Semigroups of Operators in Banach Space

We begin with a definition

Definition 1. A one-parameter family T (t) for 0 t < of bounded linear operators on a Banach
space X is a C0 (or strongly continuous) Semigroup on X if
1. T (0) = I (the identity on X).
2. T (t + s) = T (t)T (s) (semigroup property)
3. lim T (t)v = v for all v X (This the Strong Continuity at t = 0, i.e., continuous at t = 0 in
t0

the strong operator topology).

Theorem 1. If T (t) is a C0 semigroup, then there exists 0 and M 1 such that
kT (t)k M et

t 0.

(1)

Proof:
1. First we show that kT (t)k is bounded on 0 t for some > 0.
If not then there exist {tn } such that tn 0 and kT (tn )k n. From the principle of uniform
boundedness there must exist a v X such that kT (tn )vk is unbounded. But this contradicts
the strong continuity at t = 0. Thus there exists and M such that kT(t)k M for 0 t .
Also since kT (0)k = 1 we must have M 1.
2. Let
=

ln(M )
.

Given any t 0 there exists n Z and with 0 so that t = n + . Then by the

semigroup property we have
kT(t)k = kT ()T ()n k M n+1 .
3. Now t = n + implies
n=

(t )
t

and since M 1 we have

kT(t)k M M n M M t/ .
Now = ln(M )/ implies ln(M ) = which implies M = e . Thus we have



t/
kT(t)k M M t/ = M e
= M et .

2
Corollary 1. If T (t) is a C0 semigroup then for every v X, T (t)v is continuous on R0+ = [0, )
into X.
Proof: Let t > 0, h 0 and v X, then we have
kT (t + h)v T (t)vk kT (t)kkT (h)v vk
h0

M et kT (h)v vk 0
for t h 0 due to strong continuity at h = 0. Similarly we have
kT (t h)v T (t)vk kT (t h)kkv T (h)vk
h0

M et kv T (h)vk 0.
2
Definition 2. The Infinitesimal Generator of T (t) is the linear operator A defined as follows


T (t)v v
D(A) = v X : lim
exists
(2)
t0
t
and for v D(A) we define
T (t)v v
.
t0
t

Av = lim

(3)

Theorem 2. Let T (t) be a C0 semigroup and A its infinitesimal generator . Then we have
(a) for v X
1
lim
h0 h
Z

t+h

T (s)v ds = T (t)v

(4)

T (s)v ds D(A) and

(b) For every v X,

0

Z


T (s)v ds = T (t)v v.

(5)

d
T (t)v = AT (t)v = T (t)Av.
dt

(6)

A
0

(c) for every v D(A), T (t)v D(A) and

(d) for every v D(A),

Z
T (t)v T (s)v =

Z
T ( )Av d =

AT ( )v d.
s

Proof:
2

(7)

(a) To prove part (a) we use the continuity of T (t)v.

Z t+h
Z t+h

1
1




T (s)v ds T (t)v =
[T (s)v T (t)v] ds
h

h t
t

(8)

h0

sup kT (s)v T (t)vk 0.

s[t,t+h]

(b) For part (b) let v X and h > 0. For any fixed t > 0 with 0 < h < t we show the following
limit exists.
 Z t


T (h) I
T (s)v ds .
lim
h0
h
0
To this end we note that

 Z t

T (h) I
T (s)v ds
h
0
=
=
=
=
=

Z
1 t
(T (s + h)v T (s)v) ds
h 0
Z
Z
1 t
1 t
T (s + h)v ds
T (s)v ds
h 0
h 0
Z
Z
1 t+h
1 t
T (s)v ds
T (s)v ds
h h
h 0
Z h Z t 
Z
Z
1 t+h
1 t
1
T (s)v ds +
T (s)v ds
+
T (s)v ds
h t
h h
h 0
h
Z
Z
1 t+h
1 h
T (s)v ds
T (s)v ds
h t
h 0

h0

(T (t)v v)
Z

T (s)v ds

where on the last step we have used part (a). So the limit exists which implies that
0

D(A) and (by the definition of A)


