A.Lunardi - Interpolation Theory
A.Lunardi - Interpolation Theory
A.Lunardi - Interpolation Theory
APPUNTI
LECTURE NOTES
Alessandra Lunardi
Dipartimento di Scienze Matematiche,
Fisiche e Informatiche
Università di Parma
Parco Area delle Scienze, 53/A
43124 Parma, Italia
Interpolation Theory
Alessandra Lunardi
Interpolation
Theory
c 2018 Scuola Normale Superiore Pisa
Terza edizione
Seconda edizione: 2009
Prima edizione 1999
isbn 978-88-7642-638-4 (eBook)
DOI 10.1007/978-88-7642-638-4
issn 2532-991X (print)
issn 2611-2248 (online)
Contents
Foreword vii
Introduction ix
Nomenclature xiii
1 Real interpolation 1
1.1 The K -method . . . . . . . . . . . . . . . . . . . . . . 1
1.1.1 Examples . . . . . . . . . . . . . . . . . . . . . 7
1.1.2 Exercises . . . . . . . . . . . . . . . . . . . . . 18
1.2 The trace method . . . . . . . . . . . . . . . . . . . . . 20
1.2.1 Exercises . . . . . . . . . . . . . . . . . . . . . 26
1.3 Dual spaces of real interpolation spaces . . . . . . . . . 28
1.4 Intermediate spaces and reiteration . . . . . . . . . . . . 30
1.4.1 Examples . . . . . . . . . . . . . . . . . . . . . 37
1.4.2 Applications: the theorems of Marcinkiewicz
and Stampacchia; regularity in elliptic PDE’s . . 39
1.4.3 Exercises . . . . . . . . . . . . . . . . . . . . . 42
2 Complex interpolation 45
2.1 Definitions and properties . . . . . . . . . . . . . . . . . 47
2.1.1 Examples . . . . . . . . . . . . . . . . . . . . . 55
2.1.2 The theorems of Hausdorff-Young and Stein . . 58
2.1.3 Exercises . . . . . . . . . . . . . . . . . . . . . 61
References 187
Index 195
Foreword
This book is the second edition of my 1999 lecture notes of the courses
on interpolation theory that I delivered at the Scuola Normale in 1998
and 1999. Later I held other lectures on interpolation theory in different
universities, and the original lecture notes were polished and enriched.
In the mathematical literature there are many good books on the sub-
ject, but none of them is very elementary, and in many cases the basic
principles are hidden below great generality.
In these lectures I tried to illustrate the principles of interpolation the-
ory aiming at simplification rather than generality. I reduced the abstract
theory as far as possible, and gave many examples and applications, espe-
cially to operator theory and to regularity in partial differential equations.
Moreover the treatment is self-contained, the only prerequisite being the
knowledge of basic functional analysis.
I would like to thank colleagues and friends who followed parts of
my lectures, read older versions of these notes and gave suggestions and
help for improvements: P. Celada, S. Cerrai, Ph. Clément, G. Da Prato,
C. Villani, J. Zabczyk, A. Zaccagnini.
Foreword to the third edition. The third edition is just a revised ver-
sion of the second one: some proofs were modified or added, new refer-
ences were given, and a number of mistakes and misprints were correc-
ted. Many of them were detected by colleagues who used this book for
their lectures, and told me. In particular, I would like to thank H. Abels,
R. Farwig and J. Voigt for their precious remarks.
Introduction
Tn w−T w X+Y ≤ (Tn −T )x X+(Tn −T )yY ≤ Tn −T (x X+yY )
and
(X, Y )θ = (Y, X)1−θ . (1.5)
So, pay attention to the order!
Let us consider some particular cases.
The inclusion properties of the real interpolation spaces are stated below.
Moreover,
(X, Y )θ,∞ ⊂ X ∩ Y ,
where X, Y are the closures of X, Y in X + Y .
The right hand side is bounded by (θ p)1/ p xθ, p .Therefore x ∈ (X,Y )θ,∞ ,
and xθ,∞ ≤ (θ p)1/ p xθ, p . Changing θ with 1 − θ and X with Y we
obtain xθ,∞ ≤ ((1 − θ) p)1/ p xθ, p . Therefore,
= lim t θ K (t −1 , x, X, Y )
t→+∞
= lim+ τ −θ K (τ, x, X, Y ).
τ →0
4 Alessandra Lunardi
Let us prove that (X, Y )θ, p1 ⊂ (X, Y )θ, p2 for p1 < p2 < +∞. For
x ∈ (X, Y )θ, p1 we have
+∞ 1/ p2
−θ p2 p2 dt
xθ, p2 = t K (t, x)
0 t
+∞ 1/ p2
−θ p1 p1 −θ p2 − p1 dt
= t K (t, x) (t K (t, x))
0 t
+∞ 1/ p2 ( p2 − p1 )/ p2
−θ p1 p1 dt −θ
≤ t K (t, x) sup t K (t, x)
0 t t>0
t −θ K (t, xn −x) ≤ t −θ K (t, xn −xm )+t −θ max{t, 1}xm −x X+Y . (1.12)
T L((X 1 ,Y1 )θ, p ,(X 2 ,Y2 )θ, p ) ≤ (T L(X 1 ,X 2 ) )1−θ (T L(Y1 ,Y2 ) )θ . (1.13)
θ
T L(Y1 ,Y2 )
T x(X 2 ,Y2 )θ, p ≤ T L(X 1 ,X 2 ) x(X 1 ,Y1 )θ, p ,
T L(X 1 ,X 2 )
y X
t≤ ⇒ K (t,y) ≤ tyY ⇒ t −θ K (t,y) ≤ t 1−θ yY ≤ y1−θ θ
X yY ,
yY
and
y X
t≥ ⇒ K (t, y) ≤ y X
yY
yY θ
⇒ t −θ K (t, y) ≤ y X = y1−θ θ
X yY .
y X
θ
Therefore y(X,Y )θ,∞ = supt>0 t −θ K (t, y) ≤ y1−θ
X yY , and the state-
ment follows for p = +∞ with constant c(θ, ∞) = 1. For p < +∞ we
already know that (X, Y )θ, p is continuously embedded in (X, Y )θ,∞ , and
the proof is complete.
1.1.1. Examples
Let us see some basic examples. Cb (Rn ) is the space of the bounded con-
tinuous functions in Rn , endowed with the sup norm · ∞ ; Cb1 (Rn ) is the
subset of the continuously differentiablefunctions with bounded deriv-
n
atives, endowed with the norm f ∞ + i=1 Di f ∞ . For θ ∈ (0, 1),
θ
Cb (R ) is the set of the bounded and uniformly θ-Hölder continuous
n
| f (x) − f (y)|
f Cbθ = f ∞ + [ f ]C θ = f ∞ + sup .
x= y |x − y|θ
8 Alessandra Lunardi
For θ ∈ (0, 1), p ∈ [1, ∞), W θ, p (Rn ) is the space of all f ∈ L p (Rn )
such that
1/ p
| f (x) − f (y)| p
[ f ]W θ, p = dx dy < ∞.
Rn ×Rn |x − y|θ p+n
Proof. Let us prove the first statement. Let f ∈ (Cb (Rn ), Cb1 (Rn ))θ,∞ .
Since (X, Y )θ,∞ ⊂ X + Y , we have f ∞ ≤ const. f θ,∞ . In our case,
since · ∞ ≤ · Cb1 , the constant is 1. Indeed, for every decomposition
f = a + b, with a ∈ Cb (Rn ), b ∈ Cb1 (Rn ) we have f ∞ ≤ a∞ +
b∞ , so that
| f (x) − f (y)| ≤ 2K (|x − y|, f, Cb (Rn ), Cb1 (Rn )) ≤ 2|x − y|θ f θ,∞ .
tion with support in the unit ball, such that Rn ϕ(x)dx = 1. For every
t > 0 set
1 x−y
bt (x) = n f (y)ϕ dy, ; at (x) = f (x)−bt (x), x ∈ Rn . (1.18)
t Rn t
Then
1 y
at (x) = n ( f (x) − f (x − y))ϕ dy
t Rn t
9 Interpolation Theory
so that
1 θ θ
at ∞ ≤ [ f ]C θ n |y| ϕ(y/t)dy = t [ f ]C θ |w|θ ϕ(w)dw.
t Rn Rn
Therefore,
t −θ K (t, f ) ≤ t −θ f ∞ ≤ f ∞ , t ≥ 1.
The embedding Cbθ (Rn ) ⊂ (Cb (Rn ), Cb1 (Rn ))θ,∞ follows.
The proof of the second statement is similar. We recall that for every
b ∈ W 1, p (Rn ) and h ∈ Rn \ {0} we have (see any textbook about Sobolev
spaces, e.g., [12, Chapter X])
1/ p
|b(x + h) − b(x)| p
dx ≤ |Db| L p ,
Rn |h|
where we set as usual Db = (bx1 , . . . , bxn ).
For every f ∈ (L p (Rn ), W 1, p (Rn ))θ, p and h ∈ Rn let a = a(h) ∈
L (Rn ), b = b(h) ∈ W 1, p (Rn ) be such that f = a + b, and
p
Then
| f (x + h) − f (x)| p p−1 |a(x + h) − a(x)|
p
|b(x + h) − b(x)| p
≤2 +
|h|θ p+n |h|θ p+n |h|θ p+n
10 Alessandra Lunardi
so that
| f (x + h) − f (x)| p
dx
Rn |h|θ p+n
|a(x + h) − a(x)| p |b(x + h) − b(x)| p
≤2 p−1
+ dx
Rn |h|θ p+n |h|θ p+n
p p
a L p p−1 |h| |Db| L p
p
≤ 22 p−1 + 2
|h|θ p+n |h|θ p+n
It follows that
| f (x + h) − f (x)| p
dx dh ≤ C p |h|−θ p−n K (|h|, f ) p dh
Rn ×Rn |h|θ p+n Rn
∞
K (r, f ) p
= Cp dr dσn−1
0 r θ p+1 ∂ B(0,1)
p
= C p,n f θ, p .
So, we get
∞
p dt
t −θ p at L p
t
0
∞
1 x−y dt
≤ t −θ p | f (y) − f (x)| p ϕ dydx
0 Rn ×Rn tn t t
∞
−θ p 1 x − y dt
= | f (y) − f (x)| p
t ϕ dy dx
Rn ×Rn 0 tn t t
∞
−θ p 1 x − y dt
= | f (y) − f (x)| p
t ϕ dy dx
Rn ×Rn |x−y| tn t t
ϕ∞ | f (y) − f (x)| p p
≤ dy dx = C[ f ]W θ, p .
θp + n Rn ×Rn |y − x|θ p+n
The present proof is a bit long, but essentially elementary and self-
contained. We will see a much shorter proof in Section 5.2, as an applic-
ation of the theory developed in Chapter 5.
Note that the proof of (1.16) yields also
We know already that (Cb (Rn ), Cb1 (Rn ))θ,∞ = Cbθ (Rn ). Therefore, for
every f ∈ (Cb (), Cb1 ())θ,∞ the extension E f is in Cbθ (Rn ) and
Since f = E f | , then f ∈ Cbθ () and f Cbθ () ≤ C f (Cb (),Cb1 ())θ,∞ .
Conversely, if f ∈ Cbθ () then E f ∈ Cbθ (Rn ) = (Cb (Rn ), Cb1 (Rn ))θ,∞ .
The retraction operator Rg = g| belongs obviously to
Again by Theorem 1.6, f = R(E f ) belongs to (Cb (), Cb1 ())θ,∞ , with
norm not exceeding CE f Cbθ (Rn ) ≤ C f Cbθ () .
L(Cb (Rn+ ), Cb (Rn )) ∩ L(Cb1 (Rn+ ), Cb1 (Rn )) ∩ L(Cbθ (Rn+ ), Cbθ (Rn ))
dh
q/ p 1/q
α α
[ f ] B sp,q := |D f (x +h)−D f (x)| d x p
|α|=[s] Rn |h|n+{s}q Rn
1/ p
1 α α
[ f ] B sp,∞ := sup |D f (x + h) − D f (x)| dx p
is finite.
For p = +∞ the L p norms of D α f (· + h) − D α f are replaced by sup
s
norms. In particular, B∞,∞ (Rn ) = Cbs (Rn ).
14 Alessandra Lunardi
q/ p1/q
dh α α α
|D f (x +2h)−2D f (x +h)+ D f (x)| dx p
Rn |h|n+q Rn
and
f ∗ (t) = inf{σ : m(σ, f ) ≤ t}, t ≥ 0.
Both m(·, f ) and f ∗ are nonnegative, decreasing (i.e. nonincreasing),
right continuous, and f ∗ , | f | are equi-measurable, that is for each σ0 > 0
we have
|{t > 0 : f ∗ (t) > σ0 }| = m(σ0 , f ) = µ{x ∈ : | f (x)| > σ0 },
and consequently |{t > 0 : f ∗ (t) ∈ [σ1 , σ2 ]}| = µ{x ∈ : | f (x)| ∈
[σ1 , σ2 ]}, etc. Therefore, setting E := {x ∈ : | f (x)| > σ }, with
σ > 0, we have
µ(E)
∗
| f (x)|µ(dx) = f (t)dt = f ∗ (t)dt,
E {t>0: f ∗ (t)>σ } 0
and ∞
| f (x)| µ(dx) =
p
( f ∗ (t)) p dt, p ≥ 1, (1.20)
0
sup ess | f | = f (0) = sup ess f ∗ .
∗
(1.21)
f ∗ is called the nonincreasing rearrangement of f onto (0, ∞).
The Lorentz spaces L p,q () (1 ≤ p ≤ ∞, 1 ≤ q ≤ ∞) are defined
by
L () := f ∈ L 1 ()+ L ∞ () : f L p,q
p,q
∞ 1/q (1.22)
1/ p ∗ q dt
:= (t f (t)) <∞ ,
0 t
for q < ∞, and
L p,∞ () := { f ∈ L 1 () + L ∞ () : f L p,∞
(1.23)
:= sup t 1/ p f ∗ (t) < ∞}.
t>0
Proof. Let V be the space of all measurable, a.e. finitely valued (real
or complex) functions defined in . V is a linear topological Hausdorff
space under convergence in measure on each measurable E ⊂ with fi-
nite measure µ(E). Both L 1 () and L ∞ () are continuously embedded
in V. Therefore (L 1 (), L ∞ ()) is an interpolation couple.
The proof of (1.25) relies on the equality
t
∞
K (t, f, L (), L ()) =
1
f ∗ (s)ds, t > 0. (1.26)
0
for q = ∞.
17 Interpolation Theory
where E = {x ∈ : | f (x)| > f ∗ (t)} has measure µ(E) = |{s > 0 : f ∗ (s) >
f ∗ (t)}| (because | f | and f ∗ are equi-measurable) = m( f ∗ (t), f ) ≤ t,
and f ∗ is constant in [µ(E), t]. Therefore,
µ(E) t
a L 1 = ( f ∗ (s) − f ∗ (t))ds ≤ ( f ∗ (s) − f ∗ (t))ds.
0 0
Moreover,
= | f (x)| if | f (x)| ≤ f ∗ (t),
|b(x)|
= f ∗ (t) if | f (x)| > f ∗ (t),
so that t
1
∗
|b(x)| ≤ f (t) = f ∗ (t)ds, x ∈ .
t 0
Therefore,
t
∞
K (t, f, L , L ) ≤ a L 1 + tb L ∞ ≤
1
f ∗ (s)ds.
0
To prove the opposite inequality we use the fact that for every decompos-
ition f = a + b we have (see Exercise 9, Section 1.1.2)
f ∗ (s) ≤ a ∗ ((1 − ε)s) + b∗ (εs), s ≥ 0, 0 < ε < 1.
