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J A van Casteren

University of Antwerp

Generators of strongly continuous semigroups

Pitman Advanced Publishing Program

BOSTON • LONDON • MELBOURNE

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© J A van Casteren 1985

First published 1985

AMS Subject Classifications: (main) 47D05, 60J35, 81C35 (subsidiary) 47D07, 47A10, 47A35

ISSN 0743-0337

Library of Congress Cataloging in Publication Data

Casteren, J. A. van. Generators of strongly continuous semigroups.

(Research notes in mathematics; 115) "Pitman advanced publishing program." Bibliography: p. Includes index.

1. Linear operators. 2. Semigroups of operators.

3. Groups, Theory of—Generators. I. Title. II. Series.

QA329.2.C37 1985 515.7'246 ISBN 0-273-08669-3

84-25387

British Library Cataloguing in Publication Data

Casteren, J. A. van

Generators of strongly continuous semigroups.- (Research notes in mathematics, ISSN 0743-0337; 115)

1. Semigroups

I. Title II. Series

512'2 QA171

ISBN 0-273-08669-3

All rights reserved. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, electronic, mechanical, photocopying, recording and/or otherwise, without the prior written permission of the publishers. This book may not be lent, resold, hired out or otherwise disposed of by way of trade in any form of binding or cover other than that in which it is published, without the prior consent of the publishers.

Reproduced and printed by photolithography in Great Britain by Biddies Ltd, Guildford

Contents

Preface

Chapter

1:

Introduction.

1

Chapter 2:

Semigroups and probability theory.

8

Chapter

3:

Initial value

problems.

65

Chapter

4:

Convergence of semigroups.

75

Chapter

5:

Holomorphic semigroups.

82

Chapter

8:

Quadratic forms.

97

Chapter

7:

Renorming and semigroups.

130

Chapter

8:

Dispersive operators and semigroups.

153

Chapter

9:

Convex invariant subsets of semigroups.

158

Concluding Remarks

 

168

Appendix. Feynman path integrals and the Feynman-Kac formalism

170

Acknowledgement

 

177

References

 

178

Index

198

Preface

This work brings together for the first time recent topics in the theory of strongly continuous one-parameter semigroups of linear operators, discussing the relation- ship between several of the properties of the generator of such a semigroup and the corresponding properties of the semigroup itself. Proofs of most of the assertions are given; in each case a precise reference is provided. It is the author's intention to introduce to the reader equipped with a basic knowledge of functional analysis several new and developing branches of semi- group theory, and to encourage mathematicians to start work in this interesting field. Moreover, it is hoped that researchers already working with operator semi- groups will find a stimulus in the discussion and treatment of the main topics covered and in the number of original results included. Since the present work cannot deal with all the most recent contributions and references, especially in the area of applied semigroup theory, some of the main sources of results are summarized at the end of the book.

1 Introduction

In this book we want to review some of the properties of strongly continuous one-parametric semigroups. Instead of "strongly continuous one-parametric semi- group" we usually just say "semigroup". We also want to discuss the relations which exist between semigroup theory and several areas of mathematics. Let X be a real or complex Banach space and let {P(t) : t > 0} be a family of continuous linear maps in X. The family {P(t) : t > 0} is said to be a strongly continuous semigroup (or just semigroup) if it has the following properties:

(1) P(0) -- I :

(ii) P(s + t) = P(8) o P(t), 8, t > 0;

(iii) limelo

P(t)z = 2, x E X.

Property (iii) means that, for all x in X,

lim t o liP(t)x — xil =0

In the presence of (ii), property (iii) is equivalent to weak continuity: i.e.

lmi to

< P(t)x,x* >--=--< x, x* 7

for all x in X and all x* in X* . A semigroup {P(t) : t > 0} may be thought of as a family of operators of the form P(t) = exp(tA), t > 0, where A is some linear operator, which usually is unbounded. The generator A of a semigroup {P(t) : t > 0} is defined by

Ax = limt to —l (P(t)x — x)

for x in D(A), the domain of A, which is defined by

D(A) = Ix E X : ltimt i (P(t)x z)

exists}.

The generator A uniquely determines the semigroup {P(t) : t > 0} and is a closed densely defined linear operator. Here by "closed" we mean that the graph G(A) of A, which is defined by

G(A) = {(x,Ax) : x E MA)}

is a closed subspace of X X X. Let {P(t) : t > 0} be a strongly continuous semigroup with generator A. Then there exist w in R and M > 1 such that

11P(t)I1 < M exp(4,

t > 0

So for X > w it makes sense to write

It turns out that

R(X)x =

00

0

e —xtP(t)zdt, z E X.

R(X) = (XI —

X > w.

The crux of the matter is relating properties of the operator A, or of the resolvent family fli(X) : X > w}, to the properties of the semigroup {P(t) : t > 0} and conversely. If it is possible to choose w = 0 and M = 1, then {P(t) : t > 0} is said to be a contraction semigroup. Theorem 1.1., which is due to Hille and Yosida, characterizes generators of strongly continuous semigroups.

Theorem 1.1. (Hille-Yosida)

Let A be a closed linear operator with domain and range in a Banach space X. Let w be in R and let M > 1. The following assertions are equivalent:

(i)

The operator A generates a strongly continuous semigroup {P(t) : t > 0} for which

11P(t)11 c M exp(wt),

t > 0,

(ii)

The domain D(A) of A is dense, X/

A is invertible for X > w and

(X — w)nil(X/ A) n11< M, X > w, n E N.

For a proof the reader is referred to a standard textbook on semigroup theory; e.g. see Yosida [277] or Davies [58]. Since the norms of all powers of (XI— A) -1 have to be estimated the above result is most of the time hardly applicable. For a formulation of a similar result in which not all powers of (X — A)-1 are involved, the reader is referred to Laptev [172]. A drawback of the latter reference is that a suitable bounded zero-neighborhood must be found. See Corollary 9.6. too. A similar problem occurs if Theorem 1.1. is reformulated as follows.

Theorem 1.2.

Let A be a closed densely defined linear operator in a Banach space X. The operator A then generates a strongly continuous semigroup if and only if X can be supplied with some new norm 11.111y equivalent to the original one, such that for some real number w the operators XI A are invertible for X > w and satisfy

If

(X — w)11(X/_Arizili

> w, Ex

{P(t) : t > 0} is the semigroup generated by

 

(*)

A

and if

1113(011 < Mexp(wt), t > 0, then 11.11 1 may be defined by

1141 = sup{e '11P(t)x11

> 0},

x E X.

