\documentclass[reqno]{amsart}
\usepackage{hyperref}

\AtBeginDocument{{\noindent\small
\emph{Electronic Journal of Differential Equations},
Vol. 2009(2009), No. 31, pp. 1--14.\newline
ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu
\newline ftp ejde.math.txstate.edu}
\thanks{\copyright 2009 Texas State University - San Marcos.}
\vspace{9mm}}

\begin{document}
\title[\hfilneg EJDE-2009/31\hfil Parabolic evolution operator]
{Existence and analyticity of a parabolic evolution operator
for  nonautonomous linear equations in Banach spaces}

\author[A. S. Munhoz, A. C. Souza Filho\hfil EJDE-2009/31\hfilneg]
{Antonio S. Munhoz, Antonio C. Souza Filho} % in alphabetical order

\address{Antonio Sergio Munhoz \newline
 Universidade Federal do Espirito Santo \\
 Departamento de Matem\'atica \\
 Av. Fernando Ferrari, 514, Vit\'oria- ES\\
 CEP 29075-910 - Brazil}
\email{munhoz\_br@yahoo.com.br}

\address{Ant\^onio Calixto de Souza Filho \newline
 Escola de Artes, Ci\^encias e Humanidades \\
 Universidade de S\~ao Paulo (EACH-USP)\\
 Rua Arlindo B\'ettio, 1000, Ermelindo Matarazzo, S\~ao Paulo \\
 CEP 03828-000 - Brazil}
\email{acsouzafilho@usp.br}

\dedicatory{Dedicated to Professor Daniel Henry}

\thanks{Submitted July 20, 2007. Published February 9, 2009.}
\subjclass[2000]{35K90, 46T25, 47N20, 47L05}
\keywords{Linear equation; parabolic equation; nonautonomous}

\begin{abstract}
 We give conditions for the parabolic evolution operator
 to be analytic with respect to a coefficient operator.
 We also show that the solution of a homogeneous parabolic evolution
 equation is analytic with respect to the coefficient operator and
 to the initial data.  We apply our results to example that
 can not be studied by the standard methods.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{definition}[theorem]{Definition}
\newtheorem{proposition}[theorem]{Proposition}
\newtheorem{corollary}[theorem]{Corollary}

  \section{Introduction} \label{intro}

 Despite the great development in the theory of nonlinear parabolic
equations, some gaps remain in the theory of  nonautonomous linear
parabolic equations. To formulate the question more precisely,
consider two Banach Spaces $X,Y$ with $Y\subset X$, densely, with
continuous immersion and call by $Z_\alpha=(X,Y)_\alpha$, $0\leq
\alpha <1$, an interpolation space between $X$ and $Y$ obtained by
a suitable interpolation method $(\, ,\, )_\alpha$. For all $t\in
J$, where $J$ is an interval, let $R(t),S(t)$ be closed linear
operators in $X$ with constant domain $Y$ such that there exist
parabolic evolution operators $T_R$ and $T_S$ satisfying the
equations:
\begin{gather*}
 \frac{dT_R}{dt}(t,s) + R(t)T_R(t,s)=0, \quad T_R(s,s)=I \\
 \frac{dT_S}{dt}(t,s)+S(t)T_S(t,s)=0, \quad   T_S(s,s)=I ,
\end{gather*}
 where $(t,s)\in \{ (t,s) : t,s\in J,  t>s\}$ and $I$ is the identity
operator in $X$.
 We have estimates such as
 $$
 \|T_R(t,s)-T_S(t,s)\|_{\mathcal{L}(Z_\alpha,Z_\beta)}
 \leq
 c(t-s)^{\beta - \alpha} \max_{t\in J}\{ \|R(t)-S(t)\|_{\mathcal{L}(Y,X)} \}\,,
 $$
using many types of interpolation methods, where $c>0$, $\alpha \in (0,1]$
and $\beta \in [0,1)$.
 In particular, if $\alpha=\beta$, roughly speaking, we have a Lipschitz
continuous dependence of the evolution operator in relation to the
operator. In fact, this seems be the best available result for
parabolic evolution operators in infinite dimension.
  Here, in a less general setting, we present better results.

