ANALYTIC SEMIGROUPS AND APPLICATIONS

KELLER VANDEBOGERT

1. Introduction

1
Consider a Banach space X and let f : D → X and u : G → X,
where D and G are real intervals. A is a bounded or unbounded linear
operator whose domain is densely defined in X. We then consider:
du
+ A(t)u = f (t)
dt
The above is referred to as an evolution equation. We can impose an
initial condition, say, u(0) = x, and this evolution becomes what is
known as The Abstract Cauchy Problem. In general, there are different
methods of solution for these types of problems, but no single method
always seems to work. This is where semigroups can be used.
Consider an operator, T (t), which can be thought of as an ”evolu-
tion” operator. T (t) applied to u(t0 ) will have the following effect:

T (t)u(t0 ) = u(t0 + t)

This is an interesting consideration, and when the initial condition is

taken into account, immediately leads to the following:

u(t) = T (t)x

We can then reformulate our original evolution equation in a very ob-

vious way. We now consider the following: intuitively, if we were to
Date: September 3, 2017.
1
A Banach space X is defined as a normed space in which all Cauchy sequences
converge to a point x ∈ X. (A complete normed space)
1
2 KELLER VANDEBOGERT

apply our evolution operator in succession, it would just have the effect
of shifting our time twice. More precisely,

T (s)T (t)x = u(t + s) = T (t + s)x

We have just plunged into the world of semigroups. Put very simply, a
semigroup is merely a group without the inverse or identity property.
In the language of what we have just presented, we have:

T (s)[T (t)x] = [T (s)T (t)]x

and
T (s)T (t) = T (s + t)

This leads us to considerations of our original evolution equation and

to consider how A fits into all of this. In fact, A will be the deciding
factor in terms of the nature of our solution. It can be referred to
as the infinitesimal generator, and we will explore some of the desired
properties of A in order to have a well behaved solution, and to in fact
solve the nonhomogeneous Abstract Cauchy Problem.

2. Semigroups: Strongly Continuous and Analytic

The abstract definition of a semigroup has already been introduced.

Namely, we have a group whose elements need not be invertible, nor
contain an identity element. For our purposes, this is a little bit too
general to be of use, and so it is desirable to consider other properties
that may naturally occur in the setting of evolution equations. This
motivates the definition of the strongly continuous, or C0 semigroup.

Definition 2.1. A collection {T (t)}, where t ∈ [0, ∞), of bounded

linear operators in X is called a C0 semigroup if:
 ANALYTIC SEMIGROUPS AND APPLICATIONS 3

(1) T (s + t) = T (s)T (t) for all s, t > 0

(2) T (0) = I (the identity operator)
(3) For each x ∈ X, T (t)x is continuous in t on [0, ∞)

Note that X is assumed to be a Banach Space. Also, if our third

condition can be strengthened to the case where we have continuity
in the uniform operator (norm) topology, then we have a uniformly
continuous semigroup. We now want to introduce another notion: that
of a generator for the semigroup. However, we do not have generators
in the traditional sense of group theory. Indeed, we have something a
little more exotic.

Definition 2.2. Let h > 0. Then, A is called an infinitesimal generator

of the semigroup {T (t)} if

T (h)x − x
Ax = lim
h→0 h

This definition is actually quite natural if you just consider the defi-
nition of the derivative of T (t), and then utilize the properties of semi-
groups. This consideration leads us to our first lemma.

Lemma 2.3. Let {T (t)} be a strongly continuous semigroup with the

infinitesimal generator A. Then, for any x ∈ DA (the domain of A):

d
T (t)x = AT (t)x = T (t)Ax
dt

Proof. Let t, h > 0. By definition of derivative:

4 KELLER VANDEBOGERT

d T (t + h)x − T (t)x
T (t)x = lim
dt h→0 h
T (t)T (h)x − T (t)x
= lim
(2.1) h→0 h
T (h)x − x
= T (t) lim
h→0 h
= T (t)Ax
Also,
T (t)x − T (t − h)x T (h)x − x
lim = lim T (t − h)
h→0 h h→0 h
= T (t)Ax
Commutativity follows immediately by the commutativity of addi-
tion. Namely,

T (h + t)x − T (t)x T (h) − I

lim = lim T (t)x
(2.2) h→0 h h→0 h
= AT (t)x
As desired.


