May 13, 2026
We study heat equations \(\frac{\partial u}{\partial t} - \operatorname{div} \left( A \nabla u \right) = 0\) on bounded Lipschitz domains \(\Omega\) in \(\mathbb{R}^{d}\) for \(d>2\), where \(-\operatorname{div} \left( A \nabla \cdot \right)\) is a second-order uniformly elliptic operator with generalised Robin boundary conditions. These boundary conditions are formally given by \(\nu \cdot A \nabla u + Bu = 0\) where \(\nu\) is the outer unit normal on \(\partial\Omega\) and \(B \in \mathcal{L} \left( \mathrm{L}^{2}\left( \partial \Omega \right) \right)\) is a general operator which is allowed to destroy the positivity preserving property of the solution semigroup. Ultracontractivity of the solution semigroup is shown by using Nash’s inequality on the Sobolev space \(H^{1}( \Omega )\).
Let \(\Omega \subset \mathbb{R}^{d}\) for \(d \in \mathbb{N}\) be a bounded Lipschitz domain and \(A \colon \Omega \to \mathbb{R}^{d \times d}\) be a matrix-valued function such that every coefficient \(a_{ij} \colon \Omega \to \mathbb{R}\) is a bounded and measurable function on \(\Omega\). Furthermore let \(A\) be uniformly elliptic on \(\Omega\), i.e. \[\exists \alpha > 0 \;\forall \xi \in \mathbb{C}^{d}, x \in \Omega \;: \; \Re \left( \left( A(x) \xi \right)^{T} \overline{\xi} \right) \geq \alpha \left| \xi \right|^{2}.\] We study solutions \(u = u(t,x)\) to the second-order parabolic equation \[\label{Generalised95Heat95Equation} \frac{\partial u}{\partial t} - \operatorname{div} \left( A \nabla u \right) = 0 \;\text{ in } \;(0,\infty) \times \Omega\tag{1}\] with a generalised Robin boundary condtion formally given by \[\label{Robin95Condition} \nu \cdot A \nabla u + B \gamma(u) = 0 \;\text{ on } \;(0,\infty) \times \partial \Omega,\tag{2}\] where \(\nu\) is the outer unit normal on \(\partial\Omega\) and \(B\) is a linear operator on \(\mathrm{L}^{2}\left( \partial \Omega \right)\). In this article \(a(B)\) always is a sesqulinear form in \(\mathrm{L}^{2}\left( \Omega \right)\) formally given by \[\label{definition95form} a(B)(u,v) = \int_{\Omega} A \nabla u \cdot \overline{\nabla v} \,\mathrm{d}x + \int_{\partial \Omega} B \gamma(u) \;\overline{\gamma(v)} \,\mathrm{d}\sigma(x)\tag{3}\] for \(u,v \in D \left( a(B) \right) = H^{1}(\Omega)\) where \(\gamma\) is a trace operator mapping \(H^{1}(\Omega)\) into \(\mathrm{L}^{2}\left( \partial \Omega \right)\). Let \(L(B)\) be the associated operator to \(a(B)\) such that \(-L(B)\) generates a \(C_{0}\)-semigroup \(\left( \mathrm{e}^{-tL(B)} \right)_{t \geq 0}\) in \(\mathrm{L}^{2}\left( \Omega \right)\). Then \[u(t) = \mathrm{e}^{-tL(B)} u_{0}\] is a solution to (1 ) taking (2 ) into account in the sense of Subsection 2.4 in the article [1] by Jochen Glück and Jonathan Mui. For details about previous articles on the topic, more information how to model heat equations with non-local boundary conditions as well as an implication of an eventual positivity of the solution semigroup please see Section 1 of [1]. Here we focus on one of their main results in form of Theorem 3.2 on page 10 which reads:
Theorem 1. Let \(\Omega\) and \(A\) be as described above. Furthermore let \(B \in \mathcal{L}\left( \mathrm{L}^{2}\left( \partial \Omega \right) \right)\) act boundedly on \(\mathrm{L}^{1}\left( \partial \Omega \right)\) and on \(\mathrm{L}^{\infty}\left( \partial \Omega \right)\). Then the solution semigroup operators \(\mathrm{e}^{-tL(B)}\) are ultracontractive in \(\mathrm{L}^{2}\left( \Omega \right)\) at any time \(t \in (0,1]\), i.e. \[\exists \;C, \mu > 0 \;\forall u \in \mathrm{L}^{2}\left( \Omega \right) \;: \; \left\| \mathrm{e}^{-tL(B)} u \right\|_{ \mathrm{L}^{\infty}\left( \Omega \right)} \leq C t^{-\frac{\mu}{4}} \left\| u \right\|_{ \mathrm{L}^{2}\left( \Omega \right)}\] is true for any time \(t \in (0,1]\)
Remark 2.
i) Note that \(B\) is defined on \(\mathrm{L}^{\infty}\left( \partial \Omega \right)\) since \(\mathrm{L}^{\infty}\left( \partial \Omega \right) \subset \mathrm{L}^{2}\left( \partial \Omega \right)\) is implied by \(\Omega\) being a bounded Lipschitz domain. Demanding \(B\) to act boundedly on \(\mathrm{L}^{\infty}\left( \partial \Omega \right)\) means that \(Bu\) is contained in the subspace \(\mathrm{L}^{\infty}\left( \partial \Omega \right) \subset \mathrm{L}^{2}\left( \partial \Omega \right)\) for every \(u \in \mathrm{L}^{\infty}\left( \partial \Omega \right)\) and furthermore that there exists a constant \(C>0\) such that \[\left\| Bu \right\|_{\mathrm{L}^{\infty}\left( \partial \Omega \right)} \;\leq \;C \left\| u \right\|_{\mathrm{L}^{\infty}\left( \partial \Omega \right)}\] is true for every \(u \in \mathrm{L}^{\infty}\left( \partial \Omega \right)\).
ii) Furthermore \(\mathrm{L}^{2}\left( \partial \Omega \right)\) is contained in \(\mathrm{L}^{1}\left( \partial \Omega \right)\) since \(\Omega\) is a
bounded Lipschitz domain. Hence \(Bu\) is contained in \(\mathrm{L}^{1}\left( \partial \Omega \right)\) for every \(u \in \mathrm{L}^{2}\left( \partial \Omega
\right)\). Demanding \(B\) to act boundedly on \(\mathrm{L}^{1}\left( \partial \Omega \right)\) means that there exists a constant \(\tilde{C}>0\)
such that \[\left\| Bu \right\|_{\mathrm{L}^{1}\left( \partial \Omega \right)} \;\leq \;\tilde{C}
\left\| u \right\|_{\mathrm{L}^{1}\left( \partial \Omega \right)}\] is true for every \(u \in \mathrm{L}^{2}\left( \partial \Omega \right)\). Then there exists a unique extension of \(B\) in \(\mathcal{L}\left( \mathrm{L}^{1}\left( \partial \Omega \right) \right)\) since \(\mathrm{L}^{2}\left( \partial \Omega \right)\) is a dense subset in
\(\mathrm{L}^{1}\left( \partial \Omega \right)\).
The main argument in [1] is to gradually construct an operator \(B_{2} \in \mathcal{L}\left(
\mathrm{L}^{2}\left( \partial \Omega \right) \right)\) such that \(-B_{2}\) is positive and satisfies \[\left| Bu \right| \;\leq \;-B_{2} |u|\] pointwise almost everywhere on \(\partial \Omega\) for every \(u \in \mathrm{L}^{2}\left( \partial \Omega \right)\). Furthermore \(-L(B_{2})\) is the generator of another \(C_{0}\)-semigroup \(\left( \mathrm{e}^{-tL(B_{2})} \right)_{t \geq 0}\) such that \(\mathrm{e}^{-tL(B_{2})}\) dominates \(\mathrm{e}^{-tL(B)}\) at every time \(t > 0\), i.e. \[\label{domination95argument}
\left| \mathrm{e}^{-tL(B)} u \right| \;\leq \;\mathrm{e}^{-tL(B_{2})} |u|\tag{4}\] is true almost everywhere in \(\Omega\) for every \(u \in \mathrm{L}^{2}\left( \Omega
\right)\). Please compare with Step 4 on page 13 in [1]. The construction of \(B_{2}\) allows to
utilize the results of Proposition 3.4 and Lemma 3.5 both on page 11 to conclude that \(\mathrm{e}^{-tL(B_{2})}\) restricts to a bounded operator on \(\mathrm{L}^{\infty}\left( \Omega
\right)\) which is crucial to prove the ultracontractivity of \(\mathrm{e}^{-tL(B)}\) in \(\mathrm{L}^{2}\left( \Omega \right)\) using (4
).
