3.2. Classical Lemmas in the Refined Form
Denote by
the abstract separable Hilbert space and consider an invertible operator
with a dense range. We use notation
Note that such agreements are justified by the significance of the operator with a compact resolvent, of which the detailed information of spectral properties can be found in the papers cited in the introduction section. Consider an entire function
; due to the Taylor series expansion, we can write formally
The latter construction is called an operator function, where
are the Taylor coefficients. Below, we consider conditions that guarantee the convergence of series (
6) on some elements of the Hilbert space
; here, we ought to note that in this case, the operator
is defined.
Assume that a compact operator
T acts in the Hilbert space
here we used notations accepted in [
25], define the following contour
where the number
r is chosen so that the operator
is regular within the corresponding closed circle. Consider the following hypotheses separately written for the convenience of the reader.
(HI) The operator B is compact, the entire function of the order of less than a half maps the sector into the sector its zeros with a sufficiently large absolute value do not belong to the sector
Lemma 3. Assume that the condition holds, then we have the following relation:and moreover, Proof. Firstly, we should note that the made assumptions regarding the order allow us to claim that the latter integral converges for a concrete value of the parameter
Let us establish the formula
To prove this fact, we should show that
where
Note that in accordance with Lemma 6 [
12], we obtain
Using this estimate, we can easily obtain the fact
where the latter series is convergent. Therefore, reformulating the well-known theorem of calculus on the absolutely convergent series in terms of the norm, we obtain (
8). Now, let us show that the series
is uniformly convergent with respect to
Using Lemma 1 [
24], we obtain a trivial inequality
Here, we should note that to obtain the desired result, one is satisfied with a rather rough estimate dictated by the estimate obtained in Lemma 2. We obtain
Using the standard formula establishing the estimate for the Taylor coefficients of the entire function, then applying the Stirling formula, we obtain
where
is a type of the function
Thus, we obtain
The latter series is convergent for an arbitrary fixed
which proves the uniform convergence of the series (
9) with respect to
Therefore, reformulating the well-known theorem of calculus applicably to the norm of the Hilbert space, taking into account the facts
we obtain formula (
7). Further, using the formula
taking into account the facts that the operators
and
commute, we obtain
Since the operators
and
commute, this fact can be obtained by direct calculation, and we obtain
Consider
using the technique applied in Lemma 5 [
24]. It is rather reasonable to consider the following representation:
Analogous to the scheme of reasonings of Lemma 5 [
24], we can show that
under the imposed condition of the entire function growth regularity. Below, we produce a complete reasoning to avoid any kind of misunderstanding. Since the function under the integral is analytic inside the contour, then
where
Hence, it suffices to show that there exists such a sequence
that
Consider
We have obviously
Therefore, it suffices to prove that
where
Observe that the latter claim is not so trivial and requires to involve some subtle estimates on the boundary of a circle. However, the following approach gives us what we need, and we have
Using Theorem 30, §18, Chapter I [
23], we can establish the fact that there exists a sequence
such that for arbitrary positive
the following estimate holds for sufficiently large numbers
where
is the order. Applying this result, taking into account condition (HI), we obtain
which gives us (
11). Having recollected the previously made implications, we obtain the fact
hence
and we get
Substituting the latter relation into the formula (
7), we obtain the first statement of the lemma.
The scheme of the proof corresponding to the second statement is absolutely analogous to the one presented in Lemma 4 [
24]. We should just use Lemma 2 providing the estimates along the sides of the contour. Thus, the completion of the reasonings is due to the technical repetition of the Lemma 4 [
24] reasonings, which we leave to the reader. □
3.3. Series Expansion and Its Application to the Existence and Uniqueness Theorems
In this paragraph, we represent two theorems valuable from theoretical and applied points of view, respectively. The first one is a generalization of the Lidskii method, which is why following the classical approach, we divide it into two statements that can be claimed separately. The first statement establishes a character of the series convergence having a principal meaning within the whole concept. The second statement reflects the name of convergence, Abel–Lidskii; since the latter can be connected with the definition of the series convergence in the Abel sense, more detailed information can be found in the monograph by Hardy G.H. [
26]. The second theorem is a valuable application of the first one, and it is based upon suitable algebraic reasonings noticed by the author, allowing us to involve a fractional derivative in the first term. We should note that previously, a concept of an operator function represented in the second term was realized in the paper [
6], where a case corresponding to a function represented by a Laurent series with a polynomial regular part was considered. Below, we consider a comparatively more difficult case obviously related to the infinite regular part of the Laurent series and therefore requiring a principally different method of study.