Note that we proved equality for h tending from both the left and
the right, since we are only working in the strong operator topology.
We now want to introduce the concept of an analytic semigroup. As
we shall see, analytic semigroups are a restriction on the set of C0 semi-
groups, and this class of semigroups in fact provides better regularity
of solutions for PDE’s.

Definition 2.4. Let {T (t)} be a C0 semigroup on a Banach Space X

with infinitesimal generator A. Then, {T (t)} is said to be an analytic
semigroup if:
 ANALYTIC SEMIGROUPS AND APPLICATIONS 5

(1) For some φ ∈ (0, π/2), T (t) can be extended to ∆φ , where:

∆φ = {0} ∪ {t ∈ C : |arg(t)| < φ}

(2) For all t ∈ ∆φ − {0}, we have that T (t) is analytic in t in the

uniform operator topology.

In a less formal manner, analytic semigroups are C0 semigroups in

which each T (t) has an analytic continuation to the sector ∆φ , in which
the local power series representation of T (t) converges in norm. As
we shall see, this type of semigroup has a natural association to the
Abstract Cauchy Problem.

3. The Abstract Cauchy Problem

As mentioned in the introduction, the Abstract Cauchy Problem is

to find a function u(t) such that:

du
(3.1) + A(t)u = f (t)
dt
where u(0) = x, and A can be an either bounded or unbounded linear
operator.
If we examined the homogeneous case of (3.1), it is possible to pose
a rather naive solution. Namely, if
du
+ Au = 0
dt
Then,
u(t) = e−At x

This solution of course seems completely ridiculous. What does it

even mean to exponentiate an operator? Surprisingly, this approach
can be shown to be well defined.
6 KELLER VANDEBOGERT

From Section 1, we know that we can repose this problem in the

language of our ”evolution” operator. We have:

d
(3.2) (T (t)x) + A(t)T (t)x = 0
dt
With (3.2) and Definition 2.2, we see that if −A is an infinitesimal
generator of {T (t)}, then, symbolically, we have a solution. Comparing
this with our ”naive” solution, this implies that T (t)x = e−At x.
Interestingly, all of the operations line up. Assuming that -A is our
infinitesimal generator, we see:

(1) T (s)T (t) = e−As e−At = e−A(s+t) = T (s + t)

(2) d
dt
(T (t)x) = d
dt
(e−At x) = −AT (t)x = −Ae−At x

And other properties are readily verified. Also, we note that the
above properties are merely based off of the assumption that e−At will
act the same as the regular exponential function, which we intend to
prove. It is extremely important to note that the operation between the
above expressions is not multiplication. This is an arbitrary operation,
and because of this, the above relations are not trivial.
To make sense of this, we will have to look at e−At in a different way.

4. Characterization of Infinitesimal Generators

From elementary definitions of the exponential function, we have 3

ways to define eAt .
(tA)n
(1) eAt = ∞
P
n=0 n!
 n
tA
(2) eAt = limn→∞ 1 + n

(3) eAt = L−1 ((λI − A)−1 )

 ANALYTIC SEMIGROUPS AND APPLICATIONS 7

Where L−1 (.) is the inverse Laplace Transform. From our first pos-
sible definition, we see

Theorem 4.1. Let A : X → X be a bounded linear operator. Then,

∞
n
At
X (tA)n o
T = T (t) = e =
n=0
n!

is a uniformly continuous semigroup.

Proof. Firstly, ||A|| < ∞ since our operator is bounded. We first show
that T (s)T (t) = T (s + t).
∞ ∞ ∞
X (tA)i X (sA)j X ((s + t)A)n
T (s)T (t) = eAt eAs = =
i=0
i! j=0
j! n=0
n!

