Difference between revisions of "Generating operator of a semi-group"
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− | + | The derivative at zero of a semi-group of linear operators (cf. [[Semi-group of operators|Semi-group of operators]]) $ T ( t) $, | |
+ | $ 0 < t < \infty $, | ||
+ | acting on a complex Banach space $ X $. | ||
+ | If $ T ( t) $ | ||
+ | is continuous in the operator norm, then it has the form $ T ( t) = e ^ {t A _ {0} } $, | ||
+ | where $ A _ {0} $ | ||
+ | is a bounded operator, | ||
− | + | $$ \tag{1 } | |
+ | \lim\limits _ {t \rightarrow 0 } | ||
+ | \frac{T ( t) x - x }{t} | ||
+ | = A _ {0} x | ||
+ | $$ | ||
− | + | for any $ x \in X $, | |
+ | and $ A _ {0} $ | ||
+ | is the generating operator of this semi-group. Conversely, if the limit on the left-hand side exists, for all $ x \in X $, | ||
+ | then $ T ( t) = e ^ {t A _ {0} } $. | ||
− | + | A more complicated situation arises when $ T ( t) $ | |
+ | is only a [[Strongly-continuous semi-group|strongly-continuous semi-group]]. In this case the limit (1) does not necessarily exist for every $ x $. | ||
+ | The operator $ A _ {0} $, | ||
+ | defined on the linear set $ D ( A _ {0} ) $ | ||
+ | of all $ x $ | ||
+ | for which the limit exists, is linear and unbounded, and is called the infinitesimal operator. In particular, $ A _ {0} $ | ||
+ | is defined on all elements of the form $ \int _ \alpha ^ \beta T ( t) y dt $, | ||
+ | $ \alpha , \beta > 0 $, | ||
+ | $ y \in X $. | ||
+ | If $ X _ {0} $ | ||
+ | denotes the closure of the union of the range of values of all $ T ( t) $, | ||
+ | $ t > 0 $, | ||
+ | then $ D ( A _ {0} ) $ | ||
+ | is dense in $ X _ {0} $ | ||
+ | and, moreover, $ \cap _ {n} D ( A _ {0} ^ {n} ) $ | ||
+ | is dense in $ X _ {0} $. | ||
+ | The values of $ A _ {0} $ | ||
+ | also lie in $ X _ {0} $. | ||
+ | If $ A _ {0} $ | ||
+ | is an unbounded operator, then $ D ( A _ {0)} $ | ||
+ | is a set of the first category in $ X _ {0} $. | ||
− | + | If $ X _ {0} $ | |
+ | does not contain elements $ x $ | ||
+ | for which $ T ( t) x \equiv 0 $, | ||
+ | then $ A _ {0} $ | ||
+ | has a closure $ A = \overline{ {A _ {0} }}\; $, | ||
+ | which is also called the generating operator of the semi-group $ T ( t) $. | ||
+ | In this case, for $ x \in D ( A) $, | ||
− | + | $$ \tag{2 } | |
+ | T ( t) x - T ( s) x = \int\limits _ { s } ^ { t } T ( \tau ) Ax d \tau , | ||
+ | $$ | ||
− | + | $$ | |
− | + | \frac{dT ( t) x }{dt} | |
+ | = A _ {0} T ( t) x = T ( t) Ax . | ||
+ | $$ | ||
+ | |||
+ | These equations define an operator $ A $ | ||
+ | which is, generally speaking, an extension of the closure of $ A _ {0} $. | ||
+ | It is also called the generalized generating operator of $ T ( t) $. | ||
+ | |||
+ | On the set $ D _ {R} $ | ||
+ | of all $ x \in X $ | ||
+ | for which the improper integral | ||
+ | |||
+ | $$ \tag{3 } | ||
+ | \int\limits _ { 0 } ^ { t } T ( s) x ds | ||
+ | $$ | ||
converges, one defines the operator | converges, one defines the operator | ||
− | + | $$ | |
+ | R ( \lambda ) x = \lim\limits _ {t \rightarrow 0 } \int\limits _ { t } ^ \infty e ^ | ||
+ | {- \lambda s } T ( s) x ds | ||
+ | $$ | ||
− | for | + | for $ \mathop{\rm Re} \lambda > \omega $, |
+ | where $ \omega $ | ||
+ | is the type of the semi-group $ T ( t) $. | ||
+ | This operator has the following properties: | ||
− | 1) | + | 1) $ R ( \lambda ) D _ {R} \subset D _ {R} $; |
− | 2) | + | 2) $ R ( \lambda ) x - R ( \mu ) x = ( \mu - \lambda ) R ( \lambda ) R ( \mu ) x $; |
− | 3) | + | 3) $ R ( \lambda ) ( \lambda I - A _ {0} ) x = x $, |
+ | $ x \in D ( A _ {0} ) $; | ||
− | 4) | + | 4) $ ( \lambda I - A ) R ( \lambda ) x = x $, |
+ | $ x \in D _ {R} \cap X _ {0} $. | ||
− | If the integral (3) converges absolutely for any | + | If the integral (3) converges absolutely for any $ x \in X $, |
+ | then the generating operator $ A $ | ||
+ | exists if and only if $ T ( t) x \equiv 0 $, | ||
+ | $ x \in X $, | ||
+ | implies $ x = 0 $; | ||
+ | the operator $ R ( \lambda ) $ | ||
+ | is bounded and, if $ X = X _ {0} $, | ||
