A NNALI DELLA
S CUOLA N ORMALE S UPERIORE DI P ISA Classe di Scienze
H. O. F ATTORINI
Two point boundary value problems for operational differential equations
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze 4
esérie, tome 1, n
o1-2 (1974), p. 63-79
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Boundary
for Operational Differential Equations.
H. O. FATTORINI
(*)
§
1. - Let E be acomplex
Banach space, A a linearoperator
with do-main
D(A)
dense in E and range inE, n
apositive integer,
ao and al subsetsof the set of
integers 10, 12 ... 7 n - 1},
T apositive
real number. We consider in thesequel
thetwo-point boundary
valueproblem
Here
and ul,,
are elements ofE;
the function~(’)
is defined in0 t T,
takes values in
D(A)
and in n timescontinuously
differentiable(in
the senseof the norm of
E),
whilef
is acontinuous,
E-valued function defined inOctcT.
For the sake of future
reference,
we shall say that theboundary
valueproblem (1.1), (1.2)
satisfies condition 8(existence)
ifthere exists a
subspace
D dense in E such that(1.1 ), (1.2)
has a solutionu(.) for
anyf
continuous in and anyWe shall denote
by go
theparticular
case of Condition 6 wheref =
0.On the other
hand, (1.1), (1.2)
satisfies Condition CÐ(Continuous Depen- dence)
if(*) Departamento
de Matematica, Facultad de CienciasExactas y
Naturales,Universidad de Buenos Aires, and
Department
ofMathematics, University
of Cali-fornia,
LosAngeles.
This research was
supported
inpart by
the National ScienceFoundation,
U.S.A. under contract
GP/27973.
Pervenuto alla Redazione il 20 Settembre 1973.
such that
and such that
we have
We denote
by (resp.
theparticular
case of Condition CÐ wheref = 0 (resp. U(j)(0) = U(k)(T) = 0, j c- a,, k E tXI).
Note that both condi- tions andimply iniqueness
of the solutions of(1.1), (1.2).
The
problem
offinding
conditions on oc,, oel, A in order that Conditions 6or CÐ
(or
variantsthereof)
should hold has been consideredby
numerousauthors,
forsystems
of thetype
of(1.1), (1.2)
or forsystems
that are moregeneral
in various senses and for various definitions of solutions. The reader is referred to[2], [4], [8], [9]
andspecially
to[10] (where
additional biblio-graphy
can befound)
for asampling
of results of thistype.
We consider in this paper a
problem
whichis,
in a sense, converse to theone outlined
above,
and which can beroughly
formulated as follows. Assameone
(or both)
of Conditions 8 and CD or of theirparticular
cases hold : whatcan we conclude about the sets ao and a1 and the
operator
We show inwhat follows
that,
under mildassumptions
onA,
if condition holds thenwhere mo
(resp. ml)
is the number of elements of ao(resp. 0153I).
On the otherhand,
if Conditionsgo
andhold,
There conclusions are not
surprising
if one considers theparticular
casewhere ~4. reduces to
multiplication by
acomplex
number in onedimensional Banachspace. A perhaps
less evident fact isthat,
whenSo
and CÐhold,
unless ~. is bounded the
boundary
conditions(1.2)
must be «evenly
distri-buted » among the two
end-points; precisely,
we must havewhere
]p[
denotes thegreatest integer
less orequal
than p. This kind of result isimportant
in view of the fact that thestudy
of the abstractboundary
valueproblem (1.1 ), (1.2)
is motivatedmainly by
theparticular
case where Ais a differential
operator acting
in some function space(more
often thannot, L2(Q)
for some domain In this case A is ingeneral
unboundedand the result above rules out the differential
operator interpretation.
Problems that are connected with the
present
one were considered in[11], [6]
and[7].
In[11]
and[6]
the basic interval is[0, oo)
rather than[0, T]
and the second set of
boundary
conditions(1.2)
isreplaced by
agrowth
restric-tion at
infinity,
while in[7]
solutions aresingled
out on the basis ofboundary
conditions at the
origin plus
someunspecified
selection rulesatisfying
certainconditions. Some of the methods in this paper are very similar to those in
[7];
the main idea is due to Radnitz([11])
and consists on the construc- tion of the resolvent cf Aby
means ofapplication
of certain functionals to suitable «testfunctions »;
this idea is combined here with a construction ofapproximate
resolvents due to Chazarain([3]).