This norm then satisfies (*). Conversely if (*) holds, then (XI — A) —1, X > w, satisfy the inequalities in assertion (ii) of Theorem 1.1. In the context of Hilbert space operators we return to this problem later; see Chapter 7. For the moment we continue with some generalities. A linear operator in a Banach space is closable if the closure of its graph is again the graph of_a linear operator. This operator is the closure of A. Usually it is denoted by A. The operator A is said to be a pre-generator of a strongly continuous semigroup {P(t) : t > 0} if it is closable and if its closure generates {P(t) : t > 0}. The operator A is said to be dissipative if for all X > 0 and all x in D(A) the inequality

liXz —Axil .> X11x11

holds. If X is a Hilbert space with inner product <, >, then A is dissipative if and only if Re < Ax, z > < 0 for all x in D(A). We shall prove that in case X is a complex space the operator A is dissipative if and only if for all X in C with Re X > 0 and all x in D(A) the inequality

11Xx —Axil _> Re Xilxli

holds. From the proof it follows that A is dissipative if and only if for every x in D(A) there exists an element x* in X* such that lix* II = 1, such that < >== 11x11 and such that Re < Ax, > < 0. A proof of all this runs as follows. Let A be dissipative. Fix x in D(A) and choose for each X > 0 an element ek` in X* in such a way that II xa II < 1 and that

iiXx Axil - -= < Xx — Az,

> .

Choose an element x* in the intersection

n wealeclosure{4, : X >

is> 0

Since the dual unit ball is weak* compact such an element z* exists. From (1.1.) it follows that

Re < Az, 4, > = X Re < z,z';, > —11Xx —Axil

= Xiizii — Az —Azil < 0, X > 0

(1.2.)

Here we used the fact that A is supposed to be dissipative. From (1.1.) we also obtain the equality

> 0. (1.3.)

Since z* is a weak limit point of {4 : X > p} for each p > 0 it follows from (1.2.) and (1.3.) that

< x, 4, >= Ilz — X-1Azi 1 + X-1 <

Az,41 >, X

Re < Az, z* >< 0

(1.4.)

< z,z* >= 114, liz*II 5_ 1.

(1.5.)

Finally take X in C with Re X > 0. From (1.4.) and (1.5.) it follows that

Pa — Axil > Re < Xx — Az, z* > = Re(X < z, z* >) — Re < Az, z* > Re(Xlix11) — 0 = Re Xlizil.

Next we characterize pre-generators of contraction semigroups. For a proof the reader is a referred to Lumer [194] and to burlier and Phillips [196]. See also Lumer [193]. We also include a proof.

Theorem 1.3. (Lumer-Phillips).

Let A be a linear operator in a Banach space X. The following assertions are equivalent:

(1)

(ii)

The operator A pre-generates a strongly continuous contraction semigroup;

The operator A is dissipative, its domain is dense and there exists X > 0 such that R(XI A) is dense in X.

Proof.

(i) = (ii). This implication is easy.

be a

sequence in D(A) for which lim xn = 0 and for which y Az,, exists. We shall

prove that y = 0. Choose yn in D(A) in such a way that Then, since A is dissipative,

(ii) (i). First we prove that the operator A is closable. Let (zn. : n E

Yii <

n E

II x(xxn + ym) A(Xx r, + ym)II > alf ax n + Wiz II

for X > 0, n,m E IN. First let n tend to infinity to obtain

II XYm — XV — AYmil > X ilYmil) X > 0,

7n E

Divide by X and let X tend to infinity. We get

VII

Ilihniii

m E

Finally let m tend to infinity and infer y = 0. So A is closable. Let A be its closure. The operator A has the following properties:

(1)

D(A) is dense in X;

(2) 11Xx — Axil ?_ Xlix11, X > 0, z E D(A);

(3) There exists Xo > 0 such that (X0/ — A)D(A) = X.

Since A is dissipative, its closure A, whenever it exists, is so too. Let Xo > 0 be such that R(X0/ — A) is dense in X. The (3) follows from (2) for X = X0. Let Xo > 0 be as in (3) and put R(X0) = (X01 — A)-1 . Define for 0 < X < Xo the operator R(X) by

00

R(X) = E

n=--0

- XrR(X0r+1

Since IX0 — X111R(X0)II < IX° — XIX"0-1 < 1, this series converges. Check for 0 < X < 2X0 the equalities

(XI A)R(X)z = z, z E X, R(X)(XI — A)x

E D(A).

Consequently (XI — Art exists for 0 < X < 2X0. Next any real number in the interval (0, 2X0) can play the role of X0. So we infer that (XI — A)-1 exists for 0 < X < 4X0. Continuing in this fashion yields the existence of all inverses (XI — X > 0. From the Hille-Yosida theorem (Theorem 1.1.) it follows that the operator A generates a strongly continuous contraction semigroup.

We mention two corollaries.

Corollary 1.4.

Let A be a densely defined dissipative operator in a Banach Space X. If R(A) = X, then A is closed and A generates a contraction semigroup. For this corollary we need the following lemma.

Lemma 1.5.

Let A be a dissipative linear operator with range R(A) and kernel N(A). Then R(A) n A r (A) = {0}.

Proof of Lemma 1.5.

Let x belong to R(A) fl N(A). Then there exists a sequence (xn : n E IN) in N(A) and there is a sequence (y r& : n E N) in D(A) such that x lira x n = lira AVn. Since A is dissipative the following inequalities hold:

••••••--

Cc

CO]

PI

Le

is

to

tb

X

se

e2

st

-w

11Xxn + X2Yrn. —A(Xitm)ii = 11X(xn + Xy m)— A(xn Xiixn

First let n tend to infinity, then divide by X and after that let X tend to zero. The inequality

iix —AYmii

IIxlI

will follow. Finally let m tend to infinity. Hence x = 0.

Proof of Corollary 1.4.

z E D(A). By Lemma 1.5. the

operator V is well-defined. It is everywhere defined. Since A is dissipative and

densely defined it is closable. Since R(A) = X it is closed and so V is closed too. By the closed graph theorem it is continuous. Choose c > 0 in such a way that

cliVII < 1. Then (I+ EV)-1(= E 7_r

Define the operator V : X

X by V(Az) =

0(—EV)n) exists and

(cI — V + (Y) —! = (EV — AV)(I + 611 -1 = (cV + + EV) -1 = I.

Consequently A has all properties of (ii) in Theorem 1.3. We conclude the introduction with the following corollary. For a proof we refer the reader to Balakrishnan [9, Theorem 4.33].

Corollary 1.6.

Let A be a densely defined operator in a Hilbert space. Then A generates a contraction semigroup if and only if A is closed and A and A* are dissipative.

Proof.