In this article we put more focus on the ellipticity of \(A\) on \(\Omega\). Note that for \(B\) being a bounded in \(\mathrm{L}^{2}\left( \partial \Omega \right)\) the domain \(D\left( a(B) \right)\) is defined as the Sobolev space \(H^{1} \left( \Omega \right)\) in \(\mathrm{L}^{2}\left( \Omega \right)\). Furthermore notice that if the adjoint operators \(\mathrm{e}^{-tL(B)^{\ast}}\) in \(\mathrm{L}^{2}\left( \Omega \right)\)
are continuous from \(\mathrm{L}^{1}\left( \Omega \right)\) to \(\mathrm{L}^{2}\left( \Omega \right)\) for every time \(t > 0\), then an
ultracontractivity of the original solution semigroup operators \(\mathrm{e}^{-tL(B)}\) in \(\mathrm{L}^{2}\left( \Omega \right)\) is implied. Nash’s inequality beautifully connects all of
the mentioned function spaces \(\mathrm{L}^{1}\left( \Omega \right)\), \(\mathrm{L}^{2}\left( \Omega \right)\) and \(H^{1} \left( \Omega \right)\). Using
Nash’s inequality as an alternative argumentation offers the same result as Theorem 1. It reads as follows:
Theorem 3. Again let \(\Omega\) and \(A\) be as above. Furthermore let \(B \in \mathcal{L}\left( \mathrm{L}^{2}\left( \partial \Omega \right) \right)\). Suppose there exists a postive operator \(B_{pos} \in \mathcal{L} \left( \mathrm{L}^{2}( \partial \Omega ) \right)\) that satisfies \[\left| B u \right| \;\leq \;B_{pos} \left| u \right|\] for every \(u \in \mathrm{L}^{2}( \partial \Omega )\). Then \(\mathrm{e}^{-tL(B)}\) are ultracontractive operators in \(\mathrm{L}^{2}\left( \Omega \right)\) at any time \(t > 0\). In particular there are constants \(C>0\) and \(\mu_{0} > 0\) satisfying \[\left\| \mathrm{e}^{-tL(B)} u \right\|_{\mathrm{L}^{\infty} \left( \Omega \right) } \leq C t^{-\frac{d}{4}} \mathrm{e}^{t \mu_{0}} \left\| u \right\|_{\mathrm{L}^{2} \left( \Omega \right) }\] for every time \(t > 0\) and any \(u \in \mathrm{L}^{2}\left( \Omega \right)\).
Remark 4. If \(B \in \mathcal{L}\left( \mathrm{L}^{2}\left( \partial \Omega \right) \right)\) acts boundedly on \(\mathrm{L}^{1}\left( \partial \Omega \right)\) and on \(\mathrm{L}^{\infty}\left( \partial \Omega \right)\), then the existence of such an operator \(B_{pos} \in \mathcal{L} \left( \mathrm{L}^{2}( \partial \Omega ) \right)\) with \[\left| B u \right| \;\leq \;B_{pos} \left| u \right|\] for every \(u \in \mathrm{L}^{2}( \partial \Omega )\) is implied by Step 1 on page 12 in [1].
Finally let us give some motivation by refering to the second main result in [1] in form of Theorem 4.4 on page 18 which reads:
Theorem 5. Let \(\Omega\) and \(A\) be as above. Furthermore let \(B \in \mathcal{L}\left( \mathrm{L}^{2}\left( \partial \Omega \right) \right)\) act boundedly on \(\mathrm{L}^{1}\left( \partial \Omega \right)\) and on \(\mathrm{L}^{\infty}\left( \partial \Omega \right)\). Furthermore let \(B + B^{\ast}\) be positive semi-definte and \(B 1_{\partial \Omega} = 0\). Then there exists \(t_{0} \geq 0\) and a constant \(\delta > 0\) such that \[\mathrm{e}^{-tL_{B}} u \;\geq \;\delta \left( \int_{\Omega} u \,\mathrm{d}x \right)\] is true almost everywhere in \(\Omega\) for every \(t \geq t_{0}\) and every \(0 \leq u \in \mathrm{L}^{2} \left( \Omega \right)\). In particular, \(\left( \mathrm{e}^{-tL_{B}} \right)_{t \geq 0}\) is uniformly eventually positive.
We see on page 18 in [1] that the only reason for demanding \(B \in \mathcal{L}\left( \mathrm{L}^{2}\left( \partial \Omega \right) \right)\) to act boundedly on \(\mathrm{L}^{1}\left( \partial \Omega \right)\) and on \(\mathrm{L}^{\infty}\left( \partial \Omega \right)\) is to imply an ultracontractivity of \(\mathrm{e}^{-tL_{B}}\).
Let \(\Omega \subset \mathbb{R}^{d}\) for \(d \in \mathbb{N}\) be a bounded Lipschitz domain and \(A \colon \Omega \to \mathbb{R}^{d \times d}\) be a matrix-valued function such that every coefficient \(a_{ij} \colon \Omega \to \mathbb{R}\) is a bounded and measurable function on \(\Omega\). Furthermore let \(A\) be uniformly elliptic on \(\Omega\), i.e. \[\exists \alpha > 0 \;\forall \xi \in \mathbb{C}^{d}, x \in \Omega \;: \;\Re \left( \left( A(x) \xi \right)^{T} \overline{\xi} \right) \geq \alpha \left| \xi \right|^{2}.\] Let the boundary condition (2 ) be characterized by a bounded operator \(B\) in \(\mathrm{L}^{2}\left( \partial \Omega \right)\) and a continuous trace operator \(\gamma \colon H^{1}(\Omega) \to \mathrm{L}^{2}(\partial \Omega)\). Similar to [1] we also cite an important result of [2] in form of Lemma 2.5 on page 10.
Lemma 6. For every \(\varepsilon > 0\) there exists a constant \(\beta(\varepsilon) > 0\) such that \[\| \gamma(u) \|_{\mathrm{L}^{2}(\partial \Omega)} \;\leq \;\varepsilon \| \nabla u \|_{\mathrm{L}^{2}(\Omega)^{d}}^{2} + \beta(\varepsilon) \| u \|_{\mathrm{L}^{2}(\Omega)}^{2}\] is true for every \(u \in H^{1}(\Omega)\).
Therefore the following corollary is a simple implication.
Corollary 7. For every \(\varepsilon > 0\) there exists a constant \(\beta(\varepsilon) > 0\) such that \[\begin{align} & \Re \int_{\Omega} A \nabla u \cdot \overline{\nabla u} \,\mathrm{d}x + \Re \int_{\partial \Omega} B\gamma(u) \overline{\gamma(u)} \,\mathrm{d}\sigma(x) & \\ & \geq \;\left( \alpha - \varepsilon \| B \|_{\mathrm{L}^{2} \to \mathrm{L}^{2}} \right) \| \nabla u \|_{\mathrm{L}^{2}(\Omega)^{d}}^{2} - \beta(\varepsilon) \| B \|_{\mathrm{L}^{2} \to \mathrm{L}^{2}} \| u \|_{\mathrm{L}^{2}(\Omega)}^{2} & \end{align}\] is true for every \(u \in H^{1}(\Omega)\).
Proof. Let \(\varepsilon > 0\) be arbitrary but fixed. First we use Lemma 6 to argue that \[\begin{align} - \Re \int_{\partial \Omega} B\gamma(u) \overline{\gamma(u)} \,\mathrm{d}\sigma(x) & \leq \left| \int_{\partial \Omega} B\gamma(u) \overline{\gamma(u)} \,\mathrm{d}\sigma(x) \right| \leq \| B \|_{\mathrm{L}^{2} \to \mathrm{L}^{2}} \| \gamma(u) \|_{\mathrm{L}^{2}(\partial \Omega)}^{2} & \\ \;\\ & \leq \varepsilon \| B \|_{\mathrm{L}^{2} \to \mathrm{L}^{2}} \| \nabla u \|_{\mathrm{L}^{2}(\Omega)^{d}}^{2} + \beta(\varepsilon) \| B \|_{\mathrm{L}^{2} \to \mathrm{L}^{2}} \| u \|_{\mathrm{L}^{2}(\Omega)}^{2} & \end{align}\] is true for every \(u \in H^{1}(\Omega)\). Furthermore \[\Re \int_{\Omega} A \nabla u \cdot \overline{\nabla u} \,\mathrm{d}x \;\geq \;\alpha \| \nabla u \|_{\mathrm{L}^{2}(\Omega)^{d}}^{2}\] holds for \(u \in H^{1}(\Omega)\) which proves the claim. ◻
We set \(\varepsilon_{0} = \frac{\alpha}{2}\| B \|_{\mathrm{L}^{2} \to \mathrm{L}^{2}}^{-1}\) and \(\lambda_{0} \geq \beta(\varepsilon_{0}) \| B \|_{\mathrm{L}^{2} \to \mathrm{L}^{2}}\) arbitrary but fixed both in the sense of Corollary 7.
Definition 8. Define an auxiliary sesquilinear form \(\tilde{a}(B)\) in \(\mathrm{L}^{2}\left( \Omega \right)\) by \[\tilde{a}(B)(u,v) = \int_{\Omega} A \nabla u \cdot \overline{\nabla v} \,\mathrm{d}x + \int_{\partial \Omega} B \gamma(u) \;\overline{\gamma(v)} \,\mathrm{d}\sigma(x) + \lambda_{0} \int_{\Omega} u \;\overline{v} \,\mathrm{d}x\] for \(u,v \in D \left( \tilde{a}(B) \right) = H^{1}\left( \Omega \right)\) and the form \(a(B)\) by \[\label{form95a95B} a(B)(u,v) = \int_{\Omega} A \nabla u \cdot \overline{\nabla v} \,\mathrm{d}x + \int_{\partial \Omega} B \gamma(u) \;\overline{\gamma(v)} \,\mathrm{d}\sigma(x)\tag{5}\] for \(u,v \in D \left( a(B) \right) = D \left( \tilde{a}(B) \right)\).
