Abstract
Let and be given. In this paper, we study the functional equation , for bounded operator valued functions defined on the positive real line . We show that, under some natural assumptions on and , every solution of the above mentioned functional equation gives rise to a commutative -resolvent family generated by defined on the domain exists in and, conversely, that each -resolvent family satisfy the above mentioned functional equation. In particular, our study produces new functional equations that characterize semigroups, cosine operator families, and a class of operator families in between them that, in turn, are in one to one correspondence with the well-posedness of abstract fractional Cauchy problems.
1. Introduction
Functional equations arise in most parts of mathematics. Well-known examples are Cauchy’s equation, the functional equations for the Riemann zeta function, the equation for entropy, and numerous equations in combinatorics. Still other examples arise in probability theory, geometry, and operator theory [1].
The theory of functional equations for bounded operators emerged after the book of Hille and Phillips [2] in 1957. A strongly continuous semigroup of bounded and linear operators on a Banach space is defined by means of Abel’s functional equation: which, in turn, characterizes the well-posedness of the abstract Cauchy problem of first order: where is defined on the domain exists in . In 1966, Sova [3] introduces the concept of strongly continuous cosine operator functions, , by means of D’Alembert’s functional equation: which characterizes the well-posedness of the abstract Cauchy problem of second order: where now is defined on exists in . Let be a linear operator defined on a Banach space . In [4] Prüss proved that the Volterra equation of scalar type: is well posed if and only if it admits a resolvent family, that is, a strongly continuous family of bounded and linear operators which commutes with and satisfies the so-called resolvent equation [4, Definition 1.3]: Resolvent families of operators have been known for a long time. They have many applications in the study of abstract differential and integral equations. However, at present there are associated functional equations for resolvent families only in special cases of the scalar kernel : for example or , which corresponds to the well-known cases of strongly continuous semigroups and cosine operator functions, respectively. Recently, Peng and Li in [5] have proposed an interesting functional equation for resolvent families in case which works for (see also [6] for the scalar case). A functional equation for the kernel in case has been proposed by Chen and Li in [7] (see [7, Definition 3.1 and Theorem 3.4]).
In this paper, we will be concerned with a commutative one parameter family of strongly continuous operators , depending on two scalar kernels and , satisfying and the functional equation: In case and positive, one of our main results in this paper shows that the functional equation (1.7) characterizes a resolvent family and hence the well-posedness of the Volterra equation (1.5). Moreover, we have the representation: for all , which includes the case of semigroups, cosine operator functions, and resolvent families for . Our discussion will not be restricted to resolvent families; the more general case of -regularized resolvent families [8] is included in our results. Indeed, in such case we will see that in addition to (1.7) the condition: is necessary to characterize an -regularized resolvent family. A remarkable consequence is that the domain of must be necessarily dense on the Banach space . In particular, setting we obtain a new (but equivalent) functional equation for strongly continuous semigroups (i.e., the case ) and strongly continuous cosine operator functions (i.e., ), respectively. On the other hand, we prove that the condition: that include, for example, the theory of -times integrated semigroups, is also necessary to characterize an -regularized resolvent family. However, the immediate denseness of is not automatically obtained in such case, in concordance with the theory of integrated semigroups [9]. We remark that our results recover and extend Chen and Li [7, Theorem 3.4] and [7, Theorem 3.12], where the case , , was considered (see [7, Definition 3.7]). In particular, our formula extend the functional equations stated recently by Peng and Li [5, 6] (see Remark 3.11 below).
2. Preliminaries
In this section we review some of the main results in the literature about the theory of -regularized resolvent families. This notion was introduced in [8] and studied, as well as extended, in subsequent papers (see e.g., [10–16]).
Let us fix some notations. From now on, we take to be a complex Banach space with norm . We denote by the Banach algebra of all bounded linear operators on endowed with the operator norm, which again is denoted by . The identity operator on is denoted by , and denotes the interval . For a closed operator , we denote by , , , and the spectrum, the point spectrum, the residual spectrum, and the approximate spectrum of , respectively.
Definition 2.1. Let , , and be given. Assume that is a linear operator with domain . A strongly continuous family is called an -regularized resolvent family on having as a generator if the following properties hold:(i); (ii) and for all and ;(iii), , .