§
2. - We assume in thesequel
that ~0,
thatis,
thatA) _
- (~,I - A)w
exists for somecomplex
~1. This is known toimply (see [5],
Chapter VII)
that A isclosed;
moreover, the domainD(A*)
of A*-theadjoint
of A-isweakly
dense in the dual space.E*, e(A*)
=~(A.*)
andR(~,; ~.*)
=1~(~,; A)*
for  there.Let e, co be
positive
numbers. We defineA(e, cv)
as the set of all com-plex numbers p
such thatIf m, n are
integers (1 m n), A*(n,
m, 9,co)
consists of all A such that at least m of the n-th roots of A lie in2.1. LEMMA. Assume Condition
eÐ1
holds with mo, m,, n. Then there existnonnegative
numbers e, ro andanalytic f unctions (A)
withbounded
operators
in E*satisfying
There exists -r > 0 such that
5 - Annali della Norm. Sup. di Pisa
Moreover
9i,o (resp.
isanalytic
inA*(n,
mo+ 1,
~o,00) (resp. A*(n,
m.+ + 1, eco)) except
on a lineTo (resp.
that dividesA*(n,
mo+ 1,
e,00)
(resp. A*(n,
m,+ 1, eco))
in at most two connectedpieces.
PROOF. Let 1
e A*(n,
mo-~-1,
~O,co) (with
asyet undetermined)
andlet p be the n-th root of A with least
positive argument
that lies in00) (we
countarguments,
asusual,
from - n ton).
Thenare all n-th roots of A and
belong
to Let nowjo
be anarbitrary
element of
80 (3o
denotes thecomplement
of ao in... , n -1~ ),
and letwhere the index between
parentheses
indicates t-differentiation and 0 is thefollowing (mo + 1)
X(mo + 1)
matrix:the
index j roaming
over a. It is not difficult to check(see [7]
fordetails)
that
I)
is well defined forall  =1=
0(in fact, 0~
is the Vandermonde matrixcorresponding
toand y"
andthat,
if we writethen
On the other
hand,
it followsimmediately
from the definitionof I
thatand that
We shall carry
through
theproof
of Lemma 2.1by
means of theapplica-
tion of certain linear functionals to
(vector multiples)
of q. Weproceed
nowto the construction of these functionals.
Let
C(T ; .E)
be the space of allcontinuous,
E-valued functions definedin
0 t T
endowed with its usual supremum norm, and let 5i be the sub- space ofC(T; E) consisting
of all functions of the formwhere
~(’)
is n timescontinuously
differentiable in0 t T,
takes valuesin
D(A)
and satisfiesLet u* be an
arbitrary
element of E*. Define a functionalf
-Y(u*, f )
in Kby
means of the formulawhere
~o
is some fixed elementof g(A)
andu*, u)
denotes the value of u*at u.
Clearly,
conditionimplies
that Y iswell-defined ;
moreover, it is linear inf
and in u*. be a sequence in Xconverging
to zero.There, according
to condition ifwe have
uniformly
in0 t T. Setting
we havev("I(t)
=-R(A.; f "a,) f m(t) + f ~)
which means that
v(") (t)
- 0uniformly
in0 c t c T.
Butwhich is
easily
seen toimply
thatThis shows that T is
jointly
continuous inf
andu*,
that is thatfor some C > 0. Let now be the
(algebraic)
tensorproduct
of E* andC(T; E).
Let ,~ EE* Q9C(T; E)
and definethe inf taken over all finite sequences
u i , ~2 , ..., 11, 12, ...
such thatThen
(see [12]
for this and relatedfacts)
1.1 is a semi-norm in-E7* 0 C(T ; E).
If we now define
(the
choice of thedecomposition (2.9)
does not alter the definitionclearly,
ythus we can
apply
the Hahn-Banach theorem to extend to a linear func-tional ~
defined in all ofE)
andsatisfying (2.12)
as well. Ifwe now define
then it is clear
that §
is defined in E* XC(T ; E),
bilinear and satisfies(2.9).
We shall write
simply Y
instead ofj-.
Let 99
be a C°° scalar function of t thatequals
1 in 0 tT/3
and vanishesin
Define,
forwhere 71
is the function constructedpreviously. Clearly,
y ~ is a bounded bilinear form inE* X E ;
on the otherhand, making
use of(2.7)
and of(2.8)
we obtain
Define a bounded
operator 99):
E* -~ E*by
means of the formulaThen it is easy to see that
(2.13) implies
that&(A, D(A*)
and thatwhere
~?):
JE7* -~- E* in defined as~) by
means of the formulaIf we have
(taking
into account the factthat ~
vanishesidentically
near
zero)
This is
immediately
seen toimply
thatthat,
ifd(A, 99)
=(lI - A*) Q(Â, 9,),
We
proceed
now to estimate theright-hand
side of(2.16).