Then, if a ∈ L 1 (), b ∈ L ∞ (), and a + b = f we have
t t t
∗ ∗
f (s)ds ≤ a ((1 − ε)s)ds + b∗ (εs)ds
0 0 0
∞
1 ∗ 1∗
≤ a (τ )dτ + tb (0) = |a(x)|µ(dx) + t sup ess |b|.
1−ε 0 1−ε
18 Alessandra Lunardi
Letting ε → 0 we get
t
f ∗ (s)ds ≤ a L 1 + tb L ∞ ,
0
so that t
K (t, f, L 1 (), L ∞ ()) ≤ f ∗ (s)ds,
0
and the statement follows.
A detailed treatment of Lorentz spaces from the interpolation point of
view, with several applications and historical remarks, is in the lecture
notes [89].
1.1.2. Exercises
1. Prove that for every x ∈ X + Y , t → K (t, x) is concave (and hence
continuous) in (0, ∞).
2. Prove that x → xθ, p is a norm in (X, Y )θ, p , for each θ ∈ (0, 1)
and p ∈ [1, ∞].
3. Take θ = 0 in Definition 1.1 and show that (X, Y )0, p = (X, Y )0 =
{0}, for all p ∈ [1, ∞). Show that X ⊂ (X, Y )0,∞ .
Take θ = 1 in Definition 1.1 and show that (X, Y )1, p = (X, Y )1 =
{0}, for all p ∈ [1, ∞). Show that Y ⊂ (X, Y )1,∞ .
4. Following the method of Example 1.8 show that (Cb (Rn),Cb1 (Rn))1,∞=
Lip(Rn ), and that for 1< p < ∞,(L p (Rn ),W 1, p (Rn ))1,∞ = W 1, p (Rn ).
Show that (C0 (Rn ), C01 (Rn ))θ,∞ = C0θ (Rn ) for each θ ∈ (0, 1). Here
C0 (Rn ) is the subspace of Cb (Rn ) consisting of the functions f such
that lim|x|→∞ f (x) = 0, and C01 (Rn ) := { f ∈ Cb1 (Rn ) : f, Di f ∈
C0 (Rn ), i = 1, . . . n}.
5. Show that for 0 < θ < 1, Cb1 (Rn ) is not dense in Cbθ (Rn ). Show that
the continuous interpolation space (Cb (Rn ), Cb1 (Rn ))θ is the space of
the “little-Hölder continuous” functions h θ (Rn ), consisting of those
bounded functions f such that
| f (x + h) − f (x)|
lim sup = 0.
h→0 x∈Rn |h|θ
(L p (I ), W 1, p (I ))θ, p = W θ, p (I ).
t
K (t, x) ≤ K (s, x) 0 < s < t.
s
20 Alessandra Lunardi
+∞
|t 1−θ u(t)Y ≤ t −θ tχ 2k ,2k+1 (t)21−k K (2k , x) ≤ 4t −θ K (t, x), (1.27)
( ]
k=−∞
p
so that t → t 1−θ u(t) ∈ L ∗ (0, +∞; Y ). By Corollary A.13, t →
p
vθ (t) := t 1−θ v(t) belongs to L ∗ (0, +∞; Y ), and
+∞
g(t) X ≤ χ 2k ,2k+1 (t)2K (2k , x) ≤ 2K (t, x).
( ]
k=−∞
It follows that
t 1−θ v (t) X ≤ t −θ sup g(s) X + t −θ g(t) X
0<s<t (1.28)
−θ
≤ 4t K (t, x), t > 0.
p
Then t → wθ (t) := t 1−θ v (t) belongs to L ∗ (0, +∞; X), and
wθ L ∗p (0,+∞;X) ≤ 4xθ, p .
Therefore, x is the trace at t = 0 of a function v ∈ V ( p, 1 − θ, Y, X),
and
xθ,
Tr
p ≤ 4(1 + 1/θ)xθ, p .
so that
t
1
−θ
K (t, x) ≤ t u (s)ds
+ t u(t)Y , t > 0.
1−θ 1−θ
t t (1.29)
0 X
p
Corollary A.13 implies now that t → t −θ K (t, x) belongs to L ∗ (0, +∞),
so that x ∈ (X, Y )θ, p , and
1
xθ, p ≤
xθ,
Tr
p.
θ
If x is the trace of a function u ∈ V0 (∞, 1−θ, Y, X), possibly multiplying
by a function ζ ∈ C 1 ((0, +∞); R) such that ζ ≡ 1 in (0, 1), ζ ≡ 0 in
(2, +∞), we may assume without loss of generality that u vanishes for t
large. Then, by (1.29), limt→0 t −θ K (t, x) = limt→∞ t −θ K (t, x) = 0, so
that x ∈ (X, Y )θ .
23 Interpolation Theory
Proof. We already know that W 1−1/ p, p (Rn ) = (L p (Rn ),W 1, p (Rn ))1−1/ p, p ,
see Example 1.8. By Proposition 1.13, W 1−1/ p, p (Rn ) is the space of the
traces at t = 0 of the functions v ∈ V ( p, 1p , W 1, p (Rn ), L p (Rn )). On the
other hand, v ∈ V ( p, 1p , W 1, p (Rn ), L p (Rn )) if and only if the function
v(x, t) := v(t)(x) is in W 1, p (Rn+1
+ ). Indeed, concerning measurability,
it is possible to see that a function w : (0, +∞) → L p (Rn ) (resp., w :
(0, +∞) → W 1, p (Rn )) is measurable in the sense of Definition A.1 iff
(t, x) → w(t)(x) is measurable (resp., (t, x) → w(t)(x) and (t, x) →
Di w(t)(x) are measurable for all i = 1, . . . n). Concerning estimates,
p
the condition t → t 1/ p v(t) ∈ L ∗ ((0, +∞), W 1, p (Rn )) means that the
function v(t, x) := v(t)(x) satisfies
+∞ n
|v(x, t)| +
p
|vxi (x, t)| dx dt < ∞,
p
0 Rn i=1
24 Alessandra Lunardi
p
and the condition t → t 1/ p v (t) ∈ L ∗ ((0, +∞), L p (Rn )) means that
+∞
|vt (x, t)| p dx dt < ∞.
0 Rn
p
so that t → t 1−θ z ε (t) ∈ L ∗ (0, +∞; Y ) for every ε, and
and
1.2.1. Exercises
1. Prove the statements of Remark 1.16.
2. A regularized K -method.
(a) Prove that (X, Y )θ, p is the set of the elements x ∈ X + Y such
that x = u(t) + v(t) for almost all t > 0, with t → t −θ u(t) ∈
p p
L ∗ (0, ∞; X), t → t 1−θ v(t) ∈ L ∗ (0, ∞; Y ), and the norm
We will not give all the details of the proof, but just a sketch.
Step 1. The embeddings ⊃ are easy. If f ∈ (X , Y )θ, p with p ∈
(1, +∞] then by Exercise 3(a), Section 1.2.1, we have
∞
dt
f = ϕ(t) ,
0 t
p p
where t → t −θ ϕ(t) ∈ L ∗ (0, ∞; X ), t → t 1−θ ϕ(t) ∈ L ∗ (0, ∞; Y ),
and
Since f ∈ X + Y , then f ∈ (X ∩ Y ) . For each x ∈ X ∩ Y , write
|
f ( v )| ≤ f ((X,Y )θ, p ) xθ, p
u ,
≤ C f ((X,Y )θ, p ) (
u L ∗p (0,∞;X) +
v L ∗p (0,∞;Y ) ).
1 The spaces X such that L p (0, ∞; X) is isomorphic to L p (0, ∞; X ) may be characterized in
∗ ∗
terms of the Radon–Nikodym property of X , see [46, 40]. In particular, if X is separable, or if X
is reflexive, the isomorphism holds.
30 Alessandra Lunardi
≤ C f ((X,Y )θ, p ) .
1
| f (x + hei ) − f (x) − Di f (x)h| ≤ Dii f ∞ h 2 , x ∈ Rn , h > 0,
2
we get
| f (x + hei ) − f (x)| 1
|Di f (x)| ≤ + Dii f ∞ h, x ∈ Rn , h > 0,
h 2
so that
2 f ∞ 1
Di f ∞ ≤ + Dii f ∞ h, h > 0.
h 2
Taking the minimum for h ∈ (0, +∞) we get
so that
n
f Cb1 ≤ ( f ∞ )1/2 ( f ∞ )1/2 + 2 i=1 (Dii f ∞ )1/2
This implies that Cb1 (Rn ) belongs to J1/2 (Cb (Rn ), Cb2 (Rn )). To prove that
it belongs also to K 1/2 (Cb (Rn ), Cb2 (Rn )), namely that it is continuously
embedded in (Cb (Rn ), Cb2 (Rn ))1/2,∞ , we argue as in Example 1.8: for
every f ∈ Cb1 (Rn ) and t > 0 the functions at , bt defined in (1.18) are
easily seen to satisfy
Therefore, K (t, f,Cb (Rn ),Cb2 (Rn )) ≤ at 1/2 ∞ + tbt 1/2 Cb2 ≤ C(t 1/2 +
t) f Cb1 so that Cb1 (Rn ) is in K 1/2 (Cb (Rn ), Cb2 (Rn )).
But Cb1 (Rn ) is not a real interpolation space between Cb (Rn ) and
Cb2 (Rn ), even for n = 1.
Indeed, consider the family of operators
1
x
(Tε f )(x) = ( f (y) − f (0)) dy, x ∈ R.
−1 x2 + y 2 + ε2
It is easy to see that Tε L(Cb (R)) and Tε L(Cb2 (R)) are bounded by a con-
stant independent of ε. Indeed, for every continuous and bounded f ,
1
|x|
|(Tε f )(x)| ≤ 2 f ∞ dy ≤ 2π f ∞ ,
−1 x2 + y 2 + ε2
1
−x 2 + y 2 + ε2
(Tε f ) (x) = ( f (y) − f (0))dy,
−1 (x 2 + y 2 + ε2 )2
1
−2x(−x 2 + 3y 2 + 3ε2 ) y
= ( f (s) − f (0))ds dy,
−1 (x 2 + y 2 + ε2 )3 0
so that limε→0 (Tε f ε ) (0) = +∞, while the Cb1 norm of f ε is bounded by
a constant independent of ε. Therefore Tε L(Cb1 (R)) blows up as ε → 0.
This shows that there does not exist any constant C such that
for all T ∈ L(Cb2 (R)) ∩ L(Cb (R)), and therefore Cb1 (R) is not an inter-
polation space between Cb (R) and Cb2 (R) by Lemma 0.1.
This counterexample is due to Mitjagin and Semenov [78], it shows
also that C 1 ([−1, 1]) is not a real interpolation space between C([−1, 1])
and C 2 ([−1, 1]), and it may be obviously adapted to show that for any
dimension n, Cb1 (Rn ) is not a real interpolation space between Cb (Rn )
and Cb2 (Rn ).
Remark 1.22. Arguing similarly one sees that Cbk (Rn ) is in
J1/2 (Cbk−1 (Rn ), Cbk+1 (Rn )) ∩ K 1/2 (Cbk−1 (Rn ), Cbk+1 (Rn )),
for every k ∈ N. It follows easily that for m 1 < k < m 2 ∈ N, Cbk (Rn ) be-
longs to J(k−m 1 )/(m 2 −m 1 ) (Cbm 1 (Rn ), Cbm 2 (Rn )). For instance, knowing that
Cb1 (Rn ) is in J1/2 (Cb (Rn ), Cb2 (Rn )) and that Cb2 (Rn ) is in J1/2 (Cb1 (Rn ),
Cb3 (Rn )) one gets, for every f ∈ Cb3 (Rn ),
1/2 1/2 1/2
f Cb1 ≤ C f 1/2
∞ f C 2 ≤ C f ∞ ( f C 1 f C 3 )
1/2 1/2
b b b
f Cb1 ≤ C f 2/3
1/3
∞ f C 3
b
that is, Cb1 (Rn ) belongs to J1/3 (Cb (Rn ), Cb3 (Rn )).
Now we are able to state the Reiteration Theorem. It is one of the main
tools of general interpolation theory.
Theorem 1.23. Let 0 ≤ θ0 < θ1 ≤ 1. Fix θ ∈ (0, 1) and set ω =
(1 − θ)θ0 + θθ1 . The following statements hold true.
(i) If E i belong to the class K θi (i = 0, 1) between X and Y , then
K (t, x) ≤ ki t θi x Ei , x ∈ E i , i = 0, 1.
Consequently,
If x ∈ (E 0 , E 1 )θ , by (1.31) we get
and
so that x ∈ (X, Y )ω .
Let us prove statement (ii). By Proposition 1.13 and Remark 1.16(1),
every x ∈ (X, Y )ω, p is the trace at t = 0 of a regular function v : R+ →
p
X ∩ Y such that v(+∞) = 0, t → t 1−ω v (t) belongs to L ∗ (0, +∞, X),
2−ω p
t → t v (t) belongs to L ∗ (0, +∞, Y ), and
θ0 + 1 − ω = 1 − θ(θ1 − θ0 ), θ1 + 1 − ω = 1 + (1 − θ)(θ1 − θ0 ),
we get
(i) s 1−θ(θ1 −θ0 ) v (s) L ∗p (0,+∞;E0 ) ≤ c0 k x(X,Y
Tr
)ω, p ,
(1.32)
(ii) s 1+(1−θ)(θ1 −θ0 ) v (s) L ∗p (0,+∞;E1 ) ≤ c1 k x(X,Y
Tr
)ω, p .
∞
From the equality v(t) = − t v (s)ds and 1.32(ii), using the Hardy-
Young inequality (A.10)(ii) if p < ∞, we get
c1 k
t (1−θ)(θ1 −θ0 ) v(t) L ∗p (0,+∞;E1 ) ≤ x(X,Y
Tr
)ω, p .
(1 − θ)(θ1 − θ0 )
p
It follows that t → t 1−θ g(t) ∈ L ∗ (0, +∞; E 1 ), and
Moreover g (t) = (θ1−θ0 )−1 t −1+1/(θ1 −θ0 ) v (t 1/(θ1 −θ0 ) ), so that, by (1.32)(i),
p
t → t 1−θ g (t)= (θ1−θ0 )−1 t (1−θ(θ1−θ0 ))/(θ1−θ0 ) v (t 1/(θ1 −θ0 ) ) ∈ L ∗ (0,+∞; E 0 ),
and
so that
t −θ+1/(θ1 −θ0 ) 1/(θ1 −θ0 )
lim t 1−θ g (t) E0 = lim v (t ) E0 = 0.
t→0 t→0 θ1 − θ0
37 Interpolation Theory
which holds for 0 < t < ε, one deduces that limt→0 t 1−θ g(t) E1 = 0.
A first consequence of the Reiteration Theorem is the following char-
acterization of real interpolation spaces between couples of real interpol-
ation spaces.
