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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 -indexed chain). Let be a closed linear operator on a Banach space and consider the homogeneous problem , . Let (EU) be the statement that for every there exists exactly one classical solution on (Classical, strong and mild abstract Cauchy solutions). Then the following conditions are equivalent: (a) generates a strongly continuous semigroup; (b) (EU) holds and ; (c) (EU) holds and there is a sequence with for every ; (d) (EU) holds, is dense, and for every sequence with one has uniformly for in compact subsets of . 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 for the generated semigroup .
Facts & Assumptions
Given: A closed linear operator on a Banach space (Unbounded linear operators: domain, graph and extension, Densely defined, closed and closable operators, and cores), and the condition (EU) that for every there is exactly one classical solution of , on (Classical, strong and mild abstract Cauchy solutions). Write for the graph-norm space, with , and 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 -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.
Since is closed, its graph and the graph-norm space are Banach by the explicit Banach graph convention in Infinitesimal generator of a C0-semigroup. The operator is closed on : if and in , convergence in and closedness of give ; then and . This uses the assumed closedness, not a generator theorem.
For a generator the following hold: local boundedness on compact time intervals, orbit continuity, the Laplace formula for real whenever , hence , and is dense with 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).
For a strongly continuous semigroup generated by : , on , and (The generator commutes with the semigroup on its domain, Time integrals of semigroup orbits lie in the generator domain).
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
Internal lemma (reduction to ), part 1: (EU) gives a semigroup on . Put for . Uniqueness makes linear and gives , ; the classical equation shows that is continuous into for each .
(a)(b),(c),(d). If generates a semigroup with : for the orbit is a classical solution and any classical solution satisfies by the rigidity computation , so (EU) holds; [F2] gives and for any in that half-line, so (c) holds and ; density and the local bound give, for in , , which is (d).
(d)(a). Define for ; uniqueness makes each linear, and the semigroup law holds on by uniqueness of solutions. The continuous-dependence hypothesis (d) transfers to a local bound: if no had for all with and all , then choosing with and would give a sequence with uniformly, contradicting (d); hence for all . Since is dense, each extends uniquely to a bounded operator on with the same bound, and the semigroup law and strong continuity extend by density, using on with from the semigroup law. The generator of the extension satisfies , because on the difference quotients are those of the classical solutions and converge to . The extension leaves invariant, so is a core of : for choose with ; then lies in the graph-norm closure of (the integrand is -valued and graph-norm continuous) and the integrated-orbits identity in graph norm as together with in graph norm shows . Since is closed, and is a core of , every graph limit from remains in , so .
Boundedness of . For any Banach space , 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 and consider , . Its graph is closed: if in and uniformly in , then the integral identity passes to the limit in and gives for ; the extension for , for , then solves (ACP) with initial value , so by uniqueness and . By [F4] is bounded on the Banach space , hence and is a strongly continuous semigroup on .
The generator of is . First for : the curve is differentiable with and satisfies (move inside the integral by the closed-graph argument in ), so by uniqueness and . Hence for the quotient converges to in and its -image converges to in ; that is, the convergence holds in , so . Conversely, if , then converges in and in ; closedness of gives , that is . Thus .
(b)(a). Let . For one has iff , and for : indeed and , and exactly when . Thus is a bounded isomorphism with bounded inverse , and with . By [step 3.1] and the internal lemma, generates on ; then is a strongly continuous semigroup on whose generator is , because the difference quotients of are those of conjugated by the bounded isomorphism .
(c)(b). By [step 3.1] the operator generates on (via [step 1.1] and [step 2.1]), so by [F2] its resolvent set contains a half-line ; choose with . If for some , then , so and ; since this forces . Hence is injective and, by hypothesis, surjective, so it is bijective; being closed it has bounded inverse by [F4], and .
All implications are established, so (a)-(d) are equivalent; and in each direction the solution is for the generated semigroup, as asserted.
Depends on
- Linearity of the Bochner integral
- Bochner integral norm inequality
- Fundamental theorem of calculus for Banach-valued continuous curves
- Classical, strong and mild abstract Cauchy solutions
- Infinitesimal generator of a C0-semigroup
- 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
- Time integrals of semigroup orbits lie in the generator domain
- Unbounded linear operators: domain, graph and extension
- Densely defined, closed and closable operators, and cores
- Closed graph theorem
- Exponential bound for a C0-semigroup
- Laplace transform formula for the resolvent
- The generator commutes with the semigroup on its domain
- Normed subspace
- The axiom of dependent choice: a relation in which every element is related to something admits an $\mathbb{N}$-indexed chain
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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)
- Haim Brezis, Functional Analysis, Sobolev Spaces and Partial Differential Equations, Universitext, Springer 2011 (complete 614-page text) (standard reference, not scraped)
- Roland Schnaubelt, Evolution Equations, Karlsruhe Institute of Technology (2023/24 course, complete lecture notes) (standard reference, not scraped)