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Analytic Duhamel cancellation removes the generator singularity

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] in the etA convention (Sectorial operator with the semigroup sign convention) and let (T(t))t≥0 be the generated analytic semigroup with ∥T(t)∥≤c0 and ∥AT(t)∥≤c1t−1 for 0<t≤b (Smoothing estimates for the semigroup generated by a sectorial operator). Let f∈Cα([0,b],X) with Hölder constant [f]α<∞, where α∈(0,1). For 0<t≤b set v(t):=∫0tT(t−s)f(s) ds,v1(t):=∫0tT(t−s)(f(s)−f(t)) ds,v2(t):=∫0tT(τ)f(t) dτ, so that v=v1+v2. Then:

  1. v1(t)∈D(A) and Av1(t)=∫0tAT(t−s)(f(s)−f(t)) ds with ∥Av1(t)∥≤c1α[f]αtα;
  2. v2(t)∈D(A), Av2(t)=(T(t)−I)f(t) and ∥Av2(t)∥≤(c0+1)∥f∥∞;
  3. v∈C([0,b],D(A)) in the graph norm and Av∈C([0,b],X) when v(0):=0, with Av(0)=0.

Consequently, for x∈D(A) the function u(t):=T(t)x+v(t) satisfies u(t)∈D(A) and Au(t)=AT(t)x+Av(t)→Ax as t↓0. No choice principle beyond Dependent Choice is used.

Facts & Assumptions

Given: A sectorial operator A of angle δ with its analytic semigroup T, constants ∥T(t)∥≤c0, ∥AT(t)∥≤c1/t on (0,b], a Hölder-continuous f∈Cα([0,b],X) with constant [f]α, an exponent α∈(0,1), and the functions v,v1,v2 above; f is continuous and hence Bochner integrable on [0,b], and Cα embeds in C([0,b],X).

[L1]

T(t)X⊆D(A) for t>0, AT(t)∈B(X) with ∥AT(t)∥≤c1/t, and ∥T(t)∥≤c0 (Smoothing estimates for the semigroup generated by a sectorial operator, The operator norm as the least bound and as the unit-sphere or unit-ball supremum).

[L2]

For every y∈X and t>0 one has Jty:=∫0tT(τ)y dτ∈D(A) with AJty=T(t)y−y; and for y∈D(A) one has AT(t)y=T(t)Ay (Time integrals of semigroup orbits lie in the generator domain, The generator commutes with the semigroup on its domain).

[L3]

The Bochner integral obeys ∥∫Eg∥≤∫E∥g∥ and the Duhamel integral t↦∫0tT(t−s)f(s)ds is continuous on [0,b] for continuous f (Bochner integral norm inequality, The variation-of-constants integral is continuous for integrable forcing).

Proof

technique · direct
1.1L1L2L3givenalgebra

Truncated first term. Fix 0<t≤b and 0<ε<t, and set v1,ε(t):=∫0t−εT(t−s)(f(s)−f(t)) ds. For s≤t−ε the semigroup law gives T(t−s)=T(ε)T(t−s−ε), so the integrand lies in D(A) and, since AT(ε) is bounded by [L1], Riemann sums and the norm inequality [L3] give v1,ε(t)∈D(A) and Av1,ε(t)=∫0t−εAT(t−s)(f(s)−f(t)) ds.

1.2L2L3givenalgebra

The constant-endpoint term. Since f(t) does not depend on the integration variable, v2(t)=∫0tT(τ)f(t) dτ=Jtf(t), so [L2] gives v2(t)∈D(A) and Av2(t)=T(t)f(t)−f(t), whence ∥Av2(t)∥≤(c0+1)∥f∥∞.

2.1step 1.1L1L3givenalgebra

The truncated first term is Cauchy in the graph norm. For 0<ε<η<t the difference of the truncated A-images is the integral over [t−η,t−ε] of AT(t−s)(f(s)−f(t)), whose norm is at most c1[f]α(t−s)α−1 by [L1] and Hölder continuity of f; integrating gives ∥Av1,ε(t)−Av1,η(t)∥≤c1α[f]α(ηα−εα)→0 as ε,η↓0. Likewise ∥v1,ε(t)−v1,η(t)∥≤c0[f]α∫t−ηt−ε(t−s)αds→0, so both v1,ε(t) and Av1,ε(t) converge; since A is closed, v1(t)∈D(A) and Av1(t)=∫0tAT(t−s)(f(s)−f(t)) ds, with ∥Av1(t)∥≤c1α[f]αtα.

3.1step 1.2step 2.1L2L3givenalgebra

Continuity in the graph norm. The bounds just obtained give ∥v1(t)∥≤c0[f]αt1+α/(1+α) and ∥Av1(t)∥≤c1α[f]αtα, so v1 and Av1 extend continuously to t=0 with value 0; on every [a,b] with a>0, the truncated expressions are continuous for 0<ε<a, and their tails are bounded uniformly in t by c0[f]αε1+α/(1+α) and c1[f]αεα/α, respectively. They therefore converge uniformly on [a,b], proving continuity of v1 and Av1 at positive times. For the constant-endpoint term, ∥Av2(t)∥≤(c0+1)∥f∥∞ and ∥Av2(t)−Av2(0)∥≤(c0+1)∥f(t)−f(0)∥+∥(T(t)−I)f(0)∥→0 by continuity of f and strong continuity of T; finally v is continuous on [0,b] by [L3]. Hence v∈C([0,b],D(A)) in the graph norm and Av∈C([0,b],X) with Av(0)=0.

4.1step 1.2step 3.1L2givenalgebra∎

The final assertion. For x∈D(A), [L2] gives AT(t)x=T(t)Ax→Ax as t↓0 by strong continuity, so Au(t)=AT(t)x+Av(t)→Ax+0=Ax; the decomposition u=T(⋅)x+v therefore removes the singularity of AT(t)x at the endpoint, and no choice principle beyond Dependent Choice was used.

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