Corollary 1.24. By Proposition 1.2.3, the spaces (X, Y )θ, p and (X, Y )θ
are in K θ (X, Y ) ∩ Jθ (X, Y ) for 0 < θ < 1 and 1 ≤ p ≤ ∞. The
Reiteration Theorem yields
((X, Y )θ0 ,q0 , (X, Y )θ1 ,q1 )θ, p = (X, Y )(1−θ)θ0 +θθ1 , p ,
((X, Y )θ0 , (X, Y )θ1 ,q )θ, p = (X, Y )(1−θ)θ0 +θθ1 , p ,
((X, Y )θ0 ,q , (X, Y )θ1 )θ, p = (X, Y )(1−θ)θ0 +θθ1 , p ,
for 0 < θ0 < θ1 < 1, 1 ≤ p, q ≤ ∞. Moreover, since X belongs to
K 0 (X, Y ) ∩ J0 (X, Y ), and Y belongs to K 1 (X, Y ) ∩ J1 (X, Y ) between
X and Y , then
((X, Y )θ0 ,q , Y )θ, p = (X, Y )(1−θ)θ0 +θ, p , ((X, Y )θ0 , Y )θ = (X, Y )(1−θ)θ0 +θ ,
and
(X, (X, Y )θ1 ,q )θ, p = (X, Y )θ1 θ, p , (X, (X, Y )θ1 )θ = (X, Y )θ1 θ ,
for 0 < θ0 , θ1 < 1, 1 ≤ p, q ≤ ∞.
1.4.1. Examples
The following examples are immediate consequences of Examples 1.8,
1.9, 1.11 and of Corollary 1.24.
Example 1.25. Let 0 ≤ θ1 < θ2 ≤ 1, 0 < θ < 1. Then
(Cbθ1 (Rn ), Cbθ2 (Rn ))θ,∞ = Cb(1−θ)θ1 +θθ2 (Rn ).
If is an open set in Rn with uniformly C 1 boundary, then
(Cbθ1 (), Cbθ2 ())θ,∞ = Cb(1−θ)θ1 +θθ2 ().
38 Alessandra Lunardi
L p1 (; Y ))θ,q = L q (; (X, Y )θ,q ) for every interpolation couple (X, Y ).
It holds for p0 = p1 too. The particular case where is a real in-
terval may be useful in the study of evolution equations. But for q =
((1 − θ)/ p0 + θ/ p1 )−1 such equality is unknown in general, even for
p0 = p1 . See [26].
39 Interpolation Theory
Proof. In the first case, Theorem 1.6 implies that T is bounded from
(L r , L ∞ )θ, p to (L r , BMO)θ, p for every θ ∈ (0, 1) and p ∈ [1, ∞], and
θ
T L((L r ,L ∞ )θ, p ,(L r ,BMO)θ, p ) ≤ T 1−θ
L(L r ) T L(L ∞ ,BMO) .
r
By Example 1.27, (L r (), L ∞ ())θ, p = L 1−θ , p (). By Example 1.29
and reiteration, we still have
r
(L r (), BMO())θ, p = L 1−θ , p ().
is any u ∈ H01 () such that for every ϕ ∈ C0∞ () it holds
n
ai j (x)D j u(x)Di ϕ(x)dx
i, j=1
n
=− f 0 (x)ϕ(x)dx + f j (x)D j ϕ(x)dx.
j=1
Using the Lax-Milgram theorem, it is not hard to see that the Dirichlet
problem has a unique weak solution u, and u H 1 ≤ C nj=0 f j L 2 .
This is a first step in several basic courses in PDE’s; see, e.g., [12, Chapter
IX] or [1]. The second step is a regularity theorem: if f j = 0 for each
j + 1, . . . , n and the coefficients ai j ∈ C 1 (), then u ∈ H 2 () and
u H 2 ≤ C f 0 L 2 . See again [12] or [1].
Moreover Campanato in [20, Theorem 16.II] was able to prove the
following:
(i) if the coefficients ai j are in C α () for some α ∈ (0, 1) and the func-
tions f j are in BMO() for j = 0, . . . , n, then
each derivative Di u
belongs to BMO(), and Di uBMO,2 ≤ C nj=0 f j BMO,2 ;
(ii) if the coefficients ai j are in C 1+α () for some α ∈ (0, 1), f j = 0 for
j = 1, . . . , n and f 0 ∈ BMO(), then u ∈ H 2 () satisfies the equa-
tion a.e., each second order derivative Di j u belongs to BMO(), and
Di j uBMO,2 ≤ C f 0 BMO,2 .
1.4.3. Exercises
1. Show that for 0 < θ < 1, θ = 1/2,
and
(Cb (), Cb2 ())θ,∞ = Cb2θ (),
43 Interpolation Theory
(iii) Prove that for 0 < θ < 1, θ = α, and for each p ∈ [1, ∞],
Then
T ∈ L(L pθ (), L qθ ()), 0 < θ < 1,
with
1 1−θ θ 1 1−θ θ
= + , = + , (2.1)
pθ p0 p1 qθ q0 q1
and setting Mi = T L(L pi (),L qi ()) , i = 0, 1, then
In the case that some of the pi ’s or the qi ’s is ∞ the statement still holds
if we set as usual 1/∞ = 0.
g(z)(x) = b(x),
if qθ = ∞.1
Then for each z ∈ S, f (z) ∈ L p () for every p, and g(z) ∈ L q () for
every q. In particular, f (z) ∈ L p0 () ∩ L p1 () so that T f (z) ∈ L q0 ()
∩ L q1 (), and the function
F(z) = T f (z) g(z) ν(dx)
p /p qθ /q0
≤ T L(L p0 (),L q0 ()) a Lθpθ ()
0
b ,
L qθ ()
p /p qθ /q1
≤ T L(L p1 (),L q1 ()) a Lθpθ ()
1
b .
L qθ ()
θ
≤ T 1−θ
L(L p0 (),L q0 ()) T L(L p1 (),L q1 ()) a L θ () b L qθ () .
p
for every simple function a : → C. Since the set of such a’s is dense
in L pθ () the statement follows.
Taking in particular pi = qi , we get that if T ∈ L(L p0 (), L p0 ()) ∩
L(L p1 (), L p1 ()) then T ∈ L(L r (), L r ()) for every r ∈ [ p0 , p1 ].
The crucial part of the proof is the use of the three lines theorem for
the function F. The explicit expression of F is not important; what is
important is that F is holomorphic in the interior of S, continuous and
bounded in S, that F(θ) leads to the norm T a L qθ () , and that the beha-
vior of F in iR and in 1+iR is controlled. Banach space valued functions
of this type are precisely those used in the construction of the complex
interpolation spaces.
X ∩ Y ⊂ [X, Y ]θ ⊂ X + Y.
Proof. For each ε > 0 let f 0 ∈ F0 (X, Y ) be such that f 0 (θ) = a and
f 0 F (X,Y ) ≤ a[X,Y ]θ + ε. Let z → r(z) be a function continuous in
S and holomorphic in the interior of S with values in the unit disk, and
such that r(θ) = 0, r (θ) = 0, r(z) = 0 for z = θ. For instance, we may
take
z−θ
r(z) = , z ∈ S.
z+θ
Set 2
f 0 (z) − e(z−θ) a
f 1 (z) = , z ∈ S.
r(z)
Then f 1 ∈ F0 (X, Y ), so that by Lemma 2.2 there exists a function
n
f 2 (z) = exp(δk z 2 + γk z)xk ,
k=1
51 Interpolation Theory
T L([X 1 ,Y1 ]θ ,[X 2 ,Y2 ]θ ) ≤ (T L[X 1 ,X 2 ] )1−θ (T L[Y1 ,Y2 ] )θ . (2.3)
so that gF (X 2 ,Y2 ) ≤ (T L(X 1 ,X 2 ) )1−θ (T L(Y1 ,Y2 ) )θ f F (X 1 ,Y1 ) . There-
fore T a = g(θ) ∈ [X 2 , Y2 ]θ , and
T a[X 2 ,Y2 ]θ ≤ gF (X 2 ,Y2 ) ≤ (T L(X 1 ,X 2 ) )1−θ (T L(Y1 ,Y2 ) )θ f F (X 1 ,Y1 ) .
T a[X 2 ,Y2 ]θ ≤ (T L(X 1 ,X 2 ) )1−θ (T L(Y1 ,Y2 ) )θ |a[X 1 ,Y1 ]θ .
Let us come back to Theorem 2.6 and to its consequences. The same
proof of Corollary 1.7 (through the equality [C, C]θ = C with the same
norm) yields
where
f (it)
f 0 (z) = eπ(y−t) sin(π x) dt,
R sin (π x) + (cos(π x) − exp(π(y − t)))2
2
f (1 + it)
f 1 (z) = eπ(y−t) sin(π x) dt.
R sin (π x) + (cos(π x) + exp(π(y − t)))2
2
(2.6)
Sketch of the proof. Let first X = C. Then (2.6) may be obtained using
the Poisson formula for the unit circle,
1 1 − |ζ |2
f (ζ ) = f (λ) dλ, |ζ | < 1,
2π |λ|=1 |ζ − λ|2
54 Alessandra Lunardi
(which holds for every f which is holomorphic in the interior and con-
tinuous up to the boundary), and the conformal mapping
eπi z − i
ζ (z) = , z ∈ S,
eπi z + i
which transforms S into the unit circle. If X is a general Banach space
(2.6) follows as usual, considering the complex functions z → f (z), x
for every x ∈ X , and applying (2.6) to each of them.
Proof. Let a ∈ [X, Y ]θ . For every f ∈ F(X, Y ) such that f (θ) = a split
a = f 0 (θ) + f 1 (θ) according to (2.6).
Note that for z = x + i y ∈ S we have
1
0< eπ(y−t) sin(π x) 2 dt < 1,
R sin (π x) + (cos(π x) − exp(π(y − t)))2
1
0< eπ(y−t) sin(π x) 2 dt < 1.
R sin (π x) + (cos(π x) + exp(π(y − t)))2
Indeed, both kernels are positive so that both integrals are positive;
moreover if f is holomorphic in S, continuous and bounded in S and
f ≡ 1 on iR and on 1 + iR then f ≡ 1 in S, so that the sum of the
integrals is 1.
Therefore for every z ∈ S, f 0 (z) ∈ X, f 0 (z) X ≤ supτ ∈R f (iτ ) X ,
and f 1 (z) ∈ Y , f 1 (z)Y ≤ supτ ∈R f (1 + iτ )Y . Then for each t > 0
we get
Since f is arbitrary,
K (t, a) ≤ 2t θ a[X,Y ]θ ,
Lions ([68]) proved that if X and Y are reflexive, then for 0 < θ1 < θ2 <
1, 0 < θ < 1, 1 < p < ∞,
The question whether [X, Y ]θ coincides with some (X, Y )θ, p has no gen-
eral answer. We will see at the end of Chapter 4 that if X and Y are
Hilbert spaces then
but in the non hilbertian case there are no general rules. See next Ex-
amples 2.11 and 2.12.
Concerning duality, Calderon ([18]) showed that if X ∩ Y is dense in
X and in Y , and one of the spaces X, Y is reflexive, then
2.1.1. Examples
Example 2.11. Let (, µ) be a measure space with σ -finite measure,
and let 1 ≤ p0 , p1 ≤ ∞, 0 < θ < 1. Then
1 1−θ θ
[L p0 (), L p1 ()]θ = L p (), = + ,
p p0 p1
and their norms coincide. (In the case p0 = ∞ or p1 = ∞ the statement
is correct if we set as usual 1/∞ = 0).
56 Alessandra Lunardi
Proof. The proof follows the proof of the Riesz–Thorin theorem at the
beginning of the chapter.
Let a : → C be a simple function; we may assume without loss of
generality that a L p = 1. For z ∈ S set
p 1−z z
p0 + p1
a(x)
f (z)(x) := |a(x)| , if x ∈ , a(x) = 0,
|a(x)|
f (z)(x) := 0, if x ∈ , a(x) = 0.
Then f is continuous in S and holomorphic in the interior of S with
values in L p0 () + L p1 (), and for each t ∈ R we have
p
p/ p0
| f (it)(x)| = |a(x)| p0 , f (it) L p0 ≤ a L p = 1,
p
p/ p1
| f (1 + it)(x)| = |a(x)| ,p1
f (1 + it) L p1 ≤ a L p = 1.
Moreover, t → f (it) is continuous with values in L p0 () and t →
f (1 + it) is continuous with values in L p1 (). Therefore, f belongs to
F(L p0 (), L p1 ()) and f F (L p0 ,L p1 ) ≤ 1. Since f (θ) = a, then
Since p < +∞, the set S() of the simple functions is dense in L p ();
therefore inequality (2.7) may be extended to every a ∈ L p () and it
shows that L p () is continuously embedded in [L p0 , L p1 ]θ .
To prove the other inclusion we remark that
1 = a L p = sup a(x)b(x)µ(dx) : b ∈ S(), b L p = 1 .
F(z) := f (z)(x)g(z)(x)µ(dx), z ∈ S.
so that
|F(z)| ≤ max{supt∈R f (it) L p0 , supt∈R f (1 + it) L p1 }
≤ f F (L p0 ,L p1 ) , z ∈ S.
Therefore,
a(x)b(x)µ(dx) = |F(θ)| ≤ f F (L p0 ,L p1 ) .
Since b is arbitrary,
a L p ≤ f F (L p0 ,L p1 ) .
Since f is arbitrary,
a L p ≤ a[L p0 ,L p1 ]θ . (2.8)
This implies that [L p0 , L p1 ]θ is continuously embedded in L p (). Es-
timates (2.7) and (2.8) show that [L p0 , L p1 ]θ and L p () have the same
norm.
Example 2.12. For 0 < θ < 1, 1 < p < ∞, m ∈ N,
H k, p (Rn ) = W k, p (Rn ), k ∈ N.
and the inclusions are strict if p = 2. See [90, Section 2.3.3]. We recall
(Example 1.10) that (L p (Rn ), W m, p (Rn ))θ, p = B mθ
p, p (R ). Therefore
n
When θ runs in (0, 1), pθ = 2/(1 + θ) runs in (1, 2), and the statement
is proved.
A useful generalization of the Riesz-Thorin theorem is the Stein inter-
polation theorem. It is obtained by applying Theorem 2.7 to the interpol-
ation couples (L p0 (), L p1 ()), (L q0 (), L q1 ()), using the character-
ization of Example 2.11.
Theorem 2.14. Let (, µ), (, ν) be σ -finite measure spaces. Let p0 ,
p1 , q0 , q1 ∈ [1, ∞] and define as usual pθ , qθ by
1 1−θ θ 1 1−θ θ
= + , = + , 0 < θ < 1.
pθ p0 p1 qθ q0 q1
Assume that for every z ∈ S, Tz : L p0 () ∩ L p1 () → L q0 () + L q1 ()
is a linear operator such that
(i) for each f ∈ L p0 () ∩ L p1 (), z → Tz f is holomorphic in the
interior of S, continuous and bounded in S, with values in L q0 () +
L q1 ();
(ii) for each f ∈ L p0 ()∩L p1 (), t → Tit f is continuous and bounded
in R with values in L q0 (), t → T1+it f is continuous and bounded
in R with values in L q1 ();
(iii) there are M0 , M1 > 0 such that for each f ∈ L p0 () ∩ L p1 (),
sup T (t) f L q0 () ≤ M0 f L p0 () ,
t∈R
Then for each θ ∈ (0, 1) and for each f ∈ L p0 () ∩ L p1 () we have
Theorem 2.15. Let (, µ), (, ν) be σ -finite measure spaces. Assume
that for every z ∈ S, Tz is a linear operator defined in the set of the simple
functions on , with values into measurable functions on , such that for
every couple of simple functions a : → C and b : → C, the product
Tz a · b is integrable on and
z → (Tz a)(x)b(x)ν(dx),
for every simple function a. Then for each θ ∈ (0, 1), Tθ may be extended
to a bounded operator (which we still call Tθ ) from L pθ () to L qθ (),
with pθ and qθ defined in (2.1), and
f (z)(x) = 0, if x ∈ , a(x) = 0,
and
qθ 1−z
+ z b(x)
q0
g(z)(x) = |b(x)| q1
, if x ∈ , b(x) = 0,
|b(x)|
g(z)(x) = 0, if x ∈ , b(x) = 0,
if qθ < ∞,
g(z)(x) = b(x)
61 Interpolation Theory
so that
T a L qθ () ≤ M01−θ M1θ a L pθ () ,
for every simple a defined in . The assumption ( p0 , p1 ) = (∞, ∞)
implies that pθ < ∞. Since the simple functions are dense in L pθ () the
statement follows.