We emphasize that the main properties of this theory admit very clear and simple proofs, and what is more interesting, it is easy to associate a suitable regularized resolvent family to a wide class of linear evolution equations, including, for example, fractional abstract differential equations (see [17]).
Assume that and are both positive and one of them is nondecreasing. Let be an -regularized resolvent family with generator such that for some constant . Then we have Here we denote the finite convolution between and . The above representation of in terms of was established in [16] (see also [15]). We note that there is a one-to-one correspondence between -regularized resolvent families and their generators. Moreover, we can prove that an -regularized resolvent family is uniformly continuous if and only if its generator is a bounded linear operator [8].
We say that is of type if there exist constants and such that The next result corresponds to the generation theorem for the theory. We assume that the Laplace transform for and exists for all .
Theorem 2.2 (see [8]). Let be a closed linear densely defined operator on . Then is -regularized resolvent family of type if and only if the following conditions hold:(1) and for all ,(2) satisfies the estimates:
In the case where , Theorem 2.2 is well known. In fact, if , then it is just the Hille-Yosida theorem; if , then it is the generation theorem for generators of cosine functions due to Sova and Fattorini; for arbitrary , it is the generation theorem due essentially to Prüss [4]. In the case where and , it is the generation theorem for -times integrated semigroups [18]; if and is arbitrary, it corresponds to the generation theorem for integrated solutions of Volterra equations due to Arendt and Kellermann [19].
Although the generation theorem characterizes all generators of -regularized resolvent families, it is difficult to verify the estimate of all derivatives of the operator in concrete applications. Thus, one tries to build up the operator from simpler ones using perturbation techniques. The following is the main result available until now. It corresponds to the extension of the Miyadera-Voigt perturbation theorem in the theory of semigroups. In this theorem, the perturbation is bounded only from the domain of the generator , endowed with the graph norm .
Theorem 2.3 (see [16]). Let be a closed operator on . Assume that generates an -regularized resolvent family of type and suppose that(i)there exists such that for all ;(ii)there exists constants and such that Then generates an -regularized resolvent family on such that . In addition
The next result shows, roughly speaking, the continuous dependence of an -regularized resolvent family on its generator . More precisely, the theorem below show that the convergence, in an appropriate sense, of a sequence of generators is equivalent to the convergence of the corresponding -regularized resolvent families.
Theorem 2.4 (see [20]). Let and be of type , , such that for and . Let be closed and linear operators in such that is densely defined. For each fixed , assume that is an -regularized resolvent family generated by in , and that there exists constants and , independent of , such that Suppose also and as . Then the following statements are equivalent:(1) for all ;(2) for all , . Moreover the convergence is uniform in on every compact subset of .
Note that the above theorem is the extension of the Trotter-Kato theorem for the theory of semigroups, which follows in case .
In our next result, of concern are ergodic type theorems. Here the contributions to the theory are contained in [14, 21]. We below cite only a simple, but typical, result.
Theorem 2.5. Let be the generator of an -regularized resolvent family such that Suppose that(i) is positive, and is nondecreasing and positive as well;(ii); (iii); (iv). Define then the following holds.(1)The mapping is a bounded linear projection with , , and (2)For and , one has (3)If is reflexive then .
Note that in the case , , , the conditions (i)–(iv) are automatically satisfied.
In the next result, we are interested in the relation between the spectrum of and the spectrum of each one of the operators . We denote by the unique solution of the convolution equation: We also define From a purely formal point of view one would expect the relation . This, however, is not true in general. The following result corresponds to the inclusion theorem.
Theorem 2.6 (see [15]). Let be a closed operator on and let be an -regularized resolvent family with generator A. Then(i), (ii), (iii) If is densely defined then ,(iv).
Remark 2.7. In the case , , we have that where denotes the Mittag-Leffler function, defined as follows: In particular: , gives and then . Here is the semigroup generated by and therefore we recover the well known inclusion: If , we have and then . Here we recover the inclusion [22]: In general, let and suppose that the fractional Cauchy problem: is well posed, where denotes Caputo’s fractional derivative. Then generates an -regularized resolvent family and we conclude that This result was first proved by Li and Zheng [23].
