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Sectorial resolvent characterisation of bounded analytic 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.

Let X be a complex Banach space and let A be a closed densely defined linear operator on X (Densely defined, closed and closable operators, and cores, Resolvent and spectrum of a closed operator on a Banach space). The following are equivalent:

(a) A has a bounded analytic semigroup extension to some sector Σδ, δ>0 (Complex sector and bounded analytic semigroup);

(b) there is ϑ∈(0,π/2) such that both eiϑA and e−iϑA, on the common domain D(A), generate bounded strongly continuous semigroups;

(c) A generates a bounded strongly continuous semigroup (T(t))t≥0 with T(t)X⊆D(A) for all t>0 and sup⁡t>0∥tAT(t)∥<∞;

(d) A generates a bounded strongly continuous semigroup and there is C>0 such that ∥R(r+is,A)∥≤C/∣s∣ for every r>0 and s≠0;

(e) A satisfies the sectorial resolvent condition with vertex 0 for some positive exponent in the sense of Sectorial operator with the semigroup sign convention.

If these conditions hold, the semigroup in (c) is the contour semigroup. The maximal analytic angle equals the supremum of admissible rotation angles in (b) and the supremum of sectorial exponents in (e); these are supremal exponents, not arbitrary smaller witnesses. No choice principle beyond Dependent Choice is used.

Facts & Assumptions

Given: A closed densely defined linear operator A on the complex Banach space X; the definitions of a strongly continuous semigroup and its generator, of a bounded analytic semigroup, and of sectoriality at vertex 0; and, whenever one of (a)-(d) is assumed below, the corresponding semigroup with its constants.

[L1]

A bounded analytic semigroup on Σδ∪{0} is a family with T(0)=I, T(z1+z2)=T(z1)T(z2), operator-norm holomorphy on Σδ, strong continuity at the vertex, and uniform boundedness on every strictly smaller sector; its generator is the infinitesimal generator of the strongly continuous semigroup (T(t))t≥0 (Complex sector and bounded analytic semigroup).

[L2]

A is sectorial of angle δ∈(0,π/2] at vertex 0 if Σπ/2+δ⊆ρ(A) and for every ε∈(0,δ) there is Mε≥1 with ∥R(λ,A)∥≤Mε/∣λ∣ on Σπ/2+δ−ε; ρ(A) is the set of λ for which λI−A is bijective and R(λ,A)=(λI−A)−1, with R(λ,A)X=D(A) and AR(λ,A)=λR(λ,A)−I (Sectorial operator with the semigroup sign convention, Resolvent and spectrum of a closed operator on a Banach space).

[L3]

For a semigroup supplied with an exponential bound, closedness and density are established in step 1.1 below. For y∈D(B) one has BS(t)y=S(t)By for all t≥0 (The generator commutes with the semigroup on its domain, Infinitesimal generator of a C0-semigroup).

[L4]

The fundamental theorem of calculus for Banach-valued continuous curves and average convergence: for continuous g one has 1h∫tt+hg→g(t) as h↓0 (Fundamental theorem of calculus for Banach-valued continuous curves, Average convergence for a continuous Banach-valued function, Bochner-integrable function).

[L5]

Banach-valued Cauchy theorem on a star-shaped open set U: a continuous complex-differentiable F:U→Y has ∫γF dw=0 for every closed piecewise C1 contour in U (Primitive and Cauchy theorem for Banach-valued holomorphic maps on star-shaped domains).

[L6]

For a sectorial A of angle δ∈(0,π/2] the contour family T(z)=12πi∫ΓeλzR(λ,A) dλ is a bounded analytic semigroup of angle δ with generator A, unique among exponentially bounded semigroups with that generator, and it satisfies T(t)X⊆D(Am) and ∥AmT(t)∥≤Cmt−m for all m≥1, t>0 (The Dunford contour integral defines a bounded holomorphic family on the sector, The Dunford contour construction satisfies the semigroup law and strong continuity at the vertex, The generator of the contour semigroup is the sectorial operator, Smoothing estimates for the semigroup generated by a sectorial operator).

[L7]

A holomorphic Banach-space-valued function on a disc has a norm-convergent power-series expansion there, and two power series about a real centre that agree on a real interval have equal coefficients and hence equal sums on the disc (Cauchy integral formula and Cauchy estimates for Banach-valued holomorphic functions, Banach-valued power series are determined by their real values).