+ | it coincides with the [[Resolvent|resolvent]] of $ A $. | ||
+ | For $ A _ {0} $ | ||
+ | to be closed (i.e. for $ A = A _ {0} $) | ||
+ | it is necessary and sufficient that | ||
− | + | $$ | |
+ | \lim\limits _ {t \rightarrow 0 } | ||
+ | \frac{1}{t} | ||
+ | \int\limits _ { 0 } ^ { t } T ( s) x ds = x | ||
+ | $$ | ||
− | for any | + | for any $ x \in X _ {0} $. |
− | The basic problem in the theory of operator semi-groups is to establish relations between properties of a semi-group and properties of its generating operator, where the latter are usually formulated in terms of | + | The basic problem in the theory of operator semi-groups is to establish relations between properties of a semi-group and properties of its generating operator, where the latter are usually formulated in terms of $ R ( \lambda ) $. |
====References==== | ====References==== | ||
<table><TR><TD valign="top">[1]</TD> <TD valign="top"> E. Hille, R.S. Phillips, "Functional analysis and semi-groups" , Amer. Math. Soc. (1957) {{MR|0089373}} {{ZBL|0392.46001}} {{ZBL|0033.06501}} </TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top"> P.P. Zabreiko, A.V. Zafievskii, "On a certain class of semigroups" ''Soviet Math. Dokl.'' , '''10''' : 6 (1969) pp. 1523–1526 ''Dokl. Akad. Nauk'' , '''189''' : 5 (1969) pp. 934–937 {{MR|264459}} {{ZBL|}} </TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top"> A.V. Zafievskii, "On semigroups with singularities summable with a power-weight at zero" ''Soviet Math. Dokl.'' , '''11''' : 6 (1970) pp. 1408–1411 ''Dokl. Akad. Nauk'' , '''195''' : 1 (1970) pp. 24–27 {{MR|278121}} {{ZBL|}} </TD></TR></table> | <table><TR><TD valign="top">[1]</TD> <TD valign="top"> E. Hille, R.S. Phillips, "Functional analysis and semi-groups" , Amer. Math. Soc. (1957) {{MR|0089373}} {{ZBL|0392.46001}} {{ZBL|0033.06501}} </TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top"> P.P. Zabreiko, A.V. Zafievskii, "On a certain class of semigroups" ''Soviet Math. Dokl.'' , '''10''' : 6 (1969) pp. 1523–1526 ''Dokl. Akad. Nauk'' , '''189''' : 5 (1969) pp. 934–937 {{MR|264459}} {{ZBL|}} </TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top"> A.V. Zafievskii, "On semigroups with singularities summable with a power-weight at zero" ''Soviet Math. Dokl.'' , '''11''' : 6 (1970) pp. 1408–1411 ''Dokl. Akad. Nauk'' , '''195''' : 1 (1970) pp. 24–27 {{MR|278121}} {{ZBL|}} </TD></TR></table> | ||
− | |||
− | |||
====Comments==== | ====Comments==== | ||
− | |||
====References==== | ====References==== | ||
<table><TR><TD valign="top">[a1]</TD> <TD valign="top"> S.G. Krein, "Linear differential equations in Banach space" , ''Transl. Math. Monogr.'' , '''29''' , Amer. Math. Soc. (1971) (Translated from Russian) {{MR|0342804}} {{ZBL|0179.20701}} </TD></TR><TR><TD valign="top">[a2]</TD> <TD valign="top"> A. Pazy, "Semigroups of linear operators and applications to partial differential equations" , Springer (1983) {{MR|0710486}} {{ZBL|0516.47023}} </TD></TR></table> | <table><TR><TD valign="top">[a1]</TD> <TD valign="top"> S.G. Krein, "Linear differential equations in Banach space" , ''Transl. Math. Monogr.'' , '''29''' , Amer. Math. Soc. (1971) (Translated from Russian) {{MR|0342804}} {{ZBL|0179.20701}} </TD></TR><TR><TD valign="top">[a2]</TD> <TD valign="top"> A. Pazy, "Semigroups of linear operators and applications to partial differential equations" , Springer (1983) {{MR|0710486}} {{ZBL|0516.47023}} </TD></TR></table> |
Latest revision as of 19:41, 5 June 2020
The derivative at zero of a semi-group of linear operators (cf. Semi-group of operators) $ T ( t) $,
$ 0 < t < \infty $,
acting on a complex Banach space $ X $.
If $ T ( t) $
is continuous in the operator norm, then it has the form $ T ( t) = e ^ {t A _ {0} } $,
where $ A _ {0} $
is a bounded operator,
$$ \tag{1 } \lim\limits _ {t \rightarrow 0 } \frac{T ( t) x - x }{t} = A _ {0} x $$
for any $ x \in X $, and $ A _ {0} $ is the generating operator of this semi-group. Conversely, if the limit on the left-hand side exists, for all $ x \in X $, then $ T ( t) = e ^ {t A _ {0} } $.