2.1.3. Exercises
1. The maximum principle for functions defined on a strip. Let f : S →
X be holomorphic in the interior of S, continuous and bounded in S.
Prove that for each ζ ∈ S
and
f Fγ (X,Y )= max{sup e−γ |t| f (it) X , sup e−γ |1+it| f (1+it)Y } < ∞.
t∈R t∈R
62 Alessandra Lunardi
Prove that for each θ ∈ (0, 1), [X, Y ]θ coincides with the space of
the traces at z = θ of the functions f ∈ Fγ (X, Y ), and its norm is
equivalent to x → inf{ f Fγ (X,Y ) : f (θ) = x}.
5. Let (X, Y ) be any complex interpolation couple. Set [X, Y ]0 := X,
[X, Y ]1 := Y . Show that for 0 ≤ θ0 < θ1 ≤ 1 and 0 < θ < 1 we have
(Hint: if x = f ((1 − θ)θ0 + θθ1 ) set g(z) = f ((1 − z)θ0 + zθ1 )).
6. Show that if X ∩ Y is dense in X and in Y , then for each θ ∈ (0, 1)
we have
[X, Y ]θ ⊂ [X , Y ]θ .
(Hint: for x ∈ X ∩ Y and x ∈ X ∩ Y write x = f (θ), with f and
f of the special type given by Lemma 2.2, and estimate |x (x)| using
the three lines theorem of exercise 2. Then extend using density.)
7. Let (, ν) be any measure space, let q0 = q1 ∈ [1, +∞], and for
every θ ∈ (0, 1) define qθ by
1 1−θ θ
= + .
qθ q0 q1
Prove that L q0 () ∩ L q1 () ⊂ L qθ (), and
for every g ∈ L q0 ()∩ L q1 (). (This result has been used in the proof
of the Riesz-Thorin Theorem.)
Chapter 3
Interpolation and domains of operators
for some θ ∈ [0, 2π), λ0 ≥ 0, may be easily reduced to this one. The
half-line r = {λeiθ : λ > λ0 } is called a ray of minimal growth of the
resolvent of B. See [2, Def. 2.1].
are equivalent.
64 Alessandra Lunardi
Proof. Let us prove that D(A) ∈ J1/2 (X, D(A2 )). For every x ∈ D(A) it
holds
lim λR(λ, A)x = lim R(λ, A)Ax + x = x.
λ→∞ λ→∞
and if x ∈ D(A2 ),
∞
Ax = λAR(λ, A)x − R(σ, A)2 A2 x dσ, λ > 0.
λ
Therefore,
M2 2
Ax ≤ λ(M + 1)x + A x, λ > 0.
λ
66 Alessandra Lunardi
so that
1/2
x D(A) ≤ Cx1/2 x D(A2 ) , x ∈ D(A2 ),
that is, D(A) ∈ J1/2 (X, D(A2 )).
Let us prove that D(A) ∈ K 1/2 (X, D(A2 )). For every x ∈ D(A) split
x as
x = −R(λ, A)Ax + λR(λ, A)x, λ > 0,
where
M
R(λ, A)Ax ≤ x D(A) ,
λ
K (t, x, X, D(A2 )) ≤ R(t −1/2 , A)Ax + tt −1/2 R(t −1/2 , A)x D(A2 )
and setting α = 2θ the statement follows for 0 < θ < 1/2. Taking into
account that D(A2 ) belongs to J1 (X, D(A2 )) ∩ K 1 (X, D(A2 )) and that
D(A) belongs to J1/2 (X, D(A2 )) ∩ K 1/2 (X, D(A2 )), and applying the
Reiteration Theorem with E 0 = D(A), E 1 = D(A2 ) we get
xθ, p = x +
ϕ L ∗p (0,∞)
are equivalent.
Proof. The proof is very close to the proof of Proposition 3.1.
Let x ∈ (X, D(A2 ))θ, p . Then if x = a + b with a ∈ X, b ∈ D(A2 ),
for every λ > 0 we have
p
Conversely, if ϕ̃ ∈ L ∗ (0, ∞), from the obvious identity
where
λAR(λ, A)2 x = λ(λ − A)AR(λ, A)3 x
= AR(λ, A)λ2 R(λ, A)2 x − λR(λ, A)A2 R(λ, A)2 x
we get
where
and
Therefore,
3.1.1. Exercises
1. Let A : D(A) ⊂ X → X satisfy (3.1). Prove that for every m ∈ N,
Am is a closed operator. (Hint: use estimate (3.2)).
2. Let A : D(A) ⊂ X → X satisfy (3.1), and let 0 < θ < 1. Prove that
(X, D(A))θ = {x ∈ X : lim λθ AR(λ, A)x = 0}.
λ→∞
3. Prove Proposition 3.7. Hint: to show that D(Ar ) ∈ K r/m (X, D(Am ))
prove preliminarily that D(Ar ) ∈ K 1/(m−r) (D(Ar−1 ), D(Am )), using
a procedure similar to the one of Proposition 3.4, and then argue by
reiteration.
4. Prove Proposition 3.8.
5. Let a < b, 1 ≤ p ≤ ∞, and set X := L p (a, b; X), D(B) := {u ∈
W 1, p (a, b; X) : u(a) = 0}, or X := C([a, b]; X), D(B) := {u ∈
C 1 ([a, b]; X) : u(a) = 0}, Bu = u . Show that the resolvent set of
B is the whole complex plane, that
t
(λI − B)−1 f (t) = − eλ(t−s) f (s)ds, a < t < b,
a
and that each half-line {re : r > 0} with θ ∈ (π/2, 3π/2) is a ray
iθ
m
m
K m := D(A j B m− j ), x K m := x + A j B m− j x.
j=0 j=0
k
x → x + (A j B k− j x D A (σ, p) + A j B k− j x D B (σ, p) )
j=0
are equivalent.
are equivalent.
71 Interpolation Theory
and
v(λ) K 1 = v(λ) + Av(λ) + Bv(λ)
≤ M 2 x + λMAR(λ, A)x + λMB R(λ, B)x.
Therefore, for λ ≥ 1
= D A (θ + 1, p) ∩ D B (θ + 1, p),
72 Alessandra Lunardi
Proof. We already know that D(A) and D(B) belong to J1/2 (X, D(A2 ))
and to J1/2 (X, D(B 2 )), respectively. Therefore there is C > 0 such that
x K 1 ≤ x D(A) + x D(B)
1/2 1/2
≤ Cx1/2 (x D(A2 ) + x D(B 2 ) )
1/2
≤ C x1/2 x K 2 ,
which means that K 1 ∈ J1/2 (X, K 2 ).
To prove that K 1 ∈ K 1/2 (X, K 2 ), for every x ∈ K 1 we split again
x = x − v(λ) + v(λ) for every λ > 0, where v is the function defined in
(3.4). Then
v(λ) − x ≤ λR(λ, A)(λR(λ, B)x − x) + λR(λ, A)x − x
= λR(λ, A)R(λ, B)Bx + R(λ, A)Ax
≤ λ−1 (M(M + 1)Bx + MAx),
74 Alessandra Lunardi
and
v(λ) K 2 = v(λ) + A2 v(λ) + ABv(λ) + B 2 v(λ)
are equivalent.
75 Interpolation Theory
The results and the procedures of this section are easily extended to the
case of a finite number of operators A1 , . . . , An .
3.2.1. Exercises
1. Prove that if R(λ0 , A)R(µ0 , B) = R(µ0 , B)R(λ0 , A) for some λ0 ,
µ0 > 0 then (3.3) holds.
2. Prove Proposition 3.15.
3. Prove Proposition 3.16. Hint: for the first statement, follow step by
step the proof of Proposition 3.13; for the second statement replace
v(λ) by w(λ) = λ2s R(λ, A)s R(λ, B)s x.
4. Prove Theorem 3.10 by recurrence on m, using the procedure of Pro-
position 3.14 and the results of Propositions 3.15 and 3.16.
3.2.2. The sum of two commuting operators
Here X is a complex Banach space, and A : D(A) → X, B : D(B) → X
are linear operators satisfying (3.1) and (3.3). For simplicity, we also
assume that 0 ∈ ρ(A) ∩ ρ(B).
We shall study the closability and the invertibility of the operator A +
B, following the approach of Da Prato and Grisvard [30].
From the properties of the resolvent operators, it follows easily that the
resolvent sets of A and B contain the sector {λ ∈ C : Re λ > 0 |Im λ| <
Re λ/M}, and that every half-line {reiθ : r > 0} with |θ| < arctan 1/M
is a ray of minimal growth of the resolvent of A and B (see next Lemma
4.2). However, we need that A and B satisfy a stronger condition. For
θ ∈ (0, π] let us denote by Sθ the complex sector
Sθ := {λ ∈ C : λ = 0, | arg λ| < θ}.
The stronger assumption is the following: there are angles θ A , θ B > 0
and positive numbers M A , M B such that
(a) ρ(A) ⊃ Sθ A , λR(λ, A) ≤ M A , ∀λ ∈ Sθ A ,
(b) ρ(B) ⊃ Sθ B , λR(λ, B) ≤ M B , ∀λ ∈ Sθ B ,
(3.5)
θ A + θ B > π.
76 Alessandra Lunardi
é
for arg λ ∈ (π − θ B , θ A ).
Proposition 3.17. Let A, B satisfy (3.3) and (3.5), with θ A > π/2. As-
sume in addition that 0 ∈ ρ(A) ∩ ρ(B) and that D(A) or D(B) is dense
in X. Then A + B : D(A) ∩ D(B) → X is closable, and its closure
A + B is invertible with inverse S given by
1
S=− (A − λI )−1 (B + λI )−1 dλ (3.7)
2πi γ
(B + λI )−1 (A − λI )−1
(A −λI )−1 (B +λI )−1 (Ax + Bx) = − Bx + Ax.
λ λ
To avoid singularities near λ = 0 we modify a bit the path γ , replacing it
by
still positively oriented from ∞e−iθ to ∞eiθ , with ε > 0 small enough,
such that the closed ball centered at 0 with radius ε is contained in the
resolvents sets of A and B.
é
é
Then we have
1 (B + λI )−1 1 (A − λI )−1
S(Ax +Bx) = dλ Bx − dλ Ax.
2πi γε λ 2πi γε λ
78 Alessandra Lunardi
é é
é
)−1
since the integral γε (B+λI
λ
dλ vanishes, as we already remarked. For
each λ ∈ γε , the norm of λ B(B + λI )−1 A(A − λI )−1 x is bounded by
1
= x.
Since A−1 y ∈ D(A) ⊂ D A (α, ∞) for each α ∈ (0, 1), then by step (ii)
S A−1 y ∈ D(A) ∩ D(B) and
which means that S is a left inverse of A + B. Now, in the case that D(A)
(resp. D(B)) is dense in X, for x ∈ X let xn ∈ D(A) (resp., xn ∈ D(B))
be such that xn → x as n → ∞. By step (ii) Sxn ∈ D(A) ∩ D(B),
limn→∞ Sxn = Sx and limn→∞ (A + B)Sxn = limn→∞ xn = x. This
implies that Sx ∈ D(A + B) and A + B Sx = x, so that S is also a right
inverse of A + B.
(i) if x ∈ D A (α, p), then ASx and B Sx belong to D A (α, p), with
(ii) if x ∈ D B (α, p), then ASx and B Sx belong to D B (α, p), with
1 (A − λI )−1
=− ((B −ξ I )−1 x − (B +λI )−1 x)dλ
2πi γ λ+ξ
1 1
= (A − λI )−1 (B + λI )−1 x dλ
2πi γ λ+ξ
since γ λ+ξ (A
1
− λI )−1 dλ = 0. Therefore,
1
=− (A − λI )−1 (B + λI )−1 x dλ
2πi γ
1 −1 −1
−ξ (A − λI ) (B + λI ) x dλ
γ λ+ξ
1 λ
=− (A − λI )−1 (B + λI )−1 x dλ
2πi γ λ+ξ
which implies
−1 1 λ
B(B − ξ I ) B Sx = − (A − λI )−1 B(B + λI )−1 x dλ.
2πi γ λ+ξ
For λ = re±iθ ∈ γ we have
λ MA
(A − λI )−1 B(B + λI )−1 x ≤ B(B + re±iθ I )−1 x
λ+ξ r| cos θ| + ξ
so that, setting ϕ± (r) = r α B(B + re±iθ I )−1 x,
α −1 MA ∞ ξ α 1 dr
ξ B(B−ξ I ) B Sx ≤ (ϕ− (r)+ϕ+ (r)) .
2π 0 r | cos θ| + ξ/r r
82 Alessandra Lunardi
The right hand side may be seen as the multiplicative convolution (see
Appendix) between g(ξ ) := M A ξ α /2π(ξ + | cos θ|), that belongs to
p
L 1∗ (0, ∞), and ϕ− + ϕ+ , that belongs to L ∗ (0, ∞) by Proposition 3.1.
p
Therefore, it belongs to L ∗ (0, ∞) with norm estimated by Cx D B (α, p) ,
and so does the function ξ → ξ α B(B − ξ I )−1 B Sx. By Proposition
3.1, B Sx ∈ D B (α, p). Since ASx = x − B Sx, ASx ∈ D B (α, p) and
(3.11) follows.
If x ∈ D A (α, p) the proof is similar, and it is left as exercise.
Theorem 3.18 may be applied to evolution equations in general Banach
space X,
u (t) = Au(t) + f (t), 0 < t < T,
(3.12)
u(0) = 0,
where A satisfies (3.5)(a) with θ A > π/2 (so that A is s sectorial operator,
see Chapter 6), and 0 ∈ ρ(A). Problem (3.12) is seen as the equation
Au + Bu = − f
3.2.3. Exercises
1. Complete Step (ii) of the proof of Proposition 3.17 showing that for
each x ∈ D B (α, ∞), Sx ∈ D(A) ∩ D(B).
2. Prove that for every x ∈ X, Sx ∈ (X,D(A2 ))1/2,∞ ∩ (X, D(B 2 ))1/2,∞ .
Hint: use Proposition 3.6, showing preliminarily that for every ξ > 0
we have
A2 (A − ξ I )−2 Sx
1 2ξ ξ2
=− 1+ + (A−λI )−1 (B +λI )−1 x dλ
2πi γ ξ −λ (ξ −λ)2
and, similarly,
B 2 (B − ξ I )−2 Sx
1 2ξ ξ2
=− 1− + (A−λI )−1 (B +λI )−1 x dλ.
2πi γ ξ −λ (ξ −λ)2
The union of the balls centered at λ0 ∈ (−∞,0] with radius R(λ0 ,A)−1
contains the set , and the estimate follows easily.
For θ ∈ (π/2, π), r > 0, let γr, θ be the curve defined by γr, θ =
−γr,(1)θ − γr,(2)θ + γr,(3)θ , where γr,(1)θ , γr,(3)θ are the half lines parametrized re-
spectively by z = ξ eiθ , z = ξ e−iθ , ξ ≥ r, and γr,(2)θ is the arc of circle
parametrized by z = reiη , −θ ≤ η ≤ θ. See the figure.
Now we are ready to define A z for Re z < 0 through a Dunford integ-
ral.