[L8]

Taylor's formula with integral remainder holds for Cn+1 curves into a Banach space on real intervals (Taylor expansion with integral remainder for Banach-valued curves).

[L9]

Resolvent identities: R(λ,B)−R(μ,B)=(μ−λ)R(λ,B)R(μ,B), and R(⋅,B) is norm-holomorphic on ρ(B) (Resolvent identity and holomorphy for a closed operator).

Proof

technique · direct
1.1L3L4givenalgebra

Complex Laplace representation. Let (S(s))s≥0 be a strongly continuous semigroup with generator B and ∥S(s)∥≤Meωs, and fix λ∈C with Re⁡λ>ω; the integral v:=∫0∞e−λsS(s)x ds converges absolutely with ∥v∥≤M(Re⁡λ−ω)−1∥x∥, and (S(h)−I)v/h=((eλh−1)/h)∫h∞e−λsS(s)x ds−h−1∫0he−λsS(s)x ds→λv−x by absolute convergence and average convergence at 0, so v∈D(B) and Bv=λv−x; if y∈D(B) has By=λy then s↦e−λsS(s)y has derivative e−λsS(s)(By−λy)=0 by the commutation lemma and the fundamental theorem, so ∥y∥=e−Re⁡λs∥S(s)y∥≤Me(ω−Re⁡λ)s∥y∥→0; and for y∈D(B) the same computation gives ∫0∞e−λsS(s)(λy−By)ds=y, so the bounded linear map x↦v is a two-sided inverse of λI−B and λ∈ρ(B) with R(λ,B)x=v. Its graph is closed by continuity; swapping coordinates shows that λI−B has closed graph, and the continuous coordinate change (y,w)↦(y,λy−w) proves that B is closed. The integrated-orbit identity of Time integrals of semigroup orbits lie in the generator domain puts h−1∫0hS(s)x ds in D(B); average convergence [L4] shows that these vectors tend to every x, so D(B) is dense.

1.2L2L9givenalgebra

Resolvent scaling and agreement. For a closed linear operator B, c≠0 and λ∈ρ(B) one has cλ∈ρ(cB) with R(cλ,cB)=c−1R(λ,B), because cλI−cB=c(λI−B) and D(cB)=D(B), and conversely; if S,T are closed operators and R(λ,S)=R(λ,T) for one λ, then (λI−S)−1=(λI−T)−1 gives λI−S=λI−T and D(S)=R(λ,S)X=R(λ,T)X=D(T), hence S=T.

1.3L1givenalgebra

Rotations of an analytic semigroup. Assume (a), so T is a bounded analytic semigroup on Σδ∪{0} with generator A; for 0<ϑ<δ and s≥0 put Tϑ(s):=T(eiϑs) and T−ϑ(s):=T(e−iϑs): then T±ϑ(0)=I, T±ϑ(s+s′)=T±ϑ(s)T±ϑ(s′) because e±iϑ(s+s′)=e±iϑs+e±iϑs′, each orbit is continuous on [0,∞) by holomorphy on the sector and strong continuity at the vertex, and ∥T±ϑ(s)∥≤sup⁡z∈Σδ′∥T(z)∥<∞ for any ϑ<δ′<δ; thus both are bounded strongly continuous semigroups.

