Integrodifferential Equations With Parameter-Dependent Operators
Integrodifferential Equations With Parameter-Dependent Operators
Integrodifferential Equations With Parameter-Dependent Operators
Ronald Grimmer
Department of Mathematics, Southern Illinois University, Carbondale, IL 62901
Min He
Department of Mathematics and Computer Science
Kent State University-Trumbull Campus, Warren, OH 44483
1. Introduction
Let X be a Banach space with norm · . Let P be an open subset of
a finite-dimensional normed linear space P with norm | · |. Consider the
abstract integrodifferential equation
t
u (t) = A(ε)u(t) + F (t − s)A(ε) + K(t − s) u(s) ds + f (t), t ≥ 0,
0
u(0) = u0 , (1.1)
where ε is a multiparameter. For each ε ∈ P , A(ε) is a closed non-densely de-
fined linear operator and F (t) and K(t) are bounded operators on a Banach
space X with F (t) ≤ M1 , F (t) ≤ M2 , K(t) ≤ M3 , t ≥ 0.
One way to consider this problem is via an ODE reformulation of (1.1)
determined by examining the “flow”:
u(0) u(t)
−→ t ;
0 F (t − τ + ·)A(ε)u(τ ) dτ + f (t + ·)
f (·)
equation (1.1) can then be replaced by an ordinary differential equation in
a product space of the following form:
u(t) A(ε) δ u(t) f (t) u(0) u
= + , = 0 (1.2)
v(t) F (·)A(ε) + K(·) Ds v(t) 0 v(0) 0
on Z = X × C with the usual norm, where C is the space of bounded
uniformly continuous functions on [0, ∞) into X with the usual sup norm
Accepted for publication: September 2000
AMS Subject Classifications: 35, 47.
33
34 Ronald Grimmer and Min He
and (2.6) holds, we have that (λI − A(ε))−1 z is continuous in ε for each
z ∈ Z.
Â0 (ε) = Â(ε) on D(Â0 (ε)) = {u ∈ D(Â(ε)) : Â(ε)u ∈ X̂0 (ε) = D(Â(ε))}.
For each ε ∈ P , let Ŝ(t, ε) be the integrated semigroup generated by the Hille-
Yosida operator Â(ε) on X, and let T̂ (t, ε) be the C0 -semigroup generated
by Â0 (ε) on X̂0 (ε). The results in [2] and [8] show that for each ε ∈ P , the
Hille-Yosida operator Â(ε) generates an integrated semigroup Ŝ(t, ε) on X,
and the part Â0 (ε) of Â(ε) generates a C0 -semigroup T̂ (t, ε) on X̂0 (ε). Also
D(Â0 (ε)) = D(Â(ε)).
Lemma 3.1. Assume that Â(ε) satisfies (2.2) and (2.3), and suppose that
(3.1) (λI − Â(ε))−1 x is continuous in ε for each ε ∈ P and x ∈ X.
Then the integrated semigroup Ŝ(t, ε) generated by Â(ε) is strongly contin-
uous in ε ∈ P , and the continuity is uniform on bounded t-intervals. In
particular, for any ε ∈ P, h ∈ P with ε + h ∈ P , and any t0 ∈ [0, ∞),
sup Ŝ(t, ε + h)x − Ŝ(t, ε)x = ◦(1) as |h| → 0, for each x ∈ X. (3.2)
0≤t≤t0
Proof. First note that the relation between a C0 -semigroup T̂ (t, ε) and
the related integrated semigroup Ŝ(t, ε) is as follows: for λ > ω and x ∈ X,
Ŝ(t, ε)x = λŜ0 (t, ε)(λI − Â(ε))−1 x − T̂ (t, ε)(λI − Â(ε))−1 x + (λI − Â(ε))−1 x
(3.3)
38 Ronald Grimmer and Min He
t
where Ŝ0 (t, ε) = 0 T̂ (s, ε) ds. Since for each ε, Â(ε) satisfies (2.2), X̂0 (ε) =
.
D = X̂0 which is independent of ε. From (3.1), it follows that
(λI − Â0 (ε))−1 x is continuous in ε for each x ∈ X̂0 and λ > ω
because
(λI − Â0 (ε))−1 = (λI − Â(ε))−1 on X̂0 .
Also, it follows from Lemma 2.1 that
sup T̂ (t, ε + h)x − T̂ (t, ε)x = ◦(1) as |h| → 0, for each x ∈ X̂0 . (3.4)
0≤t≤t0
Proof. From Theorem 2.4, we see that A(ε) satisfies (3.1). Because of (2.3)
and the fact that Ds is a shift semigroup, it follows from (2.5) that A1 (ε)
satisfies (2.3). Since B is bounded, we have that A(ε) satisfies (2.3). Now
the desired result follows from Lemma 3.1.
Now consider the case when the A(ε) have variable domains.
Proposition 3.3. Assume Assumption Q. Let Ã(ε) = Q2 (ε)A(ε)Q−1 2 (ε).
Then Ã0 (ε) = Q2 (ε)A0 (ε)Q−1
2 (ε).
Proof. Note that for each ε ∈ P ,
(λI − A0 (ε))−1 = (λI − A(ε))−1 on X0 (ε) = D(A(ε))
(λI − Ã0 (ε))−1 = (λI − Ã(ε))−1 on X̃0 (ε) = D(Ã(ε))
and for x ∈ D(Ã(ε)), Q−1
2 (ε)x ∈ D(A(ε)).
