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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 (ACω)), as required by the batch-11 spectral and compactness suppliers used below. Let Ω⊆Rn be nonempty, bounded and open, H=L2(Ω), and let L be the L2 operator associated with the symmetric Dirichlet form a(u,v)=∫Ω∇u⋅∇v‾ dx on H01(Ω) (The L2 operator associated with a symmetric elliptic form), with L 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 A:=−L=ΔD with D(A)=D(L); this is the Dirichlet Laplacian with the sign convention of Semigroup sign and generator conventions. Then A is closed, densely defined and dissipative, I−A=I+L is bijective, and Lumer--Phillips makes A the generator of a strongly continuous contraction semigroup T on H. With the eigenvalues 0<λ1≤λ2≤⋯→∞ and orthonormal basis (ej) of H furnished by Discrete spectrum of a symmetric elliptic Dirichlet operator, one has T(t)f=∑j≥1e−λjt(f,ej)L2 ej(f∈H), the series converging in H. For every f∈H and every t>0, T(t)f∈D(A); the orbit is continuous in the graph norm on compact subintervals of (0,∞) and is a classical solution there, with ut=Au=ΔDu. At t=0 the general initial datum is attained in the L2 norm, T(t)f→f as t↓0; no graph-norm trace at 0 is asserted for general f. For f∈D(A), the orbit is the classical solution also at t=0. In no case is D(A) identified with a spatial H2 space for the arbitrary bounded open set Ω.

Verification

Given: The Axiom of Choice and Countable Choice (The Axiom of Choice, The Axiom of Countable Choice (ACω)); a nonempty bounded open Ω⊆Rn; H=L2(Ω) (Hilbert space, The space Lp(μ) as the quotient by null functions); the symmetric Dirichlet form a(u,v)=∫Ω∇u⋅∇v‾ dx on H01(Ω) (Integer-order Sobolev spaces and their norms, Zero-boundary Sobolev space as a norm closure); the associated operator L with D(L)={u∈H01(Ω):∃f∈H, a(u,v)=(f,v) ∀v∈H01(Ω)}; and A:=−L=ΔD with D(A)=D(L) (Semigroup sign and generator conventions). The five in-run suppliers used for form and spectral facts are draft items of this run.

[F1] For u∈D(L) the defining identity a(u,v)=(Lu,v) holds for every v∈H01(Ω); in particular a(u,u)=(Lu,u)=∫Ω∣∇u∣2, and a is symmetric and nonnegative (The L2 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 A with Ran⁡(λ0I−A)=X for some λ0>0 generates a strongly continuous semigroup of contractions; in that case A is closed (Lumer-Phillips generation theorem).

[F3] On a Hilbert space, dissipativity is equivalent to Re⁡⟨Au,u⟩≤0 for every u∈D(A) (Dissipative operator).

[F4] For the homogeneous problem with initial value x∈H, the mild solution is T(t)x; if x∈D(A), 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 (ej) of H with ej∈D(L) and Lej=λjej; the eigenvalues are real and repeated with multiplicity (Discrete spectrum of a symmetric elliptic Dirichlet operator).

[F6] The graph norm of A on D(A) is ∥u∥A=(∥u∥H2+∥Au∥H2)1/2; A is closed exactly when its graph is closed (Unbounded linear operators: domain, graph and extension).

[F7] If x∈D(A) then T(s)x∈D(A) and AT(s)x=T(s)Ax; the orbit is differentiable at positive times with derivative AT(s)x (The generator commutes with the semigroup on its domain).

[F8] The semigroup is strongly continuous at 0, so T(t)f→f in H as t↓0 (Strongly continuous semigroup).

[F9] For every δ>0, the scalar factor λe−δλ is bounded for λ≥0, since the exponential dominates a fixed polynomial at infinity (The exponential dominates every fixed nonnegative integer power at +∞).

[F10] Poincaré bounds the L2 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 L 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 L is self-adjoint; because Ω is bounded and the Axiom of Choice holds, the B11 theorem also gives compactness of Kμ=(L+μ)−1 for μ≥β. Here the Gårding bound is β=1/2 and the chosen shift μ0=1 satisfies μ0≥β, so L+1 is bijective with compact inverse and L has compact resolvent (The symmetric elliptic form operator is self-adjoint with compact resolvent).

[F13] The Gårding inequality gives the lower-bound parameter β=1/2 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 I−A, apply Lumer--Phillips, and then use the eigen expansion to establish positive-time graph-norm smoothing.

