Internat. J. Math. & Math. Sci. VOL. 19 NO. 3 (1996) 575-580
575
INTEGRATED COSINE
FUNCTIONS
QUANZHENG
l)ept, ofMath., lluazhog (Tniv. of Science and Technology, Wuhan 430074, P.R.China
(Received June 18, 1993 and in revised form June 20, 1994)
ABSTRACT. In order to the second order Cauchy problem
(CP2): x"(t)
Ax(t), z(O)
z ED(A"), z"(O) y D(A") on a Banach space, Arendt and Kellermann recently introduced theintegratedcosinefunction. This paper isconcernedwith its basictheory,which contain some properties,perturbationand approximationtheorems, the relationshiptoanalyticintegrated
semig-roups,interpolation andextrapolation theorems.
KEY WORDS AND PHRASES. Integratedcosinefunction, analytic integrated semigroup,
per-turbation, approximation, interpolation, extrapolation.
1991 AMSSUBJECT CLASSIFICATION CODE. 47D09.
1. BASIC,PHOPERTIES
LetAI)calinearoperatoron aBanachspaceX. If thereexistn
No
NO{0},
M,w >
0andastronglycontinuousfamily
C(i)in
L(X)
with[IC(t)[[ _<
Me’tfor>_
0such that(w
,
)
Cp(a)
and
R(,A)
"-
f
e-xtC(t)dt
for>
w, then we say that A generates the (exponentiallybounded)
,,-timesintegrated cosinefunctionC(t) (see
[1]),
and write(a,c(t))(or A,
orC(t))
Gn(M,w,X).
SetG,(w,X)
UM>oG,(M,w,X)
andG,(X)
U>0G,(w,X).
Thedefinitionofintegrated semigroupsseee.g.
[6],
and thecorresponding notationsG,(M,w,X), G,(w,X)
andG,(X) alsocanbe introduced.
It isknown thata0-times integratedcosinefunction consists withacosinefunction, while the
followingrelationshipcanbeshownbythesamemethod in
[4,
Th.3.5].
0
I
PROPOSITION 1.1.
(a,
C(t)) G,(X)iff (A,C(t))
G,+,(X),
whereA
(
a
0
)
andC(t)
(
C(t)
t"l/n
fg
C(s)ds
)
mr
O.(1)
The basic properties ofintegrated cosinefunctions now can be deduced from Prop.l.1, the propertiesofLaplace transformsand integratedsemigroups
(cf.
[6]).
Weomitthedetails.PROPOSITION .2. Let
(A,C(t))
G,(M,w,X)
(k)
[l
and sR
+[0,)
ThenJ
(a) C(t)C(s)=
C(s)C(t),
C(r)x
0(r
0)
implies x 0, andC(t)
isuniquely determinedby A.
(b) (A,
fd(t
s)C(s)ds/kl)
G,+m+(Mw--,w,X)
forkN0.
(c)
R(A,
A)A"-
f
e-’x’C(t)dt
ndIIR(A,
a)ll
MIAI"-(ReA
-)-’
for ReA>
w.(d)
ForxD(a(k)),
C(.)x
C(R+,X)
(k
N0)
and-"+kR(,.4)x
C(k)(O)
5k,x asA
(0
k5 n),
where6 denotes the Kronecker delta.(e) C(t)x
D(A),
fd(t-
s)C(s)xds
D(A)
anda
fg(t-
s)C(s).rds
C(t)x-
t"x/nl
forz X;
ac(t)x
C(t)Ax
andC(t)z
f(t-
s)C(s)Azds
+
t"z/n
forxD(A).
(g) C(t).q’(s)+
S(t)C(s)
{ftt+’-
f}(s
+
r)’-tS(r)dr/(n
1)!, whereS(t)
fd
C(s)ds.
Weconclude thissection with someremarkson
CP2..r(t)
iscalled asolutionofCP2
ifx(-)6-C2(R
+,
X)NC(R
+,
D(A))
satisfyingCP2.
CP
iscalledn-wellposed ifCP2
hasauniquesolutionx(t)
forevery(x,y)6- O(:1(’+2))
xD(A
(’+))
satisfyingII.r(t)l
_< p(t)(][x]lt,,
+
IlY]I(,,-t))
forsomelocallybounded functionp(t).
