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The sectorial multiplication 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 (Ω,μ) be a σ-finite measure space with μ(Ω)>0, let q:Ω→R be measurable with q≤0 μ-a.e., and let A=Mq on H=L2(μ) have maximal domain D(A)={f∈L2(μ):qf∈L2(μ)}. Then:

(1) A is self-adjoint and densely defined;

(2) for every λ∈C∖(−∞,0], the multiplication operator M(λ−q)−1 is bounded and is the inverse of λI−A, so R(λ,A)f=(λ−q)−1f;

(3) ∥R(λ,A)∥=ess sup⁡x∣λ−q(x)∣−1≤1dist⁡(λ,(−∞,0]). Thus ∥R(λ,A)∥≤1/∣λ∣ when Re⁡λ≥0 and ∥R(λ,A)∥≤1/∣Im⁡λ∣ when Re⁡λ<0; in particular on Σπ−ε it is at most 1/(∣λ∣sin⁡ε). These are sharp uniform bounds over all q≤0, but equality for a fixed q is not asserted. Consequently A is sectorial with maximal exponent π/2 in the etA convention;

(4) T(t)f=etqf is a strongly continuous contraction semigroup: ∥etq∥∞≤1, and T(t)f→f in L2 by dominated convergence as t↓0. For each real λ>0, its Bochner Laplace integral acts pointwise as ∫0∞e−λtetqf dt=(λ−q)−1f. Thus the Laplace-transform formula Laplace transform formula for the resolvent gives R(λ,G)=M(λ−q)−1=R(λ,A), where G is the generator of T; equality of resolvents at one point implies G=A, including equality with the stated maximal domain. The computation is pointwise; a nonreal bounded multiplier requires its own argument. Dependent Choice is assumed for the semigroup suppliers; Countable Choice is inherited from the L2 Hilbert-space and adjoint vocabulary.

Facts & Assumptions

Given: A σ-finite measure space (Ω,μ) with μ(Ω)>0, a measurable q≤0 a.e., the Hilbert space H=L2(μ) with its integral inner product, and A=Mq with D(A)={f∈H:qf∈H}.

[L1]

L2(μ) is the quotient of L2(μ) by the a.e. zero functions, and its integral pairing makes it a complex Hilbert space under Countable Choice (The space Lp(μ) as the quotient by null functions, L2 with the integral pairing is a Hilbert space, Hilbert space).

[L2]

The adjoint domain consists of the vectors y for which x↦⟨Tx,y⟩ is bounded on D(T) (Adjoint of a densely defined operator).

[L3]

z∈ρ(T) when zI−T:D(T)→H is bijective with bounded inverse R(z,T) (Resolvent and spectrum of a closed operator on a Banach space).

[L4]

The operator norm of a bounded operator is the supremum of ∥Tx∥ over the unit ball, so ∥Tx∥≤∥T∥ ∥x∥ (The operator norm as the least bound and as the unit-sphere or unit-ball supremum, A bounded linear operator between normed spaces).

[L5]

A is sectorial of angle δ∈(0,π/2] at vertex 0 when Σπ/2+δ⊆ρ(A) with ∥R(λ,A)∥≤Mε/∣λ∣ on Σπ/2+δ−ε for every ε∈(0,δ); the equivalent conditions of the characterisation theorem then give a bounded analytic semigroup of angle δ generated by A (Sectorial operator with the semigroup sign convention, Sectorial resolvent characterisation of bounded analytic semigroups).

[L6]

A strongly continuous semigroup is a family T(t) of bounded operators with T(0)=I, T(t+s)=T(t)T(s) and continuous orbits, and its generator is defined by the right difference quotients (Strongly continuous semigroup, Infinitesimal generator of a C0-semigroup).

[L7]

For a strongly continuous semigroup with generator G and bound ∥T(t)∥≤Meωt one has R(λ,G)x=∫0∞e−λtT(t)x dt for every real λ>ω (Laplace transform formula for the resolvent).

[L8]

Dominated convergence gives L2 convergence from pointwise convergence with a fixed L2 majorant (Dominated convergence).