Z t
T (s)v ds = (T (t)v v).
A
0

(c) As for part (c) we let v D(A) and h > 0, then





T (h) I
T (h) I
h0
(T (t)v) = T (t)
v T (t)Av
h
h

(9)

since v D(A). Thus we conclude that T (t)v D(A) and AT (t)v = T (t)Av. But we note that
the limit in (9) only shows that
T (t + h) T (t)
d+
lim
v=
T (t)v.
h0
h
dt

d
T (t)v exists we fix t > 0 and consider the left derivative.
dt



T (t)v T (t h)v
T (t)v T (t h)v
lim
T (t)Av = lim
h0
h0
h
h

To show that


T (t h)v + T (t h)v T (t)Av


T (h)v v
= lim T (t h)
Av
h0
h
+ lim (T (t h)Av T (t)Av)
h0

=0+0=0
where on the last step, in the first term we have used the fact that kT (t h)k is bounded and
v D(A). In the second term we used the strong continuity of T (t).
(d) To establish part (d) we simply integrate the result from part (c).
2
Corollary 2. If A is the infinitesimal generator of a C0 semigroup T (t), then D(A) is dense in X
and A is a closed linear operator.
Proof: For any v X set
1
vt =
t

T (s)v ds.
0

By Part (b) of Theorem 2, vt D(A) for every t > 0 and by part (a) we have vt v as t 0.
The linearity of A is obvious so we only need to show that A is closed. To this end we take
{vn } D(A) such that vn v and Avn w. By part (d) of Theorem 2 we have
Z t
T (s)Avn ds.
T (t)vn vn =

(10)

By (1) we have that T (s) for s [0, t] is uniformly bounded for any fixed t > 0 which implies
T (s)Avn T (s)w

uniformly for s [0, t].

Namely we have
n

kT (s)Avn T (s)wk kT (s)kkAvn wk 0

uniformly
in s in a compact set. This implies that the right hand side in (10) converges to
Z t
T (s)w ds. Also the limit on the left exists and we have
0

Z
T (t)v v =

T (s)v ds
0

which implies
1
T (t)v v
=
t
t

T (s)v ds.
0

By part (a) of Theorem 2 the limit on the right exists and goes to w. Thus we see that v D(A)
2

and Av = w.

Theorem 3. Let T (t) and S(t) be two C0 semigroups with infinitesimal generator A and B respectively. If A = B then T (t) = S(t) for all t.
Proof: Let v D(A) = D(B). Then from Theorem 2 part (c) we have that the map s 7
T (t s)S(s)v is differentiable and
d
[T (t s)S(s)] v = AT (t s)S(s)v + T (t s)BS(s)v
ds
= T (t s)AS(s)v + T (t s)BS(s)v = 0,
where on the last step we have used the assumption that A = B. This implies that [T (t s)S(s)] v
is a constant. We set first s = 0 and then s = t to obtain
v D(A) = D(B).

T (t)v = S(t)v

But the D(A) = D(B) is dense by Corollary 2 so T (t) = S(t) for all t.
Definition 3.

1. The growth bound of a C0 semigroup T (t) is defined to be



ln(kT (t)k
0 = inf
.
t>0
t

(11)

2. A function w : R+ R is called sub-additive if

w(t1 + t2 ) w(t1 ) + w(t2 ).
Lemma 1. If w is sub-additive and bounded above on any finite subinterval, then
w(t)
t>0
t

w0 = inf
and

is finite, or

w(t)
.
t
t

w0 = lim

Proof: Since w(t) is bounded above on any finite t interval, for any > w0 there exists a t0
such that

w(t0 )
<
t0

(by definition of the infimum and the fact that > w0 ). Now for any t > 0 we can write t = nt0 + r
with n Z and 0 r t0 . Then we have
w(t)
w(nt0 + r)
w(nt0 ) + w(r)
=

t
t
t
nw(t0 ) + w(r)
nw(t0 ) w(r)

=
+
t
nt0 + r
t
w(t0 )
w(r)
w(t0 ) w(r)
=
+

+
t0 + r/n
t
t0
t
which implies that
lim sup
t

w(t0 )
w(t)

< .
t
t0

Since this holds for every > w0 we have

lim sup
t

But since

w(t)
w0 .
t
w(t)
t>0
t

w0 = inf
we must also have

w0 lim inf
t

Thus we have
lim sup
t

and therefore

w(t)
.
t

w(t)
w(t)
w0 lim inf
,
t
t
t
w(t)
.
t
t

w0 = lim

The above all works even if w0 = .

