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Well-posedness of the abstract Cauchy problem is equivalent to generation

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 A:D(A)⊆X→X be a closed linear operator on a Banach space X and consider the homogeneous problem u′(t)=Au(t), u(0)=x. Let (EU) be the statement that for every x∈D(A) there exists exactly one classical solution u(⋅,x) on [0,∞) (Classical, strong and mild abstract Cauchy solutions). Then the following conditions are equivalent: (a) A generates a strongly continuous semigroup; (b) (EU) holds and ρ(A)≠∅; (c) (EU) holds and there is a sequence λn↑∞ with (λnI−A)D(A)=X for every n; (d) (EU) holds, D(A) is dense, and for every sequence xn∈D(A) with xn→0 one has u(t,xn)→0 uniformly for t in compact subsets of [0,∞). Condition (d) is the definition of well-posedness of the abstract Cauchy problem; it is existence plus uniqueness plus continuous dependence on the initial datum in the uniform topology on compact time intervals. If any (hence all) holds, then u(t,x)=T(t)x for the generated semigroup T.

Facts & Assumptions

Given: A closed linear operator A:D(A)⊆X→X on a Banach space X (Unbounded linear operators: domain, graph and extension, Densely defined, closed and closable operators, and cores), and the condition (EU) that for every x∈D(A) there is exactly one classical solution u(⋅,x) of u′=Au, u(0)=x on [0,∞) (Classical, strong and mild abstract Cauchy solutions). Write X1:=(D(A),∥⋅∥A) for the graph-norm space, A1x:=Ax with D(A1):=D(A2)={x∈D(A):Ax∈D(A)}, and B for a generator when it exists. The proof assumes Dependent Choice (The axiom of dependent choice: a relation in which every element is related to something admits an N-indexed chain), carried by the closed graph theorem Closed graph theorem used in [F4]; the sequence selections in steps 1.3 and 1.4 are instances of Countable Choice, a consequence of DC.

[F1]

Since A is closed, its graph and the graph-norm space X1 are Banach by the explicit Banach graph convention in Infinitesimal generator of a C0-semigroup. The operator A1 is closed on X1: if xn→x and Axn→y in X1, convergence in X and closedness of A give Ax=y; then x∈D(A2) and A1x=y. This uses the assumed closedness, not a generator theorem.

[F2]

For a generator the following hold: local boundedness on compact time intervals, orbit continuity, the Laplace formula R(λ,A)x=∫0∞e−λtT(t)x dt for real λ>ω whenever ∥T(t)∥≤Meωt, hence (ω,∞)⊆ρ(A), and D(A) is dense with A closed (Exponential bound for a C0-semigroup, Laplace transform formula for the resolvent, The generator is closed and densely defined, A semigroup with continuity at zero is uniformly bounded on every compact time interval, Continuity at time zero implies continuity of every orbit).

[F3]

For a strongly continuous semigroup generated by A: T(t)D(A)⊆D(A), AT(t)x=T(t)Ax on D(A), and A∫0tT(s)x ds=T(t)x−x (The generator commutes with the semigroup on its domain, Time integrals of semigroup orbits lie in the generator domain).

[F4]

Closed graph theorem: an everywhere defined linear map between Banach spaces with closed graph is bounded (Closed graph theorem, under DC); consequently a closed operator whose graph-norm domain is complete has the properties used below.

Proof

technique · direct, following the standard reduction to the graph-norm space $X_1$: first an internal lemma identifying (EU) with generation on $X_1$, then the four implications
1.1given

Internal lemma (reduction to X1), part 1: (EU) gives a semigroup on X1. Put T1(t)x:=u(t,x) for x∈X1. Uniqueness makes T1(t) linear and gives T1(0)=I, T1(t+s)=T1(t)T1(s); the classical equation u′=Au shows that t↦T1(t)x is continuous into X1 for each x∈X1.

1.2F2F3

(a)⇒(b),(c),(d). If A generates a semigroup T with ∥T(t)∥≤Meωt: for x∈D(A) the orbit T(⋅)x is a classical solution and any classical solution v satisfies v≡T(⋅)x by the rigidity computation dds[T(t−s)v(s)]=0, so (EU) holds; [F2] gives (ω,∞)⊆ρ(A) and (λn−A)D(A)=X for any λn↑∞ in that half-line, so (c) holds and ρ(A)≠∅; density and the local bound sup⁡0≤s≤t0∥T(s)∥ give, for xn→0 in D(A), sup⁡0≤t≤t0∥u(t,xn)∥≤sup⁡0≤s≤t0∥T(s)∥ ∥xn∥→0, which is (d).

