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A mild solution need not be classical

Statement refuted

Assume Dependent Choice (The axiom of dependent choice: a relation in which every element is related to something admits an N-indexed chain), hence Countable Choice. Let 1≤p<∞, X=Lp(R), let (T(t))t≥0 be the right-translation semigroup with generator Af=f′, D(A)=W1,p(R) (The right-translation semigroup on Lp has the weak derivative as generator), and let f0:=1(0,1)∈Lp(R). Then f0∉D(A) and u(t):=T(t)f0=1(−t,1−t) is the unique mild solution of u′=Au, u(0)=f0 (Classical, strong and mild abstract Cauchy solutions, Variation of constants for the inhomogeneous abstract Cauchy problem), but u is not a classical solution: for every t≥0, u(t)=1(−t,1−t) is a nondegenerate indicator and hence not in W1,p(R)=D(A), whereas a classical solution must satisfy u(t)∈D(A) for all t≥0, in particular at t=0. The difference quotients (T(h)f0−f0)/h have no limit in Lp, consistently with f0∉D(A).

Refuted claim. Every mild solution of the homogeneous abstract Cauchy problem u′=Au, u(0)=x is a classical solution. The right-translation semigroup on Lp(R) provides a mild solution whose initial datum lies outside the generator domain, so the classical-solution condition u(t)∈D(A) fails at every time.

Facts & Assumptions

Given: Dependent Choice; 1≤p<∞, X=Lp(R), the right-translation semigroup (T(t))t≥0 with (T(t)g)(s)=g(s+t), its generator Af=f′ with D(A)=W1,p(R) (The right-translation semigroup on Lp has the weak derivative as generator), and f0:=1(0,1) with u(t):=T(t)f0=1(−t,1−t).

[F1]

The generator of the right-translation semigroup is the weak derivative with domain W1,p(R), so D(A)=W1,p(R) (The right-translation semigroup on Lp has the weak derivative as generator, Weak derivative of a locally integrable function, Integer-order Sobolev spaces and their norms).

[F2]

The mild solution of u′=Au, u(0)=x is the continuous function u(t)=T(t)x+∫0tT(t−s)f(s) ds with f=0, which is the unique mild solution and the unique integral solution (Classical, strong and mild abstract Cauchy solutions, Variation of constants for the inhomogeneous abstract Cauchy problem).

[F3]

A classical solution on [0,∞) must satisfy u(t)∈D(A) for every t, in particular at t=0 (Classical, strong and mild abstract Cauchy solutions).

[F4]

Lp classes are almost-everywhere classes with the norm of The space Lp(μ) as the quotient by null functions; a jump discontinuity is the model of a function without a locally integrable weak derivative, and the one-dimensional computation used here is carried out in [step 1.2].

Counterexample

technique · direct: identify the mild solution and test membership in $W^{1,p}$ by the defining weak-derivative identity
1.1F2

u(t)=T(t)f0=1(−t,1−t) and u is the unique mild solution: with x=f0 and f=0 the variation-of-constants formula gives u(t)=T(t)f0, which is continuous, and [F2] gives uniqueness.

1.2F1F4given

Suppose v∈Lp(R) were a weak derivative of f0=1(0,1). Testing on each of the open intervals (−∞,0), (0,1) and (1,∞) gives ∫vφ=0 for every test supported there. The injective distribution embedding Locally integrable functions embed in distributions applies because v is locally integrable (Hölder on compact intervals, or its L1 integrability when p=1) and Countable Choice holds. It gives v=0 almost everywhere on all three intervals, hence on R since {0,1} is null. Take one smooth compactly supported test φ with φ(0)=0, φ(1)=1. Then ∫f0φ′=φ(1)−φ(0)=1, while −∫vφ=0, contradicting the weak-derivative identity. This covers p=1 without an invalid shrinking L∞ norm estimate.

2.1F1F3step 1.2

Consequently f0∉D(A) by [F1], so u(0)∉D(A); by [F3] u is not a classical solution, and the same computation applies to every u(t)=1(−t,1−t), so membership in D(A) fails at every t≥0.

3.1F1step 2.1

The difference quotients T(h)f0−f0h have no limit in Lp: if they had a limit g, then f0∈D(A) with Af0=g by the definition of the generator [F1], contradicting [step 2.1].

4.1step 1.1step 2.1step 3.1∎

Hence the mild solution u(t)=1(−t,1−t) of u′=Au, u(0)=f0 is not classical, and the initial datum lies outside the generator domain; mild solutions are exactly the device that keeps such data admissible.

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