Adjoint bi-continuous semigroups and semigroups on the space of measures

For a given bi-continuous semigroup (T(t)) _t⩾0 on a Banach space X we define its adjoint on an appropriate closed subspace X° of the norm dual X′. Under some abstract conditions this adjoint semigroup is again bi-continuous with respect to the weak topology σ(X°,X). We give the following application: For Ω a Polish space we consider operator semigroups on the space C_b(Ω) of bounded, continuous functions (endowed with the compact-open topology) and on the space M(Ω) of bounded Baire measures (endowed with the weak*-topology). We show that bi-continuous semigroups on M(Ω) are precisely those that are adjoints of bi-continuous semigroups on C_b(Ω). We also prove that the class of bi-continuous semigroups on C_b(ω) with respect to the compact-open topology coincides with the class of equicontinuous semigroups with respect to the strict topology. In general, if is not a Polish space this is not the case.     

The operator-valued Feynman-Kac formula with noncommutative operators

Let X(t) be a right-continuous Markov process with state space E whose expectation semigroup S(t), given by S(t) φ(x) = E_x[φ(X(t))] for functions φ mapping E into a Banach space L, has the infinitesimal generator A. For each x?E, let V(x) generate a strongly continuous semigroup T_x(t) on L. An operator-valued Feynman-Kac formula is developed and solutions of the initial value problem $\text{?u}\text{?t}\text{= Au + V(x)u, u(0) = φ}$ are obtained. Fewer conditions are assumed than in known results; in particular, the semigroups {T_x(t)} need not commute, nor must they be contractions. Evolution equation theory is used to develop a multiplicative operative functional and the corresponding expectation semigroup has the infinitesimal generator A + V(x) on a restriction of the domain of A.     

Asymptotic Behaviour of C0–Semigroups with Bounded Local Resolvents

Let {T(t)}_t≥0 be a C₀–semigroup on a Banach space X with generator A, and let H^∞_T be the space of all x ∈ X such that the local resolvent λ ↦ R(λ, A)x has a bounded holomorphic extension to the right half–plane. For the class of integrable functions ϕ on [0, ∞) whose Fourier transforms are integrable, we construct a functional calculus ϕ ↦ T_ϕ, as operators on H^∞_T. Weshow that each orbit T(·)T_ϕx is bounded and uniformly continuous, and T(t)T_ϕx → 0 weakly as t → ∞, and we give a new proof that ∥T(t)R(μ, A)x∥ = O(t). We also show that ∥T(t)T_ϕx∥ → 0 when T is sun –reflexive, and that ∥T(t)R(μ, A)x∥ = O(ln t) when T is a positive semigroup on a normal ordered space X and x is a positive vector in H^∞_T.     

Rank-1 perturbations of cosine functions and semigroups

Let A be the generator of a cosine function on a Banach space X. In many cases, for example if X is a UMD-space, A+B generates a cosine function for each B∈L(D((ω−A)^1/2),X). If A is unbounded and , then we show that there exists a rank-1 operator B∈L(D(γ(ω−A)),X) such that A+B does not generate a cosine function. The proof depends on a modification of a Baire argument due to Desch and Schappacher. It also allows us to prove the following. If A+B generates a distribution semigroup for each operator B∈L(D(A),X) of rank-1, then A generates a holomorphic C₀-semigroup. If A+B generates a C₀-semigroup for each operator B∈L(D(γ(ω−A)),X) of rank-1 where 0<γ<1, then the semigroup T generated by A is differentiable and ‖T^′(t)‖=O(t−α) as t↓0 for any α>1/γ. This is an approximate converse of a perturbation theorem for this class of semigroups.     

Demicompactness Results for Strongly Continuous Semigroups,Generators and Resolvents

Let \((U(t))_ {t\ge 0}\) be a strongly continuous semigroup of bounded linear operators on a Banach space X and B be a bounded operator on X. In this paper, we develop some aspects of the theory of semigroup for which U(t)B (respectively, BU(t), BU(t)B) is demicompact for some (respectively, every) \(t>0\). In addition, we study the demicompactness of similar, subspace and product semigroups. We also investigate the demicompactness of the resolvent. We close this paper by giving some conditions guaranteeing the demicompactness of a generator of a strongly continuous semigroup in a Hilbert space.     