87 Interpolation Theory
0 r
r,
Definition 4.3. Fix any r ∈ (0, 1/M), θ ∈ (π − arctan 1/M, π). For Re
α < 0 set
α 1
A = λα R(λ, A)dλ. (4.2)
2πi γr,θ
Since λ → λα R(λ, A) is holomorphic in \ (−∞, 0] with values in
L(X), the integral is an element of L(X) independent of r and θ. Writing
down the integral we get
∞
1
α
A = ξ α (−eiθ(α+1) R(ξ eiθ , A) + e−iθ(α+1) R(ξ e−iθ , A))dξ
2πi r
θ
r α+1
− eiη(α+1) R(reiη , A)dη
2π −θ
(4.3)
for every r ∈ (0, 1/M), θ ∈ (π − arctan 1/M, π).
Of course formula (4.3) may be reworked to get simpler expressions
for Aα . For instance, if −1 < Re α < 0 we may let r → 0, θ → π to get
α sin(πα) ∞ α
A x =− ξ (ξ I + A)−1 x dξ. (4.4)
π 0
A z Ak x = Ak A z x.
A z1 A z2 = A z1 +z2 .
with γk as in figure.
é
and letting k → ∞,
1
λ−n R(λ, A)dλ = A−n .
2πi γr, θ
89 Interpolation Theory
But the last integral vanishes, so that A · A z = A1+z , and the statement is
proved for k = 1. The statement for any k follows arguing by recurrence.
Statement (iii) is obvious because Ak commutes with R(λ, A) on D(Ak ),
and this implies that Ak commutes with A z on D(Ak ).
(iv) Let θ1 < θ2 < π, 1/M > r1 > r2 > 0, so that γr1 ,θ1 is on the right
hand side of γr2 ,θ2 . Then
1
Az1 Az2 = λz1 R(λ, A)dλ w z2 R(w, A)dw
(2πi)2 γr1 ,θ1 γr2 ,θ2
1 R(λ, A) − R(w, A)
= λz 1 w z 2 dλ dw
(2πi)2 γr1 ,θ1 ×γr2 ,θ2 w−λ
1 w z2
= λz1 R(λ, A)dλ dw
(2πi)2 γr1 ,θ1 γr2 ,θ2 w−λ
1 λz 1
− w R(w, A)dw
z2
dλ
(2πi)2 γr2 ,θ2 γr1 ,θ1 w−λ
1
= λz1 +z2 R(λ, A)dλ = Az1 +z2 .
2πi γr1 ,θ1
Since Aβ−α is a bounded operator, Aβ x ≤ Aβ−α L(X) Aα x, and
D(Aα ) is continuously embedded in D(Aβ ).
Let again x ∈ D(Aα ), and let n > max {Re α, Re (α − β)}. Then
The most general formula of this type may be found as usual in the book
of Triebel: for n ∈ N ∪ {0}, m ∈ N, −n < Re α < m − n we have
∞
α (m)
A x= A m−n
t α+n−1 (t I + A)−m x dt
(α + n)(m − n − α) 0
Proposition 4.7. For 0 < Re α < 1, D(Aα ) belongs to JRe α (X, D(A)) ∩
K Re α (X, D(A)), i.e.
Proof. The embedding (X, D(A))Re α,1 ⊂ D(Aα ) is easy, because for
ξ > 0 we have
and for every x ∈ (X, D(A))Re α,1 the function ξ → ξ Re α A(A+ξ I )−1 x
is in L 1∗ (0, ∞) by Proposition 3.1. Using the representation formula (4.6)
for Aα−1 x, we get Aα−1 x ∈ D(A), i.e. x ∈ D(Aα ) and by (4.7)
∞
1 dξ
Aα x ≤ ξ Re α A(A + ξ I )−1 x
|(α)(1 − α)| 0 ξ
≤ Cx(X,D(A))Re α,1 .
Let now x ∈ D(Aα ). Then x = A−α y, with y = Aα x, so that x =
A · A−α−1 y. We use the representation formula (4.8) for A−α−1 y, that
gives ∞
A
x= t −α (A + t I )−2 y dt.
(1 − α)(1 + α) 0
On the other hand, by Proposition 3.1 we have
x ∈ (X, D(A))Re α,∞ ⇐⇒ sup λRe α A(A + λI )−1 x < +∞,
λ>0
So, we estimate
supλ>0 λRe α A(A + λI )−1 x
Re α 2
λ A (A + λI )−1 ∞ −α
= supλ>0 t (A + t I ) y dt
−2
(1 − α)(1 + α) 0 .
For every λ > 0 we have
Re α 2
∞
λ A (A + λI )−1 t −α
(A + t I ) y dt
−2
0
λ
M
≤ λRe α t −Re α (M + 1)2 y dt
1+λ 0
∞
Re α M(M + 1)
+λ (M + 1) t −Re α ydt
λ 1+t
≤ Cy
so that x ∈ (X, D(A))Re α,∞ and
x(X,D(A))Re α,∞ ≤ C y = C Aα x,
which implies that D(Aα ) ⊂ (X, D(A))Re α,∞ .
94 Alessandra Lunardi
4.1.1. Exercises
In exercises 1–8, A is a positive operator in general Banach space X.
6. Prove that for every α > 0, Aα is a positive operator, and that (4.10)
holds.
7. Prove that if : D() ⊂ X → X is a linear closed operator, and
B : X → X is a linear bounded operator, then C : D(C) = {x ∈
X : Bx ∈ D()} → X, C x = Bx, is a closed operator. (This is
used to check that Ait is a closed operator for each t ∈ R).
8. Prove that if t, s ∈ R and x ∈ D(Ais ) ∩ D(Ai(t+s) ) then Ais x ∈
D(Ait ) and Ait Ais x = Ai(t+s) x.
9. Prove that A−1 is a nonnegative operator, and that for 0 < Re α < 1
A−α = (A−1 )α .
10. Let A be a positive operator in a Hilbert space H . Show that for each
α ∈ C, (A∗ )α = (Aα )∗ , so that if α is real, then (A∗ )α = (Aα )∗ .
11. Let ⊂ Rn be an open set, let 1 ≤ p ≤ ∞, and set X = L p ()
(resp. X = Cb ()). Let a : → R be a measurable (resp. continu-
ous) function, such that ess inf a(x) > 0. Prove that the multiplica-
tion operator f → a · f , with domain D(A) = { f ∈ X : a f ∈ X},
is positive, and that A z is the multiplication operator by a z .
12. Let A, B be two positive operators such that R(λ, A)R(µ, B) =
R(µ, B) R(λ, A) for some/all λ, µ < 0. Prove that for each z ∈ C
we have
and
(AB)z x = A z B z x = B z A z x, x ∈ D(AB)z .
then one checks that Rλ is invertible for every λ > 0 and Rλ Rµ = (Rµ −
Rλ )/(λ − µ). Therefore there exists a unique closed operator B such that
Rλ = (λI + B)−1 for λ > 0, and we set Aα = B. Note that in the
case where 0 ∈ ρ(A) the above formula coincides with the expression of
(λI + Aα )−1 obtained from (4.10) letting r → 0 and θ → π.
From the representation formula (4.12) it follows that
which will be used in the proof of next lemma. In its turn, Lemma 4.11
will be used in the proof of Theorem 4.28.
δ
= (ε − η) ξ α ((ξ + ε)I + A)−1 ((ξ + η)I + A)−1 x dξ
0
4.1.3. Exercises
1. Let A be a densely defined nonnegative operator such that R(A) is
dense in X. Show that R(A) ∩ D(A) is dense in X, and that the
operators Bz : D(A) ∩ R(A) → X defined in (4.11) are closable.
2. Let A be a nonnegative one to one operator, and set Aε = (εI +
A)(ε A + I )−1 for ε > 0. Show that (i) ρ(Aε ) ⊃ (−∞, 0], (ii)
(λI + Aε )−1 → (λI + A)−1 for λ > 0, Aε x → x for x ∈ D(A),
A−1 −1
ε x → A x for x ∈ R(A) as ε → 0, (iii) Aε x → A x for
z z
x ∈ D(A) ∩ R(A) as ε → 0.
3. Prove that the realization A of − in L p (Rn ), 1 ≤ p ≤ ∞, is a
nonnegative operator. Prove that if p < ∞ A is one to one, and that
if p = ∞ the kernel of A consists of the constant functions.
Hint: denoting by T (t) the Gauss-Weierstrass
√ semigroup, use the
estimates Di T (t)L(L p ) ≤ C/ t to show that if f = 0 then
Di f = Di T (t) f vanishes for every i = 1, . . . , n, so that f is con-
stant.
∞ k−1
−1 I 1 λ
(λI + A) = − Sk ,
λ + 1 (λ + 1)2 k=1 λ + 1
so that
∞ k−1
1−1 1 λ 2
(λI + A) ≤ 1+ ≤ ,
λ+1 λ + 1 k=1 λ + 1 λ+1
1 1 2
ξn = 0, ξn−1 = , ξn−2 = , ξn−3 = ,...,
i i(it + 1) i(it + 1)(it + 2)
(n − 2)!
ξ1 = ,
i(it + 1) · . . . · (it + n − 2)
∞
while for k > n ξk is arbitrary, subject only to |ξk | ≤ 1 and k=1 ξk = 0.
Then we get
1 1 1
A ξ ≥ |(A ξ )n | = |t| 1 + + + . . . +
it it
2 3 n−2
which gives
∞
eπt − e−πt M
A x ≤
it
ξ θ A(A + ξ I )−1 x dξ
2πt 0 ξ θ (1+ ξ)
eπt − e−πt
≤ C(θ) x(X,D(A))θ,∞ .
t
We prove now that in fact Ait−1 x belongs to D A (θ + 1, ∞). We use again
the representation formula (4.8) for Ait−1 x, which implies that for every
λ>0
λθ A(λI + A)−1 A(Ait−1 x)
λ
eπt −e−πt
≤
θ
λ (λI + A) −1
ξ it−θ
A(A+ξ I ) ξ A(A+ξ I ) x dξ
−1 θ −1
2πt 0
∞
eπt −e−πt
θ −1 −1 θ −1
+ λ A(λI + A) ξ it−θ
(A+ξ I ) ξ A(A+ξ I ) x dξ
2πt λ
−θ
eπt −e−πt Mλθ (M + 1)λ1−θ θ Mλ
≤ + (M + 1)λ x(X,D(A))θ,∞
2πt λ+1 1−θ θ
eπt − e−πt
≤ C x(X,D(A))θ,∞ .
t
102 Alessandra Lunardi
eπt − e−πt
Aitθ x(X,D(A))θ,∞ ≤ C x(X,D(A))θ,∞ .
t
The rest of the statement follows by interpolation: knowing that for 0 <
θ1 < θ2 < 1 the part of Ait in (X, D(A))θ1 ,∞ and in (X, D(A))θ2 ,∞
is a bounded operator, from Theorem 1.6 it follows that for every θ ∈
(θ1 , θ2 ) the part of Ait in (X, D(A))θ, p and in (X, D(A))θ is a bounded
operator.
Theorem 4.15. Let (, µ) be a σ -finite measure space, and let 1 < p <
∞. If A is a positive operator in L p (, µ) such that (λI + A)−1 ≤ 1/λ
and (λI + A)−1 is positivity preserving for λ > 0 (i.e. f (x) ≥ 0 a.e.
implies ((λI + A)−1 f )(x) ≥ 0 a.e), then the operators Ait are bounded
in L p (, µ), and there is C > 0 such that
Let us come back to the general theory. By Theorem 4.6, if the operators
Ait are bounded for any t in a small neighborhood of 0, then they are
bounded for every t ∈ R. Moreover, if Ait ≤ C for −δ ≤ t ≤ δ, then
there exists C , γ > 0 such that Ait ≤ C eγ |t| for every t ∈ R.
Lemma 4.16. Let A be a positive operator such that Ait ∈ L(X) for
every t ∈ R, and t → Ait is locally bounded. Then for every x ∈ D(A)
the function z → A z x is continuous in the closed half-plane Re z ≤ 0.
A z ≤ MAiβ .
In particular, for every t ∈ R and r > 0 small enough the norm A z − Ait
is bounded in the half circle {z : |z − it| ≤ r, Re z ≤ 0}, by a constant
independent of z. It follows that for every x ∈ D(A), limz→it A z x =
Ait x.
103 Interpolation Theory
Note that if x ∈
/ D(A) the function z → A z x cannot be continuous in
(−∞, 0]. Indeed, by Proposition 4.7, A−t x ∈ (X, D(A))t,∞ for 0 < t <
1, and (X, D(A))t,∞ is contained in D(A). Therefore, if t → A−t x is
continuous in (−∞, 0] then x ∈ D(A).
The family of operators {Ait : t ∈ R} plays an important role also in
the interpolation properties of the domains D(A z ).
Theorem 4.17. Let A be a positive operator with dense domain such that
for every t ∈ R Ait ∈ L(X), and there are C, γ > 0 such that
Therefore, f ∈ F(X, D(Aβ )). Since f (θ) = x, then x ∈ [X, D(Aβ )]θ
and
2 +θ 2
x[X,D(Aβ )]θ ≤ max{supt∈R e−t A−(it−θ)β x,
2 +(1−θ)2
supt∈R e−t A−(1+it−θ)β x D(Aβ ) }
≤ C Aθβ x.
104 Alessandra Lunardi
≤ C f F (X,D(Aβ )) ,
(4.16)
so that F is bounded with values in X for Re z = 0 and for Re z = 1.
If F would be holomorphic in the interior of S and continuous in S, we
could apply the maximum principle to get “Aθ x ≤ C f F (X,D(Aβ )) ”.
But in general F is not even defined in the interior of S, because f has
values in X and not in the domain of some power of A. Therefore, we
have to modify this procedure.
By Remark 2.5,
x[X,D(Aβ )]θ = inf{ f F (X,D(Aβ )) : f ∈ V(X, D(Aβ )), f (θ) = x}.
Let f ∈ V(X, D(Aβ )) be such that f (θ) = x. The function
2
F(z) = e(z−θ) A zβ f (z), 0 ≤ Re z ≤ 1,
is now well defined and holomorphic for Re z ∈ (0, 1), continuous with
values in X up to Re z = 0, Re z = 1, and bounded with values in X. By
the maximum principle (see Exercise 1, Section 2.1.3),
A θβ x = F(θ) ≤ max{supt∈R F(it), supt∈R F(1 + it)}
≤ C f F (X,D(Aβ )) ,
where the last inequality follows from estimates (4.15) and (4.16).
Taking the infimum over all the f ∈ V(X, D(Aβ )) such that f (θ) = x
we get
Aθβ x ≤ C x[X,D(Aβ )]θ , x ∈ D(Aβ ).
Since D(Aβ ) is dense in [X, D(Aβ )]θ it follows that [X, D(Aβ )]θ is con-
tinuously embedded in D(Aθβ ).
105 Interpolation Theory
(ii) Assume for instance that that D(A) is dense. Fix x ∈ D(A1−ε ),
with 0 < ε < 1 and choose a = ε in the definition of S. The function
z → A1−z B z−1 x/ sin(π z) is well defined because B z−1 maps D(A1−ε ) =
D(A1−z ) into itself, and it is integrable over ε + iR, since
To show that Sx ∈ D(B), we remark that the map z → B z−1 A−z x/ sin(π z)
is holomorphic for ε−1 < Re z < 1, z = 0, continuous up to Re z = ε−1
(because D(A) is dense, see Lemma 4.16), and it decays exponentially
as |Im z| → ∞. Therefore, we may shift the vertical line Re z = a to Re
z = ε − 1 in the definition of S, to get
ε−1+i∞ z−1 −z
1 B z−1 A−z x B A x
Sx = dz + πRes ,0
2i ε−1−i∞ sin(π z) sin(π z)
ε−1+i∞
1 B z−1 A−z x
= dz + B −1 x.