This of course holds by the properties of the exponential. Also,

setting t = 0, it is obvious that the only term in our summation is I,
the identity operator.
Finally, to show this is a uniformly continuous semigroup, we need
to show that T (t) → I as t → 0+ in norm. We see:

∞ ∞
X (tA)n X (t||A||)n
||T (t) − I|| = || || 6 = et||A|| − 1
n=1
n! n=1
n!
Letting t → 0+ , we see that the norm tends to 0.


Thus, for bounded operators we see that this is in fact well defined.
However, not all operators are bounded. Here, we will state the the-
orem of Hille-Yosida without proof, since it is well beyond the scope
of the paper(see [2]). However, this theorem gives a very broad char-
acterization of linear operators which are infinitesimal operators of C0
semigroups.
8 KELLER VANDEBOGERT

Theorem 4.2 (Hille-Yosida Theorem). A necessary and sufficient con-

dition that a closed linear operator A with dense domain DA be the in-
finitesimal generator of a C0 semigroup is that there exist real numbers
M and ω such that for every real λ > ω, λ ∈ ρ(A), and:
M
||R(λ; A)n || 6
(λ − ω)n
We note that R(λ; A) = (λI − A)−1 , and ρ(A) is the resolvent set of
A. Now, moving back toward the Abstract Cauchy Problem, we want
to see what kind of semigroup −A generates. To do this, we can make
some assumptions on the operator A. Recall that a closed operator
A : DA → Y is one such that if for any sequence xn → x in DA we
have that Axn → y, then x ∈ DA and Ax = y.

Definition 4.3. We say the operator A is of type (φ, M ) if:

(1) A is a closed operator with DA dense in X

(2) {λ : λ 6= 0, π/2 − φ < arg(λ) < 3π/2 + φ} ⊂ ρ(A), and:
M
||R(λ; A)|| 6
|λ|
Theorem 4.4. If A is of type (φ, M ), then −A generates an analytic
semigroup {T (t)}.

Note in the below proof we will use T (t) and e−At interchangeably.

Proof. Define

ˆ
−tA 1
(4.1) e = eλt R(λ; −A)dλ
2πi Γ

where Γ is a contour in the complex plane. Let Γ be defined as two

segments: {reiθi : r > 1}, for i = 1, 2. Additionally, π/2 < θ1 <
π/2 + φ, and 3π/2 − φ < θ2 < 3π/2. Connect these two curves by the
 ANALYTIC SEMIGROUPS AND APPLICATIONS 9

portion of the unit circle such that θ1 6 θ 6 θ2 . We then orient Γ such

that for λ = reiθ1 , dλ = ieiθ1 dr.
With this contour it can be see that the integral above is well defined.
This integral converges absolutely and is a bounded operator. We then
let f be any bounded linear functional in X. Then, we form a new
contour Γ0 by translating Γ to the right a small distance. Then, we
have:
ˆ
−sA 1 0
e = eλ s R(λ0 ; −A)dλ0
2πi Γ0
Consider:

 ˆ  ˆ
1 λ0 s 0 0 1 0
eλ s f R(λ0 ; −A) dλ0


f e R(λ ; −A)dλ =
2πi Γ0 2πi Γ0

Since Γ was translated to Γ0 without passing any additional singu-

larities, we have by Cauchy’s Theorem:

ˆ ˆ
1 λ0 s 0

0 1
eλs f R(λ; −A) dλ


e f R(λ ; −A) dλ =
2πi Γ0 2πi Γ
We now consider:

ˆ ˆ
−tA −sA 1 0
e e = 2
eλt+λ s R(λ; −A)R(λ0 ; −A)dλdλ0
(2πi) Γ Γ0
Employing the resolvent equation, this becomes:

ˆ ˆ  
1 λt+λ0 s 1
e R(λ; −A) − R(λ ; −A) dλdλ0
0
(2πi)2 Γ Γ0 λ0 − λ
Since Γ lies to the left of Γ0 , λ 6= λ0 when integrating over Γ. With
this and Fubini’s theorem, we can reduce the integrand.