Let X be the Hilbert space in which everything takes place. If A is closed and if A is dissipative, then RV — A) is closed. Suppose that the vector zo is perpendicular to RV — A). Then zo belongs to 1 NA*) and (i—A*)xo = 0. If A* is dissipative too, then we see zo = 0. Hence, if A and A* are both dissipative, then R(I — A) = X. An application of Theorem 1.3. shows then that A generates a contraction semigroup. This proves the sufficiency part. For the necessity part, combine the easy part of Theorem 1.3. with Proposition 7.6.

There are several areas in mathematics in which motivate and influence the study of strongly continuous operator semigroups in Banach spaces. In the sequel we shall describe some of these areas.

2 Semigroups and probability theory

Let E be a locally compact space with Borel field E. E will serve as the state space

of some strong Markov process. Let P : [0, oo) X E X E -4 [0, 1] be a suitable

Markov transition function. In fact suppose that P has the following properties:

(a) For each (t, x) in [0, oo) X E

fixed, the map B 1-* P(t, B), B in E , is a

sub-probability Radon measure on E;

(bl) For each t > 0 and each open subset 0 of E the function x P(t, z , 0), x E E, is lower semi-continuous;

(b2) For each t > 0 and each compact subset

K

of

E

the

function

P(t, z, K), z E E, P(t, x, K) = 0;

is

upper semi-continuous and

(c)

(d)

The Chapman-Kolmogorov identity holds:

P(s + t, x, B) = f E P(8, y, B)P(t, x, dy), 8,t > 0, z E E, B E E;

lim t ro P(t, z, U) = 1, x E U, U open.

Define for t > 0 and f a bounded or a positive Borel function on E the function

P(t)f by

P(t)f(x)= f f (y)P(t, z, dy), x E E.

(*)

A Feller semigroup {P(t) : t > 0} is a positivity preserving strongly continuous

contraction semigroup acting in C0(E). here positivity preserving means that P(t)f > 0 whenever f > 0. In the following theorem we identify Feller semigroups and Markov transition functions with properties (a), (b), (c) and (d) as described

above. For a proof we refer the reader to Lumer 03]. For completeness we insert an outline of a proof.

8

Theorem 2.1.

(a)

(b)

[0,1] be a Markov transition function with

Let P : 10, oo) XEXE

properties (a), (b), (c) and (d). Define {P(t) : t > 0} as in (*). Then

P(t)Co(E) C Co(E), t > 0, and {P(t) : t > 0} restricted to Co(E) is a Feller semigroup.

Conversely let {P(t) : t > 0} be a Feller semigroup in Co(E). Then there exists a Markov transition function with the properties (a), (b), (c) and (d) for which (*) holds.

Outline of a proof.

(a) Let f in Co(E) be such that 0 < f < 1 and put

2 "

gn = 2—n E

k=.1

It is readily verified that

=

lim I1 P(t) f P (t) n IJ co = lim IIP(t)f

2"

E 1 {f>k2-"I

P(t)hnll

= 0, t > 0.

Since

is lower semi-continuous the function

dition, P (t)hn(z) = 0, the function P(t)f belongs to CO) for t > 0. From the Chapman-Kolmogorov identity (c), the semigroup property P(8 + = P(a) o P(t), a, t > 0, follows. Since limo P(t, x, U) = 1 for all z in U and for all open subsets U of E, it follows that

P(t)hn,

n E IN, is upper semi-continuous and since

P(t)f

P(t)gn, n E IN,

is continuous. Since, in ad-

lim P(t) /(z) = 1(4 f E

Co(E),

z E E.

From this together with Lebesgue's dominated convergence theorem it follows that

tamfP(t)fdt=ff

for all f in Co(E) and all complex Radon measures it on E. Since Co(E)* can be identified with the space of all complex Radon measures on E, it follows that the semigroup {P(t) : t > 0} is weakly continuous. It is a standard result in semigroup theory that a weakly continuous semigroup is strongly continuous, e.g. see Yosida [277]. This proves (a).

(b) Let {P(t) : t > 0} be a Feller semigroup, fix t > 0, fix x in E and consider the continuous linear functional

f H [P(04(4 f E Co(E) .

By the Riesz representation theorem there exists a sub-probability measure ittz on

E which is also a Radon measure such that

P(t)f(y) = f f(Y)dittz(0) f E Co(E).

Define the function P : [0, oo) X E X [0,1] by

P(t, B) = pt(B), t> 0, xE E, BEE.

It is a more or less standard exercise in topological measure theory that the function P has the properties (a), (bl), (b2), (c) and (d).

E be a second countable locally compact Hausdorff space and let

P : [0, co) X E X E --> [0,1] be a Markov transition function with the properties

(a), (b), (c) and (d). In Blumenthal and Getoor [25, p. 42.] it is shown that there exists a strong Markov process

Let

f(til M Pz), (X t

:

t

0), (t t : t > 0),

(E, e)}EEE

with right continuous paths such that for all x in E the joint distribution

Ps(Xti E B1,

) Xt E B.) is given by

Px(Xti E B1,

Xtt, E B,) =

f

f

BI B 2

where t1 < t 2 <

f P(t,.

B,

;2_1, .P(t2 — ti, xi dx2)P(ti, x, dxi)

< to and where B1, B2,

,

(2.1.)

B. are Borel subsets of E.

Some explanation seems in order.

(i)

The path space or sample space fl is the collection of all right continuous paths from [0, oo) in E.

(ii)

The state variables (Xt : t > 0) are maps from 12 to E and are defined by

Xt(w)

(40, w E 0, and the maps (eh, : h > 0) are the shift operators

in 0 : [6h(w)1(t) = Lo(t + h), t > h > 0. Consequently X+t = X, o et, 8, t > 0. The state variables describle the "motion" of the process. For every z in X, the collection

 

{(0, .M, Pz), (Xt : t > 0), (eh : h

0),

, ell

 

is a stochastic process which starts in z.

 

(iii)

The state space E and E is the Borel field of E. The symbol .M stands for the o-algebra which makes each state variable Xt measurable as a map from (0, )4) to (E, 6).

(iv)

For every z in E the map I:" is a probability measure in 12. For A in (, Pz(Xo E A) = 0 or 1 and f"(X 0 = z) = 1

(v)

A random variable Y is an .M-measurable function from 0 to C. If I : E is Borel measurable, then f o Xt is a random variable.

C

(vi)

The collection {Pz : z E E} is a Markov process in the sense that for every bounded or non-negative random variable Y the function x 1-4 Ez(Y) := fYdPx, x E E, is Borel measurable and that

 

Ex(Y o et I it) = Ex t(Y),

Px

almost surely.

(2.2.)

Here 4 is the o-algebra generated by {X9 : 0 < a < t} . In other words

=

: 0 < 8 < t).

The symbol Ex(Y o t9t I it) is the conditional expectation of the random variable Y a et with respect to the a-algebra 4. Thus Ex(Y 0 6t 1 .7t) is a 4-measurable function for which

f Ex(Y o et I 7t)dPz = f Y o etdPx, A E

A

A

(2.3.)