  Let $X$ be a Banach space and $A$ a constant linear closed operator
in $X$ and  $T_P$ the parabolic evolution operator which is the
solution of the equation
 $$
 \frac{dT_P}{dt}(t,s) + P(t)AT_P(t,s)=0 ,\quad   T_P(s,s)=I,
$$
 where $P=P(t)$ is a time dependent operator called here a coefficient
 operator, such that $P$ varies in an open set of the space of the functions
 which are continuous functions from $J$ to $\mathcal{L}(Z_\mu)$,
 with $Z_\mu=(X,Y)_\mu$ for some $\mu\in (0,1)$,
 and H\"older continuous from $J$ to $\mathcal{L}(X)$. We define the open
 condition, putting the usual hypothesis to obtain the existence of a
 parabolic evolution operator. As an additional
 hypothesis,
 we suppose that $P(t)$ is an isomorphism in $X$ and in $X_\mu$. Thus, we prove that the evolution
 operator with respect to the coefficient operator
 is analytic and the solution of the equation
 $$
 \frac{du}{dt}+P(t)Au(t)=0 , \quad  u(s)=\xi
 $$
 is analytic with respect to $P$ and $\xi$.

The main references are:   \cite{kato1},  \cite{kt} and
 \cite{sobolevskii}, for the theory of parabolic evolution
operators;  \cite{amann} and  \cite{lunardi}, for the application of
those operators in the context of the interpolation spaces;
 \cite{henry}, for a direction and motivation in a geometrical
point of view.

Finally, we need to observe that the equations which are being
considered have operators with constant domain.  This restriction
limits the applications of the results obtained here in concrete
cases, for example,  in diffusion equations with time-dependent
linear boundary conditions.


\noindent \textbf{Notation:}
 For the readers convenience, we
introduce here the basic notation. When necessary, additional
notation will be given. We refer to $X$, $Y$, $Z$, and so on, as
complex Banach spaces, $J$ as a real interval and $\mathcal{L}(X,Y)$ as
the Banach space of all linear bounded operators from $X$ to $Y$.
If $X=Y$, we use $\mathcal{L}(X)$. For a linear operator $T$, we use
$\rho(T)$ and $\sigma(T)$ as the resolvent and spectral set of $T$
and we denote $\mathop{\rm Re}   \sigma(T)>c$ as the subset $\{\lambda\in
\sigma(T) |  \mathop{\rm Re}(\lambda) >c\}$.
 Also, we denote as $C(J,Z)$ the Banach space of all bounded continuous functions $u$ defined in $J$ with values in $Z$ with the norm given by
 $$
\max_{t\in J} \|u(t)\|_Z\,.
$$
 Moreover, for $\epsilon\in(0,1]$, $C^\epsilon(J,Z)$ denotes the Banach
space of all H\"older continuous functions
 whose the norm of the space is the finite number
 $$
 \sup_{t\in J} \|u(t)\|_Z + \sup_{t,s\in J , t\neq s}
\frac{\|u(t)-u(s)\|_Z}{|t-s|^\epsilon}.
$$
  For the Banach space $X\cap Y$, we use the norm
$\|w\|_{X\cap Y}=\min\{\|w\|_X, \|w\|_Y\}$ with $w\in X\cap  Y$.
Finally,  the symbol $\Delta$ is the set $\{(t,s),\; t>s, t,s \in J  \}$.


  \section{Analytic Semigroups and Interpolation Spaces}

On using the interpolation spaces theory, we adopt a non-direct
method. It consists on considering only the necessary properties to
reach an estimate which is
  related to the analytic semigroups used to obtain the stated regularity results.
  In the following, only the first definition is unusual in classical books about interpolation space theory.
   Indeed, in such books, these properties
    are obtained as a consequence
  of an explicit definition for each interpolation method.
  The other two definitions are standard and included here for
  the sake of the understanding.

