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Cauchy estimates for an analytic semigroup give generator power bounds

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 (Banach space) and let (T(z))z∈Σδ∪{0} be a bounded analytic semigroup of angle δ∈(0,π/2] with generator A (Complex sector and bounded analytic semigroup, Infinitesimal generator of a C0-semigroup), and put Mδ′:=sup⁡z∈Σδ′∥T(z)∥<∞ for 0<δ′<δ. Then for every t>0, every m≥1 and every 0<δ′′<δ′<δ:

  1. T(t)X⊆D(Am) and the identity T(m)(t)=AmT(t) holds as bounded operators, where T(m) is the m-th norm derivative on (0,∞);
  2. ∥AmT(t)∥=∥T(m)(t)∥≤m! Mδ′(tsin⁡δ′′)m.

No choice principle beyond Dependent Choice is used.

Facts & Assumptions

Given: A bounded analytic semigroup T of angle δ on a complex Banach space X with generator A, constants Mδ′<∞ for δ′<δ, times t>0, integers m≥1, and angles 0<δ′′<δ′<δ.

[L1]

The family T:Σδ→B(X) is norm-holomorphic, T(0)=I, T(z1+z2)=T(z1)T(z2) for z1,z2∈Σδ, ∥T(z)∥≤Mδ′ for z∈Σδ′, and lim⁡Σδ′∋z→0T(z)x=x for every x∈X (Complex sector and bounded analytic semigroup).

[L2]

A vector y∈X lies in D(A) exactly when the strong right derivative lim⁡h↓0h−1(T(h)y−y) exists, and then Ay is that limit; hence for h>0 small and y∈X one may test membership of T(t)y in D(A) by this limit (Infinitesimal generator of a C0-semigroup).

[L3]

For a continuous complex-differentiable F:U→Y into a complex Banach space Y whose closed disc D(z0,R)‾ lies in U, and every 0<r<R, the m-th derivative satisfies ∥F(m)(z0)∥≤m!sup⁡∣w−z0∣=r∥F(w)∥/rm, and all derivatives exist (Cauchy integral formula and Cauchy estimates for Banach-valued holomorphic functions).

[L4]

Since X is Banach, B(X) is Banach in the operator norm (If (Y) is Banach then (\mathcal B(X,Y)) is Banach); thus [L3] applies to the B(X)-valued map T.

Proof

technique · direct
1.1L1L2givenalgebra

The first-order identity. Fix t>0 and y∈X. For h>0 small, the semigroup law [L1] with t,t+h∈Σδ gives h−1(T(h)−I)T(t)y=h−1(T(t+h)y−T(t)y), and the right-hand side converges as h↓0 to the complex derivative T′(t)y of the holomorphic map z↦T(z)y at t, because that derivative exists in operator norm by [L1]; hence by [L2] T(t)y∈D(A) and AT(t)y=T′(t)y.

2.1step 1.1L1L2L3L4givenalgebra

The inductive identity. Assume T(s)X⊆D(Am) and AmT(s)=T(m)(s)∈B(X) for all s>0. Fix t>0 and y∈X, and put x:=AmT(t)y=T(m)(t)y. For h>0, the semigroup law [L1] gives T(h)T(t+s)=T(t+h+s) for real s near 0; differentiating this identity m times in operator norm, justified by [L3, L4], gives T(h)T(m)(t)y=T(m)(t+h)y. Therefore T(h)x−xh=T(m)(t+h)y−T(m)(t)yh⟶T(m+1)(t)y(h↓0). By the generator definition [L2], x∈D(A) and Ax=T(m+1)(t)y. Since T(t)y∈D(Am) by the induction hypothesis and AmT(t)y=x∈D(A), the recursive definition of powers gives T(t)y∈D(Am+1) and Am+1T(t)y=T(m+1)(t)y. As y was arbitrary, T(t)X⊆D(Am+1) and Am+1T(t)=T(m+1)(t)∈B(X).

3.1step 2.1given

Conclusion of the identity. [step 1.1] is the case m=1 and [step 2.1] carries every higher m, so T(t)X⊆D(Am) and T(m)(t)=AmT(t)∈B(X) for every t>0 and m≥1.

4.1step 3.1L1L3L4givenalgebra∎

The Cauchy estimate. Fix t>0 and 0<δ′′<δ′<δ. Choose r:=tsin⁡δ′′ and R with r<R<tsin⁡δ′. The closed disc D(t,R)‾ lies in Σδ′: its radius is smaller than the distance tsin⁡δ′ from t to either boundary ray, and R<t keeps it away from the vertex. In particular the circle ∣w−t∣=r lies in Σδ′, where [L1] bounds ∥T(w)∥ by Mδ′. Applying the Cauchy estimate [L3] to the B(X)-valued holomorphic map F=T at z0=t gives ∥T(m)(t)∥≤m!sup⁡∣w−t∣=r∥T(w)∥/rm≤m!Mδ′/(tsin⁡δ′′)m, and with [step 3.1] this is ∥AmT(t)∥≤m!Mδ′/(tsin⁡δ′′)m.

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