It is a well-known fact that each eigenvalue
of the compact operator
B generates a set of Jordan chains containing eigenvectors and root vectors. Denote by
a geometrical multiplicity of the corresponding eigenvalue and consider a Jordan chain corresponding to an eigenvector
. We have
where
indicates a number of elements in the Jordan chain, the symbols except for the first one denote root vectors of the operator
Note that combining the Jordan chains corresponding to an eigenvalue, we obtain a Jordan basis in the invariant subspace generated by the eigenvalue; moreover, we can arrange a so-called system of major vectors
(see [
7]) of the operator
B having combined Jordan chains. It is remarkable that the eigenvalue
of the operator
generates the Jordan chains of the operator
corresponding to (
12). In accordance with [
12], we have
where the symbols, except for the first one, denote root vectors of the operator
Combining Jordan chains of the operator
we can construct a biorthogonal system
with respect to the system of the major vectors of the operator
This fact is given in detail in the paper [
12]. The following construction plays a significant role in the theory created in the papers [
6,
12,
24] and therefore deserves to be considered separately. Denote
where
is a sequence of natural numbers,
is a characteristic number corresponding to
More detailed information on the considered above Jordan chains can be found in [
12].
Theorem 3. Assume that the condition holds, Then a sequence of natural numbers can be chosen so that Proof. Firstly, we will establish the fact of the series convergence. Let us choose
so that
thus we get a sequence
Applying Lemma 5 [
12], we obtain
where
Applying Lemma 3 [
7], we can claim
where
Using (
16), we obtain easily
Consider a contour
denote by
a number of poles of the resolvent contained in the set
Applying Lemma 3 [
24], we have
Further reasoning is devoted to estimating the above integral and based on the contour
decomposition on terms
In accordance with Theorem 30, §18, Chapter I [
23] (Wieman theorem), we can choose such a sequence
that for an arbitrary positive
and sufficiently large numbers
we have
where
is the order. We should note that the assumption
is made without loss of generality of the reasonings, as in the context of the proof, we do not care about the accurate arrangement of the contours but need to prove the existence of an arbitrary one. This inconvenience is based upon the uncertainty in the way of choosing the contours in accordance with the Wieman theorem; at the same time at any rate, we can extract a subsequence of the sequence
in the way we need. Thus, using the given reasonings, Applying Lemma 5 [
12], relation (
18), we obtain
Using Lemma 2 [
12], we have
In accordance with the Formula (
1) we can extract a subsequence from the sequence
and as a result from the sequence
so that for a fixed
t and a sufficiently large
we have
Here, we have not used a subsequence to simplify the form of writing. Therefore, we have
Applying Lemma 6 [
12], Lemma 2, we obtain
The obtained results allow us to claim (the proof is omitted) that
Therefore, applying Formula (
17), we obtain the first relation (
15). To prove the second relation (
15), we should note that in accordance with (
17), the properties of the contour integral, we have
where
Using the fact
we obtain
The latter relation allows to obtain the formula
If
then applying Lemma 3, we obtain the second relation (
15). □
Consider element-functions
belonging to the Hilbert space
; using the approach [
6], we understand the differentiation and integration operations in the generalized sense, i.e., the derivative is defined as a limit in the sense of the norm (see [
12,
27]). Involving a superposition of the operations, we can define a generalized fractional derivative in the Riemann–Liouville sense (see [
4,
6]). In the formal sense, we have
Consider a Cauchy problem
Theorem 4. Assume that the conditions of Theorem 3 hold, then there exists a solution of the Cauchy problem (20) in the form Moreover, the existing solution is unique if the operator is accretive.
Proof. Firstly, we will show that
is a solution of the problem (
20), we need prove the following formula
Using simple reasonings, we obtain the fact that that for an arbitrary
there exists a limit
where convergence is uniform with respect to
By virtue of the decomposition on the Taylor series, we get
Thus, applying the latter estimate, Lemma 6 [
12], for a sufficiently small value
we obtain
Let us establish the convergence of the last integral. Applying Theorem 2, we obtain
It is clear that the latter integral is convergent for an arbitrary positive value
which guarantees that the improper integral at the left-hand side of (
23) is uniformly convergent with respect to
These facts give us an opportunity to claim that relation (
22) holds. Here, we should explain that this conclusion is based on the generalization of the well-known theorem of the calculus; we left a complete investigation of the matter to the reader, having noted that the reasonings are absolutely analogous to the ordinary calculus.