Remark 9. While \(a(B)\) might not be accretive as demanded in Appendix 5, the auxiliary form \(\tilde{a}(B)\) on the other side is due to Corollary 7 since \[\Re \tilde{a}(B)(u,u) \geq \frac{\alpha}{2} \| \nabla u \|_{\mathrm{L}^{2}(\Omega)^{d}}^{2} \geq 0\] holds for every \(u \in D \left( \tilde{a}(B) \right)\).
Let us show the continuity and closedness of the auxiliary form \(\tilde{a}(B)\) next. We define the induced norm of \(\tilde{a}(B)\) by \[\| u \|_{\tilde{a}(B)} = \left( \Re \tilde{a}(B)(u,u) + \| u \|_{\mathrm{L}^{2}\left( \Omega \right)}^{2} \right)^{\frac{1}{2}}\] for \(u \in D \left( \tilde{a}(B) \right)\). Of course \[\label{H195inequ} \| u \|_{\tilde{a}(B)} \;= \;\left( \Re \tilde{a}(B)(u,u) + \| u \|_{\mathrm{L}^{2}\left( \Omega \right)}^{2} \right)^{\frac{1}{2}} \;\geq \;\min \left( \frac{\alpha}{2}, 1 \right)^{1/2} \| u \|_{H^{1}(\Omega)}\tag{6}\] is an obvious implication.
Lemma 10. The form \(\tilde{a}(B)\) is continuous and closed.
Proof.
i. Let us prove the continuity of \(\tilde{a}(B)\) first. Note that \(\| u \|_{\mathrm{L}^{2}\left( \Omega \right)} \leq \| u \|_{\tilde{a}(B)}\) is true for every \(u \in D \left( \tilde{a}(B) \right)\). For \(u,v \in D \left( \tilde{a}(B) \right)\) we easily conclude that \[\left| \tilde{a}(B)(u,v) \right| \leq \left| \langle A \nabla u, \nabla v \rangle_{\mathrm{L}^{2}\left( \Omega \right)^{d}} \right| + \left| \langle B \gamma(u), \gamma(v) \rangle_{\mathrm{L}^{2}\left( \partial \Omega \right)} \right| + \lambda_{0} \left| \langle u, v \rangle \right|\] is true. Now we focus on \[\begin{align} \left| \langle A \nabla u, \nabla v \rangle_{\mathrm{L}^{2}\left( \Omega \right)^{d}} \right| & = \left| \int_{\Omega} \left( A(x) (\nabla u)(x) \right)^{T} \overline{(\nabla v)(x)} \,\mathrm{d}x \right| & \\ & \leq \sum_{l=1}^{d} \sum_{k=1}^{d} \int_{\Omega} \left| a_{lk}(x) \right| \;\left| (\partial_{k}u)(x) \right| \;\left| (\partial_{l}u)(x) \right| \;\,\mathrm{d}x & \\ & \leq \max_{l,k} \left\| a_{l,k} \right\|_{\mathrm{L}^{\infty}\left( \Omega \right)} \sum_{l=1}^{d} \sum_{k=1}^{d} \left\| u \right\|_{H^{1}\left( \Omega \right)} \left\| v \right\|_{H^{1}\left( \Omega \right)} & \\ & \leq d^{2} \left\| A \right\|_{\mathrm{L}^{\infty}\left( \Omega \right)^{d \times d}} \left\| u \right\|_{H^{1}\left( \Omega \right)} \left\| v \right\|_{H^{1}\left( \Omega \right)}. & \end{align}\] Therefore we conclude to \[\begin{align} \left| \tilde{a}_{B}(u,v) \right| & \leq \left| \langle A \nabla u, \nabla v \rangle_{\mathrm{L}^{2}\left( \Omega \right)^{d}} \right| + \left| \langle B \gamma(u), \gamma(v) \rangle_{\mathrm{L}^{2}\left( \partial \Omega \right)} \right| + \lambda_{0} \left| \langle u, v \rangle \right| & \\ \;\\ & \leq d^{2} \left\| A \right\|_{\mathrm{L}^{\infty}\left( \Omega \right)^{d \times d}} \left\| u \right\|_{H^{1}\left( \Omega \right)} \left\| v \right\|_{H^{1}\left( \Omega \right)} + \| B \|_{\mathrm{L}^{2} \to \mathrm{L}^{2}} \; \| \gamma (u) \|_{\mathrm{L}^{2}\left( \partial \Omega \right)} \; \| \gamma (v) \|_{\mathrm{L}^{2}\left( \partial \Omega \right)} & \\ & + \lambda_{0} \| u \|_{\mathrm{L}^{2}\left( \Omega \right)} \| v \|_{\mathrm{L}^{2}\left( \Omega \right)} & \\ \;\\ & \leq \left( \;d^{2} \;\| A \|_{\mathrm{L}^{\infty}(\Omega)^{d \times d}} + \| B \|_{\mathrm{L}^{2} \to \mathrm{L}^{2}} \; \| \gamma \|_{H^{1} \to \mathrm{L}^{2}}^{2} \;\right) \| u \|_{H^{1}\left( \Omega \right)} \| v \|_{H^{1}\left( \Omega \right)} + \lambda_{0} \| u \|_{\mathrm{L}^{2}\left( \Omega \right)} \| v \|_{\mathrm{L}^{2}\left( \Omega \right)} & \\ \;\\ & \leq C \| u \|_{\tilde{a}(B)} \| v \|_{\tilde{a}(B)} & \end{align}\] for a sufficiently large constant \(C>0\) independent of \(u\) and \(v\).
ii. Now, let us show the closedness of \(\tilde{a}(B)\). Therefore let \((u_{n}) \subset D \left( \tilde{a}(B) \right)\) be a Cauchy sequence with respect to \(\| \cdot \|_{\tilde{a}(B)}\). From \(( \ref{H195inequ} )\) we conclude that \((u_{n})\) is Cauchy in \(H^{1}(\Omega)\). Hence there exists a limit \(u \in H^{1}(\Omega) = D \left( \tilde{a}(B) \right)\) of \((u_{n})\) with respect to \(\| \cdot \|_{H^{1}(\Omega)}\). Using the inequality \[\begin{align} & \left| \tilde{a}(B)(u_{n}-u, u_{n}-u) \right| \leq & \\ & \left( \;d^{2} \;\| A \|_{\mathrm{L}^{\infty}(\Omega)^{d \times d}} + \| B \|_{\mathrm{L}^{2} \to \mathrm{L}^{2}} \; \| \gamma \|_{H^{1} \to \mathrm{L}^{2}}^{2} \;\right) \| u_{n}-u \|_{H^{1}\left( \Omega \right)}^{2} + \lambda_{0} \| u_{n}-u, \|_{\mathrm{L}^{2}\left( \Omega \right)}^{2} & \end{align}\] we saw earlier in the proof of Lemma 10, we conclude that \(u\) is also a limit of \((u_{n})\) with respect to \(\| \cdot \|_{\tilde{a}(B)}\).
◻
Corollary 11. The subspace \(C^{1} \left( \overline{\Omega} \right)\) is dense in \(D \left( \tilde{a}(B) \right)\) with respect to \(\| \cdot \|_{\tilde{a}(B)}\).
Proof. The claim is also implied by the inequality \[\left| \tilde{a}(B)(u,v) \right| \leq
C \| u \|_{H^{1}\left( \Omega \right)} \| v \|_{H^{1}\left( \Omega \right)}
+ \lambda_{0} \| u \|_{\mathrm{L}^{2}\left( \Omega \right)} \| v \|_{\mathrm{L}^{2}\left( \Omega \right)}\] for a costant \(C > 0\) from the proof of Lemma 10.
◻
Definition 12. We define the associated operator to \(\tilde{a}(B)\) by \[\begin{align} & D ( \tilde{L}(B) ) = & \\ & \left\{ u \in D \left( \tilde{a}(B) \right) \;| \;\exists v \in \mathrm{L}^{2}\left( \Omega \right) : \tilde{a}(B) (u, \varphi) = \langle v, \varphi \rangle_{\mathrm{L}^{2}\left( \Omega \right)} \;\text{ for every } \varphi \in D \left( \tilde{a}(B) \right) \right\} & \end{align}\] as the domain of \(\tilde{L}(B) \colon D ( \tilde{L}(B) ) \subset \mathrm{L}^{2}\left( \Omega \right) \to \mathrm{L}^{2}\left( \Omega \right)\) which is characterized by \[\tilde{a}(B)(u, \varphi) = \langle \tilde{L}(B)u, \varphi \rangle_{\mathrm{L}^{2}\left( \Omega \right)}\] for \(u \in D ( \tilde{L}(B) )\) and every \(\varphi \in D \left( \tilde{a}(B) \right)\).
Using Theorem 26 we identify \(-\tilde{L}(B)\) as a generator of a \(C_{0}\)-semigroup \(( \mathrm{e}^{-t\tilde{L}(B)} )_{t \geq 0}\) of contractions in \(\mathrm{L}^{2}\left( \Omega \right)\). Let us focus on \(a(B)\) and its associated operator \(L(B)\) next.
Lemma 13. Define the operator \(L(B) = \tilde{L}(B) - \lambda_{0}\) in \(\mathrm{L}^{2}\left( \Omega \right)\) on \(D \left( L(B) \right) = D ( \tilde{L}(B) )\). Then \(L(B)\) satisfies the following properties:
i. \(L(B)\) is associated to the form \(a(B)\), i.e. \[a(B)(u, \varphi) = \langle L(B)u, \varphi \rangle_{\mathrm{L}^{2}\left( \Omega \right)}\] holds for every \(u \in D ( L(B) )\) and every \(\varphi \in D \left( a(B) \right)\).
ii. \(-L(B)\) generates a \(C_{0}\)-semigroup \(\mathrm{e}^{-tL(B)} = \mathrm{e}^{t\lambda_{0}}\mathrm{e}^{-t\tilde{L}(B)}\) in \(\mathrm{L}^{2}\left( \Omega \right)\).