Verification

technique · direct
1.1L1L2L8givenalgebra

The operator is densely defined and self-adjoint. For f∈H the truncations fn:=f1{∣q∣≤n} lie in D(A) and fn→f in H by [L8], so D(A) is dense; for f,g∈D(A) the identity ⟨Mqf,g⟩=∫qfg‾ dμ=⟨f,Mqg⟩ shows symmetry. If g∈D(A∗), then for every h∈D(A) the adjoint relation gives ∫h(qg‾−A∗g‾) dμ=0. Put r:=A∗g−qg and En:={∣q∣≤n, ∣r∣≤n}, and define hn:=1Enr. Then hn is in L2, since ∥hn∥2≤∥A∗g∥2+n∥g∥2, while qhn∈L2 because ∣q∣≤n on its support, so hn∈D(A). The adjoint identity with h=hn yields 0=∫hn(qg‾−A∗g‾) dμ=−∫En∣r∣2 dμ. The sets En increase to full measure because q is finite-valued and g,A∗g∈L2, so r=0 almost everywhere. Thus qg=A∗g∈H, and g∈D(A) with A∗g=Ag; therefore D(A∗)=D(A) and A=A∗ by [L2].

1.2L1L6L8givenalgebra

The contraction semigroup. For f∈H define T(t)f:=etqf for t≥0; since q≤0 one has ∣etq∣≤1 and ∥T(t)f∥2≤∥f∥2 with T(t) linear and T(0)=I, the functional equation is immediate from e(t+s)q=etqesq, and ∣etq−1∣2∣f∣2≤4∣f∣2 together with pointwise convergence etq→1 gives ∥T(t)f−f∥2→0 as t↓0 by [L8]; hence T is a strongly continuous semigroup of contractions by [L6].

2.1step 1.1L1L3L4givenalgebra

The resolvent formula and its norm. Fix λ∉(−∞,0] and put mλ:=(λ−q)−1, bounded with ∣mλ(x)∣≤1/dist⁡(λ,(−∞,0]) because q(x)∈(−∞,0] a.e.; the multiplication operator Mmλ is bounded with ∥Mmλ∥=ess sup⁡x∣mλ(x)∣ (the upper bound from [L4] and the lower bound by testing on the indicator of a finite-measure subset of {∣mλ∣>s−ε}); also qmλ=λmλ−1 is bounded, so MmλH⊂D(A). The pointwise identities (λ−q)mλ=1=mλ(λ−q) give (λI−A)Mmλf=f for f∈H and Mmλ(λI−A)g=g for g∈D(A); hence Mmλ is the two-sided inverse of λI−A, so λ∈ρ(A) with R(λ,A)=Mmλ and ∥R(λ,A)∥=ess sup⁡x∣λ−q(x)∣−1≤1/dist⁡(λ,(−∞,0]).

3.1step 2.1L5givenalgebra

Sectoriality with exponent π/2. By [step 2.1] every λ∉(−∞,0], in particular every λ∈Σπ=C∖(−∞,0], lies in ρ(A) with ∥R(λ,A)∥≤1/dist⁡(λ,(−∞,0]); for Re⁡λ≥0 the nearest point of (−∞,0] is the origin and the distance is ∣λ∣, for Re⁡λ<0 it is ∣Im⁡λ∣, and on Σπ−ε the distance is at least ∣λ∣sin⁡ε (for ∣arg⁡λ∣≤π/2 the distance is ∣λ∣, and for π/2≤∣arg⁡λ∣≤π−ε it is ∣λ∣sin⁡(π−∣arg⁡λ∣)≥∣λ∣sin⁡ε); hence A is sectorial of angle π/2 by [L5], and as the sectorial exponent is capped at π/2 by the definition this exponent is maximal.

4.1step 1.2step 2.1L5L7givenalgebra∎

The generator is A. For real λ>0 the Bochner integral v=∫0∞e−λtT(t)f dt exists by the contraction bound. For h∈H, Cauchy–Schwarz and q≤0 give ∫0∞∫Ωe−(λ−q(x))t∣f(x)h(x)∣ dμ dt≤λ−1∥f∥2∥h∥2. Scalar Fubini (Fubini's theorem for L^1 functions on a sigma-finite product) therefore gives ⟨v,h⟩=∫Ω(λ−q)−1fh‾ dμ. A bounded linear functional commutes with the Bochner integral by its simple-function definition, so this equality identifies v=M(λ−q)−1f. By [L7], R(λ,G)=M(λ−q)−1=R(λ,A). The common inverse has range D(G)=D(A) and determines both operators, so G=A. Thus T is the real-time restriction of the bounded analytic semigroup generated by A, by [L5] and uniqueness of real-time semigroups.

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