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Abstract parabolic smoothing for mild solutions

Statement

Assume Dependent Choice (The axiom of dependent choice: a relation in which every element is related to something admits an N-indexed chain) for the cited integral and semigroup suppliers.

Let A be sectorial of angle δ∈(0,π/2] on a complex Banach space X with generated analytic semigroup (T(t))t≥0 (Sectorial operator with the semigroup sign convention). For k≥0, set D(A0):=X, define D(Ak):={y∈D(Ak−1):Ak−1y∈D(A)} for k≥1, and give D(Ak) the graph norm ∥y∥D(Ak):=∑j=0k∥Ajy∥. Let m≥1, b>0, x∈X, and f∈Cm−1,α([0,b],D(Am−1)) for some α∈(0,1), with time regularity measured in that graph norm. For m=1, impose no compatibility condition on x. For m≥2, define γ0:=x and γj+1:=Aγj+f(j)(0) for 0≤j<m−1, and assume γj∈D(A) for 0≤j≤m−1. Let u(t):=T(t)x+∫0tT(t−s)f(s) ds. Then u(t)∈D(Am) for every t∈(0,b], Amu∈C((0,b],X), and, writing g(t):=Am−1f(t), ∥Amu(t)∥≤Cmt−m∥x∥+(c0+1)∥g(0)∥+(c1α+c0+1)[g]αtα,0<t≤b, where c0=sup⁡[0,b]∥T(t)∥, c1=sup⁡0<t≤bt∥AT(t)∥, and Cm is the analytic smoothing constant for AmT(t). In particular, for a constant Cm′ depending only on m,α,b and the semigroup bounds, ∥Amu(t)∥≤Cm′t−m(∥x∥+∥f∥Cm−1,α([0,b],D(Am−1))). The compatibility tower is retained from the planned statement for m≥2; under this stronger graph-norm source hypothesis the proof below does not need the tower. For m=1, homogeneous smoothing gives the result for every x∈X.

Facts & Assumptions

Given: A sectorial operator A of angle δ∈(0,π/2] on the complex Banach space X with generated analytic semigroup T and constants c0=sup⁡0≤t≤b∥T(t)∥, c1=sup⁡0<t≤bt∥AT(t)∥; the recursively defined graph domains D(Ak) with D(A0)=X and D(Ak)={y∈D(Ak−1):Ak−1y∈D(A)} and norms ∥y∥D(Ak)=∑j=0k∥Ajy∥; m≥1, b>0, x∈X, α∈(0,1), f∈Cm−1,α([0,b],D(Am−1)), g:=Am−1f, and u(t):=T(t)x+∫0tT(t−s)f(s)ds; for m≥2 the tower γ0=x, γj+1=Aγj+f(j)(0) is defined with γj∈D(A) for 0≤j≤m−1 (an unused hypothesis).

[L1]

For a sectorial operator B with vertex 0, its contour semigroup S satisfies S(t)X⊆D(Bk), ∥BkS(t)∥≤Kkt−k for k≥1, and S(k)(t)=BkS(t) in operator norm (Smoothing estimates for the semigroup generated by a sectorial operator). It is bounded on the positive real axis, has generator B, and is unique among exponentially bounded semigroups with that generator (The generator of the contour semigroup is the sectorial operator). Every strongly continuous semigroup has an exponential bound under the assumed Dependent Choice (Exponential bound for a C0-semigroup).

[L2]

For every y∈D(A) and every t≥0 one has AT(t)y=T(t)Ay (The generator commutes with the semigroup on its domain).

[L3]

The generated semigroup T is strongly continuous on [0,∞) with generator A, and A is closed (Complex sector and bounded analytic semigroup, Sectorial operator with the semigroup sign convention).

[L4]

If x0∈D(A) and h∈Cα([0,b],X), then U(t):=T(t)x0+∫0tT(t−s)h(s)ds is a classical solution: U∈C1([0,b],X), U(t)∈D(A) for every t, U(0)=x0, U′=AU+h pointwise, and AU∈C([0,b],X) with AU(0)=Ax0 (Classical regularity for Holder-continuous forcing under initial compatibility).

[L5]

For that U, every 0<t≤b satisfies AU(t)−Ax0=(T(t)−I)(Ax0+h(0))+Rh(t) where ∥Rh(t)∥≤(c1α+c0+1)[h]αtα, with c0,c1 the semigroup constants and [h]α the Hölder constant of h (Classical regularity for Holder-continuous forcing under initial compatibility).

