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Texts and Readings in Mathematics 74 Kalyan Sinha Sachi Srivastava Theory of Semigroups and Applications Texts and Readings in Mathematics Advisory Editor C.S. Seshadri, Chennai Mathematical Institute, Chennai Managing Editor Rajendra Bhatia, Indian Statistical Institute, New Delhi Editors Manindra Agrawal, Indian Institute of Technology, Kanpur V. Balaji, Chennai Mathematical Institute, Chennai R.B. Bapat, Indian Statistical Institute, New Delhi V.S. Borkar, Indian Institute of Technology, Mumbai T.R. Ramadas, Chennai Mathematical Institute, Chennai V. Srinivas, Tata Institute of Fundamental Research, Mumbai Technical Editor P. Vanchinathan, Vellore Institute of Technology, Chennai The Texts and Readings in Mathematics series publishes high-quality textbooks, research-level monographs, lecture notes and contributed volumes. Undergraduate and graduate students of mathematics, research scholars, and teachers would find this book series useful. The volumes are carefully written as teaching aids and highlight characteristic features of the theory. The books in this series are co-published with Hindustan Book Agency, New Delhi, India. More information about this series at http://www.springer.com/series/15141 Kalyan B. Sinha Sachi Srivastava (cid:129) Theory of Semigroups and Applications 123 Kalyan B.Sinha SachiSrivastava Jawaharlal Nehru Centrefor Advanced Department ofMathematics ScientificResearch University of Delhi Bangalore NewDelhi India India ISSN 2366-8725(electronic) TextsandReadings inMathematics ISBN978-981-10-4864-7 (eBook) DOI 10.1007/978-981-10-4864-7 LibraryofCongressControlNumber:2017940820 Thisworkisaco-publicationwithHindustanBookAgency,NewDelhi,licensedforsaleinallcountries inelectronicformonly.SoldanddistributedinprintacrosstheworldbyHindustanBookAgency,P-19 GreenParkExtension,NewDelhi110016,India.ISBN:978-93-86279-63-7©HindustanBookAgency 2017. ©SpringerNatureSingaporePteLtd.2017andHindustanBookAgency2017 Thisworkissubjecttocopyright.AllrightsarereservedbythePublisher,whetherthewholeorpart of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission orinformationstorageandretrieval,electronicadaptation,computersoftware,orbysimilarordissimilar methodologynowknownorhereafterdeveloped. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publicationdoesnotimply,evenintheabsenceofaspecificstatement,thatsuchnamesareexemptfrom therelevantprotectivelawsandregulationsandthereforefreeforgeneraluse. The publisher, the authors and the editors are safe to assume that the advice and information in this book are believed to be true and accurate at the date of publication. Neither the publisher nor the authorsortheeditorsgiveawarranty,expressorimplied,withrespecttothematerialcontainedhereinor for any errors or omissions that may have been made. The publisher remains neutral with regard to jurisdictionalclaimsinpublishedmapsandinstitutionalaffiliations. ThisSpringerimprintispublishedbySpringerNature TheregisteredcompanyisSpringerNatureSingaporePteLtd. Theregisteredcompanyaddressis:152BeachRoad,#21-01/04GatewayEast,Singapore189721,Singapore About the Authors KalyanB.Sinha isprofessorandtheSERB-fellowattheJawaharlalNehruCentre forAdvancedScientificResearch(JNCASR),andattheIndianInstituteofScience (IISc), Bengaluru. Professor Sinha is an Indian mathematician who specialised in mathematical theory of scattering, spectral theory of Schrödinger operators, and quantum stochastic processes. He was awarded in 1988 the Shanti Swarup BhatnagarPrizeforScienceandTechnology,thehighestscienceawardinIndia,in the mathematical sciences category. A Fellow of the Indian Academy of Science (IASc),Bengaluru,IndianNationalScienceAcademy(INSA),NewDelhi,andThe World Academy of Sciences (TWAS), Italy, he completed his PhD from the University of Rochester, New York, U.S.A. Sachi Srivastava is associate professor at the Department of Mathematics, UniversityofDelhi,India.SheobtainedherDPhildegreefromOxfordUniversity, UKandtheMTechdegreefromtheUniversityofDelhi,India.Herareasofinterest are functional analysis, operator theory, abstract differential equations, operator algebras. She is also a life member of the American Mathematical Society and Ramanujan Mathematical Society. v Preface Semigroups (or groups, in many situations) of maps or operators in a linear space have played important roles, mathematically en- capsulating the idea of homogeneous evolution of many observed systems, physical or otherwise. As an abstract mathematical disci- pline, the theory of semigroups is fairly old, with the classical text, Functional Analysis and Semigroups by Hille and Phillips [12] be- ing probably the first one of its kind. Indeed, there have been a good number of books and monographs on this topic written over the years, many of which have been referred to in the present text. Perhaps one of the reasons for having so many texts in this one area of advanced mathematical analysis is the fact that the basic theory of semigroups finds many applications in numerous areas of enquiry: partial and ordinary differential