Semigroup - Semigroup Methods in Partial Differential Equations

Semigroup Methods in Partial Differential Equations

Semigroup theory can be used to study some problems in the field of partial differential equations. Roughly speaking, the semigroup approach is to regard a time-dependent partial differential equation as an ordinary differential equation on a function space. For example, consider the following initial/boundary value problem for the heat equation on the spatial interval (0, 1) ⊂ R and times t ≥ 0:

Let X be the Lp space L2((0, 1); R) and let A be the second-derivative operator with domain

Then the above initial/boundary value problem can be interpreted as an initial value problem for an ordinary differential equation on the space X:

On an heuristic level, the solution to this problem "ought" to be u(t) = exp(tA)u₀. However, for a rigorous treatment, a meaning must be given to the exponential of tA. As a function of t, exp(tA) is a semigroup of operators from X to itself, taking the initial state u₀ at time t = 0 to the state u(t) = exp(tA)u₀ at time t. The operator A is said to be the infinitesimal generator of the semigroup.