1.1F1F11F12F13

The operator L. The L2 operator associated with the symmetric Dirichlet form is the symmetric-case operator of The L2 operator associated with a symmetric elliptic form for coefficients aij=δij, b≡0, c=0 and ellipticity constant θ=1 (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 a(u,u)=∫Ω∣∇u∣2≥0. The explicit Gårding constant of this form is β=1/2 (Garding's inequality for a divergence-form elliptic operator); fix μ0:=1≥β. Then L is self-adjoint and L+μ0:D(L)→H is bijective with compact inverse (The symmetric elliptic form operator is self-adjoint with compact resolvent). In particular L is closed and I+L=L+1 is bijective.

1.2F1F5F10algebra

Spectral basis and positive eigenvalues. With μ0=1, [F5] gives eigenvalues λ1≤λ2≤⋯→+∞ and an orthonormal basis (ej) with Lej=λjej. For an eigenvector u≠0 of λj, [F1] gives λj∥u∥2=(Lu,u)=a(u,u)≥0. If λj=0, then ∥∇u∥L2=0, and Poincaré on H01(Ω) gives ∥u∥L2≤CP∥∇u∥L2=0 (The Poincare inequality for zero-boundary Sobolev closures on domains bounded in one direction); this contradicts u≠0. Thus 0<λ1≤λ2≤⋯→+∞, and Aej=−λjej.

2.1F1F3step 1.1

Generation. The operator A=−L is densely defined, closed and dissipative: closedness and density follow from [step 1.1], while for u∈D(A), [F1] and [F3] give Re⁡⟨Au,u⟩=−a(u,u)=−∫Ω∣∇u∣2≤0. Also Ran⁡(I−A)=Ran⁡(I+L)=H by [step 1.1].

3.1F2step 2.1

By [F2] with λ0=1, A generates a strongly continuous semigroup of contractions T on H.

4.1F4step 1.2step 3.1algebra

Orbit of each eigenvector. For fixed j, vj(t):=e−λjtej belongs to D(A), is C1, has vj(0)=ej, and satisfies vj′(t)=−λjvj(t)=Avj(t). By uniqueness for the classical homogeneous problem in [F4], T(t)ej=e−λjtej. By linearity, if fN:=∑j≤N(f,ej)ej, then T(t)fN=∑j≤Ne−λjt(f,ej)ej.

5.1F2F5F8step 4.1

Arbitrary L2 data and initial trace. The finite sums fN converge to f in H, so cj:=(f,ej)L2 is square-summable. Since ∣e−λjt∣≤1, the spectral series converges in H for each t≥0. For every N, contraction and orthonormality bound the distance between T(t)f and this series by ∥f−fN∥H+(∑j>N∣cj∣2)1/2, uniformly in t≥0. This tends to 0, so the expansion holds in H; strong continuity also gives T(t)f→f in H at 0.

6.1F2F5F6F9step 5.1

Positive-time smoothing in graph norm. Write cj=(f,ej)L2 and uN(t):=∑j≤Ne−λjtcjej. Fix 0<δ<T0<∞. For M<N and t∈[δ,T0], orthonormality gives ∥uN(t)−uM(t)∥H2=∑M<j≤Ne−2λjt∣cj∣2≤∑j>M∣cj∣2. Also AuN(t)=−∑j≤Nλje−λjtcjej, so [F9] and continuity on bounded intervals give ∥A(uN(t)−uM(t))∥H2=∑M<j≤Nλj2e−2λjt∣cj∣2≤Cδ2∑j>M∣cj∣2,Cδ:=sup⁡λ≥0λe−δλ<∞. Both tails tend to zero uniformly on [δ,T0]. Thus (uN,AuN) converges uniformly there in H⊕H. By [F2] the operator A is closed; its graph is closed, so the limit pair is (u(t),Au(t)) for u(t)=T(t)f. Consequently u(t)∈D(A) for every t>0, and t↦u(t) is continuous on every compact positive-time interval in the graph norm [F6].

7.1F4F7step 6.1

Classical evolution at positive times. Fix 0<δ<T0 and put xδ:=u(δ)∈D(A) by [step 6.1]. For t∈[δ,T0], u(t)=T(t−δ)xδ by the semigroup law. By [F7], this orbit is differentiable for t>δ and satisfies u′(t)=AT(t−δ)xδ=Au(t); since δ can be chosen below any positive time, u is a classical solution on (0,T0] (and on each closed interval bounded away from 0). For general f∈H no graph-norm trace at 0 is asserted; if f∈D(A), [F4] gives the classical solution on [0,T0].

8.1F4step 5.1step 6.1step 7.1∎

The semigroup orbit is the unique mild solution of the homogeneous abstract Cauchy problem by [F4], and its initial value is attained in H by [step 5.1]. The positive-time graph-norm and differentiability conclusions are those of [steps 6.1 and 7.1]; no spatial H2 identification of D(A) is made for an arbitrary bounded open Ω.

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