hamburgminicourse2017:the_abstract_cauchy_problem_in_banach_space
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| hamburgminicourse2017:the_abstract_cauchy_problem_in_banach_space [2017/04/02 13:53] – created markus | hamburgminicourse2017:the_abstract_cauchy_problem_in_banach_space [2017/04/02 15:57] (current) – markus | ||
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| with domain $D(A)$, i.e. all $x\in X$ for which the limit exists. | with domain $D(A)$, i.e. all $x\in X$ for which the limit exists. | ||
| - | Theorems that show the existence of such a semigroup by demanding specific properties from its generator are called // | + | Theorems that show the existence of such a semigroup by demanding specific properties from its generator are called // |
| **Theorem.** Let $T(t)$ be a $\mathcal{C}^0$ semigroup and $A$ its infinitesimal generator. Then it holds for $t>0$ that | **Theorem.** Let $T(t)$ be a $\mathcal{C}^0$ semigroup and $A$ its infinitesimal generator. Then it holds for $t>0$ that | ||
| Line 26: | Line 26: | ||
| **Proof.** (1.) Take $h >0$, then | **Proof.** (1.) Take $h >0$, then | ||
| \begin{align*} | \begin{align*} | ||
| - | \frac{T(h)-\id}{h} \int_0^t T(s) x \,ds &= \frac{1}{h} \int_0^t (T(s+h)x-T(s)x) \,ds \\ | + | \frac{T(h)-\mathrm{id}}{h} \int_0^t T(s) x \,ds &= \frac{1}{h} \int_0^t (T(s+h)x-T(s)x) \,ds \\ |
| &= \frac{1}{h} \int_t^{t+h} T(s) x \,ds - \frac{1}{h} \int_0^h T(s) x \,ds | &= \frac{1}{h} \int_t^{t+h} T(s) x \,ds - \frac{1}{h} \int_0^h T(s) x \,ds | ||
| \end{align*} | \end{align*} | ||
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| (2.) Now because of boundedness of $T(t)$ we have as $h \searrow 0$ | (2.) Now because of boundedness of $T(t)$ we have as $h \searrow 0$ | ||
| \[ | \[ | ||
| - | \frac{T(h)-\id}{h} T(t) x = T(t) \frac{T(h)-\id}{h} x \longrightarrow T(t) A x | + | \frac{T(h)-\mathrm{id}}{h} T(t) x = T(t) \frac{T(h)-\mathrm{id}}{h} x \longrightarrow T(t) A x |
| \] | \] | ||
| thus $T(t)x \in D(A)$ and $AT(t)x = T(t)Ax$ as well as the right derivative of $T(t)x$ fulfilling | thus $T(t)x \in D(A)$ and $AT(t)x = T(t)Ax$ as well as the right derivative of $T(t)x$ fulfilling | ||
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| &= \lim_{h \searrow 0} T(t-h) \left( \frac{T(h)x-x}{h} - Ax \right) + \lim_{h \searrow 0} (T(t-h)Ax - T(t)Ax) | &= \lim_{h \searrow 0} T(t-h) \left( \frac{T(h)x-x}{h} - Ax \right) + \lim_{h \searrow 0} (T(t-h)Ax - T(t)Ax) | ||
| \end{align*} | \end{align*} | ||
| - | Both limit terms vanish, the first due to $x \in D(A)$ and boundedness of $T(t-h)$, the second by strong continuity of $T(t)$. | + | Both limit terms vanish, the first due to $x \in D(A)$ and boundedness of $T(t-h)$, the second by strong continuity of $T(t)$. |
| + | That such a semigroup really always is linked to a usefully defined generator is secured by the next theorem. | ||
| + | **Theorem.** The generator of a $\mathcal{C}^0$ semigroup is always densely defined and closed. | ||
| + | |||
| + | **Proof.** | ||
| + | \[ | ||
| + | x = \lim_{h \searrow 0}\frac{1}{h} \int_0^h T(s) x \,ds | ||
| + | \] | ||
| + | and by (1.) above the argument of the limit is in $D(A)$. Hence any $x \in X$ can be approached by a limit sequence and $D(A)$ is dense in $X$. Assume now such a sequence $x_n \in D(A), x_n \rightarrow x$ and $Ax_n \rightarrow y$. Then integrating out part (2.) over the time interval $[0,h]$ we can write | ||
| + | \[ | ||
| + | T(h)x_n-x_n = \int_0^h T(s) A x_n \,ds. | ||
| + | \] | ||
| + | In the limit $n \rightarrow \infty$ this yields | ||
| + | \[ | ||
| + | T(h)x - x = \int_0^h T(s) y \,ds. | ||
| + | \] | ||
| + | Finally we divide by $h$ and let $h \searrow 0$ and get | ||
| + | \[ | ||
| + | Ax = \lim_{h \searrow 0} \frac{1}{h} \int_0^h T(s) y \,ds = y. | ||
| + | \] | ||
| + | This shows closedness. $\Box$ | ||
| + | |||
| + | We can find two **types of solutions** to the Cauchy problem formulated here: | ||
| + | - $u \in (0,\infty) \rightarrow D(A)$ continuous in $X$ and continuously differentiable that really solve $\frac{d}{dt}u(t)=Au(t)$ with $\lim_{t\rightarrow 0}u(t)=x\in X$ are called // | ||
| + | - $u(t) = T(t)x$ (also continuous in $X$) just defined by application of the corresponding evolution semigroup are called // | ||
| + | \[ | ||
| + | A\int_0^t u(s)\,ds = u(t)-x. | ||
| + | \] | ||
| + | (Such solutions of an integral equation are called //mild//.) | ||
| + | |||
| + | >> | ||
hamburgminicourse2017/the_abstract_cauchy_problem_in_banach_space.1491133996.txt.gz · Last modified: 2017/04/02 13:53 by markus