An abstract semilinear hyperbolic Volterra integrodifferential equation

We consider semilinear integrodifferential equations of the form u′(t) + A(t) u(t) = ∝₀^tg(t, s, u(s)) ds + f(t), u(0) = u₀. For each t ? 0, the operator A(t) is assumed to be the negative generator of a strongly continuous semigroup in a Banach space X. The domain D(A(t)) of A(t) is allowed to vary with t. Thus our models are Volterra integrodifferential equations of “hyperbolic type.” These types of equations arise naturally in the study of viscoelasticity. Our main results are the proofs of existence, uniqueness, continuation and continuous dependence of the solutions.     

Existence and asymptotic behavior of a functional differential equation in Banach space

Existence and asymptotic behavior of solutions are given for the equation u′(t) = ?A(t)u(t) + F(t,u_t) (t ? 0) and u₀ = ? ? C([?r,0]; X)  C. The space X is a Banach space; the family $\text{{A(t) ¦ 0 ? t ? T}}$ of unbounded linear operators defined on D(A) ? X → X generates a linear evolution system and F: C → X is continuous with respect to a fractional power of A(t₀) for some t₀ ? [0, T].     

On the Infinitesimal Generators of Ornstein–Uhlenbeck Processes with Jumps in Hilbert Space

We study Hilbert space valued Ornstein–Uhlenbeck processes (Y(t), t ≥ 0) which arise as weak solutions of stochastic differential equations of the type dY = JY + CdX(t) where J generates a C ₀ semigroup in the Hilbert space H, C is a bounded operator and (X(t), t ≥ 0) is an H-valued Lévy process. The associated Markov semigroup is of generalised Mehler type. We discuss an analogue of the Feller property for this semigroup and explicitly compute the action of its generator on a suitable space of twice-differentiable functions. We also compare the properties of the semigroup and its generator with respect to the mixed topology and the topology of uniform convergence on compacta.      

Estimation of the Gauss–Markov process from observation of its sign

Let X(t) be the ergodic Gauss–Markov process with mean zero and covariance function e^?|τ|. Let D(t) be +1, 0 or ?1 according as X(t) is positive, zero or negative. We determine the non-linear estimator of X(t₁) based solely on D(t), ?T ? t ? 0, that has minimal mean–squared error ε²(t₁, T). We present formulae for ε²(t₁, T) and compare it numerically for a range of values of t₁ and T with the best linear estimator of X(t₁) based on the same data.     

On the spectral mapping theorem for perturbed strongly continuous semigroups

We consider a strongly continuous semigroup (T(t))_{t \geqq 0}(T(t))_{t \geqq 0} with generator A on a Banach space X, an A-bounded perturbation B, and the semigroup (S(t))_{t \geqq 0}(S(t))_{t \geqq 0} generated by A + B. Using the critical spectrum introduced recently, we improve existing spectral mapping theorems for the perturbed semigroup (S(t))_{t \geqq 0}(S(t))_{t \geqq 0} .     

Global solutions for operator Riccati equations with unbounded coefficients: A non-linear semigroup approach

Let X be a Banach space of real-valued functions on [0, 1] and let ?(X) be the space of bounded linear operators on X. We are interested in solutions R:(0, ∞) → ?(X) for the operator Riccati equation where T is an unbounded multiplication operator in X and the B_i(t)'s are bounded linear integral operators on X. This equation arises in transport theory as the result of an invariant embedding of the Boltzmann equation. Solutions which are of physical interest are those that take on values in the space of bounded linear operators on L¹(0, 1). Conditions on X, R(0), T, and the coefficients are found such that the theory of non-linear semigroups may be used to prove global existence of strong solutions in ?(X) that also satisfy R(t) ? ?(L¹(0,1)) for all t ≥ 0.     