Theorem 4. If T (t) is a C0 semigroup in X the the growth bound 0 is given by


ln(kT (t)k
0 = lim
,
t
t

(12)

and for every > 0 there exists a M such that, for all t 0
kT(t)k M et .
Proof: Let w(t) = ln(kT(t)k). Then
w(t1 + t2 ) = ln(kT (t1 + t2 )k)
= ln(kT (t1 )T (t2 )k)
ln(kT (t1 )kkT (t2 )k)
= ln(kT (t1 )k) + ln(kT (t2 )k)
= w(t1 ) + w(t2 ),
6

(13)

so that w(t) is sub-additive. We also can see that it is bounded above since by (1)
w(t) = ln(kT(t)k) ln(M et ) ln(M ) + t t > 0.
Thus we can apply Lemma 1 to obtain
ln(M )
ln(kT(t)k)
lim
+ .
t
t
t
t

0 = lim
So we have 0 .

Now we take any > 0 . We want to show that there exists a M such that for all t 0
kT(t)k M et .
By the first part of the proof we see that if > 0 then there exists a t0 > 0 such that
ln(kT(t)k)
<
t

for t > t0 .

Notice that this implies

kT(t)k et

for t > t0 .

Now consider 0 t t0 . We already know, since kT (t)k is continuous on the closed bounded set
[0, t0 ], that there exists a M0 so that
kT(t)k M0
Let

Then

for 0 t t0 .

(
M0
M =
et0 M0
(
M0 et
kT(t)k
(M0 et0 ) et

if 0,
.
if < 0.
t 0 if 0,
.
t 0 if < 0.

Finally, we have
kT(t)k M et t 0.
2
Remark 1. It is important to note that the growth bound 0 , unlike the constant given in (1)
of Theorem 1, can be negative. When 0 is negative we say that the semigroup is exponentially
stable since
kT(t)k 0 t .
Definition 4. Throughout the remainder of these notes we use the notation
R = ( A)1
to denote the resolvent operator for (A).
7

(14)

Theorem 5. If T (t) is a C0 semigroup in X with growth bound 0 . Let Re () > > 0 . Then
(A) and for every v X
Z

R v =

et T (t)v dt

(15)

and
kR k
Proof: Let

Z
e =
Rv

M
( )

where = Re ().

(16)

et T (t)v dt for v X = Re () > .

Then
t

e T (t)v M e()t kvk,
so

Z
e
kRvk

Z
kT (t)vk dt M

()t


dt kvk =

So we have
e
kRk

M
kvk
( )

M
.
( )

We now show that

e D(A) for all v X
(i) Rv
e = v for all v X and for all v D(A), R(
e A)v = v.
(ii) ( A)Rv
e = R .
This will show that R
To establish (i) we consider the limit


Z
T (s) I e
1 t
Rv =
e [T (s + t) T (t)]v dt
s
s 0

Z
Z
1
t
(ts)
e T (t)v dt
e
T (t)v dt
=
s s
0

 Z
Z
1 s t
t
=
e T (t)v dt
e
e T (t)v dt
s
0
s

 Z
Z s
Z
1 s t
s
t
t
=
e
e T (t)v dt e
e T (t)v dt
e T (t)v dt
s
0
0
0
Z
Z
es 1 t
es s t
=
e T (t)v dt
e T (t)v dt
s
s 0
0
Z
es 1 e
es s t
=
Rv
e T (t)v dt
s
s 0
I1 + I2 .
We show that
e
lim I1 = Rv

s0

and
8

lim I2 = v.

s0

(17)

The first limit is trivial since it just gives the derivative of es . For the second we note that
Z
1 s
v=
v dt
s 0
so we have

Z s

s0
 (st)

1
sup e(st) T (t)v v

e
T
(t)v

v
dt
0.

s 0
t[0,s]

e D(A) and, in fact,

Since the limit on the right hand side in (17) exists we see that Rv
e = Rv
e v. Or, in other words,
ARv
e =v
( A)Rv

v X.