Recent results on the theory of -regularized resolvent families include conditions under which the complex inversion formula for the Laplace transform holds for -regularized families [24] and Kallman-Rota-type inequalities [13]. However, following the analogy with the theories of semigroups and cosine operator functions, many problems are still to be solved.
3. A Functional Equation
Let be a complex Banach space and . The Laplace integral is defined by Also define . Recall that a function is called Laplace transformable if . Note that a locally Bochner integrable function is Laplace transformable if and only if its antiderivative is exponentially bounded, see [9, Section 1.4]. The following theorem is the main result in this section.
Theorem 3.1. Let be an -regularized resolvent family generated by a closed operator such that . Then, for all one has , and the functional equation: holds.
Proof. Note that by [8, Lemma 2.2] we have that for all and
Hence
where we used the item (ii) in Definition 2.1 and (3.3). This shows that (FE) holds for all and .
Now we show that for all . Let and then for all
where we used Definition 2.1, the fact that is closed and for all , . It then follows that satisfies
Note that by (ii) in the Definition 2.1, for all and hence by (iii) we obtain
Now let and define . Then implies that for each . Therefore, by Titchmarsh’s Theorem, we obtain that for each which ends the proof.
Remark 3.2. Assume that is Laplace transformable. We note that an application of the double Laplace transform to (FE) gives the following identity:
Let be strongly continuous functions satisfying and for some , (for simplicity we may assume the same constants). For we will denote the translation for and the convolution product between and . We will need the following result.
Lemma 3.3 (see Lemma 4.1, [25]). Let , be strongly continuous functions satisfying the assumptions above. For , the following identities are valid: Defining for one has, and defining for one obtains
In what follows, we restate and analyze consequences of Theorem 3.1 in several particular cases. They are important because they include different theories of strongly continuous operators and, as consequence, involve the well-posedness of wide classes of abstract evolution equations.
Example 3.4 (semigroups). . In this case we have that corresponds to a semigroup and the associated functional equation (FE) reads
Corollary 3.5. Assume that is Laplace transformable. Then (3.16) is equivalent to Abel’s functional equation.
Proof. By (3.11) we have the identity: Hence, applying the double Laplace transform to the Abel’s functional equation: we obtain which is equivalent to Hence, inversion of the double Laplace transform to the above identity gives (3.16). The converse is analogue.
Example 3.6 (cosine operator families). . In this case we have that corresponds to a cosine operator family [9, Section 3.14] and the associated functional equation (FE) reads
Corollary 3.7. Assume that is Laplace transformable. Then (3.21) is equivalent to the D’Alembert’s functional equation.
Proof. By (3.13) we have the identity:
valid whenever is extended as an even function to , which is indeed the case of cosine operator families.
We apply the double Laplace transform to the D’Alembert’s functional equation:
and we obtain
which, after an algebraic manipulation, is equivalent to
(compare with Remark 3.2 in case and . The above identity is equivalent to:
Hence, inversion of the double Laplace transform to the above identity gives (3.21). The converse is analogue.
Example 3.8 (sine operator family). , . In this case we have that corresponds to a Laplace transformable sine family [9, Section 3.15] and the associated functional equation (FE) reads:
Remark 3.9. The functional equation (3.27) is equivalent to the following: To show this, we apply the double Laplace transform to (3.28) and then Lemma 3.3, to conclude that: Finally, using Remark 3.2 in case and we see from the last identity that (3.27) is equivalent to (3.28). We notice that the functional equations (3.27) and (3.28) seem to be new for the theory of sine operator functions [9].
Example 3.10 (Laplace transformable -resolvent operators). This example recovers Theorem 3.11 in [7]. Let ; ; , . In this case we have that corresponds to a Laplace transformable -regularized resolvent family [7, Theorem 3.12] and the associated functional equation (FE) reads:
Note that, taking (i.e., ) this example also includes the concept of -resolvent families introduced in [26], which characterizes the well-posedness of the fractional Cauchy problem:
where denotes the Riemann-Liouville fractional derivative. On the other hand, the special case and , gives the theory of solution operators introduced by Bazhlekova [27] for the fractional Cauchy problem (3.31) where now denotes Caputo’s fractional derivative instead of Riemann-Liouville fractional derivative. Note that the functional equation has now the following form:
for .
