On perturbations of differentiable semigroups

LetX be a Banach space and letA be the infinitesimal generator of a differentiable semigroup {T(t) |t ≥ 0}, i.e. aC ₀-semigroup such thatt ↦T(t)x is differentiable on (0, ∞) for everyx εX. LetB be a bounded linear operator onX and let {S(t) |t ≥ 0} be the semigroup generated byA +B. Renardy recently gave an example which shows that {S(t) |t ≥ 0} need not be differentiable. In this paper we give a condition on the growth of ‖T′(t)‖ ast ↓ 0 which is sufficient to ensure that {S(t) |t ≥ 0} is differentiable. Moreover, we use Renardy’s example to study the optimality of our growth condition. Our results can be summarized roughly as follows:

Eigenvalues and power growth

LetX be a complex Banach space and letT be a bounded linear operator onX. Denote by σ _p (T) the point spectrum ofT and by the unit circle. We investigate how the growth of the sequence ‖T ⁿ ‖ is influenced by the size of the set (T) and by the geometry of the spaceX. We also prove analogous results forC ₀-semigroups(T _t )_t≥0. Research partially supported by grants from NSERC, FQRNT and the Canada research chairs program.     

The nonlinear version of Pazy’s local existence theorem

LetX be a real Banach space,U ⊂X a given open set,A ⊂X×X am-dissipative set andF:C(0,a;U) →L ^∞(0,a;X) a continuous mapping. Assume thatA generates a nonlinear semigroup of contractionsS(t): {ie221-2}) → {ie221-3}), strongly continuous at the origin, withS(t) compact for allt>0. Then, for eachu ₀ ∈ {ie221-4}) ∩U there existsT ∈ ]0,a] such that the following initial value problem: (du(t))/(dt) ∈Au(t) +F(u)(t),u(0)=u ₀, has at least one integral solution on [0,T]. Some extensions and applications are also included.     

Generalizations of spectrally multiplicative surjections between uniform algebras

Let $ A $ A and ℬ be unital semisimple commutative Banach algebras. It is shown that if surjections S,T: $ A $ A → ℬ with S(1)=T(1)= 1 and α ∈ ℂ \ {0} satisfy r(S(a)T(b) − α)= r(ab− α) for all a,b ∈ $ A $ A , then S=T and S is a real algebra isomorphism, where r(a) is the spectral radius of a. Let I be a nonempty set, A and B be uniform algebras. Let ρ, τ: I → A and S,T: I → B be maps satisfying σ _π (S(p)T(q)) ⊂ σ _π (ρ(p) τ(q)) for all p,q ∈ I, where σ _π (f) is the peripheral spectrum of f. Suppose that the ranges ρ(I), τ(I) ⊂ A and S(I),T(I) ⊂ B are closed under multiplication in a sense, and contain peaking functions “enough”. There exists a homeomorphism ϕ: Ch(B)→Ch(A) such that S(p)(y)= ρ(p)(ϕ(y)) and T(p)(y)= τ(p)(ϕ(y)) for every p ∈ I and y ∈ Ch(B), where Ch(A) is the Choquet boundary of A.     

The Similarity Problem for Bounded Analytic Semigroups on Hilbert Space

t )_t≥0 on a Hilbert space H, we establish conditions under which (T_t)_t≥0 is similar to a contraction semigroup, i.e., there exists an isomorphism S Ε B (H) such that (S^-1 T_t S)_t≥0 is a contraction semigroup. In the case when the generator -A of (T_t)_t≥0 is one-to-one, we obtain that (T_t)_t≥0 is similar to a contraction semigroup if and only if A admits bounded imaginary powers. This characterizes one-to-one operators of type strictly less than π/2 on H which belong to BIP (H).     

Clustering of linearly interacting diffusions and universality of their long-time limit distribution

Let K⊂ℝ ^d (d≥ 1) be a compact convex set and Λ a countable Abelian group. We study a stochastic process X in K ^Λ, equipped with the product topology, where each coordinate solves a SDE of the form dX _i (t) = ∑ _j a(j−i) (X _j (t) −X _i (t))dt + σ (X _i (t))dB _i (t). Here a(·) is the kernel of a continuous-time random walk on Λ and σ is a continuous root of a diffusion matrix w on K. If X(t) converges in distribution to a limit X(∞) and the symmetrized random walk with kernel a _S (i) = a(i) + a(−i) is recurrent, then each component X _i (∞) is concentrated on {x∈K : σ(x) = 0 and the coordinates agree, i.e., the system clusters. Both these statements fail if a _S is transient. Under the assumption that the class of harmonic functions of the diffusion matrix w is preserved under linear transformations of K, we show that the system clusters for all spatially ergodic initial conditions and we determine the limit distribution of the components. This distribution turns out to be universal in all recurrent kernels a _S on Abelian groups Λ. Received: 10 May 1999 / Revised version: 18 April 2000 / Published online: 22 November 2000     