In view of(2.5)
and
(2.6)
we havefor some .g > 0.
Taking
into account this and(once again)
the factthat ~
vanishes
identically
near zero, we obtainwhere .g’ is another constant and
Accordingly,
ytaking
~O such that or > 0 and colarge enough
we may assume thataD
Hence
(I
-fP) )-1 == ¡ (2(Â,
exists.Pre-multiplying
now(2.15) by
,....0
and
post-multiplying
itby (I - fP) )-1
we obtain(2.1 )
within
A*(n,
mo+ 1,
~O,(0).
The estimate(2.3)
followsimmediately
from(2.5), (2.6), (2.15), (2.16), (2.19)
and(2.20).
It remains to settle the
analyticity question.
Observe firstthat, e being fixed,
is connected 00large enough.
This can be seen as follows. Let a be the lineissuing
from theorigin
andtangent
to the curve(which
is convex seen from the lefthalf-plane)
and let P be itspoint
of inter-section with
(2.21).
If Re cuts x in apoint
to the left ofP,
thenno line
issuing
from theorigin
can cut theboundary
ofll(o, co)
more thanonce. But this is
easily
seen toimply
thatOn the other
hand,
it isplain
that ifÂ2
mo+ 1,
(2,(0)
and _1Â.21 [
then the arc of circumference
joining 03BB,1 and Â2 (centered
at theorigin) belongs
as well toA*(n,
mo+ 1,
e,co).
This combined with(2.21)
showsthat any two
points
inA*(n,
mo+ 1, e, o)
can bejoined by
a curve con-tained there.
Let
To
be the set of allcomplex
A such that one of the n-th roots of ~, lies in thepiece
of theboundary
ofA*(n,
mo+ 1, e, to) lying
in the upperhalf-plane.
The curve7~
may or may notbelong
toA*(n,
mo+ 1,
e,(0);
in case it does is a line of
discontinuity of 27,
for as A traversesho
counterclock- wise the group of n-th roots of 03BB used todefine n changes.
On the otherhand,
it is
plain
that apoint
Amoving along
a circle can crossro only
once in arotation of
2n,
so that.h’o
can divideA*(n,
mo+ 1, e, (0)
in at most two connectedpieces,
and112.
Now,
it is immediate from its definitionthat 71
and any of its t-derivativesare
analytic (uniformly
withrespect
tot)
inAI, ,~2
so that the last conclusionof Lemma 2.1 that refers to
90
follows from known results onoperator-
valued
analytic
functions.To prove the assertions on
Jt,,
weonly
have to observe that thechange
of variable t ---> T - t transforms the
boundary-value problem (1.1), (1.2)
intoto which
problem
we canapply
all theprevious arguments.
2.2. REM.ARK. It is not clear whether we can
conclude,
on the basis of theassumptions
of Lemma 2.1 thatA), (-1)n.A.) ;
how-ever, we can prove
2.3. COROLLARY. Let the
assumptions
in Lemma 2.1 be(a) Suppose
thatThen
and there
(b)
The same conclusions(replacing
Aby
holdfor Jt,,
PROOF : Assume
(2.21) holds ;
since is open, we can suppose thatwhere
AI,
are the two connectedpieces
ofA*(n,
mo+ 1,
e,co)
determinedby To.
Assume the first relation in(2.23)
holds.Then-by uniqueness
ofthe
resolvent-jto(Â)
=A*)
ine(A)
r1A*(n,
mo+ 1,
e,co);
inparticular,
for
and,
afortiori, by analytic continuation,
for all A E!11:
Accordingly,
As A
approaches Fo, ’1J
and all of its t-derivatives remainbounded;
thus thesame is true of
A*).