On the other hand, for v D(A) we have

Z
e
RAv =
e T ( )Av d
Z0
e AT ( )v d
=
0

Z

e T ( )v d
=A
0

e
= ARv
where we have used Theorem 2 part (c) and then parts (b) and (d) with s = 0 and arbitrary t
which gives

Z t
Z t

e T ( )v d = T (t)v v =
e AT ( )v d.
A
0

Therefore, for every t we have

 Z t
Z t

e T ( )v d =
e AT ( )v d
A
0

which implies
Z


T ( )v d

e AT ( )v d

So for v D(A) we have

e A)v = Rv
e RAv
e
e ARv
e = Rv
e (Rv
e v) = v.
R(
= Rv
2

e = Rv
e v.
Here we used the previous result that ARv
Theorem 6. If A is a closed densely defined operator such that for every >
kR k

M
, > .

(18)

then
lim R v = lim ( A)1 v = v

v X.

(19)

Proof: Take > , and v X. Since the D(A) is dense, for every  > 0 there exists a
v D(A) such that
kv v k < .

(20)

For a fixed but arbitrary  > 0, choose 01 so large that

(01 ) >

kAv kM
.


Then for all > 00 we have

kR k
Now choose 02 such that

M

M
<
< 1
.

0
kAv k



 
2


  2 > 0 .

(21)

(22)

Let
0 = max(01 , 02 ).
Then we have
kR v vk = kR v R v + R v v + v vk
|
{z
} | {z }
kR (v v )k + kAR v k + kv vk
= kR (v v )k + kR Av k + kv vk


 M 
 kv v k + kR kkAv k + kv vk



2M +  + 
= 2(M + 1),
where on the first step we have added and subtracted R v and v . On the fifth step we used (20),
(21) and (22). Since  is arbitrary we see that
lim kR v vk = 0.

2
The next theorem is one of the most important results in semigroup theory. It gives a complete
characterization of the linear operators that can be the infinitesimal generator of a C0 semigroup.
Theorem 7 (Hille-Yoshida). A linear operator A acting in a Banach space X is the infinitesimal
generator of a C0 semigroup T (t) such that kT(t)k M et if, and only if
(1) A is closed and D(A) = X
10

(2) kRn k

M
,
( )n

n = 1, 2, 3, .

> ,

Proof: () Assume that T (t) is a C0 semigroup with infinitesimal generator A. From Corollary
2 we know that the infinitesimal generator is a densely defined closed operator. Then from Theorem
5 we also know that there is a 0 such that for > > 0 implies (A), and
Z
M
.
(23)
R v =
et T (t)v dt and kR k
( )
0
Also, by the resolvent identity we have
R+h (A) R
= R()R( + h).
( + h)
Clearly we can pass to the limit as h goes to zero on the right side which means the limit on the
left side exists and we have
d
R+h (A) R
R v = lim
= lim R()R( + h) = R2 v.
h0 ( + h)
h0
d
Thus we have

d
R v = R2 v
d
We can use the same argument together with the product rule to conclude that
d2
d
R v = 2R R v = (1)2 2R3 v.
2
d
d
Continuing we find
d(n1)
R v = (1)(n1) (n 1)! Rn v.
(n1)
d

But by (23) we have

d
d
R v =
d
d

Z
T (t)v dt = (1)

tet T (t)v dt

which implies
d2
R v = (1)2
d2

t2 et T (t)v dt

and, in general,
d(n1)
R v = (1)(n1)
d(n1)

t(n1) et T (t)v dt

Combining these results we have

(n

1)! Rn v

Z
=

t(n1) et T (t)v dt.

11

Thus we can obtain the following estimates

Z
n
t(n1) et kT (t)vk dt.
k(n 1)! R vk
0
Z
t(n1) e()t dt
M kvk
0

set u = ( )t du = ( )dt
n1
Z 
u
du
= M kvk
eu

( )
0
Z
M kvk
=
un1 eu du
n
( ) 0
M kvk(n)
=
( )n
Then, since (n) = (n 1)!, we have
kRn vk

M kvk
( )n

which implies
kRn k

M
.
( )n

() Assume that A is a closed densely defined operator and there exists R, M 1 such that
for all > implies (A) and
kRn k

M
,
( )n

> ,

n = 1, 2, 3, .