ˆ ˆ  
1 λt+λ0 s 1
e R(λ; −A) − R(λ ; −A) dλdλ0
0
(2πi)2 Γ Γ0 λ0 − λ
10 KELLER VANDEBOGERT
ˆ ˆ ˆ ˆ
1 λt+λ0 s 1 0 1 0 1
= 2
e 0
R(λ; −A)dλdλ − 2
eλt+λ s 0 R(λ0 ; −A)dλdλ0
(2πi) Γ Γ0 λ −λ (2πi) Γ Γ0 λ −λ
The second term in the above expression is 0 with the use of Cauchy’s
theorem. The first expression simplifies to:

ˆ
1
eλ(t+s) R(λ; −A)dλ = e−(t+s)A = e−tA e−sA
2πi Γ
And we have proved the semigroup property. We still need to show that
this is a C0 semigroup satisfying the additional conditions of Definition
2.4.
Let  > 0. If we can show that T (t) has an analytic continuation
along any curve in the sector ∆φ− , then T (t) has an analytic contin-
uation in all of ∆φ . Thus, we consider a curve Γ in the sector ∆φ− .
Since A is of type (φ, M ),

λ C|t|
; −A)|| 6
||R(
|t| |λ|
0
Where C = C(). Letting λ = |t|λ, we can scale our contour such that
Γ0 = |t|Γ. Then, since Γ0 will not contain any new singularities:

ˆ ˆ
−tA 1 1 0
e = λt
e R(λ; −A)dλ = eλ arg(t) R(λ0 /|t|; −A)dλ0 /|t|
2πi Γ 2πi Γ

Then,

ˆ
−tA 0
(4.2) ||e || 6 C |eλ arg(t) ||dλ0 |/|λ0 | 6 C
Γ

Also, since A is a closed operator,

ˆ
−tA 1 0
Ae = eλ arg(t) AR(λ0 /|t|; −A)dλ0 /|t|
2πi Γ
Rewrite this as:
 ANALYTIC SEMIGROUPS AND APPLICATIONS 11

ˆ ˆ 
1 λ0 arg(t)

0

0 0 λ0 arg(t) 0 0 0
e λ /|t|I+A R(λ /|t|; −A)dλ /|t|− e λ /|t|R(λ /|t|; −A)dλ /|t|
2πi Γ Γ

The first integral is 0 by Cauchy’s Theorem. We can then bound Ae−tA

by using (4.2).

ˆ
−tA 1 0 C
(4.3) ||Ae || 6 eλ arg(t) |λ0 | ∗ ||R(λ0 /|t|; −A)|| ∗ |dλ0 |/|t| 6
|t| Γ |t|
With this, we know that T (t) and AT (t) are bounded operators. If
dT (t)x
we can show that dt
= −AT (t)x, then this means that T (t) can be
locally represented by a power series in the uniform operator topology.
By the principle of analytic continuation, it will then be possible to
extend T (t) to all of ∆φ . Using (4.1):

ˆ
d 1
T (t) = λeλt R(λ; −A)dλ
dt 2πi Γ
Rewrite λR(λ; −A) as I − AR(λ; −A):

ˆ ˆ 
1 λt λt
e dλ − A e R(λ; −A)dλ
2πi Γ Γ
The first integral vanishes since the integrand is holomorphic, and we
thus see:

ˆ
d 1
(4.4) T (t)x = −A eλt R(λ; −A)xdλ = −AT (t)x
dt 2πi Γ

Where x ∈ DA and we have used the assumption that A is a closed

operator. T (t) thus satisfies conditions (1) and (2) of Definition 2.4.
To show this is a C0 semigroup, it remains to show that T (t)x → x as
t → 0+ in the strong operator topology. By (4.4) and the Fundamental
Theorem of Calculus, this is clear. We have:
12 KELLER VANDEBOGERT

ˆ t
−At
lim e x − x = lim −Ae−Aτ dτ
t→0+ t→0 0
Since we’ve already shown the integrand is bounded, this clearly tends
to 0, so we do have a C0 semigroup.
Finally, we merely have to show that −A does indeed generate every
T (t). By definition of infinitesimal generator and (4.4), we have:

ˆ t
e−At x − x 1
=− e−Aτ dτ Ax → −Ax
t t 0


With the properties of analytic semigroups and some additional help

from the theory of integral equations, the following theorem can be
proved. See [2] for full details. We shall merely state the theorem here
without proof.