1.4L3L4L8givenalgebra

The (c) calculus and the local series. Assume (c), and put M0:=sup⁡t≥0∥T(t)∥ and M1:=sup⁡t>0t∥AT(t)∥. For Bs:=AT(s), the domain inclusion in (c) and generator commutation [L3] give BsT(s)=AT(2s)=T(s)Bs, hence Bs commutes with every T(ns) and B(n+1)s=BsT(ns). Induction yields T(t)X⊆D(An) and AnT(t)=Bt/nn, with ∥AnT(t)∥≤(M1n/t)n. First, T is locally Lipschitz in operator norm on (0,∞). Fix 0<a<b and 0<h≤a/2. Since T(s)X⊆D(A), the orbit formula and the fundamental theorem [L3, L4] give, for a≤s≤b, T(s+h)x−T(s)x=∫0hT(r)AT(s)x dr, so ∥T(s+h)−T(s)∥≤h sup⁡0≤r≤a/2∥T(r)∥ M1/a. The same estimate applied from s+h to s handles negative increments on compact subintervals of (0,∞). Thus T is locally norm-continuous. For n≥1 and 0<s1<s2, the semigroup law gives AnT(sj)=AnT(s1/2)T(sj−s1/2),j=1,2. The power bound just proved and norm continuity of T show that s↦AnT(s) is norm-continuous on every compact subinterval of (0,∞); this is also true for n=0. For each n≥0 and h>0, the generic generator-orbit formula and commutation with An give AnT(s+h)x−AnT(s)x=∫ss+hAn+1T(σ)x dσ. For h<0 the same formula follows by reversing the endpoints. Since An+1T(σ) is operator-norm continuous, division by h shows dds(AnT(s))=An+1T(s) in operator norm. Hence T∈C∞((0,∞),B(X)) and T(n)=AnT. If M1>0, set ρ:=min⁡{1/2,1/(2eM1)}. Taylor's formula on [t−∣h∣,t+∣h∣] then gives ∥T(t+h)−∑n<NhnAnT(t)/n!∥≤(eM1∣h∣/(t−∣h∣))N→0 for ∣h∣<ρt. The zeroth series term has norm at most M0, and for n≥1 the power bound gives ∣z−t∣n∥AnT(t)∥/n!≤(ρeM1)n; hence ∑n≥0∣z−t∣n∥AnT(t)∥/n!≤M0+∑n≥1(ρeM1)n≤M0+1 for ∣z−t∣≤ρt. If M1=0, then AT(s)=0 for all s>0; generator commutation and the fundamental theorem [L3, L4] give T(t)x=x for every x∈D(A), and density gives T(t)=I and A=0.

1.5L7givenalgebra

Banach-valued identity theorem. Let F:U→Y be holomorphic on a connected open set. If F vanishes on a real interval, choose a real center and a disc whose real diameter lies in that interval. The power series in [L7] then has all coefficients zero, so F vanishes on a disc. If F vanishes on any nonempty open set, put Z={z∈U:F vanishes on a neighborhood of z}. This set is nonempty and open. At every point in its closure in U, continuity of every derivative from [L7] gives F(n)(z)=0 for every n, since all derivatives vanish on Z. The Taylor expansion at z therefore vanishes on a neighborhood, so z∈Z. Thus Z is also closed; connectedness gives Z=U.

1.6L2L3L9givenalgebra

(d) gives a wedge at the imaginary axis. Assume (d) with constants M,C; for fixed s≠0 the resolvent identity gives ∥R(r+is,A)−R(r′+is,A)∥≤∣r−r′∣C2/s2 for r,r′>0, so R(r+is,A) converges in norm as r↓0 to some R0∈B(X); the vectors yr:=R(r+is,A)x satisfy ((r+is)I−A)yr=x, so Ayr=(r+is)yr−x→isR0x−x and closedness of A gives R0x∈D(A) with (isI−A)R0x=x; if (isI−A)x=0 then x=R(r+is,A)(rx)=rR(r+is,A)x and ∥x∥≤Cr∣s∣−1∥x∥ for all r>0, so x=0; hence is∈ρ(A) and ∥R(is,A)∥≤C/∣s∣, and the Neumann series R(λ,A)=[I+rR(is,A)]−1R(is,A) converges for λ=r+is with ∣r∣<q∣s∣/C, q∈(0,1), giving ∥R(λ,A)∥≤C/((1−q)cos⁡θ∣λ∣), θ:=arctan⁡(q/C), on that wedge.

1.7L6givenalgebra

(e) gives the contour semigroup. Assume (e), so A is sectorial of some angle δ0>0; putting δ:=min⁡{δ0,π/2} (a smaller sector is contained in a larger one, so A is sectorial of angle δ) and applying [L6], the contour family is a bounded analytic semigroup of angle δ with generator A, unique among exponentially bounded semigroups with that generator, and satisfies T(t)X⊆D(Am), ∥AmT(t)∥≤Cmt−m for all m≥1, t>0; in particular this semigroup satisfies (c) and supplies the semigroup of (a).