CP2
iscalledexponentially n-wellposed if,inaddition,p(t) Me’.
Thefollowing resultfollows fromProp.l.1,[3, Th.2.5]
and[6, 7].
Thedetails areomitted.THEOREM 1.3. Letw> 0,n,rn6-
No
andp(A)#
.
Then thefollowingstatementshold.(a)
IfCP
has a unique solution for every (x,y) 6-D(A
(’+2))
xD(A(’+))
thenCP2
isk-wellposed where k max(re,n). In particular,
CP2
has a unique solution for every(x,y)
6-D(A
(’+))
D(A(’+))
iffACP2
isn-wellposed.(b) A
6-G,(w,X)
iffCP
has auniquesolutionx(t)
withIlx"(t)ll
O(e
’)
forevery(x,y)
6-D(A
(’+))
D(A(’+t)).
If, in addition,D(A)
X then A 6-G,,(w,X)
iffCP
is exponentiallyn-wellposed.
2.
PERTURBATIONS
We first consider the perturbation problemof 2m-times integrated cosinefunctions. The fol-lowing isa generalization of the Takenaka-Okazawa theorem
(cf.
[10,
II]).
THEOREM
2.1. Let(A,
C(t))
_
G2(X)
andB
bealinear operatoronX
satisfying(b) D(A)
CD(B), R(B)
CD(A’[’)
andBR(Ao, A)
6_L(X)
forsomeA0
6- p(A),whereR(B)
denotes the range ofB,
and A,A
Io--
(the
partofA
inD(A)).
(b) loo
liin.\+oo/.\<
c,whereIx
sup{f
e-X’llBC(’-t)(t)xll,dt;
xD(A"+’),
Ilxll,.
<
1}
andIlxll..
-Ilxll
ET=0
IIA.rll
forD(A").
ThenA
+
qB
6_G2,,,(D(A))
for every q withIql <
/l.
0
I
0 0PROOF.
LetA=
(
,40)’B=
B
0)
andC(t)
begiven by(1)
with n 2m. ThenA
I
A
R(A,A)
(
A A
)
R(X’A)
for 6-p(A),(2)
and therefore (b)implies
(b’): D(.A)
CD(B),
R(B)
CD(J[
"+)
andBR(A/,j[)
qL(X).
Since
I(x
Y)l
--II.
I1+,
+
Ilyll
A isequivalent toII(.,u)ll+,
onD(A
’*+’)
wehave thatl,
sup{f0
e-x’lBC"+’)(t)(x,y)l,,,dt;
(x,y)
O(A2m+),
I(x,y)l.
_<
1}
<
max{/,/x},
where
l
sup{f
-’’llBC")(t)ll,dt;
,
D(A"+),
I111,,+
-<
1}.
Noting thatIx
<
l
and,by
(b,),
l
-
0asA
c,onehas thatlimxoo/,
loo.
Combining(b]),
Prop.l.1,[10,
II,
Th.4.2]
withthisyields thatA +
qB
6-G+(D(.A))
forIql <
i/t.
LetC(t)
generated by ,4+
qB
haveS,(t)
the form(
C(t)-
t’+’l/(2m
+
1)!
)"
Then wecandeduce from(1)
and(2) that.
’"-
f
e-XtC(t)zdt
R(,,A
+
qB)z ,’fo
e_XtSt(t)zdt
forx 6_D(A).
ConsequentlyC(t)
L(D(A)),
andsotheclaimfollows.Thesubsequenttheoremcanbe shownby
[10,
II,
Th.4.3]
and thesamemethodasabove.THEOREM 2.2. Let
(A,
C(t))
6_G,,,(X)
andB
beaclosedlinearoperatoronX
satisfying(b3) D(A)
Ufg
C(s)(X)ds
CD(B)
for>
0 andR(B)
CD(A’).
(b) BfoC(s)xds
6-C(R+,[D(Am)])
forx 6-X
where[D(A’)]
(D(A’),II. ]1,,,),
and1
lim_,/<
wherel
sup{j0
e-’tllBC(2"-’)(t)xll,,,dt;
xD(A"), II.rll,, <_
1}.