2i ε−1−i∞ sin(π z)
107 Interpolation Theory
= −ASx + x.
(iii) Let us show that A + B is closable. Let xn ∈ D(A) ∩ D(B) be such
that xn → 0, (A + B)xn → y as n → ∞. Since S is a left inverse of
A + B then
Since A−1 y ∈ D(A) ⊂ D(A1−ε ) for each ε > 0, then by step (ii)
S A−1 y ∈ D(A) ∩ D(B) and
= I1,ε + I2,ε .
2 Every UMD space X is reflexive, and therefore by [61] all positive operators in X are densely
defined.
110 Alessandra Lunardi
Au + Bu = f
F −1 f := F( f (−·)).
Proof. We shall show that for 0 < ε < 1 and 0 < Re z < 1 we have
so that
(ε + iξ )−z
m ε,z (ξ ) = √ , ξ ∈ R. (4.23)
2π
√
Now, |m ε,z (ξ )| ≤ ε−Re z eπ|Imz|/2 / 2π and m ε,z (ξ) = −i z(ε+iξ )−1 m ε,z (ξ),
so that
1
| | |m ε,z | | | ≤ √ (1 + |z|)ε−Re z eπ|Im z|/2 .
2π
Theorem 4.22 implies that m ε,z is a Fourier multiplier in L p (R; X) and
cp
F −1 m ε,z · FL(L p (R;X)) ≤ √ (1 + |z|)ε−Re z eπ|Im z|/2 .
2π
113 Interpolation Theory
Therefore,
(εI + B)−z f X ≤ F −1 m ε,z · F
f ) L p (R;X)
Third step: ε → 0.
By formula (4.9), for 0 < ε < 1 and f ∈ D(B) we have
∞
1
(εI + B) f =
it
ξ it ((ξ + ε)I + B)−2 B f dξ,
(1 + it)(1 − it) 0
so that (εI + B)it f goes to Bit f as ε → 0+ . Using estimate (4.24) we
obtain
Bit f X = lim+ (εI + B)it f X ≤ C(1 + |t|)eπ|t|/2 , t ∈ R.
ε→0
Since D(B) is dense in D(Bit ) and Bit is closed, then Bit is bounded and
estimate (4.21) holds.
A note about the proof: we introduced the operators (εI +B)−z instead
of using B −z from the very beginning, because the above computation of
m ε,z is immediate. Formula (4.23) holds also at ε = 0, but the proof
requires some effort.
Therefore, if γ A < π/2 it is possible to apply Theorem 4.20 to equation
(4.20), seen as the equation Au + Bu = f in X = L p (0, T ; X). We
obtain the following maximal regularity result.
Theorem 4.24. Let A be a positive operator with bounded imaginary
powers satisfying
Ait L(X) ≤ Ceγ A |t| , t ∈ R,
for some C > 0 and γ A < π/2. Let 1 < p < ∞ and T > 0. Then
for every f ∈ L p (0, T ; X) problem (4.20) has a unique solution u ∈
W 1, p (0, T ; X) ∩ L p (0, T ; D(A)), which depends continuously on f .
114 Alessandra Lunardi
4.2.3. Exercises
1. Improve the estimate of Proposition 4.14 showing that for each β <
arctan 1/M there is C such that
Ait ≤ Ce(π−β)|t| , t ∈ R.
115 Interpolation Theory
Hint: instead of using formula (4.9), modify formula (4.3) for Ait−1 x
letting only r → 0 and leaving θ < arctan 1/M fixed.
2. Let A, B be two positive operators with bounded imaginary powers,
satisfying (4.18). Show that A z B w = B w A z for Re z, Re w ≤ 0.
Show that for Re z ≤ 0, A z maps D(B) into itself, and A z Bx =
B Az x for each x ∈ D(B). Show that for Re z ≤ 0, A z maps D(B)
into itself.
3. Let A, B be two positive operators with bounded imaginary powers,
satisfying (4.17) and (4.18). Show that for every x ∈ D(A) ∩ D(B)
the functions z → B z A−z x, −1 < Re z ≤ 0, and z → A−z B z x,
0 ≤ Re z < 1, are continuous (this is used in the proof of Proposition
4.18).
4. Let A be a positive operator with bounded imaginary powers in a
Banach space X. Show that for each a, b and for each p ∈ [1, ∞]
the operator in the space L p (a, b; X) defined by
A : D(A) := { f ∈ L p (a, b; X) : f (a) = 0} → L p (a, b; X),
(A) f (t) := A f (t)
has bounded imaginary powers, given by
(Ais f )(t) = Ais f (t), s ∈ R, a < t < b.
Re Bx, x ≥ 0, x ∈ D(B)
for some δ > 0. The case of unbounded operators will be reduced to this
one, through the use of the Yosida approximations n A(n I + A)−1 .
Assumption (4.28) implies that the resolvent set of A contains (−∞,δ),
and (λI + A)−1 ≤ (λ + δ)−1 for every λ ≥ 0. Therefore A is a positive
bounded operator, so that for each z ∈ C the complex powers A z are
defined by
1
Az = λz R(λ, A)dλ, (4.29)
2πi γ
where γ is any regular curve surrounding σ (A) with index 1 with respect
to every point of σ (A), and avoiding (−∞, 0]. Moreover we have
(Aα )∗ = (A∗ )α , α ∈ C.
Proof. For 0 < β < 1 we use the Balakrishnan formula (4.7), which
implies
β sin(πβ) ∞ β−1
A x, x = ξ A(ξ I + A)−1 x, xdξ.
π 0
117 Interpolation Theory
Recalling that
so that (4.31) holds for β = −1. But using again the representation
formula (4.29) we see easily that
Aβ = (A−1 )−β , β ∈ C,
Ait ≤ eπ|t|/2 , t ∈ R.
Proof. Let us introduce the “real part” and the “imaginary part” of Aα
defined by
Aα + (A∗ )α Aα − (A∗ )α
Hα = , Kα = ,
2 2i
i.e.
Aα = Hα + i K α , (A∗ )α = Hα − i K α .
118 Alessandra Lunardi
An = A Jn = n A(n I + A)−1 , n ∈ N.
It is not hard to see that the operators An are bounded (with An ≤ n),
m-accretive (with (ξ I + An )−1 = n 2 /(n + ξ )2 (nξ/(n + ξ )I + A)−1 +
I /(n + ξ )), and satisfy (4.28) since
1 1
An x, x = A Jn x, (n I + A)Jn x = A Jn x, Jn x + An x2
n n
Now we use Lemma 4.27, which states that Jnα ≤ 1, and limn→∞ Jnα x =
x for each x. We get
such that
+∞
D(A) = x ∈ H : λ dE λ x < ∞ ,
2 2
−∞
+∞
Ax, y = µ dE µ x, y, x ∈ D(A), y ∈ H.
−∞
It is possible to show (see [80, Chapter IX, Section 126–128]) that for
every λ ∈ ρ(A) we have
+∞
1
R(λ, A)x, y = dE µ x, y, y ∈ H,
−∞ λ − µ
and that this definition of f (A) agrees with the usual definition in the
case where f is a power with integer exponent, i.e.
+∞
D(Ak ) = x ∈ H : λ2k dE λ x2 < ∞ , k ∈ Z,
−∞
+∞
Ak x, y = µk dE µ x, y, k ∈ Z, x ∈ D(Ak ), y ∈ H.
−∞
125 Interpolation Theory
and +∞
Az x = λz d E λ x, x ∈ D(A z ). (4.42)
0
For every α with positive real part, the domain of Aα consists of those
u ∈ L 2 () such that
∞
λn2Re α |u n |2 < ∞,
n=1
Let us come back to the general theory. If A satisfies (4.38), then (4.41)
– (4.42) can be taken as a definition of A z , and all the properties of A z
could be deduced, without invoking any result of the previous sections.
For instance, it follows immediately that for every x ∈ D(Aα ) the func-
tion z → A z x is holomorphic in the half-plane Re z < Re α, that D(A z )
depends only on Re z, and if Re z 1 < Re z 2 then D(A z1 ) ⊃ D(A z2 ).
127 Interpolation Theory
= CAβθ x2 ,
Proof. It is known (see e.g. [80, Chapter VIII, Section 124]) that there
exists a self-adjoint positive operator A in H1 such that D(A) = H2 . The
statement is now a consequence of Theorem 4.36.
Chapter 5
Interpolation and semigroups
(A )
+r
r, +
1 |y|2
T (t) f (x) := e− 4t f (x − y)dy, t >0 (5.3)
(4πt)n/2 Rn
Moreover, since the derivatives Di commute with T (t) on Cb1 (Rn ), for
every k ∈ N we have
C
D β T (t) f ∞ ≤ f C h (Rn ) , t > 0, f ∈ Cbh (Rn ), (5.5)
t (|β|−h)/2 b
n
if |β| = i=1 βi ≥ h. So (taking |β| = h + 2), T (t) is analytic also in
Cbh (Rn ).
Similarly,
C
D β T (t) f L p (Rn ) ≤ f W h, p (Rn ) , t > 0, f ∈ W h, p (Rn ), (5.6)
t (|β|−h)/2
for |β| ≥ h. Taking as before |β| = h + 2, we obtain that T (t) is analytic
in L p (Rn ) and in W h, p (Rn ) for each p ≥ 1 and h ∈ N.
Example 5.4. The Ornstein-Uhlenbeck semigroup is defined by
−1/2 2
1 |K t y|
T (t) f (x) = e− 2t f (et B x − y)dy, t > 0,
(2πt) (det K t )1/2
n/2
Rn
(5.7)
where Q is a symmetric and positive definite matrix, B = 0 is a n × n
matrix, and
1 t s B s B∗
Kt = e Qe ds, (5.8)
t 0
∞ n n
with es B = n=0 s B /n!. This semigroup is well defined in all the
above functional spaces, it is strongly continuous in L p (Rn ) for 1 ≤ p <
+∞, if B = 0 it is not strongly continuous in L ∞ (Rn ), in Cb (Rn ), in
BUC(Rn ), and in Cbα (Rn ).
For a large class of initial data f , the function u(t, x) = (T (t) f )(x) is
the solution to problem
u t (t, x) = Au(t, x), t > 0, x ∈ Rn ,
u(0, x) = f (x), x ∈ Rn .
1 n n
(A)u(x) = qi j Di j u(x) + bi j xi D j u(x)
2 i, j=1 i, j=1 (5.9)
1
= Tr(Q D 2 u)(x) + Bx, Du(x).
2
133 Interpolation Theory
Even if the derivatives do not commute with T (t), we have a simple com-
mutation formula,
∗
D(T (t) f ) = et B T (t)(D f ), t > 0, f ∈ Cb1 (Rn ),
Ceε(|β|−h)t
D β T (t) f ∞ ≤ f C h (Rn ) , t > 0, f ∈ Cbh (Rn ), (5.10)
t (|β|−h)/2 b
provided T (t) ≤ Meωt for some M, ω, and for all t > 0; and second,
the variation of constants formula
t t
u(t) = T (t − s) f (s)ds = T (s) f (t − s)ds, (5.12)
0 0
Whenever (5.12) makes sense, the function u defined there is called mild
solution to (5.13).
x∗∗
θ, p := x + ψ L ∗ (0,∞)
p
are equivalent.
Proof. Recall that for every b ∈ D(A) we have
t t
T (t)b − b = AT (s)b ds = T (s)Ab ds, t > 0.
0 0
x∗∗
θ, p ≤ (M + 1)xθ, p .
p
Conversely, if ψ ∈ L ∗ (0, ∞) let us use (5.14) to get
∞
θ T (t)x − x dt
λ AR(λ, A)x ≤ λθ+1 t θ+1 e−λt ,
0 tθ t
that is, ϕ is the multiplicative convolution between the functions f (t) =
t θ+1 e−t and ψ(t) = t −θ T (t)x − x. Since f ∈ L 1∗ (0, ∞) and ψ ∈
p p
L ∗ (0, ∞), then ϕ ∈ L ∗ (0, ∞) and ϕ L ∗p (0,∞) ≤ f L 1∗ (0,∞) ψ L ∗p (0,∞) ,
so that
x∗θ, p ≤ (θ + 1)x∗∗ θ, p ,
We already know from Proposition 3.5 that (X, D(A2 ))θ, p = D A (2θ, p)
for θ = 1/2. Hence, by Proposition 5.7, for each x ∈ (X, D(A2 ))θ, p with
p
θ < 1/2 the function t → t −2θ T (t)x − x belongs to L ∗ (0, ∞), and
−2θ
consequently (since T (t) − I L(X) is bounded) t → t (T (t) − I )2 x
p
belongs to L ∗ (0, ∞).
This condition is in fact a characterization of the spaces (X, D(A2 ))θ, p
for every θ ∈ (0, 1), as the next proposition shows.
so that
(T (t) − I )2 b ≤ t 2 MA2 b.
so that
Conversely, let x be such that ψ(t)
p
∈ L ∗ (0, ∞). Then from (5.14) it
follows that
∞ ∞
(AR(λ,A)) x = λ
2 2
e−λ(t+s) (T (t +s) −T (t) −T (s) + I )x ds dt
0 0
∞ 2u
−2λu
= 2λ 2
e (T (2u) −T (t) −T (2u −t) + I )x dt du
0 0
∞ 2u
−2λu
= 2λ 2
e (T (2u) − 2T (u) + I )x dt dt du
0 0
∞ 2u
−2λu
+ 2λ 2
e du (2T (u) −T (t) −T (2u −t))x dt.
0 0
u 2u
= 2(T (u − t) − I )T (t)x dt + 2T (u)(I − T (t − u))x dt
0 u
u u
= 2(T (s) − I )T (u − s)x ds + 2T (u)(I − T (s))x ds
0 0
u
=2 (T (s) − I )(T (u − s) − T (u))x ds
0
u
= −2 (T (s) − I )2 T (u − s)x ds.
0
Therefore,
λ2θ (AR(λ, A))2 x ≤ 4|( f ψ)(λ)| 1 )(λ)|,
+ 2|( f ψ
138 Alessandra Lunardi
Remark 5.9. In the proof of Proposition 5.7 we have not used the fact
that T (t) is strongly continuous or analytic. The proof works also for the
semigroups in the space C b () described in Example 5.6.
Propositions 5.7 and 5.8 may be generalized as follows. A proof is in
[90, Section 1.13.2].
Proposition 5.10. Under the assumptions of Proposition 5.7, for every
θ ∈ (0, 1), p ∈ [1, ∞], and k ∈ N we have
(X, D(Ak ))θ, p = {x ∈ X : t → t −kθ (T (t) − I )k x ∈ L ∗p (0, ∞)}
and the norms · θ, p and
x + t → t −kθ (T (t) − I )k x L ∗p (0,∞)
are equivalent.
Remark 5.11. If θk = m is integer, the domain of Am does not co-
incide in general with any interpolation space (X, D(Ak ))θ, p ; we have
only the embeddings (X, D(Ak ))θ,1 ⊂ D(Am ) ⊂ (X, D(Ak ))θ,∞ (Pro-
position 3.7). The only important case in which D(Am ) coincides with
an interpolation space is given by Theorem 4.17: if −A+λI has bounded
imaginary powers for some λ ∈ R then D((−A +λI )m ) = [X, D((−A +
λI )k )]θ and hence D(Am ) = [X, D(A)k ]θ . We recall that this is true if X
is a Hilbert space and −A is m-accretive (i.e., A is m-dissipative), since
−A + λI satisfies the assumptions of Theorem 4.29 for every λ > 0. In
this case we have also D(Am ) = (X, D(Ak ))θ,2 by Corollary 4.37.
