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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 -indexed chain) for the cited integral and semigroup suppliers.
Let be a complex Banach space and let be a closed densely defined linear operator on (Densely defined, closed and closable operators, and cores, Resolvent and spectrum of a closed operator on a Banach space). The following are equivalent:
(a) has a bounded analytic semigroup extension to some sector , (Complex sector and bounded analytic semigroup);
(b) there is such that both and , on the common domain , generate bounded strongly continuous semigroups;
(c) generates a bounded strongly continuous semigroup with for all and ;
(d) generates a bounded strongly continuous semigroup and there is such that for every and ;
(e) satisfies the sectorial resolvent condition with vertex 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 on the complex Banach space ; the definitions of a strongly continuous semigroup and its generator, of a bounded analytic semigroup, and of sectoriality at vertex ; and, whenever one of (a)-(d) is assumed below, the corresponding semigroup with its constants.
A bounded analytic semigroup on is a family with , , operator-norm holomorphy on , strong continuity at the vertex, and uniform boundedness on every strictly smaller sector; its generator is the infinitesimal generator of the strongly continuous semigroup (Complex sector and bounded analytic semigroup).
is sectorial of angle at vertex if and for every there is with on ; is the set of for which is bijective and , with and (Sectorial operator with the semigroup sign convention, Resolvent and spectrum of a closed operator on a Banach space).
For a semigroup supplied with an exponential bound, closedness and density are established in step 1.1 below. For one has for all (The generator commutes with the semigroup on its domain, Infinitesimal generator of a C0-semigroup).
The fundamental theorem of calculus for Banach-valued continuous curves and average convergence: for continuous one has as (Fundamental theorem of calculus for Banach-valued continuous curves, Average convergence for a continuous Banach-valued function, Bochner-integrable function).
Banach-valued Cauchy theorem on a star-shaped open set : a continuous complex-differentiable has for every closed piecewise contour in (Primitive and Cauchy theorem for Banach-valued holomorphic maps on star-shaped domains).
For a sectorial of angle the contour family is a bounded analytic semigroup of angle with generator , unique among exponentially bounded semigroups with that generator, and it satisfies and for all , (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).
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).
Taylor's formula with integral remainder holds for curves into a Banach space on real intervals (Taylor expansion with integral remainder for Banach-valued curves).
Resolvent identities: , and is norm-holomorphic on (Resolvent identity and holomorphy for a closed operator).
Proof
Complex Laplace representation. Let be a strongly continuous semigroup with generator and , and fix with ; the integral converges absolutely with , and by absolute convergence and average convergence at , so and ; if has then has derivative by the commutation lemma and the fundamental theorem, so ; and for the same computation gives , so the bounded linear map is a two-sided inverse of and with . Its graph is closed by continuity; swapping coordinates shows that has closed graph, and the continuous coordinate change proves that is closed. The integrated-orbit identity of Time integrals of semigroup orbits lie in the generator domain puts in ; average convergence [L4] shows that these vectors tend to every , so is dense.
Resolvent scaling and agreement. For a closed linear operator , and one has with , because and , and conversely; if are closed operators and for one , then gives and , hence .
Rotations of an analytic semigroup. Assume (a), so is a bounded analytic semigroup on with generator ; for and put and : then , because , each orbit is continuous on by holomorphy on the sector and strong continuity at the vertex, and for any ; thus both are bounded strongly continuous semigroups.
The (c) calculus and the local series. Assume (c), and put and . For , the domain inclusion in (c) and generator commutation [L3] give , hence commutes with every and . Induction yields and , with . First, is locally Lipschitz in operator norm on . Fix and . Since , the orbit formula and the fundamental theorem [L3, L4] give, for , so . The same estimate applied from to handles negative increments on compact subintervals of . Thus is locally norm-continuous. For and , the semigroup law gives The power bound just proved and norm continuity of show that is norm-continuous on every compact subinterval of ; this is also true for . For each and , the generic generator-orbit formula and commutation with give For the same formula follows by reversing the endpoints. Since is operator-norm continuous, division by shows in operator norm. Hence and . If , set . Taylor's formula on then gives for . The zeroth series term has norm at most , and for the power bound gives ; hence for . If , then for all ; generator commutation and the fundamental theorem [L3, L4] give for every , and density gives and .
Banach-valued identity theorem. Let be holomorphic on a connected open set. If 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 vanishes on a disc. If vanishes on any nonempty open set, put . This set is nonempty and open. At every point in its closure in , continuity of every derivative from [L7] gives for every , since all derivatives vanish on . The Taylor expansion at therefore vanishes on a neighborhood, so . Thus is also closed; connectedness gives .
(d) gives a wedge at the imaginary axis. Assume (d) with constants ; for fixed the resolvent identity gives for , so converges in norm as to some ; the vectors satisfy , so and closedness of gives with ; if then and for all , so ; hence and , and the Neumann series converges for with , , giving , , on that wedge.
(e) gives the contour semigroup. Assume (e), so is sectorial of some angle ; putting (a smaller sector is contained in a larger one, so is sectorial of angle ) and applying [L6], the contour family is a bounded analytic semigroup of angle with generator , unique among exponentially bounded semigroups with that generator, and satisfies , for all , ; in particular this semigroup satisfies (c) and supplies the semigroup of (a).