Then
A
+
qB
6-G,(X)
forevery q with]ql
<
1/loo.
In
thecasem 0,sinceloo
0(see[9,
Lemma])
and(b3)
can bereplaced byfg
C(s)(X)ds
6-D(B)
for>
0,Theorem 3.2(with
m0)
is consistentwith[9,
Pop.l.
INTEGRATED COSINE FUNCTIONS 577
TIIEORI,iM 2.3. Let (A,C(t)) E G,,+(X) ad B t)e alinear operator on
X
satisfying(b,)
andIIt3d().,ll, _<
M’II.II
for.rD(A)
and 0. ThenA+
BG+,(D(A)).
PROOF. We first notethat p(A) C p(A,) and
R(,A,)
R(A,A)on D(A)
for p(A). Next,set C,(t) (A0-A)BC()(t)R(Ao,
A)
andC(t)
(A0- A,)BC(t)on D(A)
forsomeo
6p(A). Then, byourassumptions andProp.l.2(d).C,(t)(i 1,2)canbeextendedtostronglyco,,l.inuous fa,ilies in L(D(A)), and satisfy
BR(A,A)
f
e-’C(t)dt
andBR(A,A,)
A’"[
c-’’((t)dt
for large A, whereB
(A0
A)BR(Ao
a
)
andB
(A0- A)B.
Itfollows titus that
(.’a(t)
=-
C(t)
+ {C(’’r’)(t)R(Ao,
,4,)"}
{I
+
C,(t)+ k=
C,(t).k}.
C(t)
for 0isalsoastrongly continuous familyin
L(D(A)),
where denotes theconvolution. Now, one can directly check thatR(A,
A
+
B)f
e-C(t)dt
forlarge A.Bya modificationof theproofof Theorem 3.3 we canshow thefollowing
THEOREM 2.4. Let
(A,C(t))
G+(X)
and B beaclosedlinearoperatoronX
satisfying(b)
D(A)UC(t)(X)C D(B)
for 0 andR(B)
CD(A).
(b6) BC(.).r
C(R+,[D(A)])
andIIBC(t).ll
M’llxll
for z X and 0. Then A+
BG,,,+(X).
Asageneralizationof
[1, Th.5.3]
wehaveCOROLLARY 2.5. Let
A
G,(X),
and letB
L(X)
and BD(A)
D(A
("-))
(or
B"
o(a)
D(A("+’))
and BR(0,A)
L(X)
forsome0
p(a)). ThenA
+
B
G,,(X).
3.APPROXIMATIONS
The first approximation theoremisadirect consequence of
[10,
I,Th.3].
TIIEOREM3.1. Let
(A,C(t))G G,(M,,X)(k
N0).
Iflim
R(A,A)x
R(A,Ao)x
for .r X and some
Redo
>
,
thenfor xGD(A0),
9 G X and T>
0li,n
SUpo<,<T{llC(t)z
Co().ll
+
fg(ck()u
Co(s)u)dsll}
O.(a)
Conversely,if
D(Ao)=X
andlimk Ck(t)x=C(t)x
forx 6X
andk
0thenlimk
R(A2,
Ak)x
R(A
:,
Ao).rforx X,uniformlyforA
incompactsubsets ofReA>
w.TIIEOREM3.2. Let
(A,
C(t))
G,(M,w,X) (k
N),andlim R(A,Ak)x
x
(x
X)
for someReA0
>
andsoneinjectiveoperator.
Then thereexists(A,
C(t)) G,+(w,X)
suchthat(a,c’(t))
G,(M,w,D(A)),
R(A,A)
and(3)
(ao
andCo(t)
replacedbya
andC(t),
respectively) holds. If,inaddition, h dense range then(A,
C’(t))
G,(M,w,X).