Applying the scheme of the proof corresponding to the ordinary integral calculus, using the contour
applying Lemma 6 [
12] respectively, we can establish a formula
where
Taking into account the obvious formula
we get
Applying Lemma 3, relation (
19), we obtain the fact that
u is a solution of the Equation (
20). The fact that the initial condition holds, in the sense
follows from the second relation (
15) Theorem 3. The scheme of the proof corresponding to the uniqueness part is given in Theorem 6 [
6]. We complete the proof. □
3.4. Applications to Concrete Operators and Physical Processes
Note that the method considered above allows to obtain a solution for the evolution equation with the operator function in the second term, where the operator argument belongs to a sufficiently wide class of operators. One can find a lot of examples in [
6], where such well-known operators as the Riesz potential, the Riemann–Liouville fractional differential operator, the Kipriyanov operator, and the difference operator are studied. Some interesting examples that cannot be covered by the results established in [
22] are represented in the paper [
17]. The general approach, applied in the paper [
2], creates a theoretical base to produce a more abstract example—a transform of the m-accretive operator. We should point out a significance of the last statement since the class contains the infinitesimal generator of a strongly continuous semigroup of contractions. Here, we recall that fractional differential operators of the real order can be expressed in terms of the infinitesimal generator of the corresponding semigroup [
2]. Application of the obtained results appeals to electron-induced kinetics of ferroelectrics polarization switching as the self-similar memory physical systems. The whole point is that the mathematical model of the fractal dynamic system includes a Cauchy problem for the differential equation of the fractional order considered in the paper [
1], where computational schemes for solving the problem were constructed using the Adams–Bashforth–Moulton-type predictor–corrector methods. The stochastic algorithm based on the Monte Carlo method was proposed to simulate the domain nucleation process during the restructuring domain structure in ferroelectrics.
At the same time, the results obtained in this paper allow us not only to solve the problem analytically, but consider a whole class of problems for evolution equations of fractional order. As for the mentioned concrete case [
1], we just need consider a suitable functional Hilbert space and apply Theorem 4 directly. For instance, it can be the Lebesgue space of square-integrable functions. Here, we should note that in the case corresponding to a functional Hilbert space, we gain more freedom in constructing the theory, and thus, some modifications of the method can appear, but it is an issue for further more detailed study, which is not supposed in the framework of this paper. However, the following example may be of interest to the reader.
Goldstein et al. proved in [
28] several new results having replaced the Laplacian by the Kolmogorov operator:
here,
is a probability density on
satisfying
for some
for all
A reasonable question can appear: are there possible connections between the developed theory and the operator
L? Indeed, the mentioned operator gives us an opportunity to show brightly capacity of the spectral theory methods. First of all, let us note that the relation
holds, where
Thus, at first glance, the right direction of the issue investigation should be connected with the operator composition
since the operator
W is uniformly elliptic and satisfies the following hypotheses (see [
2]).
- (H1)
There exists a Hilbert space and a linear manifold that is dense in The operator V is defined on
- (H2)
Apparently, the results [
2,
12,
17] can be applied to the operator after an insignificant modification. A couple of words on the difficulties appear while we study the operator composition. Superficially, the problem looks good, but it is not so for the inverse operator (one needs to prove that it is a resolvent) which is a composition of an unbounded operator and a resolvent of the operator
indeed since
then formally, we have
Most likely, the general theory created in the papers [
2,
17] can be adopted to some operator composition, but it is a tremendous work. Instead of that, we may find a suitable pair of Hilbert spaces that is also not so easy. However, we shall see. Below, we consider a space
endowed with the norm
Assume that there exists a constant
such that the following condition holds:
One can verify easily that this condition is not unnatural, as it holds for a function
Let us define a Hilbert space
as a completion of the set
with the norm
here, one can easily see that it is generated by the corresponding inner product. The following result can be obtained as a consequence of the Adams theorem (see Theorem 1 [
29]). Using the formula
we can easily obtain
It is clear that the latter relation can be expanded to the elements of the space
Note that
This relation gives us the inclusion
thus we conclude that
In accordance with Theorem 1 [
29], we conclude that if a set is bounded in the sense of the norm
, then it is compact in the sense of the norm
Thus, we have created a pair of Hilbert spaces
and
, satisfying the condition of compact embedding, i.e.,
Let us see how can it help us in studying the operator
Considering an operator
we ought to remark here that we need involve an additional summand to apply the methods [
2]. The crucial point is related to how to estimate the second term of the operator
from below. Here, we should point out that some peculiar techniques of the theory of functions can be involved. However, along with this, we can consider a simplified case (since we have imposed additional conditions upon the function
) in order to show how the invented method works. The following reasonings are made under the assumption that the functions
Using simple reasonings based upon the Cauchy–Schwarz inequality, we obtain
where
Therefore,
Choosing
we easily obtain
Using the above estimates, we obtain
Thus, we have a fulfillment of the hypothesis
[
2]. Taking into account the fact that a negative space
is involved, we are forced to involve a modification of the hypothesis
[
2] expressed as follows. There exist pairs of Hilbert spaces
and a linear manifold
that is dense in
The operator
is defined on
However, we can go further and modify a norm
adding a summand; in this case, the considered operator can be changed, and we have
Implementing the same reasonings, one can prove that in this case, Hypothesis
[
2] is fulfilled, and the modified analog of Hypothesis
[
2] can be formulated as follows.
