Cazenave & Haraux - An Introduction to Semilinear Evolution

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      n Introduction to

    Sem ilinear Evolution E quations

    n z 1 N I V E R S I D A D C O M P L U T E N S E

    Revised edition

     

    . ^ f ?

     

    I I I I I ^ ^ ^ ^ I I I I ^ I I ^ ^ ^ I ^ I I I I ^ I I I I I ^ I I ^ I I I

    3 9 45

    Thierry C azenave

    CN R S and Univ ersity of Paris V I France

     n

    lain H araux

    CN R S and Univ ersity of Paris V I France

    Translated by

    Yvan Martel

    Univ ersity of Cergy-Pontoise France

    k

    0R 5/ ??0

     

    CL RENDON PRESS • OXFORD

     99

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    Oxford University Press, Great Clarendon Street, Oxford 012 6DP

    Oxford New Y ork

    A thens A uckland B angkok B ogota B uenos A ires Calcutta

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    and associated com panies in

    Berlin Ibadan

    Ox ford is a trade m ark o f O xf ord University Press

    Published in the U nited States

    by O xf ord University Press Inc., N ew Y ork

    Introduction aux problem es dev olution sem i-lineaires

    © E dition M arketing SA , 1990

    First published by Ellipses

    Translation © Ox ford University Press, 1998

    A ide par le m inistere f rancais charge de la culture

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    Preface

    This book is an expa nded version of a post-gradua te course taught for severa l

    yea rs at the La boratoire d'Ana lyse Nume rique of the Universite Pierre e t Marie

    Curie in Pa ris. The purp ose of this course w as to give a self-contained pre sen-

    tation of some rece nt results concerning the fundam ental properties of solutions

    of semilinear e volution partial differe ntial equations, with special em phasis on

    the asym ptotic be haviour of the solutions.

    We begin with a brief description of the abstract theory of sem ilinear evolu-

    tion equa tions, in orde r to provide the re ade r with a sufficient bac kground. In

    par ticula r, we rec all the ba sic results of vector integra tion (Chapter 1) and lin-

    ear semigroup theory

    i n

    Bana ch spaces (Chapters 2 and 3). Chapter 4 c oncerns

    the local e xistence, uniqueness, and re gularity of solutions of abstract sem ilinear

    problems.

    In Nature, many propagat ion phenome na are described by evolut ion equa-

    tions or evolution systems wh ich ma y include non-linea r intera ction or self-

    intera ct ion term s. In Cha pters 5, 6, and 7, we a pply some gene ral me thods

    to the following thre e problem s.

    (1) The he at equa tion

    ut

    =Au 01

    which models the therma l energy transfer in a hom ogeneous me dium, is the

    simplest exam ple of a di f fusion equ ation. This equa tion, as we ll as the sel f -

    interac tion problem

    Ut

    = Au

    +f u,

    0.2)

    can be considered on the entire space

    RN

    or on various doma ins S1 (bounded

    o r

    not) of RN . In the case in which

    c i

    # RN,

    we ne ed to speci fy a boundary

    condition on I' = 852. It ca n be, for exam ple, a hom ogeneous D irichlet condition

    u=0on, 03

    o r a

    homogeneous Neu ma nn condition

    au _

    an

    0 our,

    0.4)

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    vi

    reface

    Chapter 5 studies in detail the properties of the solutions of (0.2)—(0.3) when Sl is

    bounde d. In this problem, the m aximu m principle plays an important role. This

    is the rea son for studying equa tion (0.2) in the spa ce of continuous functions.

    Vector-valued generalizations of the form

    aui

    c

     czAui

    + fi(ul,

    ... ,

    uk),

     

    = 1 , ... , k,

     

    0.5)

    ca lled re ac tion— diffusion system s, often arise in chem istry and biology. One of

    the m ain tools in the study of these system s (and in pa rt icular o f their non-

    nega tive solutions) is the ma ximum principle, which gives

    a priori

    estimates

    in

    L

    (5l) k

     for the trajectories. We thus develop Co methods rather than L

    2

    me thods, which are ea sier but less suitable in this fram ework.

    (2 )

    The wa ve equa tion (also ca lled the Klein— Gordon equa tion)

    t

     A u — m u ,

     

    0.6)

    with m > 0, mode ls the propa gation of different kinds of wave s (for exam ple light

    wave s) in homogene ous media. Non-linea r m odels of conservative type ar ise in

    quantum m echa nics, where as variants of the form

    Utt

    = Au —

    f (u,

    Ut)

     

    0.7)

    appe ar in the study of vibrat ing system s with or without dam ping, and with

    or without forcing terms. Other perturbations of the wave equation arise in

    electronics (the telegraph e qua tion, semi-conductors, etc.).

    The ba sic me thod for studying

    (0.6)

    with suitable bounda ry c onditions (for

    exa mple (0.3)) consists of introducing the a ssociated isome try group in the e n-

    ergy space Hl

     x L

    2

    . Loca l existenc e a nd uniqueness of solutions is established in

    this spac e. Howe ver, in genera l, the solutions are differe ntiable only in the sense

    of the larger spac e

    L 2 x H-1.

    These local questions are considered in Chapter

    6.

    (3 )

    The S chrodinger e quation

    iUt

    = Au,

     

    0.8)

    possesses a c ombination of the pr operties described in (1) and (2). Pr imarily a

    simplified mode l for some problem s of optics, this equa tion also arises in qua n-

    tum field theory, possibly coupled w ith the Klein— Gordon e qua tion. Various

    non-linear pe rturbations of (0.7) have appe are d rec ently in the study of lase r

    beam s when the cha racter istics of the medium depend upon the tempera ture;

    for example, focusing phenomena in some solids (where the medium c an brea k

    down if the temperature reaches a critical point) and contrastingly, defocusing

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    P r e f a ce

     

    ii

    from the source.

     

    close examination of sharp properties of solutions of the

    non-linear Schrodinger equation is delicate, since this problem has a mixed or

    degenerate nature (neither parabolic nor hyperbolic).

     

    n Chapter 7, which is

    devoted to Schrodinger's equation, it becomes clear that even the local theory

    requires very elaborate techniques.

    The choice of these three problems as model examples is somewhat arbitrary.

    This selection was motivated by the limited experience of the authors, as well as

    by the desire to present the easiest models (in particular, semilinear models) for

    a first approach to the theory of evolution equations. We do not address several

    other equally worthy problems, such as transport equations, vibrating plates,

    and fundam ental equations of fluid mechan ics (such as Bo ltzmann's equation, the

    Navier—Stokes equation, etc.). Such complicated systems require many specific

    methods which could not be covered or even approached in a work of this kind.

    Chapters 8, 9, and 10 are devoted to some techniques and results concerning

    the global behaviour of solutions of semilinear evolution problems as the time

    variable converges to infinity. In Chapter 8, we establish that, for several kinds

    of evolution equations, the solutions either blow up in finite time in the original

    space or they are uniformly bounded in this space for all t >_ 0.

     

    his is the

    case for the heat equation and the Klein—Gordon equation with attractive non-

    linearity,

    as

    well as for non-autonomous problems with dissipation.

     

    o such

    alternative is presently known for Schrodinger's equation. Chapter 9 is devoted

    to some basic notions of the theory of dynamical systems and its application to

    models (1) and (2) in an open, bounded domain of R

    N

    .

    We restrict ourselves

    to the basic properties, and we give an extensive bibliography for the interested

    reader. In Chapter 10, we study the asymptotic stability of equilibria. We also

    discuss the connection between stability and positivity in the case of the heat

    equation.

    Finally, in the notes at the end of each chapter there are various bibliograph-

    ical comments which provide the reader with a larger overview of the theories

    discussed. Moreover, the limited character of the examples studied is compen-

    sated for by a rather detailed bibliography that refers to similar works.

     

    e

    hope that this bibliography will serve our goal of a sufficient yet comprehensible

    introduction to the available theory of evolution problems. At the time of pub-

    lication, new results will have made some parts of this book obsolete. However,

    we think that the methods presented are, and will continue to be for some years,

    an indispensable basis for anyone wanting a global view of evolution problems.

    Pa r is

    . C.

    1998 

    . H .

    U

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    Contents

    Notation .

     .

     

    .

     

    .

     . . . . .

     iii

    1. Preliminary results . . . . . . .. . . . . . . . . . . . . . . . 1

    1.1.

    Some abstrac t tools

    .

     

    1.2.

    The e xponential of a linea r continuous operator

     

    .

     

    1.3.

    Sobolev spaces

    .

     

    .

     

    1.4. Vector-valued functions

     

    1.4.1.

     

    easurable functions

    .

     

    1.4.2. ntegrable functions

     

    ..

     . 

    1.4.3. 

    he spaces

    LP(I,X) 

    .

     

    1.4.4. 

    ec tor-valued distributions

     . 

    0

    1.4.5.

     

    he spaces W 1, P(I,X)

     

    3

    2. m-

    dissipative operators

    . . . . . . . . . . . . . . . . . . .

     

    8

    2.1.

    Unbounded operators in Ba nach spaces

    .

     

    8

    2.2.

    De finition a nd m ain prope rties of m-dissipative ope rators . .

     

    9

    2.3.

    Extrapolation

     

    .

     1

    2.4.

    Unbounde d operators in Hilbert spac es  . 

    2

    2.5.

    Complex Hilbert space s

    . 5

    2.6.

    Exam ples in the theory of pa rtial differential equations

     

    .

     

    6

    2.6:1.

     

    he La plac ian in an open subset of R

    N:

    2 theory

    .

     

    .

     

    6

    2.6.2.

     

    he La plac ian in an open subset of R

    N

    :

    o theory . . 

    7

    2.6.3.

     

    he wa ve operator (or the Klein— Gordon operator)

    in Ha (1l)

    x

    L

    2 (1l)

     

    .

     

    9

    2.6.4. 

    he wa ve operator (or the Klein— Gordon operator)

    in L

    2

    (1) x H

    '(Il) 

    0

    2.6.5. 

    he Schrodinger operator

    .

     

    3. The Hille—Yosida—Phillips Theorem and applications . . . . 33

    3

    The sem igroup gene rated by an m -dissipative operator

     

    3

    3.2.

    Two important special cases

    .

     

    .

     

    5

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    x Contents

    1 The heat equation. . . . . . . . . . . . . . . . .

     

    2

    3.5.2. The wave equation (or the Klein—Gordon equation) . . . 47

    3.5.3. The Schrodinger equation . . . . . . . . . . . . . .

     

    7

    3.5.4. The Schrodinger equation in Rr` . . . . . . . . . . .

     

    8

    4.

    Inhomogeneous equations and abstract semilinear

    problems .

     

    .

     .