Proof.
i. The claim is a direct implication of \[\begin{align} a(B)(u,v) & = \int_{\Omega} A \nabla u \cdot \overline{\nabla v} \,\mathrm{d}x + \int_{\partial \Omega} B \gamma(u) \;\overline{\gamma(v)} \,\mathrm{d}\sigma(x) \\ & = \tilde{a}(B)(u,v) - \lambda_{0} \int_{\Omega} u \;\overline{v} \,\mathrm{d}x. \end{align}\]
ii. Note that \(\mathrm{e}^{t\lambda_{0}}\mathrm{e}^{-t\tilde{L}(B)}\) indeed is a strongly continuous operator semigroup in \(\mathrm{L}^{2}\left( \Omega \right)\). For \(u \in D \left( L(B) \right)\) we conclude to \[\frac{\partial}{\partial t} \mathrm{e}^{-tL(B)} u = \frac{\partial}{\partial t} \mathrm{e}^{t\lambda_{0}}\mathrm{e}^{-t\tilde{L}(B)} u = \lambda_{0} \mathrm{e}^{t\lambda_{0}}\mathrm{e}^{-t\tilde{L}(B)} u - \tilde{L}(B) \mathrm{e}^{t\lambda_{0}}\mathrm{e}^{-t\tilde{L}(B)} u = - L(B) \mathrm{e}^{-tL(B)} u.\]
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Remark 14.
i. By Lemma 28 the adjoint operator \(L(B)^{\ast}\) of \(L(B)\) in \(\mathrm{L}^{2}\left( \Omega \right)\) is associated to the adjoint form \(a(B)^{\ast}\) given by \[a(B)^{\ast}(u,v) = \int_{\Omega} A^{T} \nabla u \cdot \overline{\nabla v} \,\mathrm{d}x + \int_{\partial \Omega} B^{\ast} \gamma(u) \;\overline{\gamma(v)} \,\mathrm{d}\sigma(x)\] for \(u, v \in D \left( a(B)^{\ast} \right) = D \left( a(B) \right)\). Please compare with Appendix 5 and Proposition 2.2 (iv) on page 6 in [1].
ii. Furthermore Lemma 28 implies \(-L(B)^{\ast}\) to be the generator of the adjoint \(C_{0}\)-semigroup \(\mathrm{e}^{-tL(B)^{\ast}}\) in \(\mathrm{L}^{2}\left( \Omega \right)\) with \(\mathrm{e}^{-tL(B)^{\ast}} = \left( \mathrm{e}^{-tL(B)} \right)^{\ast}\).
Remember that the main result of this article is to present conditions of the boundary operator \(B \in \mathrm{L}^{2}\left( \partial \Omega \right)\) such that the solution operator semigroup \(\mathrm{e}^{-tL(B)}\) is ultracontractive in \(\mathrm{L}^{2}\left( \Omega \right)\), i.e. \[\exists \;C, \mu > 0 \;\forall u \in \mathrm{L}^{2}\left( \Omega
\right) \;: \;
\left\| \mathrm{e}^{-tL(B)} u \right\|_{ \mathrm{L}^{\infty}\left( \Omega \right)}
\leq C t^{-\frac{\mu}{4}} \left\| u \right\|_{ \mathrm{L}^{2}\left( \Omega \right)}\] is true for any time \(t \in (0,1]\). We use Nash’s inequality (9 ) for our argumentation. We
will see that it is crucial to show that \(\mathrm{e}^{-tL(B)^{\ast}}\) are continuous operators in \(\mathrm{L}^{1}\left( \Omega \right)\). The next proposition states that \(\mathrm{e}^{-tL(B)}\) being continuous operators in \(\mathrm{L}^{\infty}\left( \Omega \right)\) is sufficient.
Proposition 15. Let \(\mathrm{e}^{-tL(B)}\) be a continuous operator in \(\mathrm{L}^{\infty}\left( \Omega \right)\) at any time \(t \geq 0\). Then \(\mathrm{e}^{-tL(B)^{\ast}}\) are continuous operators in \(\mathrm{L}^{1}\left( \Omega \right)\) such that \[\left\| \mathrm{e}^{-tL(B)^{\ast}} \right\|_{\mathrm{L}^{1} \to \mathrm{L}^{1}} \;\leq \; \left\| \mathrm{e}^{-tL(B)} \right\|_{ \mathrm{L}^{\infty} \to \mathrm{L}^{\infty} }\] is true for every time \(t \geq 0\).
Proof. Let \(u \in \mathrm{L}^{2}\left( \Omega \right)\) and note that \(\mathrm{L}^{2}\left( \Omega \right) \subset \mathrm{L}^{1}\left( \Omega \right)\) is true since \(\Omega\) is a bounded Lipschitz domain in \(\mathbb{R}^{d}\). Then \(\mathrm{e}^{-tL(B)^{\ast}}u \in \mathrm{L}^{2}\left( \Omega \right)\) is contained in \(\mathrm{L}^{1}\left( \Omega \right)\). Using the Hahn-Banach extension theorem there exists a \(v \in \mathrm{L}^{\infty}( \Omega ) = \left( \mathrm{L}^{1}( \Omega ) \right)^{\ast}\) with \(\| v \|_{\mathrm{L}^{\infty}(\Omega)} = 1\) such that \[\langle \mathrm{e}^{-tL(B)^{\ast}}u, v \rangle \;= \;\left\| \mathrm{e}^{-tL(B)^{\ast}}u \right\|_{\mathrm{L}^{1}(\Omega)}\] is true.
Note that \(v \in \mathrm{L}^{2} \left( \Omega \right)\) is implied by \(\mathrm{L}^{\infty} \left( \Omega \right) \subset \mathrm{L}^{2} \left( \Omega \right)\) since \(\Omega\) is bounded. Hence we conclude to \[\begin{align}
\left\| \mathrm{e}^{-tL(B)^{\ast}}u \right\|_{\mathrm{L}^{1}(\Omega)} & =
\left| \langle \mathrm{e}^{-tL(B)^{\ast}}u, v \rangle \right| = \left| \langle u, \mathrm{e}^{-tL(B)}v \rangle \right| \\
\;\\
& \leq \left\| \mathrm{e}^{-tL(B)}v \right\|_{\mathrm{L}^{\infty}(\Omega)} \;\| u \|_{\mathrm{L}^{1}(\Omega)}
\leq \left\| \mathrm{e}^{-tL(B)} \right\|_{ \mathrm{L}^{\infty} \to \mathrm{L}^{\infty} } \;
\left\| v \right\|_{\mathrm{L}^{\infty}(\Omega)} \;\| u \|_{\mathrm{L}^{1}(\Omega)} \\
\;\\
& = \left\| \mathrm{e}^{-tL(B)} \right\|_{ \mathrm{L}^{\infty} \to \mathrm{L}^{\infty} } \;\| u \|_{\mathrm{L}^{1}(\Omega)}
\end{align}\] is true where we used that \(\mathrm{e}^{-tL_{B}}\) is continuous in \(\mathrm{L}^{\infty}\left( \Omega \right)\) and \(\mathrm{e}^{-tL(B)^{\ast}}\) is the adjoint operator of \(\mathrm{e}^{-tL_{B}}\) in \(\mathrm{L}^{2}\left( \Omega \right)\). Therefore \(\mathrm{e}^{-tL(B)^{\ast}}\) is continuously extendable to a bounded operator in \(\mathrm{L}^{1}(\Omega)\) with \(\left\| \mathrm{e}^{-tL(B)^{\ast}}
\right\|_{\mathrm{L}^{1} \to \mathrm{L}^{1}} \;\leq \;
\left\| \mathrm{e}^{-tL(B)} \right\|_{ \mathrm{L}^{\infty} \to \mathrm{L}^{\infty} }\) since \(\mathrm{L}^{2}(\Omega)\) is dense in \(\mathrm{L}^{1}(\Omega)\).
◻
In the following we therefore focus on finding conditions on \(B\) such that the solution semigroup operators \(\mathrm{e}^{-tL_{B}}\) are continuous in \(\mathrm{L}^{\infty}\left( \Omega \right)\) at any time \(t \geq 0\).
Let the following properties be true:
i) Let \(B_{pos} \in \mathcal{L} \left( \mathrm{L}^{2}( \partial \Omega ) \right)\) a positive operator with \(\left| B u \right| \;\leq \;B_{pos} \left| u \right|\) for \(u \in \mathrm{L}^{2}( \partial \Omega )\).
ii) Let \(B_{pos}\) be a continuous operator in \(\mathrm{L}^{\infty}( \partial \Omega )\).
iii) Let \(h \in \mathrm{L}^{2}( \partial \Omega )\) be a function with \(\frac{1}{2} \;\leq \;h \;\leq \;2\) almost everywhere in \(\partial
\Omega\).