PROOF. For every
(A,C(t))
G,(M,w,X)
we define(A,C(t))
,+,(w,X
)
inProp.l.1. Thus
(2)
and ourassumptionimplies thatA0
)(
x o(x,y)* forxyX.
limR( Ao,
A#
)(
x y)k
It follows from
[10,
I,
Th.4]
that thereexists(A,C(t))e,+(w,X
)
such that0
R(A0,
A)
andlimsupo<,<T]]fgC(s)(x,y)*ds-C(t)(.r,y)[]=O
forz,y X,
T>0.(4)
0 I It is easy toshow, by
0
R(A0, A),
thatA
A 0 and
m
R(A,
a),
whiletheremainder conclusions now canbe deduced from Prop.l.l and (4).4. RELATIONSttIP TO INTEGRATED SEMIGROUPS
Let A be a linear operator on X. If there exist n N0, w
>
0 and a strongly continuous578 Q. ZHENG
(A,T(t)) F_
0,,(.\’).
Obviously,(A,S(t))
E,(X)implies (A,S(t))
rr_,,(X),
and(A,T(t))
_
’,(.\’)
implies(A,f,T(s)d,) 8,+(X)(see
[,
Prop..]).
I.EMMA4.1. Let
(A, C(t))_ G,(X)
andEe
{t;
largtl <O} \ {0}(0
<19<
r/2).
DefineTk(t)
{
(--1)k(rrt)
/2
f[D
exp(-,s2/4t)]C(s)d,
for kNo
(5)
(rrt)-/fg
exp(-s/4t)(f/ C(r)dr)ds
fork -1,where O, ig/c_gs. Then
T:(t)
is analytic andT(t)
Tk+(t)
forRet>
0and/NoO {-).
fin addition
IIC(t)ll <
Mt’e"’(t
> 0)
forsomed>
0, then for kNo
and0<
19<
r/2
(a) IIZ(t)ll <
Mltla+/(Ret)-(+a+)/(1
+
Itl/Ret)
(+a)/zexp(:o"ltl/Ret)
forRet
>
0.(b)
IlZe(t)ll <
Meltl(U-)/(1
/ILl)
(+a)/exP(Ret/cos O)
for Ee
\
{0).
(c)
IIZ-,(t)ll
<
Mltla+3/(Ret)-(a+)/(1
+
Itl/Ret)(a+)/exP(wltl/Ret)
forRet
>
0.(d)
IIT-(t)ll <
Meltl(U+t)/z(
+
Itl)(a+)/exp(Ret/cosZ
O)
fore
\ {0).
(e) In
thecase -1<
k<
d+
2wehavethatf:’e-X’llZk(t)lldt
<
andR(A, A)
A
(’-k)/fo
e_.\,Tk(t)dt
forA >
w2.
(6)
PROOF.The analyticity of
Tk(t)
andT/,(t)
Tk+(t)
areeasily shown. By(5)
wehave v.(k-)Sk-2,ltl,-k
exp(-s2Ret/4ltl2)sae,,ds
<_
M
,=or(-’
Itla+’+’/2(Ret)
’-(+a+)/2f
o-’+exp(-oltlv/)dv
<
Mltla+/2(Ret)-(t+a+)/2(1
+
Itl2/Ret)(+a)/2exp(:o21tl2/Ret)
forRet
>
0 and kNo,
whereM
denotesagenericconstant. Thus(a)
isproved.(b)
followsfrom(a)
and Re/>Itlcos0
(t
a).
SinceIIC(t)ll <
Mt%’t
impliesIlfg
C()all _<
Mta+’e
’’, (c)
and(d)
follow from(a)
and(b)
(replacing(k,d)
with(0, d+
1)),
respectively. Finally,f’
e-X’llT(t)lldt
<
oo follows from(b)
and(d),
whilebyT(t)
Tk+2(t)
and Fubini’stheoremwecancheck(6).
COaOLLArt
.2.Let
(A,C(t))rr_ G,(X)
andIIC(t)ll <
Mt’eW’(t
> 0)
for some0<
d<
n.If k n 2m andm istheleast integer>
(n-
d-2)/2,
then(A,T(t))
rr_GIn(X).
In
thesequel,weinferto,e.g.,[10,
III]
for analytic integrated semigroups, andwrite(A,S(t))
.
H,(8,to,
X)
forA
generating the analyticn-timesintegratedsemigroupS(t)
of type(9,w).
THEOREM
4.3. Let the conditions ofCorollary 5.3 be satisfied. Then for every9 E(0,
’/2)
(a)
If k<
d then(A,S(t))
.
