On perturbed substochastic semigroups in abstract state spaces (Q647938): Difference between revisions

The authors investigate substochastic \(C_0\)-semigroups of Banach space operators defined by addition of generators. More precisely, let \(\mathfrak{X}\) denote a real ordered Banach space -- not necessarily a Banach lattice -- with norm \(\|\cdot\|\) which is additive on the positive cone \(\mathfrak{X}_+\) and \(\Psi\) be a positive functional (of norm 1) such that \(\langle\Psi, u\rangle = \|u\|\) for \(u\in \mathfrak{X}_+ \). Let \((\mathcal{U}(t))_{t\geq 0}\) denote a substochastic \(C_0\)-semigroup with generator \(\mathcal{A}\). The generator is perturbed by a positive operator \(\mathcal{B}: D(\mathcal{A}) \to \mathfrak{X}\) such that \(\mathcal{A}+\mathcal{B}\) satisfies \(\langle\Psi,(\mathcal{A}+\mathcal{B})u\rangle \leq 0\) for \(u\in D(\mathcal{A})\cap\mathfrak{X}_+\). Then there exists a (minimal) extension \(\mathcal{G}\) of \(\mathcal{A}+\mathcal{B}\) generating a substochastic \(C_0\)-semigroup \((\mathcal{V}(t))\), characterized by the representation of the resolvent \((\lambda - \mathcal{G})^{-1}u =\lim_n\sum_0^n[\mathcal{B}(\lambda-\mathcal{A})^{-1}]^k u\) (convergence in the strong operator topology). Recall that a semigroup \((\mathcal{T}(t))\) is called substochastic if it is positive and \(\|\mathcal{T}(t)u\|\leq \|u\|\) for \(u\in \mathfrak{X}_+\). Thus \(\|\mathcal{T}(t)\|\) is uniformly bounded (not necessarily by \(1\)). The proof relies on the ideas in [\textit{T. Kato}, ``On the semi-group generated by Kolmogoroff's differential equations'', J. Math. Soc. Japan 6, 1--15 (1954; Zbl 0058.10701)], considering first perturbed generators \(\mathcal{G}_r = \mathcal{A}+r\cdot\mathcal{B}\) for \(0<r<1\), for which the series expansion converges uniformly, and then considering the limit for \(r\to 1\) in the strong operator topology. Furthermore, the authors obtain -- in analogy to the `classical' uniformly convergent Phillips-Dyson expansion -- the representation \(\mathcal{V}(t)=\sum_{n\geq 0}\mathcal{V}_n(t)\) with \(\mathcal{V}_{n+1}(t)u= \int_0^t\mathcal{V}_n(t-s)\mathcal{B}\mathcal{U}(s) \,ds\) (convergence in the strong operator topology). \(\Psi\) defines functionals, \(\mathfrak{a}_0(u):= -\langle \Psi,\mathcal{G}u\rangle\), for \(u\in D(\mathcal{G})\), and its restriction \(\mathfrak{a}:= \mathfrak{a}_0|_{D(\mathcal{A})}\), as well as an extension \(\overline{\mathfrak{a}}\) defined by the resolvent of \(\mathcal{G}\). A trajectory \(\left(\mathcal{V}(t)u\right)_{t\geq 0}\) is called \textit{honest} if \(\|\mathcal{V}(t)u\|-\|u\| = -\overline{\mathfrak{a}}\left(\int_0^t\mathcal{V}(s)u \,ds\right)\) for all \(t\geq 0\). The semigroup \(\left(\mathcal{V}(t)\right)\) is honest if all trajectories are honest. It is shown (Theorem 3.11, Remark 3.12) that the semigroup is honest iff \(\mathcal{G}=\overline{\mathcal{A}+\mathcal{B}}\), hence iff \(D(\mathcal{A})\) is a core for \(\mathcal{G}\). Here, the theory of perturbations and of honest semigroups is, as mentioned, developed without assuming that \(\mathfrak{X}\) is a Banach lattice. Thus it is applicable to commutative and non-commutative probability theory; in particular, to AL-spaces as the space of bounded signed measures and to the trace-class operators on a Hilbert space (cf.\ the examples in Section~3). Furthermore, Section~3 contains criteria for honesty, resp. dishonesty of perturbed semigroups \((\mathcal{V}(t))\). Section~4 contains a finer analysis of the Dyson-Phillips representation. In particular, a new functional \(\widehat{\mathfrak{a}}\) -- an extension of \(\mathfrak{a}_0\) -- is defined and it is shown that this functional coincides with \(\overline{\mathfrak{a}}\) (Theorem 4.9). For the background and further literature, the reader is referred, e.g., to the monograph of \textit{J. Banasiak} and \textit{L. Arlotti} [Perturbations of positive semigroups with applications. Springer Monographs in Mathematics. London: Springer (2006; Zbl 1097.47038)] as well as the following preprint of the third named author [``On the resolvent positive operators in ordered Banach spaces with additive norm and applications to semigroup theory'', Prépublications du laboratoire de mathématiques de Besançon 2007/36 (2007)].