (t, 0) is injective.
For t < 0, a ∈ Y0 and u0 ∈ L2 (D) the symbol Ua (t, 0)u0 stands for v0 ∈
L2 (D) such that Ua·t (−t, 0)v0 = u0 . By injectivity, such a v0 , if it exists, is
unique.
Let λ(µ) be the principal Lyapunov exponent of Π for the ergodic invariant
measure µ. For a ∈ Y0 let w(a) ∈ L2 (D)+ be as in Definition 3.2.1.
THEOREM 3.4.1
There exists a Borel set Ỹ0 ⊂ Y0 , µ(Ỹ0 ) = 1, with the property that one of
the following (mutually exclusive) cases holds:
(1) There are:
(a) k (≥ 1) real numbers λ1 (µ) > · · · > λk (µ), and

(b) k measurable families {E1 (µ; a)}a∈Ỹ0 , . . . , {Ek (µ; a)}a∈Ỹ0 , of vec-
tor subspaces of constant finite dimensions, and a measurable fam-
ily {F∞ (µ; a)}a∈Ỹ0 of infinite dimensional vector subspaces such
that
• Ua (t, 0)Ei (µ; a) = Ei (µ; a·t) (i = 1, 2, . . . ) and Ua (t, 0)F∞ (µ; a)
⊂ F∞ (µ; a · t), for any a ∈ Ỹ0 and t ≥ 0,
• E1 (µ; a) ⊕ · · · ⊕ Ek (µ; a) ⊕ F∞ (µ; a) = L2 (D) for any a ∈ Ỹ0 ,
• limt→∞ (1/t) ln kUa (t, 0)u0 k = λi (µ) for any a ∈ Ỹ0 and any
nonzero u0 ∈ Ei (µ; a) (i = 1, . . . , k), and
• limt→∞ (1/t) ln kUa (t, 0)u0 k = −∞ for any a ∈ Ỹ0 and any
nonzero u0 ∈ F∞ (µ; a).
Further, for each i = 1, . . . , k and each a ∈ Ỹ0 , Ei (µ; a) \ {0} is char-
acterized as the set of those nonzero u0 ∈ L2 (D) for which Ua (t, 0)u0
exists for all t ∈ R and
ln kUa (t, 0)u0 k

lim = λi (µ)
t→±∞ t
holds.
(2) There are:
(a) a sequence of real numbers λ1 (µ) > · · · > λi (µ) > λi+1 (µ) > . . .
having limit −∞, and
(b) countably many measurable families {E1 (µ; a)}a∈Ỹ0 , {E2 (µ; a)}a∈Ỹ0 ,
. . . , of vector subspaces of constant finite dimensions, and count-
ably many measurable families {F1 (µ; a)}a∈Ỹ0 , {F2 (µ; a)}a∈Ỹ0 , . . . ,
of vector subspaces of constant finite codimensions such that there
holds:
• Ua (t, 0)Ei (µ; a) = Ei (µ; a · t) and Ua (t, 0)Fi (µ; a) ⊂ Fi (µ; a · t)
(i = 1, 2, . . . ), for any a ∈ Ỹ0 and t ≥ 0,
• E1 (µ; a) ⊕ . . . Ei (µ; a) ⊕ Fi (µ; a) = L2 (D) and Fi (µ; a) =
Ei+1 (µ; a) ⊕ Fi+1 (µ; a) for any a ∈ Ỹ0 (i = 1, 2, . . . ),
• limt→∞ (1/t) ln kUa (t, 0)u0 k = λi (µ) for any a ∈ Ỹ0 and any
nonzero u0 ∈ Ei (µ; a) (i = 1, 2, . . . ), and
• limt→∞ (1/t) ln kUa (t, 0)|Fi (µ;a) k = λi+1 (µ) for any a ∈ Ỹ0 (i =
1, 2, . . . ).
Further, for each i ∈ N and each a ∈ Ỹ0 , Ei (µ; a) \ {0} is characterized
as the set of those nonzero u0 ∈ L2 (D) for which Ua (t, 0)u0 exists for
all t ∈ R and
ln kUa (t, 0)u0 k
lim = λi (µ)
t→±∞ t
holds.
In both cases
λ1 (µ) = λ(µ).
For the meaning of measurability, see [72]; compare [75].

The decompositions of L2 (D) as in Theorem 3.4.1 are called the Oseledets
splittings for µ. The real numbers λ1 (µ) > λ2 (µ) > . . . are referred to as the
Lyapunov exponents for µ.
PROOF (Proof of Theorem 3.4.1) The theorem follows from the Mul-
tiplicative Ergodic Theorem for Continuous Time Linear Random Dynamical
Systems in [72, Theorem 3.3].
We check the applicability of that theorem, namely, the measurability of
[ Y0 3 a 7→ Ua (1, 0)u0 ∈ L2 (D) ] for u0 ∈ L2 (D), the injectivity of Ua (1, 0),
and the integrability of f1 (·) and f2 (·), where
f1 (a) := sup ln+ kUa (s, 0)k, a ∈ Y0 ,

0≤s≤1
and
f2 (a) := sup ln+ kUa·s (1 − s, 0)k, a ∈ Y0 ,
0≤s≤1
where ln+ (·) := max {ln(·), 0}.

First, for each u0 ∈ L2 (D) the mapping
[ Y0 3 a 7→ Ua (1, 0)u0 ∈ L2 (D) ]
is continuous (by Proposition 2.2.12), hence (B(Y0 ), B(L2 (D)))-measurable.

The injectivity of Ua (1, 0) is just an assumption.
We proceed now to show that the mappings f1 (·) and f2 (·) belong to
L1 ((Y0 , B(Y0 ), µ)).
We show that both f1 and f2 are lower semicontinuous, consequently (B(Y0 ),
B(R))-measurable. Assume a(n) → a in Y0 . For any > 0 there are s ∈ [0, 1]
and u ∈ L2 (D) with ku k = 1 such that
ln+ kUa (s , 0)u k + ≥ f1 (a).
Since kUa(n) (s , 0)u k → kUa (s , 0)u k as n → ∞ (this is obvious if s = 0,

and follows from Proposition 2.2.13 otherwise), there is n1 > 0 such that for
n ≥ n1 ,
ln+ kUa(n) (s , 0)u k + 2 ≥ f1 (a).
Therefore
f1 (a(n) ) + 2 ≥ f1 (a)
for n ≥ n1 , which implies that f1 is lower semicontinuous. Note that
f2 (a) = ln+ kUa (1, s)k.

By similar arguments we prove that f2 is lower semicontinuous, too.

By the L2 –L2 estimates (see Proposition 2.2.2), we have that f1 and f2 are
bounded. Therefore they belong to L1 ((Y0 , B(Y0 ), µ)).
The final part of the proof is to exclude the case that
ln kUa (t, 0)k

lim = −∞
t→∞ t
for µ-a.e. a ∈ Y0 , which is done by applying Lemma 3.1.4.
In the light of the properties of Lyapunov exponents contained in Theo-

rem 3.4.1 the following corollary is a consequence of Theorem 3.2.4.
COROLLARY 3.4.1
There exists a Borel set Ŷ1 ⊂ Y0 , µ(Ŷ1 ) = 1, such that either
• X1 (a) = E1 (µ; a) and X2 (a) = F∞ (µ; a) for all a ∈ Ŷ1 (if (1) in Theo-
rem 3.4.1 holds with k = 1), or
• X1 (a) = E1 (µ; a) and X2 (a) = E2 (µ; a) ⊕ · · · ⊕ Ek (µ; a) ⊕ F∞ (µ; a) for

all a ∈ Ŷ1 (if (1) in Theorem 3.4.1 holds with k > 1), or else
• X1 (a) = E1 (µ; a) and X2 (a) = F1 (µ; a) for all a ∈ Ŷ1 (if (2) in Theo-
rem 3.4.1 holds).
PROOF Put Ŷ1 := Y1 ∩ Ỹ1 ∩ Ỹ0 , where Y1 is as in Theorem 3.2.4, Ỹ1

is as in Theorem 3.2.6 and Ỹ0 is as in Theorem 3.4.1. The characterization
of E1 (µ; a) given in Theorem 3.4.1 together with Theorem 3.2.6 implies that
E1 (µ; a) = X1 (a) for all a ∈ Ŷ1 .
For each a ∈ Ŷ1 define

F∞ (µ; a)

X20 (a) := E2 (µ; a) ⊕ · · · ⊕ Ek (µ; a) ⊕ F∞ (µ; a)

F1 (µ; a),

depending on which property in Theorem 3.4.1 holds. In each case X20 (a) is
a subspace of L2 (D) of codimension one.
Fix a ∈ Ŷ0 . Take any nonzero u0 ∈ X20 (a). If in Theorem 3.4.1 (2) holds
then lim supt→∞ (1/t) ln kUa (t, 0)u0 k ≤ λ2 (µ) < λ(µ), hence u0 ∈ X2 (a) by
Corollary 3.2.1. If in Theorem 3.4.1 (1) holds with k = 1 then we have
limt→∞ (1/t) ln kUa (t, 0)u0 k = −∞, hence u0 ∈ X2 (a) by Corollary 3.2.1.
Assume now that (1) in Theorem 3.4.1 holds with k > 1. Write u0 in the
E2 (µ; a)⊕· · ·⊕Ek (µ; a)⊕F∞ (µ; a) decomposition as uj(1) +· · ·+uj(m) , where
1 < j(1) < · · · < j(m) ≤ ∞ and all uj(1) , . . . , uj(m) are nonzero. Take some
∗
λ∗ ∈ (λ2 (µ), λ1 (µ)). There exists T ≥ 0 such that kUa (t, 0)uj(l) k ≤ eλ t for all
∗
t ≥ T and all l = 1, . . . , m. Consequently, kUa (t, 0)u0 k ≤ meλ t for all t ≥ T ,
hence lim supt→∞ (1/t) ln kUa (t, 0)u0 k ≤ λ∗ < λ(µ). Therefore u0 ∈ X2 (a) by
Corollary 3.2.1.
We have proved that X20 (a) is a one-codimensional subspace contained in
the one-codimensional subspace X2 (a). As a consequence, X20 (a) = X2 (a).
3.5 The Smooth Case

Consider (2.0.1)+(2.0.2) and assume (A2-5). Then (A2-1)–(A2-3) as well as
(A3-1) and (A3-2) are satisfied for both (2.0.1)+(2.0.2) and (2.3.1)+ (2.3.2)
(see [59] and [61]).
Let Y0 be a compact connected invariant subset of Y .
By Theorem 3.3.3, Π admits an exponential separation over Y0 with invari-
ant complementary subbundles X1 and X2 , where X1 (a) = span {w(a)} and
X2 (a) = {v ∈ L2 (D) : hv, w∗ (a)i = 0}, with kw(a)k = kw∗ (a)k = 1 for all
a ∈ Y0 .
From now on, until the end of the section, X stands for a Banach space
such that
Wp2 (D) ,−,→ X ,→ L2 (D) (3.5.1)
(recall that ,−
,→ denotes a compact embedding).
Examples of spaces X are interpolation spaces Vpβ and Ṽpβ (when p ≥ 2
and 0 < β < 1), C(D̄) (when p > N/2), and C 1 (D̄) (when p > N ), see
Lemma 2.5.5.
For a space X satisfying (3.5.1) we have the following stronger exponential
separation theorem.
THEOREM 3.5.1
Assume that X is a Banach space satisfying (3.5.1). Then for any δ0 > 0
there is M̌ = M̌ (δ0 , X) > 0 such that
kUa (t, 0)u0 kX ku0 k
≤ M̌ e−γ0 t
kUa (t, 0)w(a)kX kw(a)k
for any a ∈ Y0 , u0 ∈ X2 (a), and t ≥ δ0 , where γ0 > 0 is as in Theorem 3.3.3.
THEOREM 3.5.2
Assume that X = Vpβ or X = Ṽpβ with p ≥ 2 and 0 < β < 1, and denote,
for each a ∈ Y , X(a) := Vpβ (a) or X(a) := Ṽpβ (a), respectively. Then there is
M
c=M c(X) > 0 such that
kUa (t, 0)u0 kX ce−γ0 t ku0 kX
≤M
kUa (t, 0)w(a)kX kw(a)kX
for any a ∈ Y0 , u0 ∈ X2 (a) ∩ X(a), and t ≥ 0, where γ0 > 0 is as in

Theorem 3.3.3.
REMARK 3.5.1 We remark that the exponential separation in the

smooth case does not follow from the abstract result in [94] directly due to
the lack of the proper continuity of Ua (t, 0) at t = 0, which results from the
time dependence of the boundary conditions. But under some additional as-
sumption on the continuous dependence of the evolution operator Ua (t, 0)u0
on a ∈ Y0 , t ≥ 0, and u0 ∈ L2 (D), the existence of exponential separation can
be proved by the abstract results in [94] together with Theorem 3.2.2 (this
approach is utilized in Chapter 6 and in the paper [84]).
To prove Theorems 3.5.1 and 3.5.2, we first show the following two lemmas.
LEMMA 3.5.1
The functions w, w∗ : Y0 → X are continuous.
PROOF Recall that ra·(−1) (1) = kUa·(−1) (1, 0)w(a · (−1))k. The function
[ Y0 3 a 7→ ra·(−1) (1) ] is bounded above and bounded away from 0. Now
w(a) = Ua·(−1) (1, 0)w(a · (−1))/ra·(−1) (1).
It then follows from Proposition 2.5.2 that the set { w(a) : a ∈ Y0 } is bounded
in Wp2 (D), consequently is relatively compact in X.
Assume that a(n) → a. Then w(a(n) ) → w(a) in L2 (D). By the above
arguments, there are a subsequence (nk )∞ ∗
k=1 and u ∈ X such that w(a
(nk )
)→
∗ ∗ (n)
u in X. Therefore we must have u = w(a) and w(a ) → w(a) in X.
In a similar way we prove that w∗ : Y0 → X is continuous.
Observe that by the above lemma and the compactness of Y0 there is M

f1 =
M1 (X) ≥ 1 such that
f
1
kw(a)k ≤ kw(a)kX ≤ M
f1 kw(a)k for any x ∈ Y0 . (3.5.2)
M1
f
LEMMA 3.5.2
For each δ0 > 0 there is C ∗ = C ∗ (δ0 ) > 0 such that
kUa (δ0 , 0)kL2 (D),Wp2 (D) ≤ C ∗ (δ0 ) for any a ∈ Y.
PROOF It is a consequence of the L2 –Lp estimates (Proposition 2.2.2)

and Proposition 2.5.2.
PROOF (Proof of Theorem 3.5.1) By Lemma 3.5.2
kUa (t, 0)u0 kWp2 (D) ≤ C ∗ (δ0 )kUa (t − δ0 , 0)u0 k
for t ≥ δ0 . Further, we have
kUa (t, 0)u0 kX ≤ M̌1 kUa (t, 0)u0 kWp2 (D)
for t ≥ δ0 , where M̌1 denotes the norm of the embedding Wp2 (D) ,−
,→ X. Since
1 M̌2
kUa (t, 0)w(a)kX ≥ kUa (t, 0)w(a)k ≥ kU (t − δ0 , 0)w(a)k
M1
f f1 a
M
for all t ∈ R, where M̌2 := inf{ kUa (δ0 , 0)w(a)k : a ∈ Y0 } > 0, we have
kUa (t, 0)u0 kX C ∗ (δ0 )M̌1 M

f1 kUa (t − δ0 , 0)u0 k
≤
kUa (t, 0)w(a)kX M̌2 kUa (t − δ0 , 0)w(a)k
for t ≥ δ0 . Theorem 3.3.3 provides the existence of M > 0 and γ0 > 0 such
that
kUa (t − δ0 , 0)u0 k ku0 k
≤ M e−γ0 (t−δ0 )
kUa (t − δ0 , 0)w(a)k kw(a)k
for t ≥ δ0 . Consequently,
kUa (t, 0)u0 kX ku0 k

≤ M̌ e−γ0 t
kUa (t, 0)w(a)kX kw(a)k
for t ≥ δ0 , where M̌ = M C ∗ (δ0 )M̌1 M̃1 eγ0 /M̌2 .
PROOF (Proof of Theorem 3.5.2) By Proposition 2.5.3, there is

C > 0 such that
kUa (t, 0)u0 kX ≤ Cku0 kX
for any a ∈ Y , 0 ≤ t ≤ 2 and u0 ∈ X(a). Consequently
kUa (t, 0)u0 kX ≤ Ce2γ0 e−γ0 t ku0 kX
for a ∈ Y , 0 ≤ t ≤ 2 and u0 ∈ X(a). On the other hand,
M̌3
kUa (t, 0)w(a)kX ≥ kw(a)kX
f2
M 1
for 0 ≤ t ≤ 2, where M̌3 := inf{ kUa (t, 0)w(a)k : a ∈ Y0 , t ∈ [0, 2] } > 0.

Hence
kUa (t, 0)u0 kX CM f2 e2γ0 ku0 kX
≤ 1
e−γ0 t
kUa (t, 0)w(a)kX M̌3 kw(a)kX
for 0 ≤ t ≤ 2, provided that u0 ∈ X(a).

For t > 2 we have, with the help of Lemma 3.5.2,
kUa (t, 0)u0 kX kUa (t, 0)u0 kWp2 (D) f1 C ∗ (1) kUa (t − 1, 0)u0 k
M̌4 M
≤ M̌4 ≤ ,
kUa (t, 0)w(a)kX kUa (t, 0)w(a)kX M̌3 kUa (t − 1, 0)w(a)k
where M̌4 > 0 stands for the norm of the embedding Wp2 (D) ,−,→ X. By
Theorem 3.3.3,
kUa (t − 1, 0)u0 k kUa (1, 0)u0 k
≤ M e−γ0 (t−2) .
kUa (t − 1, 0)w(a)k kUa (1, 0)w(a)k
Further,
kUa (1, 0)u0 k f1 ku0 kX
M̌5 M
≤ ,
kUa (1, 0)w(a)k M̌3 kw(a)kX
where M̌5 := sup{ kUa (1, 0)kX,L2 (D) : a ∈ Y0 } < ∞ (by X ,→ L2 (D) and the
L2 –L2 estimates in Proposition 2.2.2).
As a consequence,
kUa (t, 0)u0 kX ce−γ0 t ku0 kX
≤M
kUa (t, 0)w(a)kX kw(a)kX
f2 e2γ0 ∗
M
for t ≥ 0 and u0 ∈ X(a), where M
c= 1
M̌3
max {C, C (1)M̌4 M̌5
M̌3
}.
For each a ∈ Y0 , let κ(a) be defined by

κ(a) := −Ba (0, w(a), w(a)). (3.5.3)
By (A2-5) and Lemma 3.5.1(2), the function κ : Y0 → R is well defined and
continuous. Furthermore, we have the following two lemmas.
LEMMA 3.5.3
For a ∈ Y and t ∈ R, put η(t; a) := kUa (t, 0)w(a)k. Then
η̇(t; a) = κ(a · t)η(t; a)
for any a ∈ Y and t ∈ R, where dot denotes the derivative in t.
PROOF Let u(t) := Ua (t, 0)w(a) (recall that for t < 0, Ua (t, 0)w(a) =
w(a·t)
kUa·t (−t,0)w(a·t)k ).
Then by Proposition 2.1.4, we have
Z t
2 2
(η(t; a)) − (η(s; a)) = −2 Ba (τ, u(τ ), u(τ ) dτ
s
Z t
= −2 Ba·τ (0, η(τ ; a)w(a · τ ), η(τ ; a)w(a · τ )) dτ
s
Z t
=2 κ(a · τ )(η(τ ; a))2 dτ
s
for any a ∈ Y and s ≤ t. It then follows that

η̇(t; a) = κ(a · t)η(t; a)
for any a ∈ Y and t ∈ R.
LEMMA 3.5.4
For a ∈ Y , t ∈ R and x ∈ D̄, put v(t, x; a) := w(a · t)(x). Then v(·, ·) is an
entire classical solution of the parabolic equation
N N

 ∂v X ∂ X ∂v

 = aij (t, x) + ai (t, x)v
 ∂t ∂xi j=1 ∂xj


i=1


N
X ∂v
 + bi (t, x) + c0 (t, x)v − κ(a · t)v, t ∈ R, x ∈ D



 i=1
∂xi


Ba (t)v = 0, t ∈ R, x ∈ ∂D.

PROOF Observe that Ua (t, 0)w(a) = kUa (t, 0)w(a)kw(a · t) = η(t; a)w(a ·
t). The lemma then follows from Lemma 3.5.3.
Similarly to Theorems 3.1.5 and 3.2.4 we have
THEOREM 3.5.3
Let µ be an ergodic invariant measure for σ|Y0 . There exists a Borel set
Ỹ ⊂ Y0 with µ(Ỹ ) = 1 such that
ln kUa (t, 0)w(a)k ln kUa (t, 0)w(a)kX
λ(µ) = lim = lim
t→∞ t t→∞ t
1 t
Z Z
= lim κ(a · τ ) dτ = κ dµ
t→∞ t 0 Y0
for all a ∈ Ỹ .
COROLLARY 3.5.1
Assume that µ is an ergodic invariant measure for σ|Y0 . Then for µ-a.e.
a ∈ Y0 and each nonzero u0 ∈ L2 (D)+ one has
ln kUa (t, 0)u0 k ln kUa (t, 0)u0 kX
λ(µ) = lim = lim .
t→∞ t t→∞ t
PROOF (Proof of Theorem 3.5.3) The existence of a Borel set Y1 ⊂ Y0

with µ(Y1 ) = 1 such that
t
ln kUa (t, 0)w(a)k
Z
1
λ(µ) = lim = lim κ(a · τ ) dτ
t→∞ t t→∞ t 0
for all a ∈ Y1 follows by Theorem 3.1.5 and Proposition 3.2.9. The fact that
ln kUa (t, 0)w(a)k ln kUa (t, 0)w(a)kX

lim = lim
t→∞ t t→∞ t
is a consequence of (3.5.2).
The use of Birkhoff’s Ergodic Theorem (Lemma 1.2.6) establishes the ex-
istence of a Borel set Y2 ⊂ Y0 with µ(Y2 ) = 1 such that
Z t Z
1
lim κ(a · τ ) dτ = κ dµ
t→∞ t 0 Y0
for all a ∈ Y2 . It suffices now to put Ỹ := Y1 ∩ Y2 .
PROOF (Proof of Corollary 3.5.1) The proof goes along the lines of
the proof of Theorem 3.2.4, with the L2 (D)-norm replaced by the X-norm,
and Definition 3.2.1 replaced by Theorem 3.5.1.
The following result is an analog of Theorem 3.3.4.
THEOREM 3.5.4
For any δ0 > 0 there exists K
e = K(δ
e 0 , X) > 0 such that
kP2 (a · t)Ua (t, 0)u0 kX

≤K
e
kP1 (a · t)Ua (t, 0)u0 kX
for all t ≥ δ0 , all a ∈ Y0 , and all nonzero u0 ∈ L2 (D)+ .
PROOF By Theorem 3.3.4, there exists K > 0 such that
δ0 δ0
kP2 (a · 2 )Ua ( 2 , 0)u0 k
δ0 δ0
≤K
kP1 (a · 2 )Ua ( 2 , 0)u0 k
for any a ∈ Y0 and any nonzero u0 ∈ L2 (D)+ . Theorem 3.5.1 implies the
existence of M
c > 0 such that
δ0 δ0
kP2 (a · t)Ua (t, 0)u0 kX ce−γ0 (t− 20 ) kP2 (a · 2 )Ua ( 2 , 0)u0 k
δ
≤M δ0 δ0
kP1 (a · t)Ua (t, 0)u0 kX kP1 (a · 2 )Ua ( 2 , 0)u0 k
for any a ∈ Y0 , any nonzero u0 ∈ L2 (D)+ , and any t ≥ δ0 . It suffices to put

K ceγ0 δ0 /2 .
e := K M
3.6 Remarks on the General Nondivergence Case

Consider
N N
∂u X ∂2u X ∂u
= aij (t, x) + bi (t, x) + c0 (t, x)u, t > s, x ∈ D,
∂t i,j=1
∂xi ∂xj i=1
∂xi
(3.6.1)
B(t)u = 0, t > s, x ∈ ∂D, (3.6.2)
where D ⊂ RN is a bounded domain, s ∈ R is an initial time, and B is a

boundary operator of either the Dirichlet or Neumann or Robin type, that is,


 u (Dirichlet)



N

X

B(t)u = ∂xi uν̄i (t, x) (Neumann)

 i=1

 XN

∂xi uν̄i (t, x) + d0 (t, x)u, (Robin)




i=1
where (in the Neumann or Robin cases) (ν̄1 , . . . , ν̄N ) is (in general time de-
pendent) a vector field on ∂D pointing out of D.
First of all, if both the domain D and the coefficients
PN are sufficiently smooth
and, in the Neumann or Robin cases, ν̄i (t, x) = j=1 aji (t, x)νj (x), 1 ≤ i ≤
N , (that is, the derivative is conormal), then (3.6.1)+(3.6.2) can be written
in the divergence form and then the results in the previous sections hold for
(3.6.1)+(3.6.2).
Historically, when the domain D and the coefficients are sufficiently smooth
and the boundary conditions are independent of time, the existence of expo-
nential separation has been proved in [94] (see also [76], [102]; compare [95]
for a finite-dimensional counterpart). The existence and uniqueness of en-
tire positive solutions has been proved in [77], [78], [92]. Recently, in [84]
the authors proved the exponential separation as well as the existence and
uniqueness of entire positive solutions in a general nondivergence case and
with time dependent boundary conditions but assuming that the domain and
the coefficients are smooth enough.
In [60] Húska and Poláčik proved the existence of exponential separation and
existence and uniqueness of entire positive solutions in a general divergence
case with the Dirichlet boundary condition, with weak assumptions on the
regularity of the coefficients.
As regards a general nondivergence case, recently Húska, Poláčik, and Sa-
fonov in [61] proved the existence of exponential separation and existence and
uniqueness of entire positive solutions of (3.6.1)+(3.6.2) when the boundary

condition is Dirichlet. In [59], Húska studied (3.6.1) with a general oblique
boundary conditions and showed the exponential separation between a posi-
tive solution and sign-changing solutions and the uniqueness of entire positive
solutions, both under the condition that an entire positive solution exists.
However, the question of existence of entire positive solutions was not ad-
dressed in [59].
3.7 Appendix: The Case of One-Dimensional Spatial

Domain
In the present appendix we consider the case when the domain D is one-
dimensional.
Let Y0 = Y be defined as
Y := { a = (1, 0, c, 0) : kckL∞ (R×[0,π]) ≤ R }
for some R > 0. The set Y is (norm-)bounded in L∞ (R × [0, π], R4 ). Y is

considered with the weak-* topology. It is a compact connected metrizable
space.
For a ∈ Y and t ∈ R there holds a · t ∈ Y .
Consider the family of partial differential equations

2
 ∂u = ∂ u + c(t, x)u,

t > 0, x ∈ (0, π),
∂t ∂x2 (3.7.1)

u(t, 0) = u(t, π) = 0, t > 0,
parameterized by a = (1, 0, c, 0) ∈ Y . For a ∈ Y and u0 ∈ L2 ((0, π)) denote

by [ [0, ∞) 3 t 7→ Ua (t, 0)u0 ∈ L2 (0, π)) ] the unique (weak) solution of (3.7.1)
satisfying the initial condition u(0, ·) = u0 . For a fixed a ∈ Y we will write
(3.7.1)a .
2
Denote by A2 the realization in L2 ((0, π)) of the operator [ u 7→ ∂∂xu2 ] with
the Dirichlet boundary conditions. Denote by {eA2 t }t≥0 the analytic semi-
group generated on L2 ((0, π)) by A2 . A continuous function u : [0, ∞) →
L2 ((0, π)) is a mild solution of (3.7.1)a satisfying the initial condition u(0, ·) =
u0 if for any t > 0 there holds
Z t
u(t) = eA2 t u0 + eA2 (t−τ ) (C(τ )u(τ )) dτ,
0
where, for τ ∈ (0, τ ], (C(τ )u(τ ))(x) := c(t, x)u(t)(x) for a.e. x ∈ (0, π). We
claim that for each a ∈ Y and u0 ∈ L2 ((0, π)) the weak and mild solutions are
the same. Indeed, if c is sufficiently smooth then both are classical solutions,
and the claim follows from the uniqueness of classical solutions. For a general
c we use approximation along the lines of the proof of [33, Proposition 4.2].
Consequently, we can use results in [22], where solutions of (3.7.1) were defined
as mild solutions.
Recall that C̊ 1 ([0, π]) denotes the (closed) vector subspace consisting of
those φ ∈ C 1 ([0, π]) for which φ(0) = φ(π) = 0.
The following result was proved as [22, Theorem 3.3].
PROPOSITION 3.7.1
(1) For each T > 0 the mapping
[ Y × L2 ((0, π)) 3 (a, u0 ) 7→ Ua (·, 0)u0 |[0,T ] ∈ C([0, T ], L2 ((0, π))) ]
is continuous.
(2) For any a ∈ Y , t > 0, and u0 ∈ L2 ((0, π)) there holds Ua (t, 0)u0 ∈
C̊ 1 ([0, π]). Moreover, for any 0 < t1 ≤ t2 the mapping
[ Y × L2 ((0, π)) 3 (a, u0 ) 7→ Ua (·, 0)u0 |[t1 ,t2 ] ∈ C([t1 , t2 ], C̊ 1 ([0, π])) ]
is continuous, and there is M = M (t1 , t2 ) > 0 such that
kUa (t, 0)kL2 ((0,π)),C̊ 1 ([0,π]) ≤ M
for each t ∈ [t1 , t2 ].
For a given nonzero φ ∈ C([0, π]) such that φ(0) = φ(π) = 0 define the lap
or Matano number of φ to be
z(φ) = sup{ l ≥ 1 : there exist 0 < x1 < x2 < · · · < xl < π

such that φ(xk )φ(xk+1 ) < 0 for 1 ≤ k ≤ l − 1}
with z(φ) = 1 if either φ(x) ≥ 0 or φ(x) ≤ 0 for all x ∈ [0, π].

We have the following result (see [22, p. 257] and the references contained
therein).
LEMMA 3.7.1
(i) z(Ua (t, 0)u0 ) < ∞ for any a ∈ Y , any t > 0, and any nonzero u0 ∈
L2 ((0, π)).
(ii) For any a ∈ Y and any nonzero u0 ∈ L2 ((0, π)) the function [ (0, ∞) 3
t 7→ z(Ua (t, 0)u0 ) ∈ N ] is nonincreasing.
As a byproduct of Lemma 3.7.1(i) we have that for each a ∈ Y and each

t > 0 the operator Ua (t, 0) is injective.
Define an exponentially bounded solution of (3.7.1) to be an entire solution
u : R → L2 ((0, π)) such that there are constants K1 , K2 with
ku(t)k ≤ K1 eK2 |t| for t ∈ R.
For a ∈ Y and i = 1, 2, . . . let Xi0 (a) ⊂ L2 ((0, π)) be defined by
Xi0 (a) := { φ ∈ L2 ((0, π)) : φ = u(0) for some exponentially bounded solution
u : R → L2 ((0, π)) of (3.7.1)a satisfying z(u(t)) = i for all t ∈ R } ∪ {0}.
By [22, Theorem 5.1 and Proposition 5.2], Xi0 (a) is a one-dimensional vector
subspace, for each i = 1, 2, . . . and each a ∈ Y . This allows us to define, for
a ∈ Y and i = 1, 2, . . . ,
∞
!
M
00 0
Xi (a) := cl Xj (a) ,
j=i
where the closure is considered in the L2 ((0, π))-norm.
PROPOSITION 3.7.2
For each i = 1, 2, . . . the following holds.
(i) Ua (t, 0)Xi0 (a) = Xi0 (a · t) and Ua (t, 0)Xi+1
00 00
(a) ⊂ Xi+1 (a · t) for each
a ∈ Y and each t ≥ 0.
(ii) There exists a continuous function wi : Y → L2 ((0, π)) such that for
each a ∈ Y , kwi (a)k = 1, ∂w∂x
i (a)
(0) > 0, and Xi0 (a) = span{wi (a)};
moreover, such a function is unique.
00
(iii) z(φ) ≥ i + 1 for any a ∈ Y and any nonzero φ ∈ Xi+1 (a).
(iv) L2 (D) = X10 (a) ⊕ X20 (a) ⊕ · · · ⊕ Xi0 (a) ⊕ Xi+1
00
(a) for any a ∈ Y .
(v) There are constants Ki > 0 and γi > 0 such that
kUa (t, 0)u0 k
≤ Ki e−γi t
kUa (t, 0)wi (a)k
00
for any a ∈ Y , any t ≥ 0, and any u0 ∈ Xi+1 (a) with ku0 k = 1.
From (i) and (ii) it follows that Xi0 := a∈Y ({a} × Xi0 (a)) is a trivial
S
one-dimensional subbundle of L2 (D) × Y , invariant under Π.
PROOF See [22, Proposition 4.6, Theorem 5.1, Proposition 6.2 and The-
orem 7.1]
Notice that from the above proposition it follows that Π admits an ex-
ponential separation. Indeed, we take X1 (a) = X10 (a) and X2 (a) = X200 (a)
(in fact, X200 (a) being equal to { v ∈ L2 ((0, π)) : hv, w∗ (a)i = 0 } for some
w∗ (a) ∈ L2 ((0, π))+ is not explicitly mentioned in Proposition 3.7.2, but it
follows from the method of proving relevant theorems in [22].)
THEOREM 3.7.1
Assume that µ is an ergodic invariant measure for σ|Y0 . Then condition (2 )
in Theorem 3.4.1 holds. More precisely, there exist:
• a Borel set Ỹ0 ⊂ Y0 , µ(Ỹ0 ) = 1, and
• a sequence of real numbers λ1 (µ) > · · · > λi (µ) > λi+1 (µ) > . . . having
limit −∞,
such that
ln kUa (t, 0)wi (a)k
lim = λi (µ)
t→±∞ t
for each a ∈ Ỹ0 and each i = 1, 2, . . . .
Further, for each a ∈ Ỹ0 and each i = 1, 2, . . . there holds
Ei (µ; a) = Xi0 (a) and 00

Fi (µ; a) = Xi+1 (a).
PROOF For each i = 1, 2, . . . an application of [65, Theorem 2.1] to the

topological linear skew-product flow Π|Xi0 on the one-dimensional bundle Xi0
gives the existence of Borel set Ŷ0,i ⊂ Y0 , µ(Ŷ0,i ) = 1, and a real number λ0i
such that
ln kUa (t, 0)wi (a)k
lim = λ0i
t→±∞ t
T∞
for each a ∈ Ŷ0,i . Put Ŷ0 := i=1 Ŷ0,i . Obviously Ŷ0 is a Borel set, with
µ(Ŷ0 ) = 1.
It is a consequence of Corollary 3.4.1 and the remarks below Proposi-
tion 3.7.2 that λ01 = λ1 (µ), E1 (µ; a) = X10 (a) and F1 (µ; a) = X200 (a), for
µ-a.e. a ∈ Ŷ0 .
Assume that we already have that, for some i = 1, 2, . . . , there holds
λ0i = λi (µ), Ei (µ; a) = Xi0 (a) and Fi (µ; a) = Xi+1 00
(a), for µ-a.e. a ∈ Ŷ0 .
By Theorem 3.4.1,
λi+1 (µ) = lim (1/t) ln kUa (t, 0)|Fi (µ;a) k

t→∞
for µ-a.e. a ∈ Ŷ0 . From Proposition 3.7.2 we deduce that
λ0i+1 = lim (1/t) ln kUa (t, 0)|Xi+1

00 (µ;a) k
t→∞
for all a ∈ Ŷ0 . So our induction assumption gives that λ0i+1 = λi+1 (µ).
0
Further, from Theorem 3.4.1 it follows that Ei+1 (µ; a) = Xi+1 (a) for µ-
a.e. a ∈ Ŷ0 .
Suppose to the contrary that for some a ∈ Ŷ0 there is v ∈ Fi+1 (µ; a) \
00 0
Xi+2 (a). Decompose v = vi+1 + vi+2 , where vi+1 ∈ Xi+1 (a) \ {0} and vi+2 ∈
00
Xi+2 (a). It follows from Proposition 3.7.2 that limt→∞ (1/t) ln kUa (t, 0)vk =
limt→∞ (1/t) ln kUa (t, 0)vi+1 k = λi+1 , consequently
lim (1/t) ln kUa (t, 0)|Fi+1 (µ;a) k ≥ λi+1 > λi+2 ,

t→∞
00
which is impossible. Therefore, Fi+1 (µ; a) ⊂ Xi+2 (a). But both are subspaces
00
of Xi+1 (a), of relative codimension one, so they must be equal.
Chapter 4
Spectral Theory in Nonautonomous
and Random Cases
In this chapter, we consider principal spectrum and principal Lyapunov ex-

ponents of nonautonomous and random parabolic equations. First in Sec-
tion 4.1, we introduce basic assumptions for a given random (nonautonomous)
parabolic equation and associate a proper family of parabolic equations with
the given equation. Then based on the notions introduced in Chapters 2 and
3 in the general setting, we introduce the concepts of principal spectrum and
principal Lyapunov exponents for a given random (nonautonomous) parabolic
equation in terms of the associated family of parabolic equations, which nat-
urally extends the classical concept of principal eigenvalue for the elliptic and
periodic parabolic problems. Also applying the general theories developed in
Chapters 2 and 3, we present basic properties of principal spectrum and prin-
cipal Lyapunov exponents of random (nonautonomous) parabolic equations.
In addition, we provide some examples which satisfy the basic assumptions
in this section. In Section 4.2, we investigate the monotonicity of princi-
pal spectrum and principal Lyapunov exponents of random (nonautonomous)
parabolic equations with respect to zero order terms. We also study the rela-
tion among the principal spectrum and principal Lyapunov exponents for ran-
dom (nonautonomous) parabolic equations with different types of boundary
conditions. Sections 4.3 and 4.4 concern the continuous dependence of princi-
pal spectrum and principal Lyapunov exponents of random (nonautonomous)
parabolic equations with respect to the coefficients. Because of the speciality
of the zero order coefficients, the continuous dependence with respect to these
coefficients are considered in Section 4.3 first. In Section 4.4, the general con-
tinuous dependence is then discussed. Throughout Section 4.1 to Section 4.4,
many results and arguments for random and nonautonomous equations are
similar. However, considering that different readers may be interested in dif-
ferent types of equations, for convenience, in each section from Section 4.1
to Section 4.4, we treat these two types of equations in different subsections
and provide proofs for most similar results. This chapter ends up with some
historical remarks in Section 4.5.
119

nents in Random and Nonautonomous Cases
This section is to introduce basic assumptions, concepts, and properties.
We first introduce basic assumptions for a given random (nonautonomous)
parabolic equation and associate a proper family of parabolic equations with
the given equation. Next, based on the notions introduced in Chapters 2 and
3 in the general setting, we introduce the concepts of principal spectrum and
principal Lyapunov exponents for a given random (nonautonomous) parabolic
equation in terms of the associated family of parabolic equations, which nat-
urally extends the classical concept of principal eigenvalue for the elliptic and
periodic parabolic problems. We provide some examples which satisfy the
basic assumptions. Then applying the general theories developed in Chap-
ters 2 and 3, we present basic properties of principal spectrum and principal
Lyapunov exponents of random (nonautonomous) parabolic equations. For
the reader’s convenience, random and nonautonomous cases are treated sep-
arately.
4.1.1 The Random Case

Assume that ((Ω, F, P), {θt }t∈R ) is an ergodic metric dynamical system.
Consider the following random linear parabolic equation:
N N
∂u X ∂ X ∂u
∂t i=1
∂xi j=1 ∂xj
N
X ∂u
+ bi (θt ω, x) + c0 (θt ω, x)u, x ∈ D, (4.1.1)
i=1
∂xi
endowed with the boundary condition

Bω (t)u = 0, x ∈ ∂D, (4.1.2)
where Bω (t) = Baω (t), Baω (t) is as in (2.0.3) with a being replaced by aω ,
aω (t, x) = (aij (θt ω, x), ai (θt ω, x), bi (θt ω, x), c0 (θt ω, x), d0 (θt ω, x)), and d0 (ω,
x) ≥ 0 for all ω ∈ Ω and a.e. x ∈ ∂D. To emphasize the coefficients in
(4.1.1)+(4.1.2), we will write (4.1.1)a +(4.1.2)a .
Our first assumption in the present subsection concerns measurability of
the coefficients of the equation and of the boundary conditions (recall that for
a metric space S the symbol B(S) stands for the countably additive algebra
of Borel sets):
(A4-R1) (Measurability) The functions aij (= aji ) (i, j = 1, . . . , N ), ai
(i = 1, . . . , N ), bi (i = 1, . . . , N ), and c0 are (F × B(D), B(R))-measurable,
and the function d0 is (F × B(∂D), B(R))-measurable.
4. Spectral Theory in Nonautonomous and Random Cases 121
Among others, (4.1.1)+(4.1.2) arise from linearization of random nonlinear

parabolic equations at a certain entire solution (i.e., a solution which exists
for all t ∈ R) as well as from linearization of autonomous nonlinear equations
at some invariant set of solutions.
For each ω ∈ Ω, let aω ω ω
ij (t, x) := aij (θt ω, x), ai (t, x) := ai (θt ω, x), bi (t, x) :=
ω ω
bi (θt ω, x), c0 (t, x) := c0 (θt ω, x), d0 (t, x) := d0 (θt ω, x).
The functions
[ Ω × R × D 3 (ω, t, x) 7→ aω
ij (t, x) ∈ R ]
are (F × B(R) × B(D), B(R))-measurable (as composites of Borel measur-

able functions). Similarly, the functions aω ω ω
i (t, x), bi (t, x), and c0 are (F ×
B(R) × B(D), B(R))-measurable and the function dω 0 (t, x) is (F × B(R) ×
B(∂D), B(R))-measurable.
As sections of Borel measurable functions, the functions aω ω ω
ij , ai , bi , and
ω
c0 are (B(R) × B(D), B(R))-measurable, for any fixed ω ∈ Ω. Similarly, the
function dω0 is (B(R) × B(∂D), B(R))-measurable, for any fixed ω ∈ Ω.
We write aω := ((aω N ω N ω N ω ω
ij )i,j=1 , (ai )i=1 , (bi )i=1 , c0 , d0 ). Sometimes we write
the random problem (4.1.1)+(4.1.2) as (4.1.1)a +(4.1.2)a .
Our second assumption regards uniform boundedness of the coefficients of
the equations (and of the boundary conditions):
(A4-R2) (Boundedness)
2
For each ω ∈ Ω, aω belongs to L∞ (R × D, RN +2N +1 ) × L∞ (R × ∂D, R).
2
Moreover, the set { aω : ω ∈ Ω } is bounded in the L∞ (R × D, RN +2N +1 ) ×
L∞ (R × ∂D, R)-norm by M ≥ 0.
2
Define the mapping Ea : Ω → L∞ (R × D, RN +2N +1
) × L∞ (R × ∂D, R) as
Ea (ω) := aω .
Put
Ỹ (a) := cl { Ea (ω) : ω ∈ Ω } (4.1.3)
with the weak-* topology, where the closure is taken in the weak-* topology.
The set Ỹ (a) is a compact metrizable space and (Ỹ (a), {σt }t∈R ) is a compact
flow, where σt ã(·, ·) = ã(· + t, ·).
LEMMA 4.1.1
The mapping Ea is (F, B(Ỹ (a)))-measurable.
PROOF Recall that {g1 , g2 , . . . } is a countable dense subset of the unit

2
ball in L1 (R × D, RN +2N +1 ) × L1 (R × ∂D, R) (see (1.3.1)). It is clear that
for each ã ∈ Ỹ (a) and k ∈ N the function
[ Ω 3 ω 7→ hgk , (ã − aω )iL1 ,L∞ ∈ R ]

is (F, B(R))-measurable. This implies that Ea is (F, B(Ỹ (a)))-measurable.
An important property of the mapping Ea is the following
σt ◦ Ea = Ea ◦ θt for each t ∈ R. (4.1.4)
It follows that Ea (Ω) is {σt }-invariant. Consequently, Ỹ (a) is {σt }-invariant,

too.
The mapping Ea is a homomorphism of the measurable flow ((Ω, F), {θt }t∈R )
into the measurable flow ((Ỹ (a), B(Ỹ (a))), {σt }t∈R ). Denote by P̃ the im-
age of the measure P under Ea : for any Borel set A ∈ B(Ỹ (a)), P̃(A) :=
P(Ea−1 (A)). P̃ is a {σt }-invariant ergodic Borel measure on Ỹ (a). So, Ea is
a homomorphism of the metric flow ((Ω, F, P), {θt }t∈R ) into the metric flow
((Ỹ (a), B(Ỹ (a)), P̃), {σt }t∈R ).
We will consider (Ỹ (a), {σt }t∈R ) a topological flow, with an ergodic invariant
measure P̃. Put
Ỹ0 (a) := supp P̃ (4.1.5)
(ã ∈ Ỹ0 (a) if and only if for any neighborhood U of ã in Ỹ (a) one has P̃(U ) >
0). Ỹ0 (a) is a closed (hence compact) and {σt }-invariant subset of Ỹ (a), with
P̃(Ỹ0 (a)) = 1. Also, Ỹ0 (a) is connected, since otherwise there would exist two
open sets U1 , U2 ⊂ Ỹ (a) such that Ỹ0 (a) ∩ U1 and Ỹ0 (a) ∩ U2 are nonempty,
compact and disjoint, and their union equals Ỹ0 (a). The sets Ỹ0 (a) ∩ U1 and
Ỹ0 (a) ∩ U2 are invariant, and, by the definition of support, each of them has
P̃-measure positive, which contradicts the ergodicity of P̃.
LEMMA 4.1.2
There exists Ω0 ⊂ Ω with P(Ω0 ) = 1 such that Ỹ0 (a) = cl { E(θt ω) : t ∈ R }
for any ω ∈ Ω0 , where the closure is taken in the weak-* topology on Y .
PROOF By [89, Theorem 9.27], there exists a Borel set Y 0 ⊂ Ỹ0 (a) with
P̃(Y 0 ) = 1 with the property that for each ã ∈ Y 0 there holds
1 t
Z Z
lim h(σs ã) ds = h(·) dP̃(·),
t→∞ t 0 Ỹ0 (a)
for any h ∈ C(Ỹ0 (a)). We claim that cl { σt ã : t ≥ 0 } = Ỹ0 (a) for any ã ∈
Y 0 . Suppose not. Then there are ã ∈ Y 0 and ā ∈ Ỹ0 (a) such that ā 6∈
cl { σt ã : t ≥ 0 } =: Y 00 . By the Urysohn lemma, there is a nonnegative h ∈
C(Ỹ0 (a)) such that h(â) = 0 for any â ∈ Y 00 and h(ā) > 0. From the former
Rt
property it follows that limt→∞ 1t 0 h(σs ã) ds = 0. By continuity, there is a
relative neighborhood V of ā in Ỹ0 (a) such R any ǎ ∈ V . Since
R that h(ǎ) > 0 for
ā belongs to the support of µ, we have Ỹ0 (a) h(·) dP̃(·) ≥ V h(·) dP̃(·) > 0, a
contradiction.
It suffices to put Ω0 := Ea−1 (Y 0 ).
If Assumptions (A2-1)–(A2-3) are satisfied for Y replaced with Ỹ (a), we

will denote by Π(a) = {Π(a)t }t≥0 the topological linear skew-product semiflow
generated by (4.1.1)+(4.1.2) on the product Banach bundle L2 (D) × Ỹ (a):
Π(a)(t; u0 , ã) = Π(a)t (u0 , ã) := (Uã (t, 0)u0 , σt ã)
for t ≥ 0, ã ∈ Ỹ (a), and u0 ∈ L2 (D), where Uã (t, 0)u0 stands for the weak
solution of (2.0.1)ã +(2.0.2)ã with the initial condition u(0, x) = u0 (x), x ∈ D.
(Here, ã = (ãij , ãi , b̃i , c̃0 , d˜0 ).)
Moreover, define
Π̃(t; u0 , ω) := (UEa (ω) (t, 0)u0 , θt ω), t ≥ 0, ω ∈ Ω, u0 ∈ L2 (D).
We have
LEMMA 4.1.3
If (A2-1)–(A2-3) are satisfied, then Π̃ is a random linear skew-product semi-
flow on the measurable Banach bundle L2 (D) × Ω, covering the metric flow
((Ω, F, P), {θt }t∈R ).
PROOF It follows from (4.1.4) and the definitions of Π and Π̃ that for
each t ≥ 0 the diagram
t Π̃
L2 (D) × Ω −−−− → L2 (D) × Ω
 
(IdL2 (D) ,E)y
(Id
y L2 (D) ,E)

t Π
L2 (D) × Y −−−− → L2 (D) × Y
commutes. Consequently, the properties (RSP1) and (RSP2) of the random

skew-product semiflow are satisfied. Obviously, for any t ≥ 0 and ω ∈ Ω the
mapping UEa (ω) (t, 0) belongs to L(L2 (D)).
It remains to prove that the mapping
[ (t, u0 , ω) 7→ UEa (ω) (t, 0)u0 ]
is (B([0, ∞)) × B(L2 (D)) × F, B(L2 (D)))-measurable. Indeed, for n ∈ N

denote
Π̃[n] (t; u0 , ω) := (Ũ [n] (t; u0 , ω), θt ω) for t ≥ 0, u0 ∈ L2 (D), ω ∈ Ω,
where
(
[n] UEa (ω) (1/n, 0)u0 for t ∈ [0, 1/n], u0 ∈ L2 (D), ω ∈ Ω,
Ũ (t; u0 , ω) :=
UEa (ω) (t, 0)u0 for t ∈ [1/n, ∞), u0 ∈ L2 (D), ω ∈ Ω,
and
Π[n] (t; u0 , ã) := (U [n] (t; u0 , ã), σt ã) for t ≥ 0, u0 ∈ L2 (D), ã ∈ Ỹ (a),
where
(
[n] Uã (1/n, 0)u0 for t ∈ [0, 1/n], u0 ∈ L2 (D), ã ∈ Ỹ (a),
U (t; u0 , ã) :=
Uã (t, 0)u0 for t ∈ [1/n, ∞), u0 ∈ L2 (D), ã ∈ Ỹ (a).
One has
Ũ [n] = U [n] ◦ (IdR+ , IdL2 (D) , E).
Since Assumption (A2-3) is satisfied, the mapping U [n] is continuous. Further,

(Id[0,∞) , IdL2 (D) , E) is (B([0, ∞)) × B(L2 (D)) × F, B([0, ∞)) × B(L2 (D)) ×
B(Ỹ (a)))-measurable. Consequently, Π̃[n] is (B([0, ∞)) × B(L2 (D)) × F,
B(L2 (D)) ×F)-measurable. As Π̃[n] converge pointwise to Π̃, the latter is
(B([0, ∞)) × B(L2 (D)) × F, B(L2 (D)) × F)-measurable, too.
A next assumption regards the satisfaction of (A2-1)–(A2-3) by (4.1.1)a +

(4.1.2)a or Ỹ (a):
(A4-R) (Satisfaction of (A2-1)–(A2-3) and (A4-R1), (A4-R2)) The

assumptions (A4-R1)–(A4-R2) are fulfilled and assumptions (A2-1)–(A2-3)
are satisfied for Y replaced with Ỹ (a) defined by (4.1.3).
Sometimes we say simply that a or (4.1.1)a +(4.1.2)a or Π̃ or Π satisfies

property (A4-R).
DEFINITION 4.1.1 The principal spectrum of the random problem

(4.1.1)a +(4.1.2)a satisfying property (A4-R) equals the principal spectrum of
the topological linear skew-product semiflow Π(a) over Ỹ0 (a). We will denote
the principal spectrum by Σ(a) = [λmin (a), λmax (a)].
DEFINITION 4.1.2 The principal Lyapunov exponent of the random

problem (4.1.1)a +(4.1.2)a satisfying property (A4-R) equals the principal Lya-
punov exponent of the topological linear skew-product semiflow Π(a) over Ỹ0 (a)
for the ergodic invariant measure P̃. We will denote the principal Lyapunov
exponent by λ(a).
LEMMA 4.1.4
There exists Ω1 ⊂ Ω0 with P(Ω1 ) = 1, where Ω0 is as in Lemma 4.1.2, such
that
ln kUE(ω) (t, 0)k
lim = λ(a) for any ω ∈ Ω1 .
t→∞ t
PROOF By Theorem 3.1.5, there is a Borel set Y1 ⊂ Ỹ0 with P̃(Y1 ) = 1

such that
ln kUã (t, 0)k
lim = λ(a)
t→∞ t
for any ã ∈ Y1 . It suffices to take Ω1 := E −1 (Y1 ) ∩ Ω0 .
The following assumption is about exponential separation:

(A4-R-ES) (Exponential separation) (4.1.1)a +(4.1.2)a has property (A4-
R) and, moreover, the topological linear skew-product semiflow Π(a) generated
by (4.1.1)a +(4.1.2)a on L2 (D) × Ỹ (a) admits an exponential separation over
Ỹ0 (a) defined by (4.1.5).
Sometimes we say simply that a satisfies property (A4-R-ES).
We now give two examples of a satisfying the property (A4-R-ES).
EXAMPLE 4.1.1 (Only zero-order terms depend on t)

N N
∂u X ∂ X ∂u
= aij (x) + ai (x)u
∂t i=1
∂xi j=1 ∂xj
N
X ∂u
+ bi (x) + c0 (θt ω, x)u, x ∈ D, (4.1.6)
i=1
∂xi
Bω (t)u = 0, x ∈ ∂D, (4.1.7)
where Bω (t) = Baω (t) and aω (t, x) = (aij (x), ai (x), bi (x), c0 (θt ω, x), d0 (x)).
We make the following assumptions:
In the Dirichlet case:
• D ⊂ RN is a bounded domain with Lipschitz boundary.
• aij (= aji ), ai , bi : D → R are (B(D), B(R))-measurable and aij (= aji ),

ai , bi ∈ L∞ (D). Moreover, (A2-1) is satisfied.
• c0 : Ω × D → R is (F × B(D), B(R))-measurable. Moreover, for any ω ∈

Ω, the function cω
0 (·) belongs to L∞ (R × D), with the L∞ (R × D)-norm
bounded uniformly in ω ∈ Ω.
In the Neumann or Robin cases:
• D ⊂ RN is a bounded domain, where its boundary is an (N − 1)-dimen-

sional manifold of class C 2 .
• aij (= aji ), ai , bi ∈ C 1 (D̄), d0 ∈ C 1 (∂D). Moreover, (A2-1) is satisfied,

and d0 (x) ≥ 0 for all x ∈ ∂D.
• c0 : Ω × D → R is (F × B(D), B(R))-measurable. Moreover, for any ω ∈
Ω, the function cω
0 (·) belongs to L∞ (R × D), with the L∞ (R × D)-norm
bounded uniformly in ω ∈ Ω.
We claim that a random problem (4.1.6)+(4.1.7) satisfying the above re-
quirements has the property (A4-R-ES). Indeed, assumptions (A4-R1)–(A4-
R2) and (A2-1)–(A2-2) are formulated explicitly. As aij , ai , bi , and d0 are
independent of time, the condition (A2-4) is satisfied, so, by Theorem 2.4.1,
the assumption (A2-3) holds.
In the Dirichlet case, the inequalities (A3-1) and (A3-2) hold for any ã ∈
Ỹ0 (a), for both (2.0.1)ã +(2.0.2)ã and its adjoint, by [61, Theorem 2.1 and
Lemma 3.9], so the topological linear skew-product flow Π(a) admits an ex-
ponential separation over Ỹ0 (a).
In the Neumann and Robin cases, we first show that any weak solution of
(2.0.1)ã +(2.0.2)ã , as well as of its adjoint equation, is in fact a strong solution
on any interval away from the initial time.
In order to do so, fix ã ∈ Ỹ0 . We approximate ã = (aij , ai , bi , c̃0 , d0 ) by
N 2 +2N +1
a sequence (a(n) )∞ n=1 ⊂ L∞ (R × D, R ) × L∞ (R × ∂D, R) such that
(n) (n) (n) (n) (n)
(where we write a(n) = (aij , ai , bi , c0 , d0 )):
(n) (n) (n) (n) (n)
(i) aij (= aji ), ai , bi ∈ C 2 (D̄) (i, j = 1, 2, . . . , N ), c0 ∈ C 2 (R × D̄),
(n) (n)
d0 ∈ C 2 (∂D); moreover, d0 (x) ≥ 0 for all n ∈ N and all x ∈ ∂D,
(n)
(ii) sup{ ka k∞ : n ∈ N } < ∞, where k·k∞ denotes the L∞ (R × D,
2
RN +2N +1 ) ×L∞ (R × ∂D, R)-norm,
(n) (n) (n)
(iii) aij (x), ai (x), bi (x) (i, j = 1, 2, . . . , N ) converge respectively to
aij (x), ai (x), bi (x), for a.e. x ∈ D,
(n)
(iv) c0 converge to c̃0 in the L2,loc (R × D̄) sense; moreover, the sections
(n)
c0 (t, ·) converge in the L2 (D)-norm to the section c̃0 (t, ·) for a.e. t > 0,
(n)
(v) d0 (x) converge to d0 (x) for a.e. x ∈ ∂D.
Let Ua(n) (t, s) stand for the solution operator of (2.0.1)+(2.0.2) with a re-
placed by a(n) . Further, let Ua0 (t, s) denote the solution operator of (2.0.1)+
(2.0.2) with a replaced by (aij , ai , bi , 0, d0 ), and let Ua0(n) (t, s) denote the so-
(n) (n) (n) (n)
lution operator of (2.0.1)+(2.0.2) with a replaced by (aij , ai , bi , 0, d0 ).
For a given u0 ∈ L2 (D), let (un )∞ n=1 ⊂ C̊(D̄) be such that un → u0 in
L2 (D). Ua(n) (·, 0)un is, for any n ∈ N, a classical solution, consequently it
satisfies the following integral equation
Z t
(n)
Ua(n) (t, 0)un = Ua0(n) (t, 0)un + Ua0(n) (t, τ )(c0 (τ, ·)Ua(n) (τ, 0)un ) dτ
0
for all t > 0 (here and in the sequel, we identify the operator of multiplying a
(n)
function from L2 (D) by the section c0 (τ, ·) with that section).
Applying the ideas used in the proofs of Theorem 2.4.1 and Proposition 2.2.13
we see that
kUa(n) (t, 0)un − Uã (t, 0)u0 k → 0
and
kUa0(n) (t, 0)un − Ua0 (t, 0)u0 k → 0
for any t > 0.