Observe the remarkable fact that in the scalar case, that is, and , we have that the Mittag-Leffler function satisfies the functional equation (3.32), because it is the unique solution of (3.31) with the fractional derivative considered in the sense of Caputo. In other words, we have
for . In particular, it shows that the functional equation (3.32) is a proper generalization of Abel’s functional equation (corresponding to the case ) and D’Alembert functional equation (corresponding to the case ) since in case we have and in case we have .
Remark 3.11. Suppose the family of bounded linear operators of is Laplace transformable. Then for the functional equation (3.32) is equivalent to the functional equation: proposed by Peng and Li in [5, 6]. Indeed, we apply the double Laplace transform to (3.34) and use Lemma 3.3 to conclude that the following identity holds for : Then, algebraic manipulation shows that it is equivalent to the identity: Finally, using Remark 3.2 in case and we see from the last identity and inversion of the double Laplace transform that (3.34) is equivalent to the functional equation (3.32).
Example 3.12 (Laplace transformable -time integrated semigroups). We take in this example and . We have that is a -time integrated semigroup and the functional equation has the form: Following the same type of arguments as in Corollaries 3.5 and 3.7 (see also the following example), we note that the above equation is equivalent to the following well-known formula that originally define -time integrated semigroups (see [9, Section 3.2, Proposition ]):
Example 3.13 (-convoluted semigroups). Let be a complex valued, locally integrable function on . We take in this example and . We have that is an -convoluted semigroup (see [28, Definition 2.1] and references therein) and the functional equation has the form: which is equivalent with the standard definition: Indeed, if is Laplace transformable then we can apply the double Laplace transform to (3.40) and use Lemma 3.3 to conclude that Then observing the formula in Remark 3.2 we note that (3.39) is equivalent to the functional equation (3.40).
Example 3.14 (-convoluted cosine functions). Let be a complex valued, locally integrable function on . We take in this example and . We have that is an -convoluted semigroup and the functional equation has the form: in contrast with the (equivalent) recently discovered expression [25]: where .
Example 3.15 (resolvent families). Taking , we obtain the following functional equation, which seems to be the first, for the theory of integral equations of convolution type [4]:
Example 3.16 (integral resolvents). Taking we obtain, to our knowledge, the first functional equation for the theory of integral resolvents. Of course, it includes the scalar case [29]:
Example 3.17 (a special case). Taking and , , we obtain In this example, the kernel is important in viscoelasticity theory [4].
4. Sufficient Conditions
Let be given and be a strongly continuous family such that holds for all . In this section, we study in what extent the functional equation (FE) is sufficient to imply that is an resolvent family. In passing, we are going to unify and clarify from a general perspective a basic property of the theories of semigroups and cosine operator families: automatic denseness of the domain of the generator.
Theorem 4.1. Let , be given and let be a commutative and strongly continuous family such that and satisfies (). Define and suppose the following condition: Then is an -regularized resolvent family with generator . Moreover, is closed and is dense in .
Proof. Since , we have to prove conditions (ii) and (iii) from Definition 2.1. Fix and . For we have from the commutativity of the family that
Since is bounded, by definition of we have that
exists and equals to . Then (4.5) implies that and for all . It proves condition (ii) in Definition 2.1. In order to show condition (iii), let be given and note that by (4.4) we have that
It follows from (4.1) and (4.7) that
as for all . Then, for all and , and
Now let . Note that and hence by (4.3) and the commutativity of , we have
It then follows from (4.9) and (4.10) that for all ,
It shows (iii) in Definition 2.1 and hence that is an -regularized resolvent family generated by .
We now show closedness. Let be a sequence such that and as . It follows from the second equality in (4.11) that
Then by (4.7) we have
as . It shows and .
Finally, we show that is dense in . Let be given. Then it was proved that for all . Hence, defining
it follows from (4.7) that and , proving the claim and the theorem.
Remark 4.2. We notice that the denseness of is always present under the conditions of the above theorem. In particular, we recover a well-known result in the theories of semigroups and cosine operator functions and, more important, give new results for other theories of strongly continuous functions of operators. An immediate application of this result is that the Laplacian operator with Dirichlet boundary conditions cannot be the generator on spaces for , of those classes of -regularized resolvent families that have and satisfying (4.4).
