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Hille–Yosida theorem
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{{Short description|Theorem}} In [[functional analysis]], the '''Hille–Yosida theorem''' characterizes the generators of [[C0-semigroup|strongly continuous one-parameter semigroup]]s of [[linear operator]]s on [[Banach space]]s. It is sometimes stated for the special case of [[contraction semigroup]]s, with the general case being called the '''Feller–Miyadera–Phillips theorem''' (after [[William Feller]], Isao Miyadera, and Ralph Phillips). The contraction semigroup case is widely used in the theory of [[Markov process]]es. In other scenarios, the closely related [[Lumer–Phillips theorem]] is often more useful in determining whether a given operator generates a [[C0-semigroup|strongly continuous contraction semigroup]]. The theorem is named after the [[mathematician]]s [[Einar Hille]] and [[Kōsaku Yosida]] who independently discovered the result around 1948. == Formal definitions == {{Main article| C0-semigroup|l1=C<sub>0</sub>-semigroup}} If ''X'' is a Banach space, a [[one-parameter semigroup]] of operators on ''X'' is a family of operators indexed on the non-negative real numbers {''T''(''t'')}<sub> ''t ∈ [0, ∞)''</sub> such that *<math> T(0)= I \quad </math> *<math> T(s+t)= T(s) \circ T(t), \quad \forall t,s \geq 0. </math> The semigroup is said to be '''strongly continuous''', also called a (''C''<sub>0</sub>) semigroup, if and only if the mapping :<math> t \mapsto T(t) x </math> is continuous for all ''x ∈ X'', where ''[0, ∞)'' has the usual topology and ''X'' has the norm topology. The infinitesimal generator of a one-parameter semigroup ''T'' is an operator ''A'' defined on a possibly proper subspace of ''X'' as follows: *The domain of ''A'' is the set of ''x ∈ X'' such that :: <math> h^{-1}\bigg(T(h) x - x\bigg) </math> :has a limit as ''h'' approaches ''0'' from the right. * The value of ''Ax'' is the value of the above limit. In other words, ''Ax'' is the right-derivative at ''0'' of the function ::<math> t \mapsto T(t)x. </math> The infinitesimal generator of a strongly continuous one-parameter semigroup is a [[closed linear operator]] defined on a [[dense (topology)|dense]] [[linear subspace]] of ''X''. The Hille–Yosida theorem provides a necessary and sufficient condition for a [[closed linear operator]] ''A'' on a Banach space to be the infinitesimal generator of a strongly continuous one-parameter semigroup. == Statement of the theorem == Let ''A'' be a linear operator defined on a linear subspace ''D''(''A'') of the Banach space ''X'', ''ω'' a real number, and ''M'' > 0. Then ''A'' generates a [[C0 semigroup|strongly continuous semigroup]] ''T'' that satisfies <math>\|T(t)\|\leq M{\rm e}^{\omega t}</math> if and only if<ref>Engel and Nagel Theorem II.3.8, Arendt et al. Theorem 3.3.4, Staffans Theorem 3.4.1</ref> # ''A'' is [[Unbounded operator#Closed linear operators|closed]] and ''D''(''A'') is [[dense (topology)|dense]] in ''X'', # every real ''λ'' > ''ω'' belongs to the [[resolvent set]] of ''A'' and for such λ and for all positive [[integers]] ''n'', :::<math>\|(\lambda I-A)^{-n}\|\leq\frac{M}{(\lambda-\omega)^n}.</math> ==Hille-Yosida theorem for contraction semigroups== In the general case the Hille–Yosida theorem is mainly of theoretical importance since the estimates on the powers of the [[resolvent operator]] that appear in the statement of the theorem can usually not be checked in concrete examples. In the special case of [[contraction semigroup]]s (''M'' = 1 and ''ω'' = 0 in the above theorem) only the case ''n'' = 1 has to be checked and the theorem also becomes of some practical importance. The explicit statement of the Hille–Yosida theorem for contraction semigroups is: Let ''A'' be a linear operator defined on a linear subspace ''D''(''A'') of the [[Banach space]] ''X''. Then ''A'' generates a [[contraction semigroup]] if and only if<ref>Engel and Nagel Theorem II.3.5, Arendt et al. Corollary 3.3.5, Staffans Corollary 3.4.5</ref> # ''A'' is [[Unbounded operator#Closed linear operators|closed]] and ''D''(''A'') is [[dense (topology)|dense]] in ''X'', # every real ''λ'' > 0 belongs to the resolvent set of ''A'' and for such ''λ'', :::<math>\|(\lambda I-A)^{-1}\|\leq\frac{1}{\lambda}.</math> == See also == * [[Stone's theorem on one-parameter unitary groups]] ==Notes== {{reflist|2}} ==References== *{{citation|last=Riesz|first= F.|authorlink1=Frigyes Riesz|last2=Sz.-Nagy|first2= B.|title=Functional analysis. Reprint of the 1955 original|series= Dover Books on Advanced Mathematics|publisher=Dover|year= 1995|isbn= 0-486-66289-6}} *{{citation|last=Reed|first= Michael|last2= Simon|first2= Barry|title=Methods of modern mathematical physics. II. Fourier analysis, self-adjointness. |publisher=Academic Press|year=1975|isbn=0-12-585050-6 }} *{{citation | last1=Engel| first1=Klaus-Jochen| last2=Nagel| first2=Rainer | title=One-parameter semigroups for linear evolution equations | year=2000| publisher=Springer |isbn=0-387-98463-1 }} *{{citation | last1=Arendt| first1=Wolfgang| last2=Batty| first2=Charles | last3=Hieber| first3=Matthias| last4=Neubrander| first4=Frank |title=Vector-valued Laplace Transforms and Cauchy Problems | year=2001| publisher=Birkhauser |isbn=0-8176-6549-8 }} *{{citation | last1=Staffans| first1=Olof| title=Well-posed linear systems | year=2005| publisher=Cambridge University Press |isbn=0-521-82584-9 }} *{{citation | last1=Feller |first1= William| title=An introduction to probability theory and its applications |volume=II |edition=Second |year=1971|publisher=John Wiley & Sons |location=New York |isbn=0-471-25709-5 }} *{{citation | last1=Vrabie |first1= Ioan I.| title=C<sub>0</sub>-semigroups and applications |series=North-Holland Mathematics Studies |volume=191 |year=2003|publisher=North-Holland Publishing |location=Amsterdam |isbn=0-444-51288-8 }} {{Functional analysis}} {{DEFAULTSORT:Hille-Yosida theorem}} [[Category:Semigroup theory]] [[Category:Theorems in functional analysis]]
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