Thus, for each x ∈ D(Ã0 (ε)),
(λI − Ã0 (ε))−1 x = (λI − Ã(ε))−1 x = Q2 (ε)(λI − A(ε))−1 Q−1
2 (ε)x
(3.5)
= Q2 (ε)(λI − A0 (ε))−1 Q−1 −1 −1
2 (ε)x = (λI − Q2 (ε)A0 (ε)Q2 (ε)) x.
Since X̃0 (ε) = D(Ã0 (ε)) and all operators in (3.5) are bounded, we have that
(3.5) holds for every x ∈ X̃0 (ε). Hence, Ã0 (ε) = Q2 (ε)A0 (ε)Q−1
2 (ε).
Let S(t, ε) be the integrated semigroups which are generated by the A(ε)
and let Ã(ε) = Q2 (ε)A(ε)Q−1 2 (ε) where
−1
Q2 (ε) 0 −1 Q2 (ε) 0
Q2 (ε) = , Q2 (ε) = .
0 Q2 (ε) 0 Q−1
2 (ε)
Proposition 3.4. Assume that Assumption Q, (2.3), and (2.6) are satisfied.
Then Ã(ε) generates an integrated semigroup S̃(t, ε) and
S(t, ε) = Q−1
2 (ε)S̃(t, ε)Q2 (ε).
40 Ronald Grimmer and Min He
Using (2.3), (2.5), and the fact “Ds generates a shift semigroup,” we have
that A(ε) satisfies (2.3). Thus A0 (ε) generates a C0 -semigroup T (t, ε). Be-
cause of (2.6), the fact that Ã(ε) = Q2 (ε)A(ε)Q−1
2 (ε), and the fact that
we have that Ã(ε) satisfies (2.3) and Ã0 (ε) generates a C0 -semigroup T̃ (t, ε).
It is clear that T (t, ε) = Q−1
2 (ε)T̃ (t, ε)Q2 (ε).
Now, using (3.3), one can easily show that S(t, ε) = Q−1 2 (ε)S̃(t, ε)Q2 (ε).
Lemma 3.5. Assume that Assumption Q, (2.3), and (2.6) are satisfied.
Then the integrated semigroup S̃(t, ε) generated by Ã(ε) is strongly continu-
ous at ε0 , and the continuity is uniform on bounded t-intervals. In particular,
integrodifferential equations with parameter-dependent operators 41
Proof. First note that Ã(ε) = Q2 (ε)Q1 (ε)A(ε0 ), and hence D(Ã(ε)) has
a fixed domain because D(Ã(ε)) = D(A(ε0 )) for all ε ∈ P . Secondly, we
see that (2.6) implies that there exists δ > 0 so that Q2 (ε) and Q−1
2 (ε) are
uniformly bounded on Bδ (ε0 ) = {ε : |ε − ε0 | ≤ δ}. Since
(λI − Ã(ε))−n = Q2 (ε)(λI − A(ε))−n Q−1
2 (ε)
and assumption (2.3) holds, we see that Ã(ε) satisfies (2.3). Also, Ã(ε)
satisfies (2.4) because Qi (ε) (i = 1, 2) is continuous in ε. Now the desired
result directly follows from Theorem 3.2.
Theorem 3.6. Assume that Assumption Q, (2.3), and (2.6) are satisfied;
then the integrated semigroup S(t, ε) generated by A(ε) is strongly continuous
at ε0 ∈ P , and the continuity is uniform on bounded t-intervals. In particu-
lar, for an arbitrary ε0 ∈ P, h ∈ P with ε0 + h ∈ P, and any t0 ∈ [0, ∞),
sup S(t, ε0 + h)z − S(t, ε0 )z = ◦(1) as |h| → 0, for each z ∈ Z. (3.6)
0≤t≤t0
Proof. From Proposition 3.4, S(t, ε) = Q−12 (ε)S̃(t, ε)Q2 (ε). Note that for
z ∈ Z = X × C and ε0 + h ∈ Bδ (ε0 ) = {ε : |ε − ε0 | ≤ δ},
S(t, ε0 + h)z − S(t, ε0 )z
= Q−1 −1
2 (ε0 + h)S̃(t, ε0 + h)Q2 (ε0 + h)z − Q2 (ε0 )S̃(t, ε0 )Q2 (ε0 )z
≤ Q−1
2 (ε0 + h)S̃(t, ε0 + h) Q2 (ε0 + h)x − Q2 (ε0 )z
+ Q−1
2 (ε0 + h) (S̃(t, ε0 + h) − S̃(t, ε0 ))Q(ε0 )z
+ (Q−1 −1
2 (ε0 + h) − Q2 (ε0 ))S̃(t, ε0 )Q2 (ε0 )z .
Since Q−1 −1
2 (ε0 + h)S̃(t, ε0 + h) and Q2 (ε0 + h) are uniformly bounded,
and, from Lemma 3.5 and (2.6), S̃(t, ε), Q2 (ε), and Q−12 (ε) are continuous
in ε, we have (3.6).
Remarks. The results in [2, 8] show that the classical or integral solution
of (1.3) can be expressed in terms of the integrated semigroup S(t, ε) gen-
erated by A(ε). Hence, the existence of the integrated semigroup S(t, ε)
and continuity in the parameter ε of S(t, ε) imply the existence of a unique
classical or integral solution of (1.3) and continuity in the parameter ε of
such a solution, and thus the same results apply to (1.1).
42 Ronald Grimmer and Min He
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