     

    . . . . . . .

     

    . . .

     

    .

     .

     

    0

    4.1. Inhomogeneous equations . . . . . . . . . . . . . . . . .

     

    0

    4.2. Gronwall's lemma . . . . . . . . . . . . . . . . . . . .

     

    4

    4.3. Semilinear problems . . . . . . . . . . . . . . . . . . .

     

    5

    4.3.1. A result of local existence . . . . . . . . . . . . . .

     

    6

    4.3.2. Continuous dependence on initial data . . . . . . . .

     

    9

    4.3.3. Regularity

     

    . . . . . . . . . . . . . . . . . . .

     

    0

    4.4. Isometry groups . . . . . . . . . . . . . . . . . . . . .

     

    1

    5.

    The

    heat equation . . . . . . . . . . . . . . . . . . . . .

     

    2

    5.1.

    Preliminaries

     

    .

     

    2

    5.2.

    Local existence

    .

     

    4

    5.3.

    Global existenc e

     

    5

    5.4.

    Blow-up in finite time

    2

    5.5.

    Applica t ion to a m odel case

    .

     

    6

    6.

    The Klein—Gordon equation . . . . . . . . . . . . . . . .

     

    8

    6.1.

    Preliminaries

     

    8

    6.1.1.

     

    n abstrac t result

     

    8

    6.1.2.

     

    unctionals on Ho (S2)

     

    9

    6.2.

    Local e xistence . 

    2

    6.3.

    Global existence

     

    4

    6.4.

    Blow-up in finite time

    .

     

    7

    6.5.

    Applica t ion to a m odel case

    .

     

    9

    7.

    The Schrodinger equation

    . . . . . . . . . . . . . . . . .

     

    1

    7.1. Preliminaries

     

    . . . . . . . . . . . . . . . . . . . . .

     

    1

    7.2. A gene ral result

     

    . . . . . . . . . . . . . . . . . .

     

    2

    7.3. The linear Schrodinger equation in RN . . . . . . . . . . .

    5

    7.4. The non-linea r Sc hrodinger equa tion in R

    N:

    local existence . . 100

    7.4.1. Some estimates . . . . . . . . . . . . . . . . . . 101

    7.4.2. Proof of Theorem 7.4.1 . . . . . . . . . . . . . . . 106

    7.5. The non-linea r Sc hrodinger equa tion in R

    N

    :

    global existence . . 112

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    Contents xi

     

    7.6.

    The non-linea r Sc hrodinger e quation in R

    N

    :

    low up

    I

    n finite time

     

    14

    7.7.

    A rem ark c oncer ning behaviour at infinity

    .

     

    20

    7.8.

    Applica tion to a model ca se

     

    2 1

    Bounds on global solutions

     

    .

     

    24

    8.1.

    The he at equa t ion

     

    .

     

    24

    8.1.1. 

    singular G ronwa ll's lemm a: a pplica tion to the he at

    equation

     

    .

     

    25

    8.1.2.

     

    niform estima tes

     

    29

    8.2.

    The Klein—G ordon equation

     

    .

     

    30

    8.3.

    The non-autonomous heat equation

    34

    8.3.1.

     

    he Ca uchy problem for the non-autonomous heat

    equation

     

    34

    8.3.2.

     

    priori

    estimates

     

    .

     

    3 5

    8.4.

    The dissipative non-autonomous Klein— Gordon e quation

     

    .

     

    37

    The

    invariance principle and some applications

     

    .

     

    4 2

    9.1.

    Abstract dynamica l system s

    .

     

    .

     

    4 2

    9.2.

    Liapunov functions and the invarianc e principle

     

    4 3

    9.3.

    A dynam ical system associated with a semilinear evolution

    equation

     

    .

     

    4 5

    9.4.

    Application to the non-linea r hea t equation

     

    .

     

    46

    9.5.

    Application to a dissipative Klein— Gordon equa tion

    .  .

     

    49

    . Stability

    of

    stationary solutions

     

    54

    10.1. Definitions and simple exam ples

     

    .

     

    54

    10.2. A simple genera l result

     

    10.3. Exponentially stable system s govern ed by PD E

     

    5 6

    5 8

    10.4. S tability a nd positivity

     

    64

    10.4.1. The one-dimensional case

    .

     

    6 5

    10.4.2. The m ultidimensional ca se

     

    67

     

    6 9

    .

     

    8 5

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    the space of linear, continuous mappings from

    X to

    Y

    the space of linear, continuous mappings from

    X to

    X

    the topological dual of the vector space X

    the Banach space

    (D(A)

    ,

    ( I

    I I D (A) )

    with II

    u I ID ( A ) = I I

    uiI + IIAuII,

    when A is a linear operator with a closed graph

    the space of C°° (real-valued or complex valued) functions with

    compact support in S2

    = C°°(^) = D( l)

    the space of continuous functions with compact support in S2

    the space of functions of C(S2) w hich are zero on 011

    the space of distributions on 11

    the space of measurable functions on 11 such that

    I u I P is integrable

    (1 < p< oo)

    = (f

    n

     u ) , for u E

    Lp(1)

    the space of measurable functions u on SZ such that there exists C

    such that

    I u(x ) I < C f or

    almost every x E 1 1

    = Inf{C > 0, Iu(x)I < C almost everywhere}, for u E L(1)

    the conjugate exponent of

    p,

    i.e. p' = p/(p — 1)

    for 1 < p < oo

    0

    kI

     

    =

     

    = (ai, ... , aN),

    IaI = E a^

    _ { f E

    LP (St),

    Da f E L P (S2)

    for all

    aE N' such that

    I al < m }

    _ .Ijcj

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    xiv Notation

    H

    Wo 2

    (fl)

    D(I,

    X)

    he space of C°° functions with compact support from

    I

    to

    X

    u

    '

     

    u

    t

     =

    du/dt, for u

    E D'(I, X)

    C,(I,X)

    the space of continuous functions with compact support from

    I to

    X

    Cb(I, X)

    the space of continuous and bounded functions from

    I

    to

    X

    Cb,

    w

    (I,X)

    the space of uniformly continuous and bounded functions from

    I

    to X

    LP(I,X)

    he space of measurable functions u on

    I

    with values in

    X

    and such

    that

    I I u I I P

    is integrable (1 < p < oo)

    I I U I I L P

     

    ( I i IuIP)1

    /P,

    for u

    E LP(I,X)

    L(I,X

    he space of measurable functions

    u

    on

    I

    such that there exists C

    such that

    I I u ( x ) I I

    < C for almost every x E I

    I I u I I L ° °

     

    Inf{C

    > 0,

    Iu(x)I

    < C almost everywhere}, for

    u

    E LO°(I, X)

    W

    1 'P(I,X) = {u

    E LP(I,X), u' E LP(I,X),

    in the sense of

    D'(I,X)}

    I I u I I w

    i,P

     

    I IU I I L P +

    I I n '   I I L P

    for u

    E W1,P(I,X)

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    u

    1

    Preliminary results

     

    1.1. Some abstract tools

    We r eca ll here some classical theorem s of functional ana lysis that are nece ssary

    for the study of semilinear evolution equations. The proofs can be found in

    Brezis [2].

    Theorem 1.1.1. (The Banach Fixed Point Theorem)

    Let

    (E,

    d)

    be a

    c o m -

    pletemetric

    space and let f

    : E –+E

    be a mapping

    such

    that there

    exists

    k E [0, 1)

    satisfying

    d(f (x), f (y))

    <

    kd(x,

    y) for all (x,

    y) E E x

    E. Then there

    exists a unique point

    10

    E

    E

    such that f (xo) = xp.

    Theorem 1.1.2.

    (The Closed Graph Theorem)

    Let X and Y

    be Banach

    spaces

    and let A: X — Y be a linear mapping. Then A E

    L(X,Y) if and only

    if the graph of A

    is a c losed subspace

    of X x Y.

    Remark 1.1.3. We recall that the graph of

    A is G(A) = {(

    x, y) E

    X x Y; y =

    Ax}.

    Theorem 1.1.4. (The Lax—Milgram Theorem)

    Let H be a Hilbert space

    and let

    a : H x H – IR

    be a

    bilinear functional.

    Assume that there e xist two

    constants C <

    oo,

    a

    > 0 such that:

    (i ) Ia(u,v)I

     ClIull IMI

    for all (u, v)

    E

    H x H (continuity);

    (ii)

    a(u, u)

    >

    a I I u I I 2

     for all u

    E

    H (coerc iveness) .

    Then,

    f o r every

    f

    E

    H* (the

    dual space of H), there exists a unique

    u

    E

    H such

    that

    a(u, v) = (f, v) for ally E H.

    1.2. The expon ential of a linear continuous operator

    Let

    X

    be a Ba nach space a nd let

    A

    E

    C(X).

    Definition 1.2.1. We denote by e A

     the sum of the series E

    n

    An.

    n> 0

    It is clear tha t the ser ies is norm c onver gent in

    C(X)

    an d that Ile

    A ll <

    e

    l I A 1 I

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    2

    reliminary resu lts

    In ad dition, for f ixed

    A,

    the func tion

    t

    '-4

    e tA belongs to C°° (R, £(X))

    and we

    have

    dt

    e

    tA = e1AA = Ae

    IA

    for a ll t

    E

    R. Fina lly, we have the following classica l result.

    Proposition 1.2.2.

    Let A

    E

    £(X).

    For a ll

    T> 0 and all x

    E

    X,

    there

    exists

    a unique solution u E

    C

    1

    ([0,

    T I,

     X) of the following problem:

    u (t) = Au(t), for alit

    E [0,T];

    u(0) = x.

    This

    solution is

    given by u(t) = e

    tA

    x, for all t E [0, T].

    Proof. It is clea r that e

    tA

    x

    is a solution there fore, we ne ed only show unique-

    ness. Let v be anothe r solution a nd let z(t)

    = e-tAV(t). We have

    z

    '(

    t ) = e

    -tA

    (Av(t)) - A(e

    -tA

    V(t)) = 0.

    Therefore,

    z(t) __ z(0) = x;

    and so v(t) = ex.  

    1 3 Sobolev spaces

    We refer to Adams [1] for the proofs of the results given below. Consider an

    open subset S2 of R

    N

    . A distribution

    T

    E

    D'(S2)

    is said to belong to LP(11)

    (1

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    Sobolev spaces 3

    Then Hm(1l) is a Hilbert space with the scalar produc t

    u )Hm

    =

     

    D

    a

    uD

    a

    v dx

    IIm

    If S2 is bounded, there e xists a c onstant C(S2) such that

    u I I L 2 < _ C ( c l )I IV U I IL 2 ,

    for all u E Ho

    (S2) (this is Poincar e's inequality). It may be more convenient to

    equip Ho (1l)

    with the following sca lar produc t

    (u, v) =

    in

    Vu • Vv dx,

    which defines an e quivalent norm to

     

    n the c losed space HH(SZ). The

    following two resu lts ar e e ssential in the theory of pa rtial differe ntial equations.