\noindent \textbf{Notation:}
In the following, for any Banach space, for convenience, we denote
 $(X,Y)_0:=X$ and $(X,Y)_1:=Y$.

  \begin{definition} \label{def2.1} \rm
 We say that an interpolation method $(\,,\,)_\alpha$ has the property
1 if for any two Banach spaces
 $X,Y$ with $Y \subset X$, continuously, it is true that:
 \begin{itemize}
 \item[(i)] Each $(X ,Y )_\alpha$, $0< \alpha <1$, is a Banach space;
 \item[(ii)] $(X,X)_\theta=X$, $(Y,Y)_\theta=Y$ with equivalent norms
for each $\theta\in (0,1)$;
 \item[(iii)] $(X,Y)_\alpha \subset (X,Y)_\beta$, continuously,
if $\alpha \geq \beta$ with $\alpha,\beta \in [0,1]$.
 \end{itemize}
  \end{definition}

\begin{definition} \label{def2.2} \rm
 We say that the interpolation method $(\, ,\, )_\alpha$ has the
reiteration property if for any two Banach spaces $Y,Z$, we have:
 $$
 ( (Y,Z)_\alpha , (Y,Z)_\beta )_\theta = (Y,Z)_{(1-\theta)\alpha +\theta\beta}
 $$
 with equivalent norms form each $\alpha,\beta\in [0,1]$ and
$\theta\in(0,1)$.
 \end{definition}

   \begin{definition} \label{def2.3} \rm
 We say that an interpolation method $(\,,\,)_\alpha$ has the
interpolation property if,
 for all Banach spaces $Z_1$, $Z_2$, $W_1$, $W_2$ such that
$W_1\subset Z_1$, $W_2\subset Z_2$, continuously,
 and for all $T\in \mathcal{L}(Z_1,Z_2) \cap \mathcal{L}(W_1,W_2)$,
we have that, for each $\theta \in (0,1)$,
 $$
 \|T\|_{\mathcal{L}((Z_1,W_1)_\theta,(Z_2,W_2)_\theta)} \leq
 c_0\|T\|_{\mathcal{L}(Z_1,Z_2)}^{1-\theta}
 \|T\|_{\mathcal{L}(W_1,W_2)}^{\theta}
 $$
 where $c_0>0$ does not depend on $T$.
 \end{definition}

  \begin{definition} \label{def2.4} \rm
 Let $X,Y$ be Banach spaces such that $Y\subset X$, continuously.
We say that $(X,Y)_\alpha$ is an interpolation space between $X$ and $Y$
if the method $(\,,\,)_\alpha$ has the property 1, the interpolation
and the reiteration properties.
 \end{definition}

  In the following, if $X_0,X_1$ are two Banach spaces with
$X_1 \subset X_0$, continuously,  we denote as $X_\theta$ the
interpolation space $(X_0,X_1)_\theta$ for $\theta\in (0,1)$.
  Calderon  \cite{calderon} and Hans Triebel
\cite[sections 1.9.3, theorem A and remark 1]{triebel} give us
  that the complex interpolation method is an interpolation method as defined above. By Lunardi \cite{lunardi}, the same is true for the real interpolation method.

  Next, we consider sectorial operators, i.e., operators which generate analytic semigroups (for definition of sectorial operator and analytic  semigroup see   \cite{henry}).
  It is well known a sectorial operator $A$ generates an analytic  semigroup $e^{-t A}$. But here, we have to obtain estimates for the bounded operators $e^{-tA}$ between interpolation spaces  uniformly with respect to $A$, thus
  we need to consider a slight modification on the definition
of sectorial operator.

    \begin{definition} \label{def2.5} \rm
 Let $X,Y$ be Banach spaces such that $Y\subset X$, continuous and densely.
We define a family of sectorial operators in $X$ with domain $Y$ as any
set $\mathcal{S}$ of closed linear operators in $X$ such that:
 \begin{itemize}
 \item[(i)]
 $D(S)=Y$ with uniformly equivalents norms for all $S\in \mathcal{S}$;

