Since the characterization of generators of C0 semigroups was established in the 1940s, semigroups of linear operators and its neighboring areas have developed into an abstract theory that has become a necessary discipline in functional analysis and differential equations. This book presents that theory and its basic applications, and the last two chapters give a connected account of the applications to partial differential equations.

Provides a graduate-level introduction to the theory of semigroups of operators.

This textbook is addressed to graduate students in mathematics or other disciplines who wish to understand the essential concepts of functional analysis and their applications to partial differential equations. The book is intentionally concise, presenting all the fundamental concepts and results but omitting the more specialized topics. Enough of the theory of Sobolev spaces and semigroups of linear operators is included as needed to develop significant applications to elliptic, parabolic, and hyperbolic PDEs. Throughout the book, care has been taken to explain the connections between theorems in functional analysis and familiar results of finite-dimensional linear algebra. The main concepts and ideas used in the proofs are illustrated with a large number of figures. A rich collection of homework problems is included at the end of most chapters. The book is suitable as a text for a one-semester graduate course.

This book explores the theory of strongly continuous one-parameter semigroups of linear operators. A special feature of the text is an unusually wide range of applications such as to ordinary and partial differential operators, to delay and Volterra equations, and to control theory. Also, the book places an emphasis on philosophical motivation and the historical background.

The theory of semigroups of operators is one of the most important themes in modern analysis. Not only does it have great intellectual beauty, but also wide-ranging applications. In this book the author first presents the essential elements of the theory, introducing the notions of semigroup, generator and resolvent, and establishes the key theorems of Hille–Yosida and Lumer–Phillips that give conditions for a linear operator to generate a semigroup. He then presents a mixture of applications and further developments of the theory. This includes a description of how semigroups are used to solve parabolic partial differential equations, applications to Levy and Feller–Markov processes, Koopmanism in relation to dynamical systems, quantum dynamical semigroups, and applications to generalisations of the Riemann–Liouville fractional integral. Along the way the reader encounters several important ideas in modern analysis including Sobolev spaces, pseudo-differential operators and the Nash inequality.

This book introduces the treatment of linear and nonlinear (quasi-linear) abstract evolution equations by methods from the theory of strongly continuous semigroups. The theoretical part is accessible to graduate students with basic knowledge in functional analysis, with only some examples requiring more specialized knowledge from the spectral theory of linear, self-adjoint operators in Hilbert spaces. Emphasis is placed on equations of the hyperbolic type which are less often treated in the literature.

The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical problems characterizes this volume that is intended for graduate students and for pure and applied mathematicians, physicists, engineers, professionals working with mathematical models of finance. Major methods include compactness, coercivity, monotonicity, in a variety of set-ups. The authors emphasize the fundamental work of Gikhman and Skorokhod on the existence and uniqueness of solutions to stochastic differential equations and present its extension to infinite dimension. They also generalize the work of Khasminskii on stability and stationary distributions of solutions. New results, applications, and examples of stochastic partial differential equations are included. This clear and detailed presentation gives the basics of the infinite dimensional version of the classic books of Gikhman and Skorokhod and of Khasminskii in one concise volume that covers the main topics in infinite dimensional stochastic PDE’s. By appropriate selection of material, the volume can be adapted for a 1- or 2-semester course, and can prepare the reader for research in this rapidly expanding area.