The Radon-Nikodym Theorem guarantees the existence of such a function. From (2) and (3) it follows that

f Y o t,t dPz = I Ex t (y) dr rIX A E It)

A

A

t > 0

(2.4.)

Using the monotone class theorem it is fairly easy to show that (2.2.) follows from (2.1.).

(vii)

(viii)

From property (d) much more follows. Using (d) it can be proved that

Ez(Y o Vt I it+) = Ext (Y), Pz

almost surely.

for all t > 0 and all suitable random variables Y. Here

(2.5.)

n.›t 78

Even more is true. Equality (2.5.) is not only true for constant times but also for path-dependent so-called optional or stopping times. An (4.0-stopping time T is a map T from fl to [0, oo] such that for every t > 0 the set {T < t} belongs to it. So for bounded or non-negative random variables

Y the equality

(2.6.)

Ez(Y 0 t9T I .7T+) = ExT(Y)

holds Px almost surely. Here IT+ is the a-algebra defined by

IT+ =

n

c>o

: S C T + E, S stopping time).

So for a subset A of 11 defined solely in terms of stopping times S < T, the function Ez(Y 0 6T I IT+) is IT+ measurable and

A

Y 0 OtTdPx = f ExT(Y)dPz, A E TT+ A

Often the latter is rewritten as

Ex (Y 0 6T : A) = Ez(ExT(Y) : A), A E FT+.

(ix)

Let B be a Borel subset or, more generally, an analytic subset of E. Using Choquet's capacity theorem it can be proved that the first hitting time T : w —+ [0, oo] defined by

T(w) =

inf{t co

> 0 : Xt(cd) E B}

if Xt(u.)) E B for some 0 < t < oo,

if Xt(w)

for some 0 < t C co.

B

is

a stopping time. These first hitting times or first exit times can be used

to

solve Dirichlet's problem for open subsets of Ir.

(x) From the Markov property (2.2.) follows the semigroup property of the maps {P(t) : t > 0} defined by

[P(t)fax) = Ex(f(Xt)), t > 0,

E E.

Here f is a suitable Borel measurable function defined on E.

(xi) If for some z in E and some t > 0, P(t, x, E) < 1, then in (i) through (x) the state space E should be replaced by EU{oo}, the one-point compactification of E. Moreover in this case the subset 1I of (E U {oo})[°}") may be chosen in such a way that if w in II is such that Xt(w) = oo for some t > 0, then X.(w) oo for all s > t. We also have

13x (Xt = oo) = 1— P(t, x, E),

t > 0,

x E E.

It is pointed out that, by property (d),

lim Pz (It = oo) = lim(1

do

do

(t , E)) == 1 — 1 = 0

for all z in E. Fix 23 in E. If P(t, x, E) = 1 for all t > 0, the process, which starts at x, is said to have infinite life-time. If, on the other hand P(t, x, E) < 1 for some t > 0, then

P(8., x, E) = f P(s — t, y, E)P(t, x, dy) < f P(t, x, dy) = P(t, z, E) < 1

for all s > t. In this case the process which starts in x is said to have finite life-time. It is mentioned that (2.1.) and its consequences (2.2.), (2.4.) and (2.8.) are the relevant equalities in the study of (strong) Markov processes. It is also mentioned that if property (d) is augmented to

lim do C I- sup

zEic

(1 P(t, x, U)) = 0,

KC U, K

compact, K open,

then there exists a realization of the above Markov kernel as a strong Markov process with continuous sample paths. For further information see Bauer [14], Chung [49], Port and Stone [228] and Blumenthal and Getoor [25]. If the sample space 12, the state space E and the probability measures {13z : x E E} are clear from the context, then the Markov process is usually denoted by (Xt : t > 0). As a main example one should think of Brownian notion in W', where Px(Xt E A), t > 0, A E £, is given by

Px(Xt E A) = WiTrtrn

j exp(—(20-1

A

y(2)dy•

In view of what is written above it seems fair to study generators of Feller

semigroups. An operator A with domain and range in Co(E) satisfies the maximum

principle if for each f in D(A) with supfEE Re AO > 0 there exists which

in E for

0 < sup

fEE

and for which the inequality

Re f = Re f(6)

ReAf(eo)<0

holds. Notice that operators which satisfy the maximum principle generalize second derivative operators; e.g. see Hunt [144], Arendt, Chernoff and Kato [7] or Sato [239]. An operator which satisfies the maximum principle is dissipative. We outline a proof. For another proof see Lamperti [170]. The result is due to Feller

[94].

Theorem 2.2.

A linear operator with domain and range in Co(E) is the pre-generator of a Feller semigroup if and only if it has the following properties:

(a)

(b)

(c)

Proof.

Its domain D(A) is dense in Co(E);

It satisfies the maximum principle;

There exists X > 0 such that R(XI A) is dense in CO).

Sufficiency. As is readily verified an operator A in Co (E) satisfies the maximum principle if and only if for all X > 0, all 6 in R and all f in D(A) the inequality

II{Re(XI — A)(ei6 f)1+ II cc

XII{Re(ei6f)+11 00

holds. Here g+ = max(g, 0), whenever g is a real-valued function. Since for real functions g in Co (E) the equality

Ilg+11,, = inf{Ilu + gli : u > 0,

u E Co(E)}

holds, we see that A satisfies the maximum principle if and only if for all X > 0, all 6 in R and all f in D(A) the inequality

inffliu + Re{(X/ —A)(el6i)lii00

u ?: 0, u E Co(E)}

X inlay + Re(e16 f)11 00 : v > 0, v E Co(E)) (*)

holds. From inequality (*) it follows among others that A is dissipative. Since D(A) is dense, by (a), the operator A is closable. Let A be its closure. By Theorem 1.3. the operator A generates a contraction semigroup {P(t) : t > 0}. From (*) it readily follows that g in D(A) satisfies g > 0 whenever Xg — Ag > 0. Notice that inequality (*) remains true with A replaced by A. Consequently (XI — A) 1 f > 0 for all f in Co(E) is non-negative. Necessity. If A is closable and its closure generates a Feller semigroup, then (a)

fin INA) be such that )l {Re !lc, is

strictly positive. Put g = (Re f)+ = max(Re f , 0) and choose eo in E for which

and (c) are automatically satisfied. Let

g(e0) = supfg(e) : C E E}.

Then, Re f(4) = g(e0), and so, since P(t)(Re f) < P(t)g ,

Re Af (Co) = lim t

t o

Re(P(t)f (Co) — f(ea

=tio t - i(P(t)(Re i)(eo) — Re f(eo))

< lira sup t-1 (P(t)g(e0) — g(6))

suP tie t-1 (HMI co — 1191100)

lim sup tie t —l aigiloo — 1191100) = 0 .