A more complicated situation arises when $ T ( t) $ is only a strongly-continuous semi-group. In this case the limit (1) does not necessarily exist for every $ x $. The operator $ A _ {0} $, defined on the linear set $ D ( A _ {0} ) $ of all $ x $ for which the limit exists, is linear and unbounded, and is called the infinitesimal operator. In particular, $ A _ {0} $ is defined on all elements of the form $ \int _ \alpha ^ \beta T ( t) y dt $, $ \alpha , \beta > 0 $, $ y \in X $. If $ X _ {0} $ denotes the closure of the union of the range of values of all $ T ( t) $, $ t > 0 $, then $ D ( A _ {0} ) $ is dense in $ X _ {0} $ and, moreover, $ \cap _ {n} D ( A _ {0} ^ {n} ) $ is dense in $ X _ {0} $. The values of $ A _ {0} $ also lie in $ X _ {0} $. If $ A _ {0} $ is an unbounded operator, then $ D ( A _ {0)} $ is a set of the first category in $ X _ {0} $.
If $ X _ {0} $ does not contain elements $ x $ for which $ T ( t) x \equiv 0 $, then $ A _ {0} $ has a closure $ A = \overline{ {A _ {0} }}\; $, which is also called the generating operator of the semi-group $ T ( t) $. In this case, for $ x \in D ( A) $,
$$ \tag{2 } T ( t) x - T ( s) x = \int\limits _ { s } ^ { t } T ( \tau ) Ax d \tau , $$
$$ \frac{dT ( t) x }{dt} = A _ {0} T ( t) x = T ( t) Ax . $$
These equations define an operator $ A $ which is, generally speaking, an extension of the closure of $ A _ {0} $. It is also called the generalized generating operator of $ T ( t) $.
On the set $ D _ {R} $ of all $ x \in X $ for which the improper integral
$$ \tag{3 } \int\limits _ { 0 } ^ { t } T ( s) x ds $$
converges, one defines the operator
$$ R ( \lambda ) x = \lim\limits _ {t \rightarrow 0 } \int\limits _ { t } ^ \infty e ^ {- \lambda s } T ( s) x ds $$
for $ \mathop{\rm Re} \lambda > \omega $, where $ \omega $ is the type of the semi-group $ T ( t) $. This operator has the following properties:
1) $ R ( \lambda ) D _ {R} \subset D _ {R} $;
2) $ R ( \lambda ) x - R ( \mu ) x = ( \mu - \lambda ) R ( \lambda ) R ( \mu ) x $;
3) $ R ( \lambda ) ( \lambda I - A _ {0} ) x = x $, $ x \in D ( A _ {0} ) $;
4) $ ( \lambda I - A ) R ( \lambda ) x = x $, $ x \in D _ {R} \cap X _ {0} $.
If the integral (3) converges absolutely for any $ x \in X $, then the generating operator $ A $ exists if and only if $ T ( t) x \equiv 0 $, $ x \in X $, implies $ x = 0 $; the operator $ R ( \lambda ) $ is bounded and, if $ X = X _ {0} $, it coincides with the resolvent of $ A $. For $ A _ {0} $ to be closed (i.e. for $ A = A _ {0} $) it is necessary and sufficient that
$$ \lim\limits _ {t \rightarrow 0 } \frac{1}{t} \int\limits _ { 0 } ^ { t } T ( s) x ds = x $$
for any $ x \in X _ {0} $.
The basic problem in the theory of operator semi-groups is to establish relations between properties of a semi-group and properties of its generating operator, where the latter are usually formulated in terms of $ R ( \lambda ) $.
References
[1] | E. Hille, R.S. Phillips, "Functional analysis and semi-groups" , Amer. Math. Soc. (1957) MR0089373 Zbl 0392.46001 Zbl 0033.06501 |
[2] | P.P. Zabreiko, A.V. Zafievskii, "On a certain class of semigroups" Soviet Math. Dokl. , 10 : 6 (1969) pp. 1523–1526 Dokl. Akad. Nauk , 189 : 5 (1969) pp. 934–937 MR264459 |
[3] | A.V. Zafievskii, "On semigroups with singularities summable with a power-weight at zero" Soviet Math. Dokl. , 11 : 6 (1970) pp. 1408–1411 Dokl. Akad. Nauk , 195 : 1 (1970) pp. 24–27 MR278121 |
Comments
References
[a1] | S.G. Krein, "Linear differential equations in Banach space" , Transl. Math. Monogr. , 29 , Amer. Math. Soc. (1971) (Translated from Russian) MR0342804 Zbl 0179.20701 |
[a2] | A. Pazy, "Semigroups of linear operators and applications to partial differential equations" , Springer (1983) MR0710486 Zbl 0516.47023 |
Generating operator of a semi-group. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Generating_operator_of_a_semi-group&oldid=47076