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Laplace transform formula for the resolvent

Statement

Assume Dependent Choice (The axiom of dependent choice: a relation in which every element is related to something admits an N-indexed chain). Let (T(t))t≥0 be a strongly continuous semigroup on a Banach space X with generator A, and let M≥1, ω∈R satisfy ∥T(t)∥≤Meωt for all t≥0 (Exponential bound for a C0-semigroup). Then for every real λ>ω: λ∈ρ(A); for every x∈X the improper Bochner integral ∫0∞e−λtT(t)x dt:=lim⁡R→∞∫0Re−λtT(t)x dt converges in X; and R(λ,A)x=∫0∞e−λtT(t)x dt,∥R(λ,A)∥≤Mλ−ω. In particular (ω,∞)⊆ρ(A).

Facts & Assumptions

Given: Dependent Choice; A strongly continuous semigroup (T(t))t≥0 on a Banach space X with generator A, constants M≥1, ω∈R with ∥T(t)∥≤Meωt, and a real λ>ω; for R>0, JRx:=∫0Re−λtT(t)x dt.

[F1]

The exponential bound and the Bochner framework: continuous curves on compact intervals are Bochner integrable, ∥∫Eh∥≤∫E∥h∥, and X is complete (Exponential bound for a C0-semigroup, Bochner-integrable function, Bochner integrability criterion, Bochner integral norm inequality).

[F2]

The generator is closed and densely defined (The generator is closed and densely defined), for x∈D(A) the orbit is differentiable with T(t)x∈D(A) and T(t)Ax=AT(t)x (The generator commutes with the semigroup on its domain), and the fundamental theorem of calculus holds for continuous curves with continuous derivative (Fundamental theorem of calculus for Banach-valued continuous curves, Infinitesimal generator of a C0-semigroup).

[F3]

Linearity of the Bochner integral (Linearity of the Bochner integral), and average convergence for continuous curves (Average convergence for a continuous Banach-valued function).

[F4]

Resolvent vocabulary: ρ(A) consists of the scalars with λI−A bijective and bounded inverse, and then R(λ,A)=(λI−A)−1∈B(X) (Resolvent and spectrum of a closed operator on a Banach space).

Proof

technique · direct: define the Laplace integral as a norm limit of finite integrals, verify the two inverse identities on $D(A)$, and transfer them to $X$ by closedness and density
1.1F1F3

Convergence and bound: for 0<R<R′ the curves e−λtT(t)x are continuous, hence Bochner integrable on compacts, and [F1] gives ∥JR′x−JRx∥≤∫RR′Me(ω−λ)t∥x∥ dt≤M∥x∥e(ω−λ)Rλ−ω→0 as R→∞. Thus (JRx)R is Cauchy for every x, so Jx:=lim⁡R→∞JRx exists, and the same estimate at R=0 gives ∥Jx∥≤Mλ−ω∥x∥; the map x↦Jx is linear.

1.2F2

For x∈D(A) the curve g(t):=e−λtT(t)x is differentiable with g′(t)=−λe−λtT(t)x+e−λtT(t)Ax=−e−λt(λI−A)T(t)x by [F2]. The pair curve t↦(e−λtT(t)x,e−λtT(t)Ax) is continuous with values in the closed graph Γ(A)⊆X⊕X, so its Bochner integral lies in Γ(A): approximate the pair uniformly on [0,R] by step functions sampled at partition points. Each simple integral is a finite linear combination of graph vectors, hence lies in the graph; the coordinate integrals converge by the norm inequality, and closedness retains their limit. Thus consequently JRx∈D(A) and AJRx=∫0Re−λtT(t)Ax dt.

2.1F2step 1.2

Hence, for x∈D(A), (λI−A)JRx=λJRx−AJRx=∫0Rg′(t) dt⋅(−1); more explicitly λJRx−AJRx=∫0Re−λt(λT(t)x−T(t)Ax)dt=−∫0Rg′(t) dt=x−e−λRT(R)x by the fundamental theorem of calculus [F2], and ∥e−λRT(R)x∥≤Me(ω−λ)R∥x∥→0 as R→∞.

3.1F2step 1.1step 2.1

Passing to the limit R→∞ in the identity of [step 2.1]: JRx→Jx and (λI−A)JRx→x; since A is closed (hence λI−A is closed), the pair limit gives Jx∈D(A) and (λI−A)Jx=x for every x∈D(A).

3.2F3step 2.1

Likewise J(λI−A)x=lim⁡R→∞JR(λI−A)x=lim⁡R→∞(λJRx−AJRx)=x for every x∈D(A), by the same computation as [step 2.1]; note that (λI−A)x∈X is a fixed vector to which the definition of J applies.

4.1F2step 3.1step 3.2

λI−A is injective: if (λI−A)x=0 for x∈D(A), then x=J(λI−A)x=J0=0 by [step 3.2]. It is also surjective: for y∈X choose yn∈D(A) with yn→y (density, [F2]); then (Jyn) converges to Jy and (λI−A)Jyn=yn→y, so closedness of λI−A gives Jy∈D(A) and (λI−A)Jy=y.

5.1F4step 1.1step 4.1∎

Therefore λI−A:D(A)→X is bijective with inverse J, which is bounded with ∥J∥≤M/(λ−ω); hence λ∈ρ(A) and R(λ,A)=J=∫0∞e−λtT(t)x dt as an improper Bochner integral, with ∥R(λ,A)∥≤M/(λ−ω). As λ>ω was arbitrary, (ω,∞)⊆ρ(A).

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