580 CHAPTER 19. HILBERT SPACES

Corollary 19.14.7 Let S (t) be a continuous semigroup and let A be its generator. Then for0 < a < b and x ∈ D(A)

S (b)x−S (a)x =∫ b

aS (t)Axdt

and also for t > 0 you can take the derivative from the left,

limh→0+

S (t)x−S (t−h)xh

= S (t)Ax

Proof:Letting y∗ ∈ X ′,

y∗(∫ b

aS (t)Axdt

)=∫ b

ay∗(

S (t) limh→0

S (h)x− xh

)dt

The difference quotients are bounded because they converge to Ax. Therefore, from thedominated convergence theorem,

y∗(∫ b

aS (t)Axdt

)= lim

h→0

∫ b

ay∗(

S (t)S (h)x− x

h

)dt

= limh→0

y∗(∫ b

aS (t)

S (h)x− xh

dt)

= limh→0

y∗(

1h

∫ b+h

a+hS (t)xdt− 1

h

∫ b

aS (t)xdt

)= lim

h→0y∗(

1h

∫ b+h

bS (t)xdt− 1

h

∫ a+h

aS (t)xdt

)= y∗ (S (b)x−S (a)x)

Since y∗ is arbitrary, this proves the first part. Now from what was just shown, if t > 0 andh is small enough,

S (t)x−S (t−h)xh

=1h

∫ t

t−hS (s)Axds

which converges to S (t)Ax as h→ 0+ . This proves the corollary.Given a closed densely defined operator, when is it the generator of a continuous semi-

group? This is answered in the following theorem which is called the Hille Yosida theorem.It concerns the case of a bounded semigroup. However, if you have an arbitrary continuoussemigroup, S (t) , then it was shown above that S (t)e−αt is bounded for suitable α so thecase discussed below is obtained.

Theorem 19.14.8 Suppose A is a densely defined linear operator which has the propertythat for all λ > 0,

(λ I−A)−1 ∈L (X ,X)

which means that λ I − A : D(A)→ X is one to one and onto with continuous inverse.Suppose also that for all n ∈ N, ∥∥∥((λ I−A)−1

)n∥∥∥≤ Mλ

n . (19.14.83)

580 CHAPTER 19. HILBERT SPACESCorollary 19.14.7 Let S(t) be a continuous semigroup and let A be its generator. Then for0<a<bandx€D{(A)bS(b)x—S(a)x= | S(t) Axdtaand also for t > 0 you can take the derivative from the left,lim S(t)x—S(t—h)x=S(t)Aho0+ h (1) AxProof:Letting y* € X’,y" (['s@arar) = [y (ste)jim ==) dtThe difference quotients are bounded because they converge to Ax. Therefore, from thedominated convergence theorem,y ( [sana = lim fy (si) SOE) a= lim y” (['s0-O—*a)= lim y" Gis (xa —F fs S(t ‘xa1 ar 1 ath= ii — alim y Gls t)xdt a s()xdt)= y(S(b)x—S(a)x)Since y* is arbitrary, this proves the first part. Now from what was just shown, if t > 0 andhis small enough,S(t)x—S(t—h)x 1 fta S(s)Axdfh nly (s) Axdswhich converges to S(t) Ax as h + 0+. This proves the corollary.Given a closed densely defined operator, when is it the generator of a continuous semi-group? This is answered in the following theorem which is called the Hille Yosida theorem.It concerns the case of a bounded semigroup. However, if you have an arbitrary continuoussemigroup, S(t), then it was shown above that S(t)e~™ is bounded for suitable a so thecase discussed below is obtained.Theorem 19.14.8 Suppose A is a densely defined linear operator which has the propertythat for all A > 0,(AI—A) | € &(X,X)which means that AI — A: D(A) — X is one to one and onto with continuous inverse.Suppose also that for alln €N,| ((ar—ay") "| San. (19.14.83)