H,,(19,to2/cos19,X),
whereSk(t)
T(t)
for EEe
andS(0)
=0.(b)
Inthecasek d, if in addition(i)
D(A)
X,
or(ii)
lim,oC’(t)z/tk(:r.
.
D)
existwhereX,
then(A,S(t))
.
H(19,/cos
19,X),whereS(t)= Tk(t)
for EEe
andSk(0)
,,I.
PROOF.
(a)
follows from Lemma4.1. Toprove(b),
wenote,by Prop.l.2, that(i)
implies(ii)
withDD(A(k)),
andthat(ii)
and116’(t)ll _<
Mtke’’t
implylimt_oC(t)z/t
’
,,z/n!
for: X.The followingproofisdivided intocases.
Casek
<
n. Fixz X. Then for arbitrary>
0, thereexists>
0 such thatIIC(s)/s*ll
<
(0
<
s<
).
Thuswehave(cf.
theproofofLemma4.1(a))
IIT(t)zll <
MILl
-/2z..,=o
fao
s-iltl’-kexp(-sRet/4{t[)sds
+Mltl-,/2v’<-l>
z_.,=0f
sk-’lt
I,-
exp(-sZRet/41tl)s’e’’ds
(7)
<
Mo
+
Moexp(wZltl/cos 19)
E,=0(-’)
f(,)
(uz_2,
+
itl_,)exp(_uZ)du,
where7(t)
av/E-/:Zltl -Itl/V’E-
-
oo as-
O. ThusZ(t).r
0ar,e
9o,
i.e.,Sk(t)
isstronglycontinuousonEe
U{0}
andthereforethe claimfollows fromLemma
4.1.Case
k n. Sincelim,_+oC(t)z/t"
z/n!
forz.X,
wehave(cf.(7))
INTEGRATED COSINE FUNCTIONS 579 as
E0
9 0 for.r(5 X and therefore the claim alsofollowsfrom Lemma4.1.In thecase n l,Cor.4.2 (with d
0)
and Th.4.3(with d1)
wereshown in[1,
Th.5.2].
Inthecased 0 we ol)tai,
COROI,I,ARY 4.4. Let
(A,C(t))
(5G,,(X).
Thenfor every/9 (5(0,
r/2)
(a) If n 2m then (A,S(t))(5
tt,,,(O,/cosO,X),
whereS(t)
To(t)for
(5Eo
andS(0)
(b) Ifn 2m +l then
(A,T(t))
,,(X)and
(A,S(t))
H,,+,(O,w/cosO,X),
where .q’(/) T_(t)for 6.E0
and S(0)=0.Tim resultsrelatingto Cor.4.4 see
[5,
8].
5. INTEIIPOIATION AND EXTRAPOLATION
Inthissectionwewillgivesomeresultsoninterpolationandextrapolation ofintegratedcosine functions, which are analogous to the results ofintegrated semigroupsobtained by Arendt et al
[2].
In thesequel,X, Yand Z areBanachspaces. X’-
YmeansthatX isasubspaceofY and that the inclusion is coztinuous. WewriteX
’-+aY,
if in additionX
isdense inY.THEOREM.5.1. Let
B
6’0(Y)
and[D(A’)]
,--+XY
forsome rn 6. N.In
thecasem_>
2 assumeinadditionthatR(fl0,
B)XC XforsomeAm
(5p(B). ThenBx
6.G,(X).
PROOF. Let
(B,S(t))
(5Go(,Y)
andC(t)
fd(t-
s)"’-zS(s)ds/(2m-
1)!.
Since byl?rop.l.2(f) (with n
0)
C(t)
.’
A0’’-’
(-
)’{R(A0,
B)
(2m-
2i-1)!’-q()ds+
(.
for
>
0, our assumptions (notingR(Ao, B)X
CR(Ao, B)Y
CD(B)
CX
form1)
imply the strongly continuity ofC(t)x
andIIC(t)xllx
_<
Met.