1.3F1F3F4

(d)⇒(a). Define T(t)x:=u(t,x) for x∈D(A); uniqueness makes each T(t) linear, and the semigroup law holds on D(A) by uniqueness of solutions. The continuous-dependence hypothesis (d) transfers to a local bound: if no δ>0 had ∥T(t)x∥≤1 for all x∈D(A) with ∥x∥≤δ and all t∈[0,1], then choosing xn with ∥xn∥≤1/n and ∥T(tn)xn∥>1 would give a sequence xn→0 with u(tn,xn)↛0 uniformly, contradicting (d); hence sup⁡0≤t≤1∥T(t)x∥≤∥x∥/δ for all x∈D(A). Since D(A) is dense, each T(t) extends uniquely to a bounded operator on X with the same bound, and the semigroup law and strong continuity extend by density, using ∥T(t)∥≤(M1)n+1 on [0,n] with M1:=max⁡{1,1/δ} from the semigroup law. The generator B of the extension satisfies A⊆B, because on D(A) the difference quotients are those of the classical solutions and converge to Ax. The extension leaves D(A) invariant, so D(A) is a core of B: for x∈D(B) choose xj∈D(A) with xj→x; then 1t∫0tT(s)xj ds lies in the graph-norm closure of D(A) (the integrand is D(A)-valued and graph-norm continuous) and the integrated-orbits identity 1t∫0tT(s)x ds→x in graph norm as t↓0 together with 1t∫0tT(s)xj ds→1t∫0tT(s)x ds in graph norm shows x∈D(A)‾∥⋅∥B. Since A is closed, A⊆B and D(A) is a core of B, every graph limit from D(A) remains in Γ(A), so A=B.

2.1F1F4step 1.1

Boundedness of T1(t). For any Banach space Z, C([0,t],Z) is Banach in the supremum norm: a uniformly Cauchy sequence converges pointwise by completeness, uniformly by its common Cauchy estimates, and its uniform limit is continuous by the three-term increment estimate. Fix t>0 and consider Φ:X1→C([0,t],X1), Φ(x):=T1(⋅)x. Its graph is closed: if xn→x in X1 and Φ(xn)→f uniformly in X1, then the integral identity T1(s)xn=xn+∫0sAT1(r)xn dr passes to the limit in X and gives f(s)=x+∫0sAf(r) dr for s≤t; the extension f~(s):=T1(s−t)f(t) for s>t, =f(s) for s≤t, then solves (ACP) with initial value x, so f~=T1(⋅)x by uniqueness and f=Φ(x). By [F4] Φ is bounded on the Banach space X1, hence T1(t)∈B(X1) and T1 is a strongly continuous semigroup on X1.

3.1F1F4step 2.1

The generator of T1 is A1. First AT1(t)x=T1(t)Ax for x∈D(A1): the curve f(t):=x+∫0tT1(s)Ax ds is differentiable with f′=T1(t)Ax and satisfies Af=f′ (move A inside the integral by the closed-graph argument in X), so f=T1(⋅)x by uniqueness and AT1(t)x=T1(t)Ax. Hence for x∈D(A1) the quotient 1t(T1(t)x−x) converges to Ax in X and its A-image converges to A2x in X; that is, the convergence holds in X1, so A1⊆B. Conversely, if x∈D(B), then A1t(T1(t)x−x) converges in X and 1t(T1(t)x−x)→Ax in X; closedness of A gives Ax∈D(A), that is x∈D(A1). Thus B=A1.

4.1givenstep 3.1F4

(b)⇒(a). Let λ∈ρ(A). For x∈X one has x∈D(A) iff (λ−A)−1x∈D(A1), and Ax=(λ−A)A1(λ−A)−1x for x∈D(A): indeed (λ−A)−1x=R and AR=λR−x, and AR∈D(A) exactly when x∈D(A). Thus S:=(λ−A)−1:X→X1 is a bounded isomorphism with bounded inverse λ−A:X1→X, and A=S−1A1S with D(A)=S−1D(A1). By [step 3.1] and the internal lemma, A1 generates T1 on X1; then T(t):=S−1T1(t)S is a strongly continuous semigroup on X whose generator is S−1A1S=A, because the difference quotients of T are those of T1 conjugated by the bounded isomorphism S.

4.2F1F2F4step 1.1step 2.1step 3.1

(c)⇒(b). By [step 3.1] the operator A1 generates T1 on X1 (via [step 1.1] and [step 2.1]), so by [F2] its resolvent set contains a half-line (ω1,∞); choose λ=λn>ω1 with (λ−A)D(A)=X. If Ax=λx for some x∈D(A), then Ax∈D(A), so x∈D(A1) and A1x=λx; since λ∈ρ(A1) this forces x=0. Hence λ−A is injective and, by hypothesis, surjective, so it is bijective; being closed it has bounded inverse by [F4], and λ∈ρ(A).

5.1step 1.2step 4.1step 4.2step 1.3∎

All implications are established, so (a)-(d) are equivalent; and in each direction the solution is u(t,x)=T(t)x for the generated semigroup, as asserted.

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