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Form-generated sectorial elliptic semigroups

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.

The declared Dependent Choice assumption supplies equivalence of the shifted form norm with the prescribed norm on V, by Closed sectorial form and its associated operator.

Let H and V be complex Hilbert spaces with V⊆H dense and continuously embedded. Choose any κ>0 satisfying ∥v∥H≤κ∥v∥V for every v∈V; when H={0} any positive κ is admissible. Let a be a closed sectorial form on V with lower-bound constant M≥0 and sector half-angle θ∈[0,π/2), with associated operator A (Closed sectorial form and its associated operator). Then B:=A−MI is sectorial with vertex 0 and every exponent δ<π/2−θ. It generates a bounded analytic semigroup S on each such Σδ, and T(z):=eMzS(z) is the analytic semigroup generated by A, satisfying ∥T(z)∥≤Cδ′eMRe⁡z on every smaller sector Σδ′ with δ′<δ. Thus the form assumptions guarantee analyticity on every sector strictly narrower than π/2−θ; they do not assert boundedness of the unshifted semigroup or that this lower angle is maximal. If the form is coercive with constant α>0, then ∥T(t)∥≤e−αt/κ2. In particular, for the symmetric Dirichlet form on a nonempty open Ω the associated operator is ΔD and the abstract heat flow of The Dirichlet Laplacian generates an analytic heat semigroup is recovered. No symmetry is assumed. Dependent Choice is assumed for the semigroup suppliers; Countable Choice is inherited from the Lax-Milgram step; sectorial generation uses the declared Dependent Choice assumption.

Facts & Assumptions

Given: Complex Hilbert spaces V⊆H with dense continuous inclusion and a chosen positive embedding bound κ>0 satisfying ∥v∥H≤κ∥v∥V; a closed sectorial form a on V with lower-bound constant M≥0 and sector half-angle θ∈[0,π/2) in the sense of [L2], with associated operator A defined by ⟨Au,v⟩=−a(u,v) for all v∈V; the shifted operator B:=A−MI; and, in the coercive clause, a constant α>0 with Re⁡a(u,u)≥α∥u∥V2 for all u∈V.

[L1]

For a closed sectorial form with constants M,θ and associated operator A, using the chosen positive embedding bound κ: A is closed and D(A) is dense in H; A is sectorial with vertex M and every exponent δ<π/2−θ; B=A−MI generates a bounded analytic semigroup S on every sector Σδ with δ<π/2−θ; and T(z)=eMzS(z) is the analytic semigroup generated by A, with ∥T(z)∥≤Cδ′eMRe⁡z on each Σδ′ with δ′<δ. Dependent Choice is assumed for the semigroup suppliers; Countable Choice is inherited from the Lax-Milgram step (Coercive sectorial forms define closed densely defined sectorial operators, The Axiom of Countable Choice (ACω)).

[L2]

A closed sectorial form on V⊆H is a bounded sesquilinear form admitting M≥0, θ∈[0,π/2) with Re⁡a(u,u)≥−M∥u∥H2 and ∣Im⁡a(u,u)∣≤tan⁡θ (Re⁡a(u,u)+M∥u∥H2), and complete for the shifted form norm; its equivalence to the prescribed V norm follows under the declared Dependent Choice assumption; its associated operator is defined by ⟨Au,v⟩=−a(u,v) for every v∈V, and coercivity means Re⁡a(u,u)≥α∥u∥V2 (Closed sectorial form and its associated operator).

[L3]

A bounded analytic semigroup of angle δ is a strongly continuous-in-the-vertex, operator-norm holomorphic family on Σδ satisfying the functional equation and bounded on every strictly smaller sector; its angle is the supremum of the admissible δ (Complex sector and bounded analytic semigroup).

[L4]

For the principal Dirichlet form a0 on a nonempty open Ω, the associated operator A of the weak identity a0(u,v)=−(Au,v)L2 is densely defined and self-adjoint with ⟨Au,u⟩=−a0(u,u)≤0, hence A=ΔD and it generates a contraction analytic semigroup of maximal allowed angle π/2 (The Dirichlet Laplacian generates an analytic heat semigroup).