 \item[(ii)] There exists $\omega$ and $\theta\in (0,\pi/2)$ such that
the subset  $S_{\omega,\theta}=\{ \lambda \in \mathbb{C} |
\arg(\lambda-\omega)>\pi/2-\theta\ {\mbox or}\ \lambda=\omega\}$
 is in the resolvent
 set of each $S$, $S\in \mathcal{S}$,
 and $(|\lambda|+1)\|(\lambda -S)^{-1}\|_{\mathcal{L}(X)}$
 is uniformly bounded for all $\lambda\in S_{\omega,\theta}$ and $S\in \mathcal{S}$.
  \end{itemize}
  \end{definition}

\begin{proposition}  \label{semigroups}
 Let $\mathcal{S}$ be a family of sectorial operators in $X_0$ with
domain $X_1$. If all $S\in \mathcal{S}$
 have $\mathop{\rm Re} \sigma(S)>\omega$, for a constant $\omega$, then there
exist $c,c'>0$ such that
 \begin{itemize}
 \item[(i)]
 $\|e^{-tS}\|_{L(X_\alpha,X_\beta)} \leq c (1+t^{-1})^{\beta -\alpha}
 e^{-\omega t}$
 for $t>0$ and $0\leq \alpha \leq \beta \leq 1$;
 \item[(ii)]
 $\|Se^{-tS}\|_{\mathcal{L}(X_\alpha,X_\beta)}\leq c'(1+t^{-1})^{1+\beta
-\alpha} e^{-\omega t}$
 for $t>0$ and $0\leq \alpha \leq \beta \leq 1$.
 \end{itemize}
  \end{proposition}