139 Interpolation Theory
Let us recall (Proposition 3.7) that D(Ar ) belongs to Jr/m (X, D(Am )) so
r/m 1−r/m
that there is C such that x D(Ar ) ≤ Cx D(Am ) x X . Using such
inequalities and then ab ≤ C(a + b ) with p = m/r, p = m/(m − r)
p p
we get
x E ≤ Cλmβ (λ−m x D(Am ) + x), λ > 0,
so that taking the minimum for λ > 0
β
x E ≤ Cx1−β x D(Am )
5.1.1. Exercises
In next exercises, A is the generator of a (not necessarily bounded) semig-
roup T (t) in a Banach space X.
1. Prove that for each θ ∈ (0, 1), p ∈ [1, ∞], and a > 0 we have
4. Let θ ∈ (0, 1). Prove that x ∈ (X, D(A))θ iff limt→0 t −θ T (t)x −
x = 0.
5. Let 0 < α < 1. Prove that t → T (t)x ∈ C 1+α ([0, 1]; X) if and only
if t → T (t)x ∈ C α ([0, 1]; D(A)), if and only if x ∈ D A (α + 1, ∞).
6. Let X be any Banach space, let T > 0 and set X := L p (0, T ; X),
1 ≤ p < ∞, or X := {u ∈ C([0, T ]; X) : u(0) = 0}. Show that the
operator B defined by D(B) := {u ∈ X : ∃u ∈ X }, Bu = −u , is
the infinitesimal generator of the strongly continuous semigroup et B
defined by
u(s − t), t ≤ s ≤ T,
tB
(e u)(s) :=
0, 0 ≤ s ≤ t,
(L p (R), W 2, p (R))1/2, p
p
= f ∈ L p (R) : t → t −1 f (· + 2t) − 2 f (· + t)+ f L p (R) ∈ L ∗ (0, ∞)
= B 1p, p (R),
= B∞,∞
1
(R).
Next example is an important extension of Example 1.8 and of its corol-
laries. We use the notation W 0, p (Rn ) := L p (Rn ).
Example 5.15. For 0 ≤ θ1 < θ2 and for 0 < θ < 1 such that (1 − θ)θ1 +
θθ2 is not integer we have
and
n
(X, K 1 )σ,q = D Ai (σ, q). (5.19)
i=1
(Cb (Rn ), Cb1 (Rn ))σ,∞ = (BUC(Rn ), BUC1 (Rn ))σ,∞ = Cbσ (Rn ).
D Ai (σ, q)
+∞
= f ∈ L p (Rn ) : t σ q−1 | f (x + tei ) − f (x)| p dx dt < +∞ ,
0 Rn
144 Alessandra Lunardi
< +∞ ∀i = 1, . . . , n
= B θm
p,q (R ),
n
145 Interpolation Theory
θm θm, p
p (R ) = W (Rn))
n
which yields (5.17) (and also (5.16), recalling that Bp,
with θ1 = 0, θ2 = m.
As in the Hölder case, using m − 1 times Proposition 3.16 and the Rei-
teration Theorem, we get for m, k ∈ N, m > k, such that θ(m − k) ∈ / N,
D(A) = W 2, p (Rn ),
for 1 < p < ∞, while D(A) contains properly W 2, p (Rn ) for p = 1 and
p = ∞. For p = ∞ we may be a bit more precise: if X = L ∞ (Rn ), or
X = Cb (Rn ), or X = BUC(Rn ) we have
2, p
D(A) = { f ∈ ∩ p≥1 Wloc (Rn ) ∩ X : f ∈ X}, (5.22)
p
and also in this case f is a L loc function, not just a distribution. See [88].
Example 5.16. Let A be the generator of the Gauss-Weierstrass semig-
roup (5.3) in X = BUC(Rn ), in X = Cb (Rn ) or in X = L ∞ (Rn ). Then,
for every α ∈ (0, 1),
For p > 1, (5.24) may be proved without Theorem 5.12, using the char-
acterizations D(A) = W 2, p (Rn ),D(A2 ) = W 4, p (Rn ) and Example 5.15,
recalling that Proposition 3.5 implies D A (α/2+1, p) = (X,D(A2 ))(α+2)/4,p .
For p = 1 the characterizations of D(A) and D(A2 ) as Sobolev spaces
fail, and we cannot use this shortcut. However, the procedure used in the
proof of (5.23) works also when X = L p (Rn ) for any p ≥ 1, thanks to
estimates (5.6) that imply
C
T (t)L(L p ,W 1, p ) ≤ 1 + 1/2 , t > 0,
t
(5.26)
C1 C2 C3
T (t)L(L p ,W 3, p (Rn )) ≤ 1 + 1/2 + + 3/2 , t > 0,
t t t
Proof. Fix any λ > 0 and set λu − u = f . Let T (t) be the Gauss-
Weierstrass semigroup defined in (5.3). Then for each x ∈ Rn
+∞
u(x) = e−λt (T (t) f )(x)dt. (5.29)
0
149 Interpolation Theory
Since T (t) f is smooth for t > 0, and using estimates (5.27) with θ1 = α,
θ2 = 2 and ε = λ/2, we can differentiate with respect to x twice, and
obtain u ∈ Cb2 (Rn ),
∞
Di j u(x) = e−λt (Di j T (t) f )(x)dt, i, j = 1, . . . n, x ∈ Rn . (5.30)
0
Using estimates (5.27) gives a further information: taking θ2 ∈ (2, 2 + α)
we get Di j T (t) f C θ2 (Rn ) ≤ C exp(εt)t −1+(α−θ2 )/2 f Cbα , so that u ∈
b
Cb2+θ2 (Rn ). However, taking θ2 = 2 + α we get Di j T (t) f Cbα (Rn ) ≤
C exp(εt)t −1 f Cbα and it is not obvious that Di j u ∈ Cbα (Rn ) because of
the singularity at t = 0. So, we use the following trick: we fix ξ > 0 and
split u = a(ξ ) + b(ξ ), where
ξ ∞
a(ξ ) = e−λt T (t) f dt, b(ξ ) = e−λt T (t) f dt.
0 ξ
of the heat semigroup, t → T (t) f is smooth (in fact, analytic) for t > 0
with values in Cbα+θ (Rn ) for each θ > 0, but the same is not true in
the case of the Ornstein-Uhlenbeck semigroup. In fact, it is possible to
show that it is not measurable. Therefore, the integrals that define a(ξ )
and b(ξ ) are not meaningful as C bα+θ and Cb2+α+θ -valued integrals. They
have to be understood pointwise:
ξ
a(ξ )(x) = e−λt (T (t) f )(x)dt,
0
∞
b(ξ )(x) = e−λt (T (t) f )(x)dt, x ∈ Rn .
ξ
ξ
≤C t −θ/2 dt f C α |x − y|α+θ .
0
n
n
A f (x) = qi j (x)Di j f (x) + bi (x)Di f (x) + v(x) f (x),
i, j=1 i=1
= Tr(Q(x)D 2 f (x)) + B(x), D f (x) + v(x) f (x).
for some λ0 ≥ 0.
In any case, these assumptions cover the Ornstein-Uhlenbeck operator
in the non degenerate case det Q = 0, and more generally operators of
the type u → u+F(x), Du with smooth and Lipschitz continuous F.
153 Interpolation Theory
which is well known in control theory and is called Kalman rank condi-
tion. See e.g. [92, Chapter 1] for a proof of the equivalence.
Since A is a degenerate elliptic operator, the usual Hölder spaces are
not the right setting for A. It is more convenient to replace them by
suitable Hölder spaces, adapted to A, defined as follows.
Let k ∈ {0, . . . , n − 1} be the smallest integer such that
k
d(x, y) = |E h (x − y)|1/(2h+1) ,
h=0
where | · | is the usual Euclidean norm. For α > 0 such that α/(2h +
/ N for h = 0, . . . , k, the space Cdα (Rn ) is the set of all the bounded
1) ∈
functions f : Rn → R such that for every x0 ∈ Rn , 0 ≤ h ≤ k, the
mapping E h (Rn ) → R, x → f (x0 + x) belongs to C α/(2h+1) (E h (Rn )),
with norm bounded by a constant independent of x 0 . It is endowed with
the norm
k
f Cdα (Rn ) = sup f (x0 + ·)C α/(2h+1) (Eh (Rn )) .
h=0 x0 ∈R
n
λu − Au = f
155 Interpolation Theory
See [72].
The simplest significant example of this class of operators is the
Kolmogorov operator in R2 ,
Au(x, y) = u x x − xu y ,
C C
DT (t) f L 1 ≤ f L 1 , DT (t) f ∞ ≤ f L 1 , (5.38)
t 1/2 t (n+1)/2
for each t > 0 and f ∈ L 1 (Rn ). The procedure of Theorem 5.19, applied
to the derivatives Di u instead of u, give that if u, u are in L 1 (Rn ) then
where for p ≥ 1, L p,∞ (Rn ) is the Lorentz space defined in Section 1.1.1.
We already said that the domain of the realization of the Laplacian in
L 1 (Rn ) is not contained in W 2,1 (Rn ) if N > 1, i.e. the derivatives of
the functions u in the domain do not belong to W 1,1 (Rn ) in general. One
may ask whether a weaker inclusion holds, i.e. Di u ∈ L n/(n−1) (Rn ) (this
is because, by Sobolev embedding, W 1,1 (Rn ) ⊂ L n/(n−1) (Rn )). But easy
counterexamples show that this is not true, and the most we can get (in
the scale of the Lebesgue and Lorentz spaces) is (5.39).
Estimates (5.38), and consequently embedding (1.24), are true for a
number of semigroups generated by elliptic operators in L 1 spaces, in-
cluding elliptic operators with unbounded Lipschitz continuous coeffi-
cients in Rn . See [77].
Let us come back to theorem 5.19 for the Laplacian, taking as reference
space X = L p (Rn ) or X = W α, p (Rn ), 1 ≤ p < ∞. It is natural to work
in the interpolation spaces (X, Y )θ, p instead of (X, Y )θ,∞ , but in this
case estimates similar to (5.27),
Ceεt Ceεt
T (t)L(L p (Rn ),W θ, p (Rn )) ≤ , T (t)L(W θ1 , p (R ),W
n θ2 , p (R ))
n ≤ ,
t θ/2 t (θ2 −θ1 )/2
(that are easily seen to be true) are not enough. What we need is
(θ −θ )/2 −t
t 2 1 e T (t)L(W θ1 , p (Rn ),W θ2 , p (Rn )) ≤ c(t), t > 0,
(5.40)
p
c ∈ L ∗ (0, +∞), i = 1, 2.
which is still true if θ1 and θ2 are not integers, but the proof is not immedi-
ate. Once (5.40) is established, we use it to prove that for f ∈ W α, p (Rn ),
the function u given by (5.29) satisfies
if α is not integer. This implies that the domain of the Laplacian in the
space W α, p (Rn ) is W 2+α, p (Rn ), if α is not integer. So, we have an altern-
ative proof of Corollary 5.17(ii).
Estimates (5.40), as well as the conclusion, are still true for the
Ornstein-Uhlenbeck semigroup in the nondegenerate case. A proof is
in [75].
Also for evolution problems, we start with the case where A is the real-
ization of the Laplacian in a space of Hölder continuous functions, and
then we see to which extent it is possible to generalize the procedure.
157 Interpolation Theory
Proof. We use the variation of constants formula, that implies easily that
u is continuous and bounded in [0, T ] × Rn .
Let us show that u(t, ·) is bounded with values in Cb2+α (Rn ). Fix t ∈
[0, T ]. For ξ > 0 split again u(t) = a(ξ ) + b(ξ ), where
min(ξ,t)
a(ξ ) = (T (s) f (t − s))(x)ds,
0
t
b(ξ ) = (T (s) f (t − s))(x)ds.
min(ξ,t)
158 Alessandra Lunardi
Then a(ξ ) ∈ Cbα+θ (Rn ), and b(ξ ) ∈ Cb2+α+θ (Rn ), for each θ ∈ (0, 2).
Precisely, using (5.27) we get
min(ξ,t)
CeεT
a(ξ )C α+θ (Rn ) ≤ ds sup f (s)Cbα (Rn )
b
0 s θ/2 0≤s≤T
CeεT
≤ ξ 1−θ/2 sup0≤s≤T f (s)Cbα (Rn ) ,
1 − θ/2
t
CeεT
b(ξ )C 2+α+θ (Rn ) ≤ ds sup f (s)Cbα (Rn )
b
min(ξ,t) s 1+θ/2 0≤s≤T
CeεT −θ/2
≤ ξ sup0≤s≤T f (s)Cbα (Rn ) .
θ/2
Therefore,
so that u(t) belongs to (Cbα+θ (Rn ), Cb2+α+θ (Rn ))1−θ/2,∞ = Cb2+α (Rn ), and
C
|(T (t − s) f (s, ·))(x)| ≤ sup f (σ, ·)C α (Rn ) ,
(t − s)1−α/2 0≤σ ≤T
Since T (t) maps Cb2+α (Rn ) into itself, and the norm T (t)L(C 2+α (Rn ))
b
is bounded by a constant independent of t, the following corollary holds.
159 Interpolation Theory
sup u(t)C 2+α (Rn ) ≤ C(u 0 C 2+α (Rn ) + sup f (t)Cbα (Rn ) ).
b b
0≤t≤T 0≤t≤T
Theorem 5.27 and its corollary are immediately extended to the non de-
generate Ornstein-Uhlenbeck operator, with the same proof. Since the
ingredients are estimates (5.27) and the variation of constants formula for
the solution, it can be extended to a number of other situations, including
Examples 5.21, . . . , 5.23. They can be extended also to fractional So-
bolev spaces, using (X, Y )θ, p spaces such as in example 5.25, see [75].
We do not enter into further details.
Chapter 6
Analytic semigroups and interpolation
such that
(a) et A L(X) ≤ C0 eωt , t > 0,
(6.1)
(b) t k (A − ωI )k et A L(X) ≤ Ck eωt , t > 0, k ∈ N,
where ω is the constant in (5.1). Note that for every x ∈ X and 0 < s < t,
the function σ → eσ A x is in C ∞ ([s, t]; D(A)), so that
t t
σA
e x −e x =
tA sA
Ae xdσ = A eσ A xdσ.
s s
The same formula is true also for s = 0, in the sense specified by the
following lemma.
t
Lemma 6.1. For every x ∈ X and t ≥ 0, the integral 0 es A xds belongs
to D(A), and t
A es A xds = et A x − x.
0
If in addition the function s → Aes A x belongs to L 1 (0, t; X), then
t
e x−x =
tA
Aes A xds.
0
so that
−θ
t
t −θ
K (t, x, X, D(A)) ≤ t Ae x ds
sA
+ t e x D(A) .
1−θ tA
0
p
Since t 1−θ Aet A x ∈ L ∗ (0, 1),
by Corollary A.13
t the same is true for
t 1−θ v(t), where v is the mean value v(t) = t −1 0 Aes A xds, and
t
1
t → t v(t) L ∗ (0,1) = t → t
1−θ −θ
Ae xds
sA
≤ ϕ L ∗p (0,1) .
p
p θ
0 L ∗ (0,1)
163 Interpolation Theory
Moreover,
Therefore
t
−θ −θ
t K (t, x, X, D(A)) ≤ t Aes A xds + t 1−θ M0 x + ϕ(t),
0
p
so that the function t → t −θ K (t, x, X, D(A)) belongs to L ∗ (0, 1), with
norm estimated by C(x + ϕ L ∗p (0,1) ). We recall that it belongs also to
p
L ∗ (1, ∞), with norm not exceeding Cx. Therefore, x ∈ (X, D(A))θ, p ,
and the statement follows.
