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Classical regularity for Holder-continuous forcing under initial compatibility

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 on a complex Banach space X, with generated analytic semigroup (T(t))t≥0 (Sectorial operator with the semigroup sign convention, Smoothing estimates for the semigroup generated by a sectorial operator). Let b>0, x∈D(A), and f∈Cα([0,b],X) for some α∈(0,1). Define u(t):=T(t)x+∫0tT(t−s)f(s) ds,0≤t≤b. Then u is a classical solution of u′=Au+f on [0,b] in the sense of Classical, strong and mild abstract Cauchy solutions: u∈C1([0,b],X), u(t)∈D(A) for every t∈[0,b], u(0)=x, and u′(t)=Au(t)+f(t) for every t∈[0,b]. Moreover Au∈C([0,b],X) and Au(0)=Ax. Set c0:=sup⁡0≤t≤b∥T(t)∥ and c1:=sup⁡0<t≤bt∥AT(t)∥. For every 0<t≤b, Au(t)−Ax=(T(t)−I)(Ax+f(0))+Rf(t), where Rf(t):=∫0tAT(t−s)(f(s)−f(t)) ds+(T(t)−I)(f(t)−f(0)), and ∥Rf(t)∥≤(c1α+c0+1)[f]αtα. Thus the endpoint modulus includes the semigroup orbit of Ax+f(0); the stated hypotheses alone give no Hölder modulus for Au in terms of [f]α alone.

Facts & Assumptions

Given: A sectorial operator A of angle δ with its analytic semigroup T on the complex Banach space X, constants c0,c1 as above, b>0, x∈D(A), f∈Cα([0,b],X) with Hölder constant [f]α and α∈(0,1), and u(t):=T(t)x+∫0tT(t−s)f(s)ds with v(t):=u(t)−T(t)x.

[L1]

v∈C([0,b],D(A)) in the graph norm, Av∈C([0,b],X) with v(0)=0 and Av(0)=0, and Av(t)=Av1(t)+Av2(t) with Av1(t)=∫0tAT(t−s)(f(s)−f(t))ds, ∥Av1(t)∥≤c1α[f]αtα and Av2(t)=(T(t)−I)f(t) (Analytic Duhamel cancellation removes the generator singularity).

[L2]

The variation-of-constants formula makes u the unique integral solution of u′=Au+f, and the integral-solution identity together with A∫0tT(s)x ds=T(t)x−x gives v(t)=A∫0tv(s) ds+∫0tf(s) ds for t∈[0,b] (Variation of constants for the inhomogeneous abstract Cauchy problem, Classical, strong and mild abstract Cauchy solutions, Time integrals of semigroup orbits lie in the generator domain); moreover AT(t)y=T(t)Ay for y∈D(A) and T(t)X⊆D(A) for t>0 (The generator commutes with the semigroup on its domain, Smoothing estimates for the semigroup generated by a sectorial operator).

[L3]

For a continuous curve g:[0,b]→X the primitive G(t)=∫0tg is differentiable with G′=g and is C1 when g is continuous (Fundamental theorem of calculus for Banach-valued continuous curves).

[L4]

For a sectorial operator B with vertex 0, the contour semigroup S is bounded on positive real times, has generator B, is unique among exponentially bounded semigroups with that generator, and satisfies S(t)X⊆D(B) and ∥BS(t)∥≤K1/t (The generator of the contour semigroup is the sectorial operator, Smoothing estimates for the semigroup generated by a sectorial operator). Every strongly continuous semigroup has an exponential bound under DC (Exponential bound for a C0-semigroup).

Proof

technique · direct
1.1L4givenalgebra

Finite-interval smoothing. Choose a sectorial vertex ω for A and set B=A−ωI on D(A). The identity R(λ,B)=R(λ+ω,A) makes B sectorial with vertex 0. The strongly continuous semigroup S(t)=e−ωtT(t) has generator B on exactly D(A), because (S(h)y−y)/h=e−ωh(T(h)y−y)/h+(e−ωh−1)y/h. By [L4] it is exponentially bounded and equals the contour semigroup of B. Writing K0=sup⁡t≥0∥S(t)∥ and using AT(t)=eωt(BS(t)+ωS(t)) gives T(t)X⊆D(A) for t>0, c0≤emax⁡{ω,0}bK0 and c1≤emax⁡{ω,0}b(K1+∣ω∣bK0)<∞. These finite-interval bounds meet the Duhamel cancellation hypotheses and supply the positive-time domain inclusion for the given vertex.

2.1L1L2step 1.1given

The Duhamel data. By [L1] the function v is continuous in the graph norm and Av is continuous on [0,b] with Av(0)=0, so s↦Av(s)+f(s) is a continuous X-valued curve; moreover by [L1] the decomposition Av=Av1+Av2 holds with ∥Av1(t)∥≤c1α[f]αtα and ∥Av2(t)∥≤(c0+1)∥f∥∞, and ∥(T(t)−I)(f(t)−f(0))∥≤(c0+1)[f]αtα.

3.1step 2.1L1L2L3givenalgebra

The integral identity. By [L2] one has v(t)=A∫0tv(s) ds+∫0tf(s) ds; since v and Av are continuous on [0,b], the graph-norm integral ∫0tv(s)ds lies in D(A) with A∫0tv(s)ds=∫0tAv(s) ds, because A is closed and the Riemann sums of the D(A)-valued continuous curve s↦v(s) converge in the graph norm. Hence v(t)=∫0t(Av(s)+f(s))ds with a continuous integrand.

4.1step 2.1step 3.1L1L2L3givenalgebra

Classicality. The fundamental theorem [L3] applied to the continuous curve s↦Av(s)+f(s) shows v∈C1([0,b],X) with v′=Av+f and v(0)=0. For t>0 the orbit T(t)x has derivative AT(t)x=T(t)Ax by [L2] and this derivative extends continuously to 0 with value Ax because x∈D(A) and T is strongly continuous; hence u=T(⋅)x+v∈C1([0,b],X) with u(0)=x and u′(t)=AT(t)x+Av(t)+f(t)=Au(t)+f(t) for every t∈[0,b], and u(t)∈D(A) because both T(t)x and v(t) lie in the domain. Thus u is a classical solution in the sense of the cited definition, and Au∈C([0,b],X) with Au(0)=Ax.

5.1step 2.1step 4.1L1L2given∎

Endpoint identity, modulus and caveat. Subtracting Ax from Au(t)=AT(t)x+Av1(t)+Av2(t) and writing Av2(t)=(T(t)−I)f(t)=(T(t)−I)f(0)+(T(t)−I)(f(t)−f(0)) gives Au(t)−Ax=(T(t)−I)(Ax+f(0))+Rf(t) with Rf as displayed, and the bounds of [step 2.1] give ∥Rf(t)∥≤(c1α+c0+1)[f]αtα. The term (T(t)−I)(Ax+f(0)) tends to 0 by strong continuity but admits no uniform power modulus as stated, so the hypotheses give continuity and classicality of u but not Hölder continuity of Au in terms of [f]α alone. The argument used only the Duhamel cancellation, the variation-of-constants identity and the fundamental theorem, so no choice principle beyond Dependent Choice was used.

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