Notice that the positivity of \(B_{pos}\) and strict positivity and boundedness of \(h\) implies \[\label{B95123pos12595inequ}
0 \leq \frac{1}{2} B_{pos} \mathbb{1} \leq B_{pos}h \leq \| B_{pos} \|_{\mathrm{L}^{\infty} \to \mathrm{L}^{\infty}} 2 =
4 \| B_{pos} \|_{\mathrm{L}^{\infty} \to \mathrm{L}^{\infty}} \frac{1}{2} \leq
4 \| B_{pos} \|_{\mathrm{L}^{\infty} \to \mathrm{L}^{\infty}} h\tag{7}\] pointwise almost everywhere in \(\partial \Omega\). We state the following definition.
Definition 16. We define \(\beta = 4 \| B_{pos} \|_{\mathrm{L}^{\infty} \to \mathrm{L}^{\infty}}\) and \[\overline{B} u \;= \;- B_{pos}u - \left( \beta h - B_{pos} h \right)\] for every \(u \in \mathrm{L}^{2}( \partial \Omega )\).
Remark 17.
i) The general idea is to introduce an auxiliary boundary operator \(\overline{B}\) to prove the inequality \[\left| \mathrm{e}^{-tL(B)}u \right| \;\leq \;\mathrm{e}^{-tL(\overline{B})} \left| u \right|\] pointwise almost everywhere in \(\Omega\) for every \(u \in \mathrm{L}^{2}( \Omega )\). Then we focus on the auxiliary semigroup \(\mathrm{e}^{-tL(\overline{B})}\) and a continuity in \(\mathrm{L}^{\infty}( \Omega )\).
ii) The term \(\beta h - B_{pos} h \in \mathrm{L}^{2}( \partial \Omega )\) in \(\overline{B}\) is included for exactly that purpose.
iii) Note that \(\beta h - B_{pos} h \geq 0\) is true almost everywhere in \(\partial \Omega\) by (7 ).
Lemma 18. The operator semigroup \(\mathrm{e}^{-t\tilde{L}(B)}\) to \(B\) is dominated by the operator semigroup \(\mathrm{e}^{-t\tilde{L}(\overline{B})}\) to \(\overline{B}\), i.e. \[\left| \mathrm{e}^{-t\tilde{L}(B)}u \right| \;\leq \;\mathrm{e}^{-t\tilde{L}(\overline{B})} \left| u \right|\] holds pointwise almost everywhere in \(\Omega\) for every \(u \in \mathrm{L}^{2}( \Omega )\) where \(\lambda_{0}\) in the auxiliary forms \(\tilde{a}(B)\) and \(\tilde{a}(\overline{B})\) is chosen sufficiently large that both forms are accretive. Furthermore \[\left| \mathrm{e}^{-tL(B)}u \right| \;\leq \;\mathrm{e}^{-tL(\overline{B})} \left| u \right|\] is a direct implication.
Proof. We use Theorem 2.21 on page 60 in [3] for our argumentation. Therefore we have to use the accretive forms \(\tilde{a}(B)\) and \(\tilde{a}(\overline{B})\). We chose \(\lambda_{0}\) sufficiently large that both forms are accretive.
i) First we have to show that \(\mathrm{e}^{-t\tilde{L}(\overline{B})}\) are all positive operators. Let \(u \in C^{1}( \overline{\Omega} )\). Then \(\partial_{k}(\Re u)^{+} \partial_{l} (\Re u)^{-} = 0\) is true almost everywhere in \(\Omega\) due to disjoint supports where we remember that \((\Re u)^{+}, (\Re u)^{-} \in H^{1}(\Omega)\). So \[\langle A\nabla (\Re u)^{+}, \nabla (\Re u)^{-} \rangle_{\mathrm{L}^{2}\left( \Omega \right)^{d}} = 0\] is implied. Hence we infer \[\begin{align} & \tilde{a}(\overline{B}) \left( (\Re u)^{+}, (\Re u)^{-} \right) = \int_{\partial \Omega} \overline{B} (\Re u)^{+} \;(\Re u)^{-} \,\mathrm{d}\sigma(x) & \\ & = - \int_{\partial \Omega} \underbrace{B_{pos} (\Re u)^{+}}_{\geq 0} \;\underbrace{(\Re u)^{-}}_{\geq 0} \,\mathrm{d}\sigma(x) - \int_{\partial \Omega} \underbrace{\left( \beta h - B_{pos} h \right)}_{\geq 0} \;\underbrace{(\Re u)^{-}}_{\geq 0} \,\mathrm{d}\sigma(x) \leq 0. & \end{align}\] Using Theorem 2.6 on page 50 in [3] we conclude that \(\mathrm{e}^{-t\tilde{L}(\overline{B})}\) are positive operators since \(C^{1}( \overline{\Omega} )\) is a core of \(\tilde{a}(\overline{B})\).
ii) First note that \(H^{1}(\Omega)\) is an ideal in itself by Proposition 2.20 on page 59 in [3] since \(\mathrm{e}^{-t\tilde{L}(\overline{B})}\) are positive. Now let \(u,v \in H^{1}(\Omega)\) be such that \(u\overline{v} \geq 0\). In the following we argue that
\[\tilde{a}(\overline{B})(|u|, |v|) \;\leq \;\Re \tilde{a}(B)(u, v)\] is implied. First we conclude that \[\begin{align}
- \Re \langle B\gamma(u), \gamma(v) \rangle_{\mathrm{L}^{2}( \partial \Omega )} &
\leq \left| \langle B\gamma(u), \gamma(v) \rangle_{\mathrm{L}^{2}( \partial \Omega )} \right|
\leq \langle \left| B\gamma(u) \right|, |\gamma(v)| \rangle_{\mathrm{L}^{2}( \partial \Omega )} & \\
\;\\
& \leq \langle B_{pos} \left| \gamma(u) \right|, |\gamma(v)| \rangle_{\mathrm{L}^{2}( \partial \Omega )} & \\
\;\\
& \leq \langle B_{pos} \left| \gamma(u) \right| + \left( \beta h - B_{pos} h \right), |\gamma(v)| \rangle_{\mathrm{L}^{2}( \partial \Omega )}
& \\
\;\\
& = \langle - \overline{B} \left| \gamma(u) \right|, \left| v \right| \rangle_{\mathrm{L}^{2}( \partial \Omega )} &
\end{align}\] is true. Hence \(\langle \overline{B} \left| \gamma(u) \right|, \left| v \right| \rangle_{\mathrm{L}^{2}( \partial \Omega )}
\leq \Re \langle B\gamma(u), \gamma(v) \rangle_{\mathrm{L}^{2}( \partial \Omega )}\) is implied.
We need similar results for the remaining part of the forms. Note that \(\mathrm{e}^{-t\tilde{L}(0)}\) are positive operators. Hence \[\left| \mathrm{e}^{-t\tilde{L}(0)}w \right| \leq
\mathrm{e}^{-t\tilde{L}(0)} \left| w \right|\] is true for every \(w \in \mathrm{L}^{2}(\Omega)\). By Theorem 2.21 on page 60 in [3] \[\tilde{a}(0)(|u|, |v|) \;\leq \;\Re \tilde{a}(0)(u, v)\] is implied. Hence we conclude to \[\tilde{a}(\overline{B})(|u|, |v|) \;\leq \;\Re \tilde{a}(B)(u,
v)\] which proves the claim by using Theorem 2.21 in [3] once again.
◻
Again let the following properties be true:
i) Let \(B_{pos} \in \mathcal{L} \left( \mathrm{L}^{2}( \partial \Omega ) \right)\) a positive operator with \(\left| B u \right| \;\leq \;B_{pos} \left| u \right|\) for \(u \in \mathrm{L}^{2}( \partial \Omega )\).
ii) Let \(B_{pos}\) be a continuous operator in \(\mathrm{L}^{\infty}( \partial \Omega )\).
Let us prove the existence of such an auxiliary function \(h\) in the previous section that implies \[\left| \mathrm{e}^{-tL(B)}u \right| \;\leq \;\mathrm{e}^{-tL(\overline{B})} \left| u
\right|\] almost everywhere in \(\Omega\) for any \(u \in \mathrm{L}^{2}( \Omega )\). Remember that \(\beta = 4 \| B_{pos} \|_{\mathrm{L}^{\infty} \to
\mathrm{L}^{\infty}}\). We define the form \(a(-\beta)\) by \[a(-\beta)(u,v) = \int_{\Omega} A \nabla u \cdot \overline{\nabla v} \,\mathrm{d}x -
\int_{\partial \Omega} \beta \gamma(u) \;\overline{\gamma(v)} \,\mathrm{d}\sigma(x)\] for \(u,v \in D\left( a(-\beta) \right) = H^{1}(\Omega)\) where \(\beta \gamma(u)\) is the
product with the constant \(\beta\).
Lemma 19. There exists a function \(h \in D \left( L( \overline{B}) \right) \cap D \left( L(-\beta) \right)\) with
i) \(\frac{1}{2} \;\leq \;h \;\leq \;2\) almost everywhere in \(\Omega\) and
ii) \(L(\overline{B})u = L(-\beta)u\) in \(\mathrm{L}^{2}( \Omega )\).