On bounded solutions of abstract differential equations

Summary We construct nontrivial bounded solutions of an abstract evolution equationu'(t)=Au(t) (—∞<t<∞) whereA generates a (C ₀) semigroup of operators {T _t;t≥0} such thatT _t converges strongly to zero ast→∞.

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Riassunto Si costruiscono soluzioni limitate non triviali di una equazioneu'(t)=Au(t) (—∞<t<∞) doveA è il generatore di un semigruppo di operatori {T _t;t≥0} tale cheT _t converge fortemente verso 0 pert→∞.

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Supported by National Science Foundation grant GP-12722.     

On some properties of solutions of second-order linear functional differential equations

The properties of solutions of the equationu″(t) =p ₁(t)u(τ₁(t)) +p ₂(t)u′(τ₂(t)) are investigated wherep _i :a, + ∞[→R (i=1,2) are locally summable functions τ₁ :a, + ∞[→R is a measurable function, and τ₂ :a, + ∞[→R is a nondecreasing locally absolutely continuous function. Moreover, τ _i (t) ≥t (i = 1,2),p ₁(t)≥0,p ₂ ² (t) ≤ (4 - ɛ)τ ₂ ^′ (t)p ₁(t), ɛ =const > 0 and . In particular, it is proved that solutions whose derivatives are square integrable on [α,+∞] form a one-dimensional linear space and for any such solution to vanish at infinity it is necessary and sufficient that .     

Exact Rates of Convergence of Functional Limit Theorems for Csörgő;-Révész Increments of a Wiener Process

Let {W(t); t≥ 0} be a standard Wiener process and S be the Strassen set of functions. We investigate the exact rates of convergence to zero (as T→∞) of the variables $ \sup _{{0 \leqslant t \leqslant T - \alpha _{T} }} \inf _{{f \in S}} \sup _{{0 \leqslant x \leqslant 1}} {\left| {Y_{{t,T}} {\left( x \right)} - f{\left( x \right)}} \right|} Let {W(t); t≥ 0} be a standard Wiener process and S be the Strassen set of functions. We investigate the exact rates of convergence to zero (as T→∞) of the variables sup_{0≤ t ≤ T − aT} inf _f∈S sup_{0≤ x ≤1}|Y _t,T (x) −f(x)| and inf_{0≤ t ≤ T−aT} sup_{0≤ x ≤1}|Y _t,T (x−f(x)| for any given f∈S, where Y _t,T (x) = (W(t+xa _T ) −W(t)) (2a _T (log Ta _T ⁻¹ + log log T))^−1/2. We establish a relation between how small the increments are and the functional limit results of Cs?rg{\H o}-Révész increments for a Wiener process. Similar results for partial sums of i.i.d. random variables are also given. Received September 10, 1999, Accepted June 1, 2000     

<Emphasis Type="Italic">BV</Emphasis> functions and parabolic initial boundary value problems on domains

Given a uniformly elliptic second order operator on a possibly unbounded domain , let (T(t)) _t≥0 be the semigroup generated by in L ¹(Ω), under homogeneous co-normal boundary conditions on ∂Ω. We show that the limit as t → 0 of the L ¹-norm of the spatial gradient D _x T(t)u ₀ tends to the total variation of the initial datum u ₀, and in particular is finite if and only if u ₀ belongs to BV(Ω). This result is true also for weighted BV spaces. A further characterization of BV functions in terms of the short-time behaviour of (T(t)) _t≥0 is also given.      

