How is exp(tL) rigorously defined in Duhamel's formula?

  • Context: Graduate 
  • Thread starter Thread starter Yugo
  • Start date Start date
  • Tags Tags
    Formula
Click For Summary

Discussion Overview

The discussion revolves around the rigorous definition of the operator exponential exp(tL) in the context of Duhamel's formula, particularly as it pertains to semi-linear partial differential equations (PDEs). Participants explore the application of this concept in proving existence and uniqueness theorems for such equations.

Discussion Character

  • Technical explanation
  • Conceptual clarification
  • Debate/contested
  • Mathematical reasoning

Main Points Raised

  • One participant expresses confusion about the rigorous definition of exp(tL) in Duhamel's formula.
  • Another participant explains that the exponential of an operator is defined using a Taylor series expansion, noting that this can be complex for operators other than self-adjoint ones.
  • A participant suggests that if L is the Laplacian, the definition makes sense and asks for an example of using Duhamel's formula to solve a PDE.
  • It is mentioned that exp(tL) is a semigroup associated with the operator L, and a reference to semigroup theory is provided.
  • One participant asserts that the expression exp(tL)f provides a solution to a differential equation in Banach space, specifically relating it to the heat equation.
  • Another participant acknowledges understanding after the explanations provided.

Areas of Agreement / Disagreement

Participants do not reach a consensus on the ease of evaluating exp(tL) for various operators, with some asserting it is difficult while others provide clarifications that suggest a clearer understanding. The discussion remains unresolved regarding the specific applications and implications of Duhamel's formula.

Contextual Notes

There are limitations in the discussion regarding the assumptions made about the operators and the specific conditions under which the Taylor series expansion applies. The scope of the discussion is also limited to certain types of operators and their applications in PDEs.

Yugo
Messages
4
Reaction score
0
Hello,

I am having trouble understanding how to use Duhamel's formula as a contraction to give existence uniqueness theorems for certain semi linear PDE.
To be more precise, have a look at the PDE and corresponding Duhamel formula in the wikipedia link given below:

http://tosio.math.toronto.edu/wiki/index.php/Duhamel's_formula

How is the exp(tL) even rigorously, defined? I can't find this anywhere.
 
Last edited by a moderator:
Physics news on Phys.org
L here is a differential operator. Exponentials of operators, like exponentials of matrices, are defined through the Taylor's series for ex:
[tex]e^L= I+ L+ \frac{1}{2}L^2+ \cdot\cdot\cdot + \frac{1}{n!}L^n+ \cdot\cdot\cdot[/tex]
where the powers mean repeated application of the operator and "I" is the identity operator. Of course, that should be applied to some function:
[tex]e^L(f)= f+ L(f)+ \frac{1}{2}L^2(f)+ \cdot\cdot\cdot + \frac{1}{n!}L^n(f)+ \cdot\cdot\cdot[/tex]
That is typically very difficult (or impossible) to evaluate for all but self-adjoint operators.
 
I see. So for example, that thing would make sense if the operator L was a Laplacian?

Moreover, if that's the case, could you possibly give me an example of using that Duhamel formula as a contraction to solve a PDE problem? I've seen this sort of thing before for PDEs like the one above with u being a function of two variables and L the corresponding (spatial) laplacian, but I didn't understand how to show that the duhamel formula has a fixed point iff the PDE problem had a solution.
 
HallsofIvy said:
L here is a differential operator. Exponentials of operators, like exponentials of matrices, are defined through the Taylor's series for ex:
[tex]e^L= I+ L+ \frac{1}{2}L^2+ \cdot\cdot\cdot + \frac{1}{n!}L^n+ \cdot\cdot\cdot[/tex]
where the powers mean repeated application of the operator and "I" is the identity operator. Of course, that should be applied to some function:
[tex]e^L(f)= f+ L(f)+ \frac{1}{2}L^2(f)+ \cdot\cdot\cdot + \frac{1}{n!}L^n(f)+ \cdot\cdot\cdot[/tex]
That is typically very difficult (or impossible) to evaluate for all but self-adjoint operators.

HallsofIvy, that is not difficult like you see! by semigroupe theory the expression [tex]e^{tL}f[/tex] is the solution of the differential equation on Banach space : [tex]u'+Lu=0, u(0)=f[/tex], so for example for the laplacian,
[tex]e^{t\Delta}f[/tex] is the solution of the Heat equation (for Dirichlet or Neumann conditions) which is the gaussian kernel:wink:
 
Thank you, I think I got it.
 

Similar threads

  • · Replies 5 ·
Replies
5
Views
2K
  • · Replies 2 ·
Replies
2
Views
5K
  • Poll Poll
  • · Replies 15 ·
Replies
15
Views
23K
  • · Replies 7 ·
Replies
7
Views
5K
  • · Replies 10 ·
Replies
10
Views
4K
  • · Replies 13 ·
Replies
13
Views
10K
  • · Replies 10 ·
Replies
10
Views
5K
  • · Replies 1 ·
Replies
1
Views
3K
  • · Replies 2 ·
Replies
2
Views
4K