Math 2.0

Ordinary differential equations Definition

Differential equations in Banach spaces

Builds on Banach spaceOperator normOrdinary differential equationInitial value problemMatrix exponential

Definition

Let XX be a Banach space over ℝ\R or ℂ\C with norm ∥⋅∥\norm{\cdot}, and let J⊆ℝJ \subseteq \R be an interval. A function u ⁣:J→Xu \colon J \to X is differentiable at t∈Jt \in J if the limit u′(t)=lim⁡h→0u(t+h)−u(t)hu'(t) = \lim_{h \to 0} \frac{u(t + h) - u(t)}{h} exists in the norm of XX. Let D⊆XD \subseteq X and F ⁣:J×D→XF \colon J \times D \to X. A differential equation in XX is the equation u′(t)=F(t,u(t))u'(t) = F(t, u(t)). A (classical) solution on JJ is a continuously differentiable u ⁣:J→Xu \colon J \to X with u(t)∈Du(t) \in D and u′(t)=F(t,u(t))u'(t) = F(t, u(t)) for all t∈Jt \in J. In the main linear case, F(t,u)=Au+f(t)F(t, u) = A u + f(t), where A ⁣:D(A)→XA \colon D(A) \to X is a linear operator, D=D(A)D = D(A) and f ⁣:J→Xf \colon J \to X. The initial value problem u′=Auu' = A u, u(0)=u0u(0) = u_0 is the abstract Cauchy problem.

Remarks

Example: if AA is a bounded operator on XX, then u(t)=etAu0=∑k≥0tkk!Aku0u(t) = e^{tA} u_0 = \sum_{k \ge 0} \frac{t^k}{k!} A^k u_0 solves the abstract Cauchy problem on ℝ\R. The series converges in operator norm since ∥Ak∥≤∥A∥k\norm{A^k} \le \norm{A}^k, and term-by-term differentiation gives u′=Auu' = A u. For X=ℝnX = \R^n this is the matrix exponential solution of a linear system of ordinary differential equations.

Non-example: take X=C([0,1])X = C([0, 1]) with the supremum norm and u(t)=(s↦∣s−t∣)u(t) = (s \mapsto \abs{s - t}) for t∈[0,1]t \in [0, 1]. For each fixed ss, the number u(t)(s)u(t)(s) has a derivative in tt for t≠st \neq s, equal to −sgn⁡(s−t)-\sgn(s - t). But the difference quotients u(t+h)−u(t)h\frac{u(t + h) - u(t)}{h} do not converge in the supremum norm: their pointwise limit s↦−sgn⁡(s−t)s \mapsto -\sgn(s - t) is not continuous for 0<t<10 < t < 1. So uu is not differentiable as a map into XX, and it is not a classical solution of any differential equation in XX.

When AA is closed but unbounded, the Cauchy problem is well posed exactly when AA generates a strongly continuous semigroup T(t)T(t), and then u(t)=T(t)u0u(t) = T(t) u_0.

Reading path

To understand this page from the ground up, read these 6 pages in order. The foundations come first.

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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Banach space concept
  2. Initial value problem concept
  3. Matrix exponential concept
  4. Operator norm concept
  5. Ordinary differential equation concept
  6. Differential equations in Banach spaces definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Abstract_differential_equation
About this page
TagE4P30YHWEQ
URIm2://E4P30YHWEQ
Kinddefinition
WritingW0 stub
MSC34G10, 34G20, 47D06
DefinesDifferential equations in Banach spaces
UsesBanach space, Operator norm, Ordinary differential equation, Initial value problem, Matrix exponential
Changed2 November 2026

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