Our next result studies a complementary case of Theorem 4.1. Here we deal with integrated versions of the operator families where, as we known, the density of the domain is not present, in general.
Theorem 4.3. Let and . Let be a commutative strongly continuous family such that and satisfies (). Define and as in the above theorem. Suppose the following condition: Then is an -regularized resolvent family with generator .
Proof. Since , we have to prove conditions (ii)-(iii) in Definition 2.1. The proof of (ii) is the same as in Theorem 4.1. To show (iii), fix and note that Since , there exists such that for all Then for all , It follows from (4.16), (4.18), and the condition (4.15) that Since , it follows from (4.1) and (4.19) that as . Then for all , we have and Finally, note that and Hence proving the theorem.
Example 4.4. Suppose that and are positive kernels, then the condition (4.15) holds. In fact, denote . Then is positive nondecreasing and therefore Hence as .
Remark 4.5. In view of Theorems 3.1, 4.1, and 4.3, the Definition-regularized family is equivalent, under certain conditions on the kernels and , to the functional equation (FE). This fact can be used to define -regularized families in a local way and avoid the use of Laplace transform in the development of the theory. We note that more general classes of families of bounded operators like, for example, -regularized--resolvent families can be understood using (FE) (see, e.g., [30, Definition 1.2]). We left the details to the interested reader.
5. Application
In this section, we give one example to show how this class of regularized families defined by functional equations appears in new concrete problems, while other methods do not apply directly.
Consider the following nonlinear third order differential equation: with given initial conditions , and where are positive real numbers and is a vector-valued function.
Equation (1.5) has recently attracted the attention of a number of authors because their applications in different fields as, for example, high-intensity ultrasound and vibrations of flexible materials. See [31–33] and references therein. In such cases, usually the operator is the negative Laplacian and for a suitable constant . For example, in high-intensity ultrasound, is the velocity potential of the acoustic phenomenon described on some bounded domain. In the abstract case, is a nonnegative, self-adjoint operator (possibly with compact resolvent) defined on a Hilbert space .
Mathematical understanding of the linearized equation: is meant as a preliminary critical step for the subsequent analysis of the full nonlinear model (5.1).
The usual operator-theoretic method to solve (5.2) is to rewrite it as a first-order abstract Cauchy problem of the form on the Banach space with the usual norm, and where is defined on . It is known that if is unbounded then, for , the matrix of operators cannot be the generator of a semigroup on or even in some subspaces of it (see [31, Theorem 1.1]). It can be seen directly observing the entries of the resolvent operator where . Indeed, for we replace the identity: and obtain and now we observe that the entries and cannot be a Laplace transform. Therefore, cannot generate a semigroup on .
However, for , we can directly associate to (5.2) an -regularized family on , with and . Indeed, for such choice of the pair we have Hence Now take the (formal) Laplace transform of the left-hand side of (5.2) with initial conditions . We obtain in case Therefore, in case we can still have that (5.2) is well posed in the sense that is the generator of an -regularized family and, in this case, a (mild) solution of the problem can be explicitly given by the formula: where . Finally, note that are positive kernels and therefore, by Example 4.4, the condition (4.15) in Theorem 4.3 is satisfied. In this way, a method based on a direct approach, defined by an specific functional equation, is now available. Note that in case the matrix operator is the generator of a semigroup on , but it can never be compact. It has nothing to do with the corresponding properties of . Therefore maximal regularity results for the corresponding nonhomogeneous version of (5.2) cannot be proved by reduction to a first-order problem. The same remark applies to stability questions; even if is integrable, the type of cannot be negative unless the type of already is, this implies that it is not possible to obtain sharp integrability results for the solution of (5.2) by means of an indirect approach.
Remark 5.1. The argument given above for the justification of the introduction of -regularized families for a third-order abstract differential equation is analog to those given in the origins of the theory of cosine families, see for example, Fattorini [34], which has proved along the years to be very efficient to handle directly incomplete second-order abstract Cauchy problems.
Acknowledgment
C. Lizama is partially supported by Proyecto FONDECYT 1100485.