Proof.
i) We use Theorem 4.3 on page 13 in [4] and conclude that the restriction of \(\mathrm{e}^{-tL(-\beta)}\) to \(C(\overline{\Omega})\) is a strongly-continuous operator semigroup in \(C(\overline{\Omega})\). Furthermore \(-L(-\beta)\) restricted to \(C(\overline{\Omega})\) is its generator.
ii) Using Lemma 2.10 on page 18 in [5] we conclude that \[\left\| \mu ( \mu + L(-\beta) )^{-1} \mathbb{1} - \mathbb{1} \right\|_{\infty} \;\to \;0\] holds for \(\mu \to \infty\) where \(\mathbb{1} \in C(\overline{\Omega})\) is a constant function mapping \(\overline{\Omega}\) to \(1\).
iii) Choose \(\mu_{0} > 0\) sufficiently large such that \[h = \mu_{0} ( \mu_{0} + L(-\beta) )^{-1} \mathbb{1} \;\in \;C(\overline{\Omega}) \cap D \left( L(-\beta) \right)\] satsifies \(\frac{1}{2} \;\leq \;h \;\leq \;2\) everywhere in \(\overline{\Omega}\).
iv) For every \(v \in H^{1}(\Omega)\) we argue that \[\begin{align} \langle L(-\beta)h, v \rangle_{\mathrm{L}^{2}(\Omega)} & = a(-\beta)(h,v) & \\ & = \int_{\Omega} A \nabla h \cdot \overline{\nabla v} \,\mathrm{d}x - \int_{\partial \Omega} \beta h \;\overline{\gamma(v)} \,\mathrm{d}\sigma(x) & \\ & = \int_{\Omega} A \nabla h \cdot \overline{\nabla v} \,\mathrm{d}x + \int_{\partial \Omega} \overline{B} h \;\overline{\gamma(v)} \,\mathrm{d}\sigma(x) & \\ & = a( \overline{B} )(h,v) & \end{align}\] is true. Hence \(h \in D \left( L( \overline{B}) \right)\) with \(L( \overline{B})h = L( -\beta)h\).
◻
Lemma 20. Let \(h\) and \(\mu_{0} \geq 0\) be as described in Lemma 19. For any time \(t \geq 0\) the auxiliary semigroup operators \(\mathrm{e}^{-tL(\overline{B})}\) are continuous in \(\mathrm{L}^{\infty}( \Omega )\) with \[\left\| \mathrm{e}^{-tL(\overline{B})} \right\|_{\mathrm{L}^{\infty} \to \mathrm{L}^{\infty}} \;\leq \;4 \mathrm{e}^{\mu_{0}t}.\]
Proof.
i) Define \(w = \left( \mu_{0} + L(\overline{B}) \right)h \in \mathrm{L}^{2}(\Omega)\). Then \(w = \left( \mu_{0} + L(-\beta) \right)h = \mu_{0} \geq 0\) is true almost everywhere in \(\Omega\). Furthermore \[h = \left( \mu_{0} + L(-\beta) \right)^{-1}w = \int_{0}^{\infty} \mathrm{e}^{-\mu_{0}s} \mathrm{e}^{-sL(\overline{B})}w \,\mathrm{d}s\] is implied. Then we use the continuity of \(\mathrm{e}^{-tL(\overline{B})}\) in \(\mathrm{L}^{2}(\Omega)\) as well as its positivity to conclude to \[\begin{align} \mathrm{e}^{-tL(\overline{B})} h & = \mathrm{e}^{-tL(\overline{B})} \int_{0}^{\infty} \mathrm{e}^{-\mu_{0}s} \mathrm{e}^{-sL(\overline{B})}w \,\mathrm{d}s & \\ & = \int_{0}^{\infty} \mathrm{e}^{-\mu_{0}s} \mathrm{e}^{-(s+t)L(\overline{B})}w \,\mathrm{d}s & \\ & = \mathrm{e}^{\mu_{0}t} \int_{t}^{\infty} \mathrm{e}^{-\mu_{0}\tau} \mathrm{e}^{-\tau L(\overline{B})}w \,\mathrm{d}\tau & \\ & \leq \mathrm{e}^{\mu_{0}t} \int_{0}^{\infty} \mathrm{e}^{-\mu_{0}\tau} \mathrm{e}^{-\tau L(\overline{B})}w \,\mathrm{d}\tau & \\ & = \mathrm{e}^{\mu_{0}t} \left( \mu_{0} + L(-\beta) \right)^{-1}w = \mathrm{e}^{\mu_{0}t} h \leq 2 \mathrm{e}^{\mu_{0}t} & \\ \end{align}\] almost everywhere in \(\Omega\) where \[\int_{t}^{\infty} \mathrm{e}^{-\mu_{0}\tau} \mathrm{e}^{-\tau L(\overline{B})}w \,\mathrm{d}\tau \leq \int_{0}^{\infty} \mathrm{e}^{-\mu_{0}\tau} \mathrm{e}^{-\tau L(\overline{B})}w \,\mathrm{d}\tau\] is true since \(\mathrm{e}^{-\tau L(\overline{B})}w \geq 0\) is implied almost everywhere in \(\Omega\) since \(\mathrm{e}^{-tL(\overline{B})}\) are positive operators for any time \(t \geq 0\) and \(w \geq 0\) is a positive function.
ii) Now let \(u \in \mathrm{L}^{\infty}(\Omega)\) be arbitrary but fixed. Then \[\begin{align} \left| \mathrm{e}^{-tL(\overline{B})} u \right| & \leq \mathrm{e}^{-tL(\overline{B})} |u| \leq \| u \|_{\infty} \mathrm{e}^{-tL(\overline{B})} \mathbb{1} = 2 \| u \|_{\infty} \mathrm{e}^{-tL(\overline{B})} \frac{1}{2} & \\ & \leq 2 \| u \|_{\infty} \mathrm{e}^{-tL(\overline{B})} h \leq 4 \mathrm{e}^{\mu_{0}t} \|u\|_{\infty} & \end{align}\] is implied by using the positivty of \(\mathrm{e}^{-tL(\overline{B})}\) once again.
◻
We use a combination of the Lemmata 20 and 18 as well as Proposition 15 to formulate the following simple corollary.
Corollary 21. Suppose there exists a postive operator \(B_{pos} \in \mathcal{L} \left( \mathrm{L}^{2}( \partial \Omega ) \right)\) that satisfies \[\left| B u \right| \;\leq \;B_{pos} \left| u \right|\] for every \(u \in \mathrm{L}^{2}( \partial \Omega )\). Furthermore let \(h\) and \(\mu_{0} \geq 0\) be as described in Lemma 19. For any time \(t \geq 0\) the solution semigroup operators \(\mathrm{e}^{-tL(B)^{\ast}}\) are continuous in \(\mathrm{L}^{1}\left( \Omega \right)\) such that \[\left\| \mathrm{e}^{-tL(B)^{\ast}} \right\|_{\mathrm{L}^{1} \to \mathrm{L}^{1} } \;\leq \;4 \mathrm{e}^{\mu_{0}t}\]
Let \(\Omega \subset \mathbb{R}^{d}\) with \(d \in \mathbb{N}\) be a bounded Lipschitz domain and \(A \colon \Omega \to \mathbb{R}^{d \times d}\) be a matrix-valued function such that every coefficient \(a_{ij} \colon \Omega \to \mathbb{R}\) is a bounded and measurable function on \(\Omega\). Furthermore let \(A\) be uniformly elliptic on \(\Omega\), i.e. \[\exists \alpha > 0 \;\forall \xi \in \mathbb{C}^{d}, x \in \Omega \;: \; \Re \left( \left( A(x) \xi \right)^{T} \overline{\xi} \right) \geq \alpha \left| \xi \right|^{2}.\] Furhermore let (2 ) be characterized by an operator \(B \in \mathcal{L}\left( \mathrm{L}^{2}\left( \partial \Omega \right) \right)\). Suppose there exists a postive operator \(B_{pos} \in \mathcal{L} \left( \mathrm{L}^{2}( \partial \Omega ) \right)\) that satisfies \[\left| B u \right| \;\leq \;B_{pos} \left| u \right|\] for every \(u \in \mathrm{L}^{2}( \partial \Omega )\).
Theorem 22. Under these conditions of \(\Omega\), \(A\) and \(B\) the solution semigroup operators \(\mathrm{e}^{-tL(B)}\) is ultracontractive in \(\mathrm{L}^{2}\left( \Omega \right)\) at any time \(t > 0\). In particular there are constants \(C>0\) and \(\mu_{0} > 0\) satisfying \[\left\| \mathrm{e}^{-tL(B)} u \right\|_{\mathrm{L}^{\infty} \left( \Omega \right) } \leq C t^{-\frac{d}{4}} \mathrm{e}^{t \mu_{0}} \left\| u \right\|_{\mathrm{L}^{2} \left( \Omega \right) }\] for every time \(t > 0\) and any \(u \in \mathrm{L}^{2}\left( \Omega \right)\).
Remark 23. Please compare with Theorem 1 from [1] and notice that Theorem 22 offers the same result: \[\exists C > 0 \;\forall u \in \mathrm{L}^{2}\left( \Omega \right) \;: \; \left\| \mathrm{e}^{-tL_{B}}u \right\|_{\mathrm{L}^{\infty}\left( \Omega \right)} \;\leq \;C t^{-\frac{d}{4}} \left\| u \right\|_{\mathrm{L}^{2}\left( \Omega \right)}\] for every time \(t \in (0,1]\).
In the following always let \(\Omega\), \(A\) and \(B\) be as demanded in Theorem 22.