Put un (t) := Ua(n) (t, 0)un and u(t) := Uã (t, 0)u0 , for any t ≥ 0. Fix
t > 0. The sequence (a(n) ) is so chosen that we get, via the L2 –L2 estimates
(Proposition 2.2.2) the following:
(n)
kUa0(n) (t, τ )(c0 (τ, ·)un (τ )) − Ua0 (t, τ )(c̃0 (τ, ·)u(τ ))k
(n)
≤ kUa0(n) (t, τ )((c0 (τ, ·) − c̃0 (τ, ·))un (τ ))k
+ kUa0(n) (t, τ )(c̃0 (τ, ·)un (τ )) − Ua0 (t, τ )(c̃0 (τ, ·)u(τ ))k
(n)
≤ M eγ(t−τ ) k(c0 (τ, ·) − c̃0 (τ, ·))(un (τ ))k
(n)
≤ M eγ(t−τ ) kc0 (τ, ·) − c̃0 (τ, ·)k kun (τ )k
→0
as n → ∞ for a.e. τ ∈ (0, t). By the L2 –L2 estimates (Proposition 2.2.2), the
set
(n)
{ kUa0(n) (t, τ )(c0 (τ, 0)un (τ ))k : τ ∈ [0, t], n ∈ N }
is bounded. It then follows that
Z t
Uã (t, 0)u0 = Ua0 (t, 0)u0 + Ua0 (t, τ )(c̃0 (τ, ·)Uã (τ, 0)u0 ) dτ
0
for t > 0 (in other words, [ t 7→ Uã (t, 0)u0 ] is a mild solution). Therefore by
the arguments in [92, Section 2] and the Sobolev embedding theorems we have
that [ [0, T ] 3 t 7→ Uã (t, 0)u0 ] ∈ Wp1,2 ((0, T ) × D) for any T > 0 and p > 1,
and Uã (t, 0)u0 is a strong solution on (t0 , T ) for any 0 < t0 < T .
Now we use [59, Theorem 2.5] to conclude that the inequality (A3-2) holds
with ς = 0, which by Lemma 3.3.1 implies the assumption (A3-1). Similarly,
(A3-1) and (A3-2) hold for the adjoint problem of (2.0.1)ã +(2.0.2)ã . Conse-
quently, the topological linear skew-product flow Π(a) admits an exponential
separation over Ỹ0 (a).
EXAMPLE 4.1.2 (The classical case)

Consider the linear random parabolic equation (4.1.1) endowed with the
boundary conditions (4.1.2), where we make the following assumptions:

sional manifold of class C 3+α for some α > 0.
• The functions aij (= aji ), ai , bi , and c0 are (F × B(D), B(R))-measur-

able, and the function d0 is (F × B(∂D), B(R))-measurable.
• There is α ∈ (0, 1) such that for any ω ∈ Ω, the functions aω ij and

aω
i (i, j = 1, 2, . . . , N ) belong to C 2+α,2+α
(R × D̄), the functions bω
i
ω 2+α,1+α
(i = 1, 2, . . . , N ) and c0 belong to C (R × D̄) and the function dω 0
belongs to C 2+α,2+α (R × ∂D). Moreover, there is M > 0 such that for
any ω ∈ Ω, the C 2+α,2+α (R× D̄)-norms of aω ω
ij and ai (i, j = 1, 2, . . . , N ),
2+α,1+α
the C (R × D̄)-norms of bi (i = 1, 2, . . . , N ) and cω
ω
0 , and the
2+α,2+α
C (R × ∂D)-norms of dω 0 , are bounded by M .
PN PN
• There exists α0 > 0 such that i,j=1 aij (ω, x) ξi ξj ≥ α0 i=1 ξi2 for all
ω ∈ Ω, x ∈ D̄, and ξ ∈ RN , and d0 (ω, x) ≥ 0 for all ω ∈ Ω and x ∈ ∂D.
The problem (4.1.1)+(4.1.2) satisfies (A4-R-ES). Indeed, (A2-1)–(A2-2)

and (A4-R1)–(A4-R2) are explicitly stated. By a standard reasoning mak-
ing use of the Ascoli–Arzelà theorem we see that all the estimates on the
C 2+α,2+α (R × D̄)-norms, etc., carry over to the elements of Ỹ (a). Conse-
quently, (A2-5) is satisfied (see Section 2.5), so (A2-3) is fulfilled.
As in Example 4.1.1, in the Dirichlet case, the inequalities (A3-1) and (A3-
2) hold for any ã ∈ Ỹ0 (a), for both (2.0.1)ã +(2.0.2)ã and its adjoint, by [61,
Theorem 2.1 and Lemma 3.9], so the topological linear skew-product flow
Π(a) admits an exponential separation over Ỹ0 (a).
In the Neumann and Robin cases, by Proposition 2.5.1, Uã (t, 0)u0 is a clas-
sical solution on [t0 , T ] for any 0 < t0 < T . Then we use [59, Theorem 2.5]
again to conclude that the inequality (A3-2) holds with ς = 0, which by
Lemma 3.3.1 implies the assumption (A3-1). Similarly, (A3-1) and (A3-2)
hold for the adjoint problem of (2.0.1)ã +(2.0.2)ã . Consequently, the topo-
logical linear skew-product flow Π(a) admits an exponential separation over
Ỹ0 (a).
From now until the end of the present subsection we assume that a is such
that property (A4-R-ES) holds.
As a is fixed, we will suppress its symbol: We write E, Ỹ , Ỹ0 , Π for Ea ,
Ỹ (a), Ỹ0 (a), Π(a), respectively. Also, instead of UE(ω) (t, s) we will write
Uω (t, s).
The following results are simple consequences of the results in Chapter 3.
PROPOSITION 4.1.1
Let Ω1 be as in Lemma 4.1.4. Then for any ω ∈ Ω1 and any u0 ∈ L2 (D)+ \{0}
one has
ln kUω (t, 0)u0 k
lim = λ(a). (4.1.8)
t→∞ t
PROOF See Lemmas 4.1.4 and 3.2.5.
PROPOSITION 4.1.2
For any sequence (ω (n) )∞
n=1 ⊂ Ω0 , where Ω0 is as in Lemma 4.1.2, any u0 ∈
L2 (D)+ \ {0}, and any real sequences (sn )∞ ∞
n=1 , (tn )n=1 such that tn − sn → ∞
one has
λmin (a)
ln kUω(n) (tn , sn )w(E(ω (n) ) · sn )k ln kUω(n) (tn , sn )u0 k
≤ lim inf = lim inf
ln kUω(n) (tn , sn )k ln kUω(n) (tn , sn )k
= lim inf ≤ lim sup
ln kUω(n) (tn , sn )u0 k ln kUω(n) (tn , sn )w(E(ω (n) ) · sn )k
= lim sup = lim sup
≤ λmax (a).
PROOF See Theorem 3.1.2(1) and Lemma 3.2.5.
PROPOSITION 4.1.3
For each ω ∈ Ω0 , where Ω0 is as in Lemma 4.1.2,
(i) there are sequences (s0n )∞ 0 ∞ 0 0
n=1 , (tn )n=1 ⊂ R, tn − sn → ∞ as n → ∞, such
that
ln kUω (t0n , s0n )w(E(ω) · s0n )k
λmin (a) = lim
n→∞ t0n − s0n
ln kUω (t0n , s0n )u0 k ln kUω (t0n , s0n )k
= lim = lim
n→∞ t0n − s0n n→∞ t0n − s0n
for each u0 ∈ L2 (D)+ \ {0},
(ii) there are sequences (s00n )∞ 00 ∞ 00 00
n=1 , (tn )n=1 ⊂ R, tn − sn → ∞ as n → ∞, such
that
ln kUω (t00n , s00n )w(E(ω) · s00n )k
λmax (a) = lim
n→∞ t00n − s00n
ln kUω (t00n , s00n )u0 k ln kUω (t00n , s00n )k
= lim = lim
n→∞ t00n − s00n n→∞ t00n − s00n
for each u0 ∈ L2 (D)+ \ {0}.
PROOF Note that for each ω ∈ Ω0 , Ỹ0 = cl{ E(ω) · t : t ∈ R }. The

proposition then follows from Theorem 3.2.7(1).
A consequence of Propositions 4.1.2 and 4.1.3 is the following.
PROPOSITION 4.1.4
For any ω ∈ Ω0 , where Ω0 is as in Lemma 4.1.2, and any u0 ∈ L2 (D)+ \ {0}
there holds
ln kUω (t, s)w(E(ω) · s)k

λmin (a) = lim inf
t−s→∞ t−s
ln kUω (t, s)u0 k ln kUω (t, s)k
= lim inf = lim inf
lnkUω (t, s)k ln kUω (t, s)u0 k
ln kUω (t, s)w(E(ω) · s)k
= lim sup = λmax (a).
t−s→∞ t−s
PROPOSITION 4.1.5
For each ω ∈ Ω0 , where Ω0 is as in Lemma 4.1.2, and each λ ∈ [λmin (a),
λmax (a)] there are sequences (kn )∞ ∞
n=1 , (ln )n=1 ⊂ Z, ln − kn → ∞ as n → ∞,
such that
ln kUω (ln , kn )w(E(ω) · kn )k

λ = lim
n→∞ ln − kn
ln kUω (ln , kn )u0 k ln kUω (ln , kn )k
= lim = lim
n→∞ ln − kn n→∞ ln − k n
for each u0 ∈ L2 (D)+ \ {0}.
PROOF Note that for ω ∈ Ω0 , Ỹ0 = cl { E(ω) · t : t ∈ R }. The proposition

then follows from Theorem 3.2.7(3).
In the light of Proposition 4.1.5, Proposition 4.1.4 has the following strength-
ening.
PROPOSITION 4.1.6
For any ω ∈ Ω0 , where Ω0 is as in Lemma 4.1.2, and any u0 ∈ L2 (D)+ \ {0}
there holds
λmin (a)
ln kUω (t, s)w(E(ω) · s)k ln kUω (l, k)w(E(ω) · k)k
= lim inf = lim inf
t−s→∞ t−s l−k→∞ l−k
k,l∈Z
ln kUω (t, s)u0 k ln kUω (l, k)u0 k
= lim inf = lim inf
k,l∈Z
ln kUω (l, k)u0 k ln kUω (t, s)u0 k
l−k→∞ l−k t−s→∞ t−s
k,l∈Z
ln kUω (l, k)w(E(ω) · k)k ln kUω (t, s)w(E(ω) · s)k
= lim sup = lim sup
k,l∈Z
= λmax (a).
4.1.2 The Nonautonomous Case

Consider the following nonautonomous linear parabolic equation:
N N
∂u X ∂ X ∂u
∂t i=1
∂xi j=1 ∂xj
N
X ∂u
+ bi (t, x) + c0 (t, x)u, x ∈ D, (4.1.9)
i=1
∂xi
Ba (t)u = 0, x ∈ ∂D, (4.1.10)
where Ba (t) is a boundary operator of either the Dirichlet or Neumann or

Robin type as in (2.0.3), a = (aij , ai , bi , c0 , d0 ) and d0 (t, x) ≥ 0 for a.e. (t, x) ∈
R × ∂D. Sometimes we write the nonautonomous problem (4.1.9)+(4.1.10)
as (4.1.9)a +(4.1.10)a .
Our first assumption regards boundedness of the coefficients of the equa-
tions (and of the boundary conditions):
2
(A4-N1) (Boundedness) a belongs to L∞ (R × D, RN +2N +1
) × L∞ (R ×
∂D, R).
Among others, (4.1.9)+(4.1.10) arise from linearization of nonautonomous
nonlinear parabolic equations at certain entire solution as well as from lin-
earization of autonomous nonlinear parabolic equations at some entire time
dependent solution.
In the rest of the present subsection it is assumed that a satisfies (A4-N1).
Put
Ỹ (a) := cl { a · t : t ∈ R } (4.1.11)
The set Ỹ (a) is a compact connected metrizable space.
generated by (4.1.9)+(4.1.10) on the product Banach bundle L2 (D) × Ỹ (a):
for t ≥ 0, ã ∈ Ỹ (a), u0 ∈ L2 (D), where Uã (t, 0)u0 stands for the weak solution
of (2.0.1)ã +(2.0.2)ã with initial condition u(0, x) = u0 (x).
The next assumption is about the satisfaction of (A2-1)–(A2-3).
(A4-N) (Satisfaction of (A2-1)–(A2-3) and (A4-N1)) The assumption
(A4-N1) is fulfilled, and assumptions (A2-1)–(A2-3) are satisfied for Y re-
placed with Ỹ (a) defined by (4.1.11).
Sometimes we say simply that a or (4.1.9)a +(4.1.10)a or Π(a) satisfies prop-
erty (A4-N).
DEFINITION 4.1.3 The principal spectrum of the nonautonomous prob-

lem (4.1.9)a +(4.1.10)a satisfying property (A4-N) equals the principal spec-
trum of the topological linear skew-product semiflow Π(a) over Ỹ (a). We will
denote the principal spectrum by Σ(a) = [λmin (a), λmax (a)].
The following assumption is about the exponential separation.

(A4-N-ES) (Exponential separation) (4.1.9)a +(4.1.10)a has property (A4-
N) and, moreover, the topological linear skew-product semiflow Π(a) generated
by (4.1.9)a +(4.1.10)a on L2 (D) × Ỹ (a) admits an exponential separation over
Ỹ (a).
Sometimes we say simply that a satisfies property (A4-N-ES).
We now give two examples of a satisfying the property (A4-N-ES).
EXAMPLE 4.1.3 (Only zero-order terms depend on t)

N N
∂u X ∂ X ∂u
= aij (x) + ai (x)u
∂t i=1
∂xi j=1 ∂xj
N
X ∂u
+ bi (x) + c0 (t, x)u, x ∈ D, (4.1.12)
i=1
∂xi
Ba (t)u = 0, x ∈ ∂D, (4.1.13)
where Ba is as in (2.0.3) with a(t, x) = (aij (x), ai (x), bi (x), c0 (t, x), d0 (x)).
We make the following assumptions:
In the Dirichlet case:
• D ⊂ RN is a bounded domain with Lipschitz boundary,
• aij (= aji ), ai , bi ∈ L∞ (D). Moreover, (A2-1) is satisfied,
• c0 ∈ L∞ (R × D).
In the Neumann or Robin cases:
sional manifold of class C 2 ,
• aij (= aji ), ai , bi ∈ C 1 (D̄), d0 ∈ C 1 (∂D). Moreover, (A2-1) is satisfied,
and d0 (x) ≥ 0 for all x ∈ ∂D,
• c0 ∈ L∞ (R × D).
By arguments similar to those in Example 4.1.1, the nonautonomous prob-
lem (4.1.12)+(4.1.13) satisfying the above requirements has the property (A4-
N-ES).
EXAMPLE 4.1.4 (The classical case)

Consider the linear nonautonomous parabolic equation (4.1.9) endowed with
the boundary conditions (4.1.10), where we make the following assumptions:
sional manifold of class C 3+α for some α > 0.
• There is α > 0 such that the functions aij (= aji ) and ai (i, j =
1, 2, . . . , N ) belong to C 2+α,2+α (R × D̄), the functions bi (i = 2, · · · , N )
and c0 belong to C 2+α,1+α (R × D̄), and the function d0 belongs to
C 2+α,2+α (R × ∂D).
PN PN
• There exists α0 > 0 such that i,j=1 aij (t, x) ξi ξj ≥ α0 i=1 ξi2 for all
t ∈ R, x ∈ D̄, and ξ ∈ RN , and d0 (t, x) ≥ 0 for all t ∈ R and x ∈ ∂D.
By similar arguments to those in Example 4.1.2, the nonautonomous prob-
lem (4.1.12)+(4.1.13) satisfying the above requirements has the property (A4-
N-ES).
From now until the end of the present subsection we assume that a is such
that property (A4-N-ES) holds.
As a is fixed, we will suppress its symbol: We write Ỹ , Π for Ỹ (a), Π(a),

respectively. Also, instead of Ua (t, s) we will write U (t, s).
The following results are simple consequences of the results in Chapter 3.
PROPOSITION 4.1.7
For any u0 ∈ L2 (D)+ \ {0} and any real sequences (sn )∞ ∞
n=1 , (tn )n=1 such
that tn − sn → ∞ one has
ln kU (tn , sn )w(a · sn )k ln kU (tn , sn )u0 k

λmin (a) ≤ lim inf = lim inf
ln kU (tn , sn )k ln kU (tn , sn )k
= lim inf ≤ lim sup
lnkU (tn , sn )u0 k ln kU (tn , sn )w(a · sn )k
= lim sup = lim sup ≤ λmax (a).
PROOF See Theorem 3.1.2(1) and Lemma 3.2.5.
PROPOSITION 4.1.8
(i) There are sequences (s0n )∞ 0 ∞ 0 0

n=1 , (tn )n=1 ⊂ R, tn − sn → ∞ as n → ∞,
such that
ln kU (t0n , s0n )w(a · s0n )k
λmin (a) = lim
n→∞ t0n − s0n
ln kU (t0n , s0n )u0 k ln kU (t0n , s0n )k
= lim 0 0
= lim
for each u0 ∈ L2 (D)+ \ {0}.
n=1 , (tn )n=1 ⊂ R, tn − sn → ∞ as n → ∞,
such that
ln kU (t00n , s00n )w(a · s00n )k
λmax (a) = lim
n→∞ t00n − s00n
ln kU (t00n , s00n )u0 k ln kU (t00n , s00n )k
= lim 00 00
= lim
n→∞ tn − sn n→∞ t00n − s00n
for each u0 ∈ L2 (D)+ \ {0}.
PROOF Note that Ỹ = cl { a · t : t ∈ R }. The proposition then follows

from Theorem 3.2.7(1).
A consequence of Propositions 4.1.7 and 4.1.8 is the following.

PROPOSITION 4.1.9
For any u0 ∈ L2 (D)+ \ {0} there holds
ln kU (t, s)w(a · s)k ln kU (t, s)u0 k

λmin (a) = lim inf = lim inf
ln kU (t, s)k ln kU (t, s)k ln kU (t, s)u0 k
= lim inf ≤ lim sup = lim sup
t−s→∞ t−s t−s→∞ t − s t−s→∞ t−s
ln kU (t, s)w(a · s)k
= lim sup = λmax (a).
t−s→∞ t−s
PROPOSITION 4.1.10
For each λ ∈ [λmin (a), λmax (a)] there are sequences (kn )∞ ∞
n=1 , (ln )n=1 ⊂ Z,
ln kU (ln , kn )w(a · kn )k
λ = lim
n→∞ ln − k n
ln kU (ln , kn )u0 k ln kU (ln , kn )k
= lim = lim
for each u0 ∈ L2 (D)+ \ {0}.
PROOF Note that Ỹ = cl { a · t : t ∈ R }. The proposition then follows

from Theorem 3.2.7(3).
In the light of Proposition 4.1.10, Proposition 4.1.9 has the following strength-
ening.
PROPOSITION 4.1.11
For any u0 ∈ L2 (D)+ \ {0} there holds
ln kU (t, s)w(a · s)k ln kU (l, k)w(a · k)k

λmin (a) = lim inf = lim inf
k,l∈Z
ln kU (t, s)u0 k ln kU (l, k)u0 k
= lim inf = lim inf
k,l∈Z
ln kU (l, k)u0 k ln kU (t, s)u0 k
k,l∈Z
ln kU (l, k)w(a · k)k ln kU (t, s)w(a · s)k
= lim sup = lim sup = λmax (a).
l−k→∞ l − k t−s→∞ t−s
k,l∈Z
4.2 Monotonicity with Respect to the Zero Order Terms

In this section, we investigate the monotonicity of principal spectrum and
principal Lyapunov exponents of random (nonautonomous) parabolic equa-
tions with respect to zero order terms. We also study the relation among the
principal spectrum and principal Lyapunov exponents for random (nonau-
tonomous) parabolic equations with different types of boundary conditions.
Similarly, we treat random equations and nonautonomous equations sepa-
rately.

Let a(1) , a(2) satisfy property (A4-R).
Throughout the present subsection we assume moreover that there is Ω̃ ⊂ Ω
with P(Ω̃) = 1 such that for each ω ∈ Ω̃:
(1),ω (2),ω (1),ω (2),ω (1),ω (2),ω
• aij (·, ·) = aij (·, ·), ai (·, ·) = ai (·, ·), bi (·, ·) = bi (·, ·),
for a.e. (t, x) ∈ R × D, and
• one of the following conditions, (M-Ra), (M-Rb), (M-Rc), (M-Rd), or
(M-Re), holds:
(M-Ra) both a(1) and a(2) are endowed with the Dirichlet boundary condi-
tions, and
(1),ω (2),ω
∗ c0 (·, ·) ≤ c0 (·, ·) for a.e. (t, x) ∈ R × D,
(M-Rb) both a(1) and a(2) are endowed with the Robin boundary condi-
tions, and
(1),ω (2),ω
∗ c0 (·, ·) ≤ c0 (·, ·) for a.e. (t, x) ∈ R × D,
(1),ω (2),ω
∗ d0 (·, ·) ≥ d0 (·, ·) for a.e. (t, x) ∈ R × ∂D,
(M-Rc) both a(1) and a(2) are endowed with the Neumann boundary con-
ditions, and
(1),ω (2),ω
∗ c0 (·, ·) ≤ c0 (·, ·) for a.e. (t, x) ∈ R × D,
(M-Rd) a(1) is endowed with the Dirichlet boundary conditions and a(2) is
endowed with Robin boundary conditions, and
(1),ω (2),ω
∗ c0 (·, ·) = c0 (·, ·) for a.e. (t, x) ∈ R × D,
(M-Re) a(1) is endowed with the Robin boundary conditions and a(2) is
endowed with the Neumann conditions, and
(1),ω (2),ω
∗ c0 (·, ·) = c0 (·, ·) for a.e. (t, x) ∈ R × D.
(k)
For ã ∈ Ỹ (a(k) ), s < t, and u0 ∈ L2 (D), denote by Uã (t, s)u0 , k = 1, 2,
the weak solution of (2.0.1)ã +(2.0.2)ã with initial condition u(0, x) = u0 (x).
(k) (k)
For ω ∈ Ω, instead of UE (k) (ω) (t, s)u0 we write Uω (t, s)u0 .
a
THEOREM 4.2.1
λ(a(1) ) ≤ λ(a(2) ).
(k) (k)
PROOF Let Ω1 ⊂ Ω, k = 1, 2, be sets such that P(Ω1 ) = 1 and
(k)
ln kUω (t, 0)u0 k
λ(a(k) ) = lim
t→∞ t
(k)
for any ω ∈ Ω1 and any u0 ∈ L2 (D)+ \ {0} (see Lemmas 4.1.4 and 3.1.1).
(1) (2)
Fix ω ∈ Ω1 ∩ Ω1 ∩ Ω̃. As a consequence of Proposition 2.2.10, 0 ≤
(1) (2)
(Uω (t, 0)u0 )(x) ≤ (Uω (t, 0)u0 )(x) for each nonzero u0 ∈ L2 (D)+ , each
t > 0, and each x ∈ D. The monotonicity of the L2 (D)-norm gives the
desired result.
THEOREM 4.2.2
λmin (a(1) ) ≤ λmin (a(2) ) and λmax (a(1) ) ≤ λmax (a(2) ).
PROOF We prove only the first inequality, the proof of the other being
(k) (k)
similar. Let Ω0 ⊂ Ω, k = 1, 2, be sets such that P(Ω0 ) = 1 and Ỹ0 (a(k) ) =
(k) (1) (2)
cl{ Ea(1) (θt ω) : t ∈ R } for ω ∈ Ω0 (see Lemma 4.1.2). Fix ω ∈ Ω0 ∩Ω0 ∩ Ω̃.
By Theorem 3.1.2(2A), there are sequences (ã(n) )∞n=1 ⊂ Ỹ0 (a
(2)
), (tn )∞
n=1 ⊂
R, (sn )∞
n=1 ⊂ R, with t n − sn → ∞ as n → ∞, such that
(2)
ln kUã(n) (tn , sn )k+
lim = λmin (a(2) ).
n→∞ tn − sn
For each ã(n) there is a real sequence (τl )∞ l=1 (depending on n) such that
Ea(2) (ω)·τl converge in Ỹ (a(2) ) to ã(n) . From (τl ) we can extract a subsequence
(denoted again by (τl )) such that Ea(1) (ω)·τl converge in Ỹ (a(1) ) to some â(n) .
Proposition 2.2.10 implies that for each u0 ∈ L2 (D)+ there holds
(1) (2)
kUE (ω)·τl (tn , sn )u0 k ≤ kUE (ω)·τl (tn , sn )u0 k.
a(1) a(2)
(1) (2)
From Proposition 2.2.13 we deduce that kUâ(n) (tn , sn )u0 k ≤ kUã(n) (tn , sn )u0 k
(1) (2)
for each u0 ∈ L2 (D)+ , which implies kUâ(n) (tn , sn )k+ ≤ kUã(n) (tn , sn )k+ . By
Theorem 3.1.2 and Lemma 3.1.1,
(1)
(1)
ln kUâ(n) (tn , sn )k+
λmin (a ) ≤ lim inf
n→∞ tn − sn
(2)
≤ lim = λmin (a(2) ).
n→∞ tn − sn

Let a(1) , a(2) satisfy property (A4-N).
Throughout the present subsection we assume moreover that:
(1) (2) (1) (2) (1) (2)
• aij (·, ·) = aij (·, ·), ai (·, ·) = ai (·, ·), bi (·, ·) = bi (·, ·), for a.e.
(t, x) ∈ R × D, and
• one of the following conditions, (M-Na), (M-Nb), (M-Nc), (M-Nd), or

(M-Ne) holds:
(M-Na) both a(1) and a(2) are endowed with the Dirichlet boundary condi-
tions, and
(1) (2)
∗ c0 (·, ·) ≤ c0 (·, ·) for a.e. (t, x) ∈ R × D,
(M-Nb) both a(1) and a(2) are endowed with the Robin boundary condi-
tions, and
(1) (2)
∗ c0 (·, ·) ≤ c0 (·, ·) for a.e. (t, x) ∈ R × D,
(1) (2)
∗ d0 (·, ·) ≥ d0 (·, ·) for a.e. (t, x) ∈ R × ∂D,
(M-Nc) both a(1) and a(2) are endowed with the Neumann boundary con-
ditions, and
(1) (2)
∗ c0 (·, ·) ≤ c0 (·, ·) for a.e. (t, x) ∈ R × D,
(M-Nd) a(1) is endowed with the Dirichlet boundary conditions and a(2) is
endowed with the Robin boundary conditions, and
(1) (2)
∗ c0 (·, ·) = c0 (·, ·) for a.e. (t, x) ∈ R × D,
(M-Ne) a(1) is endowed with the Robin boundary conditions and a(2) is
endowed with the Neumann boundary conditions, and
(1) (2)
∗ c0 (·, ·) = c0 (·, ·) for a.e. (t, x) ∈ R × D.
(k)
For ã ∈ Ỹ (a(k) ), s < t, and u0 ∈ L2 (D), denote by Uã (t, s)u0 , k = 1, 2,
the weak solution of (2.0.1)ã +(2.0.2)ã with initial condition u(0, x) = u0 (x).
THEOREM 4.2.3
PROOF We prove only the second inequality, the proof of the other being
similar.
By Theorem 3.1.2(2A), there are sequences (ã(n) )∞
n=1 ⊂ Ỹ (a
(1)
), (tn )∞
n=1 ⊂
∞
R, (sn )n=1 ⊂ R, with tn − sn → ∞ as n → ∞, such that
(1)
lim = λmax (a(1) ).
n→∞ tn − sn
For each ã(n) there is a real sequence (τl )∞ l=1 (depending on n) such that
a(1) · τl converge in Ỹ (a(1) ) to ã(n) . From (τl ) we can extract a subsequence
(denoted again by (τl )) such that a(2) · τl converge in Ỹ (a(2) ) to some â(n) .
Proposition 2.2.10 implies that for each u0 ∈ L2 (D)+ there holds
(1) (2)
kUa(1) ·τl (tn , sn )u0 k ≤ kUa(2) ·τl (tn , sn )u0 k.
From Proposition 2.2.13 we deduce that

(1) (2)
kUã(n) (tn , sn )u0 k ≤ kUâ(n) (tn , sn )u0 k
(1) (2)
for each u0 ∈ L2 (D)+ , which implies kUã(n) (tn , sn )k+ ≤ kUâ(n) (tn , sn )k+ . By
Theorem 3.1.2 and Lemma 3.1.1,
(1)
λmax (a(1) ) = lim
n→∞ tn − sn
(2)
ln kUâ(n) (tn , sn )k+
≤ lim sup ≤ λmax (a(2) ).
n→∞ tn − sn
4.3 Continuity with Respect to the Zero Order Coeffi-

cients
In the present section we investigate the continuous dependence of the prin-
cipal spectrum/principal Lyapunov exponent on the zero order terms.
2
For any ã = (ãij , ãi , b̃i , c̃0 , d˜0 ) ∈ L∞ (R × D, RN +2N +1 ) × L∞ (R × ∂D, R)
and any R ∈ R, put
ã + R := (ãij , ãi , b̃i , c̃0 + R, d˜0 ).
It is straightforward that if ã(n) converges to ã in the weak-* topology, then
ã(n) + R converges to ã + R in the weak-* topology. For R ∈ R we write
sometimes TR ã instead of ã + R.
We collect now some facts that will be useful in the sequel.
LEMMA 4.3.1
Assume that Y is such that (A2-1)–(A2-3) are satisfied for Y . Let R ∈ R.
Then
(i) The assumptions (A2-1)–(A2-3) are satisfied for TR Y .
(ii) For any ã ∈ Y and any s ≤ t,
Uã+R (t, s) = eR(t−s) Uã (t, s). (4.3.1)
PROOF The fulfillment of (A2-1)–(A2-2) for TR Y is obvious. The bilinear

forms Bã (·, ·, ·) and Bã+R (·, ·, ·) are related, for a.e. t ∈ R, in the following
way:
Bã+R (t, u, v) = Bã (t, u, v) − Rhu, vi, u, v ∈ V
(see Section 2.1). Fix s ∈ R and u0 ∈ L2 (D), and denote u(t) := Uã (t, s)u0 ,
t ≥ s. One has
Z t Z t
− hu(τ ), vi ψ̇(τ ) dτ + Bã (τ, u(τ ), v)ψ(τ ) dτ − hu0 , vi ψ(s) = 0 (4.3.2)
s s
for all v ∈ V and ψ ∈ D([s, t)) (see Definition 2.1.6). We have to show that
Z t Z t
− heR(τ −s) u(τ ), vi ψ̇(τ ) dτ + Bã+R (τ, eR(τ −s) u(τ ), v)ψ(τ ) dτ
s s
− hu0 , vi ψ(s) = 0,
that is,
Z t Z t
− heR(τ −s) u(τ ), vi ψ̇(τ ) dτ + Bã (τ, eR(τ −s) u(τ ), v)ψ(τ ) dτ
s s
Z t
R(τ −s)
− hRe u(τ ), vi ψ(τ ) dτ − hu0 , vi ψ(s) = 0
s
for all v ∈ V and ψ ∈ D([s, t)). This follows from (4.3.2) by replacing the test
function ψ with eR(t−s) ψ(t).
To prove that (A2-3) is satisfied for TR Y , notice that ã(n) → ã in Y if and
only if ã(n) + R → ã + R in TR Y , and apply (4.3.1).

Let a(1) , a(2) satisfy property (A4-R).
Throughout the present subsection we assume moreover that there is Ω̃ ⊂
Ω with P(Ω̃) = 1 such that for each ω ∈ Ω̃ the following holds:
(1),ω (2),ω (1),ω (2),ω (1),ω (2),ω
• aij (·, ·) = aij (·, ·), ai (·, ·) = ai (·, ·), bi (·, ·) = bi (·, ·)
a.e. on R × D,
(2),ω (1),ω
• d0 (·, ·) = d0 (·, ·) a.e. on R × ∂D.
Denote
(2),ω (1),ω
r := ess sup { |c0 (t, x) − c0 (t, x)| : ω ∈ Ω̃, t ∈ R, x ∈ D }.
THEOREM 4.3.1
|λ(a(1) ) − λ(a(2) )| ≤ r.
THEOREM 4.3.2
|λmin (a(1) ) − λmin (a(2) )| ≤ r and |λmax (a(1) ) − λmax (a(2) )| ≤ r.
PROOF (Proofs of Theorems 4.3.1 and 4.3.2) The assumptions

(A4-R1) and (A4-R2) are satisfied for a(1) − r, a(1) + r.
As the mappings T±r are continuous in the weak-* topology and T±r ◦ σt =
σt ◦ T±r for all t ∈ R, we have that Ỹ (a(1) ± r) = T±r Ỹ (a(1) ). Further, it
follows that T±r sends, in a one-to-one way, invariant measures on Ỹ (a(1) ) onto
invariant measures on T±r Ỹ (a(1) ), consequently Ỹ0 (a(1) ± r) = T±r Ỹ0 (a(1) ).
By Lemma 4.3.1, a(1) ± r satisfy (A4-R), and
λ(a(1) ± r) = λ(a(1) ) ± r,
λmin (a(1) ± r) = λmin (a(1) ) ± r,
λmin (a(1) ± r) = λmin (a(1) ) ± r.
It follows from Theorems 4.2.1 and 4.2.2 that
λ(a(1) − r) ≤ λ(a(2) ) ≤ λ(a(1) + r)
as well as
λmin (a(1) − r) ≤ λmin (a(2) ) ≤ λmin (a(1) + r)
and
λmax (a(1) − r) ≤ λmax (a(2) ) ≤ λmax (a(1) + r),
which gives the desired result.

Let a , a(2) satisfy property (A4-N).
(1)
Throughout the present subsection we assume moreover that the following

holds:
(1) (2) (1) (2) (1) (2)
• aij (·, ·) = aij (·, ·), ai (·, ·) = ai (·, ·), bi (·, ·) = bi (·, ·), a.e. on
R × D,
(2) (1)
• d0 (·, ·) = d0 (·, ·) a.e. on R × ∂D.
Denote
(2) (1)
r := ess sup { |c0 (t, x) − c0 (t, x)| : t ∈ R, x ∈ D }.
THEOREM 4.3.3
|λmin (a(1) ) − λmin (a(2) )| ≤ r and |λmax (a(1) ) − λmax (a(2) )| ≤ r.
PROOF The assumption (A4-N1) is satisfied for a(1) − r, a(1) + r.

As the mappings T±r are continuous in the weak-* topology and T±r ◦ σt
= σt ◦ T±r for all t ∈ R, we have that Ỹ (a(1) ± r) = T±r Ỹ (a(1) ).
By Lemma 4.3.1, a(1) ± r satisfy (A4-N), and
λmin (a(1) ± r) = λmin (a(1) ) ± r,

λmin (a(1) ± r) = λmin (a(1) ) ± r.
It follows from Theorem 4.2.3 that
λmin (a(1) − r) ≤ λmin (a(2) ) ≤ λmin (a(1) + r)
and
λmax (a(1) − r) ≤ λmax (a(2) ) ≤ λmax (a(1) + r),
which gives the desired result.
4.4 General Continuity with Respect to the Coefficients

2
In the present section, L∞ denotes the Banach space L∞ (R×D, RN +2N +1
)
×L∞ (R × ∂D, R), and k·k∞ stands for the norm in L∞ .
We start with the following simple result.
LEMMA 4.4.1
For any a(1) , a(2) ∈ L∞ one has d(a(1) · t, a(2) · t) ≤ ka(1) − a(2) k∞ for each
t ∈ R, where d stands for the metric given by (1.3.1).
PROOF
∞
(1) (2)
X 1
d(a · t, a · t) = |hgk , a(1) · t − a(2) · tiL1 ,L∞ | ≤ ka(1) − a(2) k∞ .
2k
k=1
In the rest of the present subsection let Y be such that (A2-1)–(A2-3)

are satisfied and that the linear skew-product flow Π admits an exponential
separation over Y .
Recall that, for ã ∈ Y and u0 ∈ L2 (D), [ [0, ∞) 3 t 7→ Uã (t, 0)u0 ∈
L2 (D) ] denotes the weak solution of (2.0.1)ã +(2.0.2)ã with the initial condi-
tion u(0, x) = u0 (x) (x ∈ D). For s < t, Uã (t, s) stands for Uã·s (t − s, 0).
LEMMA 4.4.2
For each > 0 there is δ > 0 with the following property. Let â, ǎ ∈ Y be such
that d(â · t, ǎ · t) < δ for all t ∈ R. Then, for any integer sequences (kn )∞
n=1 ,
(ln )∞
n=1 , such that l n − k n → ∞ as n → ∞ and
ln kUâ (ln , kn )w(â · kn )k
lim = λ,
n→∞ ln − k n
one has
ln kUǎ (ln , kn )w(ǎ · kn )k
λ − ≤ lim inf
n→∞ ln − k n
ln kUǎ (ln , kn )w(ǎ · kn )k
≤ lim sup ≤ λ + .
n→∞ ln − k n
PROOF As the mapping [ Y 3 ã 7→ kUã (1, 0)w(ã)k ∈ (0, ∞) ] is con-

tinuous on a compact set, we have M1 := inf { kUã (1, 0)w(ã)k : ã ∈ Y } > 0.
Moreover, that mapping is uniformly continuous. Fix > 0, and take δ > 0
such that for any ã(1) , ã(2) ∈ Y , if d(ã(1) , ã(2) ) < δ then | kUã(1) (1, 0)w(ã(1) )k−
kUã(2) (1, 0)w(ã(2) )k | < M1 (1 − e− ).
We have
e− kUǎ (k + 1, k)w(ǎ · k)k ≤ kUǎ (k + 1, k)w(ǎ · k)k − M1 (1 − e− )

< kUâ (k + 1, k)w(â · k)k < kUǎ (k + 1, k)w(ǎ · k)k + M1 (1 − e− )
≤ (2 − e− )kUǎ (k + 1, k)w(ǎ · k)k < e kUǎ (k + 1, k)w(ǎ · k)k
for all k ∈ Z. Since Uǎ (l, k)w(ǎ·k) = Uǎ (l, l−1)U (l−1, l−2) . . . U (k+1, k)w(ǎ·
k)) and Uâ (l, k)w(â · k) = Uâ (l, l − 1)U (l − 1, l − 2) . . . U (k + 1, k)w(â · k)), for
any k < l, k, l ∈ Z, there holds
e−(l−k) kUǎ (l, k)w(ǎ · k)k < kUâ (l, k)w(â · k)k < e(l−k) kUǎ (l, k)w(ǎ · k)k
for any k, l ∈ Z, k < l. The lemma follows easily.

Let ((Ω, F, P), {θt }t∈R ) be an ergodic metric dynamical system.
We say that the random problem (4.1.1)a +(4.1.2)a (or, simply, a) is Y -ad-
missible if it satisfies property (A4-R-ES) and Ỹ0 (a) ⊂ Y .
In the present subsection we will investigate the continuous dependence of
the principal Lyapunov exponent and the principal spectrum on the coeffi-
cients in the norm topology in the random case.
For the rest of the subsection we fix a Y -admissible a(0) .
(0)
For ω ∈ Ω, we write Uω (t, s) instead of UEa(0) (ω) (t, s).
THEOREM 4.4.1
For each > 0 there is δ > 0 such that for any Y -admissible a, if kEa (ω) −
Ea(0) (ω)k∞ < δ for P-a.e. ω ∈ Ω then
|λ(a) − λ(a(0) )| < .
THEOREM 4.4.2
For each > 0 there is δ > 0 such that for any Y -admissible a, if kEa (ω) −
Ea(0) (ω)k∞ < δ for P-a.e. ω ∈ Ω then
|λmin (a) − λmin (a(0) )| < and |λmax (a) − λmax (a(0) )| < .
PROOF (Proof of Theorems 4.4.1 and 4.4.2) Fix > 0, and fix a
Y -admissible a such that kEa (ω) − Ea(0) (ω)k∞ < δ for P-a.e. ω ∈ Ω, where
δ > 0 is as in Lemma 4.4.2. For ω ∈ Ω, we write Uω (t, s) instead of UEa (ω) (t, s).
(0) (0)
We start with the proof of Theorem 4.4.2. Let Ω0 ⊂ Ω, P(Ω0 ) = 1,
(0)
be such that for any ω ∈ Ω0 and any λ ∈ [λmin (a(0) ), λmax (a(0) )] there are
sequences (kn )∞ ∞
n=1 , (ln )n=1 ⊂ Z, ln − kn → ∞ as n → ∞, such that
(0)
ln kUω (ln , kn )w(Ea(0) (ω) · kn )k
λ = lim
n→∞ ln − kn
(see Proposition 4.1.5). Similarly, let Ω0 ⊂ Ω, P(Ω0 ) = 1, be such that
ln kUω (t, s)w(Ea (ω) · s)k
λmin (a) = lim inf
t−s→∞ t−s
ln kUω (t, s)w(Ea (ω) · s)k
≤ lim sup = λmax (a)
t−s→∞ t−s
for any ω ∈ Ω0 (see Proposition 4.1.4).
(0)
Fix ω ∈ Ω0 ∩ Ω0 such that kEa (ω) − Ea(0) (ω)k∞ < δ. It is a consequence
of Lemma 4.4.1 that d(Ea(0) (ω) · t, Ea (ω) · t) < δ for all t ∈ R. It follows
from Lemma 4.4.2 that for each λ ∈ [λmin (a(0) ), λmax (a(0) )] there is λ̃ ∈
[λmin (a), λmax (a)] with |λ̃ − λ| < .
By interchanging the roles of a(0) and a we obtain that for each λ̃ ∈ [λmin (a),
λmax (a)] there is λ ∈ [λmin (a(0) ), λmax (a(0) )] with |λ̃ − λ| < . Hence the
Hausdorff distance between [λmin (a), λmax (a)] and [λmin (a(0) ), λmax (a(0) )] is
less than , which is equivalent to the statement of Theorem 4.4.2.
(0)
We proceed now to the proof of Theorem 4.4.1. Let Ω1 be such that
(0) (0)
P(Ω1 ) = 1 and for any ω ∈ Ω1 there holds
(0)
ln kUω (t, 0)w(Ea(0) (ω))k
lim = λ(a(0) ).
t→∞ t
Similarly, let Ω1 be such that P(Ω1 ) = 1 and for any ω ∈ Ω1 there holds
ln kUω (t, 0)w(Ea (ω))k

lim = λ(a)
t→∞ t
(see Lemma 4.1.4).

(0)
Fix ω ∈ Ω1 ∩ Ω1 such that kEa (ω) − Ea(0) (ω)k∞ < δ. It is a consequence
of Lemma 4.4.1 that d(Ea(0) (ω) · t, Ea (ω) · t) < δ for all t ∈ R. The statement
of Theorem 4.4.1 follows now from Lemma 4.4.2.

We say that the nonautonomous problem (4.1.9)a +(4.1.10)a (or, simply, a)
is Y -admissible if it satisfies property (A4-N-ES) and Ỹ (a) ⊂ Y .
In the present subsection we will investigate the continuous dependence of
principal spectrum on the coefficients in the norm topology in the nonau-
tonomous case.
For the rest of the subsection we fix a Y -admissible a(0) .
We write U (0) (t, s) instead of Ua(0) (t, s).
THEOREM 4.4.3
For each > 0 there is δ > 0 such that for any Y -admissible a, if ka −
a(0) k∞ < δ then
PROOF Fix > 0, and fix a Y -admissible a such that ka − a(0) k∞ < δ,
where δ > 0 is as in Lemma 4.4.2. We write U (t, s) instead of Ua (t, s).
For any λ ∈ [λmin (a(0) ), λmax (a(0) )] there are sequences (kn )∞ ∞
n=1 , (ln )n=1 ⊂
Z, ln − kn → ∞ as n → ∞, such that
ln kU (0) (ln , kn )w(a(0) · kn )k

λ = lim
n→∞ ln − kn
(see Proposition 4.1.10). Further, we have

λmin (a) = lim inf
t−s→∞ t−s
≤ lim sup = λmax (a)
t−s→∞ t−s
(see Proposition 4.1.9).
It is a consequence of Lemma 4.4.1 that d(a(0) · t, a · t) < δ for all t ∈ R.
It follows from Lemma 4.4.2 that for each λ ∈ [λmin (a(0) ), λmax (a(0) )] there is
λ̃ ∈ [λmin (a), λmax (a)] with |λ̃ − λ| < .
By interchanging the roles of a(0) and a we obtain that for each λ̃ ∈ [λmin (a),
λmax (a)] there is λ ∈ [λmin (a(0) ), λmax (a(0) )] with |λ̃ − λ| < . Hence the
Hausdorff distance between [λmin (a), λmax (a)] and [λmin (a(0) ), λmax (a(0) )] is
less than , which is equivalent to the statement of Theorem 4.4.3.
4.5 Historical Remarks

In this section, we present some historical works on the principal spectrum
of time independent, periodic, as well as general time dependent parabolic
problems.
N N
∂u X ∂ X ∂u
∂t i=1
∂xi j=1 ∂xj
N
X ∂u
+ bi (t, x) + c0 (t, x)u, x ∈ D, (4.5.1)
i=1
∂xi

Ba (t)u = 0, x ∈ ∂D, (4.5.2)
where Ba (t) is a boundary operator of either the Dirichlet or Neumann or
Robin type as in (2.0.3) with a(t, x) = (aij (t, x), ai (t, x), bi (t, x), c0 (t, x), d0 (t,
x)), d0 (t, x) ≥ 0 for a.e. (t, x) ∈ R × ∂D.
We first outline the principal eigenvalue theory for (4.5.1)+(4.5.2) in the
time independent and periodic cases, and then give a review of the principal
spectrum theory in the general time dependent case.
4.5.1 The Time Independent and Periodic Case

In this subsection, we assume that all the coefficients in (4.5.1)+(4.5.2) are
time independent or periodic with period T . Recall that D is a domain, hence
is connected.
The eigenvalue problem associated to (4.5.1)+(4.5.2) with time T -periodic
coefficients reads as follows:
N N

 ∂u X ∂ X ∂u
−
 + aij (t, x) + ai (t, x)u
∂t ∂xi j=1 ∂xj



 i=1

N

∂u

 X

+ bi (t, x) + c0 (t, x)u = λu, x ∈ D, (4.5.3)
 i=1
∂xi



Ba (t)u = 0, x ∈ ∂D,






u(0, ·) = u(T, ·).

When the domain D and the coefficients of (4.5.1)+(4.5.2) are sufficiently

smooth, based on the Kreı̆n–Rutman theorem, it can be proved that there is
a unique λprinc ∈ R such that (4.5.3) with λ = λprinc has a positive solution u
(λprinc is called the principal eigenvalue of (4.5.1)+(4.5.2) and u is a principal
eigenfunction) (see [50, Proposition 14.4]). It is not difficult to prove that
[λmin (a), λmax (a)] = {λprinc }. Observe that for any other eigenvalue λ of
(4.5.3), Re λ < λprinc .
When D is a general bounded domain and a = (aij , ai , bi , c0 , d0 ) is a time in-
2
dependent or periodic function in L∞ (R×D, RN +2N +1 )×L∞ (R×∂D, R), the
associated eigenvalue problem, in particular, the associated principal eigen-
value problem of (4.5.1)+(4.5.2) has also been extensively studied (see [11],
[14], [29], [31], [32], etc.). Under quite general conditions, it is shown that the
principal eigenvalue λprinc of (4.5.1)+(4.5.2) exists (λprinc is called a principal
eigenvalue of (4.5.3) if (4.5.3) with λ = λprinc has a nontrivial nonnegative
solution (in weak sense), such an eigenvalue if exists is unique). Write λprinc
as λprinc (a, D). The continuous dependence of λprinc (a, D) with respect to a
and D has also been widely studied (see [11], [14], [29], [31], [32] and references
therein). For use in Chapter 5 we state some results from [29].
(n) (n) (n) (n)
Assume that a = (aij , ai , bi , c0 , 0) and a(n) = (aij , ai , bi , c0 , 0) satisfy
2
(A4-N). Moreover, we assume that the L∞ (R × D, RN +2N +1 ) × L∞ (R ×
∂D, R)-norms of a(n) are bounded in n ∈ N.
Let Dn ⊂ RN be bounded domains. We say that Dn converges to D,
denoted by Dn → D, if
• limn→∞ |Dn \ D̄| = 0, where |·| denotes the N -dimensional Lebesgue

measure.
• There exists a compact set K ⊂ D of capacity zero such that for each
compact set K 0 ⊂ D \ K there exists n0 ∈ N such that K 0 ⊂ Dn for
n ≥ n0 .
Recall that the capacity of a compact subset K ⊂ RN with respect to a set

B0 , denoted by capB0 (K), is defined by
capB0 (K) := inf{ kφk2W 1 (B0 ) : φ ∈ D(B0 ) and φ ≥ 1 on K }

2
(see [28, (2.15)]). If for one open set B0 , capB0 (K) = 0, then for any open set
B, capB (K) = 0. In this case, K is said to have zero capacity.
Observe that if D is a Lipschitz domain, Dn ⊂ D, and for each compact
set K ⊂ D there exists n0 ∈ N such that K ⊂ Dn for n ≥ n0 , then Dn → D.
LEMMA 4.5.1
Consider a Dirichlet boundary condition problem. Assume that D is a Lips-
(n) (n) (n)
chitz domain, Dn ⊂ D converge to D, and aij , ai , bi (i, j = 1, 2, . . . , N ),
(n)
c0 converge respectively to aij , ai , bi , c0 in L2,loc ((0, T ) × RN ). Then
λprinc (a(n) , Dn ) → λprinc (a, D).
In the above, the coordinates of a(n) are understood to be equal to 0 outside

Dn .
LEMMA 4.5.2
Let D be a Lipschitz domain in RN . Then there is a sequence (Dn )∞
n=1 of
C ∞ domains satisfying Dn ⊂ D and Dn → D as n → ∞.
PROOF See the proof of [60, Lemma 4.1].
4.5.2 The General Time Dependent Case

In this subsection, we assume that a in (4.5.1)+(4.5.2) is a general time
dependent function.
When D and a are sufficiently smooth, based on the abstract work [94] the
principal spectrum and exponential separation theory for (4.5.1)+(4.5.2) has
been well established (see [62], [79], [81], [82], [84], [92], etc.), which extends
the principal eigenvalue and principal eigenfunction theory for elliptic and
time periodic parabolic problems to general nonautonomous problems.
Recently, principal spectrum and exponential separation for general time
dependent parabolic problems on general domain have been investigated in
several papers (see [59], [60], [61], etc.), mostly for the Dirichlet boundary
condition case.
It should be remarked that in some of the papers mentioned above the
equations in the nondivergence form are allowed, also the derivatives in the
Neumann or Robin boundary conditions need not be conormal.
Chapter 5
Influence of Spatial-Temporal
Variations and the Shape of Domain


N N
 ∂u X ∂ X ∂u



 ∂t ∂xi j=1 ∂xj


 i=1
N (5.0.1)
X ∂u

 + bi (θt ω, x) + c0 (θt ω, x)u, x ∈ D,


 i=1
∂xi


B (t)u = 0, x ∈ ∂D,
ω
where Bω (t) = Baω (t), Baω is the boundary operator in (2.0.3) with a being
replaced by aω (t, x) = (aij (θt ω, x), ai (θt ω, x), bi (θt ω, x), c0 (θt , x), d0 (θt ω, x)),
d0 (ω, x) ≥ 0 for all ω ∈ Ω and a.e. x ∈ ∂D, ((Ω, F, P), {θt }t∈R ) is an ergodic
metric dynamical system, and the functions aij (i, j = 1, . . . , N ), ai (i =
1, . . . , N ), bi (i = 1, . . . , N ) and c0 are (F × B(D), B(R))-measurable, and
the function d0 is (F × B(∂D), B(R))-measurable; and consider the following
nonautonomous linear parabolic equation:

N N
 ∂u X ∂ X ∂u



 ∂t ∂xi j=1 ∂xj


 i=1
N (5.0.2)
X ∂u

 + bi (t, x) + c0 (t, x)u, x ∈ D,


 i=1
∂xi


B (t)u = 0, x ∈ ∂D,
a
where Ba is the boundary operator in (2.0.3) with a(t, x) = (aij (t, x), ai (t, x),
bi (t, x), c0 (t, x), d0 (t, x)), d0 (t, x) ≥ 0 for a.e. (t, x) ∈ R × ∂D.
In the present chapter, we investigate the influence of spatial and tempo-
ral variations of the zero order terms of (5.0.1) and (5.0.2) on their principal
spectrum and principal Lyapunov exponents. We show that spatial and tem-
poral variations cannot reduce the principal spectrum and principal Lyapunov
exponents. Indeed, if the coefficients and the domain are sufficiently regular,
spatial and temporal variations increase the principal spectrum and principal
Lyapunov exponents except in the degenerate cases. In the biological context
these results mean that invasion by a new species (see [16], p. 220) is always
easier in the space and time dependent case.
149
We also investigate the influence of the shape of the domain of (5.0.1)

and (5.0.2) on their principal spectrum and principal Lyapunov exponents
and extend the so called Faber–Krahn inequalities for elliptic and periodic
parabolic problems to general time dependent and random ones.
This chapter is organized as follows. In Section 5.1, we introduce notions
and basic assumptions and present some lemmas for the use in later sections.
We study the influence of temporal variations of the zero order terms of (5.0.1)
and (5.0.2) on their principal spectrum and principal Lyapunov exponents
in Section 5.2. Section 5.3 is devoted to the investigation of the influence
of spatial variations of the zero order terms of (5.0.1) and (5.0.2) on their
principal spectrum and principal Lyapunov exponents. In Section 5.4 the
influence of the shape of the domain of (5.0.1) and (5.0.2) on their principal
spectrum and principal Lyapunov exponents is explored.
5.1 Preliminaries
In this section, we introduce notions and basic assumptions and establish
lemmas which will be used in later sections.
5.1.1 Notions and Basic Assumptions

First, consider (5.0.1). Write aω := ((aω N ω N ω N ω ω
ij )i,j=1 , (ai )i=1 , (bi )i=1 , c0 , d0 ),
ω ω
where aij (t, x) = aij (θt ω, x), etc. We assume that for each ω ∈ Ω, a belongs
2
to L∞ (R × D, RN +2N +1 ) × L∞ (R × ∂D, R). Moreover, the set { aω : ω ∈ Ω }
2
is bounded in the L∞ (R × D, RN +2N +1 ) × L∞ (R × ∂D, R)-norm by M ≥ 0.
2
Define the mapping Ea : Ω → L∞ (R × D, RN +2N +1 ) × L∞ (R × ∂D, R) as
Ea (ω) := aω .
Put
Ỹ (a) := cl { Ea (ω) : ω ∈ Ω } (5.1.1)
The set Ỹ (a) is a compact metrizable space.
Note that Ea is (F, B(Ỹ (a)))-measurable (see Lemma 4.1.1).
Denote by P̃ the image of the measure P under Ea : for any Borel set A ∈
B(Ỹ (a)), P̃(A) := P(Ea−1 (A)). P̃ is a {σt }-invariant ergodic Borel measure on
Ỹ (a). Put
Ỹ0 (a) := supp P̃. (5.1.2)
Then Ỹ0 (a) is a closed (hence compact) and {σt }-invariant subset of Ỹ (a),
with P̃(Ỹ0 (a)) = 1. Also, Ỹ0 (a) is connected (see Subsection 4.1.1 for detail).
5. Influence of Spatial-Temporal Variations and the Shape of Domain 151

generated by (5.0.1) on the product Banach bundle L2 (D) × Ỹ (a):
for t ≥ 0, ã ∈ Ỹ (a), u0 ∈ L2 (D).
Throughout this chapter, when speaking about the random equation (5.1.1)
we assume that
(A5-R1) The assumptions (A2-1)–(A2-3) are satisfied for Y replaced with
Ỹ (a) defined by (5.1.1), and the topological linear skew-product semiflow Π(a)
generated by (5.0.1) on L2 (D) × Ỹ (a) satisfies (A3-1) and (A3-2) and admits
an exponential separation over Ỹ0 (a) defined by (5.1.2). In the case of the
Neumann or Robin boundary conditions, the exponent ς in (A3-2) equals zero.
It should be remarked that from (A5-R1) the assumption (A4-R-ES) fol-

lows.
We denote by λ(a) the principal Lyapunov exponent of (5.0.1) (see Sec-
tion 4.1 for definitions). Sometimes we may denote λ(a) by λ(a, D) to indicate
the dependence of λ(a) on the domain D. We denote by w : Ỹ0 (a) → L2 (D)+
with kw(ã)k = 1 for any ã ∈ Ỹ0 (a) the unique function such that for any
ã ∈ Ỹ0 (a) the fiber X1 (ã) of the one-dimensional bundle X1 in the exponen-
tial separation equals span{w(ã)}.
We observe that, as (A3-1) and (A3-2) hold, it follows by Theorem 3.3.1
that if, for some ω ∈ Ω with Ea (ω) ∈ Ỹ0 (a), a function u = u(t, x) is an entire
positive solution of (5.0.1) then w(Ea (ω) · t) = u(t, ·)/ku(t, ·)k for each t ∈ R.
At some places we also assume the following:
(A5-R2) In the case of Dirichlet boundary conditions, D is a Lipschitz do-
main. In the case of Neumann and Robin boundary conditions, for each
ã ∈ Ỹ0 (a), w(·, ·; ã) ∈ W 1,0 ((S, T ) × D) and w(·, ·; ã)|∂D ∈ L2 ((S, T ) × ∂D)
for any S < T , where w(t, x; ã) := w(ã · t)(x).
It will be pointed out explicitly where (A5-R2) is assumed. Recall that by
Proposition 2.2.11, for any ã ∈ Ỹ0 (a), w(·, ·; ã) ∈ W 0,1 ((S, T ) × D).
Consider (5.0.2). We write a = (aij , ai , bi , c0 , d0 ) and assume that a belongs
2
to L∞ (R × D, RN +2N +1 ) × L∞ (R × ∂D, R).
Put
Ỹ (a) := cl { a · t : t ∈ R } (5.1.3)
The set Ỹ (a) is a compact connected metrizable space.
generated by (5.0.2) on the product Banach bundle L2 (D) × Ỹ (a):
for t ≥ 0, ã ∈ Ỹ (a), u0 ∈ L2 (D).

Throughout this chapter, when speaking about the nonautonomous equa-
tion (5.1.3) we assume that
(A5-N1) The assumptions (A2-1)–(A2-3) are satisfied for Y replaced with
Ỹ (a) defined by (5.1.3) and the topological linear skew-product semiflow Π(a)
generated by (5.0.2) on L2 (D) × Ỹ (a) satisfies (A3-1) and (A3-2) and admits
an exponential separation over Ỹ (a). In the case of the Neumann or Robin
boundary conditions, the exponent ς in (A3-2) equals zero.
It should be remarked that from (A5-N1) the assumption (A4-N-ES) fol-
lows.
We denote by [λmin (a), λmax (a)] the principal spectrum interval of (5.0.2)
(see Section 4.1 for definitions). Sometimes we may denote λmin (a) and
λmax (a) by λmin (a, D) and λmax (a, D) to indicate the dependence of λmin (a)
and λmax (a) on the domain D. We denote by w : Ỹ (a) → L2 (D)+ with
kw(ã)k = 1 for any ã ∈ Ỹ (a) the unique function such that for any ã ∈ Ỹ (a)
the fiber X1 (a) of the one-dimensional bundle X1 in the exponential separa-
tion of (5.0.2) equals span{w(ã)}.
We observe that, as (A3-1) and (A3-2) hold, it follows by Theorem 3.3.1
that if a function u = u(t, x) is an entire positive solution of (5.0.2) then
w(a · t) = u(t, ·)/ku(t, ·)k for each t ∈ R.
At some places we also assume the following:
(A5-N2) In the case of Dirichlet boundary conditions, D is a Lipschitz do-
main. In the case of Neumann and Robin boundary conditions, for each
ã ∈ Ỹ (a), w(·, ·; ã) ∈ W 1,0 ((S, T ) × D) and w(·, ·; ã)|∂D ∈ L2 ((S, T ) × ∂D) for
any S < T , where w(t, x; ã) := w(ã · t)(x).
Again, it will be pointed out explicitly where (A5-N2) is assumed. Recall
also that by Proposition 2.2.11, for any ã ∈ Ỹ (a), w(·, ·; ã) ∈ W 0,1 ((S, T )×D).
DEFINITION 5.1.1
(1) Let a be as in (5.0.2). We say that a is uniquely ergodic if the compact
flow (Ỹ (a), σ) is uniquely ergodic.
(2) Let a be as in (5.0.2). We say that a is minimal or recurrent if the
compact flow (Ỹ (a), σ) is minimal.
(3) Let g ∈ L∞ (R, R) and H(g) := cl { g(t + ·) : t ∈ R } with the weak-*

topology, where the closure is taken under the weak-* topology. We say
g is minimal or recurrent if the compact flow (H(g), σ̃) is minimal, where
σ̃t g̃(·) := g̃(t + ·) for any g̃ ∈ H(g) and t ∈ R.
DEFINITION 5.1.2 Let g ∈ L∞ (R, R) and a be as in (5.0.2). We say

that g is recurrent with at least the same recurrence as a if both g and a
are recurrent and for any (tn )∞

n=1 ⊂ R, if limn→∞ a · tn exists, then so does
limn→∞ g · tn (in the weak-* topology of L∞ (R, R)).
5.1.2 Auxiliary Lemmas
LEMMA 5.1.1
(1) Let hi : [0, T ] × D → R (i = 1, 2, . . . , N ) be square-integrable in t ∈ [0, T ]

and aij = aji : D → R (i, j = 1, 2, . . . , N ) satisfy
N
X N
X
aij (x)ξi ξj ≥ α0 ξi2
i,j=1 i=1
for some α0 > 0 and a.e. x ∈ D, ξ = (ξ1 , ξ2 , . . . , ξN )> ∈ RN . Then for

a.e. x ∈ D,
N Z T Z T
X 1 1
aij (x) hi (t, x) dt hj (t, x) dt
i,j=1
T 0 T 0
N Z T
X 1
≤ aij (x) hi (t, x)hj (t, x) dt.
i,j=1
T 0
Moreover, the equality holds at some x0 ∈ D if and only if hi (t, x0 ) =

h̃i (x0 ) for some h̃i (x0 ) (i = 1, 2, . . . , N ) and a.e. t ∈ [0, T ].
(2) Let hi : Ω × D → R (i = 1, 2, · · · , N ) be square-integrable in ω ∈ Ω and
aij = aji : D → R (i, j = 1, 2, . . . , N ) satisfy
N
X N
X
aij (x)ξi ξj ≥ α0 ξi2
i,j=1 i=1
for some α0 > 0 and a.e. x ∈ D, ξ = (ξ1 , ξ2 , · · · , ξN )> ∈ RN . Then for

any a.e. x ∈ D,
N
X Z Z
aij (x) hi (ω, x) dP(ω) hj (ω, x) dP(ω)
i,j=1 Ω Ω
N
X Z
≤ aij (x) hi (ω, x)hj (ω, x) dP(ω).
i,j=1 Ω
Moreover, the equality holds at some x0 ∈ D if and only if hi (ω, x0 ) =

h̃i (x0 ) for some h̃i (x0 ) (i = 1, 2, . . . , N ) and P-a.e. ω ∈ Ω.
PROOF (1) is proved in [62, Lemma 2.2] and (2) is proved in [81, Lemma
3.5]. For completeness, we provide a proof of (2) in the following. (1) can be
proved by similar arguments.
(2) First, note that for any fixed x ∈ D, there is an orthogonal matrix L
such that A = (aij (x))N ×N = L> diag (di ) L, where di > 0. Let
(y1 (ω, x), y2 (ω, x), . . . , yN (ω, x))> := L(h1 (ω, x), h2 (ω, x), . . . , hN (ω, x))> .
Then we have
N
X Z Z Z
aij (x) hi (ω, x) dP(ω) hj (ω, x) dP(ω) − hi (ω, x)hj (ω, x) dP(ω)
i,j=1 Ω Ω Ω
N Z Z
X 2
= di yi (ω, x) dP(ω) − yi2 (ω, x) dP(ω) .
i=1 Ω Ω
By the Schwarz inequality,

Z 2 Z
yi (ω, x) dP(ω) ≤ yi2 (ω, x) dP(ω)
Ω Ω
and the equality holds for some x0 ∈ D if and only if yi (ω, x0 ) = ỹi (x0 ) for
some ỹi (x0 ) (i = 1, 2, . . . , N ) and P-a.e. ω ∈ Ω. Hence
N Z Z
X 2
di yi (ω, x) dP(ω) − yi2 (ω, x) dP(ω) ≤ 0
i=1 Ω Ω
and then
N
X Z Z
aij (x) hi (ω, x) dP(ω) hj (ω, x) dP(ω)
i,j=1 Ω Ω
N
X Z
≤ aij (x) hi (ω, x)hj (ω, x) dP(ω)
i,j=1 Ω
and the equality holds at some x0 ∈ D if and only if hi (ω, x0 ) = h̃i (x0 ) for
some h̃i (x0 ) (i = 1, 2, . . . , N ) and P-a.e. ω ∈ Ω.
LEMMA 5.1.2
Let (Ω, F, P) be a probability space, and let E ⊂ RN . Assume that h : Ω×E →
R (resp. h : Ω × Ē → R) has the following properties:
(i) h(·, x) belongs to L1 ((Ω, F, P)), for each x ∈ E,
(ii) For each x ∈ E (resp. x ∈ Ē) and each > 0 there is δ > 0 such that if
y ∈ E (resp. y ∈ Ē), ω ∈ Ω and kx − yk < δ then |h(ω, x) − h(ω, y)| < ,
where k·k stands for the norm in RN .
R
Denote, for each x ∈ E (resp. x ∈ Ē), ĥ(x) := Ω
h(ω, x) dP(ω). Then
(a) for any x ∈ E (resp. x ∈ Ē) and any > 0 there is δ > 0 (the same as
in (ii)) such that if y ∈ E (resp. y ∈ Ē), ω ∈ Ω and kx − yk < δ then
|ĥ(x) − ĥ(y)| < ,
(b) there is a measurable Ω0 ⊂ Ω with P(Ω0 ) = 1 such that
1 T
Z
lim h(θt ω, x) dt = ĥ(x)
T →∞ T 0
for all ω ∈ Ω0 and all x ∈ E (resp. x ∈ Ē). Moreover the convergence is

uniform in x ∈ E0 , for any compact E0 ⊂ E (resp. uniform in x ∈ Ē).
PROOF This is, in fact, [84, Lemma 2.3]. For completeness we give a
proof here.
Part (a) follows easily by the fact that the continuity is uniform in ω ∈ Ω.
To prove (b), take a countable dense set {xl }∞ l=1 in E. By Birkhoff’s Ergodic
Theorem (Lemma 1.2.6), for each l ∈ N there is Ωl ⊂ Ω with P(Ωl ) = 1 such
that
1 T
Z
lim h(θt ω, xl ) dt = ĥ(xl )
T →∞ T 0
T∞
for each ω ∈ Ωl . Take Ω0 := l=1 Ωl .
Fix x ∈ E (resp. x ∈ Ē). For > 0 take δ > 0 such that if kx − yk < δ
then |h(ω, x) − h(ω, y)| < /3 and |ĥ(x) − ĥ(y)| < /3. Let xl be such that
kx − xl k < δ, and let T0 > 0 be such that
Z
1 T
h(θt ω, xl ) dt − ĥ(xl ) <

T 0 3

for all T > T0 . Then

Z
1 T
h(θt ω, x) dt − ĥ(x) <

T 0

for all T > T0 . (b) then follows.
For a given bounded Lipschitz domain D ⊂ RN , the so-called Schwarz

symmetrized domain Dsym ⊂ RN of D is the open ball in RN with center 0
and the same volume as D. For a Lebesgue measurable function u : D → R+ ,
usym defined by
usym (x) := sup { c ∈ R : x ∈ (Dc )sym } for x ∈ Dsym
is called the Schwarz symmetrization of u, where Dc := { x ∈ D : u(x) ≥ c }

(see [66]).
LEMMA 5.1.3 (Symmetrization)
R R
(1) For every u ∈ L2 (D)+ , D
(u(x))2 dx = Dsym
(usym (x))2 dx.
R R
(2) For every u ∈ W̊21 (D)+ , D |∇u(x)|2 dx ≥ Dsym |∇usym (x)|2 dx. More-
over, if u is analytic in D and ∂D is analytic, then the equality holds if
and only if D = Dsym up to translation and u = usym up to phase shift.
PROOF (1) See [66, Properties (C) and (P1)].

