Quasilinear parabolic problems with nonlinear boundary conditions

Quasilinear parabolic problems with nonlinear boundary conditions Quasilinear parabolic problems with nonlinear boundary conditions

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and the inequalities φ ∞ A ≥ θA ≥ φA ≥ sup{|arg λ| : λ ∈ σ(A)}. Operators with bounded imaginary powers are of overriding importance in the context of sums of commuting linear operators. This finds expression in the Dore-Venni theorem, which is one of the fundamental results in this connection. We will state a version of it in the next section. Another important application of the class BIP(X) concerns the fractional power spaces Xα = XA α = (D(Aα ), | · |α), |x|α = |x| + |A α x|, 0 < α < 1, where A ∈ S(X). If A belongs to BIP(X), one can derive a characterization of Xα in terms of complex interpolation spaces. Theorem 2.2.1 Let A ∈ BIP(X). Then Xα = [X, DA]α, α ∈ (0, 1), the complex interpolation space between X and DA ↩→ X of order α. For a proof we refer to Triebel [78, pp. 103-104], or Yagi [82]. At this point let us state a very useful property of the real interpolation spaces (X, Xα)β, p, 0 < α, β < 1, 1 ≤ p ≤ ∞, between X and the fractional power spaces Xα associated with an operator A ∈ S(X), defined by, e.g. the K-method. Recall that for A ∈ S(X), 1 ≤ p ≤ ∞, and γ ∈ (0, 1), the real interpolation space (X, DA)γ, p coincides with the space DA(γ, p) which is defined by means of where [x] DA(γ,p) = DA(γ, p) := {x ∈ X : [x] DA(γ,p) < ∞}, � ( � ∞ 0 (tγ |A(t + A) −1x|X) supt>0 tγ |A(t + A) −1x|X 1 p d dt ) p : 1 ≤ p < ∞ : p = ∞, (2.4) see e.g. [16, Prop. 3]. Suppose now that A ∈ BIP(X). By Theorem 2.2.1 and the reiteration theorem (see e.g. Amann [5, Section 2.8]), we deduce that (X, Xα)β, p = (X, [X, DA]α)β, p = (X, DA)αβ, p, 0 < α, β < 1, 1 ≤ p ≤ ∞. (2.5) Since A ∈ S(X) implies A α ∈ S(X) for all α ∈ (0, 1), we conclude from (2.5) that DA α(β, p) = DA(αβ, p). One can show that this relation is even valid for all A ∈ S(X), cf. Komatsu [49, Thm. 3.2]. Theorem 2.2.2 Let A ∈ S(X). Then DA α(β, p) = DA(αβ, p), α, β ∈ (0, 1), 1 ≤ p ≤ ∞. We come now to R-sectorial operators. First we have to recall the definition of R-bounded families of bounded linear operators. 14

Definition 2.2.3 Let X and Y be Banach spaces. A family of operators T ⊂ B(X, Y ) is called R-bounded, if there is a constant C > 0 and p ∈ [1, ∞) such that for each N ∈ N, Tj ∈ T , xj ∈ X and for all independent, symmetric, {−1, 1}-valued random variables εj on a probability space (Ω, M, µ) the inequality N� N� | εjTjxj| Lp(Ω;Y ) ≤ C| εjxj| Lp(Ω;X) j=1 is valid. The smallest such C is called R-bound of T , we denote it by R(T ). j=1 (2.6) The notion of R-sectorial operators is obtained by replacing bounded with R-bounded in the definition of sectorial operators. Definition 2.2.4 Let X be a complex Banach space, and assume A is a sectorial operator in X. Then A is called R-sectorial if RA(0) := R{t(t + A) −1 : t > 0} < ∞. The R-angle φR A of A is defined by means of where φ R A := inf{θ ∈ (0, π) : RA(π − θ) < ∞}, RA(θ) := R{λ(λ + A) −1 : |arg λ| ≤ θ}. The class of R-sectorial operators in X will be denoted by RS(X). The R-angle of an R-sectorial operator A is well-defined and it is not smaller than the spectral angle of A, cp. Denk, Hieber and Prüss [29, Definition 4.1]. The following fundamental result, which has been proven in Clément and Prüss [24], says that the class of R-sectorial operators contains the class of operators with bounded imaginary powers, provided that the underlying Banach space X belongs to the class HT , see Section 2.3 for the definition of the latter. Theorem 2.2.3 Let X be a Banach space of class HT and suppose that A ∈ BIP(X) with power angle θA. Then A is R-sectorial and φR A ≤ θA. For sectorial operators A one knows that the powers A α with α ∈ R and |α| < π/φA are sectorial as well and φA α ≤ |α|φA, see e.g. [29, Thm. 2.3]. It turns out that there is a corresponding result for the class RS(X). Proposition 2.2.1 Let X be a complex Banach space. Suppose A ∈ RS(X) and α ∈ R is such that |α| < π/φ R A . Then Aα is also R-sectorial and φ R A α ≤ |α|φR A . Proof. In view of A−α = (A−1 ) α , it suffices to consider positive α. In fact, for A ∈ RS(X) and φ > φR A , the relation λ(λ + A −1 ) −1 = λA(1 + λA) −1 = A(λ −1 + A) −1 , λ ∈ Σπ−φ, shows that A−1 ∈ RS(X) and φR A−1 = φR A . So let α ∈ (0, π/φR A ) be fixed. Since RS(X) ⊂ S(X), it follows that Aα ∈ S(X) with spectral angle φAα ≤ αφA. Let now φα < π − αφR A and µ ∈ Σφα . Then the function gµ(λ) = µ/(µ + λα ) belongs to H∞ (Σφ) as long as φα + αφ < π. By means of the extended functional calculus (cf. 15

