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Linear forced well-posedness by Duhamel formula
PDF p. 12: paragraph following (3.14)
Statement
Assume the Axiom of Choice. Let be the smooth exterior domain, let be the Dirichlet spectral space, and let and the real cutoff be as in Scale isometries and free Schrödinger evolution and Linear and nonlinear internally controlled exterior systems. Let and . For and , the linear controlled system of Linear and nonlinear internally controlled exterior systems has a unique mild solution , namely
The integral is a Bochner integral in . Equivalently, this is the unique integral solution in the abstract Cauchy-problem sense. It obeys , where is a bound for multiplication by on .
For a prescribed terminal state , the corresponding backward mild solution is unique and is
The homogeneous Dirichlet condition is encoded by the Dirichlet realization and its scale; no classical boundary trace is asserted at arbitrary .
Facts & Assumptions
The scale is a complex Hilbert space, hence a Banach space, and is a strongly continuous unitary group on it. The Dirichlet realization supplies the meaning of the homogeneous evolution. Dirichlet spectral Sobolev scale and duality Scale isometries and free Schrödinger evolution
The controlled equation is , with the initial or terminal state interpreted in the chosen evolution class. Its cutoff is smooth and real, zero on and one on , with the obstacle contained in . Linear and nonlinear internally controlled exterior systems Under Choice, every gives bounded multiplication on for , agreeing with ordinary multiplication on and extended to negative orders by the pivot antidual pairing. The norm is the maximum of the essential bounds of its weak derivatives through order two. Endpoint multiplier bounds extended to negative spectral orders
The time space consists of strongly measurable maps with integrable norm, modulo almost-everywhere equality, and its integration is Bochner integration. Continuous and mixed time-space function spaces
A strongly continuous semigroup has an infinitesimal generator. For Bochner-integrable forcing, variation of constants supplies the continuous Duhamel formula and its uniqueness as a mild and as an integral solution. Infinitesimal generator of a C0-semigroup Classical, strong and mild abstract Cauchy solutions Variation of constants for the inhomogeneous abstract Cauchy problem The theorem assumes Dependent Choice. The assumed Axiom of Choice supplies both Countable Choice and Dependent Choice by the published implication lemma; Countable Choice also discharges the time-space and weak-derivative hypotheses below. The Axiom of Choice AC supplies the countable and dependent choices used in Banach integration
The norm of a Bochner integral is bounded by the integral of the norm of its integrand. Bochner integral norm inequality
Under Countable Choice, the classical derivatives of a function on an open Euclidean set are its weak derivatives through order two. Classical derivatives agree with weak derivatives
Closed bounded Euclidean sets are compact, continuous images of compact metric sets are compact, and compact subsets of the real line are bounded. Heine-Borel in ℝⁿ: with the Euclidean metric a subset of ℝⁿ is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line The image of a compact metric space under a continuous map is compact, and so is the image of any compact subset
Under Countable Choice, reflection in the origin preserves Lebesgue measurability and measure on ; translation also preserves them. Thus these results apply to compositions of a reflection and a translation, including on null sets. For a nonzero real c, dilation by c multiplies Lebesgue outer measure by |c|ⁿ, and reflection in the origin preserves it Lebesgue outer measure, Lebesgue measurability and Lebesgue measure are unchanged by translation
If a measurable self-map of a measure space preserves its measure, composition with it preserves the integral of every nonnegative measurable scalar function, including the value infinity. Integral invariance under measure-preserving maps
For an integrable Banach-valued simple function with disjoint nonzero level sets, . A Bochner-integrable function has integrable simple approximants converging in norm, and its integral is the norm limit of their integrals; integration over a measurable subset is defined by restriction. Banach-valued simple function and integral Bochner-integrable function
Proof
Given: The domain, scale, cutoff, Choice assumption, , , and in the Statement.
Goal: Establish the forward and backward formulas, their uniqueness in the stated solution classes, and the estimate.