(2) See [66, Properties (G1) and (G2g)].
5.2 Influence of Temporal Variation on Principal Lya-

punov Exponents and Principal Spectrum
In this section, we study the influence of temporal variations of the zeroth
order terms in (5.0.1) and (5.0.2) on their principal Lyapunov exponents and
principal spectrum. We assume aij (ω, x) = aij (x), ai (ω, x) = ai (x), bi (ω, x) =
bi (x) in (5.0.1) and aij (t, x) = aij (x), ai (t, x) = ai (x), bi (t, x) = bi (x) in
(5.0.2). That is, in this section, we consider the random equation of the form
 N N
 ∂u X ∂ X ∂u
= a (x) + a (x)u

ij i




 i=1

N

 X ∂u (5.2.1)
+ bi (x) + c0 (θt ω, x)u, x ∈ D,


 i=1
∂xi






Bω (t)u = 0, x ∈ ∂D,

where Bω (t)u is as in (5.0.1) with aij (ω, x) = aij (x), ai (ω, x) = ai (x), bi (ω,
x) = bi (x), and ((Ω, F, P), θt ) is an ergodic metric dynamical system, and
consider the nonautonomous equation of the form
 N N
 ∂u X ∂ X ∂u

 = aij (x) + a i (x)u
 ∂t ∂xi j=1 ∂xj



 i=1
N

 X ∂u (5.2.2)
+ bi (x) + c0 (t, x)u, x ∈ D,


 i=1
∂xi






Ba (t)u = 0, x ∈ ∂D,

where Ba (t)u is as in (5.0.2) with aij (t, x) = aij (x), ai (t, x) = ai (x), bi (t, x) =
bi (x).
Consider (5.2.1). Write a = (aij (·), ai (·), bi (·), c0 (·, ·), d0 (·, ·)). We assume
that a satisfies (A5-R1) and
(A5-R3) There exists Ω̃ ⊂ Ω with P(Ω̃) = 1 such that for each ω ∈ Ω̃ the
RT RT
limits limT →∞ T1 0 c0 (θt ω, x) dt and limT →∞ T1 0 d0 (θt ω, x) dt exist for a.e.
x ∈ D and x ∈ ∂D, respectively; moreover,
1 T
Z Z
lim c0 (θt ω, x) dt = c0 (·, x) dP(·) for a.e. x ∈ D,
T →∞ T 0 Ω
1 T
Z Z
lim d0 (θt ω, x) dt = d0 (·, x) dP(·) for a.e. x ∈ ∂D.
T →∞ T 0 Ω
2
We call â = (aij (·), ai (·), bi (·), ĉ0 (·), dˆ0 (·)) ∈ L∞ (D, RN +2N +1 ) × L∞ (∂D,
R) the time averaged function of a if
Z
ĉ0 (x) = c0 (·, x) dP(·) for a.e. x ∈ D,
Ω
Z
dˆ0 (x) = d0 (·, x) dP(·) for a.e. x ∈ ∂D.
Ω
The time independent equation
 N N
 ∂u X ∂ X ∂u
= a (x) + a (x)u

ij i




 i=1

N
X ∂u (5.2.3)
 + bi (x) + ĉ0 (x)u, x ∈ D,
∂x

i



 i=1

Bâ u = 0, x ∈ ∂D,

where Bâ ≡ Bâ (t) is as in (2.0.3) with a being replaced by â = (aij (·), ai (·),
bi (·), ĉ0 (·), dˆ0 (·)) is called the time averaged equation of (5.2.1) if â is the time
averaged function of a. Note that under assumption (A5-R3), the averaged
equation of (5.2.1) exists.
Consider (5.2.2). Let a = (aij (·), ai (·), bi (·), c0 (·, ·), d0 (·, ·)). We assume
that a satisfies (A5-N1) and
(A5-N3) The weak-* convergence of
Z Tn Z Tn
1 1
lim c0 (t, x) dt and lim d0 (t, x) dt
n→∞ Tn − Sn S n→∞ Tn − Sn Sn
n
in L∞ (D, R) and L∞ (∂D, R) imply pointwise convergence for a.e. x ∈ D and

x ∈ ∂D, respectively, for any Tn − Sn → ∞.
2
We call â = (aij (·), ai (·), bi (·), ĉ0 (·), dˆ0 (·)) ∈ L∞ (D, RN +2N +1 ) × L∞ (∂D,
R) a time averaged function of a if
Z Tn
1
ĉ0 (x) = lim c0 (t, x) dt for a.e. x ∈ D,
n→∞ Tn − Sn Sn
Z Tn
1
dˆ0 (x) = lim d0 (t, x) dt for a.e. x ∈ ∂D
for some Tn − Sn → ∞. Equation (5.2.3) is called a time averaged equation of

(5.2.2) if â = (aij (·), ai (·), bi (·), ĉ0 (·), dˆ0 (·)) is a time averaged function of a.
Note that under assumption (A5-N3), the averaged equations of (5.2.2) exist.
Observe that the eigenvalue problem associated to (5.2.3) reads as follows:
N N
 X ∂ X ∂u
aij (x) + ai (x)u


∂xi j=1 ∂xj



 i=1

N
X ∂u (5.2.4)
 + bi (x) + ĉ0 (x)u = λu, x ∈ D,
∂xi



 i=1


Bâ u = 0, x ∈ ∂D.

It is well known that (5.2.4) has a unique eigenvalue, denoted by λprinc (â),
which satisfies that it is real, simple, has an eigenfunction ϕprinc (â) ∈ L2 (D)+
associated to it, and for any other eigenvalue λ of (5.2.4), Re λ < λprinc (â) (see
[29], [31]). We call λprinc (â) the principal eigenvalue of (5.2.3) and ϕprinc (â) a
principal eigenfunction (in the literature, sometimes, −λprinc (a) is called the
principal eigenvalue of (5.2.3)).
Our objective in this section is to compare the principal Lyapunov expo-
nents and principal spectrum of (5.2.1) and (5.2.2) with the principal eigen-
value of their averaged equations. We will consider the smooth case (both the
domain and the coefficients are sufficiently smooth) and the nonsmooth case
separately.
5.2.1 The Smooth Case

In this subsection we assume that (5.2.1) satisfies (A5-R1) and (A2-5) (i.e.,
Ỹ (a) satisfies (A2-5), which implies that both (A5-R2) and (A5-R3) are satis-
fied), and that (5.2.2) satisfies (A5-N1)and (A2-5) (i.e., Ỹ (a) satisfies (A2-5),
which also implies that both (A5-N2) and (A5-N3) are satisfied). We show
that spatial and temporal variations cannot reduce the principal spectrum and
principal Lyapunov exponents, and indeed, spatial and temporal variations in-
crease the principal spectrum and principal Lyapunov exponents except in the
degenerate cases.
Consider (5.2.1). Let λ be the principal Lyapunov exponent. An application
of Lemma 5.1.2 to appropriate derivatives of c0 and d0 , together with (A2-5),
gives that ĉ0 ∈ C 1+α (D̄) and dˆ0 ∈ C 2+α (∂D). Denote λ̂ := λprinc (â), where
λprinc (â) is the principal eigenvalue of (5.2.3).
Let
κ(ã) = −Bã (0, w(ã), w(ã)) (5.2.5)
˜
for ã = (aij , ai , bi , c̃0 , d0 ) ∈ Ỹ0 (a), where Ba (·, u, v) is as in (2.1.4) in the
Dirichlet and Neumann boundary condition cases, and is as in (2.1.5) in
the Robin boundary condition case. Note that κ(ã) is well defined under
the smoothness assumption (A2-5). Moreover, by the fact that w(ã) =
Uã·(−1) (1, 0)w(ã · (−1))/kUã·(−1) (1, 0)w(ã · (−1))k and Proposition 2.5.4, the
function [ Ỹ0 (a) 3 ã 7→ κ(ã) ∈ (0, ∞) ] is continuous.
We have
THEOREM 5.2.1
Consider (5.2.1).
(1) λ ≥ λ̂.
(2) λ = λ̂ if and only if c0 (θt ω, x) = c01 (x) + c02 (θt ω) for P-a.e. ω ∈ Ω and
d0 (θt ω, x) = d0 (x) for P-a.e. ω ∈ Ω.
Consider (5.2.2). Let a = (aij (·), ai (·), bi (·), c0 (·, ·), d0 (·, ·)), with d0 ≡ 0 in
the Dirichlet and Neumann boundary condition cases. Let
Ŷ (a) := { â :∃Sn < Tn with Tn − Sn → ∞ such that
Z Tn
1
ĉ0 (x) = lim c0 (t, x) dt for x ∈ D,
n→∞ Tn − Sn S
n
Z Tn
1
dˆ0 (x) = lim d0 (t, x) dt for x ∈ ∂D }.
n→∞ Tn − Sn S
n
It follows from (A2-5), via the Ascoli–Arzelà theorem, that Ŷ (a) is nonempty;
further, the C 1+α (D̄)-norms of ĉ0 and the C 2+α (∂D)-norms of dˆ0 are bounded
uniformly in Ŷ (a).
Denote by Σ(a) = [λmin (a), λmax (a)] the principal spectrum interval of
(5.2.2). We have
THEOREM 5.2.2
Consider (5.2.2).
(1) There is â ∈ Ŷ (a) such that λmin (a) ≥ λprinc (â).
(2) λmax (a) ≥ λprinc (â) for any â ∈ Ŷ (a).

(3) If a is uniquely ergodic and minimal, then λmin (a) = λmax (a) and
λmin (a) = λprinc (â) for some â ∈ Ŷ (a) (Ŷ (a) is necessarily a singleton
in this case) if and only if c0 (t, x) = c01 (x) + c02 (t) and d0 (t, x) = d0 (x).
The above theorems are proved in [84] for general smooth case (see also [81]
for the case that the boundary condition is Dirichlet type or Neumann type
or Robin type with d0 being independent of t). For the completeness, we will
provide proofs of the theorems. To do so, we first prove the following lemma.
LEMMA 5.2.1
Let Y0 = Ỹ (a) in the nonautonomous case and Y0 = Ỹ0 (a) in the random
case. For any ã ∈ Y0 and S < T , let ṽ(t, x) = ṽ(t, x; ã) := w(ã · t)(x) and
Z T
1
ŵ(x; S, T ) = ŵ(x; S, T, ã) := exp ln w(ã · t)(x) dt .
T −S S
Then ŵ(x; S, T ) satisfies
N N N
X ∂ X ∂ ŵ X ∂ ŵ
aij (x) + ai (x)ŵ + bi (x)
i=1
∂x i j=1
∂x j i=1
∂x i
1 Z T
1 ∂ṽ
≤ (t, x) dt ŵ
T − S S ṽ ∂t
1 Z T 1
Z T
+ κ(ã · t) dt − c̃0 (t, x) dt ŵ (5.2.6)
T −S S T −S S
for x ∈ D and
B̂ã (S, T )ŵ = 0
for x ∈ ∂D, where



ŵ (Dirichlet)




XN X
N

a (x)∂ ŵ + a (x) ŵ νi (Neumann)

ij x i


 j

i=1 j=1
B̂ã (S, T )ŵ := N XN (5.2.7)
 X
a (x)∂ ŵ + a (x) ŵ νi

ij x i

 j



 i=1 j=1

 1 Z T
d˜0 (t, x) dt ŵ

 +

(Robin).
T −S S
PROOF First, fix ã ∈ Y0 . For given S < T , let η(t; S) := kUã·S (t −

S, 0)w(ã · S)k. Let v̄(t, x; S) = ṽ(t + S, x). Then η(t; S) satisfies
ηt (t; S) = κ(ã · (t + S))η(t; S) (5.2.8)

where κ(·) is defined in (5.2.5) (see Lemma 3.5.3) and v̄(t, x; S) satisfies
N N

 ∂v̄ X ∂ X ∂v̄

 = aij (x) + ai (x)v̄



 ∂t i=1
∂xi j=1 ∂xj

N
X ∂v̄ (5.2.9)
 + bi (x) + c̃0 (t + S, x)v̄ − κ(ã · (t + S))v̄, x ∈ D,



 i=1
∂x i


Bã (t + S)v̄ = 0, x ∈ ∂D,

(see Lemma 3.5.4).

By Proposition 2.5.1, we can differentiate ŵ twice and have
Z T
∂ ŵ 1 1 ∂w(ã · t)(x)
(x; S, T ) = ŵ(x; S, T ) dt, (5.2.10)
∂xi T − S S w(ã · t)(x) ∂xi
Z T !
∂ 2 ŵ 1 1 ∂w(ã · t)
(x; S, T ) = ŵ(x; S, T ) (x) dt
∂xi ∂xj (T − S)2 S w(ã · t)(x) ∂xi
Z T !
1 ∂w(ã · t)
· (x) dt
S w(ã · t)(x) ∂xj
Z T
1 1 ∂ 2 w(ã · t)
+ ŵ(x; S, T ) (x)
T − S S w(ã · t)(x) ∂xi ∂xj
1 ∂w(ã · t) ∂w(ã · t)
− 2 (x) (x) dt (5.2.11)
w (ã · t)(x) ∂xi ∂xj
for x ∈ D. Hence ŵ = ŵ(x; S, T ) satisfies

N N N
X ∂ X ∂ ŵ X ∂ ŵ
i=1
∂x i j=1 ∂x j i=1
∂x i
Z T −S Z T Z T
1 1 ∂v̄
= (t, x; S) dt + κ(ã · t) dt − c̃0 (t, x) dt ŵ
T −S 0 v̄ ∂t S s
N Z T
X 1 h 1 ∂w(ã · t)
+ ŵ aij (x) 2
dt
i,j=1
(T − S) S w(ã · t) ∂xi
Z T
1 ∂w(ã · t) i
· dt
S w(ã · t) ∂xj
N Z T
X 1 1 ∂w(ã · t) ∂w(ã · t)
− ŵ aij (x) 2
dt (5.2.12)
i,j=1
T − S S w (ã · t) ∂xi ∂xj
for x ∈ D and
B̂ã (S, T )ŵ = 0
on ∂D, where B̂ã (S, T ) is as defined in (5.2.7).

By Lemma 5.1.1 we have
N N N
X ∂ X ∂ ŵ X ∂ ŵ
i=1
∂xi j=1 ∂x j i=1
∂x i
Z T −S Z T Z T
1 1 ∂v̄
≤ (t, x; S) dt + κ(ã · t) dt − c̃0 (t, x) dt ŵ
T −S 0 v̄ ∂t S s
for x ∈ D. The lemma thus follows.
PROOF (Proof of Theorem 5.2.1) In the following proof, we write

Uω (t, 0) for UEa (ω) (t, 0), write w(ω) for w(Ea (ω)), and write κ(ω) for κ(Ea (ω))
for ω ∈ Ω with Ea (ω) ∈ Ỹ0 (a).
(1) First of all, since c0 (ω, x) and d0 (ω, x) are continuous in x uniformly with
respect to ω, an application of Lemma 5.1.2 to c0 and d0 gives the existence
of Ω1 ⊂ Ω with P(Ω1 ) = 1 such that for each ω ∈ Ω1 ,
1 T 1 T
Z Z
ĉ0 (x) = lim c0 (θt ω, x) dt and dˆ0 (x) = lim d0 (θt ω, x) dt
T →∞ T 0 T →∞ T 0
uniformly for x ∈ D̄ and x ∈ ∂D, respectively. Let η(t; ω) := kUω (t, 0)w(ω)k.
Then Uω (t, 0)w(ω) = η(t; ω)w(ω)(·) and by (5.2.8) η(t; ω) satisfies
ηt (t; ω) = κ(θt ω)η(t; ω). (5.2.13)
It follows from Theorem 3.5.3 that there is Ω2 ⊂ Ω with P(Ω2 ) = 1 such that
1 T
Z Z
λ = lim κ(θt ω) dt = κ(·) dP(·) for ω ∈ Ω2 . (5.2.14)
T →∞ T 0 Ω
Let â := (aij , ai , bi , ĉ0 , dˆ0 ). We claim that λ(a) ≥ λ(â). In fact, take
(n) RT (n)
ω ∈ Ω1 ∩ Ω2 and Tn → ∞. Let ĉ0 (x) := T1n 0 n c0 (θt ω, x) dt, dˆ0 (x) :=
Tn (n) (n)
1
:= (aij , ai , bi , ĉ0 , dˆ0 ). Then â(n) → â in the
R (n)
Tn 0 d0 (θt ωt, x) dt, and â
T
open-compact topology as n → ∞ and T1n 0 n κ(θt ω) dt → λ(a) and n → ∞.
R
Recall that ṽ(t, x) = w(θt ω)(x). It follows from Proposition 2.5.1 that
for each x ∈ D the set { w(θt ω)(x) : t ∈ R } is bounded away from zero.
Consequently,
1 T 1 ∂ṽ
Z
1
lim (t, x) dt = lim (ln ṽ(T, x) − ln ṽ(0, x)) = 0 (5.2.15)
T →∞ T 0 ṽ ∂t T →∞ T
for any x ∈ D. Again by an application of Proposition 2.5.1 we may assume

without loss of generality that there is w∗ (x) (w∗ (x) = 0 for x ∈ ∂D in the
Dirichlet boundary condition case) such that
lim ŵ(x; Tn ) = w∗ (x) (5.2.16)
n→∞
∗
∂ ŵ ∂w
lim (x; Tn ) = (x) (5.2.17)
n→∞ ∂xi ∂xi
∂ 2 ŵ ∂ 2 w∗
lim (x; Tn ) = (x) (5.2.18)
n→∞ ∂xi ∂xj ∂xi ∂xj
for i, j = 1, 2, . . . , N and x ∈ D, where ŵ(x; Tn ) = ŵ(x; 0, Tn , aω ). Moreover,
the limit in (5.2.16) is uniform for x in D̄, and the limits in (5.2.17), (5.2.18)
are uniform for x in any compact subset D0 of D. In the Neumann and Robin
cases, the limit in (5.2.17) is also uniform for x ∈ D̄.
Then by Lemma 5.2.1 and (5.2.15)–(5.2.18) we have
N N N
 X ∂ X ∂w∗ ∗
X ∂w∗
a (x) + a (x)w + bi (x)

ij i

 i=1 ∂xi j=1 ∂xj ∂xi



i=1
+ (ĉ0 (x) − λ)w ≤ 0,∗
x ∈ D, (5.2.19)






Bâ w∗ = 0, x ∈ ∂D,

where Bâ is as in (5.2.3).

This implies that w(t, x) := w∗ (x) is a supersolution of

N N N
 ∂u X ∂ X
 ∂u X ∂u

 = a ij (x) + ai (x)u + bi (x)
 ∂t
 ∂x i ∂xj ∂xi
 i=1 j=1 i=1
 + (ĉ0 (x) − λ)u, x ∈ D,






B u = 0,
â x ∈ ∂D.
(5.2.20)
Let u(t, x; w∗ ) be the solution of (5.2.20) satisfying the initial condition
u(0, ·; w∗ ) = w∗ . Then
u(t, x; w∗ ) ≤ w∗ (x) for t > 0, x ∈ D̄. (5.2.21)
Note that λ̂ − λ is the principal eigenvalue of (5.2.20). Then by (5.2.21),

we must have λ̂ − λ ≤ 0, hence λ̂ ≤ λ.
(2) First, suppose that c0 (θt ω, x) = c01 (x) + c02 (θt ω) for any t ∈ R,
∗ ∗
x ∈ D and R ω ∈ Ω , where P(Ω ) = 1. Without loss of generality we can
Rassume Ω c02 (·) dP(·) = 0 (for otherwise we replace R c01 (x) with c01 (x) +
Ω
c02 (·) dP(·) and replace c 02 (ω) with c 02 (ω) − Ω
c 02 (·) dP(·)). Suppose also
that d0 (θt ω, x) = d0 (x). One has ĉ0 (x) = c01 (x) for x ∈ D̄, and dˆ0 (x) =
d0 (x) for x ∈ ∂D. Let u = ϕprinc (â)(x) be the positive principal eigen-
function of (5.2.3) normalized so that kϕprinc (â)k = 1. Define v(t, x; ω) :=
Rt
ϕprinc (â)(x) exp λ̂t + 0 c02 (θs ω) ds for t ∈ R, x ∈ D̄ and ω ∈ Ω∗ . It is easy

to see that for each ω ∈ Ω∗ there holds
v(t, x; ω) = (Uω (t, 0)u)(x), t ≥ 0, x ∈ D̄.

By Proposition 4.1.1, λ = limt→∞ (1/t) ln kv(t, ·; ω)k for P-a.e. ω ∈ Ω. An

application of Birkhoff’s Ergodic Theorem (Lemma 1.2.6) to c02 (bounded,
hence ∈ L1 ((Ω, F, P))) yields that limt→∞ (1/t) ln kv(t, ·; ω)k = λ̂ for P-a.e.
ω ∈ Ω.
Conversely, suppose that λ = λ̂. Let Ω1 and Ω2 be as (1). Let v̄(s, x; ω) :=
w(θs ω)(x) and
Z t
1
φ(x; ω) := lim sup exp ln w(θs ω)(x) ds for x ∈ D̄
t→∞ t 0
in the case of Neumann or Robin boundary condition,
 Z t
lim sup exp 1 ln w(θs ω)(x) ds for x ∈ D
φ(x; ω) := t→∞ t 0
0 for x ∈ ∂D

in the case of Dirichlet boundary condition. Since w(ω)(x) are continuous

in x uniformly in ω, an application of Lemma 5.1.2 provides the existence of
Ω3 ⊂ Ω with P(Ω3 ) = 1 such that
1 Z t
φ(x; ω) = lim exp ln w(θs ω)(x) ds
t→∞ t 0
Z
= exp ln w(·)(x) dP(·) (5.2.22)
Ω
for any ω ∈ Ω3 and x ∈ D. Clearly, φ(x; ω) > 0 for x ∈ D and is independent

of ω ∈ Ω3 .
∂w(ω)(x) ∂ 2 w(ω)(x)
Observe that (i = 1, 2, . . . , N ) ( , i, j = 1, 2, . . . , N )
∂xi ∂xi ∂xj
are locally Hölder continuous in x ∈ D̄ (x ∈ D) uniformly in ω ∈ Ω and are
integrable in ω ∈ Ω. Hence, again by Lemma 5.1.2, there is Ω4 ⊂ Ω with
P(Ω4 ) = 1 such that
1 t
Z
∂φ 1 ∂w(θs ω)(x)
(x; ω) = φ(x; ω) lim ds
∂xi t→∞ t 0 w(θs ω)(x) ∂xi
Z
1 ∂w(·)(x)
= φ(x; ω) dP(·), (5.2.23)
Ω w(·)(x) ∂xi
Z t
∂2φ

1 1 ∂w(θs ω)
(x; ω) = φ(x; ω) lim 2 (x) ds ·
∂xi ∂xj t→∞ t 0 w(θs ω)(x) ∂xi
Z t
1 ∂w(θs ω)
(x) ds
0 w(θs ω)(x) ∂xj
1 t ∂ 2 w(θs ω)
Z
1
+ φ(x; ω) lim (x)
t→∞ t 0 w(θs ω)(x) ∂xi ∂xj
1 ∂w(θs ω) ∂w(θs ω)
− 2 (x) (x) ds
w (θs ω)(x) ∂xi ∂xj
hZ 1 ∂w(·)
= φ(x; ω) (x) dP(·)
w(·)(x) ∂xi
Z Ω
1 ∂w(·) i
· (x) dP(·)
Ω w(·)(x) ∂xj
∂ 2 w(·)
Z
1
+ φ(x; ω) (x)
Ω w(·)(x) ∂xi ∂xj
1 ∂w(·) ∂w(·)
− 2 (x) (x) dP(·) (5.2.24)
w (·)(x) ∂xi ∂xj
for ω ∈ Ω4 , x ∈ D, and
Bâ φ = 0 for x ∈ ∂D, ω ∈ Ω4 ,
where Bâ is as in (5.2.3).
Let Ω0 := Ω1 ∩ Ω2 ∩ Ω3 ∩ Ω4 . By Lemma 3.5.4, v̄(t, x; ω) := w(θt ω)(x)
satisfies
N N N

 ∂v̄ X ∂ X ∂v̄ X ∂v̄

 = aij (x) + ai (x)v̄ + bi (x)
 ∂t ∂x ∂x ∂x

i j=1 j i

i=1 i=1
(5.2.25)

 + c0 (θt ω, x)v̄ − κ(θt ω)v̄, x∈D



Bω (t)v̄ = 0, x ∈ ∂D

for all ω ∈ Ω0 .
(5.2.22)–(5.2.25) yield that
N N N
X ∂ X ∂φ X ∂φ
aij (x) + ai (x)φ + bi (x)
i=1
∂xi j=1 ∂xj i=1
∂xi
= (λ − ĉ0 (x))φ
N Z Z
X 1 ∂w(·) 1 ∂w(·)
+φ aij (x) dP(·) dP(·)
i,j=1 Ω w(·) ∂xi Ω w(·) ∂xj
N Z
X 1 ∂w(·) ∂w(·)
−φ aij (x) 2
dP(·) (5.2.26)
i,j=1 Ω w (·) ∂xi ∂xj
for ω ∈ Ω0 and x ∈ D, and
Bâ φ = 0 for ω ∈ Ω0 , x ∈ ∂D.
Consider
 N N
 ∂u X ∂ X ∂u
= a (x) + a (x)u

ij i




 i=1

N
X ∂u (5.2.27)
 + bi (x) + (ĉ0 (x) − λ)u, x ∈ D,
∂xi



 i=1


Bâ u = 0, x ∈ ∂D.

By λ = λ̂, we have that 0 is the principal eigenvalue of (5.2.27). Let ϕ̂princ be

a positive principal eigenfunction of (5.2.27), and let u(t, x; φ) be the solution
of (5.2.27) with initial condition u(0, x; φ) = φ(x). By Lemma 5.1.1(2),
N Z Z
X 1 ∂w(·) 1 ∂w(·)
aij (x) dP(·) dP(·)
i,j=1 Ω w(·) ∂xi Ω w(·) ∂xj
N Z
X 1 ∂w(·) ∂w(·)
− aij (x) 2
dP(·) ≤ 0
i,j=1 Ω w (·) ∂xi ∂xj
for all x ∈ D. This together with (5.2.26) implies that φ(x) is a supersolution
of (5.2.27) and hence
u(t, x; φ) ≤ φ(x) for x ∈ D, t ≥ 0. (5.2.28)
Let w∗ (x) be a positive principal eigenfunction of the adjoint problem of

(5.2.27). We then have that hφ, w∗ i > 0 and hϕ̂princ , w∗ i > 0. By taking
α := hφ, w∗ i/hϕ̂princ , w∗ i (> 0) we see that
φ = αϕ̂princ + v̂,
where v̂ ∈ L2 (D) is such that hv̂, w∗ i = 0. Note that u(t, x; φ) = αϕ̂princ (x) +
u(t, x; v̂), where u(t, x; v̂) is the solution of (5.2.27) with u(0, x; v̂) = v̂(x).
Due to the exponential separation, ku(t, ·; v̂)k → 0 as t → ∞. It then follows
from (5.2.28) that αϕ̂princ (x) ≤ φ(x) for x ∈ D and then v̂(x) ≥ 0 for x ∈ D.
This implies that v̂(x) = 0 for x ∈ D, hence αϕ̂princ (x) = φ(x) for x ∈ D.
Therefore we must have
N Z Z
X 1 ∂w(ω) 1 ∂w(ω)
aij (x) dP(ω) dP(ω)
i,j=1 Ω w(ω) ∂xi Ω w(ω) ∂xj
N Z
X 1 ∂w(ω) ∂w(ω)
= aij (x) dP(ω)
i,j=1 Ω w2 (ω) ∂xi ∂xj
1 ∂w(ω)(x)
for all x ∈ D. Then by Lemma 5.1.1 and continuity of in
w(ω)(x) ∂xi
x ∈ D, there are Ω5 ⊂ Ω0 with P(Ω5 ) = 1 and Fi = Fi (x) such that
1 ∂w(ω)(x)
= Fi (x)
w(ω)(x) ∂xi
for i = 1, 2, . . . , N , x ∈ D and ω ∈ Ω5 . Hence
∇ln w(ω)(x) = (F1 (x), F2 (x), . . . , FN (x))>
for x ∈ D and ω ∈ Ω5 . This implies that there are a continuous F : D̄ → R

and a measurable G : Ω5 → R such that F (x) > 0, G(ω) > 0 and w(ω)(x) =
F (x)G(ω) for Tany x ∈ D and any ω ∈ Ω5 .
Let Ω6 := r∈Q θr Ω5 , where Q is the set of rational numbers. Clearly,
P(Ω6 ) = 1 and w(θt ω)(x) = F (x)G(θt ω) for t ∈ Q, x ∈ D, and ω ∈ Ω6 . The
continuity of w(θt ω)(x) in t ∈ R then implies that w(θt ω)(x) = F (x)G(θt ω)
for any t ∈ R, x ∈ D, and ω ∈ Ω6 . Therefore, by the first equation in (5.2.25),
N
X
dG(θt ω) ∂ ∂F
F (x) = aij (x) (x) + ai (x)F (x)
dt i,j=1
∂xi ∂xj
N
X ∂F
+ bi (x) (x) + c0 (θt ω, x)F (x) − κ(θt ω)F (x) G(θt ω)
i=1
∂xi
for t ∈ R, x ∈ D and ω ∈ Ω6 .
After simple calculation we obtain that there are functions c01 : D̄ → R
and c02 : Ω6 → R such that c0 (ω, x) = c01 (x) + c02 (θt ω) for all t ∈ R, ω ∈ Ω6
and x ∈ D̄. Both functions c01 and c02 are bounded, consequently c02 is P-
integrable. Applying a similar reasoning to the boundary condition Bω (t)F =
0, we see that d0 (θt ω, x) = d0 (x) for x ∈ ∂D, t ∈ R and P-a.e. ω ∈ Ω.
In order not to interrupt the presentation, before giving the proof of The-
orem 5.2.2 we formulate and prove the following result.
LEMMA 5.2.2
Consider (5.2.2). Assume that a is uniquely ergodic. Then the limits
Z T
1
lim c0 (t, x) dt =: ĉ0 (x)
T −S→∞ T − S S
and Z T
1
lim d0 (t, x) dt =: dˆ0 (x)
T −S→∞ T − S S
exist for each x ∈ D̄ and each x ∈ ∂D, respectively. In particular, it follows

that Ŷ (a) = {(aij , ai , bi , ĉ0 , dˆ0 )}.
PROOF Let P be the unique ergodic measure on (Ỹ (a), σ). Write c0 (ã, x)
for c̃0 (0, x) and write d0 (ã, x) for d˜0 (0, x), where ã = (aij , ai , bi , c̃0 , d˜0 ). Put
ĉ0 (x) := Ỹ (a) c0 (ã, x) dP(ã) (x ∈ D̄) and dˆ0 (x) := Ỹ (a) d0 (ã, x) dP(ã) (x ∈
R R
D̄). As (Ỹ (a), σ) is uniquely ergodic, for any g ∈ C(Ỹ (a)) and any > 0
there is T0 = T0 (g, ) > 0 such that
Z t Z
1

t g(ã · s) ds − g(·) dP(·)<

0 Ỹ (a)
for each t > T0 and each ã ∈ Ỹ (a) (see [90]). In particular, for any g ∈
C(Ỹ (a)) there holds
Z T Z
1
lim g(a · t) dt = g(ã) dP(ã).
T −S→∞ T − S S Ỹ (a)
By taking, for a fixed x ∈ D̄, a function g ∈ C(Ỹ (a)) given by g(ã) := c0 (ã, x)
we obtain Z T
1
lim c0 (t, x) dt = ĉ0 (x).
T −S→∞ T − S S
Similarly, by taking, for a fixed x ∈ ∂D, a function g ∈ C(Ỹ (a)) given by

g(ã) := d0 (ã, x) we obtain
Z T
1
lim d˜0 (t, x) dt = dˆ0 (x).
T −S→∞ T − S S
PROOF (Proof of Theorem 5.2.2) (1) First, for given S < T , let
η(t; S) := kUa (t, S)w(a · S)k
and Z T
1
ŵ(x; S, T ) := exp ln w(a · t)(x) dt .
T −S S
There are Sn < Tn with Tn − Sn → ∞ such that ln Tη(T n ;Sn )

n −Sn
→ λmin (a). It
follows from (A2-5) with the help of the Ascoli–Arzelà theorem that with-
1
R Tn
out loss of generality we may assume that limn→∞ Tn −S n Sn 0
c (t, x) dt and
1
R Tn
limn→∞ Tn −Sn Sn d0 (t, x) dt exist, and the limits are uniform in x ∈ D̄ and
in x ∈ ∂D, respectively.
Denote Z Tn
1
ĉ0 (x) := lim c0 (t, x) dt
n→∞ Tn − Sn S
n
and
Z Tn
1
dˆ0 (x) := lim d0 (t, x) dt.
Let â := (aij , ai , bi , ĉ0 , dˆ0 ).

We claim that λmin (a) ≥ λprinc (â). Denote v̄(t, x) := w(a · t)(x). It follows
from Proposition 2.5.1 that for each x ∈ D the set { w(a · t)(x) : t ∈ R } is
bounded away from zero. Consequently,
Z T
1 1 ∂v̄ 1
lim (t, x) dt = lim (ln v̄(T, x) − ln v̄(S, x))
T −S→∞ T − S S v̄ ∂t T −S→∞ T − S
=0 (5.2.29)
for any x ∈ D. Again by an application of Proposition 2.5.1 we may assume

without loss of generality that there is w∗ (x) (w∗ (x) = 0 for x ∈ ∂D in the
Dirichlet boundary condition case) such that
lim ŵ(x; Sn , Tn ) = w∗ (x) (5.2.30)

n→∞
∂ ŵ ∂w∗
lim (x; Sn , Tn ) = (x) (5.2.31)
n→∞ ∂xi ∂xi
∂ 2 ŵ ∂ 2 w∗
lim (x; Sn , Tn ) = (x) (5.2.32)
n→∞ ∂xi ∂xj ∂xi ∂xj
for i, j = 1, 2, . . . , N and x ∈ D. Moreover, the limit in (5.2.30) is uniform for
x in D̄, and the limits in (5.2.31), (5.2.32) are uniform for x in any compact
subset D0 of D. In the Neumann and Robin cases, the limit in (5.2.31) is also
uniform for x in D̄.
Then by Lemma 5.2.1 and (5.2.29)–(5.2.32) we have
N N N
 X ∂ X ∂w∗ ∗
X ∂w∗
a (x) + a (x)w + b (x)

ij i i

∂xi ∂xj ∂xi



 i=1 j=1 i=1
+ (ĉ0 (x) − λmin (a))w∗ ≤ 0, x ∈ D, (5.2.33)






Bâ w∗ = 0, x ∈ ∂D.

It then follows from arguments similar to those in the proof of Theorem

5.2.1(1) that λmin (a) ≥ λprinc (â).
(2) For any â = (aij , ai , bi , ĉ0 , dˆ0 ) ∈ Ŷ (a) there are Sn < Tn with Tn − Sn →
∞ such that
Z Tn Z Tn
1 1
c0 (t, x) dt → ĉ0 (x) and d0 (t, x) dt → dˆ0 (x)
Tn − Sn Sn Tn − Sn Sn
uniformly in x ∈ D̄ and in x ∈ ∂D, respectively. Without loss of generality,

assume that there is λ0 such that
Z Tn
1
lim κ(a · t) dt = λ0 .
By arguments similar to those in the proof of (1), λ0 ≥ λprinc (â). It follows

from Theorem 3.1.2 and Lemmas 3.2.5 and 3.2.7 that λmax (a) ≥ λ0 . Then we
have λmax (a) ≥ λprinc (â).
(3) Let P be the unique ergodic measure on Ỹ (a). By Lemma 5.2.2, Ŷ (a) =
{â}, where â = (aij , ai , bi , ĉ0 , dˆ0 ).
Assume that the equality λmin (a) = λprinc (â) holds. By Theorem 5.2.1,
there are Y0 (a) ⊂ Ỹ (a) with P(Y0R(a)) = 1, a continuous c01 : D̄ → R, a
P-integrable c̄02 : Y0 (a) → R with Y0 (a) c̄02 (ã) dP(ã) = 0, and a continuous
d0 : ∂D → R such that for any ã = (aij , ai , bi , c̃0 , d˜0 ) ∈ Y0 (a) there holds
c̃0 (t, x) = c01 (x) + c̄02 (ã · t) for any t ∈ R and x ∈ D, and d˜0 (t, x) = d0 (x) for
any t ∈ R and x ∈ ∂D.
Fix some ã ∈ Y0 (a). Since the compact flow (Ỹ (a), σ) is minimal, the
orbit { ã · t : t ∈ R } is dense in Ỹ (a), consequently there is a real sequence
(sn )∞ n=1 such that ã · sn converges in the topology of Ỹ (a) to a, as n → ∞.
In particular, c̃0 (t + sn , x) converges to c0 (t, x), for any t ∈ R and any x ∈ D̄.
As a consequence, c̄02 (ã · (t + sn )) converges, for each t ∈ R, to some c02 (t).
Therefore c0 (t, x) = c01 (x) + c02 (t) for all t ∈ R and all x ∈ D̄. The fact that
d0 (t, x) = d0 (x) for all t ∈ R and all x ∈ ∂D follows in much the same way.
Let c0 (t, x) = c01 (x)+c02 (t) and d0 (t, x) = d0 (x). Lemma 5.2.2 implies that
Rt
limt→∞ 1t 0 c02 (s) ds exists. Without loss of generality we can assume that
this limit equals 0. One has ĉ0 (x) = c01 (x) for x ∈ D̄, and dˆ0 (x) = d0 (x) for
x ∈ ∂D. Let u = u(x) be the positive principal eigenfunction of (5.2.3) nor-
Rt
malized so that kuk = 1. Define v(t, x) := u(x) exp λprinc (â)t + 0 c02 (s) ds
for t ∈ R and x ∈ D̄. A straightforward computation shows that
1
lim ln kv(t, ·)k = λprinc (â).
t→∞ t
It is easy to see that there holds
v(t, x) = (Ua (t, 0)u)(x), t ≥ 0, x ∈ D̄.

1
Then by Proposition 4.1.7, λmin (a) = λmax (a) = limt→∞ t ln kv(t, ·)k.
5.2.2 The Nonsmooth Case

In this subsection, we study the extension of Theorems 5.2.1 and 5.2.2
about influence of temporal variations on principal spectrum and principal
Lyapunov exponents of (5.2.1) and (5.2.2) to the nonsmooth case.
First, consider (5.2.1). Under the assumptions (A5-R1) and (A5-R3) the
functions
Z Z
ĉ0 (x) = ˆ
c0 (ω, x) dP(ω) and d0 (x) = d0 (ω, x) dP(ω)
Ω Ω
are defined for a.e. x ∈ D and a.e. x ∈ ∂D, respectively. Recall that â =
(aij , ai , bi , ĉ0 , dˆ0 ) and that λprinc (â) stands for the principal eigenvalue of the
time averaged equation (5.2.3). As in the smooth case we write λ for λ(a),
and λ̂ for λprinc (â).
We have
THEOREM 5.2.3
Consider (5.2.1) and assume (A5-R1)–(A5-R3). There holds λ ≥ λ̂.
Next, consider (5.2.2). Note that for any sn < tn with tn − sn → ∞,

1
R tn
there are subsequences snk and tnk such that tn −s nk
k
snk 0
c (t, x) dt and
k
1
R t nk
tnk −snk snk d0 (t, x) dt converge in the weak-* topology. Under (A5-N3), the
1
R tn 1
R tn
weak-* convergence of tn −s n s n
k
c0 (t, x) dt and tn −s n
k
snk 0
d (t, x) dt im-
k k k k k
plies the pointwise convergence almost everywhere. Let
Ŷ (a) := { â = (aij (·), ai (·), bi (·), ĉ0 (·), dˆ0 (·)) :

∃sn < tn with tn − sn → ∞ such that
Z tn
1
ĉ0 (x) = lim c0 (t, x) dt for a.e. x ∈ D
n→∞ tn − sn s
n
Z tn
1
dˆ0 (x) = lim d0 (t, x) dt for a.e. x ∈ ∂D }.
n→∞ tn − sn s
n
We have
THEOREM 5.2.4
Consider (5.2.2) and assume (A5-N1)–(A5-N3).
(1) There is â ∈ Ŷ (a) such that λmin (a) ≥ λprinc (â).
(2) λmax (a) ≥ λprinc (â) for any â ∈ Ŷ (a).
To prove the theorems, we first show three lemmas. In the following, let
Y0 = Ỹ0 (a) in the random case, where Ỹ0 (a) is defined in (5.1.2), and Y0 =
Ỹ (a) in the nonautonomous case, where Ỹ (a) is defined in (5.1.3).
LEMMA 5.2.3
(1) In the Dirichlet boundary condition case, there is M > 0 such that for
any ã ∈ Y0 , w(ã)(x) ≤ M for a.e. x ∈ D.
(2) In the Neumann or Robin boundary condition case, there are M, m > 0
such that for any ã ∈ Y0 , m ≤ w(ã)(x) ≤ M for a.e. x ∈ D.
PROOF First by the L2 –L∞ estimates (Proposition 2.2.2), there is C1 > 0

such that for any ã ∈ Y0 , kUã (1, 0)w(ã)k∞ ≤ C1 . Further, by the compactness
of Y0 and the continuity of w, there is C2 > 0 such that for any ã ∈ Y0 ,
kUã (1, 0)w(ã)k ≥ C2 . Note that
w(ã) = Uã·(−1) (1, 0)w(ã · (−1))/kUã·(−1) (1, 0)w(ã · (−1))k.
Hence for any ã ∈ Y0 , w(ã)(x) ≤ M for a.e. x ∈ D, where M = C1 /C2 .

It remains to prove the first inequality in (2). Since kUã (1, 0)w(ã)k ≥
C2 for all ã ∈ Y0 , there is C3 > 0 such that kUã (1, 0)w(ã)k∞ ≥ C3 for
any ã ∈ Y0 . By (A3-2) with ς = 0, there is C4 > 0 such that for any
ã ∈ Y0 , (Uã (1, 0)w(ã))(x) ≥ C4 for a.e. x ∈ D. By the L2 –L2 estimates
(Proposition 2.2.2), there is C5 > 0 such that for any ã ∈ Y0 , kUã (1, 0)w(ã)k ≤
C5 . Hence for any ã ∈ Y0 , w(ã)(x) ≥ m for a.e. x ∈ D, where m = C4 /C5 .
For any ã ∈ Y0 and any T > S, let

Z T
1
ŵ(x; S, T, ã) := exp ln w(ã · τ )(x) dτ
T −S S
for x ∈ D. We claim that the function is well defined. By Proposition 2.2.9,

w(ã)(x) > 0 for all x ∈ D. Further, Proposition 2.2.4 implies that we can
integrate in the definition.
It is a simple consequence of Lemma 5.2.3 that
0 < ŵ(x; S, T, ã) ≤ M (5.2.34)
for a.e. x ∈ D, in the Dirichlet case, and
m ≤ ŵ(x; S, T, ã) ≤ M (5.2.35)
for a.e. x ∈ D, in the Neumann and Robin cases. In particular, ŵ(·; S, T, ã) ∈
L∞ (D)+ for any S < T and any ã ∈ Y0 .
Moreover, as a consequence of Lemma 5.2.3(2) we have
LEMMA 5.2.4
Assume the Neumann or Robin boundary conditions and (A5-R1)–(A5-R3) or
(A5-N1)–(A5-N3). For given ã ∈ Y0 and S < T we have that the derivatives
∂ ŵ
∂xi (x; T, S, ã) =: ∂xi ŵ(x; T, S, ã) (i = 1, . . . , N ) are well defined and satisfy
T
∂w(ã · τ )
Z
∂ ŵ ŵ(x; T, S, ã) 1
(x; T, S, ã) = (x) dτ
∂xi T −S S w(ã · τ )(x) ∂xi
for any x ∈ D. Further, ∂xi ŵ(·; S, T, ã) ∈ L2 (D).
LEMMA 5.2.5
Assume the Neumann or Robin boundary conditions and (A5-R1)–(A5-R3)
or (A5-N1)–(A5-N3). For given ã ∈ Y0 , S < T , and v(·) ∈ V ∩ L∞ (D) (see
1
(2.1.2) for the definition of V ), there holds u(·,·) , v(·)ŵ(·) ∗
u(·,·) ∈ W (S, T ; V, V )
∗
(see (2.1.3) for the definition of W (S, T ; V, V )), where ŵ(x) = ŵ(x; T, S, ã)
and u(t, x) = (Uã (t, S)w(ã · S))(x).
v(·)ŵ(·)
PROOF We only prove that u(·,·) ∈ W (S, T ; V, V ∗ ).
Observe that
∂v(x)
∂ v(x)ŵ(x) ∂xi ŵ(x)u(t, x) + v(x) ∂∂x
ŵ(x)
i
u(t, x) − v(x)ŵ(x) ∂u(t,x)
∂xi
=
∂xi u(t, x) u2 (t, x)
and
∂u(t,x)
∂ v(x)ŵ(x) v(x)ŵ(x) ∂t
=− .
∂t u(t, x) u2 (t, x)
It then follows from (A5-R2) or (A5-N2), Lemmas 5.2.3 and 5.2.4, andthe
boundedness of v(·), that v(x) ŵ(x)
u(t,x) ∈ L2 ((S, T ), V ) and ∂ v(x)ŵ(x)
∂t u(t,x) ∈
v(x)ŵ(x)
L((S, T ), V ∗ ). Therefore u(t,x) ∈ W (S, T ; V, V ∗ ).
In the following, we first prove Theorem 5.2.4. We consider the Dirichlet

boundary condition and the Neumann and Robin boundary conditions sepa-
rately.
PROOF (Proof of Theorem 5.2.4 in the Dirichlet boundary condi-

tion case)
(1) By Lemma 3.2.3, there is M2 ≥ 1 such that
kUã (T, S)uk ≤ M2 kUã (T, S)w(ã · S)k
for all ã ∈ Ỹ (a), all S < T , and all u ∈ L2 (D) with kuk = 1. Therefore, for
any > 0, there is K > 0 such that for any S < T with T − S > K there
holds
ln kUã (T, S)uk ln kUã (T, S)w(ã · S)k
≤ + (5.2.36)
T −S T −S
for all ã ∈ Ỹ (a) and u ∈ L2 (D) with kuk = 1.
Next, it follows from Proposition 4.1.8 that for a given > 0 there are
S < T with T − S > K such that
ln kUa (T , S )w(a · S )k
λmin (a) ≥ − . (5.2.37)
T − S
2
Let a ∈ L∞ (R×D, RN +2N +1 )×L∞ (R×∂D, R), a = a (t, x), be the function
periodic in t with period T − S such that a (t, x) = a(t, x) for S ≤ t < T .
We then have
Ua (T , S ) = Ua (T , S ),
where the symbol Ua (·, ·) has the obvious meaning. Let λ := λprinc (a ) and
let u be the nonnegative principal eigenfunction associated to λ , normalized
so that ku k = 1. Then
Ua (T , S )u = eλ (T −S ) u .
It then follows from (5.2.36) and (5.2.37) that
ln kUa (T , S )u k
λ = ≤ λmin (a) + 2. (5.2.38)
T − S
By [39, Appendix C, Theorem 6], there is a sequence of C ∞ functions
(n)
a (t, x)which are periodic in t with period T − S such that
a(n)
→ a as n → ∞ in L2 ([0, T − S ] × D0 )
for any compact subset D0 of D. Let Dn ⊂ D be a sequence of C ∞ sub-
domains of D such that Dn → D as n → ∞ (see Lemma 4.5.2). Let
(n) (n) (n)
λ := λprinc (a , Dn ). By Lemma 4.5.1, λ → λ as n → ∞. There-
fore, for a given > 0, there is n1 = n1 () > 0 such that
λ(n)
≤ λmin (a) + 3 for n ≥ n1 . (5.2.39)
Define Z T
1
â(n)
(x) := a(n) (t, x) dt, x ∈ D̄.
T − S S
(n) (n)
Let λ̂ := λprinc (â , Dn ). By Theorem 5.2.2,
λ̂(n)
≤ λ(n)
. (5.2.40)
Note that for any compact subset D0 of D,
Z Z Z T 2
1
kâ(n) (x) − â (x)k 2
dx = (a(n)
(t, x) − a (t, x)) dt dx

(T − S )2 D0 S

D0
Z Z T
1
≤ ka(n) 2
(t, x) − a (t, x)k dt dx
T − S D0 S
→0 as n→∞
2
(in the above display, k·k stands for the standard norm in RN +2N +1 ). Then
(n)
by Lemma 4.5.1 again, λ̂ → λ̂ as n → ∞. Hence there is n2 ≥ n1 such
that
λ̂ ≤ λ̂(n) + for n ≥ n2 . (5.2.41)

λ̂ ≤ λmin (a) + 4. (5.2.42)
Finally, take a sequence k → 0 such that

Z Tk
1
ĉ0 (x) := lim c0 (t, x) dt
k→∞ Tk − Sk Sk
exists for a.e. x ∈ D. By Lemma 4.5.1, we have λ̂k → λprinc (â), where â =
(aij , ai , bi , ĉ0 , 0) ∈ Ŷ (a). This, together with (5.2.42), implies that λmin (a) ≥
λprinc (â), which proves (1).
(2) Take any Sn < Tn with Tn − Sn → ∞ such that
Z Tn
1
ĉ0 (x) := lim c0 (t, x) dt
exists for a.e. x ∈ D. Put â = (aij , ai , bi , ĉ0 , 0). We claim that λmax (a) ≥
λprinc (â). In fact, without loss of generality, we may assume that λ =
1
limn→∞ Tn −S n
ln kUa (Tn , Sn )w(a · Sn )k exists. It then follows from argu-
ments as above that λmax (a) ≥ λ ≥ λprinc (â).
PROOF (Proof of Theorem 5.2.4 in the Neumann and Robin

boundary conditions cases)
(1) First, ŵ denotes ŵ(·; S, T, a) unless specified explicitly. Also, we use the
summation convention. Let η(t; S) := kUa (t, S)w(a · S)k. For any fixed T > S
and any v ∈ V ∩ L∞ (D), we have
Z T
1
− hw(a · t), ∂t (v ŵ/w(a · t))i dt
T −S S
Z T
1 v ŵ
=− hw(a · t)η(t; S), ∂t ( )i dt
T −S S η(t; S)w(a · t)
Z T
1 ∂t η(t; S)
− hv, ŵi dt.
T −S S η(t; S)
By Lemma 5.2.5, hv, ŵi ∗

ηw ∈ W (S, T ; V, V ). Hence by Proposition 2.1.3 and
Eq. (2.1.4) or Eq. (2.1.5) we have (recall that the boundary ∂D of the domain
D is assumed to be Lipschitz, so the Hausdorff measure on ∂D reduces to the
ordinary surface measure)
Z TD
1 v ŵ E
− η(t; S)w(a · t), ∂t dt
Z T
1 v ŵ
=− Ba t, η(t; S)w(a · t), dt
Z TZ
1 v ŵ
=− aij ∂xj (η(t; S)w(a · t))∂xi dx dt
T −S S D η(t; S)w(a · t)
Z TZ
1 v ŵ
− ai η(t; S)w(a · t) ∂xi dx dt
Z TZ
1 v ŵ
+ bi ∂xi (η(t; S)w(a · t)) dx dt
Z TZ Z TZ
1 1
+ c0 v ŵ dx dt − d0 v ŵ dx dt
T −S S D T − S S ∂D
Z Z T ∂ w ∂ w
1 xj xi ∂x w ∂x w
= aij v ŵ − j ∂xi v ŵ − j v ∂xi ŵ dt dx
T −S D S w w w w
Z Z T
1 ∂xi w
+ ai v ŵ − ∂xi v ŵ − v ∂xi ŵ dt dx
T −S D S w
Z Z T Z T
1 ∂xi w
+ bi v ŵ dt + c0 v ŵ dt dx
T −S D S w S
Z Z T
1
− d0 v ŵ dt dx.
T − S ∂D S
By Lemma 5.1.1, for v ∈ V ∩ L∞ (D)+
T
∂xj w ∂xi w
Z Z
1
aij v ŵ dt dx
T −S D S w w
Z 1 Z T ∂ w 1 Z T ∂ w
xj xi
≥ aij v ŵ dt dt dx.
D T − S S w T − S S w
Observe that
Z T
∂xi ŵ 1 ∂xi w
= dt.
ŵ T −S S w
It then follows from v ∈ V ∩ L∞ (D)+ , Proposition 2.2.11 and (A5-N2) (which

allows us to change the order of integration) that there holds

Z TD
1 v ŵ E
− w(a · t), ∂t dt
T −S S w(a · t)
Z Z T
1 ∂t w(a · t)
= dt v ŵ dx
T − S D S w(a · t)
∂xj ŵ ∂xi ŵ ∂xj ŵ ∂x ŵ
Z Z Z
≥ aij v ŵ dx − aij (∂xi v)ŵ − aij j v(∂xi ŵ) dx
D ŵ ŵ D ŵ D ŵ
Z Z
∂xi ŵ
+ ai ∂xi ŵ v − ∂xi v ŵ − ∂xi ŵ v dx + bi v ŵ dx
D D ŵ
1 T
Z Z Z Z T
∂t η(t; S)
+ c0 − dt v ŵ dx − d0 v ŵ dt dx
T −S D S η(t; S) ∂D S
Z

= −aij ∂xj ŵ ∂xi v − ai ŵ ∂xi v + bi ∂xi ŵ v dx
D
1 T
Z Z
∂t η(t; S)
+ c0 − dt ŵv dx
T −S D S η(t; S)
Z Z T
− d0 v ŵ dt dx . (5.2.43)
∂D S
Note that there are Sn < Tn with Tn − Sn → ∞ such that

Z Tn
1 ∂t η(t; Sn )
dt → λmin (a) as n → ∞. (5.2.44)
Tn − Sn Sn η(t; Sn )
Without loss of generality, we may assume that
Z Tn
1
c0 (t, x) dt → ĉ0 (x) for a.e. x∈D
Tn − Sn Sn
and Z Tn
1
d0 (t, x) dt → dˆ0 (x) for a.e. x ∈ ∂D
Tn − Sn Sn
as n → ∞. Let â := (aij , ai , bi , ĉ0 , dˆ0 ).

We prove that λmin (a) ≥ λ(â). In fact, for any > 0 there is n0 = n0 () ∈ N
such that for any v ∈ V ∩ L∞ (D)+ with kvk ≤ 1 and any n ≥ n0 we have
Z Tn
1 ∂t η(t; Sn )
dt ≤ λmin (a) + ,
Z Z Tn
1
c0 (t, x) − ĉ0 (x) dt ŵ(x; Sn , Tn )v dx ≥ −,
D Tn − Sn Sn
Z Z Tn
1
d0 (t, x) − dˆ0 (x) dt ŵ(x; Sn , Tn )v dx ≤ ,
∂D Tn − Sn Sn
and
Tn
∂t w(a · t)
Z Z
1
dt v(x)ŵ(x; Sn , Tn ) dx ≤
D Tn − Sn Sn w(a · t)
(for the last display, see Lemma 5.2.3). It then follows from (5.2.43) that
Z

−aij ∂xj ŵ ∂xi v − ai ŵ ∂xi v + bi ∂xi ŵ v + (ĉ0 − λprinc (â))ŵv dx
D
Z Z
− ˆ
d0 ŵv dx ≤ (λmin (a) − λprinc (â) + ) ŵv dx + 3
∂D D
for any v ∈ V ∩ L∞ (D)+ with kvk ≤ 1 and any n ≥ n0 , where ŵ(x) =

ŵ(x; Sn , Tn , a). We specialize v(·) to be the principal eigenfunction of the
adjoint equation associated to (5.2.3) with ĉ0 being replaced by ĉ0 − λprinc (â).
Then
Z

0= −aij ∂xj ŵ ∂xi v − ai ŵ ∂xi v + bi ∂xi ŵ v + (ĉ0 − λprinc (â))ŵv dx
D
Z
− dˆ0 ŵv dx.
∂D
Further, with the help of (5.2.35) and taking into account that v satisfy a
similar estimate, we see that there is m1 > 0 such that
Z
ŵv dx ≥ m1
D
for all n ≥ n0 , where ŵ(x) = ŵ(x; Sn , Tn , a). Suppose to the contrary that
λmin (a) < λprinc (â). Let > 0 be so small that
(λmin (a) − λprinc (â) + )m1 + 3 < 0.
Then
Z

0= −aij ∂xj ŵ ∂xi v − ai ŵ ∂xi v + bi ∂xi ŵ v + (ĉ0 − λprinc (â))ŵv dx
D
Z Z
− ˆ
d0 ŵv dx ≤ (λmin (a) − λprinc (â) + ) ŵv dx + 3 < 0
∂D D
for n sufficiently large, where ŵ(x) = ŵ(x; Sn , Tn , a). This is a contradiction.