We show that the adjoint operators \(\mathrm{e}^{-tL(B)^{\ast}} \in \mathcal{L} \left( \mathrm{L}^{2}\left( \Omega \right) \right)\) are also continuous operators from \(\mathrm{L}^{1}\left(
\Omega \right)\) to \(\mathrm{L}^{2}\left( \Omega \right)\) at every time \(t > 0\). The main argument is Nash’s inequality (9 ) and \[\Re \tilde{a}(B)^{\ast}(v,v) = \Re \tilde{a}(B)(v,v) \geq \frac{\alpha}{2} \| \nabla v \|_{\mathrm{L}^{2}(\Omega)^{d}}^{2}\] for every \(v \in D \left( \tilde{a}(B) \right)\) in Remark (9). Furthermore \(\mathrm{e}^{-tL(B)^{\ast}}\) are continuous operators in \(\mathrm{L}^{1}\left( \Omega
\right)\) at every time \(t>0\) by Corollary 21 which is crucial to our argumentation. Setting \(v(t) =
\mathrm{e}^{-tL(B)^{\ast}}u\) for \(u \in D(L(B)^{\ast})\) we infer that \(v(t) \in \mathrm{L}^{2}\left( \Omega \right)\) is also contained in \(\mathrm{L}^{1}\left( \Omega \right)\) since \(\Omega\) is bounded. Furthermore \(v(t)\) is an element of \(D\left( \tilde{a}(B) \right)
= H^{1}(\Omega)\). Therefore Nash’s inequality beautifully connects all of the involved function spaces.
Lemma 24. For any \(t > 0\) the operators \(\mathrm{e}^{-tL(B)^{\ast}}\) are continuous from \(\mathrm{L}^{1}\left( \Omega \right)\) to \(\mathrm{L}^{2}\left( \Omega \right)\). In particular there exists a constant \(C > 0\) such that \[\| \mathrm{e}^{-tL(B)^{\ast}} u \|_{\mathrm{L}^{2}\left( \Omega \right) } \;\leq \; C t^{-d/4} \mathrm{e}^{-t\mu_{0}} \;\left\| u \right\|_{\mathrm{L}^{1} \left( \Omega \right)}\] is true for every \(u \in \mathrm{L}^{1} \left( \Omega \right)\) and \(t>0\).
Proof.
i) Please notice that we have focus on the auxiliary form \(\tilde{a}(B)^{\ast}\) from Section 2 to be able to use \[\Re \tilde{a}(B)^{\ast}(v,v) \geq \frac{\alpha}{2} \| \nabla v \|_{\mathrm{L}^{2}(\Omega)^{d}}^{2}\] as described above. Therefore we include \(\lambda_{0}\) sufficiently large such that the auxiliary form \(\tilde{a}(B)^{\ast}\) defined as \[\tilde{a}(B)^{\ast}(u,v) \;= \;\int_{\Omega} A^{T} \nabla u \cdot \overline{\nabla v} \,\mathrm{d}x + \int_{\partial \Omega} B^{\ast} \gamma(u) \;\overline{\gamma(v)} \,\mathrm{d}\sigma(x) + \lambda_{0} \int_{\Omega} u\overline{v} \,\mathrm{d}x\] for \(u,v \in D \left( \tilde{a}(B)^{\ast} \right) = D \left( \tilde{a}(B) \right) = H^{1} \left( \Omega \right)\) is accretive. We argue that \[\Re \tilde{a}(B)^{\ast}(u,u) = \Re \tilde{a}(B)(u,u)\] is true. Hence we conclude to \[\label{Ellipticity95A} \Re \tilde{a}(B)^{\ast}(u,u) \;= \;\Re \tilde{a}(B)(u,u) \;\geq \;\frac{\alpha}{2} \| \nabla u \|_{\mathrm{L}^{2}(\Omega)^{d}}^{2}\tag{8}\] for any \(u \in D \left( \tilde{a}(B)^{\ast} \right)\) by Remark (9).
ii) Now we can use Nash’s inequality. Therefore let \(\mathrm{e}^{-t\tilde{L}(B)^{\ast}}\) be the associated semigroup operators to the auxiliary form \(\tilde{a}(B)^{\ast}\). Furthermore let \(u \in D ( \tilde{L}(B)^{\ast} )\) and \(t > 0\) be arbitrary but fixed. We define \[v(t) = \mathrm{e}^{-t\lambda_{0}} \mathrm{e}^{-tL(B)^{\ast}} u = \mathrm{e}^{-t\tilde{L}(B)^{\ast}} u \in D ( \tilde{L}(B)^{\ast} ) \subset \mathrm{L}^{2} \left( \Omega \right).\] Furthermore \(v(t)\) and \(u\) are both contained in \(\mathrm{L}^{1} \left( \Omega \right)\) since \(\Omega\) is bounded. Hence \[\left\| v(t) \right\|_{\mathrm{L}^{1} \left( \Omega \right)} \;\leq \;\mathrm{e}^{- t \lambda_{0}} \; \left\| \mathrm{e}^{-tL(B)^{\ast}} \right\|_{\mathrm{L}^{1} \to \mathrm{L}^{1}} \; \left\| u \right\|_{\mathrm{L}^{1} \left( \Omega \right)} \leq \;4 \mathrm{e}^{t(\mu_{0} - \lambda_{0})} \left\| u \right\|_{\mathrm{L}^{1} \left( \Omega \right)}\] is implied by Corollary 21. We start the argumentation with \[\begin{align} \frac{\partial}{\partial t} \| v(t) \|^{2}_{\mathrm{L}^{2}\left( \Omega \right)} & = 2 \Re \langle v^{\prime}(t), v(t) \rangle_{\mathrm{L}^{2}\left( \Omega \right)} = - 2 \Re \langle \tilde{L}(B)^{\ast} v(t), v(t) \rangle_{\mathrm{L}^{2}\left( \Omega \right)} & \\ & = -2 \Re \tilde{a}(B)^{\ast}(v(t), v(t)) \leq - \alpha \| \nabla u \|_{\mathrm{L}^{2}(\Omega)^{d}}^{2} & \end{align}\] by (8 ). Now we use Nash’s inequality (9 ) to infer that \[\frac{\partial}{\partial t} \| v(t) \|^{2}_{\mathrm{L}^{2}\left( \Omega \right)} \;\leq \; - \alpha \| \nabla u \|_{\mathrm{L}^{2}(\Omega)^{d}}^{2} \;\leq \;- \frac{\alpha}{C_{d}} \frac{ \| v(t) \|_{\mathrm{L}^{2}(\Omega)}^{2+\frac{4}{d}} }{ \| v(t) \|_{\mathrm{L}^{1}(\Omega)}^{\frac{4}{d}} }\] is true. Therefore we use the chain rule to further argue that \[\begin{align} \frac{\partial}{\partial t} \left( \| v(t) \|^{2}_{\mathrm{L}^{2}\left( \Omega \right)} \right)^{-\frac{2}{d}} \;& \geq \;\left( -\frac{2}{d} \right) \left( \| v(t) \|^{2}_{\mathrm{L}^{2}\left( \Omega \right)} \right)^{-\frac{2}{d}-1} \left( - \frac{\alpha}{C_{d}} \right) \frac{ \| v(t) \|_{\mathrm{L}^{2}(\Omega)}^{2+\frac{4}{d}} }{ \| v(t) \|_{\mathrm{L}^{1}(\Omega)}^{\frac{4}{d}} } \\ \;\\ & = \;\frac{2 \alpha}{d C_{d}} \;\| v(t) \|_{\mathrm{L}^{1}(\Omega)}^{-\frac{4}{d}} & \\ \;\\ & \geq \;\frac{2 \alpha }{d C_{d}} \;4^{-4/d} \exp \left( -\frac{4t}{d}(\mu_{0} - \lambda_{0}) \right) \left\| u \right\|_{\mathrm{L}^{1} \left( \Omega \right)}^{-\frac{4}{d}} & \end{align}\] is implied. Hence we conclude to \[\begin{align} \| v(t) \|_{\mathrm{L}^{2}\left( \Omega \right)}^{-\frac{4}{d}} & = \;\int_{0}^{t} \frac{\partial}{\partial t} \;\| v(t) \|_{\mathrm{L}^{2}\left( \Omega \right)}^{-\frac{4}{d}} \,\mathrm{d}t + \| u \|_{\mathrm{L}^{2}\left( \Omega \right)}^{-\frac{4}{d}} & \\ \;\\ & \geq \; \frac{2 \alpha }{d C_{d}} \;4^{-4/d} \exp \left( -\frac{4t}{d}(\mu_{0} - \lambda_{0}) \right) t \left\| u \right\|_{\mathrm{L}^{1} \left( \Omega \right)}^{-\frac{4}{d}} & \end{align}\] and end up with \[\| \mathrm{e}^{-t\tilde{L}(B)^{\ast}} u \|_{\mathrm{L}^{2}\left( \Omega \right) } \;\leq \; 4 \left( \frac{d C_{d}}{2 \alpha} \right)^{d/4} \;t^{-d/4} \;\exp \left( t(\mu_{0} - \lambda_{0}) \right) \; \left\| u \right\|_{\mathrm{L}^{1} \left( \Omega \right)}\] for any function \(u \in D ( \tilde{L}(B)^{\ast} )\).
iii) Note that \(D ( \tilde{L}(B)^{\ast} )\) is a dense subset in \(\mathrm{L}^{2} \left( \Omega \right)\) due to \(\tilde{L}(B)^{\ast}\) being a generator of a \(C_{0}\)-semigroup in \(\mathrm{L}^{2} \left( \Omega \right)\). Furthermore \(\Omega\) is bounded and therefore \(D ( \tilde{L}(B)^{\ast} )\) is even a dense subset in \(\mathrm{L}^{1} \left( \Omega \right)\) with respect to \(\| \cdot \|_{\mathrm{L}^{1} \left( \Omega \right)}\). Finally we argue that there exists an unique extension of \(\mathrm{e}^{-tL_{B}^{\ast}}\) to a continuous operator from \(\mathrm{L}^{1}\left( \Omega \right)\) to \(\mathrm{L}^{2}\left( \Omega \right)\) satisfying \[\exists C > 0 \;\forall u \in \mathrm{L}^{1} \left( \Omega \right) \;: \; \| \mathrm{e}^{-tL(B)^{\ast}} u \|_{\mathrm{L}^{2}\left( \Omega \right) } \;\leq \; C t^{-d/4} \;\mathrm{e}^{t\mu_{0}} \;\left\| u \right\|_{\mathrm{L}^{1} \left( \Omega \right)}\] where we used \(\mathrm{e}^{-t\tilde{L}(B)^{\ast}} = \mathrm{e}^{-t\lambda_{0}} \mathrm{e}^{-tL(B)^{\ast}}\).
