Generators, resolvents and the Hille-Yosida framework

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Prove that the assertion of first-edition Problem 363 ceases to be true in the case dim⁡L=∞\dim L=\infty.

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Show that PtP_{t} and RλR_{\lambda } commute and that

PtRλf=∫0∞e−λsPs+tfds P_{t} R_{\lambda } f=\int _{0}^{\infty } e^{-\lambda s} P_{s+t} f d s

Show that for any a<ba<b we have

∥∫abeλtPtfdt∥≤∫abe−λt∥Ptf∥dt \left\| \int _{a}^{b} e^{\lambda t} P_{t} f d t\right\| \leq \int _{a}^{b} e^{-\lambda t}\left\| P_{t} f\right\| d t

Hint: Approximate RλfR_{\lambda } f by a Riemann sum.

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Show that if PtP_{t} is a contraction semigroup and RλR_{\lambda } is the resolvent, then

∥Rλ∥≤1/λ(37.18) \left\| R_{\lambda }\right\| \leq 1 / \lambda \tag {37.18}
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Show that if AA is a bounded operator and Tt=etAT_{t}=e^{t A}, then TtT_{t} is a strongly continuous semigroup of operators with infinitesimal generator AA. (We cannot assert that the TtT_{t} are contractions.)

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Prove that if L\mathcal{L} is dissipative, the domain of L\mathcal{L} is dense in B\mathcal{B}, and the range of λ−L\lambda -\mathcal{L} is dense in B\mathcal{B}, then L‾\overline{\mathcal{L}} defined in (37.12) is a closed extension of L\mathcal{L} that is dissipative and the range of λ−L‾\lambda -\overline{\mathcal{L}} is equal to B\mathcal{B}. Show there is only one such closed extension of L\mathcal{L}.

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If the range of λ−L\lambda -\mathcal{L} equals B\mathcal{B} for a single value of λ\lambda, then the range of λ−L\lambda -\mathcal{L} equals B\mathcal{B} for every value of λ\lambda.

Hint: Define RλR_{\lambda } as the inverse of λ−L\lambda -\mathcal{L}, then use (37.3) to define RaR_{a} for other values of aa.

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Let PtP_{t} be a strongly continuous semigroup of contraction operators and let L\mathcal{L} be the infinitesimal generator. Show that D(Ln)\mathcal{D}\left(\mathcal{L}^{n}\right) is dense in B\mathcal{B} for every positive integer nn.

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Suppose that PtP_{t} is a strongly continuous semigroup, but not necessarily of contractions. Thus Pt+s=PtPsP_{t+s}=P_{t} P_{s} and Ptf→fP_{t} f \rightarrow f in norm if f∈Bf \in \mathcal{B}, but we do not assume ∥Pt∥≤1\left\| P_{t}\right\| \leq 1. Prove that there exist constants K,b>0K, b>0 such that ∥Pt∥≤Kebt\left\| P_{t}\right\| \leq K e^{b t} for all t≥0t \geq 0.

Hint: Use the uniform boundedness principle from functional analysis to prove there exists c,t0c, t_{0} such that ∥Pt∥≤c\left\| P_{t}\right\| \leq c if t≤t0t \leq t_{0}. Then use the semigroup property.

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Show that if the resolvent operator RλR_{\lambda } is a symmetric operator, then the transition operators PtP_{t} are also symmetric: if f,g∈Bf, g \in \mathcal{B}, then ⟨Ptf,g⟩=⟨f,Ptg⟩\left\langle P_{t} f, g \right\rangle = \left\langle f, P_{t} g \right\rangle.

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References

[KiGv88] Kirillov A.A., Gvishiani A.D. Теоремы и задачи функционального анализа. 2-е изд., Наука, 1988.
[Bas11] Bass R.F. Stochastic Processes. Cambridge University Press, 2011.