Therefore we must have λmin (a) ≥ λprinc (â).
(2) For any â = (aij , bi , bi , ĉ0 , dˆ0 ) ∈ Ŷ (a), there is Sn < Tn with Tn − Sn →
∞ such that
Z Tn
1
c0 (t, x) dx → ĉ0 (x) for a.e. x ∈ D
Tn − Sn Sn
and
Z Tn
1
d0 (t, x) dx → dˆ0 (x) for a.e. x ∈ ∂D.
Tn − Sn Sn
Observe that for any > 0 there is n0 = n0 () > 0 such that
Z Tn
1 ∂t η(t; Sn )
dt ≤ λmax (a) +
for n > n0 . Then by arguments similar to those in (1), we have λmax (a) ≥
λprinc (â).
PROOF (Proof of Theorem 5.2.3) Let ω ∈ Ω be such that
ln kUEa (ω) (T, 0)w(Ea (ω))k

λ = lim
T →∞ T
and
Z T
1
ĉ0 (x) = lim c0 (θt ω, x) dt for a.e. x ∈ D
T →∞ T 0
Z T
1
dˆ0 (x) = lim d0 (θt ω, x) dt for a.e. x ∈ ∂D.
T →∞ T 0
Then by arguments similar to those in the proof of Theorem 5.2.4, we have

λ ≥ λprinc (â) (= λ̂).
5.3 Influence of Spatial Variation on Principal Lyapunov

Exponents and Principal Spectrum
In this section, we study the influence of spatial variation of the zeroth
order terms in (5.0.1) and (5.0.2) on their principal spectrum and principal
Lyapunov exponents when the boundary conditions are Neumann. We assume
aij (ω, x) = aij (ω), ai (ω, x) ≡ 0, bi (ω, x) ≡ 0 in (5.0.1) and aij (t, x) = aij (t),
ai (t, x) ≡ 0, bi (t, x) ≡ 0 in (5.0.2). That is, we consider the nonautonomous
equation of form
 N N
∂u X ∂ X ∂u
+ c0 (t, x)u, x ∈ D,


 = aij (t)
 ∂t
 ∂xi j=1 ∂xj
i=1
N XN (5.3.1)
 X
a (t)∂ u νi = 0, x ∈ ∂D,



 ij x j
i=1 j=1
and the random equation of form

 N N
∂u X ∂ X ∂u
+ c0 (θt ω, x)u, x ∈ D,


 = aij (θt ω)
 ∂t
 ∂xi j=1 ∂xj
i=1
N XN (5.3.2)
X
aij (θt ω)∂xj u νi = 0, x ∈ ∂D,




i=1 j=1
where ((Ω, F, P), θ)R is an ergodic metric dynamical system.

1 1
R
Let c̄0 (t) := |D| c (t, x) dx in the case of (5.3.1) and c̄0 (ω) := |D|
D 0
c (ω,
D 0
x) dx in the case of (5.3.2). Let ā = (aij , 0, 0, c̄0 , 0). We call ā the space average
of a, and call the equations
 N N
∂u X ∂ X ∂u
+ c̄0 (t)u, x ∈ D,


 = aij (t)
 ∂t
 ∂xi j=1 ∂xj
i=1
N XN (5.3.3)
 X
a (t)∂ u νi = 0, x ∈ ∂D,



 ij x j
i=1 j=1
and
 N N
∂u X ∂ X ∂u
+ c̄0 (θt ω)u, x ∈ D,


 = aij (θt ω)
 ∂t
 ∂xi j=1 ∂xj
i=1
N XN (5.3.4)
 X
aij (θt ω)∂xj u νi = 0, x ∈ ∂D,




i=1 j=1
the space averaged equations of (5.3.1) and (5.3.2), respectively.

In the sequel we will speak of exponential separation, principal eigenvalues,
etc., for space averaged equations. We assume
(A5-N4) (5.3.1) satisfies (A5-N1), (A5-N2), and (5.3.3) satisfies (A5-N1).
(A5-R4) (5.3.2) satisfies (A5-R1), (A5-R2), and (5.3.4) satisfies (A5-R1).
Consider the space averaged equation (5.3.3). It is straightforward to see
Rt
that the function v(t, x) := exp 0 c̄0 (τ ) dτ (t ∈ R, x ∈ D̄) is an entire
positive solution of (5.3.3). Consequently, w(ā · t) = |D|−1/2 1 for each t ∈ R,
where 1 means the function constantly equal to one (see a remark below
Assumption (A5-N1)). This implies that (5.3.3) automatically satisfies (A5-
N2).
Consider the space averaged equation (5.3.4). It is also straightforward to
Rt
see that, for P-a.e. ω ∈ Ω, the function v(t, x) := exp 0 c̄0 (θτ ω) dτ (t ∈ R,
x ∈ D̄) is an entire positive solution of (5.3.4). Consequently, w(Eā (ω) · t) =
|D|−1/2 1 for each t ∈ R (see a remark below Assumption (A5-R1)). This also
implies that (5.3.4) automatically satisfies (A5-R2).
Denote by [λmin (ā), λmax (ā)] and by λ(ā) the principal spectrum interval
and principal Lyapunov exponent of (5.3.3) and (5.3.4), respectively. Then
we have
THEOREM 5.3.1
Consider (5.3.1) and assume (A5-N4).
(1) [λmin (ā), λmax (ā)] = { λ : ∃Sn < Tn with Tn − Sn → ∞ such that
1
R Tn
λ = limn→∞ Tn −S n Sn 0
c̄ (t) dt }.
(2) λmin (a) ≥ λmin (ā) and λmax (a) ≥ λmax (ā).
(3) Assume the smoothness assumption (A2-5). Then the equalities in (2)
hold if and only if c0 (t, x) = c̄0 (t) for all x ∈ D and ∈ R.
THEOREM 5.3.2
Consider (5.3.2) and assume (A5-R4).
R
(1) λ(ā) = Ω c̄0 (ω) dP(ω).
(2) λ(a) ≥ λ(ā).
(3) Assume the smoothness assumption (A2-5). Then the equality in (2)
holds if and only if c0 (ω, x) = c̄0 (ω) for all x ∈ D and P-a.e. ω ∈ Ω.
COROLLARY 5.3.1
Consider (5.3.1) and assume that aij (t) = aij and (A5-N1)–(A5-N4).
(1) λmax (a) ≥ λprinc (â) ≥ λmin (ā) for all â ∈ Ŷ (a).
(2) λmin (a) ≥ λprinc (â) for some â ∈ Ŷ (a).
(3) λprinc (â) ≥ λmax (ā) for some â ∈ Ŷ (a).
(4) Assume the smoothness assumption (A2-5). If a is minimal and uniquely

ergodic, then
Z T Z
1 1
λ(a) ≥ λprinc (â) ≥ λ(ā) = lim c0 (t, x) dx dt.
T →∞ T 0 |D| D
COROLLARY 5.3.2
Consider (5.3.2) and assume that aij (ω) = aij and (A5-R1)–(A5-R4) hold.
Then Z Z
1
λ(a) ≥ λprinc (â) ≥ λ(ā) = c0 (ω, x) dx dP(ω).
Ω |D| D
We prove the above theorems and corollaries in the following order. First
we prove Theorem 5.3.1(1), (2). Next we prove Theorem 5.3.2. Then we prove
Theorem 5.3.1(3). Finally we prove Corollaries 5.3.1 and 5.3.2.
PROOF (Proof of Theorem 5.3.1(1)) Since

RT
Uā (T, S)w(ā · S) = |D|−1/2 e S
c̄0 (t) dt
for any S < T , there holds

RT
ln kUā (T, S)w(ā · S)k S
c̄0 (t) dt
= .
T −S T −S
(1) then follows.
PROOF (Proof of Theorem 5.3.1(2)) Note that u(t, ·; w(a·S), a·S) =

1
Ua (t, S)w(a · S). By Lemma 5.2.5, u(t,·;w(a·S),a·S) ∈ W (S, T ; V, V ∗ ). Hence by
Proposition 2.1.3 and Eq. (2.1.4) we have
Z T Z
1 1 1
− u(t, x; w(a · S), a · S) ∂t dx dt
T −S S |D|
D u(t, x; w(a · S), a · S)
Z T Z X N
1 1 ∂u ∂u 2
= aij (t) /u dx dt
T − S S |D| D i,j=1 ∂xi ∂xj
Z T
1
+ c̄0 (t) dt. (5.3.5)
T −S S
This implies that

T Z TZ
∂t u(t, x; w(a · S), a · S)
Z
1 1 1
c̄0 (t) dt ≤ dx dt
T −S S |D| T − S S D u(t, x; w(a · S), a · S)
Z Z T
1 1 ∂t u(t, x; w(a · S), a · S)
= dt dx
|D| T − S D S u(t, x; w(a · S), a · S)
Z
1 1
= ln u(T, x; w(a · S), a · S) − ln w(a · S)(x) dx
|D| T − S D
ln ku(T, ·; w(a · S), a · S)k
=
T −Z S
1 1
+ ln w(a · T )(x) − ln w(a · S)(x) dx.
|D| T − S D
Note that
ln ku(T, ·; w(a · S), a · S)k
λmin (a) = lim inf
T −S→∞ T −S
and
ln ku(T, ·; w(a · S), a · S)k
λmax (a) = lim sup .
T −S→∞ T −S
Therefore,
λmin (a) ≥ λmin (ā), λmax (a) ≥ λmax (ā).
PROOF (Proof of Theorem 5.3.2)

(1) It follows from Proposition 4.1.1 and Lemma 1.2.6 that
1 T
Z Z
λ(ā) = lim c̄0 (θt ω) dt = c̄0 (·) dP(·)
T →∞ T 0 Ω
for P-a.e. ω ∈ Ω.
(2) By Proposition 4.1.1 again, for P-a.e. ω ∈ Ω,
1
λ(a) = lim ln kUEa (ω) (T, 0)w(Ea (ω))k
T →∞ T
and Z T
1
λ(ā) = lim c̄0 (θt ω) dt.
T →∞ T 0
It then follows from Theorem 5.3.1(2) that
λ(a) ≥ λ(ā).
(3) The “if” part is straightforward. Theorem 3.5.3 together with Part (1)
imply that
Z Z N
X ∂w(ω) ∂w(ω)
λ(a) = aij (ω) dP(ω) dx + λ(ā).
D Ω i,j=1 ∂xi ∂xj
It then follows that λ(a) = λ(ā) if and only if

Z Z N
X ∂w(ω) ∂w(ω)
aij (ω) dP(ω) dx = 0.
D Ω i,j=1 ∂xi ∂xj
Then by the ellipticity we must have

Z N
X ∂w(ω) ∂w(ω)
aij (ω) dP(ω) = 0 for all x ∈ D.
Ω i,j=1 ∂xi ∂xj
Since w(ω) ∈ C 1 (D̄) we have that for P-a.e. ω ∈ Ω there holds

∂w(ω)
≡0 on D̄,
∂xi
which implies that

w(ω) = const
for P-a.e. ω ∈ Ω. Lemma 3.5.4 gives that
c0 (θt ω) = κ(Ea (ω) · t)
for P-a.e. ω ∈ Ω, t ∈ R and x ∈ D̄. Consequently
c0 (ω, x) = c̄0 (ω)
for all x ∈ D and P-a.e. ω ∈ Ω.
PROOF (Proof of Theorem 5.3.1(3)) Let P be the unique ergodic

measure on Ỹ (a). Then by Theorem 5.3.2(3), for P-a.e. ã = (ãij , 0, 0, c̃0 , 0) ∈
Ỹ (a), c̃0 is independent of x. By the minimality of (Ỹ (a), σ), there is (tn )∞
n=1 ⊂
R such that c̃0 · tn → c0 in the open-compact topology. This implies that c0
is independent of x, and hence c0 (t, x) = c̄0 (t).
PROOF (Proof of Corollary 5.3.1)

(1) First, by Theorem 5.2.4(2),
λmax (a) ≥ λprinc (â) for all â ∈ Ŷ (a).
Now, for any â ∈ Ŷ (a), there are Sn , Tn ∈ R with Sn < Tn such that Tn −Sn →
∞ and Z Tn
1
ĉ0 (x) = lim c0 (t, x) dt for a.e. x ∈ D.
n→∞ Tn − Sn S
n
Without loss of generality we can assume that

Z Tn
1
č0 := lim c̄0 (t) dt
n→∞ Tn − Sn S
n
exists. Note that

Z Z Z Tn
1 1 1
ĉ0 (x) dx = lim c0 (t, x) dt dx
|D| D |D| D n→∞ Tn − Sn Sn
Z Tn
1
= lim c̄0 (t) dt
n→∞ Tn − Sn S
n
= č0 .
This together with Theorem 5.3.1(2) implies that
λprinc (â) ≥ λprinc (ǎ) ≥ λmin (ā)
where ǎ = (aij , 0, 0, č0 , 0).

(2) This is Theorem 5.2.4(2).

(3) There are Sn , Tn ∈ R such that Tn − Sn → ∞ and
Z Tn
1
λmax (ā) = lim c̄0 (t) dt.
n→∞ Tn − Sn S
n
Without loss of generality we can assume that

Z Tn
1
ĉ0 (x) = lim c0 (t, x) dt
n→∞ Tn − Sn S
n
exists for a.e. x ∈ D. Then by arguments as in (1) we have

λprinc (â) ≥ λmax (ā)
where â = (aij , 0, 0, ĉ0 , 0).
(4) When a is minimal and uniquely ergodic then, by Lemma 5.2.2,
λmax (a) = λmin (a) := λ(a),
Ŷ (a) = singleton
and
Z T Z
1 1
λmax (ā) = λmin (ā) := λ(ā) = lim c0 (t, x) dx dt.
T →∞ T 0 |D| D
Then by (1)–(3),
Z T Z
1 1
λ(a) ≥ λprinc (â) ≥ λ(ā) = lim c0 (t, x) dx dt.
T →∞ T 0 |D| D
PROOF (Proof of Corollary 5.3.2) By Proposition 4.1.1 and Lemma

1.2.6, there is Ω0 ⊂ Ω with P(Ω0 ) = 1 such that
ln ku(T, ·; w(ω), w)k
λ(a) = lim ,
T →∞ T
1 T
Z
ĉ0 (x) = lim c0 (θt ω, x) dt,
T →∞ T 0
and
1 T
Z Z
λ(ā) = lim c̄0 (θt ω) dt = c̄0 (·) dP(·)
T →∞ T 0 Ω
for ω ∈ Ω0 . It then follows from Corollary 5.3.1 that
Z Z
1
λ(a) ≥ λprinc (â) ≥ λ(ā) = c0 (ω, x) dx dP(ω).
Ω |D| D
5.4 Faber–Krahn Inequalities

In this section we consider the influence of the shape of domain on the
principal spectrum and principal Lyapunov exponent for the following nonau-
tonomous equation with Dirichlet boundary condition

N N
 ∂u = ∂ X ∂u
 X
, x ∈ D,

aij (t, x)
∂t i=1
∂xi j=1 ∂xj (5.4.1)


u = 0, x ∈ ∂D,
and for the following random equation with Dirichlet boundary condition

N N
 ∂u X ∂ X
 ∂u
 = aij (θt ω, x) , x ∈ D,
∂t i=1
∂xi j=1 ∂xj (5.4.2)


u = 0, x ∈ ∂D.
The standing assumption in the present section is that (A5-N1), (A5-N2)

hold when we consider (5.4.1), and that (A5-R1), (A5-R2) hold when we
consider (5.4.2).
Denote by Σ(a) = [λmin (a), λmax (a)] the principal spectrum interval of
(5.4.1), and by λ(a) the principal Lyapunov exponent of (5.4.2), respectively.
Let λsym be the principal eigenvalue of
(
∆u = λu, x ∈ Dsym
(5.4.3)
u = 0, x ∈ ∂Dsym ,
where Dsym is the ball in RN with center 0 which has the same volume as
D. We extend the so called Faber–Krahn inequalities for elliptic and periodic
parabolic problems to general time dependent and random ones.
THEOREM 5.4.1
Consider (5.4.1). Let δ : R → R be a bounded continuous function with
δ(t) > 0 for all t ∈ R such that
N
X N
X
aij (t, x)ξi ξj ≥ δ(t) ξi2
i,j=1 i=1
for a.e. (t, x) ∈ R × D and any (ξ1 , ξ2 , . . . , ξN )> ∈ RN . Then

Z t
1
(1) λmax (a) ≤ δ1 λsym , where δ1 := lim supt−s→∞ δ(τ ) dτ .
t−s s
(2) Assume moreover that a = (aij ) is uniquely ergodic and recurrent, δ is

recurrent with at least the same recurrence as a, aij ∈ C α (R × D̄) for
some 0 < α < 1, aij (t, x) is analytic in x, and that the boundary ∂D is
analytic. Then λmin (a) = λmax (a) and λmax (a) = δ1 λsym if and only if
D = Dsym up to translation, wsym (a · t) = w(a · t) = ϕsym up to phase
shift and
N
X ∂ ∂w(a · t)
aij (t, ·) = δ(t) ∆w(a · t)
i,j=1
∂xi ∂xj
for t ∈ R, where ϕsym is the positive principal eigenfunction of (5.4.3)

with kϕsym k = 1 and wsym is the Schwarz symmetrization of w.
THEOREM 5.4.2
Consider (5.4.2). Let δ : Ω → R be a P-integrable function with δ(ω) > 0 for
P-a.e. ω ∈ Ω such that
N
X N
X
aij (ω, x)ξi ξj ≥ δ(ω) ξi2
i,j=1 i=1
for P-a.e. ω ∈ Ω, a.e. x ∈ D and any (ξ1 , ξ2 , . . . , ξN )> ∈ RN . Then

R
(1) λ ≤ δ2 λsym , where δ2 := Ω δ(ω) dP(ω).
(2) Assume moreover that aω α

ij (·, ·) ∈ C (R× D̄) for some 0 < α < 1, with the
C α (R × D̄)-norms bounded uniformly in ω ∈ Ω (aω ij (t, x) = aij (θt ω, x)),
aij (ω, x) is analytic in x for any ω ∈ Ω, and the boundary ∂D is analytic.
Then λ = δ2 λsym if and only if D = Dsym up to translation and there is
Ω0 ⊂ Ω with P(Ω0 ) = 1 such that wsym (ω) = w(ω) = ϕsym up to phase
shift and
N
X ∂ ∂w(ω)
aij (ω, ·) = δ(ω) ∆w(ω)
i,j=1
∂xi ∂xj
for all ω ∈ Ω0 , where ϕsym is the positive principal eigenfunction of

(5.4.3) with kϕsym k = 1 and wsym is the Schwarz symmetrization of w.
The above theorems have been proved in [82] for the smooth case. We shall
then only prove Theorem 5.4.1(1) and Theorem 5.4.2(1) for the general case.
PROOF (Proof of Theorem 5.4.1) (1) First of all, there are Sn < Tn
with Tn − Sn → ∞ such that
1
λmax (a) = lim ln kUa (Tn , Sn )w(a · Sn )k.
n→∞ Tn − Sn
Let ηn (t; a) := kUa (t, Sn )w(a · Sn )k and v(t, x; a) := w(a · t)(x). Then
Ua (t, Sn )w(a · Sn ) = ηn (t; a)v(t, ·; a). By Lemma 3.2.7, we have
Z t
ηn (t; a) = exp − Ba (τ, w(a · τ ), w(a · τ )) dτ for any Sn < t.
Sn
For each > 0 let B (·) : R → R be a C ∞ function such that

B (t) → Ba (t, w(a · t), w(a · t)) for a.e. t∈R as → 0
and
B (t) → B(t, w(a · t), w(a · t)) in L1,loc (R) as → 0.
Put
Z t
ηn, (t) := exp − B (τ ) dτ .
Sn
Then it is not difficult to prove that
ηn, (t) → ηn (t; a) uniformly on compact subsets of R as →0
and
0
ηn, (t) → ηn0 (t; a) for a.e. t∈R as → 0.
Consequently,
Z Tn D Z Tn D
∂ v E ∂ v E
vηn (t; a), dt → vηn (t; a), dt as → 0.
Sn ∂t ηn, (t) Sn ∂t ηn (t; a)
Note that for any fixed > 0, v/ηn, ∈ W (Sn , Tn ; V, V ∗ ). By Proposi-
tion 2.1.3, we have
Z Tn D Z Tn
∂ v E
− vηn (t; a), dt = − Ba (t, vηn , v/ηn, ) dt
Sn ∂t ηn, (t) Sn
+ ηn (Sn )/ηn, (Sn ) − ηn (Tn )/ηn, (Tn ).
Letting → 0, we obtain
Z Tn D Z Tn
∂ v E
− vηn (t; a), dt = − Ba (t, vηn , v/ηn ) dt.
Sn ∂t ηn (t; a) Sn
Therefore
Z Tn D Z Tn D Z Tn
∂v E ∂ v E ∂ηn 1
− v, dt = − vηn (t; a), dt − dt
Sn ∂t Sn ∂t ηn (t; a) Sn ∂t ηn
Z Tn
=− Ba (t, vηn , v/ηn ) dt − ln kUa (Tn , Sn )w(a · Sn )k
Sn
Z Tn Z X
=− aij ∂xj v ∂xi v dx dt − ln kUa (Tn , Sn )w(a · Sn )k
Sn D
Z Tn Z X
≤− δ(t) ∂xi v ∂xi v dx dt − ln kUa (Tn , Sn )w(a · Sn )k.
Sn D
By Lemma 5.1.3,
k∇vsym (t, x; a)k2 ≤ k∇v(t, x; a)k2
for a.e. t ∈ R, where vsym (t, x; a) is the Schwarz symmetrization of v(t, x; a).
Then by the variational characterization of the principal eigenvalue of the
Laplace operator with Dirichlet boundary conditions we have
−k∇vsym (t, ·; a)k2 ≤ λsym kvsym (t, ·; a)k2 = λsym
for a.e. t ∈ R. It then follows that

Z Tn D
1 ∂v E
− v, dt
Tn − Sn Sn ∂t
Z Tn
λsym ln kUa (Tn , Sn )w(a · Sn )k
≤ δ(t) dt − .
Tn − Sn Sn Tn − Sn
This implies that

Z T
1
λmax (a) ≤ λsym lim sup δ(t) dt = δ1 λsym .
T −S→∞ T − S S
(2) See Theorem B in [82].
PROOF (Proof of Theorem 5.4.2) (1) By Proposition 4.1.1 and

Lemma 1.2.6, there is ω0 ∈ Ω such that
1
λ(a) = lim ln kUEa (ω0 ) (T, 0)w(Ea (ω0 ))k
T →∞ T
and Z Z T
1
δ2 = δ(ω) dP(ω) = lim δ(θt ω0 ) dt.
Ω T →∞ T 0
It then follows from the arguments in Theorem 5.4.1(1) with a = aω that
λ ≤ δ2 λsym .
(2) See Theorem A in [82].
5.5 Historical Remarks

Spectral theory for linear parabolic equations is a basic tool for the study
of nonlinear parabolic equations. The influence of spatial and temporal vari-
ations and the shape of the domain of linear parabolic equations on their
principal spectrum and principal Lyapunov exponents is of great interest for

a lot of applied problems and has been investigated in many papers for the
smooth case (both the domain and the coefficients are sufficiently smooth).
For example, in [62], the authors studied the influence of temporal variations
of periodic and almost periodic smooth parabolic equations on the principal
eigenvalue and principal spectrum point and proved some results similar to
those in Theorem 5.2.2. The results of [62] for periodic and almost periodic
parabolic equations were extended to general nonautonomous and random
smooth parabolic equations in [81] and [84]. In [13], the authors studied the
influence of spatial variations of some time independent smooth parabolic
equations on their principal eigenvalues. In [49], the Faber–Krahn inequal-
ity for elliptic equations was extended to periodic parabolic equations. The
Faber–Krahn inequality for elliptic and periodic parabolic equations was fur-
ther extended to general time dependent and random parabolic equations in
[82]. The results in this chapter extend all the above mentioned works to
general time dependent and random (nonsmooth) parabolic equations.
Chapter 6
Cooperative Systems of Parabolic
Equations
The purpose of this chapter is to extend the theories developed in the previ-
ous chapters for scalar parabolic equations to cooperative systems of nonau-
tonomous and random parabolic equations. To do so, we first consider cooper-
ative systems of parabolic equations in the general setting. We then study the
principal spectrum and principal Lyapunov exponent for cooperative systems
of nonautonomous and random parabolic equations.
To be more precise, let D ⊂ RN be a bounded domain and Y be a bounded
2
subset of L∞ (R × D, RK(N +2N +K) ) × L∞ (R × ∂D, RK ) satisfying (A1-4) and
(A1-5). Recall that for a ∈ Y, we write it as a = (akij , aki , bki , ckl , dk0 ), where
i, j = 1, 2, . . . , N and k, l = 1, 2, . . . , K.
We first consider the following cooperative systems of parabolic equations
on D,
N N
∂uk X ∂ X k ∂uk
= aij (t, x) + aki (t, x)uk
∂t i=1
∂xi j=1 ∂xj
N K
X ∂uk X k
+ bki (t, x) + cl (t, x)ul , t > s, x ∈ D, (6.0.1)
i=1
∂xi
l=1

Bak (t)uk = 0 t > s, x ∈ ∂D (6.0.2)
for all a = (akij , aki , bki , ckl , dk0 ) ∈ Y, where Bak is as in (2.0.3) with a being
replaced by ak = ((akij )N k N k N k
i,j=1 , (ai )i=1 , (bi )i=1 , 0, d0 ), k = 1, 2, . . . , K. We also
assume that Y satisfies (A1-6), i.e., d0 = 0 for all a = (akij , aki , bki , ckl , dk0 ) ∈ Y
k
in the Dirichlet or Neumann cases and dk0 ≥ 0 for all a = (akij , aki , bki , ckl , dk0 ) ∈
Y in the Robin case.
For convenience, we use the notion of mild solutions of (6.0.1)+(6.0.2) in
this chapter. We introduce the concept of a mild solution of (6.0.1)+(6.0.2)
and investigate the basic properties of the mild solutions in Section 6.1, which
extends the theories developed in Chapter 2 for weak solutions of scalar
parabolic equations in the general setting to mild solutions of cooperative
systems of parabolic equations in the general setting. We introduce the con-
cept of principal spectrum and principal Lyapunov exponent and exponential
191
separation of (6.0.1)+(6.0.2), investigate their basic properties and show the

existence of exponential separation and existence and uniqueness of entire
positive solutions in Section 6.2, which extends the theories established in
Chapter 3 for scalar parabolic equation in general setting to cooperative sys-
tems of parabolic equations in general setting.
We then consider the following cooperative systems of nonautonomous
parabolic equations
N N

 ∂uk = ∂ X k ∂uk
X
 k
 a ij (t, x) + a i (t, x)u k



 ∂t i=1
∂xi j=1 ∂xj

N K
X ∂uk X k (6.0.3)
 + bki (t, x) + cl (t, x)ul , t > 0, x ∈ D


i=1
∂xi
l=1




Bak (t)uk = 0, t > 0, x ∈ ∂D,

where Bak is of the same form as in (6.0.2), k = 1, 2, . . . , K and a = (akij , aki ,

bki , ckl , dk0 ) is a given element of Y, and consider the following cooperative
systems of random parabolic equations
N N


 = a (θ t ω, x) + a (θ t ω, x)uk
∂xi j=1 ij i




 ∂t i=1
∂xj

N K
X
k ∂uk X k
 + bi (θ t ω, x) + cl (θt ω, x)ul , t > 0, x ∈ D


i=1
∂xi
l=1




Bak,ω (t)uk = 0, t > 0, x ∈ ∂D,

(6.0.4)
where k = 1, 2, . . . , K, ω ∈ Ω, ((Ω, F, P), {θt }t∈R ) is an ergodic metric dynam-
ical system, and for each ω ∈ Ω, aω (t, x) = (akij (θt ω, x), aki (θt ω, x), bki (θt ω),
ckl (θt ω, x), dk0 (θt ω, x)) ∈ Y and Bak,ω (t) is of the same form as in (6.0.2)
with ak being replaced by ak,ω (t, x) = (akij (θt ω, x), aki (θt ω, x), bki (θt ω, x),
0, dk0 (θt ω, x)). We extend the theories developed in Chapters 4 and 5 for
nonautonomous and random parabolic equations to cooperative systems of
nonautonomous and random parabolic equations in Section 6.3.
This chapter is ended with some remarks in Section 6.4.
6.1 Existence and Basic Properties of Mild Solutions in

the General Setting
In this section, we extend the theories developed in Chapter 2 for scalar
parabolic equations in the general setting to cooperative systems of parabolic
6. Cooperative Systems of Parabolic Equations 193
equations in the general setting. We first consider the nonsmooth case (both
the coefficients and the domain are not smooth) and then consider the smooth
case (both the coefficients and the domain are sufficiently smooth).
6.1.1 The Nonsmooth Case

Consider (6.0.1)+(6.0.2). Recall that for a given a = (akij , aki , bki , ckl , dk0 ) ∈
Y, ak = (akij , aki , bki , 0, dk0 ) denotes an element in Y , which is a subset of
2
L∞ (R × D, RN +2N +1 ) × L∞ (R × ∂D, R) satisfying (A1-1)–(A1-3) (see Sec-
tion 1.3) (hence for ak , 1 ≤ k ≤ K is fixed and i, j = 1, 2, . . . , N ), and
Ca = (ckl )l,k=1,2,...,K . For a fixed 1 ≤ k ≤ K, P k : Y → Y is defined by
P k (a) := ak and Y k := { P k (a) : a ∈ Y }. Then for each k (1 ≤ k ≤ K),
there corresponds the following family of scalar parabolic equations
N N


 = a (t, x) + a (t, x)u k
∂xi j=1 ij i




 ∂t i=1
∂xj

N
X ∂uk (6.1.1)
 + bki (t, x) , t > 0, x ∈ D,



 i=1
∂xi


Bak (t)uk = 0, t > 0, x ∈ ∂D,

where ak = (akij , aki , bki , 0, dk0 ) ∈ Y k .

We start by introducing the following standing assumptions.
(A6-1) (akij ) satisfies (A2-1) and D satisfies (A2-2).
(A6-2) For any sequence (a(n) )∞n=1 ⊂ Y convergent to a ∈ Y, where a
(n)
=
k,(n) k,(n) k,(n) k,(n) k,(n) k k k k k k,(n)
(aij , ai , bi , cl , d0 ) and a = (aij , ai , bi , cl , d0 ), one has aij (t,
k,(n) k,(n) k,(n)
x), ai (t, x), bi (t, x), and cl (t, x) converge to akij (t, x), aki (t, x), bki (t,
k,(n)
x), and ckl (t, x), respectively, for a.e. (t, x) ∈ R × D, and d0 (t, x) converges
to dk0 (t, x) for a.e. (t, x) ∈ R × ∂D (i, j = 1, 2, . . . , N , k, l = 1, 2, . . . , K).
(A6-3) (Cooperativity) For any a = (akij , aki , bki , ckl , dk0 ) ∈ Y, ckl (t, x) ≥ 0
for (t, x) ∈ R × D and k, l = 1, 2, . . . , K with k 6= l.
(A6-4) (Irreducibility) For any a = (akij , aki , bki , ckl , dk0 ) ∈ Y, any t0 ∈ R
and any partition I = {i1 , i2 , . . . , ik } and J = {j1 , j2 , . . . , jl } of {1, 2, . . . , K}
(i.e., I 6= ∅, J 6= ∅, I ∩ J = ∅, I ∪ J = {1, 2, . . . , K}) there are i ∈ I and
j ∈ J such that cji (t, ·) ≥ 0 and cji (t, ·) 6≡ 0 for t in any sufficiently small
neighborhood of t0 .
Throughout this section, we assume (A6-1). At some places, we will also
assume (A6-2) and/or (A6-3) and/or (A6-4), which will be pointed out ex-
plicitly. For a given u = (u1 , u2 , . . . , uK ) ∈ RK , u± := (u1± , u2± , . . . , uK± ),
where ul+ := ul (ul− := 0) if ul > 0 and ul+ := 0 (ul− := −ul ) if ul ≤ 0,
l = 1, 2, . . . , K. Hence u = u+ − u− . We write |u| for (|u1 |, |u2 |, . . . , |uK |).
For 1 ≤ p < ∞ we write kukp for (|u1 |p + · · · + |uK |p )1/p , and we write kuk∞
for sup { |ul | : 1 ≤ l ≤ K }. For a given u : D → RK , u ∈ Lp (D, RK ) if and
only if ul ∈ Lp (D) for all l = 1, 2, . . . , K.
Recall that if 1 ≤ p < ∞ we denote the norm in Lp (D) by
K Z
X 1/p
kukp := |uk (x)|p dx .
k=1 D
We denote the norm in L∞ (D) by
kuk∞ := max ess sup { |uk (x)| : x ∈ D }.

1≤k≤K
First of all, by Propositions 2.1.5, 2.2.1, and 2.2.2, we have
LEMMA 6.1.1
For any k (1 ≤ k ≤ K), any u0k ∈ L2 (D), and any s ∈ R, (6.1.1) with
initial condition uk (s) = u0k has a unique global weak solution [ [s, ∞) 3 t 7→
Uak (t, s)u0k ∈ L2 (D) ]. Moreover, for any s < t the linear operator Uak (t, s)
can be extended to an operator in L(Lp (D), Lp (D)) (1 ≤ p ≤ ∞) and there
are M > 0 and γ > 0 such that
N 1 1
kUak (t, 0)kp,q ≤ M t− 2 ( p − q ) eγt (6.1.2)
for ak ∈ Y k , 1 ≤ p ≤ q ≤ ∞, t > 0, and k = 1, 2, . . . , K. When 1 < p < ∞,

the mapping [ [0, ∞) 3 t 7→ Uak (t, 0) ∈ Ls (Lp (D)) ] is continuous.
By Proposition 2.2.4, we have
LEMMA 6.1.2
For any t1 < t2 , there exists α ∈ (0, 1) such that for any a ∈ Y, any
1 ≤ k ≤ K, any u0k ∈ Lp (D), and any compact subset D0 ⊂ D the function
[ [t1 , t2 ] × D0 3 (t, x) 7→ (Uak (t, 0)u0k )(x) ] belongs to C α/2,α ([t1 , t2 ] × D0 ).
Moreover, for fixed t1 , t2 and D0 , the C α/2,α ([t1 , t2 ] × D0 )-norm of the above
restriction is bounded above by a constant depending on ku0k kp only.
LEMMA 6.1.3
Denote M1 := sup{ kCa kL∞ (R×D,RK 2 ) : a ∈ Y }.
(1) For all a ∈ Y and a.e. t ∈ R there hold

2
Ca (t)(·) := (ckl (t, ·))k,l=1,2,...,K ∈ L∞ (D, RK )
and
kCa (t)(·)kL∞ (D,RK 2 ) ≤ M1 .
(2) If 1 ≤ p ≤ ∞ then Ca (t, u)(·) := Ca (t)(·)u ∈ Lp (D, RK ) for any a ∈ Y,

a.e. t ∈ R, and any u ∈ Lp (D, RK ). Moreover
kCa (t, u)(·)kp ≤ KM1 kukp .
(3) For any −∞ ≤ t1 < t2 ≤ ∞, any 1 ≤ p < ∞, and any 1 ≤ q ≤ ∞,

if u(·) ∈ Lq ((t1 , t2 ), Lp (D, RK )) then [t 7→ Ca (t, u) ] ∈ Lq ((t1 , t2 ), Lp (D,
RK )). Further, the linear operator [ u 7→ Ca (·, u)) ] belongs to L(Lq ((t1 ,
t2 ), Lp (D, RK ))) and has norm ≤ KM1 .
Recall that necessary facts on measurability, etc., of functions taking values

in a separable Banach space are collected in Chapter 1.
PROOF (Proof of Lemma 6.1.3) (1) For a.e. t ∈ R the function

2
Ca (t)(·), as the section of a function in L∞ (R × D, RK ), is Lebesgue mea-
surable. By the fact that ckl (·, ·) ∈ L∞ (R × D), for any > 0 there is a
measurable set E ⊂ R × D with |E| = 0 such that |ckl (t, x)| ≤ kckl k∞ +
for (t, x) ∈ (R × D) \ E. LetR E(t) := { x ∈ D : (t, x) ∈ E }. Then
by [42, Theorem 2.36], |E| = R |E(t)| dt = 0. Therefore |E(t)| = 0 for
2
a.e. t ∈ R. This implies that for a.e. t ∈ R, Ca (t)(·) ∈ L∞ (D, RK ) and
kCa (t)kL∞ (D,RK 2 ) ≤ kCa (·, ·)kL∞ (R×D,RK 2 ) .
(2) The first statement is a consequence of (1) and the fact that for any v ∈
2
L∞ (D, RK ) and any u ∈ Lp (D, RK ) their product vu belongs to Lp (D, RK ).
To prove the second statement for 1 < p < ∞, let p1 + p1∗ = 1. Then we
have
K Z K
X X p p1
kCa (t, u)(·)kp = ckl (t, x)ul (x) dx
k=1 D l=1
K Z K K
X X ∗ p X p1
≤ |ckl (t, x)|p p∗ · |ul (x)|p dx
k=1 D l=1 l=1
K Z
X p1
≤ KM1 |ul (x)|p dx
l=1 D
= KM1 kukp .
The second statement for p = 1 and p = ∞ can be proved in a similar way.

(3) Assume that u(·) ∈ Lq ((t1 , t2 ), Lp (D, RK )). There exists a sequence
(un )∞ K
n=1 of simple functions such that un (t) converge in Lp (D, R ) to u(t) as
n → ∞, for a.e. t ∈ (t1 , t2 ).
For n = 1, 2, 3, . . . , let un = χE1 u1 + · · · + χEmn umn be the representation
of the simple function un . We prove first that the function [ t 7→ Ca (t, un )(·) ∈
Lp (D, RK ) ] is measurable. By the Pettis theorem (see Definition 1.2.1(iii)), it
suffices to prove that the function in question is weakly measurable. Further,
it reduces to showing that its restrictions to Ei , 1 ≤ i ≤ mn , are weakly

measurable. Let v∗ ∈ Lp∗ (D, RK ), where p1 + p1∗ = 1. The function [ Ei 3
t 7→ D Ca (t)(x)ui (x)v∗ (x) dx ] is measurable.
R
It is a consequence of Part (2) that for a.e. t ∈ (t1 , t2 ), Ca (t)un (t) con-
verge, as n → ∞, to Ca (t)u(t), in Lp (D, RK ). Therefore the function [ t 7→
Ca (t)u(t) ∈ Lp (D, RK ) ], as the a.e. pointwise limit of a sequence of measurable
functions, is measurable. The fact that the mapping [ t 7→ kCa (t)u(t)kLp (D,RK ) ]
belongs to Lq ((t1 , t2 ), R) follows again from (2).
Let U0a (t, s) be defined by

U0a (t, s) := (Ua1 (t, s), Ua2 (t, s), . . . , UaK (t, s)). (6.1.3)
Observe that
U0a (t, s) = U0a·s (t − s, 0) for any t ≥ s (6.1.4)
and
U0a (t + s, s) ◦ U0a (s, 0) = U0a (t + s, 0) for all s, t ≥ 0 (6.1.5)
(see Propositions 2.1.6 and 2.1.7).
Recall that
Lp (D) = (Lp (D))K = Lp (D, RK ).
We denote the norm in L2 (D) by k·k, and the norm in Lp (D) by k·kp . The
symbol k·kp,q stands for the norm in L(Lp (D), Lq (D)).
LEMMA 6.1.4
For any 1 ≤ p ≤ q ≤ ∞, a ∈ Y and s < t there holds
N 1 1
kU0a (t, s)kp,q ≤ M (t − s)− 2 ( p − q ) eγ(t−s) (6.1.6)
where M and γ are as in Lemma 6.1.1.
PROOF First, let 1 ≤ p ≤ q < ∞. Then for any a ∈ Y, s < t, and

u0 ∈ Lp (D), by Lemma 6.1.1, U0a (t, s)u0 ∈ Lq (D) and
K Z
X
kU0a (t, s)u0 kqq = |(Uak (t, s)u0k )(x)|q dx
k=1 D
K q Z q/p
X N 1 1
≤ M (t − s)− 2 ( p − q ) eγ(t−s) |u0k (x)|p dx
k=1 D
K Z
q X q/p
N 1 1
= M (t − s)− 2 ( p − q ) eγ(t−s) |u0k (x)|p dx
k=1 D
K Z
q X q/p
N 1 1
≤ M (t − s)− 2 ( p − q ) eγ(t−s) |u0k (x)|p dx ,
k=1 D
which implies
N 1 1
kU0a (t, s)u0 kq ≤ M (t − s)− 2 ( p − q ) eγ(t−s) ku0 kp ,
hence (6.1.6) holds.

Now, let 1 ≤ p ≤ q = ∞. For any a ∈ Y, s < t, and u0 ∈ Lp (D), by
Lemma 6.1.1 again, we have
kU0a (t, s)u0 k∞ = max kUak (t, s)u0k k∞

1≤k≤K
N 1 1
≤ max M (t − s)− 2 ( p − q ) eγ(t−s) ku0k kp
1≤k≤K
N 1 1
≤ M (t − s)− 2 ( p − q ) eγ(t−s) ku0 kp .
Hence (6.1.6) also holds.
DEFINITION 6.1.1 (Mild solution) For given 1 < p < ∞ and u0 ∈

Lp (D), a continuous function u : [s, T ) → Lp (D) is called a mild (Lp (D)-)
solution of (6.0.1)+(6.0.2) on [s, T ) (s < T ≤ ∞) with u(s) = u0 if
Z t
0 0
u(t) = Ua (t, s)u + U0a (t, τ )(Ca (τ )u(τ )) dτ for any s < t < T. (6.1.7)
s
THEOREM 6.1.1 (Existence of mild solution)

For any given 1 < p < ∞, a ∈ Y, u0 ∈ Lp (D) and s ∈ R, there is a unique
mild Lp (D)-solution u(·) of (6.0.1)+(6.0.2) on [s, ∞) with u(s) = u0 .
PROOF As in Lemma 6.1.3, let M1 = sup{ kCa kL∞ (R×D,RK 2 ) : a ∈ Y }.

From now until the end of the proof, we consider 1 0 and r > 0, let
Mr (h, s) := { u ∈ C([s, s + h], Lp (D)) :

ku(τ )kp ≤ r for all τ ∈ [s, s + h] } (6.1.8)
equipped with the topology given by the supremum norm. Mr (h, s) is a

complete metric space.
For a given u0 ∈ Lp (D) we define an operator Gu0 , acting from Mr (h, s)
into the set of functions from [s, s + h] into Lp (D), by the formula
Z t
Gu0 (u)(t) := U0 (t, s)u0 + U0 (t, τ )(C(τ )u(τ )) dτ, t ∈ [s, s + h]. (6.1.9)
s
The integral on the right-hand side of (6.1.9) is well defined. Indeed, for any
u ∈ Mr (h, s) and any s < t < s + h there holds u|(s,t) ∈ L∞ ((s, t), Lp (D)).
By Lemma 6.1.3, the function [ (s, t) 3 τ 7→ C(τ )u(τ ) ] belongs to L∞ ((s, t),
Lp (D)). Proposition 2.2.6 states that the mapping [ (τ, v) 3 (s, t) × Lp (D) 7→
U0 (t, τ )v ∈ Lp (D) ] is continuous, which implies, via Lemma 1.2.2, that the
mapping [ (s, t) 3 τ 7→ U0 (t, τ )(C(τ )u(τ )) ∈ Lp (D) ] is measurable. Proposi-
tion 2.2.2 (Lp –Lp estimates) yields that this function is in L∞ ((s, t), Lp (D)).
We prove now that for any u ∈ Mr (h, s) the function [ [s, s + h] 3 t 7→
Gu0 (u)(t) ∈ Lp (D) ] is continuous. Indeed, the mapping [ [s, s + h] 3 t 7→
U0 (t, s)u0 ∈ Lp (D) ] is continuous by Lemma 6.1.1. Denote v(τ ) := C(τ )u(τ ),
e 0 (t, τ ) ∈
τ ∈ [s, s + h]. For t ∈ [s, s + h] we define a function [ [s, s + h] 3 τ 7→ U
L(Lp (D)) ] by the formula
(
e 0 (t, τ ) := U0 (t, τ ) for τ ∈ [s, t]
U
0 for τ ∈ (t, s + h].
Let s ≤ t1 < t2 ≤ s + h. There holds

Z t2 Z t1
U0 (t2 , τ )v(τ ) dτ − U0 (t1 , τ )v(τ ) dτ
s s
Z s+h
e 0 (t2 , τ ) − U
e 0 (t1 , τ ) v(τ ) dτ.

= U
s
We consider separately two cases: first, t1 is fixed and t2 is let to approach

t1 from the right, second, t2 is fixed and t1 is let to approach t2 from the
left. In both cases, we deduce from Lemma 6.1.1 that the integrand converges
for a.e. t ∈ [s, s + h] to zero in the Lp (D)-norm, which gives with the help
of the Dominated Convergence Theorem Rthat the integral converges to zero.
t
Further, it follows from Lemma 6.1.1 that s U0 (t, τ )v(τ ) dτ converges to zero
in Lp (D), as t & s.
We claim that for any % > 0, there are h > 0 and r > 0 such that for any
u0 ∈ Lp (D) with ku0 kp < % there holds Gu0 : Mr (h, s) → Mr (h, s). In fact,
by Lemma 6.1.4, kU0 (t, s)kp ≤ M eγ(t−s) for all t ≥ s. An application of
Lemma 6.1.3(3) with q = ∞ gives that if u(·) ∈ Mr (h, s) then kC(τ )u(τ )kp ≤
rKM1 for a.e. τ ∈ (s, s + h). Consequently, we have
Z t
γ(t−s)
kGu0 (u)(t)kp ≤ %M e + rM M1 eγ(t−τ ) dτ
s
= %M eγ(t−s) + rM M1 (e γ(t−s)
− 1)/γ (6.1.10)
for all t ∈ [s, s + h]. Therefore there are h > 0 (h is such that M M1 (eγh −
γh
1)/γ < 1/2) and r > 0 (r = M e2 % ) such that
kGu0 (u)(t)kp ≤ r for all t ∈ [s, s + h]. (6.1.11)
We claim that Gu0 : Mr (h, s) → Mr (h, s) is a contraction. In fact, for any

given u, v ∈ Mr (h, s) we have

Z t
kGu0 (u)(t) − Gu0 (v)(t)kp = U0 (t, τ )(C(τ )(u(τ ) − v(τ ))) dτ

s p
Z t
≤ M eγ(t−τ ) KM1 ku(τ ) − v(τ )kp dτ
s
Z t
≤ M KM1 ku − vkC([s,s+h],Lp (D)) eγ(t−τ ) dτ
s
M KM1 (eγ(t−s) − 1)
≤ ku − vkC([s,s+h],Lp (D))
γ
(6.1.12)
for all t ∈ [s, s + h]. By reducing h, if necessary, we can obtain that Gu0 is a
contraction.
Let u ∈ Mr (h, s) be the unique fixed point of Gu0 , that is,
Z t
0 0
u(t) = U (t, s)u + U0 (t, τ )(C(τ )u(τ )) dτ, t ∈ [s, s + h].
s
It follows from Lemma 6.1.1 that the U0 (t, s)u0 converges to u0 in Lp (D), as
t & s. Again, by the estimate (6.1.2) and Lemma 6.1.3(2), the second term
on the right-hand side converges to zero in Lp (D), as t & s. Therefore, u(·)
is a (necessarily unique) mild Lp (D)-solution (6.0.1)+(6.0.2) on [s, s + h].
Moreover, by the arguments of [34, Theorem 3.8], this solution can be
extended to [s, ∞). The theorem is thus proved.
Theorem 6.1.1 allows us, for any a ∈ Y, any 1 < p < ∞, any s ∈ R and any
u0 ∈ Lp (D), to denote by [ [s, ∞) 3 t 7→ Ua,p (t, s)u0 ∈ Lp (D) ] the unique
mild Lp (D)-solution of (6.0.1)+(6.0.2) with u(s) = u0 .
LEMMA 6.1.5
For any a ∈ Y and any 1 < p < ∞ we have
(1) Ua,p (t, s) = Ua·s,p (t − s, 0) for all t ≥ s.
(2) Ua,p (t + s, s) ◦ Ua,p (s, 0) = Ua,p (t + s, 0) for all s, t ≥ 0.
PROOF Fix 1 < p < ∞ and a ∈ Y. We will write Ua instead of Ua,p .

(1) For s ∈ R and u0 ∈ Lp (D) we denote u1 (t) := Ua·s (t − s, 0)u0 , t ≥ s.
By (6.1.7) the function u1 (·) satisfies
Z t−s
0 0
u1 (t) = Ua·s (t − s, 0)u + U0a·s (t − s, τ )(Ca·s (τ )u1 (τ + s)) dτ
0
for all t ≥ s. It follows from (6.1.4) and (6.1.5) that U0a·s (t−s, τ ) = U0a (t, τ +s)
for any τ ∈ [0, t − s]. Further, Ca·s (τ )u1 (τ + s) = Ca (τ + s)u1 (τ + s) for a.e.
τ ∈ [0, t − s]. We have thus

Z t
u1 (t) = U0a (t, s)u0 + U0a (t, r)(Ca (r)u1 (r)) dr for all t > s
s
(r = τ + s). By uniqueness, u1 (t) = Ua (t, s)u0 for all t ≥ s.

(2) Fix u0 ∈ Lp (D), and put u(t) := Ua (t, 0)u0 , t ≥ 0. By (6.1.4) and
(6.1.5), we have, for s ≥ 0, t ≥ 0,
Z t+s
Ua (t + s, 0)u0 = U0a (t + s, 0)u0 + U0a (t + s, τ )(Ca (τ )u(τ )) dτ
0
Z s
= Ua (t + s, s) Ua (s, 0)u0 +
0 0
U0a (s, τ )(Ca (τ )u(τ )) dτ
0
Z t+s
0
+ Ua (t + s, τ )(Ca (τ )u(τ )) dτ
s
Z t+s
0
= Ua (t + s, s)u(s) + U0a (t + s, τ )(Ca (τ )u(τ )) dτ
s
= Ua (t + s, s)(Ua (s, 0)u0 ).
Since the set Y is translation invariant, in view of Lemma 6.1.5(1) we

will formulate (when possible) results concerning properties of the solution
operator for s = 0 only.
THEOREM 6.1.2 (Lp –Lq estimates)
(1) There are M > 0 and γ̄ such that
kUa,p (t, 0)kp,p ≤ M eγ̄t (6.1.13)
for all 1 0.

(2) For any 1 0. Moreover, for any 1 0 such that
kUa,p (t, 0)kp,q ≤ M

f (6.1.14)
for all q ∈ (p, ∞], all a ∈ Y, and all t ∈ [T0 , T ].
PROOF (1) We write Ua (t, 0) for Ua,p (t, 0). Also, we denote
M1 := sup { kCa kL∞ (R×D,RK 2 ) : a ∈ Y }.

Applying Lemma 6.1.4 with q = p and Lemma 6.1.3 to (6.1.7) we have that
Z t
kUa (t, 0)u0 kp ≤ M eγt ku0 kp + KM1 M eγ(t−τ ) kUa (τ, 0)u0 kp dτ
0
for all a ∈ Y and all t > 0. It then follows from the regular Gronwall inequality
that there are M > 0 and γ̄ such that
kUa (t, 0)u0 kp ≤ M eγ̄t ku0 kp for t > 0 and a ∈ Y.
Hence (6.1.13) holds.
(2) We first assume that q < ∞. By Lemmas 6.1.4, 6.1.3(2) and Part (1),
we have that
N 1 1
kU0a (t, 0)u0 kq ≤ M t− 2 ( p − q ) eγt ku0 kp for t > 0 (6.1.15)
and
kU0a (t, τ )(Ca (τ )Ua (τ, 0)u0 )kq
N 1 1 (6.1.16)
≤ M KM1 M (t − τ )− 2 ( p − q ) eγ(t−τ ) eγ̄τ ku0 kp for 0 < τ < t.
Fix for the moment t > 0. By Lemma 6.1.3(3), the function [ (0, t) 3 τ 7→
Ca (τ )Ua (τ, 0)u0 ∈ Lp (D) ] is measurable. Proposition 2.2.6 states that the
mapping [ (τ, v) 3 (0, t) × Lp (D) 7→ U0 (t, τ )v ∈ Lq (D) ] is continuous, conse-
quently, by Lemma 1.2.2, the mapping
[ (0, t) 3 τ 7→ U0a (t, τ )(Ca (τ )Ua (τ, 0)u0 ) ∈ Lq (D) ]
is measurable. (6.1.16) implies that the above mapping is in L1 ((0, t), Lq (D)),
provided that 1 0 and for such p, q.
Fix T > 0. An application of (6.1.15) and (6.1.16) to (6.1.7) gives
N 1 1
kUa (t, 0)u0 kq ≤ M t− 2 ( p − q ) eγt ku0 kp
Z t
N 1 1
+ M KM1 M (t − τ )− 2 ( p − q ) eγ(t−τ ) eγ̄τ ku0 kp dτ
0
N 1 1
f0 t− 2 ( p − q ) ku0 kp
≤M
(6.1.17)
N 1
for all 0 < t ≤ T , provided that 1 1 there is J ∈ N (J is independent of q ∈ (p, ∞))
such that for any q ∈ (p, ∞) there are q0 = p < q1 < q2 < qJ−1 < qJ = q with
the property that
N 1 1 1
− < for j = 1, 2, . . . , J.
2 qj−1 qj 2
By (6.1.17), there holds

N 1 1
f0 t− 2 ( qj−1 − qj ) ,
kUa (t, 0)kqj−1 ,qj ≤ M 0 < t ≤ T, (6.1.18)
where j = 1, 2, . . . , J.
Fix T0 ∈ (0, T ]. Let 0 < δ1 < δ2 < · · · < δJ < T0 and u0 ∈ Lp (D). Then
kUa (t, 0)u0 kq = kUa (t, δJ )Ua (δJ , 0)u0 kq

N 1 1
f0 (t − δJ )− 2 ( qJ−1 − q ) kUa (δJ , 0)u0 kq
≤M J−1
N 1 1
f0 )2 (t − δJ )− 2 ( qJ−1 − q )
≤ (M
−N
2 (q
1
−q 1
)
· (δJ − δJ−1 ) J−2 J−1 kUa (δJ−1 , 0)u0 kqJ−2
≤ ...
fku0 kp
≤M
for T0 < t ≤ T , where

N 1 1
M f0 )J (T0 − δJ )− 2 ( qJ−1 − q )
f := (M
−N 1
−q 1 N 1 1 −N 1 1
2 (p−q )
2 (q )
· (δJ − δJ−1 ) J−2 J−1 · · · (δ2 − δ1 )− 2 ( q1 − q2 ) δ1 1
.
(6.1.14) then follows, with M

f > 0 depending on p, T0 , and T only, but
independent of q ∈ (p, ∞).
It remains now to prove (2) for q = ∞. Suppose to the contrary that there
are a ∈ Y, u0 ∈ Lp (D) (1 0 such that Ua (t, 0)u0 is not in
L∞ (D). This means that for any n ∈ N there is En ⊂ D with |En | > 0 and kn
(1 ≤ kn ≤ K) such that |(Ua (t, 0)u0 )kn (x)| ≥ n for all x ∈ En . Consequently,
lim inf kUa (t, 0)u0 kq ≥ n lim |En |1/q = n

q→∞ q→∞
for all n ∈ N, which contradicts the already proven fact that { kUa (t, 0)u0 kq :
q ∈ (p, ∞) } is bounded. The satisfaction of (6.1.14) for q = ∞ follows from
the observation that kUa (t, 0)u0 k∞ = limq→∞ kUa (t, 0)u0 kq and that (6.1.14)
holds for all q ∈ (p, ∞) with M
f independent of q.
In view of the above theorem we can (and will) legitimately speak of a

mild solution of (6.0.1)+(6.0.2). Accordingly, we write simply Ua (t, 0) for
the solution operator of (6.0.1)+(6.0.2).
THEOREM 6.1.3 (Compactness)

For any given 0 < t1 ≤ t2 , if E is a bounded subset of Lp (D) (1 < p < ∞)
then { Ua (τ, 0)u0 : a ∈ Y, τ ∈ [t1 , t2 ], u0 ∈ E } is relatively compact in
Lp (D).
PROOF Let (τn )∞

n=1 ⊂ [t1 , t2 ], (a
(n) ∞
)n=1 ⊂ Y, and (un )∞
n=1 ⊂ E. Note
that
Z τn
Ua(n) (τn , 0)un = U0a(n) (τn , 0)un + U0a(n) (τn , s)(Ca(n) (s)Ua(n) (s, 0)un ) ds.
0
Since { U0a(n) (τn , 0)un : n ∈ N } is relatively compact in Lp (D), we only

nR o
τn 0 n
need to prove that 0
U a (n) (τn , s)(Ca(n) (s)U a(n) (s, 0)u ) ds : n ∈ N is
relatively compact in Lp (D).
Put vn (t) := Ca(n) (t)Ua(n) (t, 0)un . We claim that for any fixed m ∈ N the
set
n Z τn − m1 o
Em :=
e U0a(n) (τn , s)vn (s) ds : n ∈ N
0
1
nZ τn − m o
= U0a(n) ·s (τn − s, 0)vn (s) ds : n ∈ N
0
is relatively compact in Lp (D). By Theorem 6.1.2 and Lemma 6.1.3(3), there

is M0 > 0 such that the L∞ ((0, t2 ), Lp (D))-norms of vn are ≤ M0 for any
n ∈ N. Denote by E b m the closure in Lp (D) of the set
{ U0ã (s, 0)ũ : ã ∈ Y, s ∈ [ m

1
, t2 ], kũkp ≤ M0 }.
The set E b m is compact. It is straightforward that for any simple function

Rt − 1
w whose L∞ ((0, t2 ), Lp (D))-norm is ≤ M0 , 0 n m U0a(n) (τn , s)w(s) ds ∈ t2 ·
b m for any n ∈ N, where co stands for the closed (in Lp (D)) convex hull
co E
of a set. As, by Lemma 1.2.3, any vn can be approximated by such simple
functions, we see that E e m ⊂ t2 · co E
b m.
Note that t2 ·co E
b m is compact, for any m ∈ N. Consequently, by a diagonal
process we can assume without loss of generality that, for each m = 1, 2, . . . ,
Rτ − 1
the integrals 0 n m Ua(n) (τn , s)vn (s) ds converge, as n → ∞, in Lp (D). For
any > 0 there is m0 ∈ N such that
Z τn
U0a(n) (τn , s)vn (s) ds <

τn − m1 p
0
for all n ∈ N. Take n0 ∈ N so large that

Z τn1 − m1 Z τn2 − m1
0 0
U0a(n1 ) (τn1 , s)vn1 (s) ds − U0a(n2 ) (τn2 , s)vn2 (s) ds <

0 0 p
for any n1 , n2 ≥ n0 . Therefore

Z τn1 Z τn 2
U0a(n1 ) (τn1 , s)vn1 (s) ds − U0a(n2 ) (τn2 , s)vn2 (s) ds < 3

0 0 p
Rτ
for any n1 , n2 ≥ n0 . Hence ( 0 n U0a(n) (τn , s)(Ca(n) (s)Ua(n) (s, 0)un ) ds)∞
n=1 is
a Cauchy sequence in Lp (D). The theorem then follows.
THEOREM 6.1.4 (Joint continuity)

Assume (A6-1) and (A6-2). For any sequence {a(n) }∞
n=1 ⊂ Y, any sequence
(tn )∞ n ∞
n=1 , and any sequence (u )n=1 ⊂ Lp (D) (2 ≤ p < ∞), if a
(n)
→ a,
tn → t, where t > 0, and u → u in Lp (D) as n → ∞, then Ua(n) (tn , 0)un
n 0
converges in Lp (D) to Ua (t, 0)u0 .
PROOF Take T > 0 such that tn , t ≤ T (n = 1, 2, . . . ). For a given

u(·) ∈ C((0, T ], Lp (D)) define
Z t
0 n
Gn (u)(t) := Ua(n) (t, 0)u + U0a(n) (t, τ )(Ca(n) (τ )u(τ )) dτ, t ∈ (0, T ],
0
and
Z t
G(u)(t) := U0a (t, 0)u + U0a (t, τ )(Ca (τ )u(τ )) dτ, t ∈ (0, T ].
0
By [34, Theorem 4.4], if sup { kGn (u)(t) − G(u)(t)kp : t ∈ [τ, T ] } → 0 as n →

∞ for any 0 < τ ≤ T and any u(·) ∈ C((0, T ], Lp (D)), then Ua(n) (t, 0)un →
Ua (t, 0)u0 as n → ∞, uniformly for t in compact intervals of (0, T ]. It there-
fore suffices to verify that Gn (u)(t) → G(u)(t) in Lp (D), uniformly for t in
compact subsets of (0, T ].
By Proposition 2.2.13, we have that U0a(n) (t, 0)un → U0a (t, 0)u0 as n → ∞
in Lp (D), uniformly for t in compact subsets of (0, T ].
Note that for any u ∈ C((0, T ], Lp (D)), by (A6-2) we have
((Ca(n) (τ ) − Ca (τ ))u(τ ))(x) → 0 for a.e. (τ, x) ∈ (0, T ) × D.
Hence Z T
k(Ca(n) (τ ) − Ca (τ ))u(τ )kp dτ → 0
0
and then (by the Lp –Lp estimates in Lemma 6.1.4)
Z t
(U0a(n) (t, τ )((Ca(n) (τ ) − Ca (τ ))u(τ )) dτ → 0, (6.1.19)

0 p
uniformly for t in compact subsets of (0, T ].

For any 0 < τ < t we have
k(U0a(n) (t, τ ) − U0a (t, τ ))(Ca (τ )u(τ ))kp → 0
as n → ∞. This, together Lp –Lp estimates (Lemma 6.1.4), implies that
Z t
k(U0a(n) (t, τ ) − U0a (t, τ ))(Ca (τ )u(τ ))kp dτ → 0 (6.1.20)
0
and then
Z t
(U0a(n) (t, τ ) − U0a (t, τ ))(Ca (τ )u(τ )) dτ → 0 (6.1.21)

0 p
as n → ∞, uniformly for t in compact subsets of (0, T ]. By (6.1.19) and

(6.1.21),
Z t Z t
0
Ua(n) (t, τ )(Ca(n) (τ )u(τ )) dτ − U0a (t, τ )(Ca (τ )u(τ )) dτ
0 0
Z t
= U0a(n) (t, τ )((Ca(n) (τ ) − Ca (τ ))u(τ )) dτ
0
Z t
+ (U0a(n) (t, τ ) − U0a (t, τ ))(Ca (τ )u(τ )) dτ
0
→0
in Lp (D) as n → ∞, uniformly for t in compact subsets of (0, T ].