Remark 6.3. In the case θ = 1−1/ p with p ∈ (1, +∞), Proposition 6.2
yields
1
x ∈ (X, D(A))1−1/ p, p ⇐⇒ Aet A x p dt < ∞.
0
t
t → g(t) = t −2θ s A2 es A xds ∈ L ∗p (0, 1).
0
So,
t −2θ K (t2, x, X, D(A2 ))
t
−2θ
≤t s A e xds + t e x − t Ae x D(A2 )
2 sA 2 tA tA
0
≤ g(t) + t 2−2θ
((M0 + M1 )x + A2 et A x + 2M1 A2 et A/2 x)
p
and t → t −2θ K (t 2 , x, X, D(A2 )) belongs to L ∗ (0, 1), with norm es-
timated by C(ϕ2 L ∗p (0,1) + x). Then t → t −θ K (t, x, X, D(A2 )) ∈
p
L ∗ (0, 1), again with norm less than C(ϕ2 L ∗p (0,1) + x), and the state-
ment follows for m = 2.
If m is arbitrary the procedure is similar, with the kernel s A2 es A x re-
placed by s m−1 Am es A x.
165 Interpolation Theory
6.1.1. Exercises
1. Prove that (X, D(A))θ = {x ∈ X : limt→0 t 1−θ Aet A x = 0}, for
each θ ∈ (0, 1).
2. Referring to Exercise 5(ii), Section 1.4.3, prove that Lip(I ;(X,Y )α,∞ )
cannot be replaced in general by C 1 (I ; (X, Y ) α, ∞ ) or by
Lip(I ; (X, Y )α, p ) with p < ∞, considering the function u(t) =
et A x.
is sectorial in Y .
In particular, for every θ ∈ (0, 1), 1 ≤ p ≤ ∞. the parts of A in
D A (θ, p), in D A (θ), and in [X, D(A)]θ are sectorial operators. Sim-
ilarly, for every k ∈ N the part of A in D A (θ + k, p) is sectorial in
D A (θ + k, p).
Theorem 6.6. Let (, µ) be a σ -finite measure space, and let T (t) :
L 2 () + L ∞ () → L 2 ()+L ∞ () be a semigroup such that its restric-
tion to L 2 () is a bounded analytic semigroup in L 2 () and its restric-
tion to L ∞ () is a bounded semigroup in L ∞ (). Then the restriction
of T (t) to L p () is a bounded analytic semigroup in L p (), for every
p ∈ (2, ∞).
166 Alessandra Lunardi
Proof. Let θ0 ∈ (0, π/2) and M > 0 be such that T (t) has an analytic
extension to the sector 2 = {z ∈ C : z = 0, |arg z| < θ0 }, and
T (z)L(L 2 ) ≤ M for every z ∈ 2 , T (t)L(L ∞ ) ≤ M for every t > 0.
Let S be the strip {z ∈ C : Re z ∈ [0, 1]}. For every r > 0 and
θ ∈ (−θ0 , θ0 ) define a function h : S → 2 by
h(z) = reiθ(1−z) , z ∈ S,
z = T (h(z)), z ∈ S.
in the interval with endpoints p0 and p1 . But the most common situation
is p0 = 2, p1 = ∞. For instance, if
n
Au = Di (ai j (x)D j u)(x), x ∈ Rn ,
i, j=1
1
where the coefficients ai j are in Hloc (Rn ) and
n
ai j (x)ξi ξ j ≥ 0, x, ξ ∈ Rn ,
i, j=1
are called abstract parabolic problems, since the most known examples
of sectorial operators are the realizations of elliptic differential operators
in the usual functional Banach spaces (L p spaces, spaces of continuous
or Hölder continuous functions in Rn or in open sets of Rn , etc.).
We shall see several regularity results for (6.2) involving interpolation
spaces or proved by interpolation techniques. The starting point of most
of our analysis is the variation of constants formula for the solution
t
u(t) = e u 0 +
tA
e(t−s)A f (s)ds, 0 ≤ t ≤ T. (6.3)
0
However, the converse statements are not true in general, even for very
good initial data u 0 (e.g. u 0 = 0): the range of the function v defined by
t
v(t) := e(t−s)A f (s)ds, 0 ≤ t ≤ T, (6.4)
0
vW α, p ((0,T );X) + v L p ((0,T );D A (α, p)) ≤ C f L p (0,T ;X) . (6.7)
Note that v does not necessarily belong to W 1−θ, p ((0, T ); D A (θ, p)) for
any θ. Indeed, even the embedding W 1, p ((0, T ); X) ∩ L p ((0, T ); D(A))
⊂ W 1−θ, p ((0, T ); D A (θ, p)) does not hold, in general. From this point
of view the results for p = ∞ are much nicer than for p < ∞, as the
next proposition shows.
Since et A L(X) and tet A L(X,D(A)) are bounded in (0, T ], by interpola-
tion there is K 0,α > 0 such that et A L(X,D A (α,1)) ≤ K 0,α t −α for 0 < t ≤
T . Similarly, since t Aet A L(X) and t 2 Aet A L(X,D(A)) are bounded in
(0, T ], by interpolation there is K 1,α > 0 such that Aet A L(X,D A (α,1)) ≤
K 1,α t −α−1 for 0 < t ≤ T .
Therefore, s → e(t−s)A L(X,D A (α,1)) belongs to L 1 (0, t) for every t ∈
(0, T ]. Then v(t) belongs to D A (α, 1) for every α ∈ (0, 1), and
Moreover, for 0 ≤ s ≤ t ≤ T ,
t
(t−σ )A
s
(s−σ )A
v(t) − v(s) = e −e f (σ )dσ + e(t−σ )A f (σ )dσ
0
s t−σ t s
= dσ Aeτ A f (σ )dτ + e(t−σ )A f (σ )dσ,
0 s−σ s
which implies
s t−σ
v(t) − v(s) D A (α,1) ≤ K 1,α dσ τ −1−α dτ f ∞
0 s−σ
t
+ K 0,α (t − σ )−α dσ f ∞ (6.11)
s
K 1,α K 0,α
≤ + (t − s)1−α f ∞ ,
α(1 − α) 1 − α
Lemma 6.9. Let u be the function defined by (6.3). The following state-
ments hold.
t
Proof. First we show that for f ∈ L 1 ((0, T ); X), the integral 0 u(s)ds
belongs to D(A), and
t t
u(t) = u 0 + A u(s)ds + f (s)ds, 0 ≤ t ≤ T. (6.12)
0 0
= es A u 0 ds + dσ e(s−σ )A f (σ )ds.
0 0 σ
t t−σ
By Lemma 6.1, the integral σ e(s−σ )A f (σ )ds = 0 eτ A f (σ )dτ is in
D(A), and
t
A e(s−σ )A f (σ )ds = (e(t−σ )A − I ) f (σ ) ∈ L 1 (0, t).
σ
t
Therefore, using again Lemma 6.1, the integral 0 u(s)ds belongs to
D(A), and
t t
A u(s)ds = et A u 0 − u 0 + (e(t−σ )A − 1) f (σ )dσ, 0 ≤ t ≤ T,
0 0
uC 1+α ([0,T ];X) + AuC α ([0,T ];X) + u B([0,T ];D A (α,∞))
(6.14)
≤ C( f C α ([0,T ];X) + u 0 D(A) + Au 0 + f (0) D A (α,∞) ).
By Lemma 6.1, u 2 (t) ∈ D(A) for each t ∈ (0, T ]. Since Ae(t−s)A L(X) ≤
M1 (t − s)−1 (estimate (6.5)), and f is Hölder continuous, then the func-
tion s → Ae(t−s)A ( f (s) − f (t)) is in L 1 ((0, t); X). This implies that
u 1 (t) ∈ D(A) for t ∈ [0, T ]. Moreover we have
t
(i) Au 1 (t) = Ae(t−s)A ( f (s) − f (t))ds, 0 ≤ t ≤ T,
0 (6.16)
(ii) Au 2 (t) = Aet A u 0 + (et A − 1) f (t), 0 < t ≤ T.
s t−σ
Au 1 (t) − Au 1 (s) ≤ M2 (s − σ )α τ −2 dτ dσ [ f ]C α
0 s−σ
+ 2M0 (t −s)α [ f ]C α
t
+ M1 (t −σ )α−1 dσ [ f ]C α
s
s t−σ (6.18)
≤ M2 dσ τ α−2 dτ [ f ]C α
0 s−σ
+ (2M0 + M1 α −1 )(t − s)α [ f ]C α
M2 M1
≤ + 2M0 + (t − s)α [ f ]C α .
α(1 − α) α
In the case where Ax + f (0) ∈ D A (α, ∞), from (6.19) we get, for
0 ≤ s ≤ t ≤ T,
M1,α
≤ Au 0 + f (0) D A (α,∞) (t − s)α
α
M1
+ + M0 + 1 (t − s)α [ f ]C α ,
α
(6.20)
so that also Au 2 is Hölder continuous, and the estimate
follows easily.
The last statement, that u is bounded with values in D A (α, ∞), fol-
lows from the embedding of Exercise 5(i), Section 1.4.3, that implies
also that the condition Au 0 + f (0) ∈ D A (α, ∞) is necessary for u ∈
C 1+α ([0, T ]; X) ∩ C α ([0, T ]; D(A)).
such that
u B([0,T ];D A (α,∞)) + Au B([0,T ];D A (α,∞)) + AuC α ([0,T ];X)
(6.21)
≤ C( f B([0,T ];D A (α,∞)) + u 0 D A (α+1,∞) ).
v B([0,T ];D A (α,∞)) + Av B([0,T ];D A (α,∞)) + AvC α ([0,T ];X)
(6.23)
≤ C f B([0,T ];D A (α,∞)) .
t
≤ M2,α ξ 1−α (t + ξ − s)α−2 ds f B([0,T ];D A (α,∞))
0
M2,α
≤ f B([0,T ];D A (α,∞)) ,
1−α
(6.25)
175 Interpolation Theory
L p regularity, due to Weis [91], has not been obtained using interpolation
or powers of operators. We quote it for completeness.
where rk (t) := sign(sin 2k πt) are the Rademacher functions in (0, 1).
Some remarks are in order.
(i) It has been shown by different authors with different methods (e.g.,
[7, 19, 86]) that if X is any Banach space and A is any sectorial
operator, then maximal L p regularity for (6.22) for some p ∈ (1, ∞)
implies maximal L p regularity for every p ∈ (1, ∞);
(ii) if X = H is a Hilbert space, then every sectorial operator satisfies
condition (ii) of Theorem 6.12;
(iii) condition (ii) of Theorem 6.12 is equivalent to R-boundedness of the
set {e−ωz e z A : z ∈ S0,δ } for some δ > 0, and to R-boundedness of
the set {e−ωt et A , te−ωt Aet A : t > 0}.
6.3.1. Exercises
1. Show that C([0, T ], D(A)) is dense in C([0, T ], D A (α)). (This has
been used in the proof of Theorem 6.11(iii)).
2. ([86]) Let A be the generator of a semigroup in a Banach space X.
Assume that for some p > 1 there is maximal L p regularity for (6.2)
(i.e., for every u 0 ∈ D A (1 − 1/ p, p) and f ∈ L p ((0, T ); X) the
177 Interpolation Theory
Theorem 6.13. Let 0 < α < 1, α = 1/2, and let f : [0, T ]×Rn → C be
uniformly continuous, bounded, and such that supt∈[0,T ] f (t, ·)C 2α (Rn )<
b
∞. Let u 0 ∈ Cb2α+2 (Rn ). Then problem (6.27) has a unique solution u
such that u, u t , u are uniformly continuous, bounded, and
supt∈[0,T ] u t (t, ·)C 2α (Rn ) < ∞,
b
Proof. Almost all follows from putting together the results of Theorems
5.27 and 6.13. It remains to show that the space derivatives Di j u are
time α-Hölder continuous. To this aim we use the fact that Cb2 (Rn ) be-
longs to the class J1−α between Cb2α (Rn ) and Cb2+2α (Rn ) (Exercise 2,
Section 1.4.3). Moreover, since u t (t, ·)C 2α (Rn ) is bounded in [0, T ],
b
then t → u(t, ·) is Lipschitz continuous with values in Cb2α (Rn ), with
Lipschitz constant equal to sup0≤σ ≤T u t (σ, ·)C 2α (Rn ) . So, for 0 ≤ s ≤
b
t ≤ T we have
u(t, ·) − u(s, ·)Cb2 ≤ Cu(t, ·) − u(s, ·)Cα 2α u(t, ·) − u(s, ·)C1−α
2+2α
b b
≤ C((t − s) sup0≤σ ≤T u t (σ, ·)C 2α )α (2 supσ ∈[0,T ] u(σ, ·)C 2+2α )1−α
b b
≤ C (t − s)α
and the statement follows.
179 Interpolation Theory
The proof of Theorem 6.14 works without changes for elliptic operators
A with coefficients in Cb2α (Rn ). Indeed, such operators generate ana-
lytic semigroups in Cb (Rn ) and we have D A (α, ∞) = Cb2α (Rn ), D A (α +
1, ∞) = Cb2α+2 (Rn ).
This procedure may be extended to 2m-order uniformly elliptic oper-
ators with regular and bounded coefficients in Rn or in a regular open
subset of Rn with suitable boundary conditions. See [70].
Appendix A
The Bochner integral
It is easy to
see that every continuous function is measurable.
n
If f = i=1 xi 11 Ai is a simple function we set
n
f (t)dt = xi measAi . (A.1)
R i=1
Then n → R f n (t)dt is a Cauchy sequence in X. We set
f (t)dt = lim f n (t)dt. (A.2)
R n→∞ R
Arguing as in the case X = R, one sees that R f (t)dt is independent of
the choice of the sequence { f n }. If f is defined on a measurable set, the
above definition can be extended as follows.
Definition A.3. If I ∈ M and f : I → X, f is said to be integrable
over I if the extension f˜ defined by
= f (t), if t ∈ I
f˜(t)
= 0, if t ∈
/I
is integrable. In this case we set
f (t)dt = f˜(t)dt. (A.3)
I R
It can be shown that weak and strong derivatives do coincide. More pre-
cisely, the following proposition holds.
f L ∞
∗ (I )
= ess supt∈I | f (t)|.
p
Dealing with L ∗ spaces, the Hardy-Young inequalities are often more
useful than the Hölder inequality. They hold for every positive measur-
able function ϕ : (0, a) → R, 0 < a ≤ ∞, and every α > 0, p ≥ 1. See
[54, p. 245-246].
a t p a
−αp ds dt 1 ds
(i) t ϕ(s) ≤ p s −αp ϕ(s) p ,
0 0 s t α 0 s
a a p a (A.10)
ds dt 1 ds
(ii) t αp ϕ(s) ≤ p s αp ϕ(s) p
0 t s t α 0 s
186 Alessandra Lunardi
(This is obviously true also for p = ∞, with the usual convention 1/∞ =
0). In particular, for α = −1 we get an isometry:
f L ∗p (I ;X) = t → f (t) X L ∗p (I ) .
195
196 Alessandra Lunardi
This series publishes polished notes dealing with topics of current re-
search and originating from lectures and seminars held at the Scuola Nor-
male Superiore in Pisa.
Published volumes
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7. G. DA P RATO, Introduction to Stochastic Analysis and Malliavin Cal-
culus, 2008 (second edition). ISBN 978-88-7642-337-6
8. U. Z ANNIER, Lecture Notes on Diophantine Analysis, 2009.
ISBN 978-88-7642-341-3
9. A. L UNARDI, Interpolation Theory, 2009 (second edition).
ISBN 978-88-7642-342-0
198 Lecture notes