Consequently the operator A has property (b) too.

If E = R.' and if A is the Laplacian in Co(Rn), then the closure of A generates a Feller semigroup. Using Theorem 2.2., the following corollary is easy to prove. A proof can also be found in Lumer [193].

Corollary 2.3.

Let E be a bounded open subset of R' for which Dirichlet's problem is solvable. Let A be the Laplace operator in Co (E). Then A pre-generates a Feller semigroup.

Proof.

Let vn be the fundamental solution of the Laplace operator in Rn. So vn(z) = cnix1(1-2), x E Rn\{0}, n > 3, v2(z) = C2 logixl, x E R2 \{0}, and vi(z) = cilzi, x E 1111.

where .1(z) = 1(x), C (E) as follows. For f

Define the operator Vn : Co(E)

Co(Rn) by Vnf =

f *

x E E, 7(x) = 0, x ¢ E. Define the operator HE : C(6 E)

in

C(SE), HE f is the unique continuous function defined on E, whose restriction

to

E is harmonic and for which HE f (z) = f (x) for z in SE. Since the problem of

Dirichlet is solvable for E, such a function HE! exists and is uniquely determined

by f . Then

A((V,J — E(V„f Is E)) 1E) = 1,

f E Co(E).

Consequently R(A) = Co (E). Corollary 1.4. applies to the effect that A generates a contraction semigroup in Co(E). Since A satisfies the maximum principle, this is a Feller semigroup.

Remark.

In the terminology and notation of Theorem 6.7. the operator A of Corollary 2.3.

pre-generates the semigroup {Q(t) : t > 0} given by

[CM) fi(x)

(f (Xt) T > t), f E Co(E), zEE,

Here T is the first exit time from E:

t> 0.

T = inf{t > 0 : Xt E Ec}

In the following definition we fix a non-negative strictly positive Radon measure

m on a locally compact Hausdorff space E. We also fix 1 < p < oo.

11.11p defined by

E LP(E, m). Notice that C00(E) is a dense subspace of

LP(Eon). For this we have used the fact that in is a Radon measure and

II f li p = (f I flPdm)1/P, f

The space

LP(E, m) will be equipped with the norm

that 1 5_ p < oo. So if T : (Coo(E), 11.11p) 1-÷ (LP(E, m), 11.11p) is a continuous linear

operator, it can be extended to all of LP(E, m). This extension is again denoted

by T and its adjoint by T* . The operator T* then acts from Lq (E , m) to Lq(E, m)

where q-1 + p-1 = 1 for

1 < p < co and where q = oo for p = 1.

Definition 2.4.

Let {Po(t) : t > 0} be a Feller semigroup in Co(E) and let in. be a non- negative strictly positive Radon measure on E. Fix 1 p < co. The semigroup {Po(t) : t > 0} is said to act on LP(E,m) if it has the followng properties:

(i)

There is a

0 < t <

6 > 0 and

S and such that

11P0(t)flip 5_

Af > 1 such that

Po(t)Coo(E) C

If

I E Coo(E), 0 < t 5_ s;

I (E, m) for

(ii)

If the semigroup {P0(t) : t > 0} has property (i) and if f belongs to Coo(E), then the entire orbit {Po(t) : t > 0} is a subset of LP(E,m). Moreover there exists a real number w such that

limt lo 11Po(t)f — f II p = 0, f E Coo(E).

11/30(i)f11p 5_ Mewililli»

t

0,

f E Coo(E).

Since Coo(E), is dense in LP(E,m) it follows by continuity and by (ii) that the semigroup {Po(t) : t > 0} can be extended to a strongly continuous semigroup in (E, in). This semigroup will again be denoted by {Po(t) : t > 0}. To prove these

f in

assertions it suffices to estimate 11P0(nt)/ Il p for 0 < t < 5, n E IN, and for

Coo(E). Here S > 0 is as in property (i). Write M = exp(w5) where

M = sup{11P0(t)flip : f E Coo(E), Ill llp 5. 1, 0 < t 5_ 61.

Fix f and g in Coo(E) and n in N. Then we have, for 0 < t < 6,

If Po((n + 1)t)f g dint

= If Po(nt).fPo(t) * g dm'

iiPo(nt)flipliNtr gliq

Po(t)h.g dmi : h E Coo(E), Ilhllp < 1}

h E Coo(E))

h E Coo(E),

MI6 IC 1}

ilhllp 5_ 1}

=

5_ IIPo(nt)f

5_ 11Po(nOillp.suP{MIlh11P11911q

M.11Po(nt)fli•g11q•

Since g in Coo(E) is arbitrary we infer by induction that

11P0 (n t )f llp

0 15. t

By the definition of u.) it follows that

11 130(t)i1112

Mewt Ilfllp,

t

> 0,

n E N,

f E Coo(E).

f E Coo(E).

In the following proposition we collect some of the relevant properties of Feller semigroups in relation to LP-spaces. Among others it shows that if a Feller semi- group has property (i) in Definition 2.4., then it acts on LP(E, m) for 1 < p < oo.

Proposition 2.5.

Let {Po(t) : t > 0} be a Feller semigroup in Co(E) and let m be a strictly positive Radon measure on E. Let A0 be its generator. Let S > 0, M > 1 and define in It by M = exp(cd5). Suppose

I iPa(t)f Idni < m flfldm, f E Coo(E), 0< t< 6.

The following assertions are valid:

(a)

If 1 < p < oo , then the semigroup {Po(t) : t > 0} acts in LP(E, m). It satisfies

(b)

UP0(t)filp 5_ (Ad exP(wt))11111/11p) f E IJ(E,m),

t > 0.

If the subspace {f E MAO -110 f E (E m)} is I

then the semigroup {Po(t) : > 0} acts in LL1(E,m) 1.

11PoNfIli 5_ m exP(4411fIll , f E Ll (E, m),

tiloicI dIenssaeinL1(E, It satisfies

t> 0.

Here m is said to be strictly positive if m(0) > 0 for every non-void open subset 0 of E.

Proof.

From the above discussion it follows that

11P0(t)fIli 5_ m exp(cot)11f111,

f

E Coo(E),

t > 0

(2.7.)

(a) Let (t, z, B) Po(t, z B), t > 0, z E E, BEE, be the Markov transition function corresponding to the semigroup {Po(t) : t > 0}. By Holder's inequality we have, for f in Coo(E) and z in E,

IP0(Of(x) I = If f(v)Po (t,

f If (v)IP0(t, z, dv)

< (f lq Po(t, x, dy)) 11gUlf(Y)IPP0(t, x, dy))' I '

(LP0(t)I f I P1(x))1IP

Here 1 < p < co and q -1 + p-1 and t > 0,

1. So from (2.7.) we obtain, for fin Coo(E),

11P0(t)il1f, c 11P0M1i1P111 < mexp(wOl11f1P111 = mexppoilfg. (2.8.)