equations, the theory of probability and quantum and classical mechanics to name just a few. In the present endeavour, along with the systematic develop- ment of the subject, there is an emphasis on the explorations of the contact areas and interfaces, supported by the presentations of explicit computations, wherever feasible. This book is aimed at the students in the masters level as well as those in a doctoral programme in universities and research insti- tutionsandenvisagesthepre-requisitesas:(i)agoodunderstanding viii Preface of real analysis with elements of the theory of measures and inte- gration, (for example as in [23]), (ii) a first course in functional analysis and in the theory of operators, say as in [5]. Many exam- pleshave been givenineach chapter, partlytoinitiateandmotivate the theory developed and partly to underscore the applications. As mentioned earlier, several of these involve detailed analytical com- putations, many of which have been undertaken in the text and some others left as exercises. Instead of making a separate section on exercises, they appear in line, in bold and in the relevant places as the subject develops and the readers are encouraged to solve as many of them as possible. It is suggested that a beginner may read chapters 1 through 4 (except for sections 3.3 and 3.4) and leave the rest for a second reading. In the Appendix we have collected some standard results from the theory of unbounded operators, Fourier transforms and Sobolev spaces which are required in our treatment of the subject. It is worthwhile to bring to the attention of the reader the fact that we have used the notation (cid:2)·,·(cid:3) to denote the inner product in Hilbert spaces as well as to represent dual pair- ing, and (cid:2)·,·(cid:3) will be taken to be linear in the left and conjugate linear in the right entry. The present text arose out of the notes of the lectures given by the first author (K. B. S.) – twice at the Delhi Centre of the Indian Statistical Institute and once at the In- dian Institute of Science, Bangalore and the interaction with the students of those courses has helped shape the final product. Of course, many existing texts on the subject have influenced the au- thors and a particular mention needs to be made of the classical treatise [12] and the books [11], [15] [19] and [27]. The monographs [2] and [8] have also been referred to frequently. The authors re- gret that the bibliography is far from exhaustive, instead they were guided only by the need of the topics treated. Preface ix The choice of topics in this vastly developed subject is a diffi- cult one and the authors have made an effort to stay closer to ap- plications instead of bringing in too many abstract concepts. While the chapters 2 and 3 make up the fundamentals of any discourse on semigroup theory, the first chapter contains background material, someofwhicharealsoofindependent interest. Chapter 4dealswith the issue of the stability of classes of semigroups under small per- turbationsaswellasthegeneralized strong continuity ofsemigroups with respect to a parametric dependence. The chapters 5 and 6 deal with special material, opening avenues for many applications: the remarkable theorem of Chernoff leading to the Trotter-Kato prod- uct formula which in turn motivates the Feynman-Kac formula for a Schr¨odinger semigroup, and the Central Limit Theorem. Chap- ter 6 deals with positivity-preserving (or semi-Markov) semigroups, havingitsorigininthetheoryofprobabilityandconsidersperturba- tions, not small in the sense of Chapter 4. The motivation for some of the material in Chapter 5 and Chapter 6 comes from the theory of probability and for an introduction to elements of that subject, the reader may consult [18]. The last chapter gives a glimpse of how the tools of the semigroup theory can be used to understand par- tial differential operators in particular the wave and Schro¨dinger operators. The first author (K. B. S.) thanks the Indian Statistical In- stitute, the Indian Institute of Science and most importantly the Jawaharlal Nehru Centre for Advanced Scientific Research, Ban- galore, for ready assistance, both direct and indirect, in making this project a reality. He has special words of gratitude for the De- partment of Science and Technology, Government of India, for the SERB-Distinguished Fellowship, and for his wife Akhila for infinite patience. The second author (S. S.) would like to acknowledge the x Preface support of the Department of Mathematics, University of Delhi in this endeavour and of her husband, Manik. It is also a pleasure to thank Tarachand Prajapati of the Department of Mathematics at the University of Delhi for help, particularly with regards to the drawingofthefigureinthebook.Lastbutnottheleast,theauthors are grateful to the anonymous reviewer for many helpful comments for the improvement in the presentation. Kalyan B. Sinha Sachi Srivastava Jawaharlal Nehru Centre for Department of Mathematics Advanced Scientific Research University of Delhi Bangalore Delhi October 2016

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