2.1step 1.1step 1.2step 1.3L2L3L5givenalgebra

(a) implies (b). Assume (a) and fix 0<ϑ<δ; by [step 1.1] with λ=1 one has R(1,A)x=∫0∞e−tT(t)x dt for every x, and the function z↦e−zT(z)x is holomorphic on the star-shaped sector Σδ, so [L5] applied to the closed contours ε→R→Reiϑ→εeiϑ→ε gives 0=∫εRe−tT(t)x dt+∫arcR+∫ray+∫arcε with ∥e−zT(z)x∥≤e−Re⁡zMδ′∥x∥; since Re⁡(seiϑ)≥scos⁡ϑ and Re⁡z≥Rcos⁡ϑ on the outer arc and ∥e−z∥≤eε on the inner arc, the limits ε↓0, R→∞ give ∫0∞e−tT(t)x dt=eiϑ∫0∞e−seiϑTϑ(s)x ds; by [step 1.1] applied to the bounded semigroup Tϑ at λ=eiϑ the last integral equals R(eiϑ,Aϑ)x, so R(1,A)=eiϑR(eiϑ,Aϑ)=R(1,e−iϑAϑ) by [step 1.2]; both A and e−iϑAϑ are closed by the hypothesis and step 1.1, so [step 1.2] gives A=e−iϑAϑ, that is Aϑ=eiϑA with domain D(A); the same argument with −ϑ gives A−ϑ=e−iϑA, so (b) holds for this ϑ and hence for every ϑ∈(0,δ).

2.2step 1.1step 1.2L2givenalgebra

(b) implies (e). Assume (b) for some ϑ, with the two bounded semigroups satisfying ∥S±(t)∥≤M; [step 1.1] applied to S± gives C+⊆ρ(e±iϑA) with ∥R(λ,e±iϑA)∥≤M/Re⁡λ, so by [step 1.2] the half-planes {λ:Re⁡(e±iϑλ)>0}=e∓iϑC+ lie in ρ(A); their union is Σπ/2+ϑ, and for λ=reiα with ∣α∣≤π/2+ϑ−ε the sign α≥0 gives Re⁡(e−iϑλ)=rcos⁡(α−ϑ)≥rmin⁡{cos⁡ϑ,sin⁡ε} (the angle α−ϑ ranges over [−ϑ,π/2−ε]) and symmetrically for α<0, so ∥R(λ,A)∥≤M/(rmin⁡{cos⁡ϑ,sin⁡ε})=Mε/∣λ∣ there; hence A is sectorial of angle ϑ, which is (e).

2.3step 1.1step 1.6L2givenalgebra

(d) implies (e). Assume (d); [step 1.6] gives the wedge ∣r∣<q∣s∣/C with ∥R(λ,A)∥≤C/((1−q)cos⁡θ∣λ∣), and [step 1.1] applied to the bounded semigroup generated by A gives ∥R(λ,A)∥≤M/Re⁡λ on the right half-plane; set η:=12arctan⁡(q/C)>0: for ∣arg⁡λ∣≤π/2+η−ε either ∣arg⁡λ∣≤π/2−ε/2 and the Laplace estimate gives ∥R(λ,A)∥≤M/(∣λ∣sin⁡(ε/2)), or ∣arg⁡λ∣>π/2−ε/2 and then ∣r∣/∣s∣≤tan⁡η<q/C, so the wedge bound applies; hence ρ(A)⊇Σπ/2+η and the bound Mε/∣λ∣ holds on each Σπ/2+η−ε, which is (e) with exponent η.

2.4step 1.4step 1.5L7givenalgebra

(c) builds the holomorphic extension. Assume (c) and M1>0, put ρ:=min⁡{1/2,1/(2eM1)} and Ω:=⋃t>0D(t,ρt); by [step 1.4] each series St(z):=∑n≥0(z−t)nAnT(t)/n! converges in B(X) for ∣z−t∣<t/(eM1), is bounded by M0+1 on D(t,ρt), and equals T on the real interval (t−ρt,t+ρt); if z∈D(t1,ρt1)∩D(t2,ρt2) the two series are holomorphic on the convex intersection and agree on its nonempty real interval, hence agree on it by [step 1.5], so T~(z):=St(z) is a well-defined holomorphic map Ω→B(X) with ∥T~∥≤M0+1 extending T; for real t>0 the holomorphic difference z↦T~(z)T(t)−T~(z+t) vanishes on a real interval and hence, by [step 1.5], on every connected component of {z:z,z+t∈Ω} meeting it, so T~(z)T(t)=T~(z+t) for z in the sector Ση, η:=arctan⁡ρ>0, which lies in Ω because ∣Im⁡z∣<ρRe⁡z; if M1=0 then T(t)=I and A=0 by [step 1.4], and T~(z):=I is a bounded analytic semigroup of angle π/2 with generator A.