[L5]

The contour semigroup is the unique strongly continuous semigroup with a given sectorial generator A within the class of exponentially bounded semigroups (The generator of the contour semigroup is the sectorial operator).

[L6]

If a is coercive with constant α>0 and κ>0 satisfies the chosen embedding bound ∥v∥H≤κ∥v∥V, then ∥T(t)∥≤e−αt/κ2 for t≥0 (Coercive sectorial forms define closed densely defined sectorial operators).

Proof

technique · direct
1.1L1L2L3givenalgebra

The form-generated semigroup. By [L1], applied to the given closed sectorial form with constants M,θ, the associated operator A is closed and densely defined, is sectorial with vertex M and every exponent δ<π/2−θ, and B=A−MI generates a bounded analytic semigroup S on every Σδ with δ<π/2−θ; moreover B is sectorial with vertex 0 and the same exponents, because λI−B=(λ+M)I−A for every λ, so λ∈ρ(B) exactly when λ+M∈ρ(A) with R(λ,B)=R(λ+M,A) and the defining bound ∥R(λ+M,A)∥≤Kε/∣λ+M−M∣ becomes ∥R(λ,B)∥≤Kε/∣λ∣; finally T(z)=eMzS(z) is the analytic semigroup generated by A with ∥T(z)∥≤Cδ′eMRe⁡z on every smaller sector Σδ′, δ′<δ, by [L1] and the definition of the analytic-semigroup angle in [L3].

1.2L6L2given

The coercive case. If Re⁡a(u,u)≥α∥u∥V2 with α>0, then [L6] gives ∥T(t)∥≤e−αt/κ2 for every t≥0 using the chosen positive embedding bound. If H={0}, density forces V={0} and the semigroup has norm 0, so the same estimate holds directly.

1.3L1L2L3given

The angle caveat. The assertion is that for every δ<π/2−θ the shifted family S is analytic and bounded on the sector Σδ, and on each strictly smaller Σδ′ the bound carries the factor eMRe⁡z; the definition [L3] asserts no family on Σπ/2−θ itself and makes no maximality claim, and when M>0 the factor eMRe⁡z is unbounded on any sector, so the unshifted semigroup T is not asserted to be bounded; only the shifted semigroup S is bounded, and no symmetry of the form is assumed, so none of the stronger conclusions of [L4] applies to a general a.

2.1step 1.1L2L4L5givenalgebra∎

The Dirichlet specialisation. For a nonempty open Ω, the principal form a0(u,v)=∫Ω∇u⋅∇v‾ dx is a closed sectorial form on V=H01(Ω)⊆H=L2(Ω) with M=0 and θ=0: it is bounded on V by Cauchy-Schwarz, its real part is ∥Du∥L22≥0 with vanishing imaginary part, and the shifted form norm is the complete H1 norm; the associated operator of [L2] is exactly the operator A of [L4], since both are defined by a0(u,v)=−(Au,v)L2; the abstract construction of [step 1.1] therefore produces a bounded analytic semigroup generated by this A, and [L4] identifies A=ΔD and exhibits the contraction analytic heat semigroup generated by it; by [L5] the semigroup constructed here and the heat semigroup of [L4] are the same exponentially bounded semigroup with generator A, so the abstract heat flow is recovered, and no elliptic regularity or domain identification beyond [L4] is used.

Remarks

Dependent Choice is assumed for the semigroup suppliers; Countable Choice is inherited from the Lax-Milgram step of [L1] and from the vocabulary of [L2]; the rescalings and Euler exponentials of steps 1.1-2.1 use no choice principle. The theorem is a consolidation of the closed-form resolvent lemma [L1] with the Dirichlet specialisation of [L4]; no spatial domain identification is asserted for a general form, that role being reserved for the elliptic-regularity results cited in [L4].

Depends on

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