C0-semigroup


In mathematics, a C0-semigroup, also known as a strongly continuous one-parameter semigroup, is a generalization of the exponential function. Just as exponential functions provide solutions of scalar linear constant coefficient ordinary differential equations, strongly continuous semigroups provide solutions of linear constant coefficient ordinary differential equations in Banach spaces. Such differential equations in Banach spaces arise from e.g. delay differential equations and partial differential equations.
Formally, a strongly continuous semigroup is a representation of the semigroup on some Banach space X that is continuous in the strong operator topology. Thus, strictly speaking, a strongly continuous semigroup is not a semigroup, but rather a continuous representation of a very particular semigroup.

Formal definition

A strongly continuous semigroup on a Banach space is a map
such that
  1. ,
  3. , as.
The first two axioms are algebraic, and state that is a representation of the semigroup ; the last is topological, and states that the map is continuous in the strong operator topology.

Infinitesimal generator

The infinitesimal generator A of a strongly continuous semigroup T is defined by
whenever the limit exists. The domain of A, D, is the set of x∈X for which this limit does exist; D is a linear subspace and A is linear on this domain. The operator A is closed, although not necessarily bounded, and the domain is dense in X.
The strongly continuous semigroup T with generator A is often denoted by the symbol eAt. This notation is compatible with the notation for matrix exponentials, and for functions of an operator defined via functional calculus.

Uniformly continuous semigroup

A uniformly continuous semigroup is a strongly continuous semigroup T such that
holds. In this case, the infinitesimal generator A of T is bounded and we have
and
Conversely, any bounded operator
is the infinitesimal generator of a uniformly continuous semigroup given by
Thus, a linear operator A is the infinitesimal generator of a uniformly continuous semigroup if and only if A is a bounded linear operator. If X is a finite-dimensional Banach space, then any strongly continuous semigroup is a uniformly continuous semigroup. For a strongly continuous semigroup which is not a uniformly continuous semigroup the infinitesimal generator A is not bounded. In this case, does not need to converge.

Abstract Cauchy problems

Consider the abstract Cauchy problem:
where A is a closed operator on a Banach space X and x∈X. There are two concepts of solution of this problem:
Any classical solution is a mild solution. A mild solution is a classical solution if and only if it is continuously differentiable.
The following theorem connects abstract Cauchy problems and strongly continuous semigroups.
Theorem Let A be a closed operator on a Banach space X. The following assertions are equivalent:
  1. for all x∈X [there exists a unique mild solution of the abstract Cauchy problem,
  2. the operator A generates a strongly continuous semigroup,
  3. the resolvent set of A is nonempty and for all x ∈ D there exists a unique classical solution of the Cauchy problem.
When these assertions hold, the solution of the Cauchy problem is given by u = Tx with T the strongly continuous semigroup generated by A.

Generation theorems

In connection with Cauchy problems, usually a linear operator A is given and the question is whether this is the generator of a strongly continuous semigroup. Theorems which answer this question are called generation theorems. A complete characterization of operators that generate strongly continuous semigroups is given by the Hille-Yosida theorem. Of more practical importance are however the much easier to verify conditions given by the Lumer-Phillips theorem.

Special classes of semigroups

Uniformly continuous semigroups

The strongly continuous semigroup T is called uniformly continuous if the map t → T to L.
The generator of a uniformly continuous semigroup is a bounded operator.

Analytic semigroups

Contraction semigroups

Differentiable semigroups

A strongly continuous semigroup T is called eventually differentiable if there exists a such that (equivalently: for all and T is immediately differentiable if for all.
Every analytic semigroup is immediately differentiable.
An equivalent characterization in terms of Cauchy problems is the following: the strongly continuous semigroup generated by A is eventually differentiable if and only if there exists a such that for all the solution u of the abstract Cauchy problem is differentiable on. The semigroup is immediately differentiable if t1 can be chosen to be zero.

Compact semigroups

A strongly continuous semigroup T is called eventually compact if there exists a t0 > 0 such that T is a compact operator . The semigroup is called immediately compact if T is a compact operator for all t > 0.

Norm continuous semigroups

A strongly continuous semigroup is called eventually norm continuous if there exists a t0 ≥ 0 such that the map t → T is continuous from to L. The semigroup is called immediately norm continuous if t0 can be chosen to be zero.
Note that for an immediately norm continuous semigroup the map t → T may not be continuous in t = 0.
Analytic semigroups, differentiable semigroups and compact semigroups are all eventually norm continuous.

Stability

Exponential stability

The growth bound of a semigroup T is the constant
It is so called as this number is also the infimum of all real numbers ω such that there exists a constant M with
for all t ≥ 0.
The following are equivalent:
  1. There exist M,ω>0 such that for all t ≥ 0:
  2. The growth bound is negative: ω0 < 0,
  3. The semigroup converges to zero in the uniform operator topology:,
  4. There exists a t0 > 0 such that,
  5. There exists a t1 > 0 such that the spectral radius of T is strictly smaller than 1,
  6. There exists a p ∈ 1, ∞) such that for all x∈X:,
  7. For all p ∈ [1, ∞) and all x ∈ X:
A semigroup that satisfies these equivalent conditions is called exponentially stable or uniformly stable. That the Lp conditions are equivalent to [exponential stability is called the Datko-Pazy theorem.
In case X is a Hilbert space there is another condition that is equivalent to exponential stability in terms of the resolvent operator of the generator: all λ with positive real part belong to the resolvent set of A and the resolvent operator is uniformly bounded on the right half plane, i.e. −1 belongs to the Hardy space. This is called the Gearhart-Pruss theorem.
The spectral bound of an operator A is the constant
with the convention that s = −∞ if the spectrum of A is empty.
The growth bound of a semigroup and the spectral bound of its generator are related by: s≤ω0. There are examples where s < ω0. If s = ω0, then T is said to satisfy the spectral determined growth condition. Eventually norm-continuous semigroups satisfy the spectral determined growth condition. This gives another equivalent characterization of exponential stability for these semigroups:
Note that eventually compact, eventually differentiable, analytic and uniformly continuous semigroups are eventually norm-continuous so that the spectral determined growth condition holds in particular for those semigroups.

Strong stability

A strongly continuous semigroup T is called strongly stable or asymptotically stable if for all x ∈ X:.
Exponential stability implies strong stability, but the converse is not generally true if X is infinite-dimensional.
The following sufficient condition for strong stability is called the Arendt-Batty-Lyubich-Phong theorem: Assume that
  1. T is bounded: there exists a M ≥ 1 such that,
  2. A has not residual spectrum on the imaginary axis, and
  3. The spectrum of A located on the imaginary axis is countable.
Then T is strongly stable.
If X is reflexive then the conditions simplify: if T is bounded, A has no eigenvalues on the imaginary axis and the spectrum of A located on the imaginary axis is countable, then T is strongly stable.