    Theorem

    1 3 1

    If S2

    is open and

    has a Lipschitz continuous

    boundary, then:

    (i) if 1 < p < N, then W

    1

    'P(IZ)

     

    q(fl),

    for every q

    E [p,p *],

    where p* _

    Npl (N — p);

    (ii)

    if p = N,

    then W 1 'P(S2) y L

    9

    (1l), for every q

    E [p, oo);

    (iii) if p> N, then W r'r(cl) - - - >

    L(c) fl C°' 1 1

    (52),

    where

    a = (p — N)/p.

    Theorem 1.3.2.

    In

    addition, if 11

    is bounded, embeddings (ii) and (iii)

    of

    Theorem 1.3.1

    are com pact . Embedding (

    i) is

    compact for q

    E [p,p*).

    Remark

    1.3.3.

    The c onclusions of Theorem s 1.3.1 a nd 1.3.2 re ma in valid

    without any smoothness assum ption on

    5 2 ,

    i f one replac es

    W

    1

    'P(1l)

    by WW'P(c)

    We also reca ll the following result (see F riedman [1], Theorem 9 .3, p. 24).

    Theorem 1.3.4.

    Let q,

    r

    be such that 1

    < q,

    r

    < oo,

    and let j, m be integers,

    0 < j < m.

    Leta

    E

    [j/m,1]

    (a _ 0), and

    let p

    be

    given by

    p

     

    1/

     

    Then there

    exists C(q, r,

    j, m, a, n)

    such that

    a

    DauIIL1

    C

    I D a u I I L -

    I u I I L 9 a ,

    IcI=7

    k I = ' m

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    4 Preliminary results

    Fina lly, we r ec all the following com position rule (see M ar cus a nd Mizel [11).

    Proposition 1.3.5.

    Let F

    : R - IR be a Lipsch itz continuous func tion, and

    let 1

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    Vector-valued functions 5

    I \En .

    Let k(n) be such tha t II

    fn,k(n)

     fnII < 1/n on

    I \E

    n

     and let g

    n

     = fk(n).

    Take F = E U (f u E

    n

    ) then IFI = 0. Let

    t E I \ F.

    We have

    f, (t) —* f (t);

    m>O n>m

    on the other ha nd, for

    n

    large enough,

    t E I \E

    n

    .

    It follows that IIg

    n

     — fn

    I

      f (t)

    and so f

    is masurabe.

    Remark 1.4.4. If

    f : I -- X

    and

    cp : I

    -4 R are mea surable, then

    cp f : I --> X

    is measurable.

    Remark 1.4.5. If

    (xn)n>o

     is a family of elements of

    X

    and if (w

    n ) >

    0

     is

    a family of measurable subsets of

    I

    uch that

    w i

     n

    w^

    _ 0 for

    i j,

    hen

    i

    >o

     x1

    s measurable.

    Proposition 1.4.6. (Pettis' Theorem)

    Consider f : I —i X. Then f is

    mea surable i f

    and

    only i f the fo l lowing two co nditions

    are satisfied:

    (i )

    f is weakly

    me asura ble (i.e.

    for every x' E X*, the function t H (x', f (t))

    is measurable);

    (ii)

    th ere

    exists a set

    N C I of measure 0

    such that

    f (I \ N) is sep a ra ble.

    Proof.

    First, since

    f

    is mea surable, it is clear that

    f

    is weakly measurable.

    Now let (fn)n>o

    C C

    c

    (I,X)

    be a sequence such that

    fn -i f on

    I\N

    as n --> oo,

    where INI = 0. It is clear that

    f

    n

    (I \ N)

    is separa ble, and then so is

    f (I \ N).

    Conversely, we ma y assume that

    f (I)

    is separa ble, so that

    X

    is sepa rable

    (by possibly re placing

    X

    by the smallest closed subspace of

    X

    containing

    f (I)).

    We nee d the following lem ma (see Yosida [1], p. 132).

    Lemma 1.4.7.

    Let X be

    a separable Banach space,

    let X* be its dual, and

    let S*

    be the unit

    ball of X. There exists a sequence (x)

    >

     of

    f S* such

    that,

    for every x' E S*, there exists

    a subsequence (x'

    nk )k> o

     of (x)> withith

    xnk

    (x)—>x'(x) for all x c X.

    Proof.

    Let

    (xn)n>o

     be dense in

    X.

    For a ll

    n> 0,

    define Fn

     : S* -* 2

    2

    (n), by

    Fn(x 

    ) = (x

      (x1)

    ...,x

    '

    1xn)),

    for a ll

    x' E X*. Since

    t

    2

    (n)

    is separ able, there exists a seque nce (xn

    k )k>o of

    S *

    such that F

    n

    ((xn

    k

    )k>

    o

    ) is dense in F

    n

    (S*).

    In particular , for all

    x'

    E X*, there

    exists xn E S* such that

    x'

    ( x.7 ) —

    x

    lk(,. (x

    7 ) I 

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    6 Preliminary

    results

    for 1

    oo, for all

    j

    E N. Since

    (xn )

    n

    >o is dense in

    X ,

    we deduce easily that

    x n

    k(n)

    (x) —* x (x)

    as

    n --f

    oo, for

    all x E X. The result follows.

    End

    of the

    proof of Proposition 1.4.6.

    Let

    x E X.

    Then

    t H

    f(t) — xli

    is

    measurable. Indeed, for all a > 0,

    { t ,

    IIf(t)—x11

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    Vector-valued functions 7

    1.4.2.

     

    ntegrable functions

    Definition 1.4.10. A measurable function

    f : I -> X

    is integra ble if there

    exists a sequenc e ( f

    n

    )

    n

    >o C C

    c

    (I, X) such tha t

    f

    Ilfn(t)

    — f ( t ) I I d t - - , 0

    asn ->oo.

    Remark 1.4.11. II

    I

    f

     - f

    II is non-negative and measura ble, and so

    f

     IIfn

    - f I

    makes sense.

    Proposition 1.4.12.

    Let f : I - X

    be integrable.

    Ther e

    exists

    x

    E X such

    that

    if a sequence (f

    n

    )

    n

    > o

     C C,(I,

    X) satisfies f

    I

     IIfn

    - f

    II —4

    0, as n -

    then

    one

    has

    f

     fn —* x as n -* oo.

    Proof..

    We have

    f fn—^f

    P

    ) < f

    IIfn—fII+jIIf—ftI.

    Therefore,

    f

     fn

     is a Cauc hy sequence that converges to some element

    x E X.

    Consider a nother sequenc e

    ( 9 n

    )

    n >o

    that satisfies

    f

    II9n

    - f

    II — > 0 as

    n --> oo.

    We have

    I I J7

    9 n

    x l

     

    I 9 n— A +LII fn— fA I + I

    X.

    Therefore,

    fl   g n , x as

    n - .

    oo.

     

    Definition 1.4.13 The element

    x

    constructed a bove is denoted

    by f

    f,

    or

    f

    I f.

     If

    I = (a, b),

    it is also denote d

    by fa f.

    As for rea l-valued func tions, it is

    convenient to set

    l

     a

     f= - f

    a

    b f .

    Proposition 1.4.14. (Bochner's Theorem)

    Let f : I -4 X be measurable.

    Then f is integrable i f and only

    if 111 11 is integrable.

    In addition,

    we have

    If

    _ f I I . .

    Proof.

    Assume that

    f

    is integrable and c onsider a seque nce (fn)n>o C C^(I,

    X)

    such that

    f

    If

    — I

    ll --> 0. We have II

    f

    1I < IlfniI + Ilfn — f

    1 I ; a n d s o I I

    f

    I 1 i s

    i n t e g r a b l e .

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    8 Preliminary results

    Conversely, suppose that

    I I

     f

      I

     is integrable. Let g

    n

     E

    C,(I,

    R) be a sequence

    such that g

    n  — J ^f 1I in

    L'(I)

    and such that g, o

    C C,(I, X)

    be a sequence such that f

    n

     —* f

    almost

    everywhere. Finally, let

    un

     

    f' I n +

    n fn

    We have (u

    n

    I1

    o be

    a sequence

    of

    integrable functions

    I --> X,

    let g

    : I

    — > IR be an

    integrable

    function,

    and

    let f : I — X. If

    for a l l n E

    N, 1

    f

    n

     II < g, almost

    everywhere on I ,

    f(t)—f(t) as n —> oo, for almost all t E I,

    then

    f is integrable and f1f =

    lim

    f

    I f

    n

    .

    n o0

    1.4.3.

     

    he spaces

    LP(I,X)

    Definition 1.4.16.

     

    et

    p E

    [1,J. One denotes

    by LP(I,X)

    the set of

    (equivalenc e classes of ) me asura ble functions

    f : I —* X

    such that

    t -->

    I ff

      ( t ) I I

    belongs to

    LP(I).

    For

    f E LP(I, X),

    one defines

    If (IL

    P = NsSUPtEIII

    A0111

     ^I f ( t )jjP dt) ,

     

    f

    p <

    oo;

     ifp=

    cc.

    Proposition 1.4.17.

    (LT'(I,X)j

    I • ^^LP) is a B ana ch space.

    If p <

    oo,

    then

    D(I,X)

    is dense in

    LP(I,X).

    Proof.

    The proof is similar to that of the real-valued case (in particular, the

    den sity of

    D(I, X)

    is obtained by truncation and convolution).

    Remark 1.4.18. Let

    f E LP(I,X)

    and let g

    E LP (I,X*).

    Then

    t

     

    g(t),f(t))x•,x

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    Vector-valued functions 9

    is integrable and

     

    J

    I (g(t), f (t))X*,X I

     I f I I L p I I J I I L p

    The following result is related to the preceding remark. The proof is much

    more difficult than that for real-valued functions.

    Theorem 1.4.19.

    I f 1 <

    p < oo

    and if X is reflexive or if X*

    is separable,

    then

    (LP(I,X))*

     Lp (I, X*). In addition, if 1

    o be a bounded sequence of

    LP(I,X)

    and let f : I —; X

    be such that

    f(t) — f (t)

    weakly in

    X as n -->

    for almost alit El.

    Then

    f E LP(I,X),

    and I

    f

    L P

    < lim of 1lfn11LN .

    Pro o f . 

    y Corollary 1.4.9,

    f

    is measurable. We define g,,, and g by

    g(t)

    = inf

     

    fk(t)I)

    k>n

    g(t) = lim

    g(t)

    g(t)

    = l im inf I f , , , ( t )

    I I

     

    lmost everywhere.