A large-deviation result for the range of random walk and for the Wiener sausage

Let {S _n } be a random walk on ℤ ^d and let R _n be the number of different points among 0, S ₁,…, S _{n −1}. We prove here that if d≥ 2, then ψ(x) := lim _{n →∞}(−:1/n) logP{R _n ≥nx} exists for x≥ 0 and establish some convexity and monotonicity properties of ψ(x). The one-dimensional case will be treated in a separate paper. We also prove a similar result for the Wiener sausage (with drift). Let B(t) be a d-dimensional Brownian motion with constant drift, and for a bounded set A⊂ℝ ^d let Λ _t = Λ _t (A) be the d-dimensional Lebesgue measure of the `sausage' ∪_{0≤ s ≤ t} (B(s) + A). Then φ(x) := lim _t→∞: (−1/t) log P{Λ _t ≥tx exists for x≥ 0 and has similar properties as ψ. Received: 20 April 2000 / Revised version: 1 September 2000 / Published online: 26 April 2001     

On conditions for Dirichlet series absolutely convergent in a half-plane to belong to the class of convergence

Let M(σ) = sup{|F(σ + it)|: t ∈ ℝ} and μ(σ) = max {|a _n |exp(σλ_n): n ≥ 0}, σ < 0, for a Dirichlet series {fx995-01} with abscissa of absolute convergence σ_a = 0. We prove that the condition ln ln n = o(ln λ_n), n → ∞, is necessary and sufficient for the equivalence of the relations {fx995-02}, for each series of this type. Translated from Ukrains'kyi Matematychnyi Zhurnal, Vol. 60, No. 6, pp. 851–856, June, 2008.     

Adjoints of semigroups acting on vector-valued function spaces

LetT(t) be the translation group onY=C ₀(ℝ×K)=C ₀(ℝ)⊗C(K),K compact Hausdorff, defined byT(t)f(x, y)=f(x+t, y). In this paper we give several representations of the sun-dialY ^⊙ corresponding to this group. Motivated by the solution of this problem, viz.Y ^⊙=L ¹(ℝ)⊗M(K), we develop a duality theorem for semigroups of the formT ₀(t)⊗id on tensor productsZ⊗X of Banach spaces, whereT ₀(t) is a semigroup onZ. Under appropriate compactness assumptions, depending on the kind of tensor product taken, we show that the sun-dial ofZ⊗X is given byZ ^⊙⊗X*. These results are applied to determine the sun-dials for semigroups induced on spaces of vector-valued functions, e.g.C ₀(Ω;X) andL ^p (μ;X). This paper was written during a half-year stay at the Centre for Mathematics and Computer Science CWI in Amsterdam. I am grateful to the CWI and the Dutch National Science Foundation NWO for financial support.     

On the blow-up of solutions to anisotropic parabolic equations with variable nonlinearity

The aim of this paper is to establish sufficient conditions of the finite time blow-up in solutions of the homogeneous Dirichlet problem for the anisotropic parabolic equations with variable nonlinearity $ u_t = \sum\nolimits_{i = 1}^n {D_i (a_i (x,t)|D_i u|^{p^i (x) - 2} D_i u) + \sum\nolimits_{i = 1}^K {b_i (x,t)|u|^{\sigma _i (x,t) - 2} u} } $ u_t = \sum\nolimits_{i = 1}^n {D_i (a_i (x,t)|D_i u|^{p^i (x) - 2} D_i u) + \sum\nolimits_{i = 1}^K {b_i (x,t)|u|^{\sigma _i (x,t) - 2} u} } . Two different cases are studied. In the first case a _i ≡ a _i (x), p _i ≡ 2, σ _i ≡ σ _i (x, t), and b _i (x, t) ≥ 0. We show that in this case every solution corresponding to a “large” initial function blows up in finite time if there exists at least one j for which min σ _j (x, t) > 2 and either b _j > 0, or b _j (x, t) ≥ 0 and Σ_π b _j ^−ρ(t)(x, t) dx < ∞ with some σ(t) > 0 depending on σ _j . In the case of the quasilinear equation with the exponents p _i and σ _i depending only on x, we show that the solutions may blow up if min σ _i ≥ max p _i , b _i ≥ 0, and there exists at least one j for which min σ _j > max p _j and b _j > 0. We extend these results to a semilinear equation with nonlocal forcing terms and quasilinear equations which combine the absorption (b _i ≤ 0) and reaction terms.     

Stability of <Emphasis Type="Italic">C</Emphasis>-regularized Semigroups

Let T = (T(t))t≥0 be a bounded C-regularized semigroup generated by A on a Banach space X and R(C) be dense in X. We show that if there is a dense subspace Y of X such that for every x ∈ Y, σu(A, Cx), the set of all points λ ∈ iR to which (λ - A)^-1 Cx can not be extended holomorphically, is at most countable and σr(A) N iR = Ф, then T is stable. A stability result for the case of R(C) being non-dense is also given. Our results generalize the work on the stability of strongly continuous senfigroups.     

