Analysis of C0-semigroups and Generators in Functional Analysis - Prof. Patrick Q. Guidott, Assignments of Differential Equations

A math assignment from a winter term 2008 course (math 295) focused on the analysis of c0-semigroups and their generators in the context of functional analysis. The assignment includes five problems, covering topics such as the analyticity of semigroups, differentiability of mild solutions, and the generation of semigroups by certain operators. Students are expected to show their understanding of these concepts through problem-solving.

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Pre 2010

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Math 295 Winter Term 2008
Assignment 9
1. Let H(t, x) be the heat kernel (the fundamental solution for the heat
equation introduced in class) and show that Tdefined through
(T(t)u(x) := RRnH(t, x y)u(y)dy , x Rn
T(0)u:= u
is a C0-semigroup of contractions on L2(Rn) but NOT on L(Rn).
A C0-semigroup Ton a Banach space Eis called analytic if it allows for an
analytic strongly continuous extension to a sector Σδ= [arg(z)< δ] of the
complex plane for some δ(0, π/2], that is, if
(i) T(0) = idE, T(z1+z2) = T(z1)T(z2), z1, z2Σδ.
(ii) T: Σδ L(E) is analytic.
(iii) lim
Σδ3z0T(z)x=xfor all xE .
It can be shown that the above conditions are equivalent to
(i) T(t)Edom(A), t > 0.
(ii) ktAT (t)kL(E)c < , t > 0.
where A: dom(A)E Eis the generator of T. Show that the
C0-semigroup of problem 1 is analytic.
2. Let A: dom(A)E Ebe the generator of an analytic C0-
semigroup Ton E. Let fCρ[0, T ], Efor some ρ(0,1) and
show that the mild solution u: [0, T ]Eof
˙u+Au =f(t), u(0) = xE ,
given by
u(t) = T(t)x+Zt
0
T(tτ)f(τ) , t [0, T ]
is actually differentiable for t > 0.
3. Let A: dom(A)E Ebe defined through
E= L2(0,1) ,
dom(A) = uH2(0,1) u(0) = u(1) = 0,
Au =xxu , u dom(A),
and show that Agenerates an analytic C0-semigroup on E.
pf2

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Math 295 Winter Term 2008

Assignment 9

  1. Let H(t, x) be the heat kernel (the fundamental solution for the heat equation introduced in class) and show that T defined through {( T (t)u

(x) :=

Rn^ H(t, x^ −^ y)u(y)^ dy , x^ ∈^ R

n T (0)u := u

is a C 0 -semigroup of contractions on L 2 (Rn) but NOT on L∞(Rn).

A C 0 -semigroup T on a Banach space E is called analytic if it allows for an analytic strongly continuous extension to a sector Σδ = [arg(z) < δ] of the complex plane for some δ ∈ (0, π/2], that is, if

(i) T (0) = idE , T (z 1 + z 2 ) = T (z 1 )T (z 2 ) , z 1 , z 2 ∈ Σδ. (ii) T : Σδ → L(E) is analytic. (iii) lim Σδ 3 z→ 0

T (z)x = x for all x ∈ E.

It can be shown that the above conditions are equivalent to

(i) T (t)E ⊂ dom(A) , t > 0. (ii) ‖tAT (t)‖L(E) ≤ c < ∞ , t > 0.

where −A : dom(A) ⊂ E −→ E is the generator of T. Show that the C 0 -semigroup of problem 1 is analytic.

  1. Let −A : dom(A) ⊂ E −→ E be the generator of an analytic C 0 - semigroup T on E. Let f ∈ Cρ

[0, T ], E

for some ρ ∈ (0, 1) and show that the mild solution u : [0, T ] → E of

u˙ + Au = f (t) , u(0) = x ∈ E ,

given by

u(t) = T (t)x +

∫ (^) t

0

T (t − τ )f (τ ) dτ , t ∈ [0, T ]

is actually differentiable for t > 0.

  1. Let A : dom(A) ⊂ E −→ E be defined through E = L 2 (0, 1) , dom(A) =

u ∈ H^2 (0, 1)

∣ (^) u(0) = u(1) = 0}^ , Au = −∂xxu , u ∈ dom(A) ,

and show that −A generates an analytic C 0 -semigroup on E.

2

  1. Define T (t) ∈ L

L 2 (Rn)

through { (1 − 4)−t^ = F−^1 (1 + |ξ|^2 )−tF , t > 0 idL 2 (Rn) , t = 0. Show that T is a C 0 -semigroup on L 2 (Rn). What is its generator?

  1. For a bounded domain Ω ⊂ Rn^ with smooth boundary, for b ∈ L∞(Ω) and c ∈ L∞(Ω) let A be the operator induced by the Dirichlet form

a(u, v) =

Ω

[

(∇u |∇v) + (b |∇u)v + cuv

]

dx , u, v ∈

◦ H^1 (Ω)

on H−^1 (Ω). Show that it generates a C 0 -semigroup on H−^1 (Ω).

The Homework is due Monday, February 25 2007