(a) implies (b). Assume (a) and fix ; by [step 1.1] with one has for every , and the function is holomorphic on the star-shaped sector , so [L5] applied to the closed contours gives with ; since and on the outer arc and on the inner arc, the limits , give ; by [step 1.1] applied to the bounded semigroup at the last integral equals , so by [step 1.2]; both and are closed by the hypothesis and step 1.1, so [step 1.2] gives , that is with domain ; the same argument with gives , so (b) holds for this and hence for every .
(b) implies (e). Assume (b) for some , with the two bounded semigroups satisfying ; [step 1.1] applied to gives with , so by [step 1.2] the half-planes lie in ; their union is , and for with the sign gives (the angle ranges over ) and symmetrically for , so there; hence is sectorial of angle , which is (e).
(d) implies (e). Assume (d); [step 1.6] gives the wedge with , and [step 1.1] applied to the bounded semigroup generated by gives on the right half-plane; set : for either and the Laplace estimate gives , or and then , so the wedge bound applies; hence and the bound holds on each , which is (e) with exponent .
(c) builds the holomorphic extension. Assume (c) and , put and ; by [step 1.4] each series converges in for , is bounded by on , and equals on the real interval ; if 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 is a well-defined holomorphic map with extending ; for real the holomorphic difference vanishes on a real interval and hence, by [step 1.5], on every connected component of meeting it, so for in the sector , , which lies in because ; if then and by [step 1.4], and is a bounded analytic semigroup of angle with generator .
(c) implies (a). Restrict the holomorphic extension of step 2.4 to the connected sector , where is bounded by . For each fixed real , the maps and are holomorphic on . They agree for every positive real , because and the real semigroup law gives . By the Banach-valued identity theorem [step 1.5], they agree throughout . Combining this commutation with step 2.4 yields, for every and real , . Now fix . Since the sector is closed under addition, is holomorphic on ; for real the mixed-product identity just proved gives . A second application of [step 1.5] gives , so . Set . To check strong continuity at the vertex, for fixed small real and near zero in with , use the semigroup law and uniform bound to get . Continuity at the interior point makes the middle term tend to zero as ; strong continuity of at zero lets be arbitrarily small, so is strongly continuous at the vertex. Thus is a bounded analytic semigroup of angle extending , and (a) holds.
(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 , and by the uniqueness clause of [L6] it equals the given ; the smoothing estimates of [L6] therefore give and , which is (c); moreover for , the point lies in and [step 2.2] gives , which is (d).
The maximal angle. Let be the supremum of the for which has a bounded analytic semigroup extension to , let be the set of for which (b) holds, and let be the set of with sectorial of exponent ; [step 2.1] shows , so , while gives by [step 2.2] and then an extension to by [step 1.7], so and ; likewise by [step 2.2], so , and gives an extension to by [step 1.7], so and ; these are equalities of suprema only, with no attainment asserted at .
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.
Depends on
- Densely defined, closed and closable operators, and cores
- Complex sector and bounded analytic semigroup
- Sectorial operator with the semigroup sign convention
- 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
- Banach-valued power series are determined by their real values
- Taylor expansion with integral remainder for Banach-valued curves
- Primitive and Cauchy theorem for Banach-valued holomorphic maps on star-shaped domains
- Infinitesimal generator of a C0-semigroup
- Strongly continuous semigroup
- Exponential bound for a C0-semigroup
- The generator commutes with the semigroup on its domain
- Laplace transform formula for the resolvent
- Resolvent identity and holomorphy for a closed operator
- The generator is closed and densely defined
- Resolvent and spectrum of a closed operator on a Banach space
- Cauchy integral formula and Cauchy estimates for Banach-valued holomorphic functions
- Average convergence for a continuous Banach-valued function
- Fundamental theorem of calculus for Banach-valued continuous curves
- Bochner-integrable function
- Bochner integral norm inequality
- Linearity of the Bochner integral
- The operator norm as the least bound and as the unit-sphere or unit-ball supremum
- A bounded linear operator between normed spaces
- Time integrals of semigroup orbits lie in the generator domain
- The axiom of dependent choice: a relation in which every element is related to something admits an $\mathbb{N}$-indexed chain
Used by
- Quadratic spectral bounds control a self-adjoint parabolic semigroup Corollary
- The sector changes under the sign convention Counterexample
- The translation semigroup is not analytic Counterexample
- A sectorial nonselfadjoint multiplication generator Example
- The analytic semigroup generated by a bounded operator Example
- The sectorial multiplication operator Example
- Coercive sectorial forms define closed densely defined sectorial operators Lemma
- Real Banach spaces require complexification for analyticity Remark
- Self-adjoint nonpositive operators generate bounded analytic semigroups Theorem
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Sources
- Klaus-Jochen Engel and Rainer Nagel, One-Parameter Semigroups for Linear Evolution Equations, Graduate Texts in Mathematics 194 (complete author-hosted monograph) (standard reference, not scraped)
- Roland Schnaubelt, Evolution Equations, Karlsruhe Institute of Technology (2023/24 course, complete lecture notes) (standard reference, not scraped)