◻
From Lemma 24 we conclude that there exists an adjoint operator \(T(t) \in \mathcal{L} \left( \mathrm{L}^{2}\left( \Omega \right), \mathrm{L}^{\infty}\left( \Omega \right) \right)\) to \(\mathrm{e}^{-tL(B)^{\ast}} \in \mathcal{L} \left( \mathrm{L}^{1}\left( \Omega \right), \mathrm{L}^{2}\left( \Omega \right) \right)\) satisfying
i) \(\langle \mathrm{e}^{-tL(B)^{\ast}}u, v \rangle = \langle u, T(t)v \rangle\) for every \(u \in \mathrm{L}^{1}\left( \Omega \right)\) and \(v \in \mathrm{L}^{2}\left( \Omega \right)\)
ii) \(\| T(t) \|_{\mathrm{L}^{2} \to \mathrm{L}^{\infty}} = \| \mathrm{e}^{-tL(B)^{\ast}} \|_{\mathrm{L}^{1} \to \mathrm{L}^{2}} \leq C t^{-d/4} \mathrm{e}^{t\mu_{0}}\).
On the other hand \(\mathrm{e}^{-tL(B)^{\ast}}\) is the adjoint operator of \(\mathrm{e}^{-tL(B)}\) in \(\mathrm{L}^{2} \left( \Omega \right)\) by Lemma 28. Furthermore \(\mathrm{L}^{2} \left( \Omega \right)\) is a subset of \(\mathrm{L}^{1} \left( \Omega \right)\) since \(\Omega\) is bounded and therefore we conclude \[\langle \mathrm{e}^{-tL(B)} u, v \rangle = \langle u, \mathrm{e}^{-tL(B)^{\ast}}v \rangle = \langle T(t)u, v \rangle\] is true for every \(u,v \in \mathrm{L}^{2} \left( \Omega \right)\). Hence \(\mathrm{e}^{-tL(B)} u = T(t)u\) is implied for every \(u \in \mathrm{L}^{2} \left( \Omega \right)\) and any \(t > 0\) which finally proves Theorem 22.
Let us collect some known facts from [3] as a guideline to our own argumentation. Let \(H\) be a Hilbert space over \(\mathbb{K} = \mathbb{C}\) or \(\mathbb{R}\) and \(a \colon D(a) \times D(a) \to \mathbb{K}\) be a sesquilinear form.
Definition 25.
i. We call \(a\) densely defined if \(D(a)\) is dense in \(H\).
ii. We call \(a\) accretive if \(\Re a(u,u) \geq 0\) holds for every \(u \in D(a)\).
iii. We call \(a\) continuous if \(a\) is accretive and there exists a constant \(M \geq 0\) such that \[\left| a(u,v) \right| \leq M \| u \|_{a} \| v \|_{a}\] holds for every \(u, v \in D(a)\) where \(\| u \|_{a} = \left( \Re a(u,u) + \| u \| \right)^{\frac{1}{2}}\).
iv. We call \(a\) a closed form if \(\left( D(a), \| \cdot \|_{a} \right)\) is a complete space.
v. The adjoint form \(a^{\ast}\) of \(a\) is defined by \[a^{\ast} (u,v) = \overline{a(v,u)}\] for \(u,v \in D(a^{\ast}) = D(a)\).
Now, let the form \(a \colon D(a) \times D(a) \to \mathbb{K}\) be densely defined, accretive, coninuous and closed. Then we define a subspace \[D(A) = \left\{ u \in D(a) \;| \;\exists v \in H :
a(u, \varphi) = \langle v, \varphi \rangle \;\text{ holds for every } \varphi \in D(a) \right\}\] as the domain of an unbounded operator \(A \colon D(A) \subset H \to H\) defined by the equation \[a(u, \varphi) = \langle Au, \varphi \rangle\] for \(u \in D(A)\) and every \(\varphi \in D(a)\). We call \(A\) the associated
operator to the form \(a\).
Theorem 26. *Let \(A\) be the associated operator to the form \(a\). Then \(D(A)\) is dense in \(H\) and for every \(\lambda > 0\) the operator \(\lambda + A\) is invertible such that \[\left\| \lambda \left( \lambda + A \right)^{-1} u \right\| \leq \| u \|\] holds for every \(u \in H\). Hence \(-A\) is the generator of a \(C_{0}\)-semigroup \(\left( \mathrm{e}^{-tA} \right)_{t \geq 0}\) of contractions in \(H\).*
Definition 27. Let \(A \colon D(A) \subset H \to H\) be a densely defined operator in \(H\). Then the adjoint operator \(A^{\ast}\) to
\(A\) is defined by \[D(A^{\ast}) = \left\{ u \in H \;| \;\exists v \in H : \langle A\varphi, u \rangle = \langle \varphi, v \rangle \;\text{ for every }
\varphi \in D(A) \right\}\] and \(\langle A\varphi, u \rangle = \langle \varphi, A^{\ast}u \rangle\) for \(u \in D(A^{\ast})\) and every \(\varphi \in
D(A)\).
Lemma 28. The adjoint operator \(A^{\ast}\) of \(A\) is the associated operator to the adjoint form \(a^{\ast}\) of \(a\). Furthermore \(- A^{\ast}\) is the generator of a \(C_{0}\)-semigroup \(\left( \mathrm{e}^{-tA^{\ast}} \right)_{t \geq 0}\) in \(H\) such that \[\mathrm{e}^{-tA^{\ast}} = \left( \mathrm{e}^{-tA} \right)^{\ast}\] holds for every time \(t \geq 0\).
Let \(\Omega \subset \mathbb{R}^{d}\) for \(d > 2\) be a bounded Lipschitz domain. We will present the details in the argumentation of Nash’s inequality which reads
\[\label{Nash95inequality}
\exists C_{d} > 0 \;\forall u \in H^{1}( \Omega ) \;: \;
\| u \|_{\mathrm{L}^{2}(\Omega)}^{2+\frac{4}{d}} \leq C_{d} \| u \|_{\mathrm{L}^{1}(\Omega)}^{\frac{4}{d}}
\| \nabla u \|_{\mathrm{L}^{2}(\Omega)^{d}}^{2}\tag{9}\] where we keep in mind that \(H^{1}( \Omega ) \subset \mathrm{L}^{2} (\Omega)\) is also contained in \(\mathrm{L}^{1}
(\Omega)\) since \(\Omega\) is bounded. We start to prove (9 ) for \(u \in C^{1}( \Omega )\) and use Hölder inequalities to conclude to \[\int_{\Omega} |u|^{2} \,\mathrm{d}x = \int_{\Omega} |u|^{\frac{4}{d+2}} |u|^{\frac{2d}{d+2}} \,\mathrm{d}x
\leq \left( \int_{\Omega} |u| \,\mathrm{d}x \right)^{\frac{4}{d+2}} \left( \int_{\Omega} |u|^{\frac{2d}{d-2}} \,\mathrm{d}x \right)^{\frac{d-2}{d+2}}.\] Due to \(\emptyset \neq \Omega \subset \mathbb{R}^{d}\) being a
Lipschitz domain, we use a generalization of the Sobolev embedding theorem to infer that \[\left( \int_{\Omega} |u|^{\frac{2d}{d-2}} \,\mathrm{d}x \right)^{\frac{d-2}{2d}} \leq C_{d}
\left( \int_{\Omega} |\nabla u|^{2} \,\mathrm{d}x \right)^{\frac{1}{2}}\] is true where \(C_{d} > 0\) is a constant independent of \(u\). We conclude to \[\int_{\Omega} |u|^{2} \,\mathrm{d}x \leq C_{d}^{\frac{2d}{d+2}} \left( \int_{\Omega} |u| \,\mathrm{d}x \right)^{\frac{4}{d+2}}
\left( \int_{\Omega} |\nabla u|^{2} \,\mathrm{d}x \right)^{\frac{d}{d+2}}\] which implies \(\| u \|_{\mathrm{L}^{2}(\Omega)}^{2+\frac{4}{d}} \leq \tilde{C}_{d} \| u \|_{\mathrm{L}^{1}(\Omega)}^{\frac{4}{d}}
\| \nabla u \|_{\mathrm{L}^{2}(\Omega)^{d}}^{2}\) for \(\tilde{C}_{d} = C_{d}^{2} > 0\). Due to a density argumentation we have shown (9 ) on \(H^{1}(
\Omega )\).