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The Dunford contour construction satisfies the semigroup law and strong continuity at the vertex

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.

In the setting of The Dunford contour integral defines a bounded holomorphic family on the sector, extend T by T(0):=I. Then:

  1. T(z1+z2)=T(z1)T(z2) for all z1,z2∈Σδ;
  2. T(z)x→x as Σδ′∋z→0 for every x∈X and every δ′<δ, with the quantitative estimate ∥T(z)x−x∥≤Cδ′,r∣z∣ ∥Ax∥ for x∈D(A) and ∣z∣≤r;

hence (T(z))z∈Σδ∪{0} is a bounded analytic semigroup of angle δ in the sense of Complex sector and bounded analytic semigroup. No choice principle beyond Dependent Choice is used.

Facts & Assumptions

Given: A sectorial operator A of angle δ with vertex 0 on a complex Banach space X and the contour family T(z) of The Dunford contour integral defines a bounded holomorphic family on the sector, with T(0):=I; fixed z1,z2∈Σδ and δ0<δ with z1,z2,z1+z2∈Σδ0; and for the strong-continuity part a fixed x∈D(A).

[L1]

T is well defined, norm-holomorphic on Σδ, independent of the inner radius and of the admissible angle, and sup⁡z∈Σδ′∥T(z)∥<∞ for every δ′<δ (The Dunford contour integral defines a bounded holomorphic family on the sector).

[L2]

For λ,μ∈ρ(A), R(λ,A)−R(μ,A)=(μ−λ)R(λ,A)R(μ,A) (Resolvent identity and holomorphy for a closed operator). For μ∈ρ(A)∖{0} and x∈D(A), the inverse relation R(μ,A)(μx−Ax)=x gives R(μ,A)x−μ−1x=μ−1R(μ,A)Ax (Resolvent and spectrum of a closed operator on a Banach space).

[L3]

On any open star-shaped domain U⊆C, the integral of a holomorphic scalar- or Banach-valued function over a closed piecewise C1 contour in U is zero (Primitive and Cauchy theorem for Banach-valued holomorphic maps on star-shaped domains). In particular this applies to contours in the sector S:={λ≠0:∣arg⁡λ∣<π/2+δ}; the improper keyhole integrals defining T converge absolutely (The Dunford contour integral defines a bounded holomorphic family on the sector).

[L4]

For the curve integral, ∥∫γf∥≤∫γ∥f∥ and the integral is linear (Bochner integral norm inequality, Linearity of the Bochner integral).

[L5]

The index is the integral (2πi)−1∮(λ−p)−1dλ, is constant on each connected component off the trace, and vanishes on the unbounded component (The winding number of a closed contour about a point off its trace, The winding number is constant on each connected component of the complement of the trace, The winding number vanishes on the unbounded component of the complement of the trace).

Proof

technique · direct
1.1L1L4givenalgebra

The double integral. Fix admissible contours Γ1=Γ(r1,θ1) and Γ2=Γ(r2,θ2) with π/2+δ0<θ1<θ2<π/2+δ and r2<r1; then every point of Γ1 lies outside the interior of Γ2 and every point of Γ2 lies inside the interior of Γ1. By [L1] and [L4] the product T(z1)T(z2) is the norm limit of the truncated products, and for each truncation the finite double integral of eλ1z1+λ2z2R(λ1)R(λ2) equals its iterate, so T(z1)T(z2)=1(2πi)2∫Γ2∫Γ1eλ1z1+λ2z2R(λ1)R(λ2) dλ1dλ2 with absolutely convergent iterated integrals.

1.2L3L5givenalgebra

The finite-keyhole winding calculation. For R>r, let CR(r,θ) be the closed contour obtained by appending to ΓR(r,θ) the counterclockwise outer arc Reiα, θ≤α≤2π−θ, through the left half-plane. Its interior is DR={λ:∣λ∣<R, ∣λ∣<r or ∣arg⁡λ∣>θ}, with 0 included by the first alternative; it is star-shaped about 0. For p off CR, the winding number is one when p∈DR and zero when p is outside DR‾; equivalently ∮CR(r,θ)(λ−p)−1dλ is 2πi or 0, respectively. At p=0, the two radial integrals of dλ/λ cancel, while the inner and outer arcs contribute 2iθ and i(2π−2θ), so the index is 1. Since DR is connected, [L5] gives the same index at every interior point. Every exterior point can move radially out beyond radius R without meeting the trace, then along an outer circle, so it belongs to the unbounded component, where [L5] gives index 0. If z∈Σδ and θ is admissible for z, then on the outer arc Re⁡(λz)≤−cR∣z∣ for some c>0, so ∫AReλz(λ−p)−1dλ→0 for fixed p. Put D∞:=⋃R>rDR. If p∈D∞, then p∈DR for every sufficiently large R; writing eλz(λ−p)−1=epz(λ−p)−1+G(λ) with entire G having a global primitive shows that the open contour integral tends to 2πiepz. If instead p∉D∞‾, then p lies outside every DR‾ and, for each finite R, choose 0<εR<dist⁡(p,DR‾) and set UR,εR=DR‾+B(0,εR). This is an open star-shaped neighborhood of DR‾ that avoids p; the integrand is holomorphic there, so its closed integral vanishes by [L3], and the outer arc tends to zero, giving an open contour integral equal to zero. The nested-contour cases evaluated below have p either inside D∞ or outside D∞‾, so no boundary-pole case is needed.

