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The analytic semigroup generated by a bounded operator

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 X be a complex Banach space and let A∈B(X). The exponential series E(z):=∑n≥0znn!An (The exponential series of a bounded operator) converges in the operator norm for every z∈C and defines an entire function E:C→B(X) with E(z+w)=E(z)E(w); its restriction T:=E∣[0,∞) is a uniformly continuous strongly continuous semigroup with generator the bounded operator A. Moreover:

(1) T admits a bounded analytic extension to Σδ for some δ∈(0,π/2] if and only if A satisfies the sectorial resolvent condition with exponent δ in the etA convention (Sectorial operator with the semigroup sign convention), equivalently σ(A)∩Σπ/2+δ=∅ and the sectorial resolvent bound holds on Σπ/2+δ−ε;

(2) E can be unbounded on every sector of positive angle even though it is entire: for the nilpotent Jordan block A=(0100) on C2 one has E(z)=I+zA, which is unbounded along every ray, and for A=1 on C one has E(z)=ez, which is unbounded on every sector that meets the open right half-plane;

(3) if X is a complex Hilbert space and the numerical range (Numerical range and numerical radius) of A lies in the closed sector {μ:∣arg⁡(−μ)∣≤π/2−θ}∪{0} for some θ∈(0,π/2), then T is bounded analytic on Σθ, so its maximal analytic angle is at least θ. The example shows that sector boundedness of the exponential is a property of A, not a consequence of boundedness of A.

For a real Banach space the complex-time assertions are applied to AC on the canonical complexification; its real-time restriction is the original exponential semigroup (Canonical Banach complexification of a real Banach space).

Facts & Assumptions

Given: A Banach space X, an operator A∈B(X), the exponential series E(z)=∑n≥0znAn/n!, and the restriction T=E∣[0,∞).

[L1]

E(t)=∑n≥0tnAn/n! converges absolutely in operator norm, uniformly on compact subsets of R, satisfies E(0)=I, E(t+s)=E(t)E(s), ∥E(t)∥≤e∣t∣∥A∥, E′(t)=AE(t)=E(t)A, and (E(t)−I)/t→A in operator norm; E is a uniformly continuous strongly continuous group whose generator is A (The exponential series of a bounded operator).

[L2]

The bounded operator A satisfies the sectorial resolvent condition with exponent δ exactly when Σπ/2+δ⊆ρ(A) and for every ε∈(0,δ) there is Mε with ∥R(λ,A)∥≤Mε/∣λ∣ on Σπ/2+δ−ε; the characterization theorem makes this equivalent to generation of a bounded analytic semigroup of angle δ by A (Sectorial operator with the semigroup sign convention, Sectorial resolvent characterisation of bounded analytic semigroups).

[L3]

For a bounded operator the resolvent set contains {∣λ∣>∥A∥} with ∥R(λ,A)∥≤(∣λ∣−∥A∥)−1 by the Neumann series, and R(⋅,A) is holomorphic on the open set ρ(A) (Neumann series and small perturbations of bounded inverses, Resolvent identity and holomorphy for a closed operator, Spectrum and resolvent of a bounded operator, The operator norm as the least bound and as the unit-sphere or unit-ball supremum, A bounded linear operator between normed spaces).

[L4]

The numerical range W(T) is the set of ⟨Tx,x⟩ on the unit sphere (Numerical range and numerical radius).

[L5]

A bounded analytic semigroup of angle δ has generator the infinitesimal generator of its restriction to [0,∞) (Complex sector and bounded analytic semigroup, Infinitesimal generator of a C0-semigroup, Strongly continuous semigroup).

[L6]

Two strongly continuous semigroups with the same generator coincide when the generator is bounded: if U is such a semigroup and x∈X=D(A), then U(t)x−x=∫0tAU(s)x ds, so t↦U(t)x solves u′=Au, u(0)=x, and E(−t)u(t) has vanishing derivative by the fundamental theorem, whence u(t)=E(t)x (The exponential series of a bounded operator, Fundamental theorem of calculus for Banach-valued continuous curves).