Theorem 4.5 (Solution of Cauchy Problem). Given

du
+ A(t)u = f (t)
dt
in a Banach space X with A(t) a linear operator such that u(0) = u0 ,
suppose that:

(1) DA is dense in X and independent of t, and A(t) is a closed

operator.
(2) For each t ∈ [0, t0 ], the resolvent R(λ, A(t)) of A(t) exists for
all λ with Re(λ) 6 0 and
C
||R(λ; A(t))|| 6
|λ| + 1
(3) For any t,s,τ in [0, t0 ],

||[A(t) − A(τ )]A−1 (s)|| 6 C|t − τ |α

 ANALYTIC SEMIGROUPS AND APPLICATIONS 13

Where α ∈ (0, 1) and C, α are independent of t,s,τ .

Then for any u0 ∈ X and for any f (t) that is uniformly Hölder
continuous of exponent β in [0, t0 ], there exists a unique solution u(t)
of the Cauchy problem. Furthermore, the solution is given by:

ˆ t
u(t) = U (t, 0)u0 + U (t, s)f (s)ds
0
du
Where U (t, τ ) is a fundamental solution of dt
+ A(t)u = 0.

Remark 4.6. A fundamental solution is a generalization of Green’s func-

tions in the classical theory of ordinary differential equations.

5. Application of Semigroups to the One-Dimensional

Heat Equation

As a more concrete example to show how semigroups are naturally

associated to the solution of evolution equations, we consider the one-
dimensional heat equation.

(5.1) ut = uxx

u(x, 0) = f

Where u is bounded, t > 0, and x ∈ R. Using Fourier transforms (note

that û denotes the Fourier transform of u), we obtain:

∂bu
+ ω2ub=0
∂t
u
b(ω, 0) = fb(ω)

This solution is easily found to be:

2
b = fbe−ω t
u
14 KELLER VANDEBOGERT

Using the inversion formula for the Fourier transform, we see:

ˆ ∞
1 2
(5.2) u(x, t) = eiωx fbe−ω t dω
2π −∞

By the convolution theorem for Fourier transforms, we know that (5.2)

is equal to the following convolution:

ˆ ∞
1 2 /4t
(5.3) u(x, t) = √ f (y)e−(x−y) dy
4πt −∞
2 2
Where we’ve used the fact that e−ω t is the Fourier transform of √ 1 e−x /4t .
4πt

We can now show how this is in fact an illustration of analytic semi-

groups. Introduce the heat kernel, which is defined as:

1 −x2 /4t
Kt (x) = √ e
4πt
Then, by denoting ∗ as the operation of convolution, the solution (5.3)
can be rewritten as:

u(x, t) = Kt ∗ f

Indeed, it can be shown (see [1]) that Ks ∗ Kt = Ks+t . So, in the

language of our previous sections, we see that Kt takes the place of T (t)
and that our arbitrary operation is in fact the operation of convolution.

6. Conclusion

In this paper we considered a rather operational approach to the so-

lution of evolution equations. By means of a naive approach presented
in section 3, we saw how we could actually give a rigorous theoretical
basis to something that at first sight seemed completely absurd. A few
 ANALYTIC SEMIGROUPS AND APPLICATIONS 15

high level results from the theory of semigroups and PDE’s were pre-
sented and an illustration of the application of semigroup theory was
given in the last section by means of the solution of the heat equation
in one dimension.

References
[1] Semigroups of Linear Operators. Sheree L. Levarge.
[2] Partial Differential Equations. Avner Friedman. 91-130.
[3] Semigroups of Linear Operators and Applications to Partial Differential Equa-
tions. A. Pazy. 100-121.