(24)

We need to address three points:

(i) We need to show that exp(At) makes sense.
(ii) show that this is, in turn, a C0 semigroup.
(iii) show that the infinitesimal generator is A.
To make sense of exp(At) we proceed using the so-called Yoshida Approximation
A = AR = 2 R I

(A).

(25)

We note that
R I = AR

since (I A)R = I.

Now by our assumption > implies (A) which implies A B(X). By an exercise from the
final take home exam we then see that A is the infinitesimal generator of a uniformly continuous

12

semigroup :
T (t) = eA t
(2 R

=e

(26)
I)t
2

= et e R t

X
(2 t)n n
R
= et
n!
n=0
where on the third step we used the fact that
AB = BA eA+B = eA eB
and we have also used other results from the take home final concerning uniformly continuous
semigroups.
We show that there exists a C0 semigroup
T (t) = lim T (t)

and that the infinitesimal generator is A. From Theorem 6 we have

R v v

v X.

So for v D(A) we have, from (25) and, for v D(A), AR v = R Av then

A v = 2 R v v = R Av
and we have
lim (A v Av) = lim (R (Av) (Av)) = 0

by Theorem 6. So we have
A v Av

for all v D(A).

(27)

By our hypothesis (2) we can write

X
(2 t)n

kT (t)k e

n!

n=0

X
(2 t)n

et

n!

n=0

= M et
t

= M e

kRn (A)k
M
( )n

(2 t)n
( )n n!

n=0
(2 /())t

= M e(/())t .

Thus T (t) is uniformly bounded on every compact t interval.

13

(28)

From the resolvent Identity

R R =

R R
= R R

so that, in particular,
R R = R R .
Now we also notice that
A A = (2 R )( 2 R )
= 2 2 R R 2 R 2 R I
= 2 2 R R 2 R 2 R I
= ( 2 R )(2 R )
= A A
so that
A A = A A .

(29)

Using the power series representation for T (T ) and (29) we have

A T (t) = T (t)A .

(30)

t
T (t)v T (t)v = (T (t s)T (s)v)0
Z t
d
(T (t s)T (s)v) ds
=
0 ds
Z t
=
[T (t s)A T (s) + T (t s)A T (s)] v ds
0
Z t
(30)
T (t s) [A A ] T (s)v ds
=
0
Z t
(30)
T (t s)T (s) [A A ] v ds.
=

(31)

So for v D(A) we have

So we have

Z
T (t)v T (t)v =

T (t s)T (s) [A A ] v ds.

0


Claim 1. If > 2|| > 0 then

( )


< 2||.

Proof of Claim: > 0 implies || and > implies

||

.
( )
( )
We now show that

2.
( )
14

(32)

To this end we note that

> 2|| > 2 < 2 < 2 + 2 = 2( )
and dividing by ( ) in the last inequality gives the desired result.

From (28) and Claim 1 we have

kT (t)k M e2||t ,

(33)

and for , > 2|| we have, for v D(A), from (31)

Z t




kT (t)v T (t)vk
M e2||(ts) M e2||s k(A A )vk ds
0
Z t
2 2||t
ds
k(A A )vk
= M e
0

M2 e2||t t k(A

A )vk

M2 e2||t t {kA v Avk + kAv A vk}

0 as ,

(34)

by (27).

Thus, for every t 0, the collection {T (t)v} (for tending to infinity ) is Cauchy in X and so it
converges to an element of X which we denote by T (t)v:
T (t)v = lim T (t)v, v D(A).

(35)

Now for fixed t > 0, v X and  > 0, the denseness of D(A), implies there is a v0 D(A) such
that
kv v0 k <


.
4M e2||t

Therefore we have
kT (t)v T (t)vk kT (t)v T (t)v0 k + kT (t)v0 T (t)v0 k
+ kT (t)v0 T (t)vk
2M e2||t kv v0 k + kT (t)v0 T (t)v0 k


+ =
2 2
provided we choose , large enough that

kT (t)v0 T (t)v0 k < .
2
We conclude that
T (t)v = lim T (t)v, v X

and the limit is uniform on any compact t interval.