Verification

technique · direct
1.1L1L5L6givenalgebra

The exponential and its generator. By [L1] the series E(z) converges for every complex z (the scalar series ∑∣z∣n∥A∥n/n! bounds it), its derivative series converges uniformly on ∣z∣≤R since it is bounded by ∥A∥eR∥A∥. For the difference quotients the remainder after the linear term is bounded by ∣h∣∥A∥2e(R+∣h∣)∥A∥/2, so E′(z)=AE(z) and E is entire. Absolute convergence permits regrouping the double product series; the binomial identity then gives E(z+w)=E(z)E(w), and its restriction T is a uniformly continuous strongly continuous semigroup with (T(t)−I)/t→A, so its generator is the bounded operator A with D(A)=X; [L6] identifies T with any other strongly continuous semigroup having generator A.

1.2L1L3givenalgebra

Unboundedness examples. For A=(0100) on C2 the series terminates: A0=I, A1=A and An=0 for n≥2, so E(z)=I+zA; on the unit vector e2 one has E(z)e2=(z,1) with Euclidean norm 1+∣z∣2, so ∥E(z)∥≥1+∣z∣2 by [L3] and the operator norm is unbounded along every ray; for A=1 on C the series gives E(z)=ez with ∣E(z)∣=eRe⁡z, which is unbounded on every sector that meets the open right half-plane.

1.3L2L3given

The resolvent estimate remains a separate condition. For bounded A, the Neumann-series estimate of [L3] controls R(λ,A) when ∣λ∣>2∥A∥, but it does not control behavior as λ→0. The sectorial resolvent condition in [L2] therefore retains the separate O(∣λ∣−1) bound on every smaller sector; spectrum avoidance alone is not used to infer it.

2.1step 1.1step 1.3L2L5L6givenalgebra

The sectorial extension criterion. By [L2], for bounded A the sectorial resolvent condition with exponent δ is exactly the conjunction of Σπ/2+δ⊆ρ(A) and the resolvent bounds on the smaller sectors; step 1.3 explains why the bound at the vertex must remain explicit. The same characterization makes this condition equivalent to generation of a bounded analytic semigroup of angle δ. By [step 1.1], T is the semigroup generated by A, so it has such an extension exactly under that sectorial condition; the spectrum formulation in (1) is just the equivalent resolvent-set clause together with the bound.

3.1step 1.1step 2.1L3L4givenalgebra∎

The numerical range case. Assume X is a complex Hilbert space and W(A) lies in the closed sector Cθ:={μ:∣arg⁡(−μ)∣≤π/2−θ}∪{0} with θ∈(0,π/2); for λ∈Σπ/2+θ−ε and u≠0 the normalised value zu:=⟨Au,u⟩/∥u∥2 lies in Cθ by [L4] and the angular distance from λ to Cθ is at least ε, so ∣λ−zu∣≥∣λ∣sin⁡ε and Cauchy-Schwarz gives ∥(λI−A)u∥≥∣λ∣sin⁡ε∥u∥; hence λI−A is injective with closed range and, since for ∣λ∣>∥A∥ it is invertible by [L3] and the set of surjectivity points is open (Neumann series) and closed in the connected complement of Cθ: if λn→λ there, the positive distance of λ to Cθ bounds ∥R(λn,A)∥ uniformly for large n, and the resolvent identity makes these inverses Cauchy in operator norm. Their limit R satisfies (λI−A)R=R(λI−A)=I by boundedness of A. Thus surjectivity is closed, every such λ is in ρ(A) with ∥R(λ,A)∥≤1/(∣λ∣sin⁡ε); by [step 2.1] the sectorial condition with exponent θ holds and T extends to a bounded analytic semigroup on Σθ, so its maximal analytic angle is at least θ.

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