Construction of a unique self-adjoint generator for a symmetric local semigroup

A definition is given of a symmetric local semigroup of (unbounded) operators P(t) (0 ? t ? T for some T > 0) on a Hilbert space $\text{H}$, such that P(t) is eventually densely defined as t → 0. It is shown that there exists a unique (unbounded below) self-adjoint operator H on $\text{H}$ such that P(t) is a restriction of e^?tH. As an application it is proven that H₀ + V is essentially self-adjoint, where e^?tH₀ is an L^p-contractive semigroup and V is multiplication by a real measurable function such that V ∈ L^{2 + ε} and e^?δV ∈ L¹ for some ε, δ > 0.     

Eigenvalue results for pseudomonotone perturbations of maximal monotone operators

Let X be an infinite-dimensional real reflexive Banach space such that X and its dual X* are locally uniformly convex. Suppose that T: X?D(T) → 2 ^X * is a maximal monotone multi-valued operator and C: X?D(C) → X* is a generalized pseudomonotone quasibounded operator with L ? D(C), where L is a dense subspace of X. Applying a recent degree theory of Kartsatos and Skrypnik, we establish the existence of an eigensolution to the nonlinear inclusion 0 ∈ T _x + λ C _x , with a regularization method by means of the duality operator. Moreover, possible branches of eigensolutions to the above inclusion are discussed. Furthermore, we give a surjectivity result about the operator λT + C when λ is not an eigenvalue for the pair (T, C), T being single-valued and densely defined.     

On the Asymptotic Behavior of Perturbed Strongly Continuous Semigroups

For a strongly continuous semigroup (T(t))_t≥0 with generator A on a Banach space X and an A–bounded perturbation B we characterize norm continuity and compactness of the terms in the Dyson–Phillips series of the perturbed semigroup (S(t))_t≥0 .This allows us to characterize uniform exponential stability of (S(t))_t≥0 by spectral conditions on (T(t))_t≥0 and A + B. The results are applied to a delay differential equation.     

A limit theorem for perturbed operator semigroups with applications to random evolutions

Let U(t) and S(t) be strongly continuous contraction semigroups on a Banach space L with infinitesimal operators A and B, respectively. Suppose the closure of A + αB generates a semigroup T_α(t). The behavior of T_α(t) as α goes to infinity is examined. In particular, suppose S(t) converges strongly to P. If the closure of PA generates a semigroup T(t) on $\text{R}$(P), then T_α(t) goes to T(t) on $\text{R}$(P). If PA = 0 and if BVf = ?f for fε$\text{N}$(P), conditions are given that imply T_α(αt) converges on $\text{R}$(P) to a semigroup generated by the closure of PAVA.The results are used to obtain new and known limit theorems for random evolutions, which in turn give approximation theorems for diffusion processes.     

Representation and approximation of solutions to semilinear Volterra equations with delay

In this paper we use a theorem of Crandall and Pazy to provide the product integral representation of the nonlinear evolution operator associated with solutions to the semilinear Volterra equation: x(?)(t) = W(t, τ) ?(0) + ∝_τ^tW(t, s)F(s, x_s(?)) ds.Here the kernel W(t, s) is a linear evolution operator on a Banach space X; I is an interval of the form [?r, 0] or (?∞, 0] and F is a nonlinear mapping of R × C(I, X) into X. The abstract theory is applied to examples of partial functional differential equations.     

Cores for Feller semigroups with an invariant measure

Let be an elliptic differential operator with unbounded coefficients on RN and assume that the associated Feller semigroup (T(t))_t?0 has an invariant measure μ. Then (T(t))_t?0 extends to a strongly continuous semigroup (Tp(t))_t?0 on Lp(μ)=Lp(RN,μ) for every 1?p<∞. We prove that, under mild conditions on the coefficients of A, the space of test functions is a core for the generator (Ap,Dp) of (Tp(t))_t?0 in Lp(μ) for 1?p<∞.     

Atkinson's super-linear oscillation theorem for matrix dynamic equations on a time scale

By applying the Riccati technique and operator theory, we establish on a time scale T both oscillation and non-oscillation criteria for Atkinson's super-linear matrix dynamic equation XΔ²+σ[Xm(t)Q(t)X*m(t)]Xσ(t)=0. These results extend and unify earlier results for the differential and difference equation case.