 \begin{proof}
By \cite[Theorem 1.3.4]{henry}, there exist $c_1,c_2>0$ such that
 $$
 \|e^{-tS}\|_{\mathcal{L}(X_0)}\leq c_1 e^{-\omega t}\,,\quad
 \|Se^{-tS}\|_{\mathcal{L}(X_0)}\leq c_2 t^{-1} e^{-\omega t}
 $$
 for all $S\in \mathcal{S}$. Call $m_1$ and $m_2$ two positive numbers
such that:
 $$
 m_1\|y\|_{D(S)} \leq \|y\|_{X_1} \leq m_2 \| y\|_{D(S)}
 $$
 for all $S \in \mathcal{S}$ in which we have denoted
$\|y\|_{D(S)}=\|y\|_{X_0} + \|Sy\|_{X_0}$.
 So
 $$
 \|e^{-tS}\|_{\mathcal{L}(X_0,X_1)}
 \leq c_3(1+t^{-1})e^{-\omega t}$$
 where $c_3 = m_2\max\{c_1,c_2\}$.
  Suppose $y\in X_1$, $t>0$. Since $Se^{-tS}y=e^{-tS}Sy$, we have that
 $$
 \|e^{-tS}\|_{\mathcal{L}(X_1)}\leq \frac{c_1m_2}{m_1} e^{-\omega t} \, .
 $$
  For $\alpha\in (0,1)$, $X_\alpha=(X_0,X_1)_\alpha$ and
$X_1=(X_1,X_1)_\alpha$ with equivalent norms, calling
$c_4>0$ for $\|y\|_{X_1}\leq c_4\|y\|_{(X_1,X_1)_\alpha}$, we have that:
 $$
 \|e^{-tS}\|_{\mathcal{L}(X_\alpha,X_1)}
 \leq
 c_4\|e^{-tS}\|_{\mathcal{L}((X_0,X_1)_\alpha,(X_1,X_1)_\alpha)} \,.
 $$
 But, by the interpolation property,
 $$
 \|e^{-tS}\|_{\mathcal{L}((X_0,X_1)_\alpha,(X_1,X_1)_\alpha)}
 \leq c_0 \|e^{-tS}\|_{\mathcal{L}(X_0,X_1)}^{1-\alpha}
 \|e^{-tS}\|_{\mathcal{L}(X_1,X_1)}^\alpha
 $$
 so
 $$
 \|e^{-tS}\|_{\mathcal{L}(X_\alpha,X_1)}
 \leq
 c_0(c_1m_2/m_1)^\alpha c_3^{1-\alpha}c_4 (1+t^{-1})^{1-\alpha}e^{-\omega t}\,.
 $$
  Now, by the reiteration property, for $\alpha\in [0,1)$,
$\beta\in (0,1)$, $X_\alpha=(X_0,X_{\alpha/\beta})_\beta$, so
taking $c_5$ such that
$\|w\|_{(X_0,X_{\alpha/\beta})_\beta}\leq c_5 \|w\|_{X_\alpha}$
for all $w\in X_\alpha$, we have that:
 $$
 \|e^{-tS}\|_{\mathcal{L}(X_\alpha,X_\beta)}
 \leq c_5
 \|e^{-tS}\|_{\mathcal{L}((X_0,X_{\alpha/\beta})_\beta,(X_0,X_1)_\beta)}\,.
 $$
 Thus the interpolation property gives
 $$
 \|e^{-tS}\|_{\mathcal{L}(X_\alpha,X_\beta)}
 \leq c_0 c_5
 \|e^{-tS}\|_{\mathcal{L}(X_0)}^{1-\beta}\|e^{-tS}\|_{\mathcal{L}(X_{\alpha/\beta},X_1)}^\beta\,,
 $$
 or, if $\alpha\leq \beta$,
 $$
 \|e^{-tS}\|_{\mathcal{L}(X_\alpha,X_\beta)}
 \leq
 c(1+t^{-1})^{\beta -\alpha} e^{-\omega t}
 $$
 where $c=c_0^{1+\beta}c_1^{1-\beta+\alpha}c_3^{\beta-\alpha}
c_4^\beta c_5 (m_2/m_1)^\alpha$.
  Finally, since, for $t>0$, $Se^{-tS}=e^{-tS/2}Se^{-tS/2}$, we have:
 $$
 \|Se^{-tS}\|_{\mathcal{L}(X_\alpha,X_\beta)}
 \leq
 \|e^{-tS/2}\|_{\mathcal{L}(X_0,X_\beta)}
 \|S\|_{\mathcal{L}(X_1,X_0)}
 \|e^{-tS/2}\|_{\mathcal{L}(X_\alpha,X_1)}
 $$
 or
 $$
 \|Se^{-tS}\|_{\mathcal{L}(X_\alpha,X_\beta)}
 \leq
 c'(1+t^{-1})^{\beta-\alpha+1}e^{-\omega t}\,,
 $$
 where $c'=2^{\beta-\alpha+1} c_0^{2+\beta}c_1^{1-\beta+\alpha}
 c_3^{1+\beta-\alpha}c_4^{1+\beta} m_2^\alpha/m_1^{1+\alpha}$.
\end{proof}

   \section{Topology}

  We start this section with a preliminary result on linear
  operators in a way
  we have not seen in classical references such as  \cite{dunford}
or  \cite{kato}.

  \begin{proposition}  \label{domain}
 Let $A$ be a linear closed operator, densely defined in a Banach space $X$,
and let $Y$ be  the domain of $A$ with the graph norm (or only that $Y$
is a Banach space, continuously immersed in $X$, such that $D(A)\subset Y$,
continuously).  Then
 \begin{itemize}
 \item[(a)]
 The normed space $D(A+H)$ with the graph norm satisfies $D(A)\subset D(A+H)$, continuously, for any $H\in \mathcal{L}(Y,X)$ and uniformly in a bounded subset of $\mathcal{L}(Y,X)$;