15

(36)

We also have
kT (t)vk = lim kT (t)vk

= lim inf kT (t)vk

lim inf M e(/())t kvk

=

M et kvk.

Therefore
kT (t)k M et .

(37)

We now show that T (t) is a Strongly Continuous semigroup (i.e., it is a C0 semigroup).

(i) First we establish the semigroup property.
Claim 2.
T (t + s)v = T (t)T (s)v
Proof: First we note that
T (t + s)v = lim T (t + s)v = lim T (t)T (s)v.

Next we note that

kT (t)T (s)v T (t)T (s)vk = kT (t)T (s)v T (t)T (s)v + T (t)T (s)v T (t)T (s)vk
kT (t)[T (s)v T (s)v]k + k[T (t) T (t)]T (s)vk
kT (t)kkT (s)v T (s)vk + kT (s)kkT (t)v T (t)vk
M e2||t kT (s)v T (s)vk + M e2||s kT (t)v T (t)vk
0 as .

kT (t + s)v T (t)T (s)vk kT (t + s)v T (t + s)vk + kT (t + s)v T (t)T (s)vk

= kT (t + s)v T (t + s)vk + kT (t)T (s)v T (t)T (s)vk
0 as .
2

The claim is verified.

(ii) Now we show that T (0) = I. We have
T (0)v = lim T (0)v = v.

16

(iii) Next we show the continuity at t = 0, i.e., we want to show that

lim kT (t)v vk = 0.
t0

We have
t0

kT (t)v vk kT (t)v T (t)vk + kT (t)v vk 0.

This follows since for any  > 0 by (34) we can choose 0 > 0 such that
kT (t)v T0 (t)vk


2

for t [0, ],

for any fixed (finite ).

Since T0 (t) is strongly continuous there exists a 0 < such that
kT0 (t)v vk


2

for t < 0 .

Thus we have
kT (t)v vk  for t < 0 .
e denote the infinitesimal generator of T (t). Then we
Therefore T (t) is a C0 semigroup. Let A
e = A.
want to show A
e Take v D(A).
First we show A A.
kT (t)A v T (t)Avk kT (t)A v T (t)Avk + kT (t)Av T (t)Avk
kT (t)kkA v Avk + k[T (t) T (t)](Av)k
M e2||t kA v Avk + k[T (t) T (t)](Av)k
0 as
and the convergence is uniform on compact t intervals, i.e.,
T (t)A v T (t)Av uniformly on compact t intervals.
Now recall from Theorem 2 part (b) that
t

Z
T (t)v v =

T (s)Aa v ds
0

and
Z
lim T (t)v v = T (t)v v,

lim

T (s)Av ds for v D(A).

T (s)Aa v ds =
0

where the last limit and integral can be interchanged due to the uniform convergence. So we have
Z t
T (t)v v =
T (s)Av ds.
0

17

and we have

T (t)v v
1
lim
= lim
t0
t0 t
t

T (s)Av ds = Av
0

e and Av
e = Av.
by Theorem 2. Therefore, v D(A)
e = A. If > then (A) which implies that (I A)D(A) = X. But
Next we show the A
e and A
e extends A which implies that (I A)D(
e
e = X. Therefore,
D(A) D(A)
A)
e
e
e
(I A)D(A)
= (I A)D(
A)

(38)

e on D(A).
since A = A
Recall (37) so that for > we have
Z
I()

et T (t) dt

exists.

As in the proof of Theorem 6 we can show

e = v, v D(A).
e
I()(I A)v
This implies
e
for (A).

e
I() = R (A)
By this and (38) we have

e and A = A.
e
D(A) = D(A)
2

References
[1] T. Kato, Perturbation Theory of Linear Operators, Springer-Verlag, 1966.
[2] N.Dunford and J. Schwartz, Linear Operators, Vols. I, II, III Interscience, N.Y. (1963).
[3] Yoshida, K. Functional Analysis and Its Applications. New York: Springer-Verlag, 1971.

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