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The Dirichlet Laplacian generates the heat semigroup
Example
Assume the Axiom of Choice and Countable Choice (The Axiom of Choice, The Axiom of Countable Choice ()), as required by the batch-11 spectral and compactness suppliers used below. Let be nonempty, bounded and open, , and let be the operator associated with the symmetric Dirichlet form on (The operator associated with a symmetric elliptic form), with densely defined, symmetric, lower bounded and self-adjoint with compact resolvent (The associated elliptic operator is densely defined, symmetric and lower bounded, The symmetric elliptic form operator is self-adjoint with compact resolvent). Put with ; this is the Dirichlet Laplacian with the sign convention of Semigroup sign and generator conventions. Then is closed, densely defined and dissipative, is bijective, and Lumer--Phillips makes the generator of a strongly continuous contraction semigroup on . With the eigenvalues and orthonormal basis of furnished by Discrete spectrum of a symmetric elliptic Dirichlet operator, one has the series converging in . For every and every , ; the orbit is continuous in the graph norm on compact subintervals of and is a classical solution there, with . At the general initial datum is attained in the norm, as ; no graph-norm trace at is asserted for general . For , the orbit is the classical solution also at . In no case is identified with a spatial space for the arbitrary bounded open set .
Verification
Given: The Axiom of Choice and Countable Choice (The Axiom of Choice, The Axiom of Countable Choice ()); a nonempty bounded open ; (Hilbert space, The space as the quotient by null functions); the symmetric Dirichlet form on (Integer-order Sobolev spaces and their norms, Zero-boundary Sobolev space as a norm closure); the associated operator with ; and with (Semigroup sign and generator conventions). The five in-run suppliers used for form and spectral facts are draft items of this run.
[F1] For the defining identity holds for every ; in particular , and is symmetric and nonnegative (The operator associated with a symmetric elliptic form).
[F2] AC supplies DC by AC supplies the countable and dependent choices used in Banach integration, meeting the choice hypothesis of the generation theorem. Lumer--Phillips: a densely defined dissipative operator with for some generates a strongly continuous semigroup of contractions; in that case is closed (Lumer-Phillips generation theorem).
[F3] On a Hilbert space, dissipativity is equivalent to for every (Dissipative operator).
[F4] For the homogeneous problem with initial value , the mild solution is ; if , it is the unique classical solution as well (Classical, strong and mild abstract Cauchy solutions, Variation of constants for the inhomogeneous abstract Cauchy problem).
[F5] The discrete-spectrum theorem gives an orthonormal basis of with and ; the eigenvalues are real and repeated with multiplicity (Discrete spectrum of a symmetric elliptic Dirichlet operator).
[F6] The graph norm of on is ; is closed exactly when its graph is closed (Unbounded linear operators: domain, graph and extension).
[F7] If then and ; the orbit is differentiable at positive times with derivative (The generator commutes with the semigroup on its domain).
[F8] The semigroup is strongly continuous at , so in as (Strongly continuous semigroup).
[F9] For every , the scalar factor is bounded for , since the exponential dominates a fixed polynomial at infinity (The exponential dominates every fixed nonnegative integer power at ).
[F10] Poincaré bounds the norm of a zero-trace Sobolev function by a finite constant times its gradient norm on a bounded open set (The Poincare inequality for zero-boundary Sobolev closures on domains bounded in one direction).
[F11] The symmetric form operator is densely defined, symmetric and lower bounded (The associated elliptic operator is densely defined, symmetric and lower bounded).
[F12] Under Countable Choice the symmetric form operator is self-adjoint; because is bounded and the Axiom of Choice holds, the B11 theorem also gives compactness of for . Here the Gårding bound is and the chosen shift satisfies , so is bijective with compact inverse and has compact resolvent (The symmetric elliptic form operator is self-adjoint with compact resolvent).
[F13] The Gårding inequality gives the lower-bound parameter for the principal form in this example (Garding's inequality for a divergence-form elliptic operator).
Proof technique: identify the form operator, check dissipativity and bijectivity of , apply Lumer--Phillips, and then use the eigen expansion to establish positive-time graph-norm smoothing.
