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Resolvent identity and holomorphy for a closed operator

Statement

Let X be a Banach space over K∈{R,C} (Banach space, Real and complex scalar conventions for normed spaces) and let A:D(A)⊆X→X be a closed linear operator with resolvent R(λ,A)=(λI−A)−1∈B(X) for λ∈ρ(A) (Resolvent and spectrum of a closed operator on a Banach space). Then:

  1. ρ(A) is open: if λ0∈ρ(A) and ∣λ−λ0∣ ∥R(λ0,A)∥<1, then λ∈ρ(A) and R(λ,A)=∑n≥0(λ0−λ)nR(λ0,A)n+1, the series converging in the operator norm;
  2. the resolvent identity R(λ,A)−R(μ,A)=(μ−λ)R(λ,A)R(μ,A)=(μ−λ)R(μ,A)R(λ,A) holds for all λ,μ∈ρ(A);
  3. λ↦R(λ,A) is differentiable on ρ(A) in the operator norm with derivative R′(λ,A)=−R(λ,A)2; when K=C this is norm-holomorphy (Complex differentiability at a point, the complex derivative, holomorphic functions, and entire functions);
  4. for every z∈C the map λ↦eλzR(λ,A) is differentiable on ρ(A) in the operator norm with derivative zeλzR(λ,A)−eλzR(λ,A)2, and norm-holomorphic when K=C; for K=R the complex scalar eλz acts through the canonical complexification of X (Canonical Banach complexification of a real Banach space).

No choice principle is used.

Facts & Assumptions

Given: A Banach space X over K∈{R,C}, a closed linear operator A:D(A)⊆X→X, its resolvent set ρ(A), the resolvents R(λ,A)=(λI−A)−1 for λ∈ρ(A), and the operator T:=(λ0−λ)R(λ0,A) attached to a fixed λ0∈ρ(A) and λ∈K.

[L1]

For σ∈ρ(A) one has R(σ,A)∈B(X), R(σ,A)X=D(A), R(σ,A)(σI−A)y=y for y∈D(A), (σI−A)R(σ,A)x=x for x∈X, and AR(σ,A)=σR(σ,A)−I∈B(X) (Resolvent and spectrum of a closed operator on a Banach space).

[L2]

If R∈B(X) satisfies ∥R∥<1, then I−R is invertible with inverse the operator-norm limit ∑n≥0Rn, and ∥∑n≥0Rn∥≤(1−∥R∥)−1 (Neumann series and small perturbations of bounded inverses); moreover ∥ST∥≤∥S∥ ∥T∥ for the operator norm (Composition satisfies |ST|\le|S|,|T|).

[L3]

The complex exponential is entire with exp⁡′(z)=exp⁡(z) (The complex exponential is entire and its complex derivative is itself), and its defining series gives exp⁡(0)=1 (The complex exponential by its power series); hence for every fixed z∈C the difference quotient h−1(ehz−1)→z as h→0 in C, because ehz=O(1)-bounded near 0 and h−1(ehz−1)=z⋅(hz)−1(exp⁡(hz)−exp⁡(0))→zexp⁡′(0).

Proof

technique · direct
1.1L1givenalgebra

Factorization. Fix λ0∈ρ(A) and set T:=(λ0−λ)R(λ0,A)∈B(X). For every y∈D(A), writing z:=(λ0I−A)y gives y=R(λ0,A)z by [L1] and (λI−A)y=(λ0I−A)y+(λ−λ0)y=z+(λ−λ0)R(λ0,A)z=(I−T)(λ0I−A)y, so λI−A=(I−T)(λ0I−A) as maps D(A)→X.

1.2L1givenalgebra

Resolvent identity. For λ,μ∈ρ(A) the identity (μ−λ)R(μ,A)=(μI−A)R(μ,A)−(λI−A)R(μ,A)=I−(λI−A)R(μ,A) holds on X, because both resolvents are everywhere defined and (μI−A)R(μ,A)=I by [L1]. Hence, using R(μ,A)X⊆D(A) and R(λ,A)(λI−A)z=z for z∈D(A), (μ−λ)R(λ,A)R(μ,A)=R(λ,A)(I−(λI−A)R(μ,A))=R(λ,A)−R(μ,A). Exchanging λ and μ gives (λ−μ)R(μ,A)R(λ,A)=R(μ,A)−R(λ,A); combining the two displays yields the second form (μ−λ)R(λ,A)R(μ,A)=(μ−λ)R(μ,A)R(λ,A) for μ≠λ, while for μ=λ both sides vanish.