    I

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    10

    Preliminary results

    Since

    g

    n

    (t)

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    Vector-valued functions

    11

    t}h

    Th(t)

     

    IIPdt <

    f Jt

     

    1f(s)IIIdsdt

    h

    Ilf(t)IIIdtds<

    f

    I l f ( t ) I I

    P

    d t .

    E C(LP(R,X))

    and that IlThjI i C D(R, X)

    be a sequence such that

    fn --> f

    of -> ac in

    L P

    (R,

    X) and on IR \ E, w ith IE I = 0 (such a sequence exists by

    roposition 1.4.17). Let t E R \ E. W e have

    I A h f ( t ) I I < I I A h ( f( t )

    — f^(t))II + I J A h f n ( t) I I

    1

    / ^

    t + h

    I 1 1 ( t ) — f(t)II + h J

     

    If(s) — fn(s)IJ d s +

    I IA h fn ( t ) [I

    t

    n large enough, one has II f (t) - f,(t)II < E/4.

    On the other hand, since II f O -

    fn(•)II

     E L o^(R ), by the theory of Lebesgue

    ints (see D unford and Schwartz [1], p. 217, Theorem 8 ) w e know that

    1

    If(s)

    — f(s)IId s— >

    I l f ( t )

     

    n ( t ) I I ,

    t

    E R, as

    h -> 0.

    Therefore, for almost all t,

    n

    being fixed so that

    f (t) - f(t)II

    < E /4, and if

    h

    is small enough, we have

    1 f

    t}h

    J l f(s)

    - fn(s)II

    ds 1

    I I A hf I I LP(R,X)

    < _ 2 1 1 f

    — fn I I LP(R,X) + I [A hf^.I l LP(R,X) '

    a ny n,

    it is well known that

    I I A h f

    fl  I I

    r

    P

    R

      x)

    -' 0 as

    h -*0;

    it follow s that

    A

    h

     f

    I I L

    (i,x) -+ 0, wh ich comp letes the proof.

     

    Let f E Li ;(I, X) be such

    that f = 0 in D'(I, X). Then

    almost everywhere.

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    12 Preliminary

    results

    Proof.

    First, we rem ark that if J

    is

    a bounded subinterval

    of I,

    we have

    f,

     f

    0. Indeed , let

    (n)n>1

    C D(I), V,,

    < 1, an d

    c o n -->

    1j almost everywhere. W e

    have

    f

    f =

    lim

    f

    fw =

    lim(f,

    ca) = 0.

    J

    Then fix a bounde d subinterva l

    J C I

    and consider

    f

    E

    L i  ( I R ,

    X),

    defined by

    {

    J(t)

    (t) = f (t),

    if t

    E J,

    J(t)=0

    ift¢J.

    It follows that

    T h f

    = 0 for all

    h > 0. By

    Proposition 1.4.29, w e obtain

    f = 0

    a lmost everywhere . There fore ,

    f

    = 0 almost everywhere on J. Since J is

    arbitrary, we have

    f

    = 0 almost everywhere.

     

    Corollary 1.4.31.

    L et g E

    L (I,

    X), to E I a nd

    let

    f E C(I, X) be given by

    1(t)

    = f t.

    9(s) ds.

    Then:

    (i )

    f` = gin

    D'(I, X);

    (ii)

    f is

    differentiable a lmost everywhere

    and f' = g

    almost

    everywhere.

    Proof.

    Rea soning as be fore, we m ay re strict ourselves to the case I = IR and

    gEL

    1

    (R,X). We

    have

    Thg(t)

    =

    f(t+h)

    -

    (t)

    h

    By P roposition 1.4.29 ,

    we

    deduce (ii).

    Now

    consider

    c p

    E D(R). W e have

    (f',

    w) _ -(f, co ) = -

    f

    f

    (t)w'(t) d t.

    Furthermore,

    p(

    t

     + h) — P(t)

     

    p'(t)

    uniformly on R, a s

    h — . 0 .

    Therefore,

    ` ,

     

    l im

    (t)

     c(t + h) — co(t)

    h

    = —

    li

     o

    f

    co(t)

    f (t(t)

    _

    o

    J R

    T hgco = (g,

    c o ) ,

    by P roposition 1.4.29 ; henc e (i).

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    Vector-valued functions 13

    Proposition 1.4.32.

    Let T E D'(I, X)

    be such that

    T' = 0. Then there exists

    z,o E

    X

    such that T = xo, i.e.

    (T, ^) = xof,

    I

    for all tpED(I).

    Proof. Let 0

    E D(I) be such that

    f6 =

    1, and let xo =

    (T, 6).

    ' Let (a, b) be

    the support of 0

    and let to E I, to < a. Now consider cp E D(I). We define

    D(I)by

    )

    (V(s)

     - 6(s) f

     

    da) ds,

    t o

     

    for alltEI. We have

    \ I

     ).

    H e n c e

     

    0

     = (T,') _ (T,) — xo

    J

    .

     

    It follows tha t

    (T,) _ xo

    J

      ;̂

    I

    hence the result.

     

    1.4.5.

     

    he spaces W' P(I, X)

    Definition 1.4.33. Let 1

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    14

    Preliminary results

    (iv)

    f is absolutely continuous, differentiable almost everywhere, and f' belongs

    to LP(I,X);

    (v )

    f is weakly absolutely continuous,

    weakly

    differentiable

    almost

    everywhere,

    and f' belongs to LP(I, X).

    Proof.

    (i) .(ii)` Let t

    o

     E I . For a ny

    t E

    I, set

    w ( t ) _ . f ( t ) — . f ( to ) — L

    t

      . f ( s )

    ds.

    We have w E

    C(I,X)

    and

    w'

    = 0 in

    D'(I, X)

    by Corollary 1.4.31. There -

    fore, there exists X

    o

     E X

    such that

    w

    = xo in

    D'(I„X)

    (Proposition 1.4.32).

    Since w (0) = 0, it follows from Corollary 1.4.30 that w = 0 a lmost everywher e;

    henc e (ii).

    (ii)(iii) is immediate.

    ( ii i)^(iv). By possibly modifying f on a se t of mea sure 0, we m ay a ssume

    that

    1(t) = xo + f

    g(s)

      d s ,

    t o

    for all t E I, and we apply Corollary 1 .4.31.

    (iv)(v) is immediate.

    (v)=(i). Let g be the weak derivative of

    f.

    Let t

    o

     E I,

    and set

    t

    (t) = f(t) — f(to) - f

    g(s) ds,

    t

    o

    for a ll

    t E I.

    By C orollary 1.4.31, c p

    is differentiable almost everywher e and its

    derivative is 0 almost everywhere .

    Let x' E X* and let zb be defined

    by ib(t) = (x', p(t)). Ali

    is absolutely

    continuous, differentiable almost everywher e a nd

    ,b'(t)

    = 0 a lmost everywhere.

    Since 0(to) = 0, we obtain

    0(t) - 0.

    Since

    x'

    is arbitrary, we conclude that

    co(t) - 0.

    Hence, (i) follows from Corollary 1.4.31.

     Corollary1436

    Let 1

    < p < oo.

    Then W I"P(I, X )

     

    b, v, (I, X ).

    Proof.

    We have

    I l f(t) - f(s) I1 s f t

     1 1 f (o ,

    ) I I d a ,

    s

    I

    or a ll

    s, t E I.

    Hence we have uniform continuity.

    Fu rtherm ore, if we se t h(.) = IIf (

     

    )II, we have

     h(t) — h(s)I : Ilf(t)

    — f(s)II .

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    Vector-valued functions

    15

    It follow s that

     

    ^ t

    I h(t) – h(s)I <

    J

    I If ( ^ ) II d a m ,

    3

    for a ll s, t E I. Ther efore , h is absolutely continuous a nd we have Ih' < II f'II E

    L 5

    (I)

    almost everywhere . We obtain

    h E W

    1

     P(I) ^-+ L°O(I),

    which completes

    the proof.

    Corollary 1.4.37.

    III is bounded, then C°° (7, X) is dense in W 1' ' (I, X ).

    Proof.

    Let

    f E W ''r'(I,X)

    an d let (g n ),,>1 C

    D(I,X)

    be such that

    g, ---> f' in

    LP(I,X).

    Let to el, and set

    fn(t) = .f (to)

    + f

    t .

    t g n ( s ) d s .

    It is now ea sy to verify that

    fn

     E C

    °O

    (I,X)

    and that

    f,, —f

    in

    W

    1

    'T'(I,X),

    a s

    T1 -4

     00.

    Corollary 1.4.38.

    Let 1

    < P < oo.

    Then W

    1

    'P(I,X )` ----> C°'

    a

    (I,X), with

    a = ( p – 1

    ) / p

    Proof.

    By Holder's inequa lity, we ha ve

    p

    IIf(t+h) -f (t)jj

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    16

    Preliminary

    results

    Proof.

    It is clear that this condition is necessary (for example, take

    p() _

    Converse ly, since X is complete, we ea sily verify that we ca n modify f in a set

    of me asure 0 so that (1.1) holds for all t -r E I. In particular,

    f

    is continuous and

    we m ay consider only the case in which

    I = R. Since

    f

    is continuous, it is clea r

    that f (R) is sepa rable. By possibly considering the sma llest closed subspa ce of

    X,

    we re strict ourselves to the ca se in which

    X

    is ref lexive and separa ble, and

    so X''

    is sepa ra ble. For all

    h > 0,

    se t

    fh(t) = f(t + h) - f(t)

    h

    If

    p =

    oc, it is clear that

    fh

    is bounded in

    LP(IE€,X).

    If

    p <

    oe, by Holder's

    inequality, we h ave

    t+h

    l ifh(t)l ip < T I

     

    s)I'ds.

    Integrating on R, we find that

     r

    rt+h

     

    r r5

    ]

    fh(t) 1

    we have (fh(t), x')

    --> n(t), as h -* 0.

    Let F be the complement of the set

    of Lebesgue's points of (we know Fl = 0 ). By (1.1), for all t

    E H \ F,

    we have

    fh(t)M < K(t)

    < oo, if Ih is small enough. We claim that for all

    t E hR \ (E U F), there exists w(t)

    e X such that

    fh(t) — w(t)

    as

    h -> 0 .

    Indeed,

    ^ l fh(t)

    ( is bounded, and since X

    is reflexive, there exists a sequence

    h„ — 0 and

    w(t) E

    X, such that fh„ (t) — w(t)

    weakly in

    X as n -- x.