ButA.*) ~ -
oo as Aapproaches
apoint
ina(.A.*),
so we conclude thatho
E~(A*). This,
in turnimplies
that~O(A.*)
nn A, o 0
and we canrepeat
theprevious reasoning
for~2 ?
thusproving
the
Corollary. Naturally,
theargument
runsalong
the same lines if the second relation in(2.23)
holds or if theproof
of(b)
is concerned.2.4. REMARK. Note that the
assumptions
inCorollary
2.3 are satisfiedif is one-to-one for some In
fact,
assumeD(A*)
endowedwith its usual
graph
norm. Theoperator
is then 1-1 and onto
(the
latter because of2.1). By
the closedgraph
theo-rem,
(ÂI
-A *)-1:
.E* -~D(A*)
must be bounded. But there(AI
-is also bounded as an
operator
from E* intoE*,
that is A E~O (.~4. * ) .
Note also that the
argument
inCorollary
2.3 can be used to prove thefollowing
result: let be ananalytic operator-valued
function defined in a connected set S2 such that Q n =1= ø. AssumeC D(A)
and(~2013J.)~)=7(~eD).
There and=1~(~,; ~4.)
there.§
3. - The main result here is3.1. THEOREM. Assume Condition holds. Then
The
proof
will be carried outby application
of the functional Y to a« test function » different from t7. It is constructed as follows. Assume
(3.1)
is
false,
thatis,
thatmo + mi
n ; without loss ofgenerality
we may suppose thatmo+m1=n-1. Let""
be anarbitrary
n -th rootof A,
andlet
d (t, ~,)
be the n X n matrixwhere j
E k E a2 and definewhere
jo is,
as in Section2,
a fixed element of 6. Since¿11o)(O, 1)
does notvanish
identically, I)
exists for everycomplex A except
for a sequenceof zeros of
d ~’°~ (o, ~1) .
In thecomplement
ofZ, C
satisfiesOperating exactly
as in Section 2with q
we obtainso
that,
if we define a boundedoperator
by
then
~(~,)
E* CD(A*)
and(Al - ~(~,) =1~(~,0; A*). Accordingly,
if we setJt(A)
-(Ao
-A) 6 (A) + A*), D(A*)
andThis
time, however,
we can conclude thatin
fact,
is open r1(C%Z) = 0
and Remark 2.4applies
tothe connected domain
CBZ.
We show now
actually
coincides with C. Let~11
E Z.Clearly,
we must have
(p
anonnegative integer)
for A near If follows from the definition of~4.*)
in terms ofC(t, A)
that an estimate of thetype
of(3.6)
holds aswell for
A*) - Accordingly,
the(possible) singularity
of~.*)
atcan be
only
apole.
SinceA*)
=A)*,
the same is trueof
.A).
This is known toimply ([5],
ChVII)
that11
is aneigenvalue
of A.If u is any
eigenvector
of Acorresponding
to and letThen
u(.)
is a solution of(1.1)
withf = 0.
But since =0,
it iseasy to see that we can find coefficients co, ..., c.-l not all zero and such that
which
obviously
violates ConditionAccordingly,
yR(Â; A)
isregular
at 1 =
~,1:
Since~,1
is anarbitrary
element ofZ,
We estimate now
R(1 ; A*).
Observe firstthat,
for any tA)
issingle-
valued
(the
substitution of ,uby
another n-th root of Amerely
causes acyclic change
in the columns ofd (t, 1)).
ThenA)
isentire, and,
for any E>0uniformly
in0 o t c T.
The samereasoning
can beapplied
to any t-derivative of4 ;
inparticular, det (0, 1) satisfies
aninequality
of thetype
of(3.8) ;
a
fortiori,
it is ofexponential type.
We can thenapply Corollary
3.7.3 in[1]
to deduce the existence of a sequence
(om)
ofdensity
1(i.e.,
such thatand of a sequence of
positive
numberstending
to zero such thatCombining (3.8)
and(3.9)
we obtainthat,
for any e > 0where
e~-~0
as m - oo.Then,
7By
the maximum modulustheorem,
where
But
+ 1)
~ 1 as n - oo so thatR(I; A*)
is ofexponential type
zero.The result
just
obtained is now combined with those in Section 2 asfollows. In view of
(2.1), (2.2)
anduniqueness
of theresolvent,
we must haveAssume n even, mo
(n
-2)/2.
Then it is not difficult to see that there exists a > 0 such thatMaking
use of(3.12), (2.3)
and of Liouville’s theorem we see thatB(A; A*)
must be
identically
zero, which is absurd. The same conclusion holds(n - 2)/2 (we
use(3.13)
and(2.4)
instead of(3.12)
and(2.3)
in thiscase).
