Limit theorems for semigroups with perturbed generators,with applications to multiscaled random evolutions

For parameters η, let {B(η)} denote infinitesimal operators of strongly continuous semigroups, with resolvents R(λ; B(η)) satisfying λR(λ; B(η)) = P(η) + λV(η) + o(λ). For parameters α, let {A(α)} denote possibly unbounded, linear operators for which {A(α) + B(η)} are infinitesimal operators of strongly continuous semigroups {U_α·η(t)}. For α, η converging simultaneously, we show strong convergence of the semigroups U_α·η(t) to a strongly continuous semigroup U(t), with limiting infinitesimal operator characterized by lim_α·η ∑_jP(η) A(α) × (V(η) A(α))ⁱf. We give applications of the abstract perturbation theorems to limit theorems of random evolutions and associated abstract Cauchy problems, in which multiscaling occurs in the convergence.     

The distribution of Brownian motion in Rn at a natural stopping time

For a measure μ on Rⁿ let ((B_t, P^μ) be Brownian motion in Rⁿ with initial distribution μ. Let D be an open subset of Rⁿ with exit time ζ ≡ inf {t > 0: B_t ? D}. In the case where D is a Green region with Green function G and μ is a measure in D such that G_μ is not identically infinite on any component of D, we have given necessary and sufficient conditions for a measure ν in D to be of the form ν(dx) = P^μ(B_T ? dx, T <ζ), where T is some natural stopping time for (B_t), and we have applied this characterization to show that a measure ν in D satisfies G_ν ? G_μ iff ν is of the form ν(dx) = P^α(B_T ? dx, T <ζ) + β(dx), where T is some natural stopping time for (B_t) and α and β are measures in D such that α + β = μ and β lives on a polar set. We have proved analogous results in the case where D = R² and μ is a finite measure on R² such that ∫ log⁺ ∥x∥ du(x) < ∞, and applied this to give a characterization of the stopping times T for Brownian motion in R² such that (log⁺ ∥B_T∧t∥)_0<t<∞ is P^μ-uniformly integrable.     

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.     

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.     

Quasi-inversion method for an evolutionary equation of fractional order

Let B be a linear closed densely defined operator on a Banach space having no resolvent in general. The paper studies the Cauchy-type problem for the evolutionary fractional-order equation D ^?? Bu(t), t > 0, where 0 < ?? ?? 1, D ^?? u(t) is the Riemann?CLiouville fractional derivative of order ??.     

A characterization of periodic solutions for time‐fractional differential equations in UMD spaces and applications

We study the fractional differential equation (*) D^αu(t) + BD^βu(t) + Au(t) = f(t), 0 ? t ? 2π (0 ? β < α ? 2) in periodic Lebesgue spaces L^p(0, 2π; X) where X is a Banach space. Using functional calculus and operator valued Fourier multiplier theorems, we characterize, in UMD spaces, the well posedness of (*) in terms of R‐boundedness of the sets {(ik)^α((ik)^α + (ik)^βB + A)^?1}_{k∈ Z} and {(ik)^βB((ik)^α + (ik)^βB + A)^?1}_{k∈ Z} . Applications to the fractional problems with periodic boundary condition, which includes the time diffusion and fractional wave equations, as well as an abstract version of the Basset‐Boussinesq‐Oseen equation are treated. © 2011 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim     

Some inverse problems involving conditional expectations

Let (Ω, F, P) be a probability space, let H be a sub-σ-algebra of F, and let Y be positive and H-measurable with E[Y] = 1. We discuss the structure of the convex set CE(Y; H) = {X ∈ pF: Y = E[X|H]} of random variables whose conditional expectation given H is the prescribed Y. Several characterizations of extreme points of CE(Y; H) are obtained. A necessary and sufficient condition is given in order that CE(Y; H) be the closed, convex hull of its extreme points. For the case of finite F we explicitly calculate the extreme points of CE(Y; H), identify pairs of adjacent extreme points, and characterize extreme points of CE(Y; H) ? CE(Z; G), where G is a second sub-σ-algebra of F and Z ∈ pG. When H = σ(Y) and appropriate topological hypotheses hold, extreme points of CE(Y; H) are shown to be in explicit one-to-one correspondence with certain left inverses of Y. Finally, it is shown how the same approach can be applied to the problem of extremal random measures on $\text{R}$₊ with a prescribed compensator, to deduce that the number of extreme points is zero or one.     