The closed annulus is disjoint from the obstacle and compact by [F7]. The cutoff and its classical derivatives through order two are continuous on , so their images there are compact subsets of and hence bounded by [F7]. Outside , has the constant values zero or one and its positive-order derivatives vanish. Thus the function and all its classical derivatives through order two are bounded on . Countable Choice follows from the assumed AC by [F4], so [F6] identifies these with the weak derivatives. Hence . Apply the multiplier lemma in [F2] to obtain a bounded operator on , and denote a bound for its norm by . This uses no upper range restriction on .
Put and . By [F8] and Countable Choice from [F4], is a measurable, measure-preserving involution of and takes null sets to null sets. For any strongly measurable , compose its almost-everywhere convergent simple approximation with . The compositions are measurable simple functions, and they converge to outside the reflected exceptional null set. Hence is strongly measurable, independently of the representative of . Applying [F9] to the scalar function gives . In particular reflection preserves and its norm.
Put and . Bounded linear multiplication sends the simple approximants in [F3] to simple approximants, so is strongly measurable. By step 1.1, almost everywhere; hence is Bochner integrable. Restrict the group to nonnegative times and denote its generator by . Its mild Cauchy problem is . This is the evolution interpretation of : on generator-domain data the free derivative is in the lower scale, and the forcing is .
Let and let be measurable. Choose defining integrable simple approximants with , as in [F10]. Reflection sends each nonzero level set of to and preserves its measure. Moreover . The finite-sum formula in [F10] therefore gives . Step 1.2, also applied to , shows that the reflected errors have the same norm. Restricting either error to the indicated subset can only decrease its norm integral, so [F5] and [F10] permit passage to the norm limits, yielding . The same finite-sum limit argument gives . These identities include null sets and hence apply to the interval integrals irrespective of their endpoints.
Apply variation of constants to this semigroup, initial state and forcing . It gives the displayed forward formula, a continuous -valued path, and uniqueness among mild solutions and separately among integral solutions. Unitarity and the Bochner norm inequality give , proving the uniform estimate.
For the terminal problem set , . The reversed free group is , and its generator is on : the group identity writes the reversed difference quotient as , and the converse follows by reversing the same identity. The reversed forcing is , which belongs to by step 2.1 and step 1.2. Variation of constants applied to gives a unique mild, equivalently unique integral, with . Fix and put . Its Duhamel integrand on is Bochner integrable by [F4]; extend it by zero to . Apply step 2.2 with to this extended function. At , its nonzero value is , so the result is . Applying the same reflection twice gives the original mild formula. For the integral class, the reversed identity is , with ; step 2.2 converts it to , with . Reflection converts these identities back as well. Thus reversal is bijective on both stated solution classes, proving backward uniqueness and continuity. The scale realization supplies the stated Dirichlet interpretation.
Source notes
The frozen article is cited for attribution of the linear controlled system and its well-posedness assertion on PDF page 12. The proof uses the independent mathematical suppliers above. Uniqueness is stated in the mild or integral class; no classical trace or stronger solution regularity is claimed.
Depends on
- Dirichlet spectral Sobolev scale and duality
- Scale isometries and free Schrödinger evolution
- Endpoint multiplier bounds extended to negative spectral orders
- Linear and nonlinear internally controlled exterior systems
- Continuous and mixed time-space function spaces
- Infinitesimal generator of a C0-semigroup
- Classical, strong and mild abstract Cauchy solutions
- Variation of constants for the inhomogeneous abstract Cauchy problem
- Bochner integral norm inequality
- The Axiom of Choice
- AC supplies the countable and dependent choices used in Banach integration
- Classical derivatives agree with weak derivatives
- Heine-Borel in ℝⁿ: with the Euclidean metric a subset of ℝⁿ is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line
- The image of a compact metric space under a continuous map is compact, and so is the image of any compact subset
- For a nonzero real c, dilation by c multiplies Lebesgue outer measure by |c|ⁿ, and reflection in the origin preserves it
- Lebesgue outer measure, Lebesgue measurability and Lebesgue measure are unchanged by translation
- Integral invariance under measure-preserving maps
- Banach-valued simple function and integral
- Bochner-integrable function
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