The claimnowfollows frownAR(A:,Bx)
AR(A,B)x
fo
e_.\tS(s)xds
A
fo
e-xtC(s)xd
forA
>w.Similarlyto
[1,
Le,nma2.4]
we canshow that if(A,
C(t))
6_G,,,(Y),
andifD(A) :fi
Y
in thecasem 0 andC(.)y
C(R+,[D(A)])
forsomey6_Y
in thecase m>
0, then[D(A)]
’--+X
’-+Y
forsomeX,
(Ax,S(t))
6_G,,+(X),
andS(.)x
(/i
C(R+,[D(Ax)])
forsomex6_X.
Fromthiswe candeducethefollowingtheorem(cf.
theproofof[1,
Th.0.1(b)]).
TItEOREM5.2. Let
B
6_Go(Y)
andD(B)
Y. Then[D(B’)]
’-+X
’-
Y
forsomeX,
andBx
6_G,,(X).
TheconverseofTh.5.1 and5.2, i.e.,anextrapolation ofintegratedcosinefunctions isasfollows.
THEOREM
5.3. LetA
6_G,(,X).
Then[D(A’)]
’--+X
,-+Y
for someY,
A
Bx
for some
B
6_Go()’),
and[D(A)]
is maximal unique(i.e., Z
’-
X
andAz
6.Go(w,Z)
implyZ
[D(B)]).
PROOF. Let
C(t)
begenerated byA. We
first showthat forx (5D(A’)
and t,s>_
02c("")(t)c(:")()x
c(:")(t +
)
+
c(")(It
1).
(8)
In
fact,setPx
AR(A:,
A)
forA >
wandyR(Ao,
A)"’x
forsomeAo
>
w, then(Px
+
Pu)Y
fF
f2e-t-"c(m)(t)C(’)(s)Y
dsdt 2PaP.y(Pu-
Px)Y
+
f
fd e-’t-"’(C()(t +
s)y+
C()(I
sl)y)dsdt for,>
A>
w, and so(8)
holds for y. Integrating this 2m-tinms with respect to we find that the equation obtained holds forx.Now, (8)
follows by differentiatingthisequation 2m-times withrespect toNext,
letYbethe completion ofX
withrespecttoThen
X
’--dY. Sincewe canshow by(8)
and Prop.l.2 thatfor.rE D(A"),l,’E
No
and,
>w,itfollows thatII(AII(x
A))t).llv
_<
supt>o{fo ske(’-)Sds+
ft
ske(w-x}s-2"tds+
f
_<
k!(A-
)-’llllv
forA >
w, k ENo
anda" EX.
(9)
It follows that
R(A,
A) has auniqueextensionR(A
)
EL(Y)
and soR(A
2)
(A
> w)
is apseudoresolvcnt on Y. Ve show that
lim.x
IIAR(A)u-
Yllv
0 for y Y. Indeed, from(9)
(withk 0) it sutfices toshow thisfory X. Let x
R(Xo,
A)"y. Then thesamemethod in theproofof
[1, (3.5)]
leadstoIIAR(&)y
ullw
sup,>oll-’(AR(&,a)-
1)C()(t)xllx
+
+
I_ 00where
I
supt,0f
Ae-’(C()(s
t])-
C()(]t
s[))xds]]x.
Thus thereexistsa densely defined linearoprator BonY
such that(w
,
)
C p(B) andR()
R(,
B)
for>
w.
It now follows from
(9)
thatB
Go(Y).
Therest canbeproved in[2, 3].
COROLLARY
5.4 IfD(A)
X
andp(A).
Then thefollowing statementsareequivalent.(a)
a
G(X).
(b)
[D(A)]
ZX
forsomeZ,
andAz
Go(Z).
(c)
[D(B)]
X
Y
forsomeY
andsomeB
Go(Y), R(o,B)X
CX
forsome0
fip(B),
and
A
B
x.After the paper w accepted,the authorunderstood that the equivalence of
(a)
and(b)
hbeenextendedtothece
D(A)
X
byShaw and Li[7].
ButTh.2.1 and 2.2cannot bededuced I)ycombiningthis withthe corresponding results ofcosinefunctionsbecause thenorm].
1
isnot equivalent tothenormofZ (see Cor.5.4(b)).
ACKNOWLEDGEMENT.
This project was supported by the National Science Foundation ofChina. wish tothank Dr. deLaubenfels for sendingmereference
[7].
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