    In particular, we have (w(t), x

    t

    n) = V'(t),

    for all

    n

    E N. Since the se-

    quence (x)>i is de nse in

    X*, w(t) does not depe nd on the sequence

    h

    n

     

    and so fh(t) — w(t).

    By Proposition 1.4.24, we have

    w E LP(R,X),

    and

    (W ( LP ( I.X

    ) < 'p(

    LP(I,&)

    . By Theorem 1.4.35(v) and Corollary 1.4.31, we have

    f

    E W"P(R. X) and w

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    Vector-valued functions 17

    From this, we imm ediately deduce the fol lowing result

    Corollary 1.4.41. Assume that

    X is reflexive. Let f : I —^ X be bounded,

    Lipschitz continuous

    with Lipschitz

    constant

    L. Then, f E W(I,X)

    and

    < L .

    orollary 1.4.42. Assume that

    X is reflexive

    and that 1 < p < co.

    Let

    (fn

    ),

    a

    >o be a bounded sequenc e in

    W"r(I, X) and let f : I —^ X

    be such that

    fn

    (t) — f (t)

    as n

    — > oc,

    for almost

    every t E I. Then f E

    W

    i

    ^P(I, X), and

    M.f'M Lr(r, .x)

    < liiminf (f,'ALF

    ,

    (1,X).

    oo.

    y P roposit ion 1.4.24, we have

    f E LP(I, X).

    Let, E be a set of measure

     

    0 such that fn (t) — f (t)

    as n

     

    for all

    t E I \ E. For all

    t, r C I \ E,

    we

    h a v e

    ) J (

    t

    ) - f() < 1

      im

     of

     ))fn(t) - fn(

    T ) 1 1

    < u

     rninf

     f J i f(s)^I ds.

     

    1 . 3 )

    t

    Consider

     

    )f).

    y?n

    is bounded in

    LP(I)

    and so there exists a subsequence

    (k )k>1 and

    p E LP(I)

    such that :p nk — ^ p

    weakly in LP(I) (weak-* if p

    = oc)

    as k — oo, and litn inf ^^ ^p,^

    k ^1 L n — lim inf

     

    In particular, we have

    --oo

    J

    4

    (s) ds —>

    J  p(s) ds,

    as

    k

    --^ oo,

     

    1.4)

    for all t, r E I,

    and

    ((^F))Lv < liminf))fn(ILr,.

     

    1.5)

    n—+oo

    It follows from (1.3) and (1.4) that

    §f t)—f T)11

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    2

    m-dissipative operators

    Throughout this chapter, X is a Banach space, endowed with the norm

    I I • I I

    2 1 Unbounded operators in Banach spaces

    Definition 2.1.1.

    A linear unbounded operator in

    X

    is a pair

    (D, A),

    where

    D

    is a l inear subspa ce of

    X

    and

    A

    is a l inear ma pping

    D — X.

    We say that A

    is bounded if there exists c > 0 suc h that

    IIAu

    I I < _

    c,

    for all

    u

    E

    {x E

    D.

    I I r I I

    < 1}. Otherwise,

    A

    is not bounded

    Remark 2.1.2. Note that a linear unbounded operator can be either bounded

    or not hounded. This somewha t strange terminology is in gene ral use and should

    not lead to misunder standing in our a pplica tions.

    Remark 2.1.3. If

    A

    is bounded,

    A

    is the restriction to

    D of

    an operator

    A

    EY, X),

    where

    Y

    is a closed l inea r subspac e of

    X,

    such that

    D

    C

    Y. If A

    is not bounded, there exists no operator A

    E

    G(Y,X)

    with Y

    closed in

    X and

    D C Y,

    such that

    AID = A.

    Definition 2.1.4. Let

    (D, A)

    be a linear operator in

    X.

    The graph

    G(A) of

    A

    and the range

    R(A) of

    A are defined by

    G(A)={(u,f)EXxX;uED and f=Au},

    R(A) = A(D).

    G(A)

    is a linear subspac e

    of X x X,

    and

    R(A)

    is a l inear subspac e

    of X

    Remark 2.1.5. In this chapter, a linear unbounded operator is just called an

    opera tor where there is no risk of confusion. As usual, we de note the pair

    (D,

    A)

    by

    A

    with

    D(A) = D,

    me aning the doma in of

    A is D.

    Note, however , that when

    one de fines an ope rator, it is absolutely nece ssary to define its doma in.

    Remark 2.1.6.

    When

    D(A) = X,

    it follows from Theorem 1.1.2 that

    A E

    G(X) if

    and only

    if G(A)

    is closed in

    X

    More generally, for not bounded

    opera tors, it is very use ful to know w hether or not the grap h is closed.

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    Definition and main properties of m-dissipative operators 19

    2. Definition and main properties of m

     

    dissipative operators

    I ^ u - A A u l l > I lu l l ,

    ion 2.2.2. An operator

    A in

    X

    is m-dissipative if

    i ) A is dissipative;

    for all A > 0 and all

    f

    E X, there exists u E

    D(A)

    such that u — A A u = f .

    emark 2.2.3. If

    A

    is in-dissipative in

    X,

    i t is clea r, from De finitions 2.2.1

    f

    E X and all A > 0, there exists a unique solution

    u of

    tion

    u — AAu = f.

    In add ition, one ha s I ull < I

    f

    1 I .

    A

    be an m-dissipative operator in X

    and A > 0. For

    f

    E X, we denote by

    Jaj or by

    (I — AA)

    -f

    he solution a of the equa tion

    emark 2.2.5. By Remark 2.2.3, one has Ja

    E L(X) and IJaj I

    c

    ( x ) < 1.

    roposition 2.2.6. Let A

    be a dissipa tive

    operator in X. The following prop-

    are

    equivalent.

    i )

    A is m-dissipative in X;

    there

    exists Ao > 0 such tha t for

    all f E X, there e xists a

    solution u E D(A)

    ofu—A0Au= f.

    It is clear that (i)^(ii). Let us show that (ii)^(i). Let A > 0. Note

    equation

    u — AAu = f is equivalent to

    U-A O Au=A°f+(1- A

    )u.

    A is dissipative an d

    R(I — \o A) = X,

    the operator J a

    0

     = (I — A0A)

    -1 can

    in Definition 2.2.4. This operator is a contraction on X. Next,

    ced ing equa tion is also equivalent to

    u=J50 L0

    o

     

    f+(1_ )u)

    .

    0

    , this last equation is u =

    F(u),

    where F

    is Lipschitz continuous

    with a Lipschitz constant

    k =

    I(A — A0)/AI < 1. Applying Theo-

    u

    of

    u — AAu = f,

    for all A E (A0/2,).

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    2

    m-dissipative operators

    Iterating this argument

    n

    time s, ther e e xists a solution for all A

    E (2-̀Ao, oo),

    n > 1.

    Since

    n is

    arbitra ry there exists a solution for all A > 0.

     

    Proposition 2.2.7.

    If A

    is m-

    dissipative, then

    G(A) is

    closed in X.

    Proof.

    Since J 1

    E

    £(X),

    G(J1) is closed. It follows that

    G(I - A )

    is closed,

    and so G(A) is closed.

     

    Corollary

    2.2.8.

    Let A

    be an

    m-

    dissipative operator. For every u

    E

    D(A),

    let

    I IL I ID(A)

    = I I u l I +

    IIAull.

    Then (D(A),

    I I

    - I I

    D(A))

    is a Ba nach space , and

    A E

    12(D(A ), X ).

    Rem ark 2 .2.9 . In wha t fol lows, and in part icular in Cha pters 3 and 4,

    D ( A )

    mea ns the B anac h space (D(A),

    I I -

    IID(A))•

    Proposition 2.2.10.

    If A

    is

    m-dissipative,

    then li

    o I I

    Jau - ull = 0 for all

    uED(A).

    Proof.

    We have IIJ) -

    I I I

    0, we denote

    by A ) ,

    the operator defined by

    Aa=AJ)=

    Ja-I

    We have Aa

    E G(X)

    and IIAa IIc(x) 5 2/A.

    Proposition 2.2.12.

    If A is m-dissipative

    and

    if D(A) = X,

    then

    A

    ),u ---> A u

    as A 0 for all u

    E

    D(A).

    Proof.

    Let

    u E D(A).

    By Proposition 2.2.10, one has

    JA A u-Au— *0

    asAJ0.

    On the other ha nd, it follows ea sily from D efinition 2.2.11 that

    Aau = J)Au.

    Thus,

    IIAau - AuII = IIJ)Au -

    AuII --30

    as A j 0;

    hence the result.

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    Extrapolation

    21

    2.3. Extrapolation

    In this section, we show tha t, given an m -dissipative opera tor

    A on X

    with dense

    doma in, one c an extend it to an m-dissipative opera tor

    A

    on a larger space

    X.

    This result will be ver y useful for char ac terizing the we ak solutions in Chapter s 3

    and 4.

    Proposition 2.3.1.

    Let A

    be an

    m-dissipative operator in X with

    dense do-

    main.

    There

    exists

    a Banach space X,

    and an

    m-dissipative

    operator A

    in X ,

    s u c h t h a t

    (i)

    X '—

     ith

    dense em bedding;

    (ii)

    for

    all u E X,

    the norm of u in X is equal to

    liJlulI;

    (iii)

    D(A) = X,

    with

    equivalent

    norms;

    (iv)

    Au = Au, for all u E D(A).

    In addition, X

    and

    A satisfying (i)-(iv) are unique,

    up to

    isomorphism.

    Proof.

    For

    u E

    X, we define IMu IIt = I^J luII. It is clea r that III - III is a norm on

    X.

    Let X

    be the com plet ion of

    X

    for the norm .

    X

    is unique, up to an

    isomorphism, and X '— X, with dense em bedding. On the other han d, observe

    t h a t

    J1A u = Jlu — u, du E D(A ).

    Thus,

    II IA u I II < - IM u I II + h u h < - 2 1 1 u 1 1 , V u E D ( A ) .

    He nce, A can be extended to an operator

    A E £(X, Y).

    We de fine the linea r

    operator

    A on X

    by

    D(4)=X ,

    A u=A u, VuED(A ).

    It is clea r tha t A satisfies (iii) and (iv). Now, let us show tha t A is dissipa tive.

    Take X> 0. Let

    u E D(A)

    and let

    v = J

    lu.

    One has

    v — .XA v = Ji(u —

    ,Au)

    Since A is dissipative, it follows tha t

    I I I u —)

    AuIII = liv — AAvII > IIvli = IIIuIIl

    By continuity of A, we de duce that

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    m-dissipative operators

    and so

    A is

    dissipative. Fina lly, let

    f

    E

    X, and

    (f>o C

    X, with f ,, , - - - > f

    in

    X

    as n ,

    oo. Set u

    n =

    J1

    f,.