If~o)~i>(~20132)/2y
as we must have mo = ml ===
(n
-2)/2,
so that mo+ 1 = n/2. Now,
a moment’s consideration shows that if n = 4kand P
>0,
there exists a > 0 such thatIf we
take # n/2,
the fact that.A. * )
is ofexponential type
and(3.3)
we can
apply
thePhragmén-Lindelöf
theorem([I], § 1.4)
to show that~4.*)
isbounded,
and we deduceagain
a contradiction from Liouvine’s theorem. The case n = 4k+
2 is treated in the same way, butreplac-
ing (3.15) by
Consider now the case n odd. If mo
(n - 1)/2
then(3.14)
holds forsome a > 0 and the
proof
ends as before. If(n -1 )/2
we must havemo = m = (n -1 )/2,
so that If n = 3k it isnot difficult to see
that,
for every r > 0 there exists a > 0 such thatThe
proof
ends now as in theprevious
case, but this timemaking
use ofboth
(3.12)
and(3.13),
and then(2.3),
thePhragm6n-Lindel6f theorem,
andLiouville’s theorem. The case n = 31~
+
2 is treatedexactly
in the sameway, but here
(3.17)
isreplaced by
3.2. THEOREM. Assume Conditions e and hold. Then
PROOF. Assume
(3.18)
does nothold,
and letjo
be a fixed element of ao . Let u E D and denoteby u(t)
the solution of(1.1)
withf = 0,
Define an
operator by
the formulaThen it is easy to see that Condition
implies
that each is boundedin D and can thus be extended to a bounded
operator
from .E intoitself;
moreover, t -
~S(t) u
is continuous in for any u E E and{S(t);
0 tT}
is
uniformly
bounded in0 t T.
Let now u** EE**, f
EE*).
DefineSince
S**(.)
u** isweakly measurable, (3.20)
makes sense. Assume nowu*( . )
is a n times
continuously
differentiable function with values in such thatand let
Taking
into account the definition of/S(’)
weobtain, integrating by parts
in
(3.20)
It is easy to see that
(3.21) actually
holds for u** EE**;
this followsfrom the fact
([5], Chapter II)
that any element u** E E** can be approx- imatedby
a sequence of elements in E or inD,
since the latter is dense in E such that¡ukl lu**1
in the weaka(E**, E*) topology.
Having
constructed the functional T withrespect
toao
={j ; n -1-
- j E 6,} (which
has n - moelements)
and&i = {k; n - 1 - k
E(which
hasn - ml
elements)
theproof
continuesexactly
like that of Theorem 3.1.§4.
4.1. THEOREM..Assume Conditions 6 andeg) hold
for (1.1), (1.2)..A.s-
sume,
further,
that(a)
n is even andor that
(b)
n is odd andThen A must be bounded.
PROOF. Let 1 E
C, ,un
= 1. Consider the n X n matrixwhere n -1- j
E6,,
y n -1- k Efi :
-.Plainly E
is entire and does not vanishidentically,
so that it canonly
have a countable set of zerosLet A,.
be one of these zeros,p."= A.;
Then we can find coefficientci, ... , cn , not all zero and such that if
we have
Since C
is notidentically
zero, there must existsome jo,
9n -1- jo E «o
such that ~
0; multiplying C by
a constant if necessary we mayassume that
Let
~S(’)
be theoperator
constructed in theproof
of Theorem3.2,
and letA
simple integration by parts
shows that for this and the fact that A is closed and D dense show thatand
This and a
simple duality argument
show that(ÂmI -.A *)
is one-to-one(in
fact, (u*,
must vanish for anyeigenvector
u* of ~*correspond- ing
toÂm).
Observe next that E is of order
1/n;
thenaccording
to[1],
2.9.2 theset of zeros Z must be
infinite;
inparticular,
we must have zeros1.
of Zof
arbitrarily large
module. Assume n even and mo(n
-2)/2.
Then(as
indicated in
(3.14))
Since
A.
mo+ 1,
pya~)
for mlarge enough,
there existpoints
thereinwhere is
one-to-one;
then Remark 2.4applies
to show thatand that
which is known to
imply
that A*-thus A-is bounded. The case m,,(n
-2)/2
can be handledthrough
achange
of tby -
t like the one used inthe
proof
of Theorem 2.1. Theproof
runs alsoalong
similar lines in thecase n odd.
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J.CHAZARAIN,
Problèmes deCauchy
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G. DAPRATO,
Weak solutionsfor
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N. DUNFORD - J. T.SCHWARTZ,
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