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Lax equivalence for a common Banach-space scheme

Statement

Assume the Axiom of Dependent Choice (DC). Let a common-space IVP interface and bounded time-scheme family be given as in Common Banach-space interface for a linear IVP and its time schemes. If the scheme is consistent on its dense invariant subspace, then it is convergent on every finite time interval if and only if it is stable there, with stability, consistency, and convergence all measured in the same norm of X.

Facts & Assumptions

Given: DC; a common-space scheme interface as in the statement; and consistency on its dense invariant subspace.

[F1]

The common-space interface supplies a Banach space X, bounded linear steps Sν, positive time steps τν→0, a dense invariant consistency subspace D, a strongly continuous solution semigroup with sup⁡0≤t≤T∥U(t)∥op≤MT, and same-norm definitions of consistency, finite-time stability, and convergence (Common Banach-space interface for a linear IVP and its time schemes).

[F2]

For a set-family of bounded linear maps from a Banach space, pointwise boundedness implies a uniform operator-norm bound under DC (Uniform boundedness principle).

[A1]

DC is the dependent-choice axiom stated in The axiom of dependent choice: a relation in which every element is related to something admits an N-indexed chain; it is the explicit axiom assumed by [F2].

Proof

1.1F1given

Fix T>0 and suppose the family is stable, with a bound CT from [F1]. For x∈D, set ην(x,T):=max⁡r∈Nrτν≤T∥(Sν−U(τν))U(rτν)x∥τν. Consistency says ην(x,T)→0 for each x∈D.

1.2F1algebra

For each integer n≥0, the finite telescoping identity is Sνn−U(nτν)=∑r=0n−1Sνn−1−r(Sν−U(τν))U(rτν). For n=0 both sides are zero. For n≥1, expand each summand as Sνn−rU(rτν)−Sνn−1−rU((r+1)τν); adjacent terms cancel, leaving Sνn−U(nτν).

1.3F1given

Conversely, suppose the family is convergent. Fix T>0 and x∈X. By convergence, for all sufficiently large ν, max⁡nτν≤T∥Sνnx−U(nτν)x∥≤1. The finite-time solution bound in [F1] then gives max⁡nτν≤T∥Sνnx∥≤MT∥x∥+1 for those ν.

2.1F1step 1.2algebra

If x∈D and nτν≤T, [F1], step 1.2, and the definition of ην yield ∥Sνnx−U(nτν)x∥≤CT∑r=0n−1∥(Sν−U(τν))U(rτν)x∥≤CTnτνην(x,T)≤CTTην(x,T). The last quantity tends to zero independently of the allowed n.

2.2F1F3step 1.3algebra

Only finitely many indices ν were omitted in step 1.3. For each fixed omitted ν, there are only finitely many integers n with nτν≤T, and each Sνnx is a vector of finite norm. Thus the powers are pointwise bounded on every x∈X. The admissible index set IT:={(ν,n)∈N×N:nτν≤T} exists by Separation; each pair determines a unique bounded linear operator Sνn, so Replacement gives the set-family FT:={Sνn:(ν,n)∈IT}. For fixed ν, boundedness supplies a finite Kν≥1 with ∥Sνz∥≤Kν∥z∥. The identity Sν0=I is linear with bound 1=Kν0; if Sνn is linear with bound Kνn, then Sνn+1=SνSνn is linear and ∥Sνn+1z∥≤Kν∥Sνnz∥≤Kνn+1∥z∥. Finite induction therefore proves every member of FT bounded and linear. This argument fixes one ν at a time and chooses no sequence of bounds. Also X is Banach by [F1].

3.1F1step 2.1choosealgebra

Let x∈X and ε>0. By density in [F1], choose y∈D with ∥x−y∥<ε/[2(1+CT+MT)]. For every nτν≤T, ∥Sνnx−U(nτν)x∥≤(CT+MT)∥x−y∥+∥Sνny−U(nτν)y∥. By step 2.1, the second term is below ε/2 for all such n once ν is sufficiently large. This proves convergence for x, uniformly over the grid times in [0,T]. Since x,T were arbitrary, stability implies convergence.

4.1F1F2A1step 2.2step 3.1∎

Apply the uniform boundedness principle [F2] to FT, using the explicit DC assumption [A1]. It gives sup⁡ν,n∈Nnτν≤T∥Sνn∥op<∞, which is stability on [0,T]. Since T>0 was arbitrary, convergence implies stability; together with step 3.1 this proves the equivalence.

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