It then follows from [34, Theorem 4.4] that
kUa(n) (tn , 0)un − Ua (t, 0)u0 kp ≤ kUa(n) (tn , 0)un − Ua (tn , 0)u0 kp
+ kUa (tn , 0)u0 − Ua (t, 0)u0 kp
→0
as n → ∞.
For given a = (akij , aki , bki , ckl , dk0 ) ∈ Y and u0 ∈ Lp (D) (1 < p < ∞), we
denote by UD 0
a (t, s)u the mild solution of (6.0.1) with the Dirichlet boundary
condition: uk (t, x) = 0 for x ∈ ∂D and 1 ≤ k ≤ K, denote by UR (t, s)u0 the
PN a PN k
mild solution of (6.0.1) with the Robin boundary condition: i=1 ( j=1 aij (t,
x)∂xj uk + aki (t, x)uk )νi + dk0 (t, x)uk = 0 for x ∈ ∂D and 1 ≤ k ≤ K, and
denote by UN a (t, s)u
0
the mild solution of (6.0.1) with the Neumann boundary
P N PN k k
condition: i=1 ( j=1 aij (t, x)∂xj uk + ai (t, x)uk )νi = 0 for x ∈ ∂D and
1 ≤ k ≤ K.
THEOREM 6.1.5 (Monotonicity of mild solution)

Let 1 0 then Ua (t, 0)u0 > 0 for all a ∈ Y and t > 0, and

Ua (t, 0)u0 k1 (x) > 0 for all a ∈ Y, t > 0, and x ∈ D. It follows that
if u0 ∈ Lp (D)+ then Ua (t, 0)u0 ∈ Lp (D)+ for all a ∈ Y and all t > 0.
(2) Assume (A6-1), (A6-3), and (A6-4). If u0 ∈ Lp (D)+ \ {0} then
(Ua (t, 0)u0 )k (x) > 0 for all a ∈ Y, 1 ≤ k ≤ K, x ∈ D, and t > 0.
(3) Assume (A6-1) and (A6-3). Assume also that a(1) , a(2) ∈ Y satisfy
k,(1) k,(2) k,(1) k,(2) k,(1) k,(2)
aij = aij , ai = ai , bi = bi (i, j = 1, 2, . . . , N , k =
k,(2) k,(1) k,(2) k,(1)
1, 2, . . . , K), and cl ≥ cl and d0 ≤ d0 (l, k = 1, 2, . . . , K),
where the equalities and inequalities are considered a.e. on R × D, or on
R × ∂D. Then Ua(2) (t, 0)u0 ≥ Ua(1) (t, 0)u0 for any u0 ∈ Lp (D)+ and
t ≥ 0.
(4) Assume (A6-1) and (A6-3). Then
UD 0 R 0 N
a (t, 0)u ≤ Ua (t, 0)u ≤ Ua (t, 0)u
0
for any a ∈ Y, u0 ∈ Lp (D)+ , and t ≥ 0.

PROOF (1) Recall that in the proof of Theorem 6.1.1, Ua (t, 0)u0 |[0,h]
is a fixed point of Gu0 in the space
Mr (h, s) = { u ∈ C([0, h], Lp (D)) : ku(τ )kp ≤ r for all τ ∈ [0, h] },
for some h > 0 and r > 0, where Gu0 is defined by

Z t
Gu0 (u)(t) = U0a (t, 0)u0 + U0a (t, τ )(Ca (τ )u(τ )) dτ, t ∈ [0, h].
0
Assume first that ckk (t, x) ≥ 0 for all 1 ≤ k ≤ K and a.e. (t, x) ∈ R × D. Then,
for any u(τ ) ≥ 0, Ca (τ )u(τ ) ≥ 0. By Proposition 2.2.9, Uak (t, 0)u0k ≥ 0
for all 1 ≤ k ≤ K and (Uak1 (t, 0)u0k1 )(x) > 0 for all x ∈ D, which implies
U0a (t, 0)u0 > 0, for all t > 0. Then by Proposition 2.2.9(1), for u(τ ) ≥ 0
for all τ ∈ [0, t], U0a (t, τ )(Ca (τ )u(τ )) ≥ 0 for all τ ∈ (0, h]. This together
with the arguments of Theorem 6.1.1 implies that the fixed point of Gu0 is
nonnegative. Therefore Ua (t, 0)u0 k (x) > 0 (x ∈ D) and Ua (t, 0)u0 > 0
1
for t ∈ (0, h], consequently Ua (t, 0)u0 k (x) > 0 (x ∈ D) and Ua (t, 0)u0 > 0
1
for all t > 0.
We proceed now to the general case. For a = (akij , aki , bki , ckl , dk0 ) ∈ Y and
r0 ∈ R denote a + r0 := (akij , aki , bki , c̃kl , dk0 ), where c̃kl = ckl for k 6= l and
c̃kk := ckk + r0 . Further, for 1 ≤ k ≤ K put (a + r0 )k := (akij , aki , bki , r0 , dk0 ), and
denote
U0a+r0 := (U(a+r0 )1 , . . . , U(a+r0 )K ).
By Lemma 4.3.1(ii), U0a+r0 (t, 0) = er0 t U0a (t, 0). Notice that Ua+r0 (t, 0)u0
satisfies
Z t
0 0 0
Ua+r0 (t, 0)u = Ua+r0 (t, 0)u + U0a+r0 (t, τ )(Ca (τ )Ua+r0 (τ, 0)u0 ) dτ.
0
r0 t
Therefore Ua+r0 (t, 0) = e Ua (t, 0) for all t ≥ 0. It suffices now to take
r0 > 0 so large that ckk + r0 ≥ 0 a.e. on R × D, and apply the reasoning from
the above paragraph.
(2) Without loss of generality we may assume that ckk (t, x) ≥ 0 for all
1 ≤ k ≤ K and a.e. (t, x) ∈ R × D. For otherwise, we may replace a with
a + r0 for some sufficiently large number r0 , as in the above arguments. Let
u0 ∈ Lp (D) \ {0}, and let 1 ≤ k1 ≤ K be such that u0k1 > 0. By Part (1),
(Ua (t, 0)u0 )k1 (x) > 0 for all t > 0 and x ∈ D.
Now, for any t2 > 0, by (A6-4), there is 1 ≤ k2 ≤ K with k1 6= k2 such
that ckk21 (t, ·) ≥ 0 and ckk21 (t, ·) 6≡ 0 for t in any sufficiently small neighborhood
of t2 . Then, again by Proposition 2.2.9(2), for given t > t2 ,
U0a (t, τ )(Ca (τ )u(τ )) k2 (x) > 0

for τ (< t) in a sufficiently small neighborhood of t2 and each x ∈ D. This

implies that
Ua (t, 0)u0 k2 (x) > 0 for t > t2 , x ∈ D.

For any t3 > t2 , by (A6-4) again, there is 1 ≤ k3 ≤ K with k3 6= k1 , k2 such

that ckk31 (t, ·) ≥ 0 and ckk31 (t, ·) 6≡ 0 for t in any sufficiently small neighborhood
of t3 or ckk32 (t, ·) ≥ 0 and ckk32 (t, ·) 6≡ 0 for t in a sufficiently small neighborhood
of t3 . This implies that (Ua (t, 0)u0 )i3 (x) > 0 for t > t3 and x ∈ D.
By induction, there are tK > tK−1 > · · · > t2 > 0 = t1 and kK , kK−1 , . . . ,
k1 with km 6= kn for m 6= n such that (Ua (t, 0)u0 )km (x) > 0 for t > tm and
x ∈ D. Then by the arbitrariness of t2 , t3 , . . . , tK , we have (Ua (t, 0)u0 )k (x) >
0 for any t > 0, x ∈ D and 1 ≤ k ≤ K.
(3) Again, without loss of generality, we assume ckk (t, x) ≥ 0 for all 1 ≤ k ≤
K and a.e. (t, x) ∈ R × D. Let
Z t
G(m)
u0 (u) = U 0
a(m) (t, 0)u 0
+ U0a(m) (t, τ )(Ca(m) (τ )u(τ )) dτ
0
for m = 1, 2, u ∈ Mr (h, s), where Mr (h, s) is as in (6.1.8). By Proposition

2.2.10,
U0a(2) (t, 0)u0 ≥ U0a(1) (t, 0)u0
for any u0 ≥ 0 and t ≥ 0. Hence for any u(·) ∈ Mr (h, s) with u(t) ≥ 0 for
all τ ∈ [0, h],
(2) (1)
Gu0 (u) ≥ Gu0 (u).
This together with the arguments in (1) implies that
Ua(2) (t, 0)u0 ≥ Ua(1) (t, 0)u0
for any u0 ≥ 0 and t ≥ 0.

(4) It can be proved by arguments similar to those in (3).
By the above theorems, under the assumptions (A6-1), (A6-2), (6.0.1)+

(6.0.2) generate a topological linear skew-product semiflow Π = {Πt }t≥0
Πt : L2 (D) × Y → L2 (D) × Y, (6.1.22)

where
Πt (u0 , a) := (Ua (t, 0)u0 , σt a). (6.1.23)
Under additional assumption (A6-3) it follows from Theorem 6.1.5(1) that
the solution operator Ua (t, 0) (a ∈ Y, t > 0) has the property that, for any
u1 , u2 ∈ L2 (D) with u1 < u2 there holds Ua (t, 0)u1 < Ua (t, 0)u2 . Adjusting
the terminology used for semiflows on ordered metric spaces (see, e.g., [57]) to
skew-product semiflows with ordered fibers we can say that then the (topo-
logical) linear skew-product semiflow Π is strictly monotone.
In view of Theorem 6.1.5(2), we say that a (global) mild solution u(·) =
(u1 (·), . . . , uK (·)) of (6.0.1)+(6.0.2) satisfying (A6-1), (A6-3), and (A6-4) is a
positive mild solution on [s, ∞) × D if uk (t)(x) > 0 for all t > s, all x ∈ D
and all k = 1, . . . , K.
6.1.2 The Smooth Case

In this subsection we show that if both a(t, x) and ∂D are sufficiently
smooth, then Ua (t, 0)u0 is also smooth. To be more precise, we make the
following standing assumption.
(A6-5) ∂D is an (N − 1)-dimensional manifold of class C 3+α . There is
M > 0 such that for any a ∈ Y, the C 2+α,2+α (R × D̄)-norms of akij , aki
(i, j = 1, 2, . . . , N , k = 1, 2, . . . , K), the C 2+α,1+α (R × D̄)-norm of bki and ckl
(i, j = 1, 2, . . . , N , l, k = 1, 2, . . . , K), and the C 2+α,2+α (R × ∂D)-norms of dk0
(k = 1, 2, . . . , K) are bounded by M .
First of all, similar to Lemma 2.5.1, we have
LEMMA 6.1.6
k,(n) k,(n) k,(n) k,(n) k,(n)
Assume (A6-5). Let a(n) = (aij , ai , bi , cl , d0 ) ∈ Y and
k,(n)
a = (akij , aki , bki , ckl , dk0 ) ∈ Y. Then limn→∞ a(n) = a if and only if aij
k,(n) k,(n) k,(n)
converge to akij , ai converge to aki , bi converge to bki , cl converge to
k,(n)
ckl ,
all uniformly on compact subsets of R × D̄, and (in the Robin case) d0
converge to dk0 uniformly on compact subsets of R × ∂D.
Throughout this section, we assume (A6-1) and (A6-5). Note that (A6-5)
implies (A6-2).
THEOREM 6.1.6 (Regularity up to boundary)

Let 1 < p < ∞ and u0 ∈ L2 (D). Then for any α ∈ (0, 1/2), any a ∈
Y, and any 0 < t1 < t2 the restriction [ [t1 , t2 ] 3 t 7→ Ua (t, 0)u0 ] belongs
to C 1 ([t1 , t2 ], (C α (D̄))K ) ∩ C([t1 , t2 ], (C 2+α (D̄))K ). Moreover, there is C =
C(t1 , t2 , u0 ) > 0 such that
k[ [t1 , t2 ] 3 t 7→ Ua (t, 0)u0 ]kC 1 ([t1 ,t2 ],(C α (D̄))K ) ≤ C

and
k[ [t1 , t2 ] 3 t 7→ Ua (t, 0)u0 ]kC([t1 ,t2 ],(C 2+α (D̄))K ) ≤ C
for all a ∈ Y.
PROOF For given 1 0 and
1 < q < ∞, one has Ua (t, 0)u0 ∈ Lq (D) (Theorem 6.1.2). The result then
follows from [3, Corollary 15.3].
Given 1 < p < ∞, let Vp1 (ak ) be as in Section 2.5, i.e.,
Vp1 (ak ) := { uk ∈ Wp2 (D) : Bak (0)uk = 0 }.
Let
Vp1 (a) := Vp1 (a1 ) × Vp1 (a2 ) × · · · × Vp1 (aK ).
For given 0 < β < 1 and 1 < p < ∞, let

(Lp (D), Wp2 (D))β,p if 2β 6∈ N
β
Vp :=
[Lp (D), Wp2 (D)]β if 2β ∈ N,

Vpβ := (Vpβ )K ,
and 
(Lp (D), Vp1 (ak ))β,p if 2β 6∈ N
Vpβ (ak ) :=
[Lp (D), Vp1 (ak )]β if 2β ∈ N,

Vpβ (a) := Vpβ (a1 ) × Vpβ (a2 ) × · · · × Vpβ (aK ),

where (·, ·)β,p is a real interpolation functor and [·, ·]β is a complex interpola-
tion functor (see [15], [105] for more detail). By Lemmas 2.5.2 and 2.5.3, we
have
LEMMA 6.1.7
(1) Vpβ = (Wp2β (D))K .

1
(2) If 2β − p 6= 0, 1 then Vpβ (a) is a closed subspace of Vpβ .
Also, we have the following compact embeddings:
Wpj+m (D) ,−,→ C j+λ (D̄) (6.1.24)
if mp > N > (m − 1)p and 0 < λ < m − (N/p), and
(Wp2 (D))K ,−,→ Vpβ ,−,→ Lp (D), (6.1.25)

Vp1 (a) ,−,→ Vpβ (a) ,−,→ Lp (D) (6.1.26)

for any 0 < β < 1 and a ∈ Y.
By [3, Lemma 6.1 and Theorem 14.5] (see also [109]), we have
THEOREM 6.1.7
For any 1 0.
Moreover, for any fixed T > 0 and 1 0 such that
Cp
kUa (t, 0)kLp (D),(Wp2 (D))K ≤
t
for all a ∈ Y and 0 < t ≤ T .
COROLLARY 6.1.1
For any 1 0.
Moreover, for any fixed 0 < δ < T and 1 0
such that
kUa (t, 0)kL2 (D),(Wp2 (D))K ≤ Cδ,p
for all a ∈ Y and δ ≤ t ≤ T .
PROOF It follows from L2 –Lp estimates and Theorem 6.1.7.
By [3, Theorems 7.1 and 14.5] we have
THEOREM 6.1.8
Suppose that 2β −1/p 6∈ N. Then for any t ≥ 0 and u0 ∈ Vpβ (a), Ua (t, 0)u0 ∈
Vpβ (a · t). Moreover, for any T > 0 there is Cp,β = Cp,β (T ) > 0 such that
kUa (t, 0)u0 kVpβ ≤ Cp,β ku0 kVpβ
for any a ∈ Y, 0 ≤ t ≤ T , and u0 ∈ Vpβ (a).
THEOREM 6.1.9
For any given 0 < t1 ≤ t2 , if E is a bounded subset of L2 (D) then { Ua (τ, 0)u0 :
a ∈ Y, τ ∈ [t1 , t2 ], u0 ∈ E } has compact closure in C 1 (D̄, RK ).
PROOF It is a consequence of Corollary 6.1.1 and Eq. (6.1.24) for p > N .
THEOREM 6.1.10 (Joint continuity in Vpβ )

Let 0 ≤ β < 1 and 1 0, and limn→∞ un =

u0 in L2 (D), then Ua(n) (tn , 0)un converges in Vpβ to Ua (t, 0)u0 .
PROOF First of all, by Theorem 6.1.4, we have that Ua(n) (tn , 0)un con-
verges in L2 (D) to Ua (t, 0)u0 .
Now Corollary 6.1.1 and (6.1.25) imply that there is a subsequence (nk )∞ k=1
such that Ua(nk ) (tnk , 0)unk converges in Vpβ to some u∗ . We then must have
u∗ = Ua (t, 0)u0 and Ua(nk ) (tnk , 0)unk converges in Vpβ to Ua (t, 0)u0 . This
implies that Ua(n) (tn , 0)un converges in Vpβ to Ua (t, 0)u0 .
THEOREM 6.1.11 (Joint continuity in C 1 (D̄, RK ))

n=1 ⊂ Y, any real sequence (tn )n=1 , and any se-
n ∞ (n)
quence (u )n=1 ⊂ L2 (D), if limn→∞ a = a, limn→∞ tn = t, where t > 0,
and limn→∞ un = u0 in L2 (D), then Ua(n) (tn , 0)un converges in C 1 (D̄, RK )
to Ua (t, 0)u0 .
PROOF It follows by (6.1.24) and similar arguments as in Theorem 6.1.10.
THEOREM 6.1.12 (Norm continuity in C 1 (D̄, RK ))

n=1 ⊂ Y and any real sequence (tn )n=1 , if a
(n)
→a
and tn → t as n → ∞, where t > 0, then kUa(n) (tn , 0) − Ua (t, 0)kC 1 (D̄,RK )
converges to 0 as n → ∞.
PROOF Assume that kUa(n) (tn , 0) − Ua (t, 0)kC 1 (D̄,RK ) does not con-
verge to 0 as n → ∞. Then there are 0 > 0 and unk ∈ C 1 (D̄, RK ) with
kunk kC 1 (D̄,RK ) = 1 such that
kUa(nk ) (tnk , 0)unk − Ua (tnk , 0)unk kC 1 (D̄,RK ) ≥ 0 (6.1.27)
for any nk . Since C 1 (D̄, RK ) ,−,→ L2 (D), we may assume without loss of
generality that there is u0 ∈ L2 (D) such that kunk − u0 k → 0 as k → ∞.
Then by Theorem 6.1.11, we have
kUa(nk ) (tnk , 0)unk − Ua (tnk , 0)unk kC 1 (D̄,RK ) → 0 (6.1.28)
as k → ∞. This contradicts (6.1.27). The theorem is thus proved.
We now investigate the strong monotonicity property of the solution opera-

tor Ua (t, 0). By Theorem 6.1.5 and arguments similar to those in Proposition
2.5.6, we have
THEOREM 6.1.13 (Strong monotonicity on initial data)

Assume (A6-1), (A6-3)–(A6-5). Let 1 0, x ∈ D
and
∂ ∂
Ua (t, 0)u1 k (x) > Ua (t, 0)u2 k (x)

for a ∈ Y, t > 0, x ∈ ∂D
∂νν ∂νν
in the Dirichlet case,
(ii)
Ua (t, 0)u1 (x) < Ua (t, 0)u2

k k
(x) for a ∈ Y, t > 0, x ∈ D̄
in the Neumann or Robin case.
In view of Lemma 1.3.2 the following result is a consequence of Theo-

rem 6.1.13.
PROPOSITION 6.1.1
Assume (A6-1) and (A6-3)–(A6-5). Let 1 0.
The property that, for u1 , u2 ∈ C̊ 1 (D̄, RK ) (resp. u1 , u2 ∈ C 1 (D̄, RK )), if

u < u2 then Ua (t, 0)u1 Ua (t, 0)u2 (a ∈ Y, t > 0), can be expressed
1
as: For each a ∈ Y and t > 0 the linear operator Ua (t, 0) : C̊ 1 (D̄, RK ) →
C̊ 1 (D̄, RK ) (resp. Ua (t, 0) : C 1 (D̄, RK ) → C 1 (D̄, RK )) is strongly positive (or
strongly monotone), see, e.g., [57].
In the rest of this section, we consider the adjoint problem of (6.0.1)+(6.0.2),
N N
∂uk X ∂ X k ∂uk k
− = a (t, x) − bi (t, x)uk
∂t i=1
∂xi j=1 ji ∂xj
N K
X ∂uk X l
− aki (t, x) + ck (t, x)ul , t < s, x ∈ D, (6.1.29)
i=1
∂xi
l=1

Ba∗k (t)uk = 0 on ∂D for t < s, (6.1.30)
where Ba∗k = B(a∗ )k and (a∗ )k = ((akji )N k N k N k
j,i=1 , −(bi )i=1 , −(ai )i=1 , 0, d0 ), k =
1, 2, . . . , K. We study mild solutions as well as weak solutions of (6.0.1)+(6.0.2)
and (6.1.29)+(6.1.30), and their relations.
First, similar to Definition 6.1.1 for mild solutions of (6.0.1)+(6.0.2), we
can define mild solutions of (6.1.29)+(6.1.30). Then by similar arguments as
in Theorem 6.1.1, we can prove that for any given 1 < p < ∞, u0 ∈ Lp (D),
and s ∈ R, there is a unique mild solution u(·) of (6.1.29)+(6.1.30) on (−∞, s]
with u(s) = u0 . Denote U∗a,p (t, s) (t < s) to be the mild solution operator of
(6.1.29)+(6.1.30) in Lp (D). We write U∗a (t, s) for U∗a,2 (t, s) (t < s).
Let
V := (V )K , (6.1.31)
where V is as in (2.1.2). For given a ∈ Y and u, v ∈ V, define the bilinear
form Ba = Ba (t, u, v) by,
Z
Ba (t, u, v) := (akij (t, x)∂xj uk + aki (t, x)uk )∂xi vk dx
D
Z
− (bki (t, x)∂xi uk + ckl (t, x)ul )vk dx (6.1.32)
D

Z
Ba (t, u, v) := (akij (t, x)∂xj uk + aki (t, x)uk )∂xi vk dx
Z D
− (bki (t, x)∂xi uk + ckl (t, x)ul )vk dx
ZD
+ dk0 (t, x)uk vk dx (6.1.33)
∂D
in the Robin boundary condition case. Also, define Ba∗ (t, u, v) by

Z
Ba∗ (t, u, v) := (akji (t, x)∂xj uk ∂xi vk dx
Z D
− bi (t, x)uk )∂xi vk + (aki (t, x)∂xi uk − clk (t, x)ul )vk dx (6.1.34)
D

Z
∗
Ba (t, u, v) := (akji (t, x)∂xj uk ∂xi vk dx
Z D
− bki (t, x)uk )∂xi vk + (aki (t, x)∂xi uk − clk (t, x)ul )vk dx
D
Z
+ dk0 (t, x)uk vk dx (6.1.35)
∂D
in the Robin boundary condition case. (We used the summation convention
in the above).
DEFINITION 6.1.2 (Weak solution)
(1) A function u(·) ∈ L2 ((s, t), V) is a weak solution of (6.0.1)+(6.0.2) on

[s, t] × D with initial condition u(s) = u0 (u0 ∈ L2 (D)) if
Z t Z t
− hu(τ ), viψ̇(τ ) dτ + Ba (τ, u(τ ), v)ψ(τ ) dτ − hu0 , viψ(s) = 0
s s
for all v ∈ V and ψ(·) ∈ D([s, t)).
(2) A function u(·) ∈ L2 ((s, t), V) is a weak solution of (6.1.29)+(6.1.30)

on [s, t] × D with final condition u(t) = u0 (u0 ∈ L2 (D)) if
Z t Z t
hu(τ ), viψ̇(τ ) dτ + Ba∗ (τ, u(τ ), v)ψ(τ ) dτ − hu0 , viψ(t) = 0
s s
for all v ∈ V and ψ(·) ∈ D((s, t]).
THEOREM 6.1.14
For any given a ∈ Y and u0 ∈ L2 (D), u(t) := Ua (t, 0)u0 is a weak
solution of (6.0.1)+(6.0.2) on (0, ∞) with initial condition u(0) = u0 and
u∗ (t) := U∗a (t, 0)u0 is a weak solution of (6.1.29)+(6.1.30) on (−∞, 0) with
final condition u∗ (0) = u0 .
PROOF By Theorem 6.1.6, u(t) = Ua (t, 0)u0 is a classical solution of

(6.0.1) +(6.0.2) on (0, ∞) with u(0) = u0 and u∗ (t) = U∗a (t, 0)u0 is a classical
solution of (6.1.29)+(6.1.30) on (−∞, 0) with u∗ (0) = u0 . The theorem then
follows.
Thanks to Theorem 6.1.14, throughout the following sections, when both

the coefficients and the domain of (6.0.1)+(6.0.2) are sufficiently smooth, a
solution u(·) of (6.0.1)+(6.0.2) ((6.1.29)+(6.1.30)) means either a mild or a
weak solution.
By arguments similar to those in the proof of Proposition 2.3.2, we have
THEOREM 6.1.15
If u and v are solutions of (6.0.1)+(6.0.2) and (6.1.29)+ (6.1.30) on [s, t]×D,
respectively, then hu(τ ), v(τ )i is independent of τ for τ ∈ [s, t].
Also, by arguments similar to those in Proposition 2.3.3, we have

THEOREM 6.1.16
(Ua (t, s))∗ = U∗a (s, t) for any a ∈ Y and any s < t.

nents and Exponential Separation in the General
Setting
In this section, we introduce the concepts of principal spectrum, principal
Lyapunov, and exponential separation of (6.0.1)+(6.0.2) and investigate their
basic properties and show the existence of exponential separation and exis-
tence and uniqueness of entire positive solutions, which extends the theories
established in Chapter 3 for scalar parabolic equation in the general setting
to cooperative systems of parabolic equations in the general setting.
6.2.1 Principal Spectrum and Principal Lyapunov Exponents

Throughout this subsection, we assume (A6-1)–(A6-3).
Let Ua (t, s) : L2 (D) → L2 (D) be the mild solution operator of (6.0.1)+(6.0.2)
and let Uak (t, s) : L2 (D) → L2 (D), 1 ≤ k ≤ K, be the weak solution operator
of (6.1.1).
Let Y0 ⊂ Y be a compact connected translation invariant subset of Y. For
given u0 ∈ L2 (D) and a ∈ Y0 , let
Πkt (u0k , ak ) = (Uak (t, 0)u0k , ak · t). (6.2.1)
Recall that
Πt (u0 , a) = (Ua (t, 0)u0 , a · t). (6.2.2)
Let r0 ≥ 0 be such that ckk (t, x)
≥ −r0 for any a = (akij , aki , bki , ckl , dk0 )
∈ Y0 ,
a.e. t ∈ R, a.e. x ∈ D, and k = 1, 2, . . . , K. By (A6-3) and arguments as in
the proof of Theorem 6.1.5, for u0 ≥ 0,
(Ua (t, 0)u0 )k ≥ e−r0 t Uak (t, 0)u0k for t > 0, 1 ≤ k ≤ K. (6.2.3)
For a ∈ Y0 and t > 0, we define
kUa (t, 0)k+ := sup { kUa (t, 0)u0 k : u0 ∈ L2 (D)+ , ku0 k = 1 }.
LEMMA 6.2.1
For any a ∈ Y and t > 0 one has kUa (t, 0)k+ = kUa (t, 0)k.
PROOF It can be proved by arguments as in Lemma 3.1.1.

DEFINITION 6.2.1 (Principal resolvent) A real number λ belongs

to the principal resolvent of Π over Y0 , denoted by ρ(Y0 ), if either of the
following conditions holds:
kUa (t, 0)k ≤ M e(λ−)t for t > 0 and a ∈ Y0
(such λ is said to belong to the upper principal resolvent, denoted by

ρ+ (Y0 )),
• There are > 0 and M > 0 such that
kUa (t, 0)k ≥ M e(λ+)t for t > 0 and a ∈ Y0
(such λ is said to belong to the lower principal resolvent, denoted by

ρ− (Y0 )).
In view of Lemma 6.2.1, in the above inequalities the k·k-norms can be

replaced with k·k+ -“norms,” with the same M and .
DEFINITION 6.2.2 (Principal spectrum) The principal spectrum

of the topological linear skew-product semiflow Π over Y0 , denoted by Σ(Y0 ),
equals the complement in R of the principal resolvent of Π over Y0 .
LEMMA 6.2.2
(i) For any t2 > 0 there is K1 = K1 (t2 ) > 0 such that kUa (t, 0)k ≤ K1 for
(ii) For any t2 > 0 there is K2 = K(t2 ) > 0 such that kUa (t, 0)k ≥ K2 for
PROOF Part (i) is a consequence of the L2 –L2 estimates (Theorem 6.1.2),

To prove (ii), take φ := (φ1 , φ2 , . . . , φK ) with φk ≡ 1 (k = 1, 2, . . . , K), and
φ)k ≥ e−r0 t Uak (t, 0)φk . (ii) then follows from Lemma 3.1.2(ii).
notice (Ua (t, 0)φ
LEMMA 6.2.3
There exist δ0 > 0, M1 > 0, and a real λ such that kUa (t, 0)k ≥ M1 eλt for
all a ∈ Y0 and all t ≥ δ0 .
PROOF Note that for any u0 = (u01 , . . . , u0K ) ≥ 0, (Ua (t, 0)u0 )k ≥
−r0 t
e Uak (t, 0)u0k . The lemma then follows from Lemma 3.1.4.
THEOREM 6.2.1
The principal spectrum of Π over Y0 is a compact nonempty interval [λmin ,
λmax ].
PROOF We prove first that the upper principal resolvent ρ+ (Y0 ) is

nonempty. Indeed, by the L2 –L2 estimates (see Theorem 6.1.2), there are
M̄ > 0 and γ̄ > 0 such that kUa (t, 0)k ≤ M̄ eγ̄t for all a ∈ Y0 and t > 0,
hence γ̄ + 1 ∈ ρ+ (Y0 ). Further, ρ+ (Y0 ) is a right-unbounded open interval
(λmax , ∞).
The lower principal resolvent ρ− (Y0 ) is nonempty, too, since it contains,
by Lemma 6.2.3, the real number λ − 1.
Consequently, as ρ− (Y0 ) ∪ ρ+ (Y0 ) = ρ(Y0 ) and ρ− (Y0 ) ∩ ρ+ (Y0 ) = ∅, one
has Σ(Y0 ) = R \ ρ(Y0 ) = [λmin , λmax ].
Similarly to Theorem 3.1.2 we have
THEOREM 6.2.2

ln kUa(n) (tn , sn )k ln kUa(n) (tn , sn )k

ln kUa(n,1) (tn,1 , 0)k

lim = λmin .
n→∞ tn,1

ln kUa(n,2) (tn,2 , 0)k

lim = λmax .
n→∞ tn,2
Assume that µ is an invariant ergodic Borel probability measure for the

topological flow σ on Y0 . Similarly to Theorem 3.1.5 we have
THEOREM 6.2.3
There exist a Borel set Y1 ⊂ Y0 with µ(Y1 ) = 1 and a real number λ(µ)
such that
ln kUa (t, 0)k
lim = λ(µ) for all a ∈ Y1 .
t→∞ t
DEFINITION 6.2.3 (Principal Lyapunov exponent) λ(µ) as de-

fined above is called the principal Lyapunov exponent of Π for the ergodic
invariant measure µ.
Similarly to Theorem 3.1.6 we have
THEOREM 6.2.4
For any ergodic invariant measure µ for σ|Y0 the principal Lyapunov expo-
nent λ(µ) belongs to the principal spectrum [λmin , λmax ] of Π on Y0 .
In the rest of this subsection, we assume (A6-5).

We define
(
C̊ 1 (D̄, RK ) (Dirichlet)
X :=
C 1 (D̄, RK ) (Neumann or Robin).
By Corollary 6.1.1, there is C1,p > 0 such that
kUa (1, 0)kL2 (D),(Wp2 (D))K ≤ C1,p for alla ∈ Y.
This implies, via (6.1.24), that for p sufficiently large there is C̃p > 0 such
that
kUa (1, 0)kL2 (D),X ≤ C̃p for all a ∈ Y.
LEMMA 6.2.4
There are M1 , M2 > 0 such that
kUa (t, 0)kX ≤ M1 kUa (t − 1, 0)k
for all a ∈ Y and all t > 1, and
kUa (t, 0)k ≤ M2 kUa·1 (t − 1, 0)kX
for all a ∈ Y and all t > 1.
PROOF For 1 ≤ p ≤ ∞, denote by M̂p the norm of the embedding

X ,→ Lp (D).
Fix some p ∈ (N, ∞). Then, by (6.1.24), (Wp2 (D))K ,→ C 1 (D̄, RK ). Denote
by M̌ the norm of this embedding. We estimate
kUa (t, 0)u0 kX ≤ M̌ kUa (t, 0)u0 k(Wp2 (D))K
= M̌ kUa (t, t − 1)Ua (t − 1, 0)u0 k(Wp2 (D))K
≤ M̌ C1,p kUa (t − 1, 0)u0 k
≤ M̌ C1,p kUa (t − 1, 0)k · ku0 k
≤ M̌ C1,p M̂2 kUa (t − 1, 0)k · ku0 kX
for all a ∈ Y, u0 ∈ X and all t > 1, which gives the first inequality.
Further, we estimate
kUa (t, 0)u0 k ≤ M̂2 kUa (t, 0)u0 kX ≤ M̂2 kUa (t, 1)kX · kUa (1, 0)u0 kX
≤ M̂2 C̃p kUa (t, 1)kX · ku0 k = M̂2 C̃p kUa·1 (t − 1, 0)kX · ku0 k
for all a ∈ Y, u0 ∈ L2 (D) and all t > 1, which gives the second inequality.
THEOREM 6.2.5
(1) λ belongs to the upper principal resolvent of Π over Y0 if and only if

there are > 0 and M̃ ≥ 1 such that
kUa (t, 0)kX ≤ M̃ e(λ−)t for t > 1 and a ∈ Y0 .
(2) λ belongs to the lower principal resolvent of Π over Y0 if and only if

there are > 0 and M̃ > 0 such that
kUa (t, 0)kX ≥ M̃ e(λ+)t for t > 0 and ã ∈ Y0
PROOF It is an application of Lemma 6.2.4 and the Lp –Lq estimates to

Definition 6.2.1.
The next two results follow by applying Lemma 6.2.4 to Theorems 6.2.2
and 6.2.3, respectively.
THEOREM 6.2.6

ln kUa(n) (tn , sn )kX ln kUa(n) (tn , sn )kX

ln kUa(n,1) (tn,1 , 0)kX
lim = λmin .
n→∞ tn,1

ln kUa(n,2) (tn,2 , 0)kX
lim = λmax .
n→∞ tn,2
THEOREM 6.2.7
Let µ be an ergodic invariant measure for σ|Y0 . There exist a Borel set
Y1 ⊂ Y0 with µ(Y1 ) = 1 such that
ln kUa (t, 0)kX

lim = λ(µ) for all a ∈ Y1 .
t→∞ t
6.2.2 Exponential Separation: Basic Properties

Throughout this subsection, we assume (A6-1)–(A6-4). Let Y0 ⊂ Y be a
compact connected translation invariant subset of Y. The concepts of one-
dimensional subbundle of L2 (D) × Y0 and one-codimensional subbundle of
L2 (D) × Y0 are defined in a way similar to that in Section 3.2.
DEFINITION 6.2.4 (Exponential separation) We say that Π admits

an exponential separation with separating exponent γ0 > 0 over Y0 if there
are an invariant one-dimensional subbundle X1 of L2 (D) × Y0 with fibers
X1 (a) = span{w(a)}, and an invariant complementary one-codimensional
subbundle X2 of L2 (D) × Y0 with fibers X2 (a) = { v ∈ L2 (D) : hv, w∗ (a)i =
0 }, where w, w∗ : Y0 → L2 (D) are continuous with kw(a)k = kw∗ (a)k = 1
for all a ∈ Y0 , having the following properties:
(i) w(a) ∈ L2 (D)+ for all a ∈ Y0 ,
(ii) X2 (a) ∩ L2 (D)+ = {0} for all a ∈ Y0 ,
(iii) there is M ≥ 1 such that for any a ∈ Y0 and any v ∈ X2 (a) with
kvk = 1,
kUa (t, 0)vk ≤ M e−γ0 t kUa (t, 0)w(a)k (t > 0).
Similarly, we can define exponential separation for discrete time as in Def-

inition 3.2.2.
DEFINITION 6.2.5 (Exponential separation for discrete time)

Let Y0 be a compact connected invariant subset of Y, and let T > 0. Π
is said to admit an exponential separation with separating exponent γ00 for
the discrete time T over Y0 if there are a one-dimensional subbundle X1
of L2 (D) × Y0 with fibers X1 (a) = span{w(a)}, and a one-codimensional
subbundle X2 of L2 (D) × Y0 with fibers X2 (a) = { v ∈ L2 (D) : hv, w∗ (a)i =
0 }, where w, w∗ : Y0 → L2 (D) are continuous with kw(a)k = kw∗ (a)k = 1
for all a ∈ Y0 , having the following properties:
(a) Ua (T, 0)X1 (a) = X1 (a · T ) and Ua (T, 0)X2 (a) ⊂ X2 (a · T ) for all
a ∈ Y0 .
(b) w(a) ∈ L2 (D)+ for all a ∈ Y0 ,
(c) X2 (a) ∩ L2 (D)+ = {0} for all a ∈ Y0 ,
(d) there is M 0 ≥ 1 such that for any a ∈ Y0 and any v ∈ X2 (a) with
kvk = 1,
0
kUa (nT, 0)vk ≤ M 0 e−γ0 n kUa (nT, 0)w(a)k (n = 1, 2, 3, . . . ).
The following lemma directly follows from Theorem 6.1.5(2).
LEMMA 6.2.5
The function w = (w1 , . . . , wK ) in Definitions 6.2.4 and 6.2.5 satisfies:
wk (a) ∈ L2 (D)+ \ {0} for any a ∈ Y and any 1 ≤ k ≤ K.
By arguments as in Theorem 3.2.2, we have
THEOREM 6.2.8
Assume (A6-1)–(A6-4) as well as (A6-5). If Π admits an exponential sep-
aration with separating exponent γ00 > 0 for some discrete time T > 0 over
a compact invariant Y0 ⊂ Y, then Π admits an exponential separation over
Y0 , with separating exponent γ0 = γ00 .
We remark that, to prove Theorem 6.2.8 by using the arguments as in

Theorem 3.2.2, we need that the adjoint operator (Ua (t, s))∗ of Ua (t, s), s <
t, is the same as the mild solution operator U∗a (s, t) of (6.1.29)+(6.1.30).
Under (A6-5), it is proved in Theorem 6.1.16 that (Ua (t, s))∗ = U∗a (s, t). We
conjecture that Theorem 6.2.8 holds under (A6-1)–(A6-4) only.
In the rest of this subsection, we assume that Π admits an exponential
separation over some Y0 .
Similarly to Lemma 3.2.5 we have
LEMMA 6.2.6
Let λ ∈ R, (a(n) )∞ ∞ ∞
n=1 ⊂ Y0 , and (sn )n=1 ⊂ R, (tn )n=1 ⊂ R with tn −sn → ∞.
Then the following conditions are equivalent:
ln kUa(n) (tn , sn )w(a(n) · sn )k

(i) lim = λ.
n→∞ tn − sn
ln kUa(n) (tn , sn )u0 k

(ii) lim = λ for any u0 ∈ L2 (D)+ \ {0}.
n→∞ tn − sn
ln kUa(n) (tn , sn )k ln kUa(n) (tn , sn )k+

(iii) lim = lim = λ.
For the topological linear skew-product flow Π|X1 on the one-dimensional

bundle X1 its dynamical spectrum (or the Sacker–Sell spectrum) is defined as
the complement of the set of those λ ∈ R for which either of the following
conditions holds:
kUa (t, 0)w(a)k ≤ M e(λ−)t for t > 0 and a ∈ Y0 ,
• There are > 0 and M > 0 such that

kUa (t, 0)w(a)k ≥ M e(λ+)t for t > 0 and a ∈ Y0 .
THEOREM 6.2.9
The Sacker–Sell spectrum of Π|X1 equals Σ(Y0 ).
THEOREM 6.2.10
For an ergodic invariant measure µ for σ|Y0 there is Y1 ⊂ Y0 with µ(Y1 ) = 1
such that the following holds.
(a) For any a ∈ Y1 and any u0 ∈ L2 (D) \ X2 (a) (in particular, for any
u0 ∈ L2 (D)+ \ {0}) one has
ln kUa (t, 0)u0 k
lim = λ(µ) ∈ Σ(Y0 ). (6.2.4)
t→∞ t
(b) For any a ∈ Y1 and any u0 ∈ X2 (a) \ {0} one has
ln kUa (t, 0)u0 k
lim sup ≤ λ(µ) − γ0 . (6.2.5)
t→∞ t
THEOREM 6.2.11
There exist ergodic invariant measures µmin and µmax for σ|Y0 such that
λmin = λ(µmin ) and λmax = λ(µmax ).
Similarly to Theorem 3.2.7, we have
THEOREM 6.2.12
(1) (i) There are sequences (s0n )∞ 0 ∞ 0 0
n=1 , (tn )n=1 ⊂ R, tn −sn → ∞ as n → ∞,
such that
ln kUa(0) (t0n , s0n )w(a(0) · s0n )k
λmin = lim
n→∞ t0n − s0n
= lim = lim
n→∞ t0n − s0n n→∞ t0n − s0n
for each u0 ∈ L2 (D)+ \ {0}.

n=1 , (tn )n=1 ⊂ R, tn −sn → ∞ as n → ∞,
such that
ln kUa(0) (t00n , s00n )w(a(0) · s00n )k

λmax = lim
n→∞ t00n − s00n
= lim = lim
n→∞ t00n − s00n n→∞ t00n − s00n
for each u0 ∈ L2 (D)+ \ {0}.

(2) For any u0 ∈ L2 (D)+ \ {0} there holds
ln kUa(0) (t, s)w(a(0) · s)k

λmin = lim inf
t−s→∞ t−s
ln kUa(0) (t, s)u0 k ln kUa(0) (t, s)k
= lim inf = lim inf
ln kUa(0) (t, s)k ln kUa(0) (t, s)u0 k
ln kUa(0) (t, s)w(a(0) · s)k
= lim sup = λmax .
t−s→∞ t−s
(3) For each λ ∈ [λmin , λmax ] there are sequences (kn )∞ ∞

n=1 , (ln )n=1 ⊂ Z,

λ = lim
n→∞ ln − k n
ln kUa(0) (ln , kn )u0 k ln kUa(0) (ln , kn )k
= lim = lim
for each u0 ∈ L2 (D)+ \ {0}.
6.2.3 Existence of Exponential Separation and Entire Posi-

tive Solutions
In this subsection, we study the existence of exponential separation and the
existence and uniqueness of entire positive solutions. We restrict ourselves to
the smooth case. Let (A6-6) denote the following standing assumption:
(A6-6) For any T > 0 the mapping
[ Y 3 a 7→ [ [0, T ] 3 t 7→ Ua (t, 0) ] ∈ B([0, T ], L(L2 (D), L2 (D))) ]
is continuous, where L(L2 (D), L2 (D)) represents the space of all bounded lin-
ear operators from L2 (D) into itself, endowed with the norm topology and
B(·, ·) stands for the Banach space of bounded functions, endowed with the
supremum norm.
It should be pointed out that in [6] and [91] conditions, for some special
cases (for example, the Dirichlet boundary condition case and the case with
infinitely differentiable coefficients), are given that guarantee the continuous
dependence of [ [0, T ] 3 t 7→ Ua (t, 0) ] ∈ B([0, T ], L(L2 (D), L2 (D))) on the
coefficients.
Let Y0 be a compact connected invariant subset of Y.
We first study the existence of exponential separation.
THEOREM 6.2.13 (Existence of exponential separation)

Assume (A6-1)–(A6-6). Then Π admits an exponential separation over Y0 .
To prove the above theorem, we first show the following lemma.
LEMMA 6.2.7
Assume (A6-1)–(A6-6). Then the map [ Y0 × (0, ∞) 3 (a, t) 7→ Ua (t, 0) ∈
L(L2 (D), X) ] is continuous.
PROOF Assume that a(n) converges to a in Y0 and that tn converges to

t > 0. Suppose to the contrary that
kUa(n) (tn , 0) − Ua (t, 0)kL2 (D),X 6→ 0
as n → ∞. Then there are 0 > 0 and a sequence (un )∞

n=1 ⊂ L2 (D) with
kun k = 1 such that
kUa(n) (tn , 0)un − Ua (t, 0)un kX ≥ 0
for all n. By Corollary 6.1.1 and Eq. (6.1.24), there are u∗ , u∗∗ ∈ X such
that (after possibly extracting a subsequence)
Ua(n) (tn , 0)un → u∗ and Ua (t, 0)un → u∗∗
in X, as n → ∞. Without loss of generality, we may also assume that there

is ũ∗ ∈ X such that Ua (t/2, 0)un → ũ∗ in X as n → ∞.
By the property (A6-6) we have kUa(n) (tn , 0)un − Ua (tn , 0)un k → 0 and
by Theorem 6.1.4 we have
kUa (tn , 0)un − Ua (t, 0)un k

= kUa (tn , t/2)Ua (t/2, 0)un − Ua (t, t/2)Ua (t/2, 0)un k
→0
as n → ∞. Therefore
kUa(n) (tn , 0)un − Ua (t, 0)un k

≤ kUa(n) (tn , 0)un − Ua (tn , 0)un k + kUa (tn , 0)un − Ua (t, 0)un k
→0
as n → ∞. Then we must have u∗ = u∗∗ , hence
kUa(n) (tn , 0)un − Ua (t, 0)un kX → 0
as n → ∞, a contradiction.
PROOF (Proof of Theorem 6.2.13) We show that Π admits an

exponential separation over Y0 for discrete time T = 1, and apply Theorem
6.2.8.
We define a mapping Π̃ : X × Y0 → X × Y0 by the formula
Π̃(u0 , a) := (Ua (1, 0)u0 , a · 1), a ∈ Y0 , u0 ∈ X.
We have that, for each a ∈ Y0 , Ua (1, 0) is a compact (completely continuous)

operator in L(X) (Theorem 6.1.9), having the property that Ua (1, 0)(X+ \
{0}) ⊂ X++ (Proposition 6.1.1). Moreover, the mapping [ Y0 3 a 7→ Ua (1, 0)
∈ L(X) ] is continuous (by Lemma 6.2.7). These allow us to use the results
contained in [94] to conclude that there are continuous functions w̃ : Y0 → X,
w̃∗ : Y0 → X∗ , kw̃(a)kX = kw̃∗ (a)kX∗ = 1 for all a ∈ Y0 , such that
(i) w̃(a) ∈ X++ , for each a ∈ Y0 .
(ii) (v, w̃∗ (a))X,X∗ > 0 for each a ∈ Y0 and each nonzero v ∈ X+ .
(iii) For each a ∈ Y0 there is d1 = d1 (a) > 0 such that Ua (1, 0)w̃(a) =
d1 w̃(a · 1).
(iv) For each a ∈ Y0 there is d∗2 = d∗2 (a) > 0 such that (Ua (1, 0))∗ w̃∗ (a·1) =
d∗2 w̃∗ (a), where (Ua (1, 0))∗ : X∗ → X∗ stands for the linear operator
dual to Ua (1, 0).
(v) There are constants C̃ > 0 and 0 < γ < 1 such that
kUa (n, 0)u0 kX ≤ C̃γ n kUa (n, 0)w̃(a)kX (6.2.6)
for any a ∈ Y0 , any u0 ∈ X with ku0 kX = 1 satisfying (u0 , w̃∗ (a))X,X∗

= 0, and any n ∈ N.
Define w : Y0 → L2 (D) by w(a) := w̃(a)/kw̃(a)k. Since X ,→ L2 (D),

the function w is well defined and continuous. Further, we deduce from
Lemma 6.2.7 that the mapping [ Y0 3 a 7→ (Ua (1, 0))∗ ∈ L(X∗ , L2 (D)) ] is
continuous. This together with (iv) gives that the function w∗ : Y0 → L2 (D),
w∗ (a) := w̃∗ (a)/kw̃∗ (a)k, is well defined and continuous.
For a ∈ Y0 put X1 (a) := span{w(a)}, X2 (a) := { v ∈ L2 (D) : hv, w∗ (a)i =
0 }. We see that the properties (a), (b), and (c) in Definition 6.2.5 are satisfied.
Let M1 denote the norm of the embedding X ,→ L2 (D). Also, by the
continuity of w̃ on the compact space Y0 there is M2 > 0 such that kw̃(a)kX ≤
M2 kw(a)k for all a ∈ Y0 . Further, put
D1 := sup { kUa (1, 0)kL2 (D),X : a ∈ Y0 } (< ∞),
D2 := inf { kUa (1, 0)w̃(a)kX : a ∈ Y0 } (> 0).
Take a ∈ Y0 and u0 ∈ X2 with ku0 k = 1. It follows from (iv) that
Ua (1, 0)u0 ∈ X ∩ X2 (a · 1). For n = 2, 3, 4, . . . , we estimate
kUa (n, 0)u0 k ≤ M1 kUa (n, 1)(Ua (1, 0)u0 )kX
≤ M1 C̃γ n−1 kUa (n, 1)w̃(a · 1)kX kUa (1, 0)u0 kX (by (v))
M1 C̃ n kUa (n, 0)w̃(a)kX
= γ kUa (1, 0)u0 kX
γ kUa (1, 0)w̃(a)kX
M1 M2 D1 C̃ n
≤ γ kUa (n, 0)w(a)k.
D2 γ
Clearly, kUa (1, 0)u0 k ≤ M1 D
M2 D1
2
kUa (1, 0)w(a)k for all a ∈ Y0 and all u0 ∈
0
L2 (D) with ku k = 1. Therefore (d) in Definition 6.2.5 is satisfied.
We note that exponential separation and entire positive solutions defined

in the following are strongly related.
DEFINITION 6.2.6 (Entire positive solution) A function [ R 3 t 7→

u(t) ∈ L2 (D) ] is called an entire positive solution of (6.0.1)+(6.0.2) if
Z t
u(t) = U0a (t, s)u(s) + U0a (t, τ )(Ca (τ )u(τ )) dτ
s
for any s < t, and uk (t)(x) > 0 for all t ∈ R, x ∈ D, and k = 1, 2, . . . , K.
The following lemma follows from Theorems 3.3.1 and 3.3.3.
LEMMA 6.2.8
(1) For each k (1 ≤ k ≤ K) and ak ∈ Y0k , (6.1.1) has a unique (up to

multiplication by positive scalars) entire positive solution.
(2) For each k (1 ≤ k ≤ K), Πk admits an exponential separation over
Y0k (with the one-dimensional invariant subbundle X1k and the one-
codimensional invariant subbundle X2k ).
For 1 ≤ k ≤ K, let wk , wk∗ : ak → L2 (D) be continuous functions such that

kwk (ak )k = kwk∗ (ak )k = 1, X1k (ak ) = span {wk (ak )}, X2k (ak ) = { v ∈ L2 (D) :
hv, wk∗ (ak )i = 0 } (ak ∈ Y0k ).
Recall that for any ak ∈ Y0k the value at time t = 0 of the unique normalized
entire positive solution of (6.1.1) equals wk (ak ).
THEOREM 6.2.14 (Existence of entire positive solution)

Let (A6-1) through (A6-4) be satisfied. Then for each a ∈ Y0 , (6.0.1)+(6.0.2)
has an entire positive solution.
PROOF We apply the same idea as in the proof of Theorem 3.3.1.

Fix a ∈ Y0 and u0 ∈ L2 (D)+ with ku0 k = 1. Define a sequence (un )∞
n=1
by
Ua (0, −n)u0 Ua (−1, −n)u0
un := = U a (0, −1) .
kUa (−1, −n)u0 k kUa (−1, −n)u0 k
By Theorem 6.1.2, the set { kun k : n = 1, 2, . . . } is bounded above. Moreover,
from Theorem 6.1.3 we deduce that there is a sequence (nk )∞ k=1 such that
limk→∞ nk = ∞ and limk→∞ unk = ũ0 in L2 (D). By (6.2.3) and Lemma
3.3.4, the set { kun k : n = 1, 2, . . . } is bounded away from zero, consequently
ũ0 ∈ L2 (D)+ \ {0}.
By arguments as in Theorem 3.3.1, we have that there is an entire positive
weak solution û of (6.0.1)+(6.0.2) such that û(0) = ũ0 .
THEOREM 6.2.15 (Uniqueness of entire positive solution)

Let (A6-1) through (A6-5) hold. Then for each a ∈ Y0 , an entire positive
solution of (6.0.1) +(6.0.2) is unique in the following sense: If u1 and u2 are
entire positive solutions then there is β̃ > 0 such that u2 (t) = β̃u1 (t) for all
t ∈ R.
Theorem 6.2.15 can be proved by arguments similar to those in [92] for

scalar parabolic equations. For convenience, we provide a proof here. To do
so, we first show some lemmas. We assume until the end of the subsection
that (A6-1)–(A6-5) are satisfied.
Choose a φ ∗ ∈ X++ . For any u ∈ L2 (D), define kukφ ∗ := h|u|, φ ∗ i.
LEMMA 6.2.9
Given τ > δ > 0, there exists a constant C = C(τ, δ) > 0 such that for any
a ∈ Y and any u ∈ L2 (D) there holds
kUa (t, s)ukX ≤ Ckukφ ∗ for t, s ∈ R, τ ≥ t − s ≥ δ,
kU∗a (t, s)ukX ≤ Ckukφ ∗ f or t, s ∈ R, τ ≥ s − t ≥ δ.

PROOF First, by Theorem 6.1.11, for given τ > δ > 0 there is C̃ =

C̃(τ, δ) > 0 such that
kUa (t, s)ukX ≤ C̃kUa (t − δ/2, s)uk
for all a ∈ Y0 and τ ≥ t − s ≥ δ. Note that
kUa (t − δ/2, s)uk = sup { hUa (t − δ/2, s)u, vi : v ∈ L2 (D), kvk = 1 }

= sup { hu, U∗a (s, t − δ/2)vi : v ∈ L2 (D), kvk = 1 }
≤ sup { h|u|, |U∗a (s, t − δ/2)v|i : v ∈ L2 (D), kvk = 1 }.
We claim that there is Ĉ = Ĉ(τ, δ) > 0 such that
|U∗a (s, t − δ/2)v| ≤ Ĉφ

φ∗
for all a ∈ Y0 , τ ≥ t − s ≥ δ and v ∈ L2 (D) with kvk = 1. Since |U∗a (s, t −

δ/2)v| ≤ U∗a (s, t − δ/2)|v| and kvk = k |v| k, it suffices to show the inequality
for v ∈ L2 (D)+ . And this is a consequence of Theorems 6.1.11 and 6.1.13.
kUa (t, s)ukX ≤ Ckukφ ∗ ,
with C = C̃ Ĉ.
The inequality for the adjoint equation is proved in an analogous way.
LEMMA 6.2.10
(1) There are constants M , %0 such that the following holds: If v is a positive
solution of (6.1.29)+(6.1.30) on the interval (−∞, τ ), then
kv(t)kφ ∗
≤ M e%0 |t−s| for t, s < τ.
kv(s)kφ ∗
(2) For each positive solution v of (6.1.29)+(6.1.30) on (−∞, τ ), there is a

constant η0 > 0 such that
v(t)
≥ η0 φ ∗ for t ≤ τ − 1.
kv(t)kφ ∗
Analogous results hold for positive solutions of (6.0.1)+(6.0.2) on intervals

(τ, ∞), τ ∈ R.
PROOF (1) For a given a ∈ Y0 , let φk (a) := wk (P k (a)). It fol-

lows from Lemma 6.2.8 that φk : Y0 → C 1 (D̄) is continuous. Put φ (a) :=
(φ1 (a), . . . , φK (a)), a ∈ Y0 . Proposition 2.5.7(2) implies the existence of

0 < q1 < q2 such that
q1φ (a) ≤ φ ∗ ≤ q2φ (a)
for any a ∈ Y0 .
Further, let
κk (a) := Bak (0, φk (a), φk (a)),
where Bak (·, ·, ·) is as in (2.1.4) with a being replaced by ak in the Dirichlet and
Neumann boundary condition cases, and is as in (2.1.5) with a being replaced
by ak in the Robin boundary condition case. The functions κk : Y0 → R are
continuous. Moreover, by Lemma 3.5.4, uk (t) := φk (a · t) satisfies

N N
= a (t, x) + a (t, x)u

 k
∂xi j=1 ij i

 ∂t ∂xj


 i=1
N (6.2.7)
X ∂uk

 + bki (t, x) − κk (a · t)uk , t > 0, x ∈ D


 i=1
∂xi


B k (t)u = 0, t > 0, x ∈ ∂D.
a k
Choose %0 > 0 such that
|κk (a)| + KkCa (·, ·)kL∞ (R×D) ≤ %0 for all a ∈ Y0 .
Observe that, by Proposition 2.1.3,

d X K Z
hv(t), φ (a · t)i = − vk (t)κk (a · t)φk (a · t) dx + hC∗a (t)v(t), φ (a · t)i

dt D
k=1
≤ %0 hv(t), φ (a · t)i
where C∗a (t, x) = (clk (t, x)) (recall that Ca (t, x) = (ckl (t, x)). It then follows
that
hv(t), φ (a · t)i ≤ hv(s), φ (a · s)ie%0 |t−s| .
Therefore there is M > 0 such that
hv(t), φ ∗ i ≤ M hv(s), φ ∗ ie%0 |t−s| .
(1) then follows.

(2) Suppose that the statement is not true. Then there are tn ≤ τ − 1
(n = 1, 2, . . . ) such that
v(tn )
ηn := sup { η0 ≥ 0 : ≥ η0 φ ∗ } → 0
kv(tn )kφ ∗
as n → ∞. By v(t) ∈ X++ , we must have tn → −∞. Let

v(tn + t)
vn (t) := for t < τ − tn .
kv(tn )kφ ∗
Then vn (t) is solution of (6.1.29)+(6.1.30) with a replaced by a · tn and

v(tn )
vn (0) = kv(t n )kφ ∗
(hence kv(n) (0)kφ ∗ = 1).
Without loss of generality, we may assume that a · tn → a∗ ∈ Y0 . By
(1), Lemma 6.2.9, and the embedding X ,→ L2 (D), kvn (2)k is bounded in n.
Then by Theorem 6.1.3, we may assume that vn (3/2) → v∗ in L2 (D). By
Theorem 6.1.11, we have that vn (t) → v∗ (t) in X for t ∈ [−1, 1], where v∗ (t)
is solution of (6.1.29)+(6.1.30) with a replaced by a∗ and v∗ (3/2) = v∗ . We
therefore have kv∗ (0)kφ ∗ = 1 and v∗ (0) ≥ η0∗φ ∗ for some η0∗ > 0. This implies
that
v(tn ) η∗
≥ 0 φ ∗ for n sufficiently large,
kv(tn )kφ ∗ 2
which contradicts ηn → 0 as n → ∞. (2) is thus proved.
A solution u : J → L2 (D) of (6.0.1)+(6.0.2) is nontrivial if, for each t ∈ J,

there holds u(t) 6= 0.
LEMMA 6.2.11
(1) If u is a nontrivial solution of (6.0.1)+(6.0.2) on J and v is a pos-

itive solution of (6.1.29)+(6.1.30) on the same interval J such that
hu(t), v(t)i = 0 for some (hence every) t ∈ J, then ξ(t) := h|u(t)|, v(t)i
is a decreasing function on J.
(2) If u is a nontrivial solution of (6.0.1)+(6.0.2) on (−∞, t0 ], v is a pos-
itive solution of (6.1.29)+(6.1.30) on (−∞, t0 ], and hu(t0 ), v(t0 )i = 0,
then there is some 0 < %0 < 1 such that
ξ(t + 1)
≤ %0 for t ≤ t0 − 1.
ξ(t)
PROOF (1) Note that u(t) = u+ (t) − u− (t) and
u(t) = Ua (t, s)u+ (s) − Ua (t, s)u− (s)
for t > s. We then have
u+ (t) ≤ Ua (t, s)u+ (s), u− (t) ≤ Ua (t, s)u− (s)
for t > s. It follows that |u(t)| ≤ Ua (t, s)|u(s)|. Since v(t) > 0 for t ∈ J and
u is a nontrivial solution, hu(t), v(t)i = 0 implies that u(t) changes sign. We
therefore must have |u(t)| < Ua (t, s)|u(s)|. Consequently,
ξ(t) < hUa (t, s)|u(s)|, v(t)i = h|u(s)|, v(s)i = ξ(s).
Therefore ξ is a decreasing function on J.