Definition 2.2.3 Let X and Y be Banach spaces. A family of operators T ⊂ B(X, Y )<br />

is called R-bounded, if there is a constant C > 0 and p ∈ [1, ∞) such that for each<br />

N ∈ N, Tj ∈ T , xj ∈ X and for all independent, symmetric, {−1, 1}-valued random<br />

variables εj on a probability space (Ω, M, µ) the inequality<br />

N�<br />

N�<br />

| εjTjxj| Lp(Ω;Y ) ≤ C| εjxj| Lp(Ω;X)<br />

j=1<br />

is valid. The smallest such C is called R-bound of T , we denote it by R(T ).<br />

j=1<br />

(2.6)<br />

The notion of R-sectorial operators is obtained by replacing bounded <strong>with</strong> R-bounded in<br />

the definition of sectorial operators.<br />

Definition 2.2.4 Let X be a complex Banach space, and assume A is a sectorial operator<br />

in X. Then A is called R-sectorial if<br />

RA(0) := R{t(t + A) −1 : t > 0} < ∞.<br />

The R-angle φR A of A is defined by means of<br />

where<br />

φ R A := inf{θ ∈ (0, π) : RA(π − θ) < ∞},<br />

RA(θ) := R{λ(λ + A) −1 : |arg λ| ≤ θ}.<br />

The class of R-sectorial operators in X will be denoted by RS(X).<br />

The R-angle of an R-sectorial operator A is well-defined and it is not smaller than the<br />

spectral angle of A, cp. Denk, Hieber and Prüss [29, Definition 4.1].<br />

The following fundamental result, which has been proven in Clément and Prüss [24],<br />

says that the class of R-sectorial operators contains the class of operators <strong>with</strong> bounded<br />

imaginary powers, provided that the underlying Banach space X belongs to the class<br />

HT , see Section 2.3 for the definition of the latter.<br />

Theorem 2.2.3 Let X be a Banach space of class HT and suppose that A ∈ BIP(X)<br />

<strong>with</strong> power angle θA. Then A is R-sectorial and φR A ≤ θA.<br />

For sectorial operators A one knows that the powers A α <strong>with</strong> α ∈ R and |α| < π/φA are<br />

sectorial as well and φA α ≤ |α|φA, see e.g. [29, Thm. 2.3]. It turns out that there is a<br />

corresponding result for the class RS(X).<br />

Proposition 2.2.1 Let X be a complex Banach space. Suppose A ∈ RS(X) and α ∈ R<br />

is such that |α| < π/φ R A . Then Aα is also R-sectorial and φ R A α ≤ |α|φR A .<br />

Proof. In view of A−α = (A−1 ) α , it suffices to consider positive α. In fact, for A ∈ RS(X)<br />

and φ > φR A , the relation<br />

λ(λ + A −1 ) −1 = λA(1 + λA) −1 = A(λ −1 + A) −1 , λ ∈ Σπ−φ,<br />

shows that A−1 ∈ RS(X) and φR A−1 = φR A . So let α ∈ (0, π/φR A ) be fixed. Since<br />

RS(X) ⊂ S(X), it follows that Aα ∈ S(X) <strong>with</strong> spectral angle φAα ≤ αφA.<br />

Let now φα < π − αφR A and µ ∈ Σφα . Then the function gµ(λ) = µ/(µ + λα ) belongs<br />

to H∞ (Σφ) as long as φα + αφ < π. By means of the extended functional calculus (cf.<br />

15

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