Hence the inequality in (a) follows from (2.8.). By density and by (2.8.) it suffices to prove the strong continuity of the semigroup {P0 (t) : t > 0} in LP(E, m) for functions f in Coo(E). So let f be in Coo(E). Then

11P0(t)f — f IIp = flPo(t)f — f

IP0(t) f — Mtn

liPo(t)f

f it-1 111)0(t)f —f llr

5_ 11130(t)f — f

(1 + m

Since f is a Feller semigroup it follows that

iimilPo(t)f 111p = 0,

to

1 E Coo(E).

(b) Let f in D(A.o) be such that Ao f belongs to 1) (E m). For 0 < t < S we have

t

HAM f fill = III Po(8)(Aond8111

0

t

filPo(8)A0filids 5_ Mt11-40/111.

0

So limtiollP0(t)f — flii = 0 for

The density of the collection of such functions f implies the strong continuity of

{Po(t) : t > 0} in Ll (E , m).

fin D(A0) such that Ao f belongs to Ll

Corollary 2.8.

Let {Po(t) : t > 0} be a Feller semigroup which is symmetric in the sense that

I NW .9 dm = f f Po (t)g dm, f, g E 000(E), t > 0.

Then

11P0(t)filp

Ilfilp)

f E Coo(E), t >

0,

and the semigroup {Po(t) : t > 0} acts in Lp(E, m) for 1 < p < oo. For p = 2 the semigroup {P0 (t) : t > 0} is self-adjoint and has a self-adjoint generator.

Proof.

Fix f in Coo(E) and t > 0. Then

IIP0(t)/111 = suP{If Po(t)f.g dmi : g E Coo(E);

(t)g dmi : g E Coo(E),

=

supflf f

ligii00 < 1}

1}

1191100 C .

< suPti If .P0(t)gldrn : g E Coo(E))

5_ supff If Idm.11P0(i)g1100

11000 < 1} -C 1}

g E Coo(E),

sup{f l f idm.11g11,,,, : g E Coo (E),

1}

= 11/111.

As above it follows that IIP0(t)illp <

it follows that {Po (t): t > 0} acts in I (E

operator Po(t), t > 0, extends as a self-adjoint operator to L2(E,m).

Ill11,, f E coo(E). From Proposition 2.5.

m) for 1 < p < oo. For p = 2 each

Remark 1.

Fukushima [102] founds the theory of symmetric Markov processes on symmetric (Feller) semigroups.

Remark 2.

Notice that the Laplace operator in R ri generates a symmetric Feller semigroup which also acts in Ll

Remark 3.

Let {Po(t) : t > 0} be a Feller semigroup in Co(E) and let (t, x, B) 1-4 Po(t, z B), t > 0, z E E, B E 6, be the corresponding Markov transition function. We write

Po(t) f (z) = I f (y)P0(t, x, dy), t > 0,

for those Borel measurable functions for which the right hand side makes sense. If (Xt : t > 0) is the Markov process which corresponds to the semigroup {Po}(t) : t > 01, we have

Po(t)i(z) = Ex(f(Xt )), t > 0,

for all suitable Borel measurable functions f .

Remark 4.

Theorem 2.8. has its ramifications in the theory of the Schrodinger semigroups. The proof uses the Feynman-Kac formalism. In Chapter 6 some results on Schrodinger operators are stated without proof. The Feynman-Kac formalism says the following. Let

{(fi, M , PT), (Xt t > 0), (t-- h : h > 0), (E 8)1

be a Markov process with state space E and let V be a suitable Borel measurable function. Define for an appropriate Borel function f and t > 0 the function P(t) f by

t

P(t) f (x) = E2(exp(— .10 V(Xe)ds)f(Xt)), x E E.

Then the family {P(t) : t > 0} has the semigroup property; i.e.

[P(8 + t)fi(x) = [P(8)(P(t)f)](x), x E E, 8,1 7] 0.

For the state variables one often takes Brownian motion and for V a suitable potential function. In this case the generator of the semigroup {P(t) : t > 0} is a suitable self-adjoint version of the operator 2 O — V. In the following definition we define the class of potential functions we have in mind.

Definition 2.7.

Fix a Feller semigroup {Po(t) : t > 0} in Co(E). A Borel measurable function V on E is said to be in Kato's class with respect to {Po(t) : t > 0} if it has the following properties:

(i)

The integrals ft [Po(s)V+1(z)ds are finite for z in E and t > 0;

(ii)

limtlo supzEE ft) [Po(8)V_1(x)ds = 0.

If

V_ has property (ii), then ft) [Po(s)V_1(z)da is finite for all t > 0 and all re in

E

Here V+ = max(V, 0), V_ = max(—V , 0) and we only consider real functions

V.

In the following theorem

E denotes a second countable locally compact

Hausdorff space, m denotes a strictly positive Radon measure on E and {P0(1) : t > 0} denotes a fixed Feller semigroup, which in part (b) is supposed

to act in Ll(E,m). Thus it acts in all spaces LP(E, m), 1 < p < oo. In fact if

p

> 1 we just need the fact that

M := suP{11P0(t)flii 111111 5_ 1,

f E Ceo(E),

0 C t C 1}

is

semigroup {P0 (t) : t > 0}. The Markov process associated to this fixed semigroup

is denoted by

finite; see Proposition 2.5. By "Kato class" we mean with respect to the fixed

{(11,.M,Ps), (Xt , t> 0), (thy h> 0),

(B) e)}.

Theorem 2.8.

Let the notation and hypotheses be as above.

(a)

Let V be a continuous function defined on E such that both V+ and V_ belong to Kato's class and let A0 be the generator of the semigroup

Co(E). Then there exists a closed linear operator A

4 {Po(t) : t > 0} in

I

21

which extends Ao — V and which generates a strongly continuous positivity preserving semigroup {P(t) : t > 0} in Co(E). If V > 0, then this semi- group is again a Feller semigroup.

(b) Let I < p < oo and suppose that the semigroup {Po(t) : t > 0} acts in (E, m). Let V be a function in Kato's class and let Ao be the generator of {Po(t) : t > 0} considered as a semigroup in LP(E, m). Then there ex- ists a closed linear operator A which extends Ao — V and which generates a strongly continuous positivity preserving semigroup {P(t) : t > 0} in LP(E,m). If p = 2 and if {Po(t) : t > 0} is symmetric, then the operator A is self-adjoint and it generates a self-adjoint semigroup.

An operator T is positivity preserving if T f > 0 for f > 0.

Proof.