3.1step 1.5step 2.4L1givenalgebra

(c) implies (a). Restrict the holomorphic extension of step 2.4 to the connected sector Ση, where T~ is bounded by M0+1. For each fixed real τ>0, the maps z↦T(τ)T~(z) and z↦T~(z)T(τ) are holomorphic on Ση. They agree for every positive real s, because T~(s)=T(s) and the real semigroup law gives T(τ)T(s)=T(τ+s)=T(s+τ)=T(s)T(τ). By the Banach-valued identity theorem [step 1.5], they agree throughout Ση. Combining this commutation with step 2.4 yields, for every z∈Ση and real τ>0, T(τ)T~(z)=T~(z)T(τ)=T~(z+τ). Now fix w∈Ση. Since the sector is closed under addition, G(z):=T~(z)T~(w)−T~(z+w) is holomorphic on Ση; for real z=t>0 the mixed-product identity just proved gives G(t)=T(t)T~(w)−T~(t+w)=0. A second application of [step 1.5] gives G≡0, so T~(z)T~(w)=T~(z+w). Set T~(0):=I. To check strong continuity at the vertex, for fixed small real h>0 and z near zero in Ση with z+h∈Ση, use the semigroup law and uniform bound to get ∥T~(z)x−x∥≤(M0+1)∥x−T(h)x∥+∥T~(z+h)x−T(h)x∥+∥T(h)x−x∥. Continuity at the interior point h makes the middle term tend to zero as z→0; strong continuity of T at zero lets ∥T(h)x−x∥ be arbitrarily small, so T~ is strongly continuous at the vertex. Thus T~ is a bounded analytic semigroup of angle η>0 extending T, and (a) holds.

3.2step 1.7step 2.1step 2.2L6givenalgebra

(a) implies (c) and (d). Assume (a); [step 2.1] gives (b) and [step 2.2] gives (e), so the contour semigroup of [step 1.7] is a bounded analytic semigroup generated by A, and by the uniqueness clause of [L6] it equals the given T; the smoothing estimates of [L6] therefore give T(t)X⊆D(A) and sup⁡t>0t∥AT(t)∥≤C1<∞, which is (c); moreover for r>0, s≠0 the point λ=r+is lies in Σπ/2+ϑ−ε and [step 2.2] gives ∥R(λ,A)∥≤Mε/∣λ∣≤Mε/∣s∣, which is (d).

3.3step 1.7step 2.1step 2.2givenalgebra

The maximal angle. Let ψ be the supremum of the δ∈(0,π/2] for which A has a bounded analytic semigroup extension to Σδ, let B be the set of ϑ∈(0,π/2) for which (b) holds, and let E be the set of δ>0 with A sectorial of exponent δ; [step 2.1] shows (0,ψ)⊆B, so sup⁡B≥ψ, while ϑ∈B gives ϑ∈E by [step 2.2] and then an extension to Σϑ by [step 1.7], so ϑ≤ψ and sup⁡B=ψ; likewise (0,ψ)⊆E by [step 2.2], so sup⁡E≥ψ, and δ∈E gives an extension to Σδ by [step 1.7], so δ≤ψ and sup⁡E=ψ; these are equalities of suprema only, with no attainment asserted at ψ.

4.1step 1.7step 2.3step 3.1step 3.2step 3.3givenalgebra∎

Assembly. The implications (a)⇒(b) [step 2.1], (b)⇒(e) [step 2.2], (e)⇒(a),(c) [step 1.7], (c)⇒(a) [step 3.1], (a)⇒(c),(d) [step 3.2] and (d)⇒(e) [step 2.3] close the cycle, so (a)-(e) are equivalent; when they hold, the semigroup of (c) is the contour semigroup by the uniqueness argument of [step 3.2]; the angle equalities are [step 3.3]; and no choice principle beyond Dependent Choice is used in the argument: every inverse appearing is an explicit absolutely convergent Laplace integral, a norm limit of resolvents, or a Neumann series, boundedness of each inverse is proved explicitly, so the closed-graph implication in the resolvent vocabulary is not invoked.

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