(2) Suppose that the statement is false. Then there are tn → −∞ such that
ξ(tn + t) ξ(tn + 1)
1≥ ≥ →1 (t ∈ [0, 1]) (6.2.8)
ξ(tn ) ξ(tn )
as n → ∞. Let
u(tn + t)
un (t) := (t < t0 − tn )
ku(tn )kφ ∗
and
v(tn + t)
vn (t) := (t < t0 − tn ).
kv(tn )kφ ∗
Then un is a solution of (6.0.1)+(6.0.2) on (−∞, t0 − tn ) with a replaced
u(tn )
by a · tn and un (0) = ku(tn )kφ ∗
, and vn is a solution of (6.1.29)+(6.1.30) on
v(tn )
(−∞, t0 − tn ) with a replaced by a · tn and vn (0) = kv(t n )kφ ∗
. Moreover,
ku (0)kφ ∗ = kv (0)kφ ∗ = 1, hu (t), v (t)i = 0 for t < t0 − tn , and vn (t) ≥ 0
n n n n
for t < t0 − tn .
Without loss of generality we may assume that a · tn → a∗ ∈ Y.
By Lemma 6.2.10(1), kvn (2)kφ ∗ is bounded in n, and then by Lemma 6.2.9,
kvn (3/2)k is bounded in n. Hence, by Theorems 6.1.3 and 6.1.11, we may
assume that vn (t) → v∗ (t) in X for t ∈ [0, 1], where v∗ is a solution of
(6.1.29)+(6.1.30) on [0, 1] with a replaced by a∗ .
By Lemma 6.2.9, kun (δ)k is bounded in n, for any 0 < δ < 1. Then, by
Theorems 6.1.3 and 6.1.11 again, we may assume that un (t) → u∗ (t) in X for
0 < t ≤ 1, where u∗ is a solution of (6.0.1)+(6.0.2) on (0, 1] with a replaced
by a∗ , and hu∗ (t), v∗ (t)i = 0 for 0 < t ≤ 1.
We claim that u∗ and v∗ are nontrivial solutions. In fact, by (6.2.8), for
any s ∈ (0, 1) and sufficiently large n, ξ(tn + s) ≥ ξ(tn )/2, and hence
h|u∗ (s)|, v∗ (s)i = lim h|u(tn + s)|/ku(tn )kφ ∗ , v(tn + s)/kv(tn )kφ ∗ i
n→∞
1
≥ lim sup h|u(tn )|/ku(tn )kφ ∗ , v(tn )/kv(tn )kφ ∗ i.
n→∞ 2
By Lemma 6.2.10(2), there holds
h|u(tn )|, v(tn )/kv(tn )kφ ∗ i ≥ η0 h|u(tn )|, φ ∗ i = η0 ku(tn )kφ ∗
for some η0 > 0. It then follows that

η0
h|u∗ (s)|, v∗ (s)i ≥ ,
2
hence u∗ and v∗ are nontrivial solutions.
Now, for any s, τ ∈ (0, 1) with s < τ , by Part (1)
h|u∗ (s)|, v∗ (s)i

> 1.
h|u∗ (τ )|, v∗ (τ )i
By (6.2.8), we have
h|u∗ (s)|, v∗ (s)i ξ(tn + s)

= lim = 1,
h|u∗ (τ )|, v∗ (τ )i n→∞ ξ(tn + τ )
which is a contradiction. This proves (2).
PROOF (Proof of Theorem 6.2.15) Suppose that u1 and u2 are two

entire positive solutions of (6.0.1)+(6.0.2). Choose a nonzero v0 ∈ X+ , and
let v(t) := U∗a (t, t0 )v0 . Clearly, there is a constant q such that
hu1 (t0 ) − qu2 (t0 ), v0 i = 0.
Let u(t) := u1 (t) − qu2 (t). We then have u(t) = 0 for all t ∈ R or u(t) =
6 0
for all t ≤ t1 and some t1 ≤ t0 . Then by Lemma 6.2.11(2), there are C ∗ > 0
and γ ∗ > 0 such that
∗
h|u(t)|, v(t)i ≤ C ∗ e−γ (t−s)
h|u(s)|, v(s)i t1 > t > s.
On the other hand, we have
h|u(t)|, v(t)i = h|u1 (t) − qu2 (t)|, v(t)i

≤ hu1 (t), v(t)i + |q|hu2 (t), v(t)i
= const for t ≤ t1 .
It then follows that we must have u(t) = 0 and then u1 (t) = qu2 (t), for all
t ∈ R. Therefore an entire positive solution of (6.0.1)+(6.0.2) is unique up to
a constant positive multiple.

nents in Nonautonomous and Random Cases
In this section, we study the principal spectrum and principal Lyapunov
exponents of (6.0.3) and (6.0.4) and extend the theories developed in Chapters
4 and 5 for scalar parabolic equations to cooperative systems of parabolic
equations.

In this subsection, we consider (6.0.4), i.e.,

N N
 ∂uk
 X ∂ X k ∂uk k
 = a (θ t ω, x) + a (θ t ω, x)uk
∂xi j=1 ij i

 ∂t
 ∂xj

 i=1
N K
X ∂uk X k

 + bki (θt ω, x) + cl (θt ω, x)ul , t > 0, x ∈ D


i=1
∂xi


 l=1
B t > 0, x ∈ ∂D,
ak,ω (t)uk = 0,
(6.3.1)
where k = 1, 2, . . . , K, ω ∈ Ω, ((Ω, F, P), {θt }t∈R ) is an ergodic metric dynami-
cal system, and for each ω ∈ Ω, aω (t, x) := (akij (θt ω, x), aki (θt ω, x), bki (θt ω, x),
ckl (θt ω, x), dk0 (θt ω, x)) ∈ Y and Bak,ω (t) is of the same form as in (6.0.2)
with ak being replaced by ak,ω (t, x) = (akij (θt ω, x), aki (θt ω, x), bki (θt ω, x), 0,
dk0 (θt ω, x)).
For a given ω ∈ Ω, let
Ea (ω)(t, x) := aω (t, x) = a(θt ω, x). (6.3.2)
Throughout this subsection, we assume
(A6-7) { Ea (ω) : ω ∈ Ω } ⊂ Y and Ea : Ω → Ỹ(a) := cl { Ea (ω) : ω ∈ Ω }
are measurable, where the closure is taken in the weak-* topology. Moreover,
(A6-1)–(A6-4) are satisfied with Y replaced by Ỹ(a).
We say a is Y-admissible if a satisfies (A6-7).
Let P̃ be the image of the measure P under Ea : ∀A ∈ B(Ỹ(a)), P̃(A) :=
P(Ea−1 (A)). Then (Ỹ(a), {σt }t∈R ) is a topological dynamical system with an
ergodic invariant measure P̃. Put
Ỹ0 (a) := supp P̃.
Then Ỹ0 (a) is a closed (hence compact) and {σt }–invariant subset of Ỹ(a),
with P̃(Ỹ0 (a)) = 1. Moreover, Ỹ0 (a) is connected. (See Chapter 4 for the
reasonings.)
Similarly to Lemma 4.1.2, we have
LEMMA 6.3.1
There exists Ω0 ⊂ Ω with P(Ω0 ) = 1 such that
Ỹ0 (a) = cl { Ea (θt ω) : t ∈ R }
for any ω ∈ Ω0 , where the closure is taken in the weak-* topology.
Denote by Π(a) = {Πt (a)}t≥0 the topological skew-product semiflow gen-

erated by (6.3.1),
Πt (a)(u0 , ω) := (Uã (t, 0)u0 , σt ã) for ã ∈ Ỹ0 (a), u0 ∈ L2 (D), t > 0.
Instead of UEa (ω) (t, s) we will write Uω (t, s).
DEFINITION 6.3.1 (Principal spectrum and principal Lyapunov

exponent)
(1) The principal spectrum of (6.3.1), denoted by Σ(a) = [λmin (a), λmax (a)],
is defined to be the principal spectrum of Π over Ỹ0 (a).
(2) The principal Lyapunov exponent of (6.3.1), denoted by λ(a), is defined

to be the principal Lyapunov exponent of Π over Ỹ0 (a) for the ergodic
invariant measure P̃.
THEOREM 6.3.1
Let Ω0 be as in Lemma 6.3.1.
(1) There is Ω1 ⊂ Ω0 with P(Ω1 ) = 1 such that for any ω ∈ Ω1 one has
ln kUω (t, 0)k

lim = λ(a). (6.3.3)
t→∞ t
(2) For any sequence (ω (n) )∞ ∞ ∞

n=1 ⊂ Ω0 and any real sequences (sn )n=1 , (tn )n=1
such that tn − sn → ∞ one has
ln kUω(n) (tn , sn )k
λmin (a) ≤ lim inf
n→∞ tn − sn
ln kUω(n) (tn , sn )k
≤ lim sup ≤ λmax (a).
n→∞ tn − sn
(3A) There exist a sequence (ω (n) )∞ ∞

n=1 ⊂ Ω0 and a sequence (tn,1 )n=1 ⊂
ln kUωn (tn,1 , 0)k

lim = λmin (a).
n→∞ tn,1
(3B) There exist a sequence (ω (n) )∞ ∞

n=1 ⊂ Ω0 and a sequence (tn,2 )n=1 ⊂
ln kUω(n) (tn,2 , 0)k

lim = λmax (a).
n→∞ tn,2
PROOF (1) By Theorem 6.2.3, there is Ỹ1 ⊂ Ỹ0 with P̃(Ỹ1 ) = 1 such
that
ln kUω (t, 0)k
lim = λ(a)
t→∞ t
for any ω ∈ Ω with Ea (ω) ∈ Ỹ1 . (1) then follows with Ω1 = Ω0 ∩ Ea−1 (Ỹ1 ).
(2) follows from Theorem 6.2.2(1).
(3) follows from Theorem 6.2.2(2A) and (2B).
Let a(1) , a(2) be Y-admissible. Assume there is Ω̃ ⊂ Ω with P(Ω̃) =

k,ω,(m)
1 such that for each ω ∈ Ω̃, aω,(m) (t, x) = a(m) (θt ω, x) = (aij (t, x),
k,ω,(m) k,ω,(m) k,ω,(m) k,ω,(m)
ai (t, x), bi (t, x), cl (t, x), d0 (t, x)) (m = 1, 2) satisfies
k,ω,(1) k,ω,(2) k,ω,(1) k,ω,(2) k,ω,(1)
• aij (t, x) = aij (t, x), ai (t, x) = ai (t, x), bi (t, x) =
k,ω,(2)
bi (t, x), for a.e. (t, x) ∈ R × D,
k,ω,(1) k,ω,(2)
• cl (t, x) ≤ cl (t, x) for a.e. (t, x) ∈ R × D,
k,ω,(1) k,ω,(2)
• d0 (t, x) ≥ d0 (t, x) for a.e. (t, x) ∈ R × ∂D.
THEOREM 6.3.2 (Monotonicity with respect to zero order terms)
(1) λ(a(1) ) ≤ λ(a(2) ).
(2) λmin (a(1) ) ≤ λmin (a(2) ) and λmax (a(1) ) ≤ λmax (a(2) ).
PROOF It follows from Theorem 6.1.5 and Theorem 6.3.1.
For a given Y-admissible a, denote by λD (a), λR (a), and λN (a) the Lya-
punov exponents of (6.3.1) with Dirichlet, Robin, and Neumann boundary
conditions, respectively. Denote by [λD D R R
min (a), λmax (a)], [λmin (a), λmax (a)], and
N N
[λmin (a), λmax (a)] the principal spectrum intervals of (6.3.1) with Dirichlet,
Robin, and Neumann boundary conditions, respectively.
THEOREM 6.3.3 (Monotonicity with respect to boundary condi-

tions)
(1) λD (a) ≤ λR (a) ≤ λN (a).
(2) λD R N D R N
min (a) ≤ λmin (a) ≤ λmin (a) and λmax (a) ≤ λmax (a) ≤ λmax (a).
PROOF It also follows from Theorem 6.1.5 and Theorem 6.3.1.
In the rest of this subsection, we assume that (A6-1)–(A6-6) are satisfied.

Then Π admits an exponential separation on Ỹ0 (a).
THEOREM 6.3.4
Let Ω0 be as in Lemma 6.3.1.
(1) There is Ω1 ⊂ Ω0 with P(Ω1 ) = 1 such that for any ω ∈ Ω1 and any
u0 ∈ L+
2 (D) \ {0} one has
ln kUω (t, 0)u0 k

lim = λ(a). (6.3.4)
t→∞ t
(2) For any sequence (ω (n) )∞ ∞ ∞

n=1 ⊂ Ω0 and any real sequences (sn )n=1 , (tn )n=1
ln kUω(n) (tn , sn )w(E(ω (n) ) · sn )k

n→∞ tn − sn
ln kUω(n) (tn , sn )u0 k
= lim inf
n→∞ tn − sn
ln kUω(n) (tn , sn )w(E(ω (n) ) · sn )k
≤ lim sup
n→∞ tn − sn
ln kUω(n) (tn , sn )u0 k
= lim sup ≤ λmax (a)
n→∞ tn − sn
for each u0 ∈ L2 (D)+ \ {0}.
(3) For each ω ∈ Ω0 , there are sequences (s0n )∞ 0 ∞ 0 0

n=1 , (tn )n=1 ⊂ R, tn −sn → ∞
as n → ∞, such that
ln kUω (t0n , s0n )w(E(ω) · s0n )k ln kUω (t0n , s0n )u0 k

λmin (a) = lim = lim
n→∞ t0n − s0n n→∞ t0n − s0n
for each u0 ∈ L2 (D)+ \ {0}.
(4) For each ω ∈ Ω0 , there are sequences (s00n )∞ 00 ∞ 00 00

n=1 , (tn )n=1 ⊂ R, tn −sn → ∞
as n → ∞, such that
ln kUω (t00n , s00n )w(E(ω) · s00n )k ln kUω (t00n , s00n )u0 k

λmax (a) = lim 00 00
= lim
n→∞ tn − sn n→∞ t00n − s00n
for each u0 ∈ L2 (D)+ \ {0}.
PROOF (1) It follows from Lemma 6.2.6 and Theorem 6.3.1(1).

(2) It follows from Lemma 6.2.6 and Theorem 6.3.1(2).
(3) It follows from Lemma 6.2.6 and Theorem 6.2.12.
In the theorem below a Y-admissible a(0) is fixed. k·k∞ stands for the norm
2
in L∞ (R × D, RK(N +2N +K) ) × L∞ (R × ∂D, RK ).
THEOREM 6.3.5 (Continuous dependence on coefficients)
(1) For each > 0 there is δ > 0 such that for any Y-admissible a, if
kEa (ω) − Ea(0) (ω)k∞ < δ for P-a.e. ω ∈ Ω then
|λ(a) − λ(a(0) )| < .
(2) For each > 0 there is δ > 0 such that for any Y-admissible a, if
kEa (ω) − Ea(0) (ω)k∞ < δ for P-a.e. ω ∈ Ω then
PROOF It follows along the lines of the proofs of Theorems 4.4.1 and
4.4.2.
The above theorems extend the theories developed in Chapter 4 for scalar
random parabolic equations to cooperative systems of random parabolic equa-
tions.

In this subsection, we consider (6.0.3), i.e.,

N N
= a (t, x) + a (t, x)u

 k
∂xi j=1 ij i

 ∂t ∂xj


 i=1
N K (6.3.5)
X
k ∂uk X k

 + bi (t, x) + cl (t, x)ul , t > 0, x ∈ D,


i=1
∂xi


 l=1
B k (t)u = 0 t > 0, x ∈ ∂D,
a k
where Bak (t) is of the same form as in (6.0.2), k = 1, 2, . . . , K and a = (akij , aki ,
bki , ckl , dk0 ) is a given element in Y. Throughout this subsection, we assume
(A6-8) Ỹ(a) := cl { a · t : t ∈ R }, where the closure is taken in the weak-*
topology, satisfies (A6-1)–(A6-4) with Y replaced by Ỹ(a).
We say a is Y-admissible if it satisfies (A6-8).
Let Π = {Πt (a)}t≥0 be the topological linear skew-product semiflow gen-
erated by (6.3.5),
Πt (a)(u0 , ã) := (Uã (t, 0)u0 , σt ã)
where u0 ∈ L2 (D) and ã ∈ Ỹ(a).
DEFINITION 6.3.2 (Principal spectrum) The principal spectrum of

(6.3.5), denoted by Σ(a) = [λmin (a), λmax (a)], is defined to be the principal
spectrum of Π over Ỹ(a).
THEOREM 6.3.6
(1) For any sequence (ã(n) )∞ ∞

n=1 ⊂ Ỹ(a), and any real sequences (sn )n=1 ,
∞
(tn )n=1 such that tn − sn → ∞ one has
ln kUã(n) (tn , sn )k
n→∞ tn − sn
ln kUã(n) (tn , sn )k
≤ lim sup ≤ λmax (a).
n→∞ tn − sn
(2A) There exist a sequence (ã(n) )∞ ∞

n=1 ⊂ Ỹ(a) and a sequence (tn,1 )n=1 ⊂
ln kUãn (tn,1 , 0)k

lim = λmin (a).
n→∞ tn,1
(2B) There exist a sequence (ã(n) )∞ ∞

n=1 ⊂ Ỹ(a) and a sequence (tn,2 )n=1 ⊂
ln kUãn (tn,2 , 0)k

lim = λmax (a).
n→∞ tn,2
PROOF (1) follows from Theorem 6.2.2 (1).

(2) follows from Theorem 6.2.2 (2A) and (2B).
Let Y-admissible a(1) , a(2) satisfy the following:

k,(1) k,(2) k,(1) k,(2) k,(1) k,(2)
• aij (t, x) = aij (t, x), ai (t, x) = ai (t, x), bi (t, x) = bi (t, x),
for a.e. (t, x) ∈ R × D,
k,(1) k,(2)
• cl (t, x) ≤ cl (t, x) for a.e. (t, x) ∈ R × D,
k,(1) k,(2)
• d0 (t, x) ≥ d0 (t, x) for a.e. (t, x) ∈ R × ∂D.
THEOREM 6.3.7 (Monotonicity with respect to zero order terms)
For a given Y-admissible a, denote by [λD D R R

min (a), λmax (a)], [λmin (a), λmax (a)],
N N
and [λmin (a), λmax (a)] the principal spectrum intervals of (6.3.5) with Dirich-
let, Robin, and Neumann boundary conditions, respectively.
THEOREM 6.3.8 (Monotonicity with respect to boundary condi-

tions)
λD R N D R N
min (a) ≤ λmin (a) ≤ λmin (a) and λmax (a) ≤ λmax (a) ≤ λmax (a).
In the rest of this subsection, we assume that (A6-1)–(A6-6) are satisfied.

Hence Π admits an exponential separation over Ỹ(a).
THEOREM 6.3.9
(1) For any u0 ∈ L2 (D)+ \ {0} and any real sequences (sn )∞ ∞
n=1 , (tn )n=1
ln kUa (tn , sn )w(a · sn )k

n→∞ tn − sn
ln kUa (tn , sn )u0 k
= lim inf
n→∞ tn − sn
ln kUa (tn , sn )w(a · sn )k
≤ lim sup
n→∞ tn − sn
ln kUa (tn , sn )u0 k
= lim sup ≤ λmax (a).
n→∞ tn − sn
(2) There are sequences (s0n )∞ 0 ∞ 0 0

n=1 , (tn )n=1 ⊂ R, tn − sn → ∞ as n → ∞,
such that
ln kUa (t0n , s0n )w(a · s0n )k ln kUa (t0n , s0n )u0 k
λmin (a) = lim 0 0
= lim
for each u0 ∈ L2 (D)+ \ {0}.
(3) There are sequences (s00n )∞ 00 ∞ 00 00
n=1 , (tn )n=1 ⊂ R, tn − sn → ∞ as n → ∞,
such that
ln kUa (t00n , s00n )w(a · s00n )k ln kUa (t00n , s00n )u0 k
λmax (a) = lim = lim
n→∞ t00n − s00n n→∞ t00n − s00n
for each u0 ∈ L2 (D)+ \ {0}.
PROOF (1) It follows from Lemma 6.2.6 and Theorem 6.3.6.

(2) It follows from Lemma 6.2.6 and Theorem 6.2.12.
In the theorem below a Y-admissible a(0) is fixed. k·k∞ stands for the norm
2
in L∞ (R × D, RK(N +2N +K) ) × L∞ (R × ∂D, RK ).
THEOREM 6.3.10 (Continuous dependence on coefficients)

For each > 0 there is δ > 0 such that for any Y-admissible a, if ka −
a(0) k∞ < δ then
PROOF It follows by arguments similar to those in the proof of Theorem

4.4.3.
The above theorems extend the theories developed in Chapter 4 for scalar
nonautonomous parabolic equations to cooperative systems of nonautonomous
6.3.3 Influence of Time and Space Variations

In this subsection we study the influence of time and space variations of the
zero-order terms on principal spectrum and principal Lyapunov exponent.
We assume that akij , aki , bki , ckl (l 6= k), and dk0 are independent of t, i.e., we
consider

N N
= a (x) + a (x)u

k

∂t ∂xi j=1 ij ∂xj i




 i=1
N
X ∂uk X k (6.3.6)
 + bki (x) + cl (x)ul + ckk (t, x)uk , t > 0, x ∈ D,
∂xi



 i=1 l6=k


Bak uk = 0, t > 0, x ∈ ∂D,

and

N N
= a (x) + a (x)u

k

∂t ∂xi j=1 ij ∂xj i




 i=1
N
X
k ∂uk X k
 + b i (x) + cl (x)ul + ckk (θt ω, x)uk , t > 0, x ∈ D,
∂x

i



 i=1 l6=k

Bak uk = 0, t > 0, x ∈ ∂D,

(6.3.7)
where Bak ≡ Bak (t) and Bak (t) is as in (2.0.3) with a = ak = (akij (·), aki (·),
bki (·), 0, dk0 (·)), k = 1, 2, . . . , K.
Throughout this subsection, we make the following assumption.
(A6-9) Ỹ(a) induced by (6.3.6) (or by (6.3.7)) satisfies (A6-1)–(A6-6).
In the case of (6.3.6), a function ĉ(x) = (ĉkk (x))K
k=1 is called a time averaged
function of c(t, x) = (ckk (t, x))Kk=1 if
Z tn
k 1
ĉk (x) = lim ckk (t, x) dt
tn −sn →∞ tn − sn s
n
for some sequence tn − sn → ∞, uniformly for x ∈ D̄.

In the case of (6.3.7), ĉ(x) = (ĉkk (x))Kk=1 is called the time averaged function
of c(θt ω, x) = (ckk (θt ω, x))K
k=1 if
Z
ĉkk (x) = ckk (ω, x) dP(ω)
Ω
for x ∈ D̄.
We call the following cooperative system of parabolic equations,

N N
= a (x) + ai (x)uk


∂t ∂xi j=1 ij ∂xj




 i=1
N
X
k ∂uk X k (6.3.8)
 + b i (x) + cl (x)ul + ĉkk (x)uk , t > 0, x ∈ D,
∂x

i



 i=1 l6=k

Bak uk = 0, t > 0, x ∈ ∂D

a time averaged equation of (6.3.6) (the time averaged equation of (6.3.7))

if ĉ = (ĉkk (x)) is an averaged function of c(t, x) = (ckk (t, x)) (the averaged
function of c(ω, x) = (ckk (ω, x))).
Let [λmin (a), λmax (a)] be the principal spectrum of (6.3.6), and let λ(a) be
the principal Lyapunov exponent of (6.3.7). Further, let λprinc (a, ĉ) be the
principal eigenvalue of (6.3.8). Then we have
THEOREM 6.3.11 (Influence of temporal variation in the nonau-

tonomous case)
Consider (6.3.6).
(1) There is a time averaged function ĉ(x) of c(t, x) such that λmin (a) ≥
λprinc (a, ĉ).
(2) λmax (a) ≥ λprinc (a, ĉ) for any time averaged function ĉ(x) of c(t, x).
THEOREM 6.3.12 (Influence of time variations in the random case)
Consider (6.3.7). Then λ(a) ≥ λprinc (a, ĉ).
To prove the above theorems, we first show a few lemmas.

Let Au be defined by
N N
X ∂ X k ∂uk
(Au)k := aij (x) + aki (x)uk
i=1
∂xi j=1 ∂xj
N
X ∂uk X k
+ bki (x) + cl (x)ul (6.3.9)
i=1
∂xi
l6=k
together with boundary conditions Bak uk = 0, 1 ≤ k ≤ K.

We denote
(
C̊(D̄, RK ) (Dirichlet)
X :=
e
K
C(D̄, R ) (Neumann or Robin).
LEMMA 6.3.2
A together with boundary conditions Bak uk = 0, 1 ≤ k ≤ K, generates an
analytic semigroup {eAt }t≥0 on X.
e Moreover, eAt u0 ≥ 0 for any u0 ≥ 0,
0
u ∈ D(A), and any t > 0.
PROOF For the first statement, see [87]. The second statement follows
along the lines of Theorem 6.1.5(1).
Denote by D(A) the domain of A.
LEMMA 6.3.3
Assume u0 ∈ D(A) and u0 ≥ 0. If u0k (x∗ ) = 0 for some x∗ ∈ D and
1 ≤ k ≤ K, then Au0 k (x∗ ) ≥ 0.
PROOF Since u0 ∈ D(A), we have
(eAt u0 )(x) − u0 (x)

lim = (Au0 )(x)
t→0+ t
for any x ∈ D̄. But eAt u0 ≥ 0. It then follows that (Au0 )k (x∗ ) ≥ 0.
For given S < T , let η(t; S) := kUa (t, S)w(a·S)k, v(t, x; S) := (Ua (t, S)w(a·
S))(x)/η(t; S), and ŵ(x; S, T ) := (ŵ1 (x; S, T ), ŵ2 (x; S, T ), . . . , ŵK (x; S, T )),
where !
Z T
1
ŵl (x; S, T ) := exp ln vl (t, x; S) dt (6.3.10)
T −S S
for x ∈ D and ŵl (x; S, T ) = 0 for x ∈ ∂D in the Dirichlet case, and

Z T !
1
ŵl (x; S, T ) := exp ln vl (t, x; S) dt (6.3.11)
T −S S
for x ∈ D̄ in the Neumann and Robin cases (l = 1, 2, . . . , K).

For S < T , v(T, ·; S) = w(a · T ) ∈ D(A). Also, it follows from Theo-
rem 6.1.6 that ŵ(·; S, T ) ∈ D(A), for S < T .
We have
LEMMA 6.3.4
T
Al (v(t, ·; S))(x) Al (ŵ(·; S, T ))(x)
Z
1
dt ≥ for all x ∈ D,
T −S S vl (t, x; S) ŵl (x; S, T )
(6.3.12)
where Al u = (Au)l , l = 1, 2, . . . , K.
PROOF It follows from the arguments of [100, Proposition 2.2]. For

convenience, we provide a proof here.
First of all, recall the Jensen inequality
Z T Z T !
1 1
f (t) dt ≥ exp ln (f (t)) dt (6.3.13)
T −S S T −S S
for any positive continuous function defined on [S, T ], with the equality if and
only if f is a constant function. This implies that
Z T
1 v(t, x; S) ŵ(x; S, T )
dt ≥
T −S S vl (t, x∗ ; S) ŵl (x∗ ; S, T )
for any x, x∗ ∈ D and 1 ≤ l ≤ K, where the inequality ≥ is to be understood

coordinatewise.
Let Z T
l ∗ 1 v(t, x; S) ŵ(x; S, T )
v (x, x ) := dt − .
T − S S vl (t, x∗ ; S) ŵl (x∗ ; S, T )
Then vl (·, x∗ ) ≥ 0 and vll (x∗ , x∗ ) = 0. Observe that vl (·, x∗ ) ∈ D(A). Then
by Lemma 6.3.3, (6.3.12) holds at x∗ . Since x∗ ∈ D is arbitrary, we have that
(6.3.12) holds for any x ∈ D.
PROOF (Proof of Theorem 6.3.11)

(1) Let η(t; S), v(t, x; S), and ŵ(x; S, T ) be as above. Then we have
∂vk ∂η
η + vk = η(Av)k + ckk (t, x)ηvk , x ∈ D, (6.3.14)
∂t ∂t
and
Bak vk = 0, x ∈ ∂D. (6.3.15)
By (6.3.14), we have
Z T
1 ∂vk 1 1
dt + ln η(T ; S)
T −S S ∂t v k T − S
Z T Z T
1 (Av)k 1
= dt + ck (t, x) dt, x ∈ D. (6.3.16)
T −S S vk T −S S k
By Lemma 6.3.4,
Z T
1 ∂vk 1 1
dt + ln η(T ; S)
T − S S ∂t vk T −S
Z T
A(ŵ(·; S, T )))k 1
≥ + ck (t, x) dt, x ∈ D. (6.3.17)
ŵ(·; S, T )k T −S S k
Let Tn − Sn → ∞ be such that
1
lim ln η(Tn ; Sn ) = λmin (a).
n→∞ Tn − Sn
Without loss of generality, assume that
Z Tn
1
exists for all x ∈ D and k = 1, 2, . . . , K. We may also assume that there is

w∗ = w∗ (x) such that
ŵ(x; Sn , Tn ) → w∗ (x)
uniformly for x ∈ D̄,
∂ ŵ ∂w∗
(x; Sn , Tn ) → (x)
∂xi ∂xi
uniformly for x in compact subsets D0 ⊂ D (this limit is also uniform for x
in D̄ in the Neumann and Robin cases), and
∂ 2 ŵ ∂ 2 w∗
(x; Sn , Tn ) → (x)
∂xi ∂xj ∂xi ∂xj
uniformly for x in compact subsets D0 ⊂ D (this is possible by Theorem 6.1.6).

Proceeding as in the proof of Theorem 5.2.1 we see that
Z Tn
1 ∂vk 1
lim (t, x; Sn ) dt = 0
n→∞ Tn − Sn S ∂t vk (t, x; Sn )
n
for all x ∈ D.
We claim that λmin (a) ≥ λprinc (a, ĉ). In fact, by the above arguments,
λmin (a) ≥ (Ak w∗ )(x)/wk∗ (x) + ĉk (x), x ∈ D, (6.3.18)
and
Bak wk∗ (x) = 0 for x ∈ ∂D, (6.3.19)
1 ≤ k ≤ K. This implies that w(t, x) = w∗ (x) is a supersolution of
(
wt = Aw + (ĉ − λmin (a))w, t > 0, x ∈ D,
(6.3.20)
Bak wk = 0, t > 0, x ∈ ∂D, 1 ≤ k ≤ K.
By the fact that w∗ ≥ 0, we have that the principal eigenvalue of (6.3.20)

(i.e., λprinc (a, ĉ) − λmin (a)) is less than or equal to zero. Hence
λmin (a) ≥ λprinc (a, ĉ).
(2) For any averaged function ĉ(x) of c(t, x), there is Tn − Sn → ∞ such
that Z Tn
1
n→∞ Tn − Sn S
n
for k = 1, 2, . . . , K and x ∈ D̄. Let η(t; S), v(t, x; S), and ŵ(x; S, T ) be as
1
in (1). Without loss of generality we may assume that Tn −S n
ln η(Tn ; Sn )
converges as n → ∞ exists. Note that
1
λmax (a) ≥ lim ln η(Tn ; Sn ).
n→∞ Tn − Sn
It then follows from arguments as in (1) that
λmax (a) ≥ λprinc (a, ĉ)
for any averaged function ĉ(x) of c(t, x).
PROOF (Proof of Theorem 6.3.12) Let
η(t; ω) := kUEa (ω) (t, 0)w(Ea (ω))k.
By Theorem 6.3.4(1), for P-a.e. ω ∈ Ω there holds

1
λ(a) = lim ln η(T ; ω)
T →∞ T
and Z T
1
ĉ(x) = lim c(θt ω, x) dt.
T →∞ T 0
It then follows from arguments as in Theorem 6.3.11(1) that
λ(a) ≥ λprinc (a, ĉ).
The theorem is thus proved.
6.4 Remarks
In this chapter, principal spectrum, principal Lyapunov, and exponential
separation for cooperative systems of nonautonomous and random parabolic
equations are investigated. The notion of mild solution is adopted for con-
venience. Many results on principal spectrum for single nonautonomous and
random parabolic equations are extended to cooperative systems of nonau-
tonomous and random parabolic equations.
In the smooth case (both the coefficients and the domain of the systems are
sufficiently smooth), it is proved that mild solutions are also weak solutions
(in fact, they are classical solutions). Almost all of the principal spectrum
theories for single parabolic equations established in Chapters 3, 4, and 5 are
extended to cooperative systems of parabolic equations.
In the nonsmooth case, it can also be proved that mild solutions are weak
solutions in the Dirichlet boundary condition case and in the Neumann and
Robin boundary conditions cases with sufficiently smooth domain (see the
arguments in [33, Proposition 4.2]). We do not go into detail about this issue
in the monograph. The existence of exponential separation and existence and
uniqueness of entire positive solution for general single parabolic equations are
proved in Chapter 3 provided that their positive solutions satisfy certain Har-
nack inequalities (see (A3-1) and (A3-2)). It is expected that these properties
for general single parabolic equations can be extended to general cooperative
systems of parabolic equations under proper conditions. We do not go into
detail either about this issue in the monograph.
Chapter 7
Applications to Kolmogorov Systems
of Parabolic Equations
Spectral theory for linear parabolic problems is a basic tool for the study of
nonlinear parabolic problems. In this chapter, we discuss some applications of
the principal spectral theory developed in previous chapters to uniform persis-
tence of systems of random and nonautonomous nonlinear equations of Kol-
mogorov type. We first consider applications to random and nonautonomous
nonlinear equations of Kolmogorov type, and then consider applications to
systems of such equations.
To be more precise, let D ⊂ RN be a sufficiently smooth domain and B be
either the Dirichlet or Neumann boundary operator, i.e.,

Id (Dirichlet)
B := (7.0.1)
∂ (Neumann).
∂νν
Let ((Ω, F, P), (θt )t∈R ) be an ergodic metric dynamical system.
We first study the following random and nonautonomous equations of Kol-
mogorov type,

 ∂u = ∆u + f (θ ω, x, u)u, x ∈ D,
t
∂t (7.0.2)
Bu = 0, x ∈ ∂D,

where f : Ω × D̄ × [0, ∞) 7→ R,

 ∂u = ∆u + f (t, x, u)u, x ∈ D,
∂t (7.0.3)
Bu = 0, x ∈ ∂D,

where f : R × D̄ × [0, ∞) 7→ R. In particular, we utilize the theories developed

in the previous chapters to study the uniform persistence of (7.0.2) and (7.0.3).
Among other problems, (7.0.2) and (7.0.3) are used to model population
growth problem. Due to the biological reason, we are only interested in the
nonnegative solutions of (7.0.2) and (7.0.3). Note that in the nonautonomous
case, we are interested in the solutions with initial conditions at any t0 ∈ R.
Both random and nonautonomous cases take certain temporal variations of
the underline systems into account and are of great interest in practice.
247
As (7.0.2) and (7.0.3) can be embedded into proper families of nonlinear

equations, to study their uniform persistence we start in Section 7.1 by inves-
tigating a general family of nonlinear equations of Kolmogorov type:

 ∂u = ∆u + g(t, x, u)u, x ∈ D,
∂t (7.0.4)
Bu = 0, x ∈ ∂D,

were g belongs to a set Z of functions satisfying certain conditions (see (A7-

1)–(A7-3) in Section 7.1) and is considered as a parameter. We collect the
existence, uniqueness, and basic properties of solutions of (7.0.4) in Subsec-
tion 7.1.1. Based on the spectral theory developed in previous chapters, the
linear theory of the linearization of (7.0.4) at the trivial solution (i.e., u ≡ 0) is
presented in Subsection 7.1.2. The global attractor and uniform persistence of
(7.0.4) is explored in Subsection 7.1.3 in terms of the linear theory established
in 7.1.2.
We then in Section 7.2 introduce the definitions of uniform persistence for
(7.0.2) and (7.0.3), and establish a uniform persistence theorem for each case
based on the uniform persistence for general families of nonlinear parabolic
equations of Kolmogorov type.
As for the scalar equations case, to study uniform persistence for competi-
tive Kolmogorov systems of random and nonautonomous parabolic equations,
we start in Section 7.3 by considering a family of competitive Kolmogorov
systems of parabolic equations:
 ∂u
1

 = ∆u1 + g1 (t, x, u1 , u2 )u1 , x ∈ D,


 ∂t
 ∂u2


= ∆u2 + g2 (t, x, u1 , u2 )u2 , x ∈ D,
∂t (7.0.5)

Bu = 0, x ∈ ∂D,


 1



Bu2 = 0, x ∈ ∂D,

where g = (g1 , g2 ) belongs to a set Z of functions satisfying certain condi-

tions (see (A7-5)–(A7-8) in Section 7.3) and is considered as a parameter. We
collect the existence, uniqueness, and basic properties of solutions (7.0.5) in
Subsection 7.3.1. The linear theory of the linearization of (7.0.5) at trivial
and semitrivial solutions (i.e., solutions (u1 (t), u2 (t)) satisfying u1 (t) ≡ 0 or
u2 (t) ≡ 0) is investigated in Subsection 7.3.2 based on the general spectral
theory developed in previous chapters. Global attractor and uniform persis-
tence for (7.0.5) is studied in Subsection 7.3.3 in terms of the linear theory
established in 7.3.2.
We then consider in Section 7.4 competitive Kolmogorov systems of ran-
dom and nonautonomous parabolic equations. We introduce the definition
of uniform persistence and establish a uniform persistence theorem for either
case.
7. Applications to Kolmogorov Systems of Parabolic Equations 249
This chapter ends up with some remarks on the existing works about uni-
form persistence and global dynamics in Section 7.5.
Throughout this chapter, we assume the following smoothness of the domain
D.
(A7-D) (Boundary smoothness) ∂D is an (N − 1)-dimensional manifold
of class C 3+α , for some α > 0.
7.1 Semilinear Equations of Kolmogorov Type: General

Theory
In this section we consider families of semilinear second order parabolic
equations of Kolmogorov type
 ∂u = ∆u + g(t, x, u)u,

x ∈ D,
∂t (7.1.1)
Bu = 0, x ∈ ∂D,

where B is a boundary operator of either the Dirichlet or Neumann type as

in (7.0.1). Here g is considered a parameter. Sometimes we write (7.1.1) as
(7.1.1)g .
First, we present the existence, uniqueness, and basic properties of solutions
of (7.1.1) in Subsection 7.1.1. We study the linearized problem at trivial
solution of (7.1.1) in Subsection 7.1.2. In Subsection 7.1.3, we establish global
attractor and uniform persistence theory of (7.1.1).
7.1.1 Existence, Uniqueness, and Basic Properties of Solu-

tions
In this subsection, we present the existence, uniqueness, and basic proper-
ties of solutions of (7.1.1) in appropriate fractional power spaces of the op-
erator ∆ (with corresponding boundary conditions) with admissible g(·, ·, ·)s.
Most properties presented in this subsection can be found in literature. For
convenience, we either provide proofs or references.
First, for a continuous function g : R × D̄ × [0, ∞) → R and t ∈ R denote
by g · t the time-translate of g, g · t(s, x, u) := g(s + t, x, u) for s ∈ R, x ∈ D̄,
and u ∈ [0, ∞).
Let g (n) (n ∈ N) and g be continuous real functions defined on R×D̄×[0, ∞).
Recall that a sequence g (n) converges to g in the open-compact topology if
and only if for any M > 0 the restrictions of g (n) to [−M, M ] × D̄ × [0, M ]
converge uniformly to the restriction of g to [−M, M ] × D̄ × [0, M ].
We state the following well-known result.
LEMMA 7.1.1
If g (n) converge to g in the open-compact topology and tn converge to t then
g (n) · tn converge to g · t in the open-compact topology.
We shall denote by Z the set of admissible parameters of the equation (7.1.1).

A generic element of Z is a (at least) continuous function g : R × D̄ × [0, ∞) →
R. Z is always considered with the open-compact topology.
The standing assumptions on Z are the following:
(A7-1) (1) Z is compact in the open-compact topology.
(2) Z is translation invariant: If g ∈ Z then g · t ∈ Z, for each t ∈ R.
For t ∈ R and g ∈ Z put ζt g := g · t. It follows from Lemma 7.1.1 that
(Z, ζ) = (Z, {ζt }t∈R ) is a compact flow.
The assumption below concerns the regularity of the functions g.
(A7-2) (Regularity) For any g ∈ Z and any M > 0 the restrictions to R ×
D̄ × [0, M ] of g and its derivatives ∂t g, ∂x g, and ∂u g belong to C 1−,1−,1− (R ×
D̄ × [0, M ]). Moreover, for M > 0 fixed the C 1−,1−,1− (R × D̄ × [0, M ])-norms
of the restrictions of those functions are bounded uniformly in Z.
For each g ∈ Z we denote:
G(t, x, u) := g(t, x, u)u, t ∈ R, x ∈ D̄, u ∈ [0, ∞).
LEMMA 7.1.2
Assume (A7-1)–(A7-2). For any sequence (g (n) ) converging in Z to g all
the derivatives of the functions G(n) up to order 1 converge to the respective
derivatives of G, uniformly on compact subsets of R × D̄ × [0, ∞).
Denote by N the Nemytskiı̆ (substitution) operator:
N(t, u, g)(x) := G(t, x, u(x)), x ∈ D̄,
where t ∈ R, u : D̄ → R, and g ∈ Z.
We consider N to be a mapping defined on R × C(D̄)+ × Z. It is straight-
forward to see that N takes R × C(D̄)+ × Z into C(D̄).
We proceed to the issue of the differentiability of the Nemytskiı̆ operator N
with respect to t and u.
Denote by ∂1 the differentiation with respect to t, and denote by ∂2 the
differentiation with respect to u.
It is easy to see that
LEMMA 7.1.3
Assume (A7-1)–(A7-2).
• The derivative ∂1 N (∈ L(R, C(D̄))) is defined everywhere on R×C(D̄)+ ×

Z, and is given by the formula
∂G
(∂1 N(t, u, g)1)(x) = (t, x, u(x)) x ∈ D̄,
∂t
where 1 is the vector tangent at (t, u, g) to the R-axis.
• The derivative ∂2 N (∈ L(C(D̄), C(D̄))) is defined everywhere on R ×

C(D̄)+ × Z, and is given by the formula
∂G
(∂2 N(t, u, g)v)(x) = (t, x, u(x)) · v(x) x ∈ D̄,
∂u
where v ∈ C(D̄) is a vector tangent at (t, u, g) to the C(D̄)-axis.
Regarding the differentiability with respect to u, notice that formally we

need to extend N to some open subset of R × C(D̄)+ × Z in R × C(D̄) × Z.
∂g
Indeed, we can do that by putting g(t, x, u) := g(t, x, 0) + ∂u (t, x, 0)u for
t ∈ R, x ∈ D̄ and u < 0.
In view of Lemma 7.1.3 the derivatives ∂1 N and ∂2 N can (and will) be
identified with the functions ∂G/∂t and ∂G/∂u, respectively.
In the following two lemmas Ñ stand for any of the mappings N, ∂1 N or
∂2 N.
LEMMA 7.1.4
Let (A7-1)–(A7-2) be satisfied. Then
Ñ(t + s, u, g) = Ñ(t, u, g · s) (7.1.2)
for any t, s ∈ R, u ∈ C(D̄)+ , and g ∈ Z.
PROOF It follows immediately from the definition of the time-translate

and from Lemma 7.1.3.
LEMMA 7.1.5
Assume (A7-1) and (A7-2).
(i) [ R × C(D̄)+ × Z 3 (t, u, g) 7→ Ñ(t, u, g) ∈ C(D̄) ] is continuous.
(ii) For any bounded B ⊂ C(D̄)+ , the mapping Ñ satisfies the Lipschitz
condition with respect to (t, u), uniformly in (t, u, g) ∈ R × B × Z.
(iii) For any bounded B ⊂ C(D̄)+ , the image Ñ(R × B × Z) is bounded in

C(D̄).
PROOF The proofs of (i) and (ii) are standard.

To prove (iii) observe that, by Eq. (7.1.2), Ñ(R × B × Z) = Ñ({0} × B × Z),
and apply Part (ii).
We collect now some basic properties of fractional power spaces. For proofs
see [48].
For 1 < p < ∞, let Ap stand for the realization of the operator ∆ (with the
corresponding boundary conditions) in Lp (D). The operator −Ap is sectorial.
Denote by {eAp t }t≥0 the analytic semigroup generated on Lp (D) by Ap .
For 1 < p < ∞ and β ≥ 0 denote by Fpβ the fractional power space of the
sectorial operator −Ap . We have Fp0 = Lp (D), and Fp1 equals the domain of
−Ap . Also
Fp1 ⊂ Wp2 (D).
LEMMA 7.1.6
The following embeddings hold:
,→ Fpβ1 for any 1 < p < ∞ and 0 ≤ β1 < β2 .

(1) Fpβ2 ,−
(2) Fpβ ,→ C β̃ (D), for any 1 < p < ∞, β ≥ 0, and 0 ≤ β̃ < min{1, 2β − Np }.
(3) Fpβ ,→ C 1+β̃ (D), for any 1 0 there is M = M (p, β, T ) > 0 with the
property that
keAp t kLp (D),Fpβ ≤ M t−β and keAp t kFpβ ≤ M
for all 0 < t ≤ T .
PROOF See [48, 1.4 and 1.5].
Let ϕprinc be the unique (nonnegative) principal eigenfunction of the elliptic

boundary value problem
(
∆u = 0 on D
Bu = 0 on ∂D
normalized so that kϕprinc kC(D̄) = 1. It follows from the regularity theory for
the Laplace operator that ϕprinc ∈ C 2 (D̄) ∩ Fp1 , for any 1 0 for each x ∈ D and (∂ϕprinc /∂νν )(x) < 0
for each x ∈ ∂D. In the Neumann case ϕprinc ≡ 1.
N
Until the end of the present section we fix 1 N and 2p + 12 <
β < 1, and put
X := Fpβ . (7.1.3)
There holds
,→ C 1 (D̄).
X ,−
Indeed, p and β are so chosen that by Lemma 7.1.6 we have
Fpβ ,−
,→ Fpβ1 ,→ C 1+β̃ (D) ,→ C 1 (D̄),
N
where 21 + 2p < β1 < β and 0 < β̃ < 2β1 − Np − 1.
Recall that by X + we denote the nonnegative cone in X, X + = { u ∈ X :
u(x) ≥ 0 for all x ∈ D̄ }.
We proceed now to the investigation of the interior X ++ of the nonnegative
cone X + .
LEMMA 7.1.8
(1) In the case of the Dirichlet boundary conditions X ++ is nonempty, and

is characterized by
X ++ = { u ∈ X + : u(x) > 0 for all x ∈ D

(7.1.4)
(2) In the case of the Neumann boundary conditions X ++ is nonempty, and

is characterized by
X ++ = { u ∈ X + : u(x) > 0 for all x ∈ D̄ }. (7.1.5)
PROOF We prove the lemma only for the Dirichlet case, the proof for
the Neumann case being similar, but simpler. Fp1 consists precisely of those
elements of Wp2 (D) whose trace on ∂D is zero. Since Fp1 ,→ C 1 (D̄), any
u ∈ Fp1 is a C 1 function vanishing on ∂D. By [48, Theorem 1.4.8], the image
of the embedding Fp1 ,→ X is dense. Because X ,→ C 1 (D̄), we conclude that
X ,→ C̊ 1 (D̄).
Denote by I the embedding X ,→ C̊ 1 (D̄). It follows from Lemma 1.3.1(2)
that the right-hand side of (7.1.4) equals I −1 (C̊ 1 (D̄)++ ), where C̊ 1 (D̄)++ is an
open subset of C̊ 1 (D̄). This proves the “⊃” inclusion. We have that ϕprinc ∈
Fp1 ,→ X and that it belongs to the right-hand side of (7.1.4), consequently to

X ++ . Finally, let u ∈ X ++ . There is > 0 such that u − ϕprinc ∈ X + ,
therefore u(x) ≥ ϕprinc (x) > 0 for all x ∈ D, which gives further that
∂u ∂ϕprinc
ν (x) ≤ ∂ν
∂ν ν (x) < 0 for all x ∈ ∂D.
Recall that for any u1 , u2 ∈ X we write

u1 u2 if and only if u2 − u1 ∈ X ++ .
The symbol is used in an analogous way.
We write ∂X + for X + \ X ++ .
DEFINITION 7.1.1 (Solution) For t0 ∈ R, u0 ∈ X + , and g ∈ Z by

a solution of (7.1.1)g satisfying the initial condition u(t0 , ·) = u0 we mean
a continuous function u : J → X, where J is a nondegenerate interval with
inf J = t0 ∈ J, satisfying the following:
• u(t0 ) = u0 ,
• u(t) ∈ Fp1 for each t ∈ J \ {t0 },
• u is differentiable, as a function into Lp (D), on J \ {t0 },
• there holds
u̇(t) = Ap u(t) + N(t, u(t), g) for each t ∈ J \ {t0 }.
(See [86].)
A solution u of (7.1.1)g satisfying u(t0 , ·) = u0 is nonextendible if there is
no solution u∗ of (7.1.1)g defined on an interval J ∗ with sup J ∗ > sup J such
that u∗ |J ≡ u.
PROPOSITION 7.1.1 (Existence and uniqueness of solution)

Let (A7-1)–(A7-2) be satisfied. Then for each g ∈ Z, each t0 ∈ R, and each
u0 ∈ X + there exists a unique nonextendible solution of (7.1.1)g satisfying
the initial condition u(t0 , ·) = u0 , defined on an interval of the form [t0 , τmax ),
where τmax = τmax (t0 , u0 , g) > t0 .
PROOF See [48, Theorem 3.3.3].
We will denote the solution of (7.1.1)g satisfying the initial condition u(t0 , ·) =
u0 by u(·; t0 , u0 , g).

Given t0 ∈ R, u0 ∈ X + , and g ∈ Z, there holds u(t; t0 , u0 , g) ∈ X + for any
t ∈ (t0 , τmax (t0 , u0 , g)).
PROOF Note that for given t0 ∈ R and g ∈ Z, u(t; t0 , 0, g) = 0 for

all t ≥ 0. The proposition then follows from the comparison principle for
In a couple of places we will make use of the fact that, in [48], a solution
u(·; t0 , u0 , g) is defined initially as a mild solution. We formulate that as the
following.
PROPOSITION 7.1.3 (Variation of constant formula)

Assume (A7-1)–(A7-2). Then for any t0 ∈ R, u0 ∈ X + , and g ∈ Z the
unique nonextendible solution u(·) := u(·; t0 , u0 , g) satisfies
Z t
u(t) = eAp (t−t0 ) u0 + eAp (t−s) N(s, u(s), g) ds (7.1.6)
t0
for t0 < t < τmax (t0 , u0 , g).
PROPOSITION 7.1.4 (Regularity)

Let (A7-1) and (A7-2) be satisfied. Then for each u0 ∈ X + and each g ∈ Z,
u(t, x) = u(t; t0 , u0 , g)(x) is a classical solution, that is,
∂u
• ∂t (t, ·) ∈ C(D̄) for each t ∈ (t0 , τmax (t0 , u0 , g)),
• u(t, ·) ∈ C 2 (D̄) for each t ∈ (t0 , τmax (t0 , u0 , g)),
• for any t ∈ (t0 , τmax (t0 , u0 , g)) and x ∈ D the equation (7.1.1)g is satis-
fied pointwise,
• for any t ∈ (t0 , τmax (t0 , u0 , g)) and x ∈ ∂D the boundary condition in
(7.1.1) is satisfied pointwise.
PROOF See [48, Sections 3.5 and 3.6].
We introduce now an assumption which guarantees, among others, that any

solution is global , that is, defined on [0, ∞):
(A7-3) There is P > 0 such that g(t, x, u) < 0 for any g ∈ Z, any t ∈ R, any
x ∈ D̄, and any u ≥ P .
PROPOSITION 7.1.5 (Global existence)

Assume (A7-1) through (A7-3). Then for any t0 ∈ R, any u0 ∈ X + , and any
g ∈ Z the unique nonextendible solution u(·; t0 , u0 , g) is defined on [t0 , ∞).
PROOF By Lemma 7.1.5(iii), for any K > 0 and any bounded B ⊂ C(D̄)
the image N([−K, K] × B × Z) is bounded in C(D̄), consequently is bounded
in Lp (D). In view of [48, Theorem 3.3.4] it suffices to show that for any t0 ∈ R,
u0 ∈ X + and g ∈ Z the set { ku(t; t0 , u0 , g)kX : t ∈ [t0 , τmax (t0 , u0 , g)) } is
bounded.
For u0 ∈ X + , take m := max {P, ku0 kC(D̄) }. The constant function m is a
supersolution of (7.1.1)g with u0 ≤ m, hence (0 ≤) u(t; t0 , u0 , g)(x) ≤ m for all
t ∈ [t0 , τmax (t0 , u0 , g)) and all x ∈ D̄, consequently ku(t; t0 , u0 , g)kC(D̄) ≤ m
for all t ∈ [t0 , τmax (t0 , u0 , g)).
By Lemma 7.1.7 there is M1 > 0 such that
keAp t kX ≤ M1 and keAp t kLp (D),X ≤ M1 t−β
for all t ∈ (0, τmax (t0 , u0 , g) − t0 ). Further, M2 := sup{ kN(t, u, g)kC(D̄) : t ∈

[t0 , τmax (t0 , u0 , g)), ku0 kC(D̄) ≤ m, g ∈ Z } < ∞. Finally, put M3 to be the
norm of the embedding C(D̄) ,→ Lp (D). It follows from (7.1.6) that
Z t
ku(t; t0 , u0 , g)kX ≤ M1 ku0 kX + M1 M2 M3 (t − s)−β ds,
t0
which is bounded for t ∈ (t0 , τmax (t0 , u0 , g)).
LEMMA 7.1.9
Assume (A7-1)–(A7-3). Then for any t ≥ 0, t0 ∈ R, u0 ∈ X + , and g ∈ Z
the following holds:
u(t + t0 ; t0 , u0 , g) = u(t; 0, u0 , g · t0 ). (7.1.7)
PROOF Fix t0 ∈ R, u0 ∈ X + , and g ∈ Z. By Proposition 7.1.3 we have

Z t+t0
u(t + t0 ; t0 , u0 , g) = e Ap t
u0 + eAp (t+t0 −s) N(s, u(s; t0 , u0 , g), g) ds
t0
for all t > 0, which can be written as

Z t
u(t + t0 ; t0 , u0 , g) = eAp t u0 + eAp (t−s) N(s + t0 , u(s + t0 ; t0 , u0 , g), g) ds
0
for all t > 0. Put u1 (t) := u(t + t0 ; t0 , u0 , g) for t > 0. We have thus
Z t
u1 (t) = eAp t u0 + eAp (t−s) N(s + t0 , u1 (s), g) ds
0
Z t
= eAp t u0 + eAp (t−s) N(s, u1 (s), g · t0 ) ds (by Eq. (7.1.2))
0
for all t > 0. Consequently, u1 (t) = u(t; 0, u0 , g · t0 ) for all t > 0.

As g · t belongs to Z for any g ∈ Z and any t ∈ R, the above lemma allows

us to restrict ourselves to considering the initial moment t0 to be equal to 0.
LEMMA 7.1.10
Assume (A7-1)–(A7-3). Then for any 0 ≤ t0 ≤ t, u0 ∈ X + , and g ∈ Z the
following holds:
u(t; t0 , u(t0 ; 0, u0 , g), g) = u(t; 0, u0 , g). (7.1.8)
PROOF Fix u0 ∈ X + and g ∈ Z, and put u(t) := u(t; 0, u0 , g). We have

Z t
Ap t
u(t) = e u0 + eAp (t−s) N(s, u(s), g) ds t > 0,
0
which can be transformed, for t > t0 , into

Z t0
u(t) = eAp (t−t0 ) eAp t u0 + eAp (t0 −s) N(s, u(s), g) ds
0
Z t Z t0
+ eAp (t−s) N(s, u(s), g) ds − eAp (t−s) N(s, u(s), g) ds
0 0
Z t
= eAp (t−t0 ) u(t0 ) + eAp (t−s) N(s, u(s), g) ds.
t0
We write u(t; u0 , g) instead of u(t; 0, u0 , g).

A consequence of Lemmas 7.1.9 and 7.1.10 is the following cocycle property:
For all t, s ≥ 0, u0 ∈ X + , and g ∈ Z there holds
u(t + s; u0 , g) = u(t; u(s; u0 , g), ζs g). (7.1.9)
PROPOSITION 7.1.6 (Continuous dependence)

Let (A7-1)–(A7-3) be satisfied. Then the mapping
[ [0, ∞) × X + × Z 3 (t, u0 , g) 7→ u(t; u0 , g) ∈ X + ]
is continuous.
PROOF See [48, Theorem 3.4.1].
PROPOSITION 7.1.7 (Monotonicity)

Assume (A7-1)–(A7-3). Let g ∈ Z.
(1) If u1 , u2 ∈ X + , u1 ≤ u2 , then u(t; u1 , g) ≤ u(t; u2 , g) for each t ≥ 0.
(2) If u1 , u2 ∈ X + , u1 < u2 , then u(t; u1 , g) u(t; u2 , g) for each t > 0.
PROOF Fix u1 , u2 ∈ X + and g ∈ Z, and denote v(t, x) := u(t; u2 , g)(x) −

u(t; u1 , g)(x), t ≥ 0, x ∈ D̄. The function v = v(t, x) is the classical solution
of the nonautonomous linear parabolic partial differential equation
(
∂v
∂t = ∆v + G̃(t, x)v, t > 0, x ∈ D
Bv = 0, t > 0, x ∈ ∂D
with the initial condition v(0, x) = u2 (x) − u1 (x) for x ∈ D̄, where
Z 1
∂G
G̃(t, x) := (t, x, u1 (t; x, g) + s(u2 (t; x, g) − u1 (t; x, g))) ds
0 ∂u
for t ≥ 0 and x ∈ D̄.

The zero-order coefficient G̃ is continuous on [0, ∞) × D̄, so the standard
theory of maximum principles applies.
In the existing terminology we can express Proposition 7.1.7(2) in the fol-

lowing way: For any g ∈ Z and any t > 0 the mapping [ X + 3 u0 7→
u(t; u0 , g) ∈ X + ] is strongly monotone (see, e.g., [56], or [57]).

Assume (A7-1) through (A7-3). Then for any δ0 > 0 and any B ⊂ X +
bounded in the C(D̄)-norm, the set { u(t; u0 , g) : t ≥ δ0 , u0 ∈ B, g ∈ Z } has
compact closure in the X-norm.
PROOF Take m := max{P, sup { ku0 kC(D̄) : u0 ∈ B }}. For any u0 ∈ B

and g ∈ Z the constant function m is a supersolution of (7.1.1)g , hence
0 ≤ u(t; u0 , g)(x) ≤ m for all t ∈ [0, ∞) and all x ∈ D̄.
Pick λ ≥ 0 larger than the supremum of the real parts of eigenvalues of
the operator Ap . Then there is > 0 such that for any 0 < β1 < 1 there is
M = M (β1 ) > 0 with the property that
ke(Ap −λ)t kLp (D),F β1 ≤ M t−β1 e−t

p
for all t > 0 (see [48, Section 1.5]; in fact, in the Dirichlet case we can take
λ = 0, whereas in the Neumann case any λ > 0 will do). For t ∈ R, u ∈
C(D̄)+ , and g ∈ Z put Nλ (t, u, g) := N(t, u, g) + λu. There holds
Z t
(Ap −λ)t
u(t; u0 , g) = e u0 + e(Ap −λ)(t−s) Nλ (s, u(s; u0 , g), g) ds, t > 0.
0
It follows from Lemma 7.1.5(iii) that M1 := sup{ kNλ (t, u, g)kC(D̄) : t ∈

R, 0 ≤ u ≤ m, g ∈ Z } < ∞. Further, denote by M2 the norm of the
embedding C(D̄) ,→ Lp (D). Fix β1 ∈ (β, 1). We see that

Z t
ku(t; u0 , g)kF β1 ≤ mM M2 t−β1 e−t + M M1 M2 (t − s)−β1 e−(t−s) ds
p
0
for all t > 0, u0 ∈ B, and g ∈ Z. Now it suffices to notice that the first term
on the right-hand side of the above inequality is bounded (by mM M2 δ0 −β1 )
for all t ≥ δ0 , whereas the second term is bounded for all t > 0. Finally, we
apply the compact embedding Fpβ1 ,− ,→ X (see Lemma 7.1.6(1)).
PROPOSITION 7.1.9 (Backward uniqueness)

Assume (A7-1)–(A7-3). For any u1 , u2 ∈ X + and any g ∈ Z, if u1 6= u2
then u(t; u1 , g) 6= u(t; u2 , g) for all t ≥ 0.
PROOF See [43, Chapter 6] or [44, Part II, Chapter 18].
We proceed now to the question of the differentiability of the solution opera-

tor. We will be interested in the differentiability of the first order with respect
to u0 as well as the continuous dependence of the respective derivatives.
PROPOSITION 7.1.10 (Differentiability)

Assume (A7-1)–(A7-3). Then the following holds:
(1) The derivative ∂2 u of the mapping
[ [0, ∞) × X + × Z 3 (t, u0 , g) 7→ u(t; u0 , g) ∈ X + ]
with respect to the u0 -variable exists and is continuous on the set (0, ∞)×
Z × X +.
(2) For u0 ∈ X + , g ∈ Z, and v0 ∈ X the mapping
[ (0, ∞) 3 t 7→ ∂2 u(t; u0 , g)v0 ∈ X ]
is the unique solution of the integral equation (where v(·) = ∂2 u(·; u0 ,
g)v0 )
Z t
Ap t
v(t) = e v0 + eAp (t−s) (∂2 N(s, u(s; u0 , g), g)v(s)) ds (7.1.10)
0
for t > 0. Moreover, it is the (classical ) solution of the nonautonomous

linear parabolic equation:
 ∂v = ∆v + ∂G (t, x, u(t; u0 , g))v,


t > 0, x ∈ D
∂t ∂u (7.1.11)
Bv = 0, t > 0, x ∈ ∂D,

with the initial condition v(0, x) = v0 (x) for x ∈ D.