    Since (fn ) n,>

    o is a Ca uchy sequence in

    X,

    (un,)n

    >o

    is also a Ca uchy sequence in

    X;

    and so there exists u

    E

    X,

    such that u

    n  p

    u

    inXasn --*oo. We have

    f

     

    = u

    n

     — Au

    n

     =

    un

     — Au

    n

     

    Since

    A

    E

    £(X,Y);

    it follows that

    f

    = u — Au = u — Au.

    Hence

    A is m-

    dissipative. The u niqueness of

    A

    follows from the uniqueness of

    A.

     

    Corollary

    2.3.2.

    Ifs E

    X is such that

    Ax

    E

    X,

    then x

    E

    D(A) and Ax = Ax.

    Proof.

    Let

    f = x — Ax

    E

    X.

    Since

    A is m-

    dissipative, there exists

    y E

    D(A)

    such that y — Ay =

    f.

    By P roposition 2.3.1(iii), we ha ve

    (x — y) — A(x — y) = 0,

    and since

    A is

    dissipative, w e obtain

    x=y

    2.4. Unboun ded operators in Hilbert spaces

    Throughout this section, we a ssume tha t X is a Hilbert space , and we de note by

    (•, •) its scala r produc t. If

    A is

    a linear operator in

    X

    with dense doma in, then

    G(A*) = {(v, go)

    E

    X x X; (cp, u) = (v, f)

    for a ll

    (u, f)

    E

    G(A)},

    defines a l inear operator

    A*

    (the a djoint of

    A).

    The doma in of

    A* is

    D(A*) = {v

    E

    X, 3C < o o , ((Au,

    v)I <

     

    u

    E

    D(A)},

    and A*

    satisfies

    (A*v, u) = (v, Au), `d

    E

    D(A),

    Indeed, the linea r ma pping u

    H

    v, Au),

    defined on

    D(A)

    for a ll

    v

    E

    D(A*),

    can

    be extended to a unique linea r ma pping

    c p

    E

    X' X,

    denoted by

    cp

    = A*v.

    It

    is clea r that

    G(A*) is

    systematically closed.

    Fina lly, it follows e as ily tha t if

    B

    E

    £(X),

    then

    (A + B)* = A* + B

    *.

    1

    Proposition 2.4.1.

    (R(A)) = {v E

    D(A*); A*v = 0}.

    Proof.

    One has

    v

    E

    (R(A))

    v,Au) = 0,Vu

    E

    D(A) 0,v)

    E

    G(A*).

    This last property is equivalen t to

    v

    E

    D(A*)

    and A*v = 0;

    henc e the re sult.

    Proposition 2.4.2.

    A is dissipa tive in X

    if and

    only if (Au, u) < 0, for

    a ll

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    Unbounded operators in Hilbert spaces 23

    Proof.

    If A is dissipative, one has

    — 2A(A u, u)

    + A 2

    I I A u 1 I

    2

      = I Iu

    — AAuII

    2  — I I U I I 2

     > 0, VA > 0, Vu

    E

    D(A).

    Dividing by A an d letting A j 0, we obtain

    (Au, u) < 0, for all

    u

    E

    D(A).

    Conve rsely, if the last prope rty is satisfied, then for a ll A > 0 a nd u

    E

    D(A)

    we

    have

    I I u

    — AAuII

    2

      = I I u I I

    2

     — 2A(Au, u) + A

    2

    I I A u I I 2

      > I Iu l l

    2

     

    and then A is dissipative.

     

    Corollary 2.4.3. If

    A is m-dissipative in X,

    then D(A) is dense in X.

    Proof. Let

    z E

    (D(A))

    l

     

    and let u = Jjz

    E

    D(A).

    We have

    0 = (z, u) = (u —

    Au, u).

    Hence,

    I I u I I 2 = ( A u ,

    u) < 0.

    It follows that u = z = 0;

    and so D (A) is dense in

    X. 

    Corollary

    2.4.4. If A is

    m-dissipative in X, then

    J,u -- u as A j 0,

    for all u

    E

    X and

    AAu --* Au as A j 0,

    for all u

    E

    D(A).

    Proof.

    We apply Corollary 2.2.3 and Propositions 2.2.10 and 2.2.12.

     

    Theorem

    2.4.5. Let A be a linear dissipative operator

    in

    X

    with dense do-

    main.

    Then A

    is

    m-dissipative

    if and

    only if A*

    is dissipative and G(A) is

    closed.

    Proof.

    If

    A

    is m-dissipative, then

    G(A)

    is closed, by P roposition 2.2.7. Let us

    show that

    A *

    is dissipa tive. Let v

    E

    D(A*).

    We have

    (A*v, Jay) _ (v, AJav) = (v, AAv)

    _ (v,J v—v)=

    {(v,Jav)—

    I I v I I 2 }

     

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    24

    m -dissipative operators

    Since

    (A*v, Jav) -->(A*v, v)

    as A J 0, it follows that A* is dissipative.

    Conversely, since

    A

    is dissipative a nd

    G(A)

    is closed, it is clear that

    R(I — A)

    is closed in X. On the other ha nd, by Proposition 2.4.1, one ha s

    (R(I — A)) = {v

    E

    D(A*); v — A*v = 0} = {0},

    since A*

    is dissipative. Therefore

    R(I — A) = X,

    and

    A

    is m-

    dissipative, by

    Proposition 2 .2.6.

     

    Definition 2.4.6.

    Let

    A

    be a l inear opera tor in

    X

    with dense dom ain. We

    say that

    A

    is self-adjoint (resp ec tively ske w-adjoint) if

    A*

    = A (respectively

    A* = —A).

    Remark 2.4.7. The equality A* = +A has to be taken in the sense of opera-

    tors. It me ans that

    D(A) = D(A*)

    and

    A*u = ±Au,

    for a ll

    u

    E

    D(A).

    Corollary 2.4.8.

    If A

    is a self-adjoint

    operator in X,

    and if

    A < 0 (i.e.

    (Au, u)

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    Complex Hilbert spaces 25

    Corollary 2.4.11.

    Let A be a linear operator in X with

    dense domain.

    Then

     

    and

    —A are m-dissipa t ive

    if an d only if A is sk ew-a djoint.

    P r o o f .

     

    pplying Corollary 2.4.9 , it suff ices to show that if A a nd — A are

    m-

    dissipative, then A is skew -adjoint. Applying Pr oposition 2.4.2 to A

    and —A,

    we obtain

    (Au, u) = 0, u E D(A).

    For a ll

    u, v E D(A),

    we obtain

    (Au, v) + (Av, u) = (A(u + v), u + v) — (Au, u) — (Av, v) = 0.

    *) .

     

    )here fore G(—A) C G ( A

    It rema ins to show that

    G(AC G(—A). Consider

    (u, f) E G(A*) and let

    g = u — A*u = u — f.

    Since — A

    is m-dissipative, there

    exists

    v E

    D(A) such that g = v + Av, and since G(—A) C G(A*),

    we have

    v E D(A*)

    and

    f = v — A*v.

    Hence (v — u) — A*(v — u)

    = 0 a nd since

    —A*

    is

    dissipative (Theore m 2.4.5), we obtain u = v.

    Therefore,

    (u, f) E G(A*); and so

    A = —A*.

     

    I

    2.5.

     

    omplex Hilbert spaces

    In this sec t ion, we assum e that X is a com plex Hilbert space . Reca ll that by

    definition X is a c omplex H ilbert spac e provided tha t ther e e xists a c ontinuous

    R-bilinear mapping

    b: X x X — > C satisfying the following properties:

    b(iu, v) = ib(u, v),

     

    (u,

    v) E X x X;

    1

    b(v, u) = b(u, v), 

    (u, v) E

    X x X;

    b(u, u) =

    ^ l u l l

    2 ,

     u E X.

    In that ca se

     (u, v) = R e(b(u,_

    v)) def ines a (rea l) sca lar produc t on X. Equipped

    with this scalar product, X is a rea l Hilbert space . In wha t follows, we c onsider

    X as a

     real Hilbert space.

    Let

    A

    be a linear opera tor on the real Hilbert space

    X. I f A is C-linea r, we

    ca n define iA as a l inear opera tor on the real Hilbert space X.

    Proposition 2.5.1.

     ssume that

    D(A)

    is dense a nd that A is C-linea r . Then

    A*

    is

    C-linear, and (iA)* = —iA*.

    P r o o f .

     

    et

    v E D(A), f = A*v

    and let z E C . For al l

    u E D(A),

    we have

    I

    (zf, u) = (f, u) = (v, A(u)) = (v, zAu) = (zv, Au).

    There fore zv

    E D(A*)

    and zf = A(zv).

    Hence

    A* is C-linear. In addition, I

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    6

    m-dissipative operators

    for a ll

    (v,

    f) E

    G(A*)

    and a ll

    u

    E

    D(A);

    and so

    G(—iA*) C G ((iA)*).

    Applying

    this result to iA, we obtain

    G(—i(iA)*) C

    G ((i •

    iA)*) = G(—A*).

    It follows tha t

    G ((iA)*)

    C

    G(—iA*),

    and so G ((iA)*) = G(—iA*).

     

    Corollary

    2.5.2.

    If

    A is

    self-adjoint, then

    iA is

    skew-adjoint.

    Proof. (iA)* = —iA* = —iA.

     

    2.6. Exam ples in the theory of partial differential equations

    .6.1.

    The

    Laplacian in an open subset of

    RN: L

    2

     theory

    Let Sl be any open subset of

    R

    N

    , and let

    Y = L 2

    (S2). We c an consider either rea l-

    valued functions or complex-valued functions, but in both cases, Y is considered

    as a rea l Hilbert space (see §2.5). We define the linea r opera tor

    B

    in

    Y by

    {

    D(B) = {u

    E Ho(S2);

    Au

    E L

    2

    ( c l ) } ;

    Bu = Au,

    d u

    E

    D(B).

    Proposition

    2.6.1.

    B is

    m-

    dissipative

    with dense doma in.

    More prec ise ly, B

    is se l f -a djo int a nd B < 0.

    We need the following lemma .

    Lemma

    2.6.2.

    W e

    have

    s

    f

    vAudx=—

    I

    n

    Vu•Vvdx.

     

    2.1)

     

    for alluED(B) andvEHo(5l).

    oo.

    2.1) is satisfied by

    v

    E D(l).

    The lem ma follows by density, since both

    term s of (2.1) are continuous in v on

    Ho (S2).

     

    Proof of Proposition 2.6.1.

    First,

    D(S2) C

    D(B), and so

    D(B) is

    dense in

    Y.

    Let

    u

    E

    D(B).