One step semi-explicit methods based on the Cayley transform for solving isospectral flows

This note deals with the numerical solution of the matrix differential system Y′ = [B(t,Y), Y], Y(0) = Y₀, t ⩾ 0, where Y₀ is a real constant symmetric matrix, B maps symmetric into skew-symmetric matrices, and [B(t,Y),Y] is the Lie bracket commutator of B(t,Y) and Y, i.e. [B(t,Y),Y] = B(t,Y)Y − YB(t,Y). The unique solution of (1) is isospectral, that is the matrix Y(t) preserves the eigenvalues of Y₀ and is symmetric for all t (see [1, 5]). Isospectral methods exploit the Flaschka formulation of (1) in which Y(t) is written as Y(t) = U(t)Y₀U^T(t), for t ⩾ 0, where U(t) is the orthogonal solution of the differential system U′ = B(t, UY₀U^T)U, U(0) = I, t ⩾ 0, (see [5]). Here a numerical procedure based on the Cayley transform is proposed and compared with known isospectral methods.     

Symplectic groups and the Klein-Gordon field

In this paper a Cohen factorization theorem x = a^t · x_t (t > 0) is proved for a Banach algebra A with a bounded approximate identity, where t ? a^t is a continuous one-parameter semigroup in A. This theorem is used to show that a separable Banach algebra B has a bounded approximate identity bounded by 1 if and only if there is a homomorphism θ from L¹($\text{R}$⁺) into B such that ∥ θ ∥ = 1 and θ(L¹($\text{R}$⁺)). B = B = B · θ(L¹($\text{R}$⁺)). Another corollary is that a separable Banach algebra with bounded approximate identity has a commutative bounded approximate identity, which is bounded by 1 in an equivalent algebra norm.     

The Bishop-Phelps-Bollobás theorem for operators

We prove the Bishop-Phelps-Bollobás theorem for operators from an arbitrary Banach space X into a Banach space Y whenever the range space has property β of Lindenstrauss. We also characterize those Banach spaces Y for which the Bishop-Phelps-Bollobás theorem holds for operators from ?₁ into Y. Several examples of classes of such spaces are provided. For instance, the Bishop-Phelps-Bollobás theorem holds when the range space is finite-dimensional, an L₁(μ)-space for a σ-finite measure μ, a C(K)-space for a compact Hausdorff space K, or a uniformly convex Banach space.     

Abstract Cauchy problems that involve a product of two Euler-Poisson-Darboux operators

Let X be a Banach space, let B be the generator of a continuous group in X, and let A = B². Assume that D(A^r) is dense in X for r an arbitrarily large positive integer and that a and b are non-negative reals. Solution representations are developed for the abstract differential equation

$\text{(D}{}^2{}_{\mathrm{t}}\text{+}\text{b}\text{t}\text{D}{}_{\mathrm{t}}\text{? A) · (D}{}^2{}_{\mathrm{t}}\text{+}\text{a}\text{t}\text{D}{}_{\mathrm{t}}\text{? A) u(t) = 0, t > 0}$

corresponding to initial conditions of the form: (i) u(0+) = φ, u^(j)(0+) = 0, j = 1, 2, 3 and (ii) u²(0+) = φ, u^j(0+) = 0, j = 0, 1, 3 (with φ∈D(A^r)) for all choices of a and b.     

The Dichotomy Theorem for evolution bi-families

We prove that the operator G, the closure of the first-order differential operator −d/dt+D(t) on L₂(R,X), is Fredholm if and only if the not well-posed equation u^′(t)=D(t)u(t), t∈R, has exponential dichotomies on R₊ and R₋ and the ranges of the dichotomy projections form a Fredholm pair; moreover, the index of this pair is equal to the Fredholm index of G. Here X is a Hilbert space, D(t)=A+B(t), A is the generator of a bi-semigroup, B(⋅) is a bounded piecewise strongly continuous operator-valued function. Also, we prove some perturbations results and consider various examples of not well-posed problems.     

Global solvability for abstract semilinear evolution equations

The Cauchy problem for the abstract semilinear evolution equation u^′(t) = Au (t) + B (u (t)) + C (u (t)) is discussed in a general Banach space X. Here A is the so‐called Hille‐Yosida operator in X, B is a differentiable operator from D (A) into X, and C is a locally Lipschitz continuous operator from D (A) into itself. A vectorvalued functional defined only on X is used and appropriate conditions on the nonlinear operators B and C are imposed so that a vector‐valued functional defined on the domain of the operator A may be constructed in order to specify the growth of a global solution. The advantage of our formulation lies in the fact that it is possible to obtain a global solution by checking some energy inequalities concerning only low order derivatives (© 2010 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Growth estimates for solutions to initial-boundary value problems in viscoelasticity

For the abstract Volterra integro-differential equation u_tt ? Nu + ∝_?∞^t K(t ? τ) u(τ) dτ = 0 in Hilbert space, with prescribed past history u(τ) = U(τ), ? ∞ < τ < 0, and associated initial data u(0) = f, u_t(0) = g, we establish conditions on K(t), ? ∞ < t < + ∞ which yield various growth estimates for solutions u(t), belonging to a certain uniformly bounded class, as well as lower bounds for the rate of decay of solutions. Our results are interpreted in terms of solutions to a class of initial-boundary value problems in isothermal linear viscoelasticity.     

