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An orbit is right differentiable at zero exactly on the generator domain

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,D(A)) (Infinitesimal generator of a C0-semigroup). For every t≥0 and x∈X, the right derivative of the orbit exists in X exactly when T(t)x∈D(A), and then it equals AT(t)x. In particular, at t=0 this derivative exists if and only if x∈D(A) and equals Ax. If x∈D(A), domain invariance gives T(t)x∈D(A) and AT(t)x=T(t)Ax for every t≥0 (The generator commutes with the semigroup on its domain). A vector outside D(A) may still yield a differentiable orbit at a positive time when T(t) maps it into D(A).

Facts & Assumptions

Given: Dependent Choice; A strongly continuous semigroup (T(t))t≥0 on a Banach space X with generator (A,D(A)) (Strongly continuous semigroup, Infinitesimal generator of a C0-semigroup); times t≥0 and vectors x∈X.

[F1]

Definition of the generator: z∈D(A) exactly when the right difference quotient T(h)z−zh has a limit in X as h↓0, and that limit is Az (Infinitesimal generator of a C0-semigroup).

[F2]

For t≥0 and h>0 the semigroup law gives T(t+h)x=T(h)T(t)x, so the right difference quotient of the orbit at t is exactly the generator quotient of the vector T(t)x. More generally the orbit is defined for all nonnegative times and the family is strongly continuous (Strongly continuous semigroup).

[F3]

Domain invariance and commutation: for x∈D(A) one has T(t)x∈D(A) and AT(t)x=T(t)Ax for every t≥0 (The generator commutes with the semigroup on its domain).

Proof

technique · direct: apply the definition of the generator to the vector $T(t)x$
1.1F1

At t=0 the right derivative of s↦T(s)x at 0 is by definition the limit of (T(h)x−x)/h, which exists exactly when x∈D(A) by [F1], and then equals Ax.

1.2F1F2

For fixed t≥0 and h>0, [F2] gives T(t+h)x−T(t)xh=T(h)T(t)x−T(t)xh; this is precisely the generator difference quotient of the vector z:=T(t)x. Hence by [F1] the right derivative of the orbit at t exists exactly when T(t)x∈D(A), and then equals AT(t)x.

2.1F3step 1.2

When x∈D(A), [F3] gives T(t)x∈D(A) and AT(t)x=T(t)Ax for every t≥0, so the criterion of [step 1.2] is automatically satisfied; conversely, for x∉D(A) the criterion shows that differentiability of the orbit at time t>0 holds or fails according to whether T(t)x∈D(A), which need not fail for every positive time.

3.1step 1.1step 1.2∎

Combining [step 1.1] and [step 1.2]: for every t≥0 and x∈X the right derivative exists exactly when T(t)x∈D(A) and equals AT(t)x, with the case t=0 reducing to the criterion x∈D(A) and value Ax.

Depends on

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