The divergence of fluctuations for shape in first passage percolation

We consider the first passage percolation model on Z ^d for d ≥ 2. In this model, we assign independently to each edge the value zero with probability p and the value one with probability 1−p. We denote by T(0, ν) the passage time from the origin to ν for ν ∈ R ^d and It is well known that if p < p _c , there exists a compact shape B _d ⊂ R ^d such that for all > 0, t B _d (1 − ) ⊂ B(t) ⊂ tB _d (1 + ) and G(t)(1 − ) ⊂ B(t) ⊂ G(t)(1 + ) eventually w.p.1. We denote the fluctuations of B(t) from tB _d and G(t) by In this paper, we show that for all d ≥ 2 with a high probability, the fluctuations F(B(t), G(t)) and F(B(t), tB _d ) diverge with a rate of at least C log t for some constant C. The proof of this argument depends on the linearity between the number of pivotal edges of all minimizing paths and the paths themselves. This linearity is also independently interesting. Research supported by NSF grant DMS-0405150     

On a semigroup generated by a convex combination of two Feller generators

Let be a locally compact Hausdorff space. Let A and B be two generators of Feller semigroups in with related Feller processes {X _A (t), t ≥ 0} and {X _B (t), t ≥ 0} and let α and β be two non-negative continuous functions on with α + β = 1. Assume that the closure C of C ₀ = αA + βB with generates a Feller semigroup {T _C (t), t ≥ 0} in . It is natural to think of a related Feller process {X _C (t), t ≥ 0} as that evolving according to the following heuristic rules. Conditional on being at a point , with probability α(p) the process behaves like {X _A (t), t ≥ 0} and with probability β(p) it behaves like {X _B (t), t ≥ 0}. We provide an approximation of {T _C (t), t ≥ 0} via a sequence of semigroups acting in that supports this interpretation. This work is motivated by the recent model of stochastic gene expression due to Lipniacki et al. [17].     

On the behavior of orbits of uniformly stable semigroups at infinity

For uniformly stable bounded analytic C ₀-semigroups {T(t)} _t≥0 of linear operators in a Banach space B, we study the behavior of their orbits T (t)x, x ∈ B, at infinity. We also analyze the relationship between the order of approaching the orbit T (t)x to zero as t → ∞ and the degree of smoothness of the vector x with respect to the operator A ⁻¹ inverse to the generator A of the semigroup {T(t)} _t≥0. In particular, it is shown that, for this semigroup, there exist orbits approaching zero at infinity not slower than , where a > 0, 0 < α < π/(2(π-θ)), θ is the angle of analyticity of {T(t)} _t≥0, and the collection of these orbits is dense in the set of all orbits. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 2, pp. 148–159, February, 2006.     

Viability for a class of semilinear differential equations of retarded type

Let X be a Banach space, A ： D（A） X → X the generator of a compact C0- semigroup S（t） ： X → X, t ≥ 0, D a locally closed subset in X, and f ： （a, b） × X →X a function of Caratheodory type. The main result of this paper is that a necessary and sufficient condition in order to make D a viable domain of the semilinear differential equation of retarded type u＇（t） = Au（t） ＋ f（t, u（t - q））, t ∈ [to, to ＋ T], with initial condition uto = φ ∈C（[-q, 0]; X）, is the tangency condition lim infh10 h^-1d（S（h）v（O）＋hf（t, v（-q））; D） = 0 for almost every t ∈ （a, b） and every v ∈ C（[-q, 0]; X） with v（0）, v（-q）∈ D.     

Differential equations related to the Williams-Bjerknes tumour model

We investigate an initial value problem which is closely related to the Williams-Bjerknes tumour model for a cancer which spreads through an epithelial basal layer modeled onI ⊂ Z ². The solution of this problem is a familyp = (p _i(t)), where eachp _i(t)could be considered as an approximation to the probability that the cell situated ati is cancerous at timet. We prove that this problem has a unique solution, it is defined on [0, +∞[, and, for some relevant situations, lim_t→∞ P _i(t) = 1 for alli ∈ I. Moreover, we study the expected number of cancerous cells at timet.