Proof

technique · direct
1.1L1givenalgebra

Homogeneous term with an arbitrary vertex. Let ω be a sectorial vertex for A and put B:=A−ωI. Since R(λ,B)=R(λ+ω,A), B is sectorial with vertex 0. The semigroup S(t):=e−ωtT(t) has generator B on D(A): its difference quotient converges exactly when that of T does, since (S(h)y−y)/h=e−ωh(T(h)y−y)/h+(e−ωh−1)y/h. It is exponentially bounded by [L1], hence equals the contour semigroup of B by [L1]. Induction using B=A−ωI gives D(Bk)=D(Ak) and Ak=(B+ωI)k=∑j=0k(kj)ωk−jBj on this common domain: in the induction step, the lower powers Bjy for j<k already lie in D(B)=D(A), so Aky∈D(A) is equivalent to Bky∈D(B). Put K0:=sup⁡t≥0∥S(t)∥. For 0<t≤b, [L1] now gives T(t)X⊆D(Am) and ∥AmT(t)∥≤emax⁡{ω,0}b∑j=0m(mj)∣ω∣m−jKjbm−jt−m=:Cmt−m. In particular c0,c1 are finite. Differentiating T(t)=eωtS(t) gives T(m)(t)=AmT(t), continuous in operator norm for t>0. This Cm is a finite-interval smoothing constant; no global t−m bound for a nonzero vertex is asserted. Writing u=T(⋅)x+v, with v(t):=∫0tT(t−s)f(s) ds, reduces the remaining membership, continuity and estimate to those for Amv.

1.2L2L3givenalgebra

The curves hj and their images. The graph norm on D(Am−1) dominates ∥⋅∥ and ∥Aj⋅∥ for every 0≤j≤m−1, so each hj:=Ajf is a continuous X-valued curve on [0,b]; the curve g=hm−1 satisfies ∥g(0)∥≤∥f(0)∥D(Am−1) and, for m≥2, is differentiable in X with g′=Am−1f′ bounded, hence Lipschitz and α-Hölder, while for m=1 it equals f and is α-Hölder by hypothesis; thus g∈Cα([0,b],X) with ∥g(0)∥ and [g]α controlled by ∥f∥Cm−1,α([0,b],D(Am−1)). Fix 0<t≤b and 0≤j≤m−2 and put uj(s):=T(t−s)hj(s): by strong continuity of T from [L3] and continuity of hj the curve uj is continuous on [0,t], and for every s∈[0,t] one has hj(s)∈D(A), uj(s)∈D(A) and Auj(s)=T(t−s)hj+1(s)=uj+1(s) by [L2].

2.1step 1.2L3L4givenalgebra

Domain induction by closedness. The claim is that for every 0≤j≤m−1 one has v(t)∈D(Aj) with Ajv(t)=Vj(t):=∫0tT(t−s)hj(s) ds; the case j=0 is the definition of v. Assume the claim for some j≤m−2 and take right-endpoint Riemann sums Sn of the continuous curve uj along partitions of [0,t] with mesh tending to 0: then Sn→Vj(t)=Ajv(t), while each Sn lies in D(A) and ASn is the corresponding Riemann sum of uj+1, so ASn→Vj+1(t) by [step 1.2]; since A is closed by [L3], Vj(t)∈D(A) and AVj(t)=Vj+1(t), that is v(t)∈D(Aj+1) and Aj+1v(t)=Vj+1(t). Induction up to j=m−1 gives v(t)∈D(Am−1) and Am−1v(t)=w(t):=∫0tT(t−s)g(s) ds, which is exactly the function U of [L4] with x0=0 and h=g.

3.1step 1.2step 2.1L4L5givenalgebra

Classical regularity of w. By [step 1.2] the forcing g lies in Cα([0,b],X), so [L4] applied to x0=0 and h=g makes w a classical solution with w(t)∈D(A) for every t∈[0,b], Aw∈C([0,b],X) and Aw(0)=0, and [L5] gives Aw(t)=(T(t)−I)g(0)+Rg(t) with ∥Rg(t)∥≤(c1α+c0+1)[g]αtα for 0<t≤b; since Am−1v(t)=w(t) by [step 2.1], the recursive definition of D(Am) yields v(t)∈D(Am) with Amv(t)=Aw(t).

4.1step 1.1step 1.2step 3.1givenalgebra∎

Final estimate and continuity. Adding the homogeneous bound of [step 1.1] to the bound of [step 3.1] gives, for every 0<t≤b, ∥Amu(t)∥≤Cmt−m∥x∥+(c0+1)∥g(0)∥+(c1α+c0+1)[g]αtα, and Amu is continuous on (0,b] because both AmT(⋅)x and Aw are continuous there by [step 1.1] and [step 3.1]; since t≤b and the norms of g(0) and [g]α are controlled by [step 1.2], this gives ∥Amu(t)∥≤Cm′t−m(∥x∥+∥f∥Cm−1,α([0,b],D(Am−1))) with Cm′ depending only on m,α,b and the semigroup bounds. For m=1 the same argument runs with the single curve h0=f and the vacuous tower, and the splitting of [step 1.1] is what removes every requirement on x∈X; no choice principle beyond Dependent Choice is used.

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