PROOF The fact that, for a fixed g ∈ Z, the statement is fulfilled, follows
from [48, Theorem 3.4.4]. In particular, Part (2) holds.
The continuous dependence of ∂2 u on g is a consequence of the fact that
the solution u(·; u0 , g) is obtained as the fixed point of the operator S(u0 , g) :
C([0, T ], X) → C([0, T ], X)) (T > 0) defined by
Z t
(S(u0 , g)u)(t) := eAp (t) u0 + eAp (t−s) N(s, u(s), g) ds
0
(see Proposition 7.1.3).
In a manner analogous to the proof of Eq. (7.1.9) one proves the following
cocycle property: For all t, s ≥ 0, u0 ∈ X + and g ∈ Z there holds
∂2 u(t + s; u0 , g) = ∂2 u(t; u(s; u0 , g), ζs g) ◦ ∂2 u(s; u0 , g). (7.1.12)
PROPOSITION 7.1.11 (Positivity of the derivative)

Assume (A7-1)–(A7-3). Let u0 ∈ X + and g ∈ Z.
(1) If v0 ∈ X + then ∂2 u(t; u0 , g)v0 ∈ X + for each t ≥ 0.
(2) If v0 ∈ X + \ {0} then ∂2 u(t; u0 , g)v0 ∈ X ++ for each t > 0.
PROOF In view of Proposition 7.1.10(2) this is an application of the

standard theory of maximum principles for classical solutions.
PROPOSITION 7.1.12 (Backward uniqueness of the derivative)

Assume (A7-1)–(A7-3). For any u0 ∈ X + , any v1 , v2 ∈ X, and any g ∈ Z,
if v1 6= v2 then ∂2 u(t; u0 , g)v1 6= ∂2 u(t; u0 , g)v2 for all t ≥ 0.
PROOF See [43, Chapter 6] or [44, Part II, Chapter 18].
It should be remarked that Lemmas 7.1.9 and 7.1.10 as well as Proposi-

tions 7.1.6 through 7.1.12 would hold in fact without Assumption (A7-3), a
difference being that instead of the formulation “for all t ∈ [0, ∞)” one would
have “for all t ∈ [0, τmax (0, u0 , g)),” etc.
We put
Φ(t; u0 , g) = Φt (u0 , g) := (u(t; u0 , g), ζt g), (7.1.13)
where t ≥ 0, u0 ∈ X + , and g ∈ Z. Proposition 7.1.6 and Eq. (7.1.9) guarantee
that Φ = {Φt }t≥0 is a topological skew-product semiflow on the product
bundle X + × Z covering the topological flow (Z, ζ). (Notice that we have the
joint continuity at t = 0.) It should be remarked that the property mentioned
in Proposition 7.1.7(2) can be written as: The (topological) skew-product
semiflow Φ is strongly monotone (this is an adjustment of the terminology

used for semiflows on ordered metric spaces, see, e.g., [57], to skew-product
semiflows with ordered fibers).
Further we put
∂Φ(t; v0 , (u0 , g)) = ∂Φt (v0 , (u0 , g))

(7.1.14)
:= (∂2 u(t; u0 , g)v0 , (u(t; u0 , g), ζt g)),
where t ≥ 0, v0 ∈ X, u0 ∈ X + , and g ∈ Z. Proposition 7.1.10 and Eq. (7.1.12)

guarantee that ∂Φ = {∂Φt }t≥0 is a topological linear skew-product semiflow
on the product Banach bundle X ×(X + ×Z) covering the topological semiflow
Φ on X + × Z. Again, the property mentioned in Proposition 7.1.11(2) can
be written as: The (topological) linear skew-product semiflow ∂Φ is strongly
monotone (or strongly positive).
7.1.2 Linearization at the Trivial Solution

In the present subsection we investigate the linearization of the skew-prod-
uct semiflow Φ at the trivial solution. Most results follow from the general
theories developed in Chapters 2, 3, and 4. For convenience, we provide proofs
for some results.
We assume throughout this subsection that Assumptions (A7-1)–(A7-3) are
satisfied.
The compact set {0} × Z is invariant under Φ. Consider the restriction of
the topological linear skew-product semiflow ∂Φ to X × ({0} × Z):
∂Φt (v0 , (0, g)) = (∂2 u(t; 0, g)v0 , (0, g · t)), t ≥ 0, v0 ∈ X, g ∈ Z.
By Proposition 7.1.10, for any v0 ∈ X and any g ∈ Z the function [ (0, ∞) 3

t 7→ ∂2 u(t; 0, g)v0 ∈ X ] is given by the classical solution of the nonautonomous
linear parabolic equation
(
∂v
∂t = ∆v + g(t, x, 0)v, t > 0, x ∈ D
(7.1.15)
Bv = 0, t > 0, x ∈ ∂D
with the initial condition v(0, x) = v0 (x) for x ∈ D.

2
Define a mapping p̃0 : Z → L∞ (R × D, RN +2N +1 ) × L∞ (R × ∂D, R) by
p̃0 (g) := ((δij )N N N

i,j=1 , (0)i=1 , (0)i=1 , g0 , 0),
and p0 : Z → L∞ (R × D, R) by
p0 (g) := g0 ,
where δij is the Kronecker symbol and g0 (t, x) := g(t, x, 0), t ∈ R, x ∈ D̄.
Let Ỹ and Y stand for the images of Z under p̃0 and p0 , respectively. We
identify p̃0 (g) with p0 (g) = g0 and identify Ỹ with Y . For g0 ∈ Y and t ∈ R
we denote g0 · t(s, x) := g0 (t + s, x), s ∈ R, x ∈ ∂D. We write σt g0 for g0 · t.
Y will be always considered with the open-compact topology.
LEMMA 7.1.11
(1) The mapping p0 : Z → Y is continuous.
(2) Y is compact.
(3) g0 · t ∈ Y for any g0 ∈ Y and any t ∈ R.
(4) p0 ◦ ζt = σt ◦ p0 for any t ∈ R.
(5) The mapping [ R × Y 3 (t, g0 ) 7→ σt g0 ∈ Y ] is continuous.
PROOF Part (1) follows by the definition of the open-compact topology.

Part (2) is a consequence of Part (1) and the compactness of Z. Parts (3)
and (4) are obvious. Part (5) is well known (compare Lemma 7.1.1).
By Lemma 7.1.11(5) (Y, σ) is a compact flow.

For g ∈ Z (or for g0 ∈ Y ) we write (7.1.15) as (7.1.15)g0 .
From Assumptions (A7-1) and (A7-2) it follows that (A2-1)–(A2-4) and
(A3-1), (A3-2) are satisfied by both (7.1.15) and its adjoint problem. Con-
sequently, we can apply to (7.1.15) the theories presented in Sections 2.1–2.3
and Sections 3.1–3.3.
For t ≥ 0, v0 ∈ L2 (D), and g ∈ Z (or for g0 ∈ Y ) we denote by Ug0 (t, 0)v0
the value at time t of the (weak or, what is equivalent, classical) solution of
(7.1.15)g0 satisfying the initial condition v(0, ·) = v0 .
Denote by Π = {Πt }t≥0 the topological linear skew-product semiflow de-
fined on L2 (D) × Y by (7.1.15):
Π(t; v0 , g0 ) = Πt (v0 , g0 ) := (Ug0 (t, 0)v0 , σt g0 ), t ≥ 0, v0 ∈ L2 (D), g0 ∈ Y.
From now on, we assume that Z0 is a nonempty compact connected in-

variant subset of Z. By Lemma 7.1.11, Y0 := p0 (Z0 ) is a nonempty compact
connected invariant subset of Y .
First of all, we have the following result stating that Π admits an exponen-
tial separation over Y0 .
THEOREM 7.1.1
There exist
• an invariant (under Π) one-dimensional subbundle X1 of L2 (D) ×Y0

with fibers X1 (g0 ) = span{w(g0 )}, where w : Y0 → L2 (D) is continuous,
with kw(g0 )k = 1 for all g0 ∈ Y0 , and
• an invariant (under Π) complementary one-codimensional subbundle X2

of L2 (D)×Y0 with fibers X2 (g0 ) = { v ∈ L2 (D) : hv, w∗ (g0 )i = 0 }, where
w∗ : Y0 → L2 (D) is continuous, with kw∗ (g0 )k = 1 for all g0 ∈ Y0 ,
(i) w(g0 ) ∈ L2 (D)+ for all g0 ∈ Y0 ,
(ii) X2 (g0 ) ∩ L2 (D)+ = {0} for all g0 ∈ Y0 ,
(iii) there are M ≥ 1 and γ0 > 0 such that for any g0 ∈ Y0 and any u0 ∈
X2 (g0 ) with ku0 k = 1,
kUg0 (t, 0)u0 k ≤ M e−γ0 t kUg0 (t, 0)w(g0 )k for t > 0.
PROOF See Theorem 3.3.3.
Observe that by the uniqueness of solutions we have the following equality:
Π(t; v0 , g0 ) = ∂Φ(t; v0 , (0, g)), t ≥ 0, v0 ∈ X, g ∈ Z.
Recall that ∂Φ is continuous as a function from (0, ∞) × X × Z into X × Z.

Next we show that we have a stronger exponential separation property. To
do so, we first show some lemmas.
LEMMA 7.1.12
For any T > 0 there is C = C(T ) > 0 such that
kUg0 (t, 0)v0 kX ≤ Ckv0 kX
for all g0 ∈ Y , 0 ≤ t ≤ T , and v0 ∈ X.
PROOF By Proposition 7.1.10(2), for g ∈ Z and v0 ∈ X the function

[ [0, ∞) 3 t 7→ Ug0 (t, 0)v0 ∈ X ] satisfies
Z t
Ug0 (t, 0)v0 = eAp t v0 + eAp (t−s) (∂2 N(s, 0, g)(Ug0 (s, 0)v0 )) ds (7.1.16)
0
for all t > 0.

Fix T > 0. By Lemma 7.1.7 there is M > 0 such that keAp t kLp (D),X ≤
M t−β and keAp t kX ≤ M , for all t ∈ (0, T ]. It follows from Lemma 7.1.5(2)
that M1 := sup{ k∂2 N(t, 0, g)kL(C(D̄)) : t ∈ [0, T ], g ∈ Z } is < ∞. Finally,
put M2 to be the norm of the embedding X ,→ C(D̄) and M3 to be the norm

of the embedding C(D̄) ,→ Lp (D). We estimate
Z t
kUg0 (t, 0)v0 kX ≤ M kv0 kX + M M1 M2 M3 (t − s)−β kUg0 (s, 0)v0 kX ds
0
for all t ∈ (0, T ]. An application of the singular Gronwall lemma (see [48,
1.2.1]) gives the existence of C > 0 such that the desired inequality is satisfied.
LEMMA 7.1.13
For any v0 ∈ L2 (D), g0 ∈ Y , and t > 0, Ug0 (t, 0)v0 ∈ X. Moreover, for any
0 < T1 < T2 , there is C(T1 , T2 ) > 0 such that
kUg0 (t, 0)v0 kX ≤ C(T1 , T2 )kv0 k
for all g0 ∈ Y , T1 ≤ t ≤ T2 , and v0 ∈ L2 (D).
N
PROOF Let p and β with 1 0 such
that
kUg0 (T1 /2, 0)v0 kp ≤ C1 kv0 k for any g0 ∈ Y, v0 ∈ L2 (D).
For a given g0 ∈ Y , let v1 := Ug0 (T1 /2, 0)v0 and g1 := g0 · (T1 /2). Then
Ug0 (t, 0)v0 = Ug1 (t − T1 /2, 0)v1 for t ≥ T1 /2.
Note that Ug1 (t, 0)v1 ∈ Fp1 ,→ X for t > 0 (see [48, Theorem 3.3.3]). By
the arbitrariness of T1 > 0, we have Ug0 (t, 0)v0 ∈ X for t > 0.
By the density of X in Lp (D) and (7.1.16), we have
Z t
Ug1 (t, 0)v1 = eAp t v1 + eAp (t−s) (∂2 N(s, 0, g1 )(Ug1 (s, 0)v1 )) ds (7.1.17)
0
for all t > 0. Then by arguments similar to those in the proof of Lemma
7.1.12, we have
Z t
−β
kUg1 (t, 0)v1 kX ≤ M t kv1 kLp (D) +M M1 M2 M3 (t−s)−β kUg1 (s, 0)v1 kX ds.
0
This together with the singular Gronwall lemma (see [48, 1.2.1]) implies that
there is C2 > 0 such that kUg1 (t, 0)v1 kX ≤ C2 kv1 kp for t ∈ [T1 /2, T2 − T1 /2],
v1 ∈ Lp (D), and g1 ∈ Y .
kUg0 (t, 0)v0 kX ≤ C(T1 , T2 )kv0 k

for any t ∈ [T1 , T2 ], v0 ∈ L2 (D), and g ∈ Y , where C(T1 , T2 ) = C1 C2 .
LEMMA 7.1.14
For any v0 ∈ L2 (D)+ \ {0}, g0 ∈ Y and t > 0, Ug0 (t, 0)v0 ∈ X ++ .
PROOF By Lemma 7.1.13, Ug0 (t, 0)v0 ∈ X for t > 0. Then by Proposition
2.2.7, we have Ug0 (t, 0)v0 ∈ X + for t > 0. It then follows from Proposition
7.1.11 that Ug0 (t, 0)v0 ∈ X ++ .
LEMMA 7.1.15
For any bounded set B ⊂ L2 (D) and 0 < T1 < T2 , the set { Ug0 (t, 0)v0 : t ∈
[T1 , T2 ], g0 ∈ Y, v0 ∈ B } is relatively compact in X.
PROOF First, by Lemma 7.1.13, B1 := { Ug0 (T1 /2, 0)v0 : g0 ∈ Y, v0 ∈ B }

is bounded in X. Then proceeding along the lines of the proof of Proposition
7.1.8 we obtain that { Ug0 ·T1 /2 (t, 0)v1 : g0 ∈ Y, t ∈ [T1 /2, T2 −T1 /2], v1 ∈ B1 }
is relatively compact in X.
Now we have
THEOREM 7.1.2
(i) For each g0 ∈ Y0 , w(g0 ) ∈ X ++ .
(ii) The function [ Y0 3 g0 7→ w(g0 ) ∈ X ] is continuous.
(iii) There is M1 ≥ 1 such that
1
kw(g0 )k ≤ kw(g0 )kX ≤ M1 kw(g0 )k for all g0 ∈ Y0 .
M1
PROOF Define a function r : Y0 → R as r(g0 ) := 1/kUg0 ·(−1) (1, 0)w(g0 ·

(−1)k. The function r is positive and continuous, hence bounded above and
bounded away from zero.
For each g0 ∈ Y0 there holds w(g0 ) = r(g0 )Ug0 ·(−1) (1, 0)w(g0 · (−1)). By
Lemma 7.1.13, Ug0 ·(−1) (1, 0)w(g0 · (−1)), hence w(g0 ), belongs to X.
Also, w(g0 · (−1)) ∈ L2 (D)+ \ {0}, hence it follows from By Lemma 7.1.14,
that w(g0 ) ∈ X ++ . This concludes the proof of Part (i).
By Lemma 7.1.15, { w(g0 ) : g0 ∈ Y0 } has compact closure in X. Assume
(n) (n)
that g0 → g0 . Then w(g0 ) → w(g0 ) in L2 (D). By the above arguments,
(nk )
there are a subsequence (nk )∞ ∗
k=1 and u ∈ X such that w(g0 ) → u∗ in X.
(n)
Therefore we must have u∗ = w(g0 ) and w(g0 ) → w(g0 ) in X. This proves
Part (ii)
Part (iii) follows by Part (ii) and the compactness of Y0 .
THEOREM 7.1.3
c ≥ 1 and γ0 > 0 (γ0 is the same as in Theorem 7.1.1) such that
There are M
kUg0 (t, 0)u0 kX ce−γ0 t ku0 kX

≤M
kUg0 (t, 0)w(g0 )kX kw(g0 )kX
for each t > 0, g0 ∈ Y0 , and u0 ∈ X2 (g0 ) ∩ X.
PROOF It can be proved by arguments similar to those in the proof of

in Theorem 3.5.2. For the reader’s convenience we give a proof here.
By Lemma 7.1.12 there is C > 0 such that kUg0 (t, 0)u0 kX ≤ Cku0 kX for
any g0 ∈ Y0 , 0 ≤ t ≤ 2, and u0 ∈ X. Consequently
kUg0 (t, 0)u0 kX ≤ Ce2γ0 e−γ0 t ku0 kX
for g0 ∈ Y0 , 0 ≤ t ≤ 2, and u0 ∈ X. On the other hand,

M2
kUg0 (t, 0)w(g0 )kX ≥ kw(g0 )kX
M12
for 0 ≤ t ≤ 2, where M2 := inf { kUg0 (t, 0)w(g0 )k : g0 ∈ Y0 , t ∈ [0, 2] } > 0.

Hence
kUg0 (t, 0)u0 kX CM12 e2γ0 −γ0 t ku0 kX
≤ e
kUg0 (t, 0)w(g0 )kX M2 kw(g0 )kX
for 0 ≤ t ≤ 2, provided that u0 ∈ X.
Assume now t > 2. As a consequence of Lemma 7.1.13 there is C1 > 0
such that kUg0 (t, 0)u0 kX ≤ C1 kUg0 (t − 1, 0)u0 k for each g0 ∈ Y0 , t > 2, and
u0 ∈ X. Further, an application of Theorem 7.1.2(iii) gives
kUg0 (t, 0)u0 kX C1 M1 kUg0 (t − 1, 0)u0 k

≤
kUg0 (t, 0)w(g0 )kX M2 kUg0 (t − 1, 0)w(g0 )k
for t > 2. By Theorem 7.1.1,
kUg0 (t − 1, 0)u0 k kUg0 (1, 0)u0 k
≤ M e−γ0 (t−2) .
kUg0 (t − 1, 0)w(g0 )k kUg0 (1, 0)w(g0 )k
Further,
kUg0 (1, 0)u0 k M1 M3 ku0 kX
≤ ,
kUg0 (1, 0)w(g0 )k M2 kw(g0 )kX
where M3 := sup { kUg0 (1, 0)kX,L2 (D) : g0 ∈ Y0 } < ∞ (by X ,→ L2 (D) and
the L2 –L2 estimates in Proposition 2.2.2).
As a consequence,
kUg0 (t, 0)u0 kX ce−γ0 t ku0 kX
≤M
kUg0 (t, 0)w(g0 )kX kw(g0 )kX
e2γ0 M12
for t ≥ 0 and u0 ∈ X2 (g0 ) ∩ X, where M
c=
M2 max {C, CM
1 M3
2
}.
For g0 ∈ Y0 we put w̃(g0 ) := w(g0 )/kw(g0 )kX .

Recall that by Definitions 3.1.1, 3.1.2, and Lemma 3.2.6, the principal spec-
trum of Π over Y0 equals the complement of the set of those λ ∈ R for which
either of the following conditions holds:
kUg0 (t, 0)w(g0 )k ≤ M e(λ−)t for t > 0 and g0 ∈ Y0
(such λ ∈ R are members of the upper principal resolvent of Π over Y0 ,
denoted by ρ+ (Y0 )).
• There are > 0 and M ∈ (0, 1] such that
kUg0 (t, 0)w(g0 )k ≥ M e(λ+)t for t > 0 and g0 ∈ Y0
(such λ ∈ R are members of the lower principal resolvent of Π over Y0 ,
denoted by ρ− (Y0 )).
In view of Theorem 7.1.2 we have the following result.
THEOREM 7.1.4
(1) λ ∈ R belongs to the upper principal resolvent of Π over Y0 if and only if

there are > 0 and M ≥ 1 such that
kUg0 (t, 0)w̃(g0 )kX ≤ M e(λ−)t for t > 0 and g0 ∈ Y0 .
(2) λ ∈ R belongs to the lower principal resolvent of Π over Y0 if and only if

there are > 0 and M ∈ (0, 1] such that
kUg0 (t, 0)w̃(g0 )kX ≥ M e(λ+)t for t > 0 and g0 ∈ Y0 .
As a consequence of Proposition 7.1.10 we have the following, which char-

acterizes the closeness between solutions of nonlinear equations and solutions
of the linearized equation at the trivial solution.
THEOREM 7.1.5
For each t > 0 there holds
ku(t; %u0 , g) − Ug0 (t, 0)(%u0 )kX
→0 as % → 0+
%
uniformly in g ∈ Z and u0 ∈ X + with ku0 kX = 1.
PROOF Let t > 0 be fixed. The statement of the proposition is equivalent

to saying that for each > 0 there is δ > 0 such that
ku(t; u0 , g) − Ug0 (t, 0)u0 kX < ku0 kX
for any g ∈ Z and any u0 ∈ X + with ku0 kX < δ.

Let > 0 be fixed. Proposition 7.1.10 implies that for each g ∈ Z there is
δ1 = δ1 (g) > 0 such that for any h ∈ Z and any u0 ∈ X + , if d(g, h) < δ1 and
ku0 k < δ1 then

k∂2 u(t; u0 , h) − ∂2 u(t; 0, g)kL(X) < ,
2
where d(·, ·) denotes the distance in Z. Since Z is compact, there are finitely
many g (1) , . . . , g (n) ∈ Z such that the open balls (in Z) with center g (k) and
radius δ1 (g (k) ) cover Z. Set δ := min{δ1 (g (1) ), . . . , δ1 (g (n) )}.
For g ∈ Z let g (k) be such that d(g, g (k) ) ≤ δ1 (g (k) ). For u0 ∈ X + with
ku0 kX < δ we estimate
k∂2 u(t; u0 , g) − ∂2 u(t; 0, g)kL(X)

≤ k∂2 u(t; u0 , g) − ∂2 u(t; 0, g (k) )kL(X) + k∂2 u(t; 0, g (k) ) − ∂2 u(t; 0, g)kL(X)
< .
X + is convex, hence there holds

Z 1
u(t; u0 , g) = ∂2 u(t; su0 , g)u0 ds
0
for any u0 ∈ X + and any g ∈ Z. Therefore
ku(t; u0 , g) − Ug0 (t, 0)u0 kX

Z 1
= (∂2 u(t; su0 , g) − ∂2 u(t; 0, g))u0 ds < ku0 kX

0 X
for any g ∈ Z and any u0 ∈ X + with ku0 kX < δ.
The following result will be used several times, so we formulate it as a

separate result.
THEOREM 7.1.6
Let E ⊂ X ++ × Y0 be compact. Then there are 0 < c1 ≤ c2 < ∞ such that
c1 ϕprinc u0 c2 ϕprinc for all (u0 , g0 ) ∈ E.

(n)
PROOF Suppose to the contrary that for each n ∈ N there is (un , g0 ) ∈
E such that n1 ϕprinc 6 un . Without loss of generality we can assume that
(n)
(un , g0 ) converge to some (u0 , g0 ) ∈ E. But then 0 6 u0 , which contradicts
the assumption.
(n)
Now, suppose to the contrary that for each n ∈ N there is (un , g0 ) ∈ E
such that n1 un 6 ϕprinc . Without loss of generality we can assume that
(n)
(un , g0 ) converge to some (u0 , g0 ) ∈ E. The set E is compact, hence the set
{ un : n ∈ N } is bounded in the X-norm, consequently u0 = limn→∞ n1 un = 0.
But then 0 6 ϕprinc , which is impossible.
7.1.3 Global Attractor and Uniform Persistence

In this subsection, we study global attractor and uniform persistence for
the skew-product semiflow Φ. Throughout this subsection, we assume (A7-
1)–(A7-3). Some results presented in this subsection can be proved by ap-
plying the general theories for dissipative systems in [46] and general theories
for persistence in [47]. We choose to provide elementary proofs for all the
results here. We will apply the theories in [46] and [47] in Subsection 7.3.3 to
competitive Kolmogorov systems of parabolic equations.
First we study the global attractor.
We denote
[0, P ]X := { u ∈ X : 0 ≤ u(x) ≤ P for all x ∈ D̄ }.
The set [0, P ]X is convex and closed (in X).
THEOREM 7.1.7 (Absorbing set)

Assume (A7-1)–(A7-3). Let B ⊂ X + be bounded in the C(D̄)-norm. Then
there is T = T (B) ≥ 0 such that u(t; u0 , g)(x) ≤ P for all t ≥ T , u0 ∈ B,
g ∈ Z, and x ∈ D̄. Moreover, if B ⊂ [0, P ]X then T (B) can be taken to be
zero.
PROOF Define a function g̃ : [0, ∞) → R by
g̃(w) := sup { g(t, x, w) : g ∈ Z, t ∈ R, x ∈ D̄ }.
By Assumption (A7-2) the function g̃ is well defined. We claim that it is

locally Lipschitz continuous. To do that, fix W > 0. Again by (A7-2) there
is L > 0 such that
|g(t, x, w1 ) − g(t, x, w2 )| ≤ L|w1 − w2 |
for any g ∈ Z, t ∈ R, x ∈ D̄, and w1 , w2 ∈ [0, W ]. There holds
−L(w2 − w1 ) ≤ g̃(w1 ) − g̃(w2 ) ≤ L(w2 − w1 )

for any two 0 ≤ w1 < w2 ≤ W . Indeed, for any g ∈ Z, t ∈ R, and x ∈ D̄ we

have
g(t, x, w2 ) ≤ g(t, x, w1 ) + L(w2 − w1 ) ≤ g̃(w1 ) + L(w2 − w1 ),
from which it follows that g̃(w2 ) ≤ g̃(w1 ) + L(w2 − w1 ). The inequality
g̃(w1 ) ≤ g̃(w2 ) + L(w2 − w1 ) is proved in a similar way.
Further, g̃(w) < 0 for all w ≥ P .
Fix B ⊂ X + as in the hypothesis, and set w0 := sup { ku0 kC(D̄) : u0 ∈ B }.
For any u0 ∈ B and g ∈ Z, the unique solution w(·) of the ODE ẇ = g̃(w)w
satisfying the initial condition w(0) = w0 is a supersolution of (7.1.1)g . It
suffices to observe that there is T ≥ 0 such that 0 ≤ w(t) ≤ P for all t ≥ T ,
and that if w0 ∈ [0, P ] then T = 0.
THEOREM 7.1.8 (Global attractor in X + )

Let (A7-1) through (A7-3) be satisfied. Then the topological skew-product
semiflow Φ possesses a global attractor Γ contained in [0, P ]X ×Z. In addition,
for any B ⊂ X + bounded in the C(D̄)-norm one has
(1) ∅ =
6 ω(B × Z) (⊂ Γ),
(2) Γ attracts B × Z.
PROOF We first define the set Γ as ω([0, P ]X × Z). Consequently, Γ is

closed and invariant.
It follows from Proposition 7.1.8 that O+ (Φ1 ([0, P ]X × Z)) has compact
closure. Consequently, Γ is, by Lemma 1.2.5, nonempty and compact.
Theorem 7.1.7 implies that cl O+ ([0, P ]X × Z) ⊂ cl([0, P ]X ×Z) = [0, P ]X ×
Z, consequently Γ ⊂ [0, P ]X × Z.
Let B ⊂ X + be bounded in the C(D̄)-norm. Proposition 7.1.8 implies that
O+ (Φ1 (B × Z)) has compact closure, therefore ω(B × Z) is, by Lemma 1.2.5,
nonempty and compact. Theorem 7.1.7 guarantees the existence of T =
T (B) ≥ 0 such that O+ (ΦT (B × Z)) ⊂ [0, P ]X × Z. Consequently,
ω(B × Z) = ω(ΦT (B × Z)) ⊂ ω([0, P ]X × Z) = Γ.
Since, by Lemma 1.2.5, ω(B × Z) attracts B × Z, Γ attracts B × Z, too.
In particular, the (nonempty compact invariant) set Γ attracts any B × Z,
where B ⊂ X + is bounded in the X-norm, consequently is the global attractor
for the semiflow Φ.
By the invariance of Γ and Proposition 7.1.9, for any (u0 , g) ∈ Γ and any
t < 0 there is a unique ũ(t; u0 , g) ∈ X + such that (ũ(t; u0 , g), ζt g) ∈ Γ and
Φ−t (ũ(t; u0 , g), ζt g) = (u0 , g). Define a mapping Φ|Γ : R × Γ → Γ by
(
(ũ(t; u0 , g), ζt g) for t < 0,
Φ|Γ (t, (u0 , g)) :=
(u(t; u0 , g), ζt g) for t ≥ 0.
PROPOSITION 7.1.13
Assume (A7-1) through (A7-3). Then Φ|Γ is a topological flow.
PROOF The satisfaction of the algebraic properties (TF2) and (TF3)

follows from the definition and the fact that Φ is a semiflow.
For each t ≥ 0 the mapping (Φ|Γ )t is a continuous bijection of a compact
metric space onto itself, hence it is a homeomorphism. Further, for (u0 , g) ∈ Γ
fixed the mapping [ R 3 t 7→ ũ(t; u0 , g) ∈ X + ] is continuous (notice that for
any t ∈ R, ũ(t; u0 , g) = u(t; t0 , ũ(t0 ; u0 , g), g) for any t0 < t, so the mapping is
continuous at t).
We have thus the separate continuity of Φ|Γ . The (joint) continuity follows
from standard results on joint continuity of actions of a Baire topological
group (R in our case) on a compact (even locally compact) metric space, see
e.g. [18].
Next we study the uniform persistence. Let Z0 be a nonempty connected

compact invariant subset of Z and Y0 := p0 (Z0 ).
DEFINITION 7.1.2 (Uniform persistence) The skew-product semi-

flow Φ on X + × Z is said to be uniformly persistent over Z0 if there exists
η0 > 0 such that for any u0 ∈ X + \ {0} there is τ = τ (u0 ) > 0 with the
property that
u(t; u0 , g) ≥ η0 ϕprinc for all g ∈ Z0 , t ≥ τ.
In the following, we formulate an assumption on the principal spectrum of

the linearization at the trivial solution.
(A7-4) The principal spectrum [λmin , λmax ] for Π over Y0 is contained in

(0, ∞).
In other words, (A7-4) holds if and only if 0 ∈ ρ− (Y0 ).
LEMMA 7.1.16
Assume (A7-1)–(A7-4). Then there exists T > 0 such that
Ug0 (T, 0)ϕprinc 2ϕprinc for all g ∈ Z0 .
PROOF By (A7-4) and Theorem 7.1.4(2) there are > 0 and 0 < M ≤ 1
such that
kUg0 (t, 0)w̃(g0 )kX ≥ M et for all t > 0, g ∈ Z0 .

Theorem 7.1.6 applied to the compact set E = { (w̃(g0 ), g0 ) : g0 ∈ Y0 } gives

the existence of 0 < c1 ≤ c2 < ∞ such that
1 1
w̃(g0 ) ϕprinc w̃(g0 ) for all g ∈ Z0 .
c2 c1
Take some T > 0 such that M eT > 2c2 /c1 . We have kUg0 (T, 0)w̃(g0 )kX >
2 cc12 . Since Ug0 (T, 0)w̃(g0 ) belongs to span{w̃(g0 · T )}, there holds
c2
Ug0 (T, 0)w̃(g0 ) 2 w̃(g0 · T ).
c1
Consequently, an application of Lemma 7.1.14 yields
1 2
Ug0 (T, 0)ϕprinc Ug (T, 0)w̃(g0 ) w̃(g0 ·T ) 2ϕprinc for all g ∈ Z0 .
c2 0 c1
THEOREM 7.1.9 (Uniform persistence)

Assume (A7-1)–(A7-4). Then there exists r0 > 0 with the following proper-
ties.
(1) u(T ; rϕprinc , g) 2rϕprinc for all r ∈ (0, r0 ] and all g ∈ Z0 , where T > 0
is as in Lemma 7.1.16.
(2) For each compact E ⊂ (X + \ {0}) × Z0 there is T0 = T0 (E) > 0 such
that u(t; u0 , g) 2r0 ϕprinc for all t ≥ T0 and all (u0 , g) ∈ E (hence
{Φt }t≥0 is uniformly persistent over Z0 ).
PROOF (1) Lemma 7.1.15 implies that the set { Ug0 (T, 0)ϕprinc − 2ϕprinc :
g0 ∈ Y0 } (contained, by Lemma 7.1.16, in an open set X ++ ) is compact as
a subset of X. Therefore 0 := inf{ k(Ug0 (T, 0)ϕprinc − 2ϕprinc ) − vkX : g0 ∈
Y0 , v ∈ ∂X + } is positive. By linearity
inf{ k(Ug0 (T, 0)(rϕprinc ) − 2rϕprinc ) − vkX : g0 ∈ Y0 , v ∈ ∂X + } = r0

(7.1.18)
for any r > 0.
It follows from Theorem 7.1.5 that there is r0 > 0 such that
r0
ku(T ; rϕprinc , g) − Ug0 (T, 0)(rϕprinc )kX ≤ for all g ∈ Z0 , r ∈ (0, r0 ].
2
We estimate
k(u(T ; rϕprinc , g) − 2rϕprinc ) − (Ug0 (T, 0)(rϕprinc ) − 2rϕprinc )kX

r0
= ku(T ; rϕprinc , g) − Ug0 (T, 0)(rϕprinc )kX ≤
2
for any g ∈ Z0 and 0 < r ≤ r0 . Eq. (7.1.18) gives u(T ; rϕprinc , g) − 2rϕprinc ∈
X ++ , that is, u(T ; rϕprinc , g) 2rϕprinc . This proves Part (1).
Let a compact E ⊂ (X + \ {0}) × Z0 . Denote E1 := Φ([1, T + 1] × E). The
set E1 is compact and contained in X ++ × Z0 (by Proposition 7.1.7(2)). An
application of Theorem 7.1.6 to the compact set (IdX , p0 )E1 (⊂ X ++ × Y0 )
gives the existence of r̃ > 0 such that u(t; u0 , g) r̃ϕprinc for any t ∈ [1, T +1]
and any (u0 , g) ∈ E. If r̃ ≥ r0 then we put T0 = 1. If not then, for instance,
j ln r − ln r̃ k
0
T0 = +2 T +1
ln 2
will do.
Recall that it is proved in Theorem 7.1.8 that under (A7-1)-(A7-3), Φ pos-

sesses a global attractor Γ contained in [0, P ]X × Z. In the following we go
back to study more properties of the global attractor Γ under (A7-1)-(A7-4).
For each r > 0 we define
rW + := (X + + rϕprinc ) × Z0 and rW ++ := (X ++ + rϕprinc ) × Z0 .
The following result is straightforward.
LEMMA 7.1.17
(i) For any r > 0 the set rW + is closed (in X + × Z0 ).
(ii) For any r > 0, rW ++ equals the relative interior of rW + in X + × Z0 .
(iii) For any 0 < r1 < r2 there holds r2 W + ⊂ r1 W ++ .
THEOREM 7.1.10
Assume (A7-1)–(A7-4). Then for the flow Φ|Γ∩(X + ×Z0 ) the compact invariant
set {0} × Z0 is a repeller, with its dual attractor Γ++ equal to ω(r0 W ++ ∩ Γ)
and contained in 2r0 W + , where r0 > 0 is as in Theorem 7.1.9.
PROOF We start by showing that the set r0 W ++ ∩ Γ is nonempty. Pick

any (u0 , g) ∈ r0 W ++ . Theorem 7.1.8 yields ∅ 6= ω((u0 , g)) ⊂ Γ. By Theo-
rem 7.1.9(2), (u(t; u0 , g), ζt g) belong to 2r0 W ++ for t sufficiently large, con-
sequently ω((u0 , g)) ⊂ cl 2r0 W ++ ⊂ 2r0 W + ⊂ r0 W ++ .
The set r0 W + ∩ Γ is compact and contained in (X + \ {0}) × Z0 . The-
orem 7.1.9(2) gives the existence of T0 > 0 such that Φt (r0 W ++ ∩ Γ) ⊂
2r0 W ++ ∩ Γ for all t ≥ T0 . Thus
Γ++ := ω(r0 W ++ ∩ Γ) = ω(ΦT0 (r0 W ++ ∩ Γ)) ⊂ 2r0 W + ∩ Γ.

It follows from Theorem 7.1.2(ii) that r0 W ++ ∩Γ is relatively open in Γ∩(X + ×

Z0 ), so it is a neighborhood of Γ++ in the relative topology of Γ ∩ (X + × Z0 ).
We have thus proved that Γ++ is an attractor for the flow Φ|Γ∩(X + ×Z0 ) .
We prove now that the attraction basin of Γ++ equals Γ∩((X + \{0})×Z0 ),
that is, the complement of {0} × Z0 in Γ ∩ (X + × Z0 ). Take any nonzero
u0 ∈ X + and any g ∈ Z0 such that (u0 , g) ∈ Γ. Theorem 7.1.9(2) yields
the existence of T0 > 0 such that Φ(t, u0 , g) ∈ 2r0 W ++ ⊂ r0 W + for t ≥ T0 .
Consequently, ω((u0 , g)) = ω(Φ(T0 ; u0 , g)) ⊂ ω(r0 W + ∩ Γ) = Γ++ .
The above theorem deals only with the restriction of Π to Γ ∩ (X + × Z0 ).

That set, as a compact subset of a bundle with fibers being modeled on a sub-
set of an infinite-dimensional Banach space with nonempty interior, is rather
small. What is more, usually we do not have any useable characterization of
members of Γ. These are reasons why we are interested in finding larger sets
attracted by Γ++ . The next result gives two families of such sets.
THEOREM 7.1.11
Let (A7-1)–(A7-4) be fulfilled. Assume that B ⊂ X + \ {0} satisfies one of
the following conditions:
(a) B is compact.
(b) B is bounded in the C(D̄)-norm and there is r̃ > 0 such that u0 ≥ r̃ϕprinc
for each u0 ∈ B.
Then Γ++ attracts B × Z0 .
PROOF From Proposition 7.1.8 it follows that O+ (Φ1 (B × Z0 )) has com-

pact closure (in X + × Z0 ), consequently, by Lemma 1.2.5, ω(B × Z0 ) is com-
pact nonempty and attracts B × Z0 . The remainder of the proof is devoted
to showing that ω(B × Z0 ) ⊂ Γ++ .
Put E1 := cl(Φ1 (B × Z0 )), where the closure is taken in the (X × Z0 )-topol-
ogy. The set E1 is compact (in case (a) as a consequence of the continuity of
Φ1 , in case (b) by Proposition 7.1.8).
We claim that E1 ⊂ X ++ × Z0 . In case (a) this is a direct consequence of
Proposition 7.1.7(2) and the fact that now E1 = Φ1 (B × Z0 ). In case (b), by
Proposition 7.1.7(2) u(1; r̃ϕprinc , g) 0 for each g ∈ Z0 . An application of
Theorem 7.1.6 to the compact set { u(1; r̃ϕprinc , g) : g ∈ Z0 } × Y0 gives the
existence of r̃1 > 0 such that u(1; r̃ϕprinc , g) r̃1 ϕprinc for all g ∈ Z0 . By
Proposition 7.1.7(1), u(1; u0 , g) ≥ u(1; r̃ϕprinc , g) r̃1 ϕprinc for all u0 ∈ B
and all g ∈ Z0 , that is, Φ1 (B × Z0 ) ⊂ r̃1 W ++ , which yields E1 ⊂ r̃1 W + ⊂
X ++ × Z0 .
Theorem 7.1.9(2) guarantees the existence of T0 = T0 (E1 ) > 0 such that
Φt (E1 ) ⊂ 2r0 W ++ for all t ≥ T0 . We have
ω(B × Z0 ) ⊂ ω(E1 ) = ω(ΦT0 (E1 )) ⊂ 2r0 W + ⊂ r0 W ++ .
Since ω(B × Z0 ) ⊂ Γ, it follows from Theorem 7.1.10 that
ω(B × Z0 ) = ω(ω(B × Z0 )) = ω(ω(B × Z0 ) ∩ Γ) ⊂ ω(r0 W ++ ∩ Γ) = Γ++ .
THEOREM 7.1.12 (Structure of Γ++ )

Assume (A7-1)–(A7-4). Assume also that ∂u g(t, x, u) < 0 for any g ∈ Z,
t ∈ R, x ∈ D̄, and u ≥ 0. Then there is a continuous ξ : Z0 → X ++ such that
Γ++ = { (ξ(g), g) : g ∈ Z0 }.
Moreover, for any u0 ∈ X + \ {0} and g ∈ Z0 , u(t; u0 , g) − ξ(g · t) → 0 in X

as t → ∞.
PROOF By Theorem 7.1.6, there are 0 < c1 < c2 such that c1 ϕprinc
u0 c2 ϕprinc for each (u0 , g) ∈ Γ++ . Put u∗ := 2c2 ϕprinc . The set { u0 ∈
X : 0 ≤ u0 c2 ϕprinc } × Z0 is an open neighborhood of Γ++ in the relative
topology of X + × Z0 , consequently we deduce from Theorem 7.1.11 that there
is T > 0 such that u(T ; u∗ , g) ≤ u∗ for all t ≥ T and all g ∈ Z0 . For
n ∈ N and g ∈ Z0 define ξ (n) (g) := u(nT ; u∗ , g · (−nT )). For a fixed g ∈ Z0
the sequence (ξ (n) (g))∞ n=1 is monotone (decreasing), and bounded in L2 (D),
consequently it has a limit in L2 (D) (denoted by ξ + (g)). This sequence is,
by Proposition 7.1.8, relatively compact in the X-norm. As a consequence,
we have that kξ (n) (g) − ξ + (g)kX → 0 as n → ∞, for each g ∈ Z0 . Clearly
(ξ + (g), g) ∈ ω({ (u∗ , g · (−nT0 )) : n ∈ N }) ⊂ Γ++ .
Fix for the moment (u0 , g) ∈ Γ++ . We have (u(−nT ; u0 , g), g · (−nT )) ∈
Γ ++
for all n ∈ N, hence u(−nT ; u0 , g) ≤ u∗ for all n ∈ N. Consequently
u0 = u(nT ; u(−nT ; u0 , g), g·(−nT )) ≤ u(nT ; u∗ , g·(−nT )) for n = 1, 2, 3, . . . ,
therefore u0 ≤ ξ + (g).
In a similar way we prove, for each g ∈ Z0 , the existence of ξ − (g) such that
(ξ (g), g) ∈ Γ++ and ξ − (g) ≤ u0 for any (u0 , g) ∈ Γ++ .
−
We claim that u(t; ξ + (g), g) = ξ + (g · t) and u(t; ξ − (g), g) = ξ − (g · t) for

any g ∈ Z0 and t ∈ R. Suppose first that for some g ∈ Z0 and t < 0 we
have u(t; ξ + (g), g) < ξ + (g · t). Then ξ + (g) = u(−t; u(t; ξ + (g), g), g · t)
u(−t; ξ + (g · t), g · t), which contradicts the characterization of ξ + (g). It re-
mains now to observe that, by construction, u(nT ; ξ + (g), g) = ξ + (g · nT ) and
u(nT ; ξ − (g), g) = ξ − (g · nT ) for all n ∈ N and apply the previous reasoning.
Next we show that ξ + (g) = ξ − (g) for any g ∈ Z0 . To do so we introduce
the so called part metric ρ(·, ·) on X ++ defined by
1
ρ(u, v) := inf { ln α : α > 1, v ≤ u ≤ αv }, u, v ∈ X ++ . (7.1.19)
α
By arguments as in [83, Lemma 3.2],

ρ(u(t; u0 , g), u(t; v0 , g)) < ρ(u(s; u0 , g), u(s; v0 , g)) (7.1.20)
for any u0 , v0 ∈ X ++ with u0 6= v0 , 0 < s < t, and g ∈ Z0 . This implies that
6 ξ − (g̃), then
if g̃ ∈ Z0 is such that ξ + (g̃) =
ρ(ξ + (g̃ · t), ξ − (g̃ · t) < ρ(ξ + (g̃ · s), ξ − (g̃ · s))
for any s < t. Put ρ−∞ := lims→−∞ ρ(ξ + (g̃·s), ξ − (g̃·s)) (6= 0). Let sn → −∞.
Without loss of generality we may assume that g̃ · sn → g∗ , ξ + (g̃ · sn ) →
− − −
u+∗ (in X) and ξ (g̃ · sn ) → u∗ (in X), as n → ∞. Then u∗ 6= u∗ and
+
+ −
ρ(u(t; u∗ , g∗ ), u(t; u∗ , g∗ )) = ρ−∞ for all t ≥ 0, which contradicts (7.1.20).
Therefore, ξ + (g) = ξ − (g) =: ξ(g) for any g ∈ Z0 . Since the compact set Γ++
equals the graph of the function ξ (with compact domain Z0 ), the continuity
of φ follows.
The last property in the statement of the theorem follows from the fact that
Γ++ attracts any (u0 , g) ∈ (X + \ {0}) × Z0 .
Finally, we provide some sufficient conditions which guarantee (A7-4) holds.

A function ĝ0 ∈ C(D̄) is called a time averaged function of g0 ∈ Y0 if there
are sn < tn with tn − sn → ∞ as n → ∞ such that
Z tn
1
ĝ0 (x) = lim g0 (t, x) dt
n→∞ tn − sn s
n
uniformly for x ∈ D̄. Let Ŷ0 be defined as follows:

Ŷ0 := { ĝ0 : ĝ0 is an averaged function of some g0 ∈ Y0 }
For a given ĝ0 ∈ Ŷ0 , let λ(ĝ0 ) be the principal eigenvalue of
(
∂u
∂t = ∆u + ĝ0 (x)u, x∈D
(7.1.21)
Bu = 0, x ∈ ∂D
where Bu is as in (7.1.1).
THEOREM 7.1.13
If λ(ĝ0 ) > 0 for any ĝ0 ∈ Ŷ0 , then (A7-4) holds, and hence Theorems 7.1.9,
7.1.10, and 7.1.11 hold.
PROOF First of all, by Theorem 3.2.5, there are g0− such that
1
λmin = lim ln kUg− (t, 0)w(g0− )k.
t→∞ t 0
Then by Theorem 5.2.2, there is ĝ0− ∈ Ŷ0 such that λmin ≥ λ(ĝ0− ) > 0. This
implies that (A7-4) holds. The theorem thus follows.
7.2 Semilinear Equations of Kolmogorov Type: Exam-

ples
In this section, we discuss applications of the general theory established in
the previous section to some random and nonautonomous semilinear equations
of Kolmogorov type.

Consider the following random parabolic equation of Kolmogorov type:
 ∂u = ∆u + f (θt ω, x, u)u,

t > 0, x ∈ D,
∂t (7.2.1)
Bu = 0, t > 0, x ∈ ∂D,

where f : Ω × D̄ × [0, ∞) 7→ R.
The first assumption in the present subsection concerns the measurability
of the function f (recall that for a metric space S the symbol B(S) stands for
the countably additive algebra of Borel sets):
(A7-R1) (Measurability) The function f is (F×B(D)×B([0, ∞)), B(R))-
measurable.
For each ω ∈ Ω, let f ω (t, x, u) := f (θt ω, x, u).
The function
[ Ω × R × D × [0, ∞) 3 (ω, t, x, u) 7→ f ω (t, x, u) ∈ R ]
is (F × B(R) × B(D) × B([0, ∞)), B(R))-measurable (as a composite of Borel

measurable functions).
As a section of a Borel measurable function, the function f ω , is (B(R) ×
B(D) × B([0, ∞)), B(R))-measurable, for any fixed ω ∈ Ω.
The next assumption regards regularity of the function f :
(A7-R2) (Regularity) For each ω ∈ Ω and any M > 0 the restrictions
to R × D̄ × [0, M ] of f ω and all the derivatives of the functions f ω up to
order 1 belong to C 1−,1−,1− (R × D̄ × [0, M ]). Moreover, for M > 0 fixed the
C 1−,1−,1− (R×D̄×[0, M ])-norms of the restrictions of f ω and those derivatives
are bounded uniformly in ω ∈ Ω.
The last assumption in the present subsection concerns the negativity of
the function f for large values of u.
(A7-R3) There are P > 0 and a function m : [P, ∞) → (0, ∞) such that
f (ω, x, u) ≤ −m(u) for any ω ∈ Ω, any x ∈ D̄, and any u ≥ P .
From now on, until the end of the present subsection, assume that (A7-R1)
through (A7-R3) are satisfied.
Define the mapping E from Ω into the set of continuous real functions
defined on R × D̄ × [0, ∞) as
E(ω) := f ω .
Put
Z := cl { E(ω) : ω ∈ Ω } (7.2.2)
with the open-compact topology, where the closure is taken in the open-
compact topology. It is a consequence of (A7-R2) via the Ascoli–Arzelà the-
orem that the set Z is a compact metrizable space.
The following result follows immediately from the measurability properties
of f (Assumption (A7-R1)).
LEMMA 7.2.1
The mapping E is (F, B(Z))-measurable.
An important property of the mapping E is the following
ζt ◦ E = E ◦ θt for each t ∈ R. (7.2.3)
It follows that if g ∈ E(Ω) then g · t ≡ ζt g ∈ E(Ω) for all t ∈ R. Further, we

deduce from Lemma 7.1.1 that if g ∈ Z then g · t ∈ Z for all t ∈ R.
Hence (Z, {ζt }t∈R ) is a compact flow.
The mapping E is a homomorphism of the measurable flow ((Ω, F), {θt }t∈R )
into the measurable flow ((Z, B(Z)), {ζt }t∈R ). Denote by P̃ the image of
the measure P under E: for any A ∈ B(Z), P̃(A) := P(E −1 (A)). P̃ is a
{ζt }-invariant ergodic Borel measure on Z. So, E is a homomorphism of the
metric flow ((Ω, F, P), {θt }t∈R ) into the metric flow ((Z, B(Z), P̃), {ζt }t∈R ).
We will consider a family of Eqs. (7.1.1) parameterized by g ∈ Z. We
claim that Assumptions (A7-1) through (A7-3) are fulfilled. Indeed, (A7-1) is
clearly satisfied. It follows from (A7-R2) through the Ascoli–Arzelà theorem
that (A7-2) is satisfied. The satisfaction of (A7-3) follows from (A7-R3).
We denote by Φ = {Φt }t≥0 the topological skew-product semiflow generated
by (7.2.1) on the product Banach bundle X + × Z:
Φ(t; u0 , g) = Φt (u0 , g) := (u(t; u0 , g), ζt g), t ≥ 0, g ∈ Z, u0 ∈ X + , (7.2.4)
where u(t; u0 , g) stands for the solution of (7.1.1) with initial condition u(0;
u0 , g)(x) = u0 (x).
Moreover, define
Φ̃(t; u0 , ω) := (u(t; u0 , E(ω)), θt ω), t ≥ 0, ω ∈ Ω, u0 ∈ X + . (7.2.5)
We have
LEMMA 7.2.2
Φ̃ is a continuous random skew-product semiflow on the measurable bundle
X + × Ω, covering the metric flow ((Ω, F, P), {θt }t∈R ).
PROOF It follows from (7.2.3) and the definitions of Φ and Φ̃ that for
each t ≥ 0 the diagram
Φ̃
X + × Ω −−−−
t
→ X+ × Ω
 

(IdX + ,E)y
(Id ,E)
y X+
Φ
X + × Z −−−−
t
→ X + × Z,
commutes. Consequently, the properties (RSP1) and (RSP2) of the random
skew-product semiflow are satisfied.
As regards the measurability of the mapping Φ̃, its second coordinate
[ [0, ∞) × Ω 3 (t, ω) 7→ θt ω ∈ Ω ] is (B([0, ∞)) × F, F)-measurable. The
mapping
[ [0, ∞) × X + × Ω 3 (t, u0 , ω) 7→ u(t; u0 , E(ω)) ∈ X + ]
is the composition of the mapping (Id[0,∞) , IdX + , E) (which is (B([0, ∞)) ×

B(X + ) × F, B([0, ∞)) × B(X + ) × B(Z))-measurable) and the continuous
mapping [ [0, ∞) × X + × Z 3 (t, u0 , g) 7→ u(t; u0 , g) ∈ X + ].
For t ≥ 0, u0 ∈ X + , and ω ∈ Ω we will write u(t; u0 , ω) instead of

u(t; u0 , E(ω)). Similarly, for t0 ∈ R, t ≥ t0 , u0 ∈ X + , and ω ∈ Ω we will
write u(t; t0 , u0 , ω) instead of u(t − t0 ; u0 , E(θt0 ω)).
DEFINITION 7.2.1 (Uniform persistence) (7.2.1) is said to be uni-

formly persistent if there is η0 > 0 such that for any u0 ∈ X + \ {0} there is
τ = τ (u0 ) > 0 with the property that
u(t; t0 , u0 , ω) ≥ η0 ϕprinc for P-a.e. ω ∈ Ω, all t0 ∈ R, and all t ≥ t0 + τ.
It should be noted that the adjective “uniform” in the above definition

means that η0 > 0 is independent of u0 ∈ X + \ {0} (sometimes such a prop-
erty is referred to as permanence). However, in Definition 7.2.1 we have also
uniformity with respect to the initial time t0 ∈ R. It follows that our uniform
persistence is both in the pullback as well as in the forward sense (compare,
e.g., [71]).
Put
Z0 := supp P̃ (7.2.6)
(g ∈ Z0 if and only if for any neighborhood U of g in Z one has P̃(U ) > 0). Z0
is a closed (hence compact) and {ζt }-invariant subset of Z, with P̃(Z0 ) = 1.
Also, Z0 is connected, since otherwise there would exist two open sets U1 , U2 ⊂
Z such that Z0 ∩ U1 and Z0 ∩ U2 are nonempty, compact and disjoint, and
their union equals Z0 . The sets Z0 ∩ U1 and Z0 ∩ U2 are invariant, and, by the
definition of support, each of them has P̃-measure positive, which contradicts
the ergodicity of P̃.
LEMMA 7.2.3
There exists Ω0 ⊂ Ω with P(Ω0 ) = 1 such that Z0 = cl {E(θt ω) : t ∈ R } for
any ω ∈ Ω0 , where the closure is taken in the open-compact topology on Z.
PROOF A proof is a copy of the proof of Lemma 4.1.2.
Note that {0} × Z0 is invariant under Φ. Consider the linearization of Φ at

{0} × Z0 . Let Y0 := p0 (Z0 ). Let
Π(t; v0 , g0 ) := (Ug0 (t, 0)v0 , σt g0 ), t ≥ 0, v0 ∈ X, g0 ∈ Z0 ,
where Ug0 (t, 0)v0 = ∂2 u(t; 0, g)v0 .

Denote the principal spectrum of Π over Y0 by [λmin (f ), λmax (f )]. Let Ω0
be as in Lemma 7.2.3.

Assume that λmin (f ) > 0. Then there is η0 > 0 such that for each nonzero
u0 ∈ X + there exists τ = τ (u0 ) > 0 with the property that u(t; t0 , u0 , ω)(x) ≥
η0 ϕprinc (x) for all t0 ∈ R, t ≥ t0 + τ , ω ∈ Ω0 , and x ∈ D̄.
PROOF An application of Theorem 7.1.9 to the compact set {u0 } × Z0 ⊂

(X + \{0})×Z0 gives the existence of T > 0 such that u(t; t0 , u0 , ω) ≥ η0 ϕprinc
for any t0 ∈ R, any t ≥ t0 + T and any ω ∈ Ω0 .

Consider the following nonautonomous parabolic equation of Kolmogorov
type:
 ∂u = ∆u + f (t, x, u)u,

t > 0, x ∈ D,
∂t (7.2.7)
Bu = 0, t > 0, x ∈ ∂D,

where f : R × D̄ × [0, ∞) → R.
We assume
(A7-N1) (Regularity) For any M > 0 the restrictions to R× D̄×[0, M ] of f
and all the derivatives of the function f up to order 1 belong to C 1−,1−,1− (R×
D̄ × [0, M ]).
(A7-N2) There are P > 0 and a function m : [P, ∞) → (0, ∞) such that
f (t, x, u) ≤ −m(u) for any t ∈ R, any x ∈ D̄ and any u ≥ P .
From now on, until the end of the present subsection, assume that (A7-N1)
and (A7-N2) are satisfied.
Put
Z := cl { f · t : t ∈ R } (7.2.8)
with the open-compact topology, where the closure is taken in the open-com-
pact topology. It is a consequence of (A7-N1) via the Ascoli–Arzelà theorem
that the set Z is a compact metrizable space.
We deduce from Lemma 7.1.1 that if g ∈ Z then g · t ∈ Z for all t ∈ R.
Hence (Z, {ζt }t∈R ) is a compact flow.
We will consider a family of Eqs. (7.1.1) parameterized by g ∈ Z. We
claim that Assumptions (A7-1) through (A7-3) are fulfilled. Indeed, (A7-1) is
clearly satisfied. It follows from (A7-N1) through the Ascoli–Arzelà theorem
that (A7-2) is satisfied. The satisfaction of (A7-3) follows from (A7-N2).
by (7.2.7) on the product Banach bundle X + × Z:
Φ(t; u0 , g) = Φt (u0 , g) := (u(t; u0 , g), ζt g), t ≥ 0, g ∈ Z, u0 ∈ X + , (7.2.9)
where u(t; u0 , g) stands for the solution of (7.1.1) with initial condition u(0;
u0 , g)(x) = u0 (x).

formly persistent if there exists η0 > 0 such that for any u0 ∈ X + \ {0} there
is τ = τ (u0 ) > 0 with the property that
u(t; t0 , u0 , f ) ≥ η0 ϕprinc for all t0 ∈ R and all t ≥ t0 + τ (u0 ).
Note that Z is connected and {0} × Z is invariant under Φ. Consider the

linearization of Φ at {0} × Z. Let Y := p0 (Z). Let
Π(t; v0 , g0 ) := (Ug0 (t, 0)v0 , σt g0 ), t ≥ 0, v0 ∈ X, g0 ∈ Y,
where Ug0 (t, 0)v0 = ∂2 u(t; 0, g)v0 .

Denote the principal spectrum of Π over Y by [λmin (f ), λmax (f )].

Assume that λmin (f ) > 0. Then there is η0 > 0 such that for each nonzero
u0 ∈ X + there exists τ = τ (u0 ) > 0 with the property that u(t; t0 , u0 , f )(x) ≥
η0 ϕprinc (x) for all t0 ∈ R, t ≥ t0 + τ , and x ∈ D̄.
PROOF We apply Theorem 7.1.9(2).

COROLLARY 7.2.1
If for any time averaged function fˆ0 of f0 (t, x) := f (t, x, 0) there holds λ(fˆ0 ) >
0, then there exists η0 > 0 such that for each nonzero u0 ∈ X + there is
τ = τ (u0 ) > 0 with the property that u(t; t0 , u0 , f )(x) ≥ η0 ϕprinc (x) for all
t0 ∈ R, t ≥ t0 + τ and x ∈ D̄.
PROOF It follows from Theorems 5.2.2 and 7.2.2.
7.3 Competitive Kolmogorov Systems of Semilinear Equa-

tions: General Theory
In the present section we consider families of competitive Kolmogorov sys-
tems of semilinear second order parabolic equations:

 ∂u1 = ∆u1 + g1 (t, x, u1 , u2 )u1 ,
 x ∈ D,
∂t




 ∂u2

= ∆u2 + g2 (t, x, u1 , u2 )u2 , x ∈ D, (7.3.1)
 ∂t

Bu1 = 0, x ∈ ∂D,





Bu = 0,
2 x ∈ ∂D,
where B is a boundary operator of either the Dirichlet or Neumann type as
in (7.0.1), and g = (g1 , g2 ) belongs to a certain set of functions. Sometimes
we write (7.3.1) as (7.3.1)g .
We consider the existence, uniqueness, and basic properties of solutions in
Subsection 7.3.1. In Subsection 7.3.2 we study the linearizations of (7.3.1) at
trivial and semitrivial solutions. Global attractor and uniform persistence of
(7.3.1) are investigated in Subsection 7.3.3.
7.3.1 Existence, Uniqueness, and Basic Properties of Solu-

tions
In this subsection, we present the existence, uniqueness, and basic prop-
erties of solutions of (7.3.1) in appropriate fractional power spaces of the
operator ∆ × ∆ (with corresponding boundary conditions) with admissible
g(·, ·, ·) = (g1 (·, ·, ·), g2 (·, ·, ·)). Those properties which are similar to the scalar
equations case will be stated without proofs.
As in Subsection 7.1.1, for a continuous function g : R × D̄ × [0, ∞) → R2
and t ∈ R denote by g · t the time-translate of g, g · t(s, x, u) := g(s + t, x, u)
for s ∈ R, x ∈ D̄, and u ∈ [0, ∞) × [0, ∞).
Let g(n) (n ∈ N) and g be continuous functions from R × D̄ × [0, ∞) ×
[0, ∞) to R2 . Recall that a sequence g(n) converges to g in the open-compact
topology if and only if for any M > 0 the restrictions of g(n) to [−M, M ] ×
D̄ × [0, M ] × [0, M ] converge uniformly to the restriction of g to [−M, M ] ×
D̄ × [0, M ] × [0, M ].
Denote by Z the set of admissible functions g = (g1 , g2 ) for (7.3.1). We
assume that Z satisfies
(A7-5) (1) Z is compact in the open-compact topology.
(2) Z is translation invariant: If g ∈ Z then g · t ∈ Z, for each t ∈ R.
By (A7-5), (Z, {ζt }t∈R ) is a compact flow, where ζt g = g · t for g ∈ Z and
t ∈ R.
(A7-6) (Regularity) For any g = (g1 , g2 ) ∈ Z and any M > 0 the restric-
tions to R × D̄ × [0, M ] × [0, M ] of g1 , g2 , and all the derivatives of g1 and
g2 up to order 1 belong to C 1−,1−,1−,1− (R × D̄ × [0, M ] × [0, M ]). Moreover,
for M > 0 fixed the C 1−,1−,1−,1− (R × D̄ × [0, M ])-norms of the restrictions
of g1 , g2 , and those derivatives are bounded uniformly in Z.
For each g = (g1 , g2 ) ∈ Z we denote:
G(t, x, u) = (G1 (t, x, u1 , u2 ), G2 (t, x, u1 , u2 ))

:= (g1 (t, x, u1 , u2 )u1 , g2 (t, x, u1 , u2 )u2 )
for t ∈ R, x ∈ D̄, u = (u1 , u2 ) ∈ [0, ∞) × [0, ∞).