    Applying (2.1) with

    v

    = u, we obtain

    (Bu, u) < 0,

    so that

    B is

    dissipative (Pr oposition 2 .4.2). The bilinear continuous ma pping

    b(u, v)

    (uv

    + Vu • Vv)dx

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    Examples in the theory of partial differential equations 27

    is coe rcive in

    Ho(f ).

    It fol lows from The orem 1.1.4 that, for all

    f

    E L

    2 (Sl),

    there e xists u E H o (Sl) such that

    J

    (uv+Du•Vv)dx =

    J

    fvdx,

    by E H o(Q).

    We obtain

    u — Du= f,

    in the sense of distributions. Since , in addition

    u E

    Ho (S2), we obtain u E

    D(B)

    and

    u — Bu = 1.

    Therefore

    B

    is m-dissipative. Fina lly, for a ll u, v E

    D(B),

    we

    have, by (2.1),

    (Bu, v) = (u, Bv).

    Therefore G(B) C G(B*),

    an d by C orollar y 2.4.10, it follows that

    B is self-

    adjoint.

     

    Remark 2.6.3. If Sl has a bounded boundary of class C

    2 , then D(B) =

    H2 (1)

    f l Ho(c l), with equiva lent norms (see B rezis [2], Theorem IX.25, p. 187,

    or Fr iedma n [1], Theore m 17.2, p. 67).

    2.6.2. The Laplacian in an open subset of RN: Co theory

    Let Sl be a bounded open subset of IR

    N

    , and let Z = L°°(Sl). We define the

    l inea r opera tor C in Z by

    D(C)

    = {u E Ho (cl) n Z, Au E Z},

    Cu = Au, b'u E D(C).

    Proposition 2.6.4.

    C is m-dissipative in Z.

    Proof.

    First, let us show that C is dissipative. Let ,A > 0, f E Z, and let

    M = I f ^I L ^ .

    Let u

    E H o (f l) be a solution of

    u

    AAu= f,

    in D'(S2). In particula r, this equa tion is satisfied in L

    2

    (S2), and we ha ve

    (u— M)— A A (u— M)=f— M,

    in L

    2

    (S1). On the other ha nd,

    v = (u — M)+

    E Ho(1l), with Vv = 1

    {1uI>M}Du

    (Corollary 1.3.6). Applying Lem ma 2.6.2, we obtain

    J

    v

    2

    dx+w

     

    DuI2dx=

    J(f— M)vdx_

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      8

    m-dissipative operators

    Therefore

    f v 2

     dx < 0, and so

    v = 0.

    We conclude that

    u < M

    a.e. on

    Q. Similarly, we show that

    u >_ — M

    a.e. on Q. Hence u

    E

    L°°(f ), and

      U

    L°°

    < I I f 1 I

    L —

    • It follows tha t C is dissipative. Now let

    f

    E

    L°°(1) C L

    2   ( c

    ).

    By §2.6.1, there e xists u

    E Ho(Sl),

    with Du E

    L

    2

    (1l), a solution of u — Au

    = f ,

    in

    L

    2

    (S2). We a lready know that u

    E

    L(1l),

    so that

    u

    E

    D(C),

    and

    u—Cu

    = f .

    Thereore Cis mdsspaive.

    Lemma 2.6.5.

    If S2 has a L ipschitz continuous

    boundary,

    then

    D(C) C C0(l) = {u

    E

    C(S2); u

    an =

    0}.

    Proof.

    The p roof is dif f icult, an d uses the notion of a ba rrier func tion (see

    Gilbarg and Trudinger [1], Theorem 8.30, p. 206).

    Remark 2.6.6.

    It follows from Le mm a 2.6.5 that in gene ral the dom ain of C

    is not dense in Z. The fa ct that the doma in is dense will turn out to be very

    important (see C hapter 3). This is the rea son why we a re led to consider another

    example.

    We now set X = C

    o

    ( l) , an d we def ine the opera tor

    A as follows:

    (D(A)=

    {uEXnH.()),AuEX} ,

    S

    I A u = Au, Vu E

    D(A).

    Proposition 2.6.7. Assume that S2 has a Lipschitz

    continuous boundary.

    Then A is m-dissipative,

    with dense domain.

    Proof. D(Sl)

    is dense in

    X, and

    D(SZ) C D(A );

    and so

    D(A) is

    dense in

    X .

    On

    the other hand,

    X

    is equipped with the norm of

    L°°(S2),

    and so

    X — +

    Z and

    G(A) C G(C).

    Since C is dissipative,

    A is

    also dissipative. Now let f

    E

    X y

    L°° (f ). Since C is

    m -

    dissipative, there exists u E

    D(C),

    such that u — Au

    = 1.

    By Lemm a 2.6.5, we ha ve

    u

    E

    X ,

    and so Au

    E

    X. Therefore, u

    E

    D(A)

    and

    u — A u

    = f.

    Hence A is m-

    dsspave

    Rem ark 2.6.8. In the three exa mples of §2.6.1 a nd §2.6.2, note that the sa me

    formula (the Laplac ian), corresponds to severa l operators that enjoy dif ferent

    properties (since they are defined in dif fere nt domains). In pa rticular, the e x-

    pression the opera tor A has a mea ning only if we spe cify the spac e in which this

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    Examples in the theory of partial differential equations 29

    The wave operator (or

    the Klein—Gordon operator) in Hp

    (S2) x

    2 (Q)

    any open subset o f RN, and let X

    = Ho (fl) x L

    2

    (1). We deal either

    tions or with complex-valued func tions, but in both cases

    dere d as a rea l Hilbert space (see §2.5). Let

    A = inf

    {11VU1IL2,u

    E

    Ho(S2), I I u I I

    L2 = 1}.

     

    2.2)

    ( In the c ase in which 5l is bounded, we rec all that A is the f irst eigenva lue of

    — ,L in

    Ho (S2),

    and that A> 0). Let

    m> —A.

    Then

    X

    ca n be equipped with

    ((u, v), (w, z)) _

    / (Du • Vv + m aw + vz) dx.

    t defines a norm on X which is equivalent to the usual norm.

    f ine the linea r opera tor

    A in X

    by

    D(A) = {(u,v)

    E

    X, Au

    E

    L

    2

    (S2),v

    E Ho(S2)};

    A(u, v) = (v, Au — mu), V(u, v)

    E

    D(A).

    2.6.9.

    A is skew-adjo int ,

    an d in

    particular A

    and —A are m-

    with dense do ma ins.

    D(1) x V(l)

    C

    D(A)

    and so

    D(A) is

    dense in X.

    On the other hand,

    l l

    ((u, v), (w, z))

    E

    D(A)z,

    and by (2.1), we have

    (A(u, v), (w, z))

    = J

    (Ov . Ow + mvw + (Du — mu)z) dx

    = —

    J

     (vu

    •Vz+muz+ (Aw — mw)v) dx

    _ —((u, v), A(w, z))•

     

    2.3)

    (u, v) _

    (w, z), it follows tha t

    (A(u, v), (u, v)) = 0.

    A is

    dissipative (Proposition 2.4.2). Now let

    (f,

    g) E

    X.

    The e quation

    is equivalent to the following system:

    r2u—iu

    =f+g;

     

    2.4)

    Slv=u— f.

     

    2.5)

    u E

    H

    o

    (Sl)

    of (2.4), satisfying L u

    E

    2

    (1). Next, we solve (2.5) and we obtain v

    E

    Ho

    (52). Therefore

    (u, v)

    E

    D(A)

    (u, v) — A(u, v) = ( f , g), so

    that

    A is

    m-dissipative. Similarly, we show

    —A is

    m-dissipative. By (2.3), we have

    G(A)

    C G(—A*).

    Corollary 2.4.11

    A is

    skewadon.

    1

    1

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    30

    m-dissipative operators

    2.6.4. The wave operator (or the Klein-Gordon operator) in L

    2

     (Sl) x

    H(2)

    Let S2 and m be as in §2.6.3. We recall that Ho (Q) ' L

    2

    (Q) '-+ (Ho (Q))' _

     

    -1(Q) with dense embeddings. We equip Ho (1) with the scalar product de-

    fined in §2.6.3. Theorem 1.1.4 shows that

    H

    -

    (r) = {u E

    D (),

    5

     

    Ho (ŝ ), o^

    u

     — m

    = u in D'(sf)},

     

    2.6)

    and that we can equip H

    -

    (Q) with the scalar product

    (u,v)-i =

    J  (v

    0

    .V +

     Y = L2

    (Q)

    x H

    -

    '(St).

    We deal either with real-valued functions or with

    complex-valued functions, but in both cases X is considered as a real Hilbert

    space (see X2.5). We define the linear operator

    B

    in

    Y by

    {

    D(B) = Ho(l) x L

    2

    ( Q ) ^

    B(u, v) = (v, Au - inn) E Y,

     

    u, v) E

    D(B).

    Proposition 2.6.10.

    B

    is

    skew-adjoint.

    In particular,

    B and -B are m-

    dissipative with dense domains.

    Proof.

    D(S2 ) x D(S2)

    C D(B)

    and so

    D(B)

    is den se in

    Y.

    Let

    ((u, v), (w, z)) E

    D(B)2,

    and consider cp„ and

    z

     defined by (2.6). Since v, z E L

    2

    (t1), we have

    E L

    2

    (Q). Applying (2.1), we obtain

     

    ), (w, Z))L2

    X

    H_ =

     f

    vwdx+(Au

     -

     mu,

    z ) - i

    =

    J

     vw dx +

    J

     (Du • V(p

    2

     + mu c)

    z

    ) dx

    =

    J

     vw dx -

    f

    u(A

    z

      - m) dx

    =

    J

    vw dx -

    J

    uz dx.

    Similarly, we have

    ((u,v),B(w,z))

    t

    , 2 XH

    -1 =

    J

     zudx -

      J

    wvdx.

    Therefore,

    2.7)

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    Examples in the theory of partial differential equations 31

    Applying (2.7) with

    (u, v) = (w , z),

    it follows that

    (B(u, u), (u, v)) = 0.

    Thus, B

    is dissipative (Proposition 2.4.2). Now let

    (f, g) E Y.

    The equation

    (u, v) — B(u, v) = (f, g)

    is equivalent to the system (2.4)—(2.5) of §2.6.3. By

    Theorem 1.1.4 (see the proof of Proposition 2.6.1), there exists a solution u E

    H o (f2) of (2.4). Next, we solve (2.5) and w e obta in

    v

    E L

    2

    (fl). Therefore

    (u, v) E

    D(B)

    and

    (u, v) — B(u, v) = (f, g);

    henc e B is m-dissipative. Similarly, we show

    that —B

    is m-dissipative. By (2.7), we have

    G(B) C G(—B`). Corollary 2.4.11

    proves tha Bis skewadoint.