(a) Let f be in Co(E) and define the functions P(t)f , t > 0, by

t

[P(t) Az) = Ex (exp(— f V(X8 )cia). f (Xt)),

0

z

E E.

(2.9.)

From the Markov property it follows that, for s,t > 0 and z in E,

8+t

[P(8 + t)f](z) = (exp(— f V (X8r)do). f (X8+0)

0

t

= Ex (exp(f V (X 4dcr). exp(— f V (X r+8)dr) f t+

0

0

= Ex (exp(— f V (L)dcr).E x •(exp(— f V (XT )dr)f (Xt)))

8

= Ex (exp(— of V (Xa)do.).[P(0 f](X,J)

[P(8)(P(t)f)i(x) •

Next define the families of operators {71,4(0 : t > 0}, n E IN, by

[7111(t)gz) =

1

E z ((f V(X8)dsr f(Xt)), t > 0,

0

f E Co(E), n > 1, (2.10.)

[TO) f](x) = Po(t)f(z) = Ez (f(Xt)), t > 0,

f E Co(E).

Since V(z)V(y) = V (y)V(x), x, y E E, it follows that

[Tn(t) f](x) = Ez ((

f

o<81.<82‹

<en<t

vpc8j

-17(xsid8n

d81)

ftxt)),

(2.11.)

for f in Co(E), t > 0, zEE,n> 1. Using the Markov property it readily follows that for x in E and t > 0,

t

[Tn+ift)filx) = f Po(8)(vTn(t 8) f)(x)(18, f E Co (E), n = 0, 1, 2,

0

(2.12.)

Here we use the convention of Remark 3. Put

t

a(t) = sup{f P0(8)1171(z)ds : z E E}.

0

Since V+ and V_ belong to Kato's class it follows that

lim a(t) = 0

By induction on n it follows that, for t > 0,

sup{P;( 8)/1100

t} 5 a(t)n sup{11130(8)fil : 0 C 8 5 t }, f E Co(E)

(2.15.)

From the definition of {P(t) : t > 0} it follows that

CO

[P(t)f](x) = E(-1)n [Tn (t) f 1(x), t > 0, z E E,

n=0

(2.113.)

whenever the sum at the right hand side converges. Fix f in Co(E). From (2.14.) and (2.15.) it follows that

(-1)" ETn (t) fl(x)

n=0

converges uniformly and absolutely on E in x and on [0, 5] in t for sufficiently small positive 6. From (2.6.) it follows that each function Tn(t)/ belongs to Co(E). Consequently the functions

00

P(t)f = E (-1)n IVO ,

n=-0

0 < t < 6,

belong to Co(E). Since {P(t) : t > 0} has the semigroup property it follows that P(t)C0(E) C Co(E) for t > 0. For the strong continuity we notice the inequalities:

IIP(t)f — 11100

11 Po (t)1 — 11100 +

00

11Tn(t) f 1100

n=1

00

11Po(t) f — 11100 +

a(t)n 11 f 1100

n=1

a(t)(1 — a(t)) -1 1111100 (2.17.)

for f in Co(E) and for t > 0 such that a(t) < 1. Since limtlo a(t) = 0 and since {Po (t) : t > 0} is a Feller semigroup the strong continuity follows from (2.17.). Let A be the generator of the semigroup {P(t) : t > 0}. We shall prove that A extends the operator /44) — V. To prove this, pick f in Co(E) and pick t > 0. Using the Markov property we see

11P0(t)f — /1100

+

t

f Po(8)(v P(t — s)f)(z)ds

0

t

=1 Ez(V(L) [P(t — s)J](X 8 ))ds

0

t

t-8

= f

o

t

Ez [V (X.).Ex. (exp(— f

t-8

o

V(X7.)dr)./(Xt„))]da

= f Ez [V (L). exp(— f V(X,±8 )dr).f(X t )lds

= Ex [f IT(. 71E) exp(— f V (Xr )dr).ds. f(Xt)lds

o

o

t

0

t

a

t

= Ex [exp(— f V (X,-)dr) I B s = =-- 0 t f WO]

= [Po(t)1](x) — [P(t)4(z)•

Define for X > 0 the operators V(X) by

(2.18.)

CO

[V (X)f](x) = X f C" Po(s)(V f)(x)ds o

co

= X Ex( f e —x8V(X8).f(L)d8), z E E,

o

(2.19.)

where f is in Co(E). Notice that for f in Co(E), such that V f is in C0 (E),

(2.20.)

where as always A0 is the generator of the semigroup {Po(t) : t > 0}. Since the semigroup {P(t) : t 7 0} is strongly continuous there exists a constant M > 1 and a real number to such that

V(X)f = X(XI Apr-1.17 f

IIP(t)f 1100 < M exP(EA)-11/1100) t > Define for t > 0 the number OM by

0,

f

E Co(E).

t

i3(t) = sup{E'(f

0

V_(

7(8)d8)

: z E E}.

(2.21.)

For X > 0 we have, by the Markov property,

0 0

Ex( f e —)"'

0

=

Ex(

V.4)( 9 )ds)

e—

Ict5

X(k-1)8 (k-1)8

e—X( —(k-11.0) IT

(x8_

k_ i 6+

k_ i Od8)

 

k-1

E

(E

e —x0 1)5

(f

e —x* VL(X.)ds))

k=1

< (1 — e—>5)-1 fl(5).

Since /9(5) < 1 for S sufficiently small we obtain

000

sup{E2( f

e--x8 V

4_2(8)ds)

: z E E} < co, X> 0.

(2.23.)

Fix X > max(0, w). By (2.23.) we may apply Fubini's theorem in the equality

0 0

f e At Po(8)(VP(t 8)f)d8)dt

o

0

f e at Po(t)f dt

0

f r xt P(t)fdt, f E Co(E), f> 0.

0

(2.24.)

This equality follows from (2.18.). From (2.19.) and from the identity

000

(XI — A)—1 f= f e —xt P(t)f dt, f

E Co(E),

we obtain

(I + X -1 V(X))(XI A) —1 f = (XI A 0 ) -1 f, f E Co (E). (2.25.)

First (2.25.) is valid for non-negative functions and so (2.25.) is also true for arbitrary functions in Co(E). From (2.25.) we conclude

(XI A) f = (XI Ao)(I + X-1V (X)) f , f E D(A)

(2.26.).

So from (2.20.) and (2.26.) we infer the equality

(XI A)f = (XI Ao + V)f , f E D(440) n D(V)•

It follows that A extends Ao — V. This proves (a).

(b)

Again define the semigroup {P(t) : t > 0} as in (a). So

t

[P(t)fj(z)= Ex (exp( o f V(L)d8). f (Xt)),

f E L"(E, m), t > 0 . (2.27.)