Approximately spectrum-preserving maps

Let X and Y be superreflexive complex Banach spaces and let B(X) and B(Y) be the Banach algebras of all bounded linear operators on X and Y, respectively. If a bijective linear map Φ:B(X)→B(Y) almost preserves the spectra, then it is almost multiplicative or anti-multiplicative. Furthermore, in the case where X=Y is a separable complex Hilbert space, such a map is a small perturbation of an automorphism or an anti-automorphism.     

Stabilization of unbounded bilinear control systems in Hilbert space

We consider bilinear control systems of the form y^′(t)=Ay(t)+u(t)By(t) where A generates a strongly continuous semigroup of contraction (etA)_t?0 on an infinite-dimensional Hilbert space Y whose scalar product is denoted by 〈.,.〉. We suppose that this system is unbounded in the sense that the linear operator B is unbounded from the state Y into itself. Tacking into account eventual control saturation, we study the problem of stabilization by (possibly nonquadratic) feedback of the form u(t)=−f(〈By(t),y(t)〉). Applications to the heat equation is considered.     

A parametric smooth variational principle and support properties of convex sets and functions

We show a modified version of Georgiev's parametric smooth variational principle, and we use it to derive new support properties of convex functions and sets. For example, our results imply that, for any proper l.s.c. convex nonaffine function h on a Banach space Y, D(∂h) is pathwise connected and R(∂h) has cardinality at least continuum. If, in addition, Y is Fréchet-smooth renormable, then R(∂h) is pathwise connected and locally pathwise connected. Analogous properties for support points and normalized support functionals of closed convex sets are proved; they extend and strengthen recent results proved by C. De Bernardi and the author for bounded closed convex sets.     

Existence and boundedness of solutions of abstract nonlinear integrodifferential equations of nonconvolution type

Existence and boundedness theorems are given for solutions of nonlinear integrodifferential equations of type $\text{d}\text{dt}\text{u(t) + Bu(t) + ∝}{}_0{}^{\mathrm{t}}\text{a(t, s) Au(s) ds ? f(t) (t > 0)}$, (1.1) u(0) = u₀, Here A and B are nonlinear, possibly multivalued, operators on a Banach space W and a Hilbert space H, where W ? H. The function f (0, ∞) → H and the kernel a(t, s): $\text{R}$ × $\text{R}$ → $\text{R}$ are known functions. The results of this paper extend the results of Crandall, Londen, and Nohel [4] for equation (1.1). They assumed the kernel to be of the type a(t, s) = a(t ? s). We relax this assumption and obtain similar results. Examples of kernels satisfying the conditions we require are given in section 4.     

Banach spaces in various positions

We formulate a general theory of positions for subspaces of a Banach space: we define equivalent and isomorphic positions, study the automorphy index a(Y,X) that measures how many non-equivalent positions Y admits in X, and obtain estimates of a(Y,X) for X a classical Banach space such as ?p,Lp,L₁,C(ωω) or C[0,1]. Then, we study different aspects of the automorphic space problem posed by Lindenstrauss and Rosenthal; namely, does there exist a separable automorphic space different from c₀ or ?₂? Recall that a Banach space X is said to be automorphic if every subspace Y admits only one position in X; i.e., a(Y,X)=1 for every subspace Y of X. We study the notion of extensible space and uniformly finitely extensible space (UFO), which are relevant since every automorphic space is extensible and every extensible space is UFO. We obtain a dichotomy theorem: Every UFO must be either an L_∞-space or a weak type 2 near-Hilbert space with the Maurey projection property. We show that a Banach space all of whose subspaces are UFO (called hereditarily UFO spaces) must be asymptotically Hilbertian; while a Banach space for which both X and X^∗ are UFO must be weak Hilbert. We then refine the dichotomy theorem for Banach spaces with some additional structure. In particular, we show that an UFO with unconditional basis must be either c₀ or a superreflexive weak type 2 space; that a hereditarily UFO Köthe function space must be Hilbert; and that a rearrangement invariant space UFO must be either L_∞ or a superreflexive type 2 Banach lattice.     

A nonlinear parabolic-Sobolev equation

Let M and L be (nonlinear) operators in a reflexive Banach space B for which Rg(M + L) = B and $\text{¦(Mx ? My) + α(Lx ? Ly)¦ ? | mx ? My |}$ for all α > 0 and pairs x, y in D(M) ∩ D(L). Then there is a unique solution of the Cauchy problem (Mu(t))′ + Lu(t) = 0, Mu(0) = v₀. When M and L are realizations of elliptic partial differential operators in space variables, this gives existence and uniqueness of generalized solutions of boundary value problems for nonlinear partial differential equations of mixed parabolic-Sobolev type.