    Proposition 2.6.11.

    We use the same notation as in §2.6.4.

    Then Y

    and

    B

    are the extensions of X and A given by Proposition 2.3.1.

    Proof.

    Properties (i), (iii), and (iv) are clearly satisfied. We need only show (ii),

    i.e.

    IIU)r

     

    §(I — A)—'UMMx, VU E X.

    Let U

    e X and

    V E D(A)

    be such that U = (I — A)V.

    We show that §(I

     

    A)Vy Vf^x. Indeed, since

    B

    is skew -adjoint, we ha ve

    II(I - A)V

    I I Y

    = ((I - B)V, (I - B)V)' -

    II^IIY

    + II BV(Y.

    Let

    V = (u, v).

    We have

    J J B V 1 1 2 =

    w 1 1

     

    §§AU -

    mu)

     

    - §V L2 + IIuI1

    2   , = § § V I 1

    2 .

    henc e the result.

     

    2.6.5.

     

    he Schrodinger operator

    Let f be any open subset of Rh', and let Y = L 2

    (52,C).

    Y is considered as a

    real Hilbert space (see §2.5). We define the linear operator B

    in Y

    by

    D(B) = {u E

    Ho (1l. C), L u E Y};

    { By = i^u, Vu E D(B).

    In what follows, we w rite L

    2

    (4) and H) instead of L

    2

    (cl, C) and Ho (St, C).

    Proposition 2.6.12.

    B is skew-adjoint, and in

    particular B

    and -B are m-

    dissipative with dense domains.

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    32 m-dissipative operators

    Re ma rk 2.6.13. As in §2.6.1, if 11 ha s a bounde d boundar y of class C

    2 , then

    D(B) = H

    2

    (S2) fl

    Ho(fl),

    with equivalent norms.

    We now set

    X

    = H-

    (1, C) and, given u

    E X,

    we denote by cp

    v

    , E Ho (52, C)

    the solution of

    -^cp

    v, +

     

    u

    in

    X.

    We equip X

    with the scalar produc t

    (u, v)-i = (^P .., ^Pv)H1

    =Re J

     

    x,

    for u, v E

    X.

    We de fine the linea r opera tor

    C in X by

    D C) = Ho

    1

    l);

    Cu=Lu,

    VuED(C).

    Proposition 2.6.14.

    C is self-a djoint < 0.

    Proof.

    We have D(Sl, C) C

    D(C)

    so that

    D(C)

    is dense in X.

    Furthermore,

    for a ll u, v E

    D(C),

    (Cu,v)_i = (Cu —u,v)_1 +(u,v)_1 = (u,cp„)Hi +(u,V)_1

    =

    -

    u,v)L2 + (u,v)_1.

     

    2.8)

    Ta king u = v, it follows that

    (Cu,u)-1= —IIkIIL2 + IIUIIH-1 < 0,

    and so C is dissipative. Theore m 1.1.4 proves tha t C is m-dissipative. By (2.8),

    we have

     Cu,v)_1 = u,Cv)_1,

    for all u,v E

    D C).

    It follows that

    G C)

    C G(C*), and so C is self-adjoint

    (Corollary 2.4.10).

     

    Finally, consider the ope rator

    A in X

    given by

    J D(A) = Ho (l);

    Au=i/u, VuED(A).

    Applying Proposition 2.6.14 and Corollary 2.5.2, we obtain the following result.

    Corollary 2.6.15.

    A

    is skew-adjoint, an d in pa rticular

    A and -A are m-

    dissipa tive with de nse

    domains.

    Notes.

    For more information about §2.6, see Brezis [2), Courant and Hilbert [1],

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    34 The Hille–Yosida–Phillips Theorem and applications

    In particular,

    Ilua t II

     

    Ixil,

     

    3.8)

    for a l l A > 0 and a l l t > 0.

    Step 2.

    Assume that

    x E D(A).

    I t is c lear by construction that AA a nd A.

    comm ute, for a ll A, p > 0. In particular, for all s, t > 0, we ha ve

    ds

    {Ta(st)T, (t – st)} = tTA(st)T

    N

    ,(t – st)(A A – A

    µ

    ) .

    It follows that

    Ilua t)

    –u

    µ (t)II = IIT. (t)x–T

    µ (t)xII

    i

    <

     

    s

    {T(st)T(t – st)x}

    dsl

    < tIlA ax – A

    µxII.

    We deduc e (Proposition 2.2.12) that uA is a Ca uchy seque nce in

    C([0,T],X),

    for all

    T > 0.

    Let

    u E

    C([0, oo),

    X) be its limit.

    Step 3. Set

    u(t) = T(t)x.

    By (3.8), we ha ve

    (IT(t)xII 

    Ixil,

    for a ll t > 0 , x E

    D(A); and so T(t)

    ca n be extended to a unique operator

    T(t) E

    £(X)

    satisfying IIT(t)II < 1, for all

    t >_ 0.

    Take x E X, and (x

    n

    ,)>o C D(A),

    such that

    x,,, — x

    as

    n

    –^ oo. We have

    IITA (t)x –T (t)xII < IITA (t)x –T A (t)x

    f

    hj + IITA (t)x

    n

     –T(t)xIj

    + IIT(t)xn

    (t)x I

    <

    2

    11x. – xjI

    + IITa(t)xn

    T(t)x,,Il ;

    and so TA (t)x --> T ( t)x

    as A j 0 uniformly on [0, T] for all

    T > 0. Proper-

    ties (3.1) and (3.2) follow. To show (3.3), it suffice s to rem ark that

    TA(t)TA(s) _

    TA (t + s), and so

    IIT(t)T(s)x – T(t

    + s)xlI <

    IIT(t)T(s)x – T(t)TA (s)xjI

    + (IT(t)TA (s)x – TA (t)TA

    (s)xjj

    + IITA(t + s)x

    – T(t + s)xI I.

    It follows tha t

    IIT(t)T(s)x – T(t +s)xII —;0

    as A J 0.

    Step 4. Returning to the case in which u E

    D(A), set va(t) = AATA(t)x =

    TA(t)Aax = u'(t). We have

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    Two important special cases

    35

    Hence,

    v, --> T (t)Ax

    as A .. 0, uniform ly on [0, T] for all

    T > 0.

    Taking

    ua (t) = x +

    J O

    t

     va (s) ds,

    and letting .\

    1 0, it follows tha t

    f o

    t

    u(t) = x +

     

    T(s)Ax dx.

    Thus u

    E

    C l

     ([0, oo), X), an d

    u (t) = T(t)Ax, 

    3.9)

    for a ll

    t > 0.

    Finally, we ha ve

    v(t) = A(JATA(t)x),

    and

     IJATT(t)x —T(t)xH) < IITA,(t)x —T(t)xjj + IIJaT(t)x — T(t)xjj.

    Therefore, (J

    a

    T

    a

    (t)x, A(J

    a T

    A

    (t)x)) --3(T(t)x,T(t)Ax) in

    X x X a s A 1

    0. Since

    G(A)

    is closed, it follows that

    T(t)x

    E

    D(A) for all

    t > 0, and

    AT(t)x = T(t)Ax,

    hence (3.7). We conclude that

    u

    E

    C([0, oo), D(A)).

    P utting together (3.7)

    and (3.9 ), we obta in (3.5).

    Step 5.

    Uniquene ss of the solution of (3.4)— (3.6). Let

    u be a solution, and let

    T

    > 0. Set

    v(t) = T(r — t)u(t),

    for

    t

    E

    [0,r]. We have v

    E

    C([0,t],D(A))

    nC

    l

    ( [

    0,t],X),

    and

    v'(t) = —AT(r — t)u(t) +T(rr — t)u'(t) = T(r — t)[u (t) — Au(t)) = 0,

    for a ll

    t

    E

    [0, r ]. H enc e, v(r ) = v(0), and so

    u(r) =

    T(T)x.

    r >_ 0 be ing arbitrary,

    the proof is complete.

     

    3 .2. Two im portant special cases

    W e a ssume in this section that X is a rea l Hilbert spac e. The following result

    sharpens the conclusions of Theorem 3.1.1.

    Theorem 3.2.1.

    Assume that

    A

    is self-adjoint < 0.

    Let x

    E

    X, and let

    u(t) = T(t)x. Then

    u is

    the unique solution

    of the fo l lowing problem:

    u E

    C([0, oo),

    X) n

    C((0, oo),

    D(A))

    n C

    1 ((0, oo), X);

    3.10)

    u'(t) = Au(t), Vt > 0;

    3.11)

    u(0) = x.

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    36 The Hille-Yosida-Phillips Theorem and applications

    In addition, we have

    I I

    Au(t)

    I I

    < - 1

    1 x I I ;

     

    3.13)

    - (Au(t), u(t)) <

    2t

      I I x I I 2 •

     

    3.14)

    Finally,

    Au(t)

    1 1 2 <

    2t

    1

     (Ax, x),

     

    3.15)

    if x

    E

    D(A).

    Proof.

    We easily verify that A. is self-adjoint < 0, for all A > 0. If

    u(t) =

    T.\(t)x,

    the func tions J jua(t)II and IIua(t)II are non-incre asing with respe ct to t.

    In addition, we ha ve

    d

    ua(t)11 2

     = 2(Aaua(t),ua(t)),

     

    3.16)

    dt(A,\u),(t),ua(t)) =

    2

    (Aaua(t),ua(t))

    = 2IIua(t)II•

     

    3.17)

    Fr om (3 .17), it follows that

    -(Axua(t), ua(t))

    is non-incre asing with respec t to

    t. Integra ting (3.16) betwee n 0 a nd t > 0, it follows that

    -

    t(Aaua(t),ua(t))

    < - f A),ua(s),ua(s))ds <

    2 I x 1 1 2 .

     

    3.18)

    0

    Integra ting (3.17), we obtain

    2tIIua(t)II

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    Two important special cases 37

    addition (by (3.14)), for a ll t > 0, IIAAJ au a(t)I ) is bounde d a s .1 j 0. The refore

    u(t) E D(A), for a ll t > 0, with

    A u(t) = 11i

    a

    A,\J.,ua(t),

    in X weak. (3.10), (3.11), and (3.12) now follow from Theorem 3.1.1, and

    (3.13), (3.14), and (3.15) ar e obta ined by pa ssing to the limit in (3.20), (3.18),

    and (3.19).

    It remains to show the uniqueness of

    u. To do this, take t

    > 0 and 0 0,

    which completes the proof.

     

    Rem ark 3.2.2. Theorem 3.2.1 m ea ns that T(t ) has a smoothing ef fect on the