As in Subsection 7.1.1, we denote by N the Nemytskiı̆ (substitution) oper-
ator:
N(t, u, g)(x) = (N1 (t, u, g)(x), N2 (t, u, g)(x)) := G(t, x, u(x)), x ∈ D̄,
where t ∈ R, u : D̄ → R × R, and g ∈ Z.
We consider N to be a mapping defined on R × (C(D̄)+ × C(D̄)+ ) × Z.
It is straightforward to see that N takes R × (C(D̄)+ × C(D̄)+ ) × Z into
C(D̄) × C(D̄).
Let Ap stand the realization of the operator ∆ (with corresponding bound-
ary conditions) in Lp (D). For 1 N and 21 + 2p <
β < 1, and put
X := Fpβ . (7.3.2)
There holds
,→ C 1 (D̄).
X ,−
Let
X = X × X, (7.3.3)
+ + +
X =X ×X ,
and
X++ = X ++ × X ++ .
Note that X++ is the interior of X+ .

Recall that for u = (u1 , u2 ), v = (v1 , , v2 ) ∈ X,
u≤v if (v1 − u1 , v2 − u2 ) ∈ X+ ,
u<v if (v1 − u1 , v2 − u2 ) ∈ X+ \ {(0, 0)},

and
uv if (u1 − v1 , u2 − v2 ) ∈ X++ .
Let ≤2 be the order in X defined as follows: for u = (u1 , u2 ), v = (v1 , , v2 ) ∈
X,
u ≤2 v if (v1 − u1 , u2 − v2 ) ∈ X+ ,
u <2 v if (v1 − u1 , u2 − v2 ) ∈ X+ \ {(0, 0)},
and
u 2 v if (v1 − u1 , u2 − v2 ) ∈ X++ .
DEFINITION 7.3.1 For t0 ∈ R, u0 = (u10 , u20 ) ∈ X+ , and g =

(g1 , g2 ) ∈ Z by a solution of (7.3.1)g satisfying the initial condition u(t0 ) =
(u1 (t0 , ·), u2 (t0 , ·)) = u0 we mean a continuous function u = (u1 , u2 ) : J → X,
where J is a nondegenerate interval with inf J = t0 ∈ J, satisfying the follow-
ing:
• u(t0 ) = u0 ,
• u(t) ∈ Fp1 × Fp1 for each t ∈ J \ {t0 },
• u(·) is differentiable, as a function into Lp (D) × Lp (D), on J \ {t0 },
• there holds
(
u̇1 (t) = Ap u1 (t) + N1 (t, u1 (t), u2 (t), g)
u̇2 (t) = Ap u2 (t) + N2 (t, u1 (t), u2 (t), g)
for each t ∈ J \ {t0 }.

A solution u = (u1 , u2 ) of (7.3.1)g satisfying u(t0 ) = u0 is nonextendible
if there is no solution u∗ of (7.3.1)g defined on an interval J ∗ with sup J ∗ >
sup J such that u∗ |J ≡ u.
Similarly to Propositions 7.1.1 and 7.1.3, we have
PROPOSITION 7.3.1 (Existence and uniqueness of solution)

Let (A7-5)–(A7-6) be satisfied. Then for each g ∈ Z, each t0 ∈ R, and each
u0 = (u10 , u20 ) ∈ X+ there exists a unique nonextendible solution of (7.3.1)g
satisfying the initial condition u(t0 , ·) = u0 , defined on an interval of the form
[t0 , τmax ), where τmax = τmax (t0 , u0 , g) > t0 . Moreover, for any 1 < p < ∞
the unique nonextendible solution u(·) := u(·; t0 , u0 , g) satisfies
Z t
u(t) = e(Ap ×Ap )(t−t0 ) u0 + e(Ap ×Ap )(t−s) N(s, u(s), g) ds,
t0
for t ∈ (t0 , τmax (t0 , u0 , g)).
Now we formulate several analogs of results from Subsection 7.1.1. We give

(indications of) proofs only when they differ from the proofs of the corre-
sponding results for scalar equations.
Similarly to Proposition 7.1.2, we have

Assume (A7-5)–(A7-6). Given t0 ∈ R, u0 ∈ X+ , and g ∈ Z, there holds
u(t; t0 , u0 , g) ∈ X+ for any t ∈ [t0 , τmax (t0 , u0 , g)).
By arguments as in Lemmas 7.1.9 and 7.1.10, we can prove
u(t + t0 ; t0 , u0 , g) = u(t; 0, u0 , g · t0 ) (7.3.4)
for t ∈ (0, τmax (t0 , u0 , g) − t0 ) and
u(t; t0 , u(t0 ; 0, u0 , g), g) = u(t; 0, u0 , g) (7.3.5)
for t0 , t ∈ (0, τmax (0, u0 , g)) with t0 ≤ t.

In the following we write u(t; u0 , g) for u(t; 0, u0 , g). By (7.3.4) and (7.3.5),
for any u0 ∈ X+ and g ∈ Z there holds
u(t + s; u0 , g) = u(t; u(s; u0 , g), ζs g) (7.3.6)
for s ∈ [0, τmax (0, u0 , g)) and t ∈ [0, τmax (s, u(s; u0 , g), ζs g)). We write
τmax (u0 , g) for τmax (0, u0 , g).
PROPOSITION 7.3.3 (Regularity)

Let (A7-5) and (A7-6) be satisfied. Then for each u0 ∈ X+ and each g ∈ Z,
u(t, x) = u(t; u0 , g)(x) is a classical solution, that is,
∂u
• ∂t (t, ·) ∈ C(D̄) × C(D̄) for each t ∈ (0, τmax (u0 , g)),
• u(t, ·) ∈ C 2 (D̄) × C 2 (D̄) for each t ∈ (0, τmax (u0 , g)),
• for any t ∈ (0, τmax (u0 , g)) and x ∈ D the equation in (7.3.1) is satisfied
pointwise,
• for any t ∈ (0, τmax (u0 , g)) and x ∈ ∂D the boundary condition in
(7.3.1) is satisfied pointwise.
Similarly to Proposition 7.1.6 we have
PROPOSITION 7.3.4 (Continuous dependence)

Let (A7-5)–(A7-6) be satisfied. Then the mapping
[ [0, τmax (u0 , g)) × X+ × Z 3 (t, u0 , g) 7→ u(t; u0 , g) ∈ X+ ]
is continuous.
PROPOSITION 7.3.5 (Differentiability)

Assume (A7-5)–(A7-6). Then the derivative ∂2 u of the mapping
[ [0, τmax (u0 , g)) × X+ × Z 3 (t, u0 , g) 7→ u(t; u0 , g) ∈ X+ ]
with respect to the u0 -variable exists and is continuous on the set (0, τmax (u0 ,
g))× X+ ×Z. For u0 = (u01 , u02 ) ∈ X+ and v0 = (v01 , v02 ) ∈ X the func-
tion [ t 7→ v(t) ], where v(t) = (v1 (t), v2 (t)) := ∂2 u(t; u0 , g)v0 , is a classical
solution of the system of parabolic equations
 ∂v ∂G1
∂t = ∆v1 + ∂u1 (t, x, u(t; u0 , g)(x))v1
1



+ ∂G t > 0, x ∈ D,

∂u2 (t, x, u(t; u0 , g)(x))v2 ,

 1



 ∂v2 = ∆v + ∂G2 (t, x, u(t; u , g)(x))v

∂t 2 ∂u1 0 1
(7.3.7)
∂G2


 + ∂u 2
(t, x, u(t; u0 , g)(x))v 2 , t > 0, x ∈ D,


Bv t > 0, x ∈ ∂D,



 1 = 0,

Bv2 = 0, t > 0, x ∈ ∂D,

with initial conditions v1 (0) = v01 , v2 (0) = v02 .
The following is a competition assumption.

(A7-7) (Strong competitiveness)
(∂g1 /∂u2 )(t, x, u1 , u2 ) < 0 and (∂g2 /∂u1 )(t, x, u1 , u2 ) < 0 for all g ∈ Z, t ∈ R,
x ∈ D̄, and (u1 , u2 ) ∈ [0, ∞) × [0, ∞).
PROPOSITION 7.3.6 (Order preserving)

Assume (A7-5)–(A7-7). Let g ∈ Z.
(1) If (u1 , u2 ), (v1 , v2 ) ∈ X+ , (u1 , u2 ) ≤2 (v1 , v2 ), then
u(t; (u1 , u2 ), g) ≤2 u(t; (v1 , v2 ), g)
for each t ∈ [0, τmax ((u1 , u2 ), g)) ∩ [0, τmax ((v1 , v2 ), g)).
(2) If (u1 , u2 ), (v1 , v2 ) ∈ X + , (u1 , u2 ) <2 (v1 , v2 ) and v1 > 0 or u2 > 0,

then
u(t; (u1 , u2 ), g) 2 u(t; (v1 , v2 ), g)
for each t ∈ (0, τmax ((u1 , u2 ), g)) ∩ (0, τmax ((v1 , v2 ), g)).
PROOF It follows from Proposition 7.3.2 and comparison principle for

Here is the assumption which guarantees the global existence of solutions.
(A7-8) There is P > 0 such that g1 (t, x, u1 , u2 ) < 0 for any g ∈ Z, any t ∈ R,
any x ∈ D̄, and any u1 ≥ P , any u2 ∈ [0, ∞); and g2 (t, x, u1 , u2 ) < 0 for any
g ∈ Z, any t ∈ R, any x ∈ D̄, and any u1 ∈ [0, ∞), u2 ≥ P .
The following proposition follows from Proposition 7.1.5.
PROPOSITION 7.3.7 (Semitrivial solutions)

Assume (A7-5)–(A7-8).
(1) For any u0 ∈ X+ × {0}, u(t; u0 , g) exists and u(t; u0 , g) ∈ X+ × {0}

for all t ≥ 0 and g ∈ Z (such u(t; u0 , g) is called a semitrivial solution).
(2) For any u0 ∈ {0} × X + , u(t; u0 , g) exists and u(t; u0 , g) ∈ {0} × X +

for all t ≥ 0 and g ∈ Z (such u(t; u0 , g) is also called a semitrivial
solution).
PROPOSITION 7.3.8 (Global existence)

Assume (A7-5) through (A7-8). Then for any u0 ∈ X+ and any g ∈ Z the
unique nonextendible solution u(·; u0 , g) is defined on [0, ∞).
PROOF For any u0 = (u01 , u02 ) ∈ X+ and g ∈ Z, by Proposition 7.3.6,

we have
u(t; (0, u02 ), g) ≤2 u(t; (u01 , u02 ), g) ≤2 u(t; (u01 , 0), g)
for all t ∈ [0, τmax (u0 , g)). An application of Theorem 7.1.7 to both the first
coordinate of u(·; (u01 , 0), g) and the second coordinate of u(·; (0, u02 ), g) gives
together with the above inequality that the set { ku(t; u0 , g)kC(D̄)×C(D̄) : t ∈
[0, τmax (u0 , g)) } is bounded. The remainder of the proof goes along the lines
of the proof of Proposition 7.1.5.


Assume (A7-5) through (A7-8). Then for any δ0 > 0 and any B ⊂ X+
bounded in the C(D̄) × C(D̄)-norm, the set { u(t; u0 , g) : t ≥ δ0 , u0 ∈ B, g ∈
Z } has compact closure in the X-norm.
In the rest of this subsection, we assume (A7-5)-(A7-8). Let
Φ(t; u0 , g) = Φt (u0 , g) := (u(t; u0 , g), ζt g) (7.3.8)
for t ≥ 0, u0 ∈ X+ , and g ∈ Z. Then Φ = {Φt }t≥0 is a topological skew-

product semiflow on the product bundle X+ × Z covering the topological flow
(Z, ζ).
In the sequel an important role will be played by the set
e + := (X + × {0}) ∪ ({0} × X + ).
∂X
Notice that ∂X e + is a proper subset of X+ \ X++ (= the boundary of X+ in

X). Indeed, let a nonzero u0 ∈ X + \ X ++ . Then (u0 , u0 ) ∈ X+ \ X++ but
e +.
(u0 , u0 ) 6∈ ∂X
e + × Z and (X+ \ ∂X
By Propositions 7.3.7 and 7.3.6(2), the sets ∂X e +) × Z
are forward invariant. The property in Proposition 7.3.6(2) can be written as:
The restriction Φ|(X+ \∂Xe + )×Z is strongly monotone with respect to the order
relation ≤2 (cp. [57]).
Further, let
∂Φ(t; v0 , (u0 , g)) = ∂Φt (v0 , (u0 , g))

(7.3.9)
:= (∂2 u(t; u0 , g)v0 , (u(t; u0 , g), ζt g)),
where t ≥ 0, v0 ∈ X, u0 ∈ X+ , and g ∈ Z. Proposition 7.3.5 guarantees that

∂Φ = {∂Φt }t≥0 is a topological linear skew-product semiflow on the product
Banach bundle X × (X+ × Z) covering the topological semiflow Φ on X+ × Z.
7.3.2 Linearization at Trivial and Semitrivial Solutions

In this subsection, we consider the linearization of (7.3.1) at trivial and
semitrivial solutions. Throughout this subsection we assume (A7-5)–(A7-8).
Most results in this subsection follow from the general theories developed in
Chapters 2, 3, and 4.
We start by considering the linearization at trivial solution.
Note that {0} × Z is invariant under Φ. We introduce p0 : Z → L∞ (R ×
D, R) by
p0 (g) := g0 ,
where g0 (t, x) := g(t, x, 0, 0) for g ∈ Z. We further introduce p01 : Z →
L∞ (R × D, R) by
p01 (g) := g01 ,
where g01 (t, x) := g1 (t, x, 0, 0) for g = (g1 , g2 ) ∈ Z, and p02 : Z → L∞ (R ×

D, R) by
p02 (g) := g02 ,
where g02 (t, x) := g2 (t, x, 0, 0) for g = (g1 , g2 ) ∈ Z. Denote by Y0 , Y 01 , and
Y 02 the images of p0 , p01 , and p02 , respectively.
Consider the restriction of the topological linear skew-product semiflow ∂Φ
to X × ({0} × Z):
∂Φt (v0 , (0, g)) = (∂2 u(t; 0, g)v0 , (0, g · t)), t ≥ 0, v0 ∈ X, g ∈ Z.
It follows from Proposition 7.1.10 that for any v0 = (v01 , v02 ) ∈ X and any
g = (g1 , g2 ) ∈ Z the function [ (0, ∞) 3 t 7→ ∂2 u(t; 0, g)v0 ∈ X ] is given by
the classical solution v(·) = (v1 (·), v2 (·)) of
(
∂vi
∂t = ∆vi + g0i (t, x)vi , t > 0, x ∈ D,
(7.3.10)
Bvi = 0, t > 0, x ∈ ∂D,
with initial condition vi (0) = v01 , i = 1, 2. We sometimes write (7.3.10) as

(7.3.10)i , i = 1, 2.
Let Ug0i0i (t, 0) : L2 (D) → L2 (D), i = 1, 2, be the weak solution operator of
(7.3.10)i . We have
∂2 u(t; 0, g)v0 = (Ug01

01
(t, 0)v01 , Ug02
02
(t, 0)v02 ) (7.3.11)
for any v0 = (v01 , v02 ) ∈ X and t ≥ 0.

We may write Ug010 (t, 0) and Ug020 (t, 0) for Ug01 01
(t, 0) and Ug02
02
(t, 0), respec-
tively, if no confusion occurs, where g0 = (g01 , g02 ) = p0 (g).
Let Z0 be a nonempty connected compact translation invariant subset of
0 0
Z. Denote Y01 := p01 (Z0 ) and Y02 := p02 (Z0 ).
Let
Π0i (t; v0i , g0i ) := (Ug0i0i (t, 0)v0i , g0i · t)
for t ≥ 0, v0i ∈ L2 (D), and g0i ∈ Y0i0 , i = 1, 2.
Similarly to Theorem 7.1.1, following from Theorem 3.3.3 we have
THEOREM 7.3.1
Let i = 1 or 2. There exist
• an invariant (under Π0i ) one-dimensional subbundle Xi,1 0
of L2 (D) ×
Y0i with fibers Xi,1 (g0i ) = span{wi (g0i )}, where wi : Y0i0 → L2 (D) is
0 0 0 0
continuous, with kwi0 (g0i )k = 1 for all g0i ∈ Y0i0 , and

• an invariant (under Π0i ) complementary one-codimensional subbundle
0
Xi,2 of L2 (D) × Y0i0 with fibers Xi,2
0
(g0i ) = { v ∈ L2 (D) : hv, wi0,∗ (g0i )i =
0 }, where wi0,∗ : Y0i0 → L2 (D) is continuous, and for all g0i ∈ Y0i0 ,
kwi0,∗ (g0i )k = 1,

(i) wi0 (g0i ) ∈ L2 (D)+ for all g0i ∈ Y0i0 ,
0
(ii) Xi,2 (g01 ) ∩ L2 (D)+ = {0} for all g0i ∈ Y0i0 ,
(iii) there are Mi0 ≥ 1 and γi0 > 0 such that for any g0i ∈ Y0i0 and any
0
v0i ∈ Xi,2 (g0i ) with kv0i k = 1,
0
kUg0i0i (t, 0)v0i k ≤ Mi0 e−γi t kUg0i0i (t, 0)wi0 (g0i )k for t > 0.
For i = 1, 2, denote by [λ0i,min , λ0i,max ] the principal spectrum interval of

(7.3.10)i over Y0i0 . [λ0i,min , λ0i,max ] are referred to as the principal spectrum
intervals of Π on Y00 := p0 (Z0 ), or the principal spectrum intervals associated
to {0} × Z0 .
THEOREM 7.3.2
Assume (A7-5)–(A7-8). For any > 0, there is δ > 0 such that for any
continuous (u∗1 , u∗2 ) : R × D̄ → R2 satisfying |u∗1 (t, x)|, |u∗2 (t, x)| ≤ δ for all
sufficiently large t and all x ∈ D̄ there holds
1
lim inf ln kũ1 (t; t0 , u01 , g1∗ )k ≥ λ01,min −
t→∞ t
and
1
lim inf ln kũ2 (t; t0 , u02 , g2∗ )k ≥ λ02,min −
t→∞ t
for any t0 ∈ R and any u01 , u02 ∈ X + \ {0}, where ũi (·; t0 , u0i , gi∗ ), i = 1, 2,
denotes the solution of (7.3.10)i with g0i (t, x) replaced by gi∗ (t, x) = gi (t, x,
u∗1 (t, x), u∗2 (t, x)) and the initial condition ũi (t0 ; t0 , u0i , gi∗ ) = u0i .
PROOF Fix g = (g1 , g2 ) ∈ Z0 . Since, by (A7-6), the derivatives ∂gi /∂ui ,

i, j = 1, 2, are bounded uniformly on sets of the form R × D̄ × [0, M ] × [0, M ],
for any > 0 there is δ > 0 such that if |u∗1 (t, x)|, |u∗2 (t, x)| ≤ δ for x ∈ D̄ and
t sufficiently large, then
gi∗ (t, x) ≥ gi (t, x, 0, 0) −
for i = 1, 2 and t sufficiently large. Without loss of generality we may assume

that gi∗ (t, x) ≥ gi (t, x, 0, 0) − for all t ≥ t0 and x ∈ D̄. Then by the
comparison principle for parabolic equations, we have
ũ1 (t; t0 , u01 , g1∗ ) ≥ e−(t−t0 ) Ug010 (t, t0 )u01
and
ũ2 (t; t0 , u02 , g2∗ ) ≥ e−(t−t0 ) Ug020 (t, t0 )u02
for t > t0 . By Theorem 3.1.2 and Lemma 3.2.5,

1
lim inf ln kUg010 (t, t0 )u01 k ≥ λ01,min
t→∞ t
and
1
lim inf ln kUg020 (t, t0 )u02 k ≥ λ02,min .
t→∞ t
The theorem thus follows.
The following assumption is about the repelling property of the trivial so-
lution (u1 (t), u2 (t)) ≡ (0, 0).
(A7-9) λ0i,min > 0, i = 1, 2.
By Theorem 7.1.9, we have
THEOREM 7.3.3
Assume (A7-5)–(A7-9). There are nonempty compact invariant sets Γ1 ⊂
(X ++ × {0}) × Z0 and Γ2 ⊂ ({0} × X ++ ) × Z0 such that Γ1 attracts any point
in ((X + \{0})×{0})×Z0 and Γ2 attracts any point in ({0}×(X + \{0}))×Z0 .
In the rest of this subsection we assume that (A7-5)–(A7-9) hold.

We also make the following assumption.
(A7-10) (∂g1 /∂u1 )(t, x, u1 , u2 ) < 0 and (∂g2 /∂u2 )(t, x, u1 , u2 ) < 0 for all
g ∈ Z0 , t ∈ R, x ∈ D̄, and (u1 , u2 ) ∈ [0, ∞) × [0, ∞).
In the literature, systems satisfying both (A7-7) and (A7-10) are called
totally competitive.
We will investigate now the linearization of Φ at semitrivial solutions in Γ1 .
By Theorem 7.1.12, there exists a continuous function ξ 1 : Z0 → X ++ × {0}
such that Γ1 = { (ξξ 1 (g), g) : g ∈ Z0 }. For g ∈ Z0 denote
g12 (t, x) := g2 (t, x, u1 (t; ξ 1 (g), g)(x), 0) t ∈ R, x ∈ D̄.
Further, define a mapping p12 : Γ1 → L∞ (R × D, R) as p12 (ξξ 1 (g), g) :=

g12 (t, x). Put Y1 := p12 (Γ1 ).
Observe that at any (ξξ 1 (g), g) ∈ Γ1 the second coordinate of the linearized
equation (7.3.7) takes the form
(
∂v2
∂t = ∆v2 + g12 (t, x)v2 , t > 0, x ∈ D, (7.3.12)
Bv2 = 0, t > 0, x ∈ ∂D.
For g12 ∈ Y1 denote by Ug12 12

(t, 0)v02 the weak solution operator of (7.3.12).
Let
Π12 (t; v02 , g12 ) := (Ug12
12
(t, 0)v02 , g12 · t)
for t ≥ 0, v02 ∈ L2 (D), and g12 ∈ Y1 .

By the theory developed in Chapter 3, (7.3.12) or Π12 admits an exponential
separation over Y1 . Namely, we have
THEOREM 7.3.4
There exist
• an invariant (under Π12 ) one-dimensional subbundle X11 of L2 (D) × Y1
with fibers X11 (g12 ) = span {w1 (g12 )}, where w1 : Y1 → L2 (D) is contin-
uous, with kw1 (g12 )k = 1 for all g12 ∈ Y1 , and
• an invariant (under Π12 ) complementary one-codimensional subbundle
X21 of L2 (D) × Y1 with fibers X21 (g12 ) = { v ∈ L2 (D) : hv, w1,∗ (g12 )i =
0 }, where w1,∗ : Y1 → L2 (D) is continuous, with kw1,∗ (g12 )k = 1 for all
g12 ∈ Y1 ,
(i) w1 (g12 ) ∈ L2 (D)+ for all g12 ∈ Y1 ,
(ii) X21 (g12 ) ∩ L2 (D)+ = {0} for all g12 ∈ Y1 ,
(iii) there are M 1 ≥ 1 and γ 1 > 0 such that for any g12 ∈ Y1 and any
v0 ∈ X21 (g12 ) with kv0 k = 1,
1
kUg12
12
(t, 0)v0 k ≤ M 1 e−γ t kUg12
12
(t, 0)w1 (g12 )k for t > 0.
We denote by [λ1min , λ1max ] the principal spectrum interval of (7.3.12) over

Y1 . [λ1min , λ1max ] is also referred to as the principal spectrum interval associated
to Γ1 .
THEOREM 7.3.5
For any > 0, if a continuous g2∗ : R × D̄ → R satisfies
|g2∗ (t, x) − g12 (t, x)| <
for some g ∈ Z0 , all x ∈ D̄, and t sufficiently large, then there holds
1
lim inf ln kũ2 (t; t0 , u02 , g2∗ )k > λ1min − ,
t→∞ t
where u02 ∈ X + \ {0} and ũ2 (t; t0 , u02 , g2∗ ) is the solution of (7.3.12) with g12
replaced by g2∗ and ũ2 (t0 ; t0 , u02 , g2∗ ) = u02 .
PROOF If g2∗ satisfies |g2∗ (t, x) − g12 (t, x)| < for some g ∈ Z0 , all x ∈ D̄,
and sufficiently large t, then
g2∗ (t, x) ≥ g12 (t, x) −

for x ∈ D̄ and large t. Without loss of generality, we may assume that

g2∗ (t, x) ≥ g12 (t, x) − for all x ∈ D̄ and all t ≥ t0 . Then we have
ũ2 (t; t0 , u02 , g2∗ ) ≥ e−(t−t0 ) Ug12

12
(t, t0 )u02
for any u01 ∈ X + and t ≥ t0 . By Theorem 3.1.2 and Lemma 3.2.5,

1
lim inf ln kUg12 (t, t0 )u02 k ≥ λ1min .
t→∞ t 12
The theorem thus follows.
Results analogous to those presented above hold for semi-trivial solutions

in Γ2 . We will not write them down. For reference, we denote by [λ2min , λ2max ]
the principal spectrum interval associated to Γ2 .
The next assumption will be used in the investigation of uniform persistence.
(A7-11) λimin > 0, i = 1, 2.
7.3.3 Global Attractor and Uniform Persistence

In this subsection, we study the global attractor and uniform persistence
for (7.3.1).
First we study global attractor.
We denote
[0, P ]X × [0, P ]X := { u = (u1 , u2 ) ∈ X :

0 ≤ ui (x) ≤ P for all x ∈ D̄, i = 1, 2 }.
The set [0, P ]X × [0, P ]X is convex and closed (in X).
THEOREM 7.3.6 (Absorbing set)

Assume (A7-5)–(A7-8). Suppose that B ⊂ X+ is bounded in the C(D̄)×
C(D̄)-norm. Then there is T = T (B) ≥ 0 such that ui (t; u0 , g)(x) ≤ P for all
t ≥ T , u0 ∈ B, g ∈ Z, and x ∈ D̄, i = 1, 2. Moreover, if B ⊂ [0, P ]X ×[0, P ]X
then T (B) can be taken to be zero.
PROOF By Theorem 7.1.7, there is T (B) > 0 such that for any u0 =
(u01 , u02 ) ∈ B and g ∈ Z, Φt ((u01 , 0), g) ∈ [0, P ]X × {0} and Φt ((0, u02 ), g) ∈
{0} × [0, P ]X for any t ≥ T (B) and g ∈ Z. Now by Proposition 7.3.6,
Φt ((0, u02 ), g) ≤2 Φt ((u01 , u02 ), g) ≤2 Φt ((u01 , 0), g)
for all t > 0. It then follows that Φt (u0 , g) ∈ [0, P ]X × [0, P ]X for any
t ≥ T (B), u0 ∈ B and g ∈ Z.
THEOREM 7.3.7 (Global attractor)

Assume (A7-5)–(A7-8). Then the topological skew-product semiflow Φ pos-
sesses a global attractor Γ contained in ([0, P ]X × [0, P ]X ) × Z. In addition,
for any B ⊂ X+ bounded in the C(D̄) × C(D̄)-norm one has
(1) ∅ =
6 ω(B × Z) (⊂ Γ),
(2) Γ attracts B × Z.
PROOF A proof can be obtained by rewriting the proof of Theorem 7.1.10

word for word, only with Proposition 7.1.8 replaced by Proposition 7.3.9 and
Theorem 7.1.7 replaced by Theorem 7.3.6.
e + = (X + × {0}) ∪ ({0} × X + ). Put

Recall that ∂X
e + × Z).
Γ∂e := Γ ∩ (∂X
It follows immediately from Theorem 7.3.7 that Γ∂e is the global attractor for
the restriction of the skew-product semiflow Φ to the forward invariant set
e + × Z. By Proposition 7.1.13, Φ|Γ is a topological flow.
∂X ˜
∂
Let Z0 be a nonempty connected compact invariant subset of Z.
If (A7-9) is fulfilled then Γ1 , Γ2 ⊂ Γ ∩ (X+ × Z0 ).
We proceed now to study uniform persistence.
DEFINITION 7.3.2 (Uniform persistence) (7.3.1) is said to be

uniformly persistent over Z0 if there is η0 > 0 such that for any u0 ∈
X+ \ ((X + × {0}) ∪ ({0} × X + )) there is τ (u0 ) > 0 with the property that
ui (t; u0 , g) ≥ η0 ϕprinc for i = 1, 2, all t ≥ τ (u0 ), g ∈ Z0 .

Let (A7-5) through (A7-11) be satisfied. Then (7.3.1) is uniformly persistent
over Z0 .
To prove the theorem, we first prove some lemmas.

Define Γ0 := { (0, g) : g ∈ Z0 }.
Note that Γ0 , Γ1 and Γ2 are compact invariant subsets of Γ∂e ∩ (X+ × Z0 ).
LEMMA 7.3.1
Assume that the conditions in Theorem 7.3.8 hold. Then there is δ0 > 0
such that if for some u0 ∈ X+ and g ∈ Z0 there holds ku(t; u0 , g)kX < δ0
for all t ≥ 0, then u0 = 0. In particular, Γ0 is an isolated invariant set for
Φ|X+ ×Z0 .
PROOF Take 0 > 0 be such that λ0i,min − 0 > 0 for i = 1, 2. Let

δ0 = 0 . Suppose to the contrary that there are u0 = (u01 , u02 ) ∈ X+ \ {0}
with ku0 kX < δ0 and g ∈ Z0 such that ku(t; u0 , g)kX < δ0 for all t ≥ 0.
Without loss of generality, assume u02 6= 0. Then by Theorem 7.3.2, we have
1
lim inf ln ku2 (t; u0 , g)k > 0.
t→∞ t
This contradicts the fact that the set { ku2 (t; u0 , g)kX : t ≥ 0 } is bounded.
LEMMA 7.3.2
Suppose that the conditions in Theorem 7.3.8 hold. Then, for each i = 1, 2,
(i) there is δi > 0 such that the situation is impossible that d(Π(t, u0 , g), Γi ) <
e +,
δi for all t ≥ 0 but u0 6∈ ∂X
(ii) Γi is an isolated invariant set for Φ|X+ ×Z0 .
PROOF We prove the lemma for Γ1 . Similarly, we can prove that the
corresponding results hold for Γ2 .
(i) Take 1 > 0 such that λ1min − 1 > 0. Let δ1 > 0 be such that
1
|g2 (t, x, u1 , u2 ) − g2 (t, x, u1 , 0)| <
2
for all g ∈ Z0 , t ∈ R, u1 ∈ [0, P ], and u2 ∈ [0, δ1 ] (the existence of such a δ1
follows by (A7-6)). Suppose to the contrary that there are u0 = (u01 , u02 ) ∈
X+ with u02 6= 0 and g ∈ Z0 such that
d((u(t; u0 , g), ζt g), Γ1 ) < δ1 for all t ≥ 0.
Let u∗0 := (u01 , 0). Then u0 ≤2 u∗0 . By Proposition 7.3.6, we have
u(t; u0 , g) ≤2 u(t; u∗0 , g) for all t > 0,
hence
u1 (t; u0 , g) ≤ u1 (t; u∗0 , g) for all t > 0.
There holds
g2 (t, x,u1 (t; u0 , g)(x), u2 (t; u0 , g)(x))
(7.3.13)
≥ g2 (t, x, u1 (t; u∗0 , g)(x), u2 (t; u0 , g)(x))
for all t > 0 and all x ∈ D̄. It follows from Theorem 7.3.6 that u1 (t; u∗0 , g)(x) ≤
P for sufficiently large t > 0 and all x ∈ D̄. Since 0 < u2 (t; u0 , g)(x) < δ1 for
all t > 0, we have
1
g2 (t, x, u1 (t; u∗0 , g)(x), u2 (t; u0 , g)(x)) > g2 (t, x, u1 (t; u∗0 , g)(x), 0) −
2
(7.3.14)
for sufficiently large t > 0 and all x ∈ D̄. Further, by Theorem 7.1.12,
ku1 (t; u∗0 , g) − ξ(ζt g1 )kX → 0 as t → ∞. Therefore
g2 (t, x, u1 (t; u∗0 , g)(x), 0) = g2 (t, x, u(t; u∗0 , g)(x))
1 (7.3.15)
> g2 (t, x, u(t; ξ(ζt g1 ), 0)(x)) −
2
for sufficiently large t > 0 and all x ∈ D̄. Combining Eqs. (7.3.13)–(7.3.15)
we obtain that
g2 (t, x, u(t; u0 , g)(x)) > g12 (t, x) − 1 (7.3.16)
for sufficiently large t > 0 and all x ∈ D̄. Then by Theorem 7.3.5,
1
lim inf ln ku2 (t; u0 , g)k > 0,
t→∞ t
which is a contradiction. This proves (i).
(ii) To prove (ii), observe that, by (i), it suffices to show that Γ1 is an
isolated invariant set in (X + × {0}) × Z0 . This is so, since Γ1 attracts any
point in (X ++ × {0}) × Z0 .
LEMMA 7.3.3
Assume (A7-5)–(A7-9). Then {Γ0 , Γ1 , Γ2 } is a Morse decomposition of Γ∂e ∩
(X+ × Z0 ).
PROOF Take (u0 , g) ∈ Γ∂e ∩ (X+ × Z0 ) \ (Γ0 ∪ Γ1 ∪ Γ2 ). Then either

(u0 , g) ∈ Γ ∩ (((X + \ {0}) × {0}) × Z0 ), in which case ω((u0 , g)) ⊂ Γ1 , or
(u0 , g) ∈ Γ ∩ (({0} × (X + \ {0})) × Z0 ), in which case ω((u0 , g)) ⊂ Γ2 . In
both cases α((u0 , g)) ⊂ Γ0 .
From now on, let d(·, ·) stand for the distance between a point in and a
subset of X+ × Z.
LEMMA 7.3.4
Suppose the conditions in Theorem 7.3.8 hold. If there is some η1 > 0 such
that
lim sup d(Φ(t, u0 , g), Γi ) ≥ η1 (7.3.17)
t→∞
for all u0 ∈ X+ \ ∂X
e + , g ∈ Z0 , and i = 0, 1, 2, then there is η2 > 0 such that
e + ) ≥ η2
lim inf d(Φ(t, u0 , g), ∂X (7.3.18)
t→∞
for all u0 ∈ X+ \ ∂X
e + and g ∈ Z0 .
PROOF It follows from Lemmas 7.3.1, 7.3.2, 7.3.3, and [58, Theorem 4.3]
(see also [47, Theorem 4.1]).
PROOF (Proof of Theorem 7.3.8) First, Lemma 7.3.2(i) implies

(7.3.17). Next, by Lemma 7.3.4, we have
e + ) ≥ η2
lim inf d(Φ(t, u0 , g), ∂X
t→∞
for all u0 ∈ X+ \ ∂X e + and g ∈ Z0 . This together with Theorem 7.3.6 yields

that for each u0 ∈ X+ \ ∂X e + and each g ∈ Z0 there is τ1 = τ1 (u0 , g) > 0
e + ) ≥ η2 for all
such that u(t; u0 , g) ∈ [0, P ]X × [0, P ]X and d(Φ(t, u0 , g), ∂X 2
t ≥ τ1 . Applying ideas in the proof of [47, Theorem 3.2] to the restriction
Φ|(X+ \∂Xe + )×Z0 we obtain the existence of a nonempty compact invariant set
++
Γ ⊂ (X+ \ ∂X e + ) × Z0 attracting any compact B × Z0 with B ⊂ X+ \ ∂X e +.
++ ++
We claim that Γ ⊂X × Z0 . By invariance, for any (u0 , g) ∈ Γ++ ,
++
there is (u−1 , g · (−1)) ∈ Γ such that u(t; u−1 , g · (−1)) = u0 . We write
u0 = (u01 , u02 ) and u−1 = (u−1,1 , u−1,2 ). Since Γ++ ⊂ (X+ \ ∂X e + ) × Z0 ,
+
u−1,1 , u−1,2 ∈ X \ {0}. Consequently, there holds (0, u−1,2 ) <2 u−1 <2
(u−1,1 , 0). It then follows from Proposition 7.3.6(2) that
u(1; (0, u−1,2 ), g · (−1)) 2 u0 2 u(1; (u−1,1 , 0), g · (−1)).
As the first and the third term are semitrivial solutions, Proposition 7.1.7(2)
gives that u01 ∈ X ++ and u02 ∈ X ++ , that is, u0 ∈ X++ .
We define p : X+ × Z0 → [0, ∞) by
p(u, g) := sup { δ ≥ 0 : ui ≥ δϕprinc , i = 1, 2 }.
Clearly, p(u, g) > 0 if and only if u ∈ X++ . Further, it follows from the
openness of X++ that p is lower semicontinuous. Since p(u, g) > 0 for any
(u, g) ∈ Γ++ , the compactness of Γ++ and the lower semicontinuity of p imply
the existence of an open (in the relative topology of X++ × Z0 ) neighborhood
V of Γ++ and of a positive number η0 such that
p(u, g) ≥ η0 for all (u, g) ∈ V.
We conclude the proof by noting that for a given u0 ∈ X+ \ ∂X

e + there is
τ > 0 such that Πt ({u0 } × Z0 ) ∈ V for all t ≥ τ .
7.4 Competitive Kolmogorov Systems of Semilinear Equa-

tions: Examples
In this section, we discuss applications of the general theory established in
Section 7.3 to some competitive Kolmogorov systems of random and nonau-
tonomous semilinear equations.

Consider the following competitive Kolmogorov systems of random partial
differential equations:

 ∂u1 = ∆u1 + f1 (θt ω, x, u1 , u2 )u1 ,
 x ∈ D,
∂t




 ∂u2

= ∆u2 + f2 (θt ω, x, u1 , u2 )u2 , x ∈ D, (7.4.1)
 ∂t

Bu1 = 0, x ∈ ∂D,





Bu = 0,
2 x ∈ ∂D,
where f = (f1 , f2 ) : Ω × D̄ × [0, ∞) × [0, ∞) → R2 .

We assume
(A7-R4) (Measurability) The function f is (F×B(D)×B([0, ∞)×[0, ∞)),
B(R2 ))-measurable.
For each ω ∈ Ω, let f ω (t, x, u1 , u2 ) = (f1ω (t, x, u1 , u2 ), f2ω (t, x, u1 , u2 )) :=
f (θt ω, x, u1 , u2 ).
(A7-R5) (Regularity) For each ω ∈ Ω and any M > 0 the restrictions to
R × D̄ × [0, M ] × [0, M ] of f1ω , f2ω , and all the derivatives of the functions f1ω ,
f2ω , up to order 1 belong to C 1−,1−,1−,1− (R × D̄ × [0, M ] × [0, M ]). Moreover,
for M > 0 fixed the C 1−,1−,1−,1− (R × D̄ × [0, M ] × [0, M ])-norms of the
restrictions of f1ω , f2ω , and those derivatives are bounded uniformly in ω ∈ Ω.
(A7-R6) There are P > 0 and a function m : [P, ∞) → (0, ∞) such that
f1 (ω, x, u1 , u2 ) ≤ −m(u1 ) for any ω ∈ Ω, any x ∈ D̄, and any u1 ≥ P ,
u2 ≥ 0, and f2 (ω, x, u1 , u2 ) ≤ −m(u2 ) for any ω ∈ Ω, any x ∈ D̄, and any
u1 ≥ 0, u2 ≥ P .
(A7-R7) (Total competitiveness) There is a function m̃ : [0, ∞) → (0, ∞)
such that ∂u1 f1 (ω, x, u1 , u2 ) ≤ −m̃(u1 ), ∂u2 f1 (ω, x, u1 , u2 ) ≤ −m̃(u2 ) and
∂u1 f2 (ω, x, u1 , u2 ) ≤ −m̃(u1 ), ∂u2 f2 (ω, x, u1 , u2 ) ≤ −m̃(u2 ) for any ω ∈ Ω,
any x ∈ D̄, and any (u1 , u2 ) ∈ [0, ∞) × [0, ∞).
From now on, until the end of the present subsection, assume that (A7-
R4)–(A7-R7) are satisfied.
Define the mapping E from Ω into the set of continuous real functions
defined on R × D̄ × [0, ∞) × [0, ∞) as
E(ω) := f ω .
Put
Z := cl { E(ω) : ω ∈ Ω } (7.4.2)
with the open-compact topology, where the closure is taken in the open-
compact topology. It is a consequence of (A7-R5) via the Ascoli–Arzelà the-
orem that the set Z is a compact metrizable space. By arguments similar to
those in Subsection 7.2.1, (Z, {ζt }t∈R ) is a compact flow, where ζt g(τ, x, u1 , u2 )
= g · t(τ, x, u1 , u2 ) = g(τ + t, x, u1 , u2 ).
The mapping E is a homomorphism of the measurable flow ((Ω, F), {θt }t∈R )
into the measurable flow ((Z, B(Z)), {ζt }t∈R ). Denote by P̃ the image of
the measure P under E: for any A ∈ B(Z), P̃(A) := P(E −1 (A)). P̃ is a
{ζt }-invariant ergodic Borel measure on Z. So, E is a homomorphism of the
metric flow ((Ω, F, P), {θt }t∈R ) into the metric flow ((Z, B(Z), P̃), {ζt }t∈R ).
We will consider a family of Eqs. (7.3.1) parameterized by g ∈ Z. By
(A7-R4)–(A7-R7), (A7-5) through (A7-8) as well as (A7-10) are fulfilled.
by (7.4.1) on the product Banach bundle X+ × Z:
for t ≥ 0, g ∈ Z, u0 ∈ X+ , where u(t; u0 , g) stands for the solution of (7.3.1)g
with the initial condition u(0; u0 , g)(x) = u0 (x) for x ∈ D̄.
Moreover, define
Φ̃(t; u0 , ω) := (u(t; u0 , E(ω)), θt ω), t ≥ 0, ω ∈ Ω, u0 ∈ X + . (7.4.4)
We have
LEMMA 7.4.1
Φ̃ is a continuous random skew-product semiflow on the measurable bundle
X+ × Ω, covering the metric flow ((Ω, F, P), {θt }t∈R ).
For t ≥ 0, u0 ∈ X+ , and ω ∈ Ω we will write u(t; u0 , ω) instead of

u(t; u0 , E(ω)). Similarly, for t0 ∈ R, t ≥ t0 , u0 ∈ X+ , and ω ∈ Ω we
will write u(t; t0 , u0 , ω) instead of u(t − t0 ; u0 , E(θt0 ω)).

formly persistent if there is η0 > 0 such that for any u0 ∈ (X + \ {0}) × (X + \
{0}) there is τ (u0 ) > 0 with the property that
ui (t; t0 , u0 , ω) ≥ η0 ϕprinc
for i = 1, 2, P-a.e. ω ∈ Ω, any t0 ∈ R, and any t ≥ t0 + τ (u0 ).
Put
Z0 := supp P̃ (7.4.5)
(g ∈ Z0 if and only if for any neighborhood V of g in Z one has P̃(V ) > 0). Z0
is a closed (hence compact) and {ζt }-invariant subset of Z, with P̃(Z0 ) = 1.
Also, Z0 is connected.
Similarly to Lemma 7.2.3 we have
LEMMA 7.4.2
There exists Ω0 ⊂ Ω with P(Ω0 ) = 1 such that Z0 = cl { E(θt ω) : t ∈ R } for

any ω ∈ Ω0 , where the closure is taken in the open-compact topology on Z.
Observe that the set {0} × Z0 is invariant under the semiflow Φ. Consider
the linearization of Φ at {0} × Z0 ,
∂Φt (v0 , (0, g)) = (∂2 u(t; 0, g)v0 , (0, g · t)), t ≥ 0, v0 ∈ X, g ∈ Z0 , (7.4.6)
where ∂2 u(t; 0, g)v0 = (Ug01 (t, 0)v01 , Ug02 (t, 0)v02 ), and Ug0i (t, 0), i = 1, 2, is
the solution operator of (7.3.10)i .
Let [λ0i,min , λ0i,max ], i = 1, 2, be the principal spectrum intervals of (7.3.10)i

over p0i (Z0 ).
THEOREM 7.4.1
Suppose that λ0i,min > 0 for i = 1, 2. Then there are nonempty compact
invariant sets Γ1 ⊂ (X ++ × {0}) × Z0 and Γ2 ⊂ ({0} × X ++ ) × Z0 such that
Γ1 attracts any point in ((X + \ {0}) × {0}) × Z0 and Γ2 attracts any point in
({0} × (X + \ {0})) × Z0 .
PROOF It follows from Theorem 7.3.3.
Let [λ1min , λ1max ] be the principal spectrum interval associated to Γ1 and

[λmin , λ2max ] be the
2
principal spectrum interval associated to Γ2 .
Suppose that λ0i,min > 0 and λimin > 0 for i = 1, 2. Then (7.4.1) is uniformly
persistent.


Consider the following competitive Kolmogorov systems of nonautonomous
partial differential equations:

∂u1

 = ∆u1 + f1 (t, x, u1 , u2 )u1 , x ∈ D,
∂t




 ∂u2

= ∆u2 + f2 (t, x, u1 , u2 )u2 , x ∈ D, (7.4.7)
 ∂t

Bu1 = 0, x ∈ ∂D,





Bu = 0,
2 x ∈ ∂D,
where f = (f1 , f2 ) : R × D̄ × [0, ∞) × [0, ∞) → R2 .

We assume
(A7-N3) (Regularity) For any M > 0 the restrictions to R × D̄ × [0, M ] ×
[0, M ] of f1 , f2 , and all the derivatives of the functions f1 , f2 up to order 1
belong to C 1−,1−,1−,1− (R × D̄ × [0, M ] × [0, M ]).
(A7-N4) There are P > 0 and a function m : [P, ∞) → (0, ∞) such that
f1 (t, x, u1 , u2 ) ≤ −m(u1 ) for any t ∈ R, any x ∈ D̄, and any u1 ≥ P , u2 ≥ 0
and f2 (t, x, u1 , u2 ) ≤ −m(u2 ) for any t ∈ R, any x ∈ D̄, and any u1 ≥ 0,
u2 ≥ P .
(A7-N5) (Total competitiveness) There is a function m̃ : [0, ∞) → (0, ∞)
such that ∂u1 f1 (t, x, u1 , u2 ) ≤ −m̃(u1 ), ∂u2 f1 (t, x, u1 , u2 ) ≤ −m̃(u2 ), and
∂u1 f2 (t, x, u1 , u2 ) ≤ −m̃(u1 ), ∂u2 f2 (t, x, u1 , u2 ) ≤ −m̃(u2 ) for all t ∈ R, x ∈
D̄, and u1 , u2 ∈ [0, ∞).
Throughout this subsection, we assume (A7-N3)–(A7-N5).
Put
Z := cl { f · t : t ∈ R } (7.4.8)
with the open-compact topology, where the closure is taken in the open-com-
pact topology. It is a consequence of (A7-N3) via the Ascoli–Arzelà theorem
that the set Z is a compact metrizable space.
We deduce from Lemma 7.1.1 that if g ∈ Z then g · t ∈ Z for all t ∈ R.
Hence (Z, {ζt }t∈R ) is a compact flow, where ζt g = g · t.
We will consider a family of Eqs. (7.3.1) parameterized by g ∈ Z. By
(A7-N3)–(A7-N5), (A7-5) through (A7-8) as well as (A7-10) hold.
by (7.4.7) on the product Banach bundle X+ × Z:
for t ≥ 0, g ∈ Z, u0 ∈ X+ , where u(t; u0 , g) represents the solution of (7.3.1)g

with initial condition u(0; u0 , g)(x) = u0 (x) for x ∈ D.
For t0 ∈ R, t ≥ t0 , and u0 ∈ X+ we write u(t; t0 , u0 , f ) instead of u(t −
t0 ; u0 , f · t0 ).

formly persistent if there is η0 > 0 such that for any u0 ∈ (X + \ {0}) × (X + \
{0}) there is τ (u0 ) > 0 with the property that
ui (t; t0 , u0 , f ) ≥ η0 ϕprinc
for i = 1, 2, all t0 ∈ R, and t ≥ t0 + τ (u0 ).
Note that Z is connected and Γ0 = {0} × Z is invariant under Φ.

Let [λ0i,min , λ0i,max ], i = 1, 2, be the principal spectrum intervals of (7.3.10)i
over p0i (Z).
THEOREM 7.4.3
Suppose that λ0i,min > 0 for i = 1, 2. Then there are nonempty compact
invariant sets Γ1 ⊂ (X ++ × {0}) × Z and Γ2 ⊂ ({0} × X ++ ) × Z such that
Γ1 attracts any point in ((X + \ {0}) × {0}) × Z and Γ2 attracts any point in
({0} × (X + \ {0})) × Z.
Let [λ1min , λ1max ] be the principal spectrum interval associated to Γ1 and

[λmin , λ2max ] be the
2
principal spectrum interval associated to Γ2 .

Suppose that λ0i,min > 0 and λimin > 0 for i = 1, 2. Then (7.4.7) is uniformly
persistent.
7.5 Remarks
As mentioned in the introduction of this monograph, principal spectral
theory for linear parabolic equations under various special conditions has been
studied in a lot of papers (see [29], [30], [31], [32], [28], [35], [49], [50], [59], [60],
[61], [62], [79], [81], [82], [83], [84], [92], [93], [94], etc.) and has found many
applications (see [51], [64], [83], [85], [93], etc.). In the previous chapters of
this monograph, we developed the principal spectral theory for general random
and nonautonomous parabolic equations. This theory will certainly also find
great applications to lots of nonlinear problems. In the present chapter, we
considered its application to the uniform persistence problem in random and
nonautonomous semilinear parabolic equations of Kolmogorov type and two

dimensional competitive systems of such equations.
It should be pointed out that uniform persistence as well as many other dy-
namical aspects in semilinear parabolic equations of Kolmogorov type and
competitive Kolmogorov systems of parabolic equations have been widely
studied. See for example, [9], [23], [25], [41], [52], [54], [101], [106], [111],
etc., for scalar parabolic equations of Kolmogorov type, and [47], [53], [58],
[80], [104], [108], [110], etc., for two species competitive Kolmogorov systems
of parabolic equations. However, most equations in the literature are not as
general as those in the present chapter, except [85], which in fact utilized
principal spectral theory to consider the uniform persistence in quite general
n-dimensional nonautonomous and random parabolic Kolmogorov systems.
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Index
Lp –Lq estimates, 32 Conormal derivative, 113

α-limit set, 13 Continuous dependence, 139, 144, 145,
Lp –Lq estimates, 200 147, 237, 240, 257, 286
ω-limit set, 12 Continuous random skew-product semi-
flow, 16, 279, 299
Absorbing set, 269, 293 Convex hull, 203
Adjoint problem, 44, 62, 166 Cooperative system, 6, 191, 192
Analytic semigroup, 114, 252 Cooperativity, 193
Ascoli–Arzelà theorem, 52, 128, 159,
278, 281, 299, 301 Differentiability, 259, 286
Attraction basin, 13 Distribution(s), 25
Attractor, 12 Dominated Convergence Theorem, 198
Attractor dual to a repeller, 13 Dual attractor, 273
Dual topological linear skew-product
Backward parabolic equation, 44 semiflow, 47, 77
Backward uniqueness, 259, 260 Duality pairing, 8
Backward orbit, 13 Dynamical spectrum, 85, 222
Besov space, 54
Elliptic equation(s), 2
Bessel potential space, 54
Entire positive solution, 151, 152, 180,
Bijection, 271
226, 227
Bilinear form, 26, 45, 140, 213
Entire positive weak solution, 76, 90,
Birkhoff Ergodic Theorem, 14, 73,
91
155, 164
Ergodic invariant measure, 15
Boundary operator, 1, 2, 7, 23, 131,
Ergodic metric dynamical system, 14
247, 249, 282
Exponential separation, 75, 77, 79,
Boundary regularity, 29
91, 125, 126, 132, 220, 221,
Classical solution, 53, 126, 214, 255, 224, 262
285 Exponentially bounded solution, 116
Cocycle equality, 31 Extension in Lp , 32
Cocycle property, 257 Faber–Krahn inequalities, 150, 186
Compact flow, 11, 121 Fiber, 74
Compactness, 33, 202, 258, 288 Fixed point, 199
Comparison principle, 255 Forward invariant, 11
Competitive Kolmogorov system, 7, Forward orbit, 11
282, 298, 301 Fractional power space, 252, 282, 283
Complex interpolation functor, 54, 209
Conormal, 64 Generalized derivative(s), 10
315
316 Index
Global attractor, 12, 270, 294 Monotonicity, 18, 35, 136, 137, 205,
Global existence, 255, 287 235, 238, 239, 257
Global weak solution, 29, 30, 194 Morse decomposition, 13, 296
Gronwall inequality, 71, 201 Multiplicative Ergodic Theorem, 103,
105
Harnack inequality, 34, 35, 68, 89
Hausdorff measure, 17 Nemytskiı̆ (substitution) operator, 250,
Hopf boundary point principle, 58, 283
253 Nonautonomous linear parabolic equa-
tion, 1, 131, 132, 149, 261
Influence of spatial variation, 179 Nonautonomous parabolic equation
Influence of temporal variation, 156, of Kolmogorov type, 7, 280
170, 241 Nondivergence, 113, 148
Influence of the shape of domain, 186 Nondivergence form, 63
Injective, 62, 103 Nonextendible solution, 254, 255, 284
Interior of the nonnegative cone, 18, Nonnegative cone, 18, 21, 253
21 Nontrivial solution, 230
Invariant, 11, 14 Norm continuity, 57, 211
Invariant measure, 15
Irreducibility, 193 One-codimensional subbundle, 74, 220
Isolated invariant set, 11, 294, 295 One-dimensional spatial domain, 114
One-dimensional subbundle, 74, 220
Jensen inequality, 243 Orbit, 13
Joint continuity, 33, 43, 57, 204, 210, Order preserving, 286
211 Oseledets splittings, 105
Joint measurability, 42
Part metric, 275
Kingman’s subadditive ergodic theo- Perturbation, 31, 47
rem, 71 Pettis theorem, 10, 195
Kreı̆n–Rutman theorem, 147 Poincaré inequality, 70
Krylov–Bogolyubov Theorem, 15 Positive mild solution, 208
Positive weak solution, 35
Lap number, 115 Positivity, 33, 254, 260, 285
Local regularity, 32 Principal eigenfunction, 2, 61, 158,
163, 166, 252
Matano number, 115 Principal eigenvalue, 2, 85, 147, 158,
Maximum principle, 258 163, 166, 186, 245
Measurable bundle, 16 Principal Lyapunov exponent, 73, 124,
Measurable dynamical system, 14 218, 234
Measurable flow, 14, 122, 278 Principal resolvent, 66, 84, 216, 267
Metric dynamical system, 14 Principal spectrum, 66, 68, 124, 132,
Metric flow, 14, 122, 278 216, 234, 237
Mild solution, 114, 127, 191, 197, 202, Principal spectrum interval, 290, 292,
213, 255 293, 300, 302
Minimal, 13, 152, 159, 181 Probability space, 14
Index 317
Product bundle, 15 Time periodic parabolic equation(s),

2, 3
Random linear parabolic equation, 2, Topological C 1 skew-product semi-
120, 125, 149 flow, 16
Random linear skew-product semiflow, Topological dynamical system, 11
16 Topological flow, 11, 122, 271
Random parabolic equation of Kol- Topological linear skew-product semi-
mogorov type, 7, 277 flow, 15, 43, 123, 132, 207,
Real interpolation functor, 54, 209 237, 261, 262, 288
Recurrent, 152 Topological semidynamical system, 11
Regularity, 255, 285 Topological semiflow, 11
Regularity up to boundary, 53, 208 Topological skew-product semiflow, 15,
Repeller, 13, 273 233, 260, 278, 281, 299, 301
Repeller dual to an attractor, 13 Topologically transitive, 13
Repulsion basin, 13 Total competitiveness, 298, 301
Totally competitive, 291
Sacker–Sell spectrum, 85, 222 Trivial solution, 261, 267, 288
Same recurrence, 152
Schwarz symmetrization, 155 Uniform ellipticity, 24
Schwarz symmetrized domain, 155 Uniform persistence, 271, 272, 279–
Sectorial operator, 252 281, 294, 299, 300, 302
Semitrivial solution, 287, 288, 291 Uniquely ergodic, 15, 85, 152, 159,
Simple function, 9, 195, 203 167, 181
Singular Gronwall lemma, 264 Urysohn lemma, 58, 122
Smoothness, 52
Sobolev embedding theorem, 127 Variation of constant formula, 255
Sobolev–Slobodetskiı̆ space, 54
Weak solution, 27, 44, 214
Space average, 180
Weak-* topology, 18
Space averaged equation, 180
Weakly measurable, 10
Strictly monotone, 44, 208
Strong competitiveness, 286
Strong continuity, 32
Strong maximum principle, 58, 253
Strong monotonicity, 59, 212
Strong solution, 64, 126, 127
Strongly measurable, 10
Strongly monotone, 62, 212, 258, 261,
288
Strongly positive, 62, 212, 261
Subadditive ergodic theorem, 72
Time averaged equation, 157, 158,

241
Time averaged function, 157, 158, 240,
241, 276, 282

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CHAPMAN & HALL/CRC

Monographs and Surveys in

SPECTRAL THEORY FOR

SPECTRAL THEORY FOR

No claim to original U.S. Government works

International Standard Book Number‑13: 978‑1‑58488‑895‑6 (Hardcover)

Library of Congress Cataloging‑in‑Publication Data

Visit the Taylor & Francis Web site at

Ruijun, Bonny, Charles

Symbol Description xiii

2 Fundamental Properties in the General Setting 23

3 Spectral Theory in the General Setting 65

4 Spectral Theory in Nonautonomous and Random Cases 119

4.3.1 The Random Case . . . . . . . . . . . . . . . . . . . . 141

5 Influence of Spatial-Temporal Variations and the Shape of

6 Cooperative Systems of Parabolic Equations 191

7 Applications to Kolmogorov Systems of Parabolic Equations 247

7.1.2 Linearization at the Trivial Solution . . . . . . . . . . 261

The goal of this monograph is to give a clear and essentially self-contained

The works by H. Amann ([3]–[6]), the works by D. Daners ([29]–[34]), the

We have benefited a lot by reading the works by Z. Lian and K. Lu ([72]),

Vickers on spectral theory for parabolic as well as other types of evolution

D Bounded domain in RN X Phase space for scalar

Reaction–diffusion equations or systems in bounded domains have been used

complemented with the boundary conditions

B(t)u = 0, on ∂D, (1.0.2)

where D ⊂ RN is a bounded domain and B is a boundary operator of either

the Dirichlet or Neumann or Robin type, that is,

(νν = (ν1 , ν2 , . . . , νN ) denotes the unit normal on the boundary ∂D pointing

complemented with the boundary conditions

B(θt ω)u = 0, on ∂D, (1.0.5)

where B is a boundary operator of either the Dirichlet or Neumann or Robin

solutions of a time independent linear parabolic equation are attracted in the

equations), and then specialize to the cases of random and nonautonomous

1.1 Outline of the Monograph

spectrum and principal Lyapunov exponents of nonautonomous and random

where B k is a boundary operator of either the Dirichlet or Neumann or Robin

where k = 1, 2, . . . , K, ω ∈ Ω, ((Ω, F, P), {θt }t∈R ) is an ergodic metric dynam-

where ω ∈ Ω, ((Ω, F, P), {θt }t∈R ) is an ergodic metric dynamical system, f =

where f = (f1 , f2 ) : R × D̄ × [0, ∞) × [0, ∞) → R2 , and B is as in (1.1.4).

where f : Ω × D̄ × [0, ∞) 7→ R and B is as in (1.1.4), and the following nonau-

where f : R × D̄ × [0, ∞) 7→ R and B is as in (1.1.4). Uniform persistence the-

1.2 General Notations and Concepts

For E ⊂ Rm , k = 0, 1, 2, . . . and α ∈ (0, 1), we denote by C k+α (E) the

DEFINITION 1.2.1 A function u : E → B, where B is a separable Ba-

A function satisfying (i) is usually referred to as strongly measurable, whereas

For 1 ≤ p < ∞, a measurable function u : E → B belongs to Lp (E, B) if

A measurable function u : E → B belongs to L∞ (E, B) if the (measurable)

kukL∞ (E,B) := ess sup { ku(x)kB : x ∈ E }.

PROOF See [74, Lemma 21-2.5].

For 1 ≤ p ≤ ∞ and E a Lebesgue-measurable subset of Rm , Lp,loc (E)

(TF2) σs+t = σs ◦ σt for any s, t ∈ R.

There holds: z ∈ Y belongs to ω(y) if and only if there is a sequence (tn )∞

The ω-limit set of A ⊂ Y is defined as

There holds: z ∈ Y belongs to ω(A) if and only if there are sequences

A nonempty compact invariant set A ⊂ Y is an attractor if there is a

There holds: z ∈ Y belongs to α(y) if and only if there is a sequence (tn )∞

There holds: z ∈ Y belongs to α(A) if and only if there are sequences

Ω → Ω is a measurable flow (or a measurable dynamical system) on (Ω, F) if

(MF2) θs+t = θs ◦ θt for any s, t ∈ R.

As a section of a measurable mapping, θt : Ω → Ω is (F, F)-measurable,

(MF3) (θt )−1 = θ−t for any t ∈ R.

F P1 (A) := P1 (F −1 (A)) for any A ∈ F2 .

F P1 so defined is a probability measure on F2 .

(Chapman & Hall_CRC monographs and surveys in pure and applied mathematics 139) Janusz Mierczynski, Wenxian Shen - Spectral theory for random and nonautonomous parabolic equations and applications-CRC.pdf

(Chapman & Hall_CRC monographs and surveys in pure and applied mathematics 139) Janusz Mierczynski, Wenxian Shen - Spectral theory for random and nonautonomous parabolic equations and applications-CRC.pdf

The reversed symbol is used in the usual way.

away from zero. Consequently, if kv − ukC̊ 1 (D̄) < , where := min{1 , 2 },