Math 2.0

Operator theory Theorem

Operator Cauchy equation and one-parameter semigroups

Builds on Banach spaceOperator normExponential of a bounded operatorC0-semigroupGenerator of a semigroup

Statement

Let XX be a Banach space and let ℒ(X)\mathcal{L}(X) be the space of bounded linear operators on XX with the operator norm. Let T ⁣:[0,∞)→ℒ(X)T \colon [0, \infty) \to \mathcal{L}(X) satisfy:

  1. T(0)=IT(0) = I, the identity operator;
  2. T(s+t)=T(s)T(t)T(s + t) = T(s) T(t) for all s,t≥0s, t \ge 0;
  3. lim⁡t→0+∥T(t)−I∥=0\lim_{t \to 0^+} \norm{T(t) - I} = 0.

Then there is a unique A∈ℒ(X)A \in \mathcal{L}(X) such that T(t)=etAT(t) = e^{tA} for all t≥0t \ge 0, where etAe^{tA} is the exponential of tAtA. Conversely, for every A∈ℒ(X)A \in \mathcal{L}(X) the map t↦etAt \mapsto e^{tA} satisfies conditions 1 to 3.

Remarks

Conditions 2 and 3 make TT continuous in operator norm on [0,∞)[0, \infty). Let V(t)=∫0tT(s) dsV(t) = \int_0^t T(s) \, ds; since V(t)/t→IV(t)/t \to I in norm, V(t0)V(t_0) is invertible for a small t0>0t_0 > 0. The functional equation gives (T(h)−I)V(t0)=V(t0+h)−V(h)−V(t0)(T(h) - I) V(t_0) = V(t_0 + h) - V(h) - V(t_0), and dividing by hh shows that TT is differentiable at 00 with derivative A=(T(t0)−I)V(t0)−1A = (T(t_0) - I) V(t_0)^{-1}. Then T′(t)=AT(t)T'(t) = A T(t), and uniqueness for this linear equation gives T(t)=etAT(t) = e^{tA}. The operator AA is the generator of the semigroup. For X=ℝnX = \R^n this says that the continuous solutions F ⁣:[0,∞)→ℝn×nF \colon [0, \infty) \to \R^{n \times n} of F(s+t)=F(s)F(t)F(s + t) = F(s) F(t) with F(0)=IF(0) = I are exactly F(t)=etAF(t) = e^{tA}. Condition 3 cannot be weakened to strong continuity. The left shifts (T(t)f)(s)=f(s+t)(T(t)f)(s) = f(s + t) on L2(ℝ)L^2(\R) form a C0C_0-semigroup with the unbounded generator f↦f′f \mapsto f', so they are not of the form etAe^{tA} with AA bounded. Condition 1 is needed: for a projection P≠IP \ne I, the constant map T(t)=PT(t) = P satisfies condition 2 and is norm continuous, but T(0)=P≠e0AT(0) = P \ne e^{0A}.

Going deeper

For a student

The theorem identifies the norm-continuous one-parameter semigroups with the bounded operators AA. Many evolution equations, such as the heat equation, give semigroups that are only strongly continuous, and then the generator is an unbounded operator. For those semigroups the Hille–Yosida theorem takes the place of this result.

Reading path

To understand this page from the ground up, read these 6 pages in order. The foundations come first.

Show the path as a graph
Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Banach space concept
  2. C0-semigroup concept
  3. Exponential of a bounded operator concept
  4. Generator of a semigroup concept
  5. Operator norm concept
  6. Operator Cauchy equation and one-parameter semigroups statement

Further reading

  1. Web https://en.wikipedia.org/wiki/C0-semigroup
About this page
TagVRBP76MM84
URIm2://VRBP76MM84
Kindstatement, theorem
WritingW0 stub
MSC47D06, 39B42
StatusThis copy of the site has no build data. Run m2 status VRBP76MM84.
AboutC0-semigroup, Exponential of a bounded operator
UsesBanach space, Operator norm, Exponential of a bounded operator, C0-semigroup, Generator of a semigroup

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