The operator . The operator associated with the symmetric Dirichlet form is the symmetric-case operator of The operator associated with a symmetric elliptic form for coefficients , , and ellipticity constant (Uniformly elliptic divergence-form operators and their sesquilinear forms); it is densely defined, symmetric and lower bounded (The associated elliptic operator is densely defined, symmetric and lower bounded), while . The explicit Gårding constant of this form is (Garding's inequality for a divergence-form elliptic operator); fix . Then is self-adjoint and is bijective with compact inverse (The symmetric elliptic form operator is self-adjoint with compact resolvent). In particular is closed and is bijective.
Spectral basis and positive eigenvalues. With , [F5] gives eigenvalues and an orthonormal basis with . For an eigenvector of , [F1] gives . If , then , and Poincaré on gives (The Poincare inequality for zero-boundary Sobolev closures on domains bounded in one direction); this contradicts . Thus , and .
Generation. The operator is densely defined, closed and dissipative: closedness and density follow from [step 1.1], while for , [F1] and [F3] give . Also by [step 1.1].
By [F2] with , generates a strongly continuous semigroup of contractions on .
Orbit of each eigenvector. For fixed , belongs to , is , has , and satisfies . By uniqueness for the classical homogeneous problem in [F4], . By linearity, if , then .
Arbitrary data and initial trace. The finite sums converge to in , so is square-summable. Since , the spectral series converges in for each . For every , contraction and orthonormality bound the distance between and this series by , uniformly in . This tends to , so the expansion holds in ; strong continuity also gives in at .
Positive-time smoothing in graph norm. Write and . Fix . For and , orthonormality gives Also , so [F9] and continuity on bounded intervals give Both tails tend to zero uniformly on . Thus converges uniformly there in . By [F2] the operator is closed; its graph is closed, so the limit pair is for . Consequently for every , and is continuous on every compact positive-time interval in the graph norm [F6].
Classical evolution at positive times. Fix and put by [step 6.1]. For , by the semigroup law. By [F7], this orbit is differentiable for and satisfies ; since can be chosen below any positive time, is a classical solution on (and on each closed interval bounded away from ). For general no graph-norm trace at is asserted; if , [F4] gives the classical solution on .
The semigroup orbit is the unique mild solution of the homogeneous abstract Cauchy problem by [F4], and its initial value is attained in by [step 5.1]. The positive-time graph-norm and differentiability conclusions are those of [steps 6.1 and 7.1]; no spatial identification of is made for an arbitrary bounded open .
Depends on
- AC supplies the countable and dependent choices used in Banach integration
- Lumer-Phillips generation theorem
- Variation of constants for the inhomogeneous abstract Cauchy problem
- Classical, strong and mild abstract Cauchy solutions
- The $L^2$ operator associated with a symmetric elliptic form
- The associated elliptic operator is densely defined, symmetric and lower bounded
- The symmetric elliptic form operator is self-adjoint with compact resolvent
- Discrete spectrum of a symmetric elliptic Dirichlet operator
- The Poincare inequality for zero-boundary Sobolev closures on domains bounded in one direction
- Hilbert space
- The space $L^p(\mu)$ as the quotient by null functions
- Integer-order Sobolev spaces and their norms
- Zero-boundary Sobolev space as a norm closure
- Semigroup sign and generator conventions
- The Axiom of Choice
- The Axiom of Countable Choice ($\mathrm{AC}_\omega$)
- Dissipative operator
- Strongly continuous semigroup
- Uniformly elliptic divergence-form operators and their sesquilinear forms
- Garding's inequality for a divergence-form elliptic operator
- Unbounded linear operators: domain, graph and extension
- The generator commutes with the semigroup on its domain
- The exponential dominates every fixed nonnegative integer power at $+\infty$
Used by
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Sources
- Roland Schnaubelt, Evolution Equations, Karlsruhe Institute of Technology (2023/24 course, complete lecture notes) (standard reference, not scraped)
- Klaus-Jochen Engel and Rainer Nagel, One-Parameter Semigroups for Linear Evolution Equations, Graduate Texts in Mathematics 194 (complete author-hosted monograph) (standard reference, not scraped)
- Haim Brezis, Functional Analysis, Sobolev Spaces and Partial Differential Equations, Universitext, Springer 2011 (complete 614-page text) (standard reference, not scraped)