- (H1*)
There exists a chain of Hilbert spaces and a linear manifold that is dense in The operator is defined on
However, we have
instead of the required inclusion
This inconvenience can stress a peculiarity of the chosen method; at the same time, the central point of the theory—Theorem 1 [
2]—can be reformulated under newly obtained conditions corresponding to both variants of the operator
The further step is how to calculate order of the real component
(a more precise definition can be seen see in the paper [
2]). Formally, we can avoid the appeared difficulties connected with the fact that the set
is not bounded since we can refer to the Fefferman concept presented in the monograph [
30] (p. 47), in accordance with which we can choose such an unbounded subset of
that the relation
holds, where the symbol
denotes an eigenvalue. It gives us
where the symbol
denotes the order of the real component of the operator
(see [
2]). Thus, we leave this question to the reader for a more detailed study and reasonably allow ourselves to assume that the operator
has a finite non-zero order. Having obtained an analog of Theorem 1 [
2] and order of the real component of the operator
, we have a key to the theory created in the papers [
6,
12,
24]. Now, we can consider a Cauchy problem for the evolution equation with the operator
in the second term as well as a function of the operator
in the second term, which leads us to the integro-differential evolution equation—it corresponds to an operator function having finite principal and major parts of the Laurent series.
One more example of a non-self-adjoint operator that is not completely subordinated in the sense of forms (see [
17,
22]) is given below. Consider a differential operator acting in the complex Sobolev space
where
the complex-valued coefficients
satisfy the condition
Consider a linear combination of the Riemann–Liouville fractional differential operators (see [
4], (p. 44)) with the constant real-valued coefficients
where
The following result is represented in the paper [
17]. Consider the operator
and suppose
then we have that the operator
G satisfies the conditions H1, H2. Using the minimax principle for estimating eigenvalues, we can easily see that the operator
has a non-zero order. Hence, we can successfully apply Theorem 1 [
2] to the operator
in accordance with which the resolvent of the operator
G belongs to the Schatten–von Neumann class
with the value of the index
defined by the formula given in Theorem 1 [
2]. Thus, it gives us an opportunity to apply Theorem 3 to the operator.
A couple of words on condition
in the context of operators generating semigroups. Assume that an operator
acting in a separable Hilbert space
is the infinitesimal generator of a
semigroup such that
is compact. By virtue of Corollary 2.5 [
31] (p. 5), we have that the operator
A is densely defined and closed. Let us check the fulfillment of condition
Consider a separable Hilbert space
where the fact that
is separable follows from the properties of the energetic space. Note that since
is compact, then we conclude that the following relation holds
and the embedding provided by this inequality is compact. Thus, we have obtained in the natural way a pair of Hilbert spaces such that
We may say that this general property of infinitesimal generators is not so valuable, as it requires a rather strong and unnatural condition of compactness of the inverse operator. However, if we additionally deal with the semigroup of contractions, then we can formulate a significant result (see Theorem 2 [
2]), allowing us to study the spectral properties of the infinitesimal generator transform
where the symbols
denote operators acting in
Having analyzed the proof of Theorem 2 [
2], one can easily see that the condition of contractions can be omitted in the case