2.1step 1.1step 1.2L2L3givenalgebra

The resolvent identity and the inner integrals. By [L2], R(λ1)R(λ2)=R(λ2)−R(λ1)λ1−λ2, so the double integral of [step 1.1] splits as A2−A1, where A1 is the term with R(λ1) and the inner Γ2 integral, and A2 is the term with R(λ2) and the inner Γ1 integral. The two infinite contours are disjoint and have positive separation d:=dist⁡(Γ1,Γ2)>0: their finite arc pieces are disjoint compact sets, and their ray tails have distinct angles θ1≠θ2, so the distance between tails tends to infinity. Thus ∣λ1−λ2∣−1≤d−1; together with exponential decay along the rays and the sectorial resolvent bound, this gives absolute integrability of each split double-integral term and justifies Fubini. For each fixed λ1∈Γ1, the nesting in [step 1.1] puts λ1 outside the closure of the full unbounded keyhole region D∞,2:=⋃R2>r2DR2(r2,θ2), so it is outside every truncated interior. For each R2, the scalar integrand eλ2z2/(λ1−λ2) is holomorphic on an open star-shaped neighborhood of DR2‾ avoiding its pole, so the integral on CR2(r2,θ2) is zero by [L3]. Its outer arc contribution tends to zero by exponential decay, hence the open inner Γ2 integral in A1 vanishes. For each fixed λ2∈Γ2, the nesting puts it inside the unbounded keyhole interior of Γ1, and therefore in DR1 for every sufficiently large R1. On CR1(r1,θ1), the decomposition eλ1z1/(λ1−λ2)=eλ2z1/(λ1−λ2)+[eλ1z1−eλ2z1]/(λ1−λ2) has an entire second term with a global primitive; by [step 1.2] the first term integrates to 2πieλ2z1. The outer arc of the original exponential integrand tends to zero for this fixed λ2, so the open inner Γ1 integral in A2 is 2πieλ2z1. These are pointwise evaluations of the inner improper integrals; no radius-limit is interchanged with the outer integration.

2.2step 1.2L1L2L3givenalgebra

Strong continuity with the quantitative estimate. Let x∈D(A) and fix 0<δ′<δ. Choose once and for all an angle θ with π/2+δ′<θ<π/2+δ, and choose ε>0 so that θ<π/2+δ−ε; this same contour angle is admissible for every z∈Σδ′. Every μ on the contour is nonzero, so [L2] gives R(μ,A)x−μ−1x=μ−1R(μ,A)Ax, and the scalar identity 12πi∫Γeμzdμμ=1 for z∈Σδ′ follows by closing the truncated keyhole: the closed integral is 2πi by [step 1.2] at p=0 plus the entire quotient (eμz−1)/μ, whose integral is zero, and the outer arc of eμz/μ tends to zero. Hence T(z)x−x=12πi∫Γeμzμ−1R(μ,A)Ax dμ. Use this fixed θ and the contour inner radius ϱ=1/∣z∣. Since ∣arg⁡z∣<δ′, on both rays Re⁡(μz)≤−cs∣z∣ with a single c=c(θ,δ′)>0; the two rays contribute at most 2Mε∥Ax∥ ∣z∣∫1∞e−cσσ−2dσ after σ=s∣z∣, and the arc contributes at most 2θeMε∣z∣∥Ax∥. Thus ∥T(z)x−x∥≤Cδ′,r∣z∣∥Ax∥ with one constant for all z∈Σδ′ and ∣z∣≤r, and this tends to 0 as z→0 in that smaller sector.

3.1step 1.1step 2.1L1givenalgebra

The semigroup law. Substituting [step 2.1] into [step 1.1] gives T(z1)T(z2)=1(2πi)2∫Γ2eλ2z22πieλ2z1R(λ2,A) dλ2=12πi∫Γ2eλ2(z1+z2)R(λ2,A) dλ2=T(z1+z2), the last equality by the independence of the contour [L1], since Γ2 is admissible for z1+z2∈Σδ0 when θ2>π/2+δ0.

4.1step 2.2step 3.1L1given∎

Extension to all x and assembly. D(A) is dense in X, and ∥T(z)∥≤Mδ′ on Σδ′ by [L1], so the uniform estimate of [step 2.2] on the dense set extends the strong limit T(z)x→x to every x∈X. Together with the semigroup law [step 3.1], the holomorphy and boundedness of [L1], and T(0)=I, this exhibits T as a bounded analytic semigroup of angle δ; the argument used only the resolvent identity, the contour computations and norm estimates, so no choice principle beyond Dependent Choice was used.

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