2.1step 1.1L1L2algebra

Openness and the expansion. If ∥T∥=∣λ−λ0∣ ∥R(λ0,A)∥<1, then [L2] makes I−T invertible with inverse S:=∑n≥0Tn. For x∈X put y:=R(λ0,A)Sx∈D(A); by [step 1.1] and [L1], (λI−A)y=(I−T)(λ0I−A)R(λ0,A)Sx=(I−T)Sx=x, so λI−A is surjective; it is injective because (λI−A)y=0 and [step 1.1] give (I−T)(λ0I−A)y=0, hence (λ0I−A)y=0 and y=R(λ0,A)0=0. Thus λ∈ρ(A) and R(λ,A)=R(λ0,A)(I−T)−1=R(λ0,A)∑n≥0((λ0−λ)R(λ0,A))n=∑n≥0(λ0−λ)nR(λ0,A)n+1, the series converging in operator norm because ∥(λ0−λ)nR(λ0,A)n+1∥≤∥R(λ0,A)∥ ∥T∥n and ∥T∥<1.

3.1step 2.1L2algebra

Differentiability of the resolvent. Let λ0∈ρ(A) and let h∈K with ∣h∣ ∥R∥<1, where R:=R(λ0,A). By [step 2.1] applied to the pair λ0+h,λ0, R(λ0+h,A)−R(λ0,A)=∑n≥1(−h)nRn+1=−hR2+h2∑n≥2(−h)n−2Rn+1, and the norm of the second summand is at most ∣h∣2∥R∥3(1−∣h∣ ∥R∥)−1, so ∥h−1(R(λ0+h,A)−R(λ0,A))+R2∥≤∣h∣∥R∥3(1−∣h∣ ∥R∥)−1→0. Hence λ↦R(λ,A) is differentiable at λ0 with derivative −R(λ0,A)2; when K=C this is complex differentiability in operator norm, that is, norm-holomorphy.

3.2step 2.1L2algebra

Local boundedness and continuity. With R:=R(λ0,A) and ∣h∣ ∥R∥<1, the expansion of [step 2.1] gives ∥R(λ0+h,A)−R(λ0,A)∥≤∑n≥1∣h∣n∥R∥n+1=∣h∣ ∥R∥21−∣h∣ ∥R∥⟶0 and ∥R(λ0+h,A)∥≤∥R∥(1−∣h∣ ∥R∥)−1; thus λ↦R(λ,A) is continuous at every point of ρ(A) and locally bounded in operator norm.

4.1step 3.1step 3.2L3algebra

The exponential factor. Fix λ0∈ρ(A) and z∈C, write R=R(λ0,A), and let h≠0 with ∣h∣ ∥R∥<1. Then e(λ0+h)zR(λ0+h,A)−eλ0zR(λ0,A)h=eλ0zehz−1hR(λ0+h,A)+eλ0zR(λ0+h,A)−R(λ0,A)h. As h→0 the first factor ehz−1h→z by [L3], the second factor R(λ0+h,A)→R(λ0,A) in operator norm by [step 3.2], and the last difference quotient tends to −R2 by [step 3.1]; multiplying by the bounded scalars eλ0z gives convergence in operator norm to zeλ0zR(λ0,A)−eλ0zR(λ0,A)2.

5.1step 1.2step 2.1step 3.1step 4.1given∎

Collecting [step 2.1] (openness and the displayed expansion, claim 1), [step 1.2] (the resolvent identity, claim 2), [step 3.1] (norm differentiability with derivative −R2, and norm-holomorphy over C, claim 3) and [step 4.1] (the exponential factor, claim 4) proves the four claims; every step used only the resolvent identities, the Neumann expansion and the scalar exponential, so no choice principle was used.

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