Let 1 < q < oo be such that q-1 +p-1 = 1. Since V_ belongs to Kato's class,

so does qV such that

Consequently there exists a constant M > 1 and a real number ce

t

Ez(exp(q f

V_(X8)ds)) < M exp(wt), t > 0, x E E.

(2.28.)

o

Let f be in 11(E, m). From (2.27.), (2.28.) and Wilder's inequality it follows that

t

Ez(exp(— .1'0 V(X8)(18)./(Xt))

t

< (Ex(exp(—q f

o

5 _ (Ex(exp(q f V_(X 8 )ds))) 11q (P0 (t)IfjP)11P

V(X,Jd8))11q(E x lf(Xt)r)1/P

t

o

(M exP(wt))11q (Po(t)i.f1P)1/13

Since {Po(t) : t > 0} acts in Ll (E,ra) we obtain from the latter

26

11P(Of11; 5_ (M exP(wt))P I q f

Po(t)IPP dm

< (M exp(wt))th M0

exp(wot) flirdm

= m; exp(p LI pt) IIf IT,.

Here Mp =M 1/q MV q ,

P l wo + and

flPo(t)gidm C M c exp(cdo t) flg'dm, g E (E , m).

Consequently

11P(t)illp C M, exp(u.,p 011 f lip, t

0, f

E LP (E, m).

(2.29.)

To prove that the semigroup {P(t) : t > 0} is strongly continuous we pick f and g in Coo (E). Since V is in Kato's class and since the paths of the underlying Markov process are right continuous, it follows from Lebesgue's dominated, convergence theorem that

lim

f (P(t) f (x) f (x)) g(x) drn(z) = 0.

(2.30.).

Since Coo(E) is dense in DIE, m) as well as in Lq (E m) it follows from (2.29.) and (2.30.) that

lim

t io

f (P(t)/ (z) f (z)) g(x) dm(x) = 0

(2.31.)

for all f in LP(E, in) and g in Lq (E m). So the semigroup {P(t) : t > 0} is weakly continuous. Consequently it is strongly continuous and hence

lint IIP(t) f — f fl p = 0, f E LP(E, m).

Let A be its generator. As in the proof (a) it follows that

(XI — AV = (XI — A0)(1 + X -1 V(X)) f f E D(A)

for X sufficiently large. Again the operator V(X), X > 0, is defined by

co

V(X)/(x) = X if) e —x8 EE(Ir(X,V(X 8))d8

for those functions f for which this definition makes sense. Consequently for f in D(An) n D (V) we have

Af =Ao f —V f.

This proves (b) for general 1 < p < co. Next we consider the case p = 2. Define the functions V,,,k, n E IN, by

„(x)

,;T;( x )

—7/ < V(z) elsewhere,

k

and define the semigroups {Pn,k(t) : t > 0}, n, k E IN, by

[Pn,k(t)f](x) = Ex(exp(—

0 f Vn,k(X8)d8)./(Xt )),

t > 0, f E L2 (E , m).

From what is proved above it follows that every semigroup {P„,k(t) : t > 13} is strongly continuous. Let A rz,k ) n, k E IN, be the corresponding generator. Then

AnA f = A.of — Vn,k

MAO.

From Corollary 2.6. it follows that each Arz,k is self-adjoint. So the semigroups {Pn,k(t) : t > 0}, n, k E IN, are self-adjoint. Since

P(t) f = lim

lim

n.00 k.co

Pn,k(t)f , f E L2(E,m), t > 0,

it follows that the semigroup {P(t) : t > 0} is self-adjoint. So its generator A is self-adjoint. In the following theorem we investigate the domain of A, the generator of the semigroup {P(t) : t > 0}, defined by the Feynman-Kac formalism, in case

(E, m). A function f in LP(E, m) is said to be in D((u Aor) if

there exists a sequence (f n : n E IN) in D(A0) such that f = lim fn and such that

V is in go

,

(u Ao)— f lim u(Ao f n) exists. Here u is some measurable function.

Theorem 2.9.

Let the hypotheses and notation be as in Theorem 2.8. (b). The following asser- tions hold true (1 < p < oo):

(a)

(b)

The subspace If E D(A)

Suppose that V, as well as being in Kato's class, also belongs to go , (E, m).

Let (tin : n E IN) be a sequence in Coo(E) for which 0 < un < 1, n E IN,

un(x) = 1 for all x in E. Then every f in D(A)

and for which

which is bounded belongs to D((un A0) —), n E IN, and

m) : Af E L°°(E, m)} is a core for A;

Af =

lim (u n AO—f —V(un f)}.

n'—PCC

(c) Suppose in addition that in (ii) the sequence (un : n E IN) can be chosen in such a way that if f belongs to D(A) n L"(E, m) and is such that Af belongs to L" (E, m), then the functions u nf, n E N, belong to MAO and

lim {(u n Ao)—f — Ao(un f = 0.

The subspace L of 17(E m) defined by

L=IfE D(A4)) n

is a core for A.

Proof.

(E,

: Or compact

}

(a) Let f be in D(A) and let X > 0 be sufficiently large. Then

Xf — Af = lira

n—,.00 gn

where gn in L'NE, in) has the form gn = Xfn

Afn. Then

co in(z) = (XI gn(x) = Ez Jo'

e— at exp( f V (X „)(18) gn(Xt )dt).

As in the proof of (2.23.) in Theorem 2.8 (a) it follows that

Ihz(x)1

00

Ex( f

0

e at exp(f

0

C (X)II nil co

V_(X8)(18)•g„,(Xt )dt)

Consequently fn belongs to D(A) fl L°°(E, m). Since gn is also in VIE, in) we see that Af,,, is in L°° (E, m). From (XI — f = limn-, (XI A)fn it follows

that f = lira

(b) Let

f be in D(A) n , in) and let the sequence (u n : n E IN) in Coo(E) be

as in (b). Then, since V belongs to Liao (E, in), the functions V(unf

n E IN, belong

to LP(E, m). Fix X > 0 sufficiently large and let the functions Vocy n, k E IN, be defined as in the proof of Theorem 2.8. (b). Define the functions fn,k, k, n E IN,

in D(A0) by

fri, and that Af = lim Af n . This proves (a).

(2.32.)

First assume that Af is in L°°(E, m) too. Then sup{II fn,k II I : n, k E is finite

f

— Af = (XI —

and

tti(XI —

=

lira

lira ua(X/ Ao)

+ V(tti f),

f E IN.

Since f

general f in D(A) n m) there are functions ft in D(A) n (E , m) such that Aft is in Le° (E m) for t in ll\T and such that f = lira ft and Af = lira Af t .

limk. fn,k we see that f belongs to D((ui Ao)—). For

Moreover we may assume that lid < if 1, t E