\item[(b)] If $\rho(A)$ is not void, we have that $D(A+H)\subset D(A)$, continuously for all $H\in \mathcal{L}(Y,X) $, such that $\|H\|_{\mathcal{L}(Y,X)}\leq \|(\omega-A)^{-1}\|_{\mathcal{L}(X,Y)}^{-1}$
 for any $\omega\in \rho(A)$, and with uniformly continuous immersion for all $H$, with
 $\|H\|_{\mathcal{L}(Y,X)}\leq l\|(\omega-A)^{-1}\|_{\mathcal{L}(X,Y)}^{-1}$ and $0<l<1$. In any case,
 $\omega \in \rho(A+H)$.
\end{itemize}
\end{proposition}

 \begin{proof}
Let $m_1>0$ be such that $m_1\|y\|_Y\leq \|y\|_{D(A)}$. So
 $$\|y\|_{D(A+H)}=\|y\|_X+\|(A+H)y\|_X
 \leq (1+\frac{ \|H\|_{\mathcal{L}(Y,X)} }{m_1})\|y\|_{D(A)}
 $$
 which proves item (a).

  The proof of (b) is more delicate.
  Take $\omega\in \rho(A)$. Firstly, we recall that $\omega \in \rho(A+H)$
if $\|H\|_{\mathcal{L}(Y,X)}$ is sufficiently small. In fact:
 $$
 \omega - (A+H)=(I-H(\omega-A)^{-1})(\omega-A)\,,
 $$
 so if $\|H\|_{\mathcal{L}(Y,X)}\|(\omega-A)^{-1}\|_{\mathcal{L}(X,Y)}=h<1$,
$h$ depending on $H$ or
 $\|H\|_{\mathcal{L}(Y,X)}\|(\omega-A)^{-1}\|_{\mathcal{L}(X,Y)}=l$
with $0<l<1$, $l$ a constant, that is true and
 $$
\|(\omega-(A+H))^{-1}\|_{\mathcal{L}(X)}
 \leq  \frac{1}{1-l_1}\|(\omega-A)^{-1}\|_{\mathcal{L}(X)}\,,
$$
 where $l_1=h$ or $l_1=l$.
  We also observe that
 $$
 \|(\omega -A)^{-1}\|_{\mathcal{L}(X,Y)}\leq
 \frac{1}{m_1}(1+(|\omega|+1)\|(\omega-A)^{-1}\|_{\mathcal{L}(X)})\,.
 $$
  Then, writing $A=A+H-\omega+\omega-H$, we have that
 $$
 A=(I+(\omega-H)(A+H-\omega)^{-1})(A+H-\omega)\, .
 $$
As a necessary step, we estimate $A(A+H-\omega)^{-1}$, following from
the identity:
 $$
 A(A+H-\omega)^{-1}=A(A-\omega)^{-1}(I+H(A-\omega)^{-1})^{-1}\, .
 $$
 Thus,
 $$
 \|A(A+H-\omega)^{-1}\|_{\mathcal{L}(X)}
 \leq
 \frac{1+|\omega\||(A-\omega)^{-1}\|_{\mathcal{L}(X)}}{1-l_1}
 $$
 which implies
 $$
 \|A(A+H-\omega)^{-1}\|_{\mathcal{L}(X,Y)}
 \leq
 \frac{1}{m_1(1-l_1)}(1+(|\omega|+1)\|(A-\omega)^{-1}\|_{\mathcal{L}(X)})\, .
 $$
 Finally, for any $y\in Y $,
 \begin{align*}
 \|Ay\|&\leq  (1+\frac{\omega}{1-l_1}\|(\omega-A)^{-1}\|_{\mathcal{L}(X)}
 \\
 &\quad +  \frac{\|H\|_{\mathcal{L}(Y,X)}}{m_1(1-l_1)}(1+(1+|\omega|)
\|(A-\omega)^{-1}\|_{\mathcal{L}(X)}))
 (\|(A+H)y\|+|\omega\||y\|)\,.
 \end{align*}
  Calling the first factor  $l_2$, we obtain that
 $$
\|Ay\|\leq l_2 (\|(A+H)y\|+|\omega\||y\|)\,,
 $$
 or
 $$
 \|y\|_{D(A)} \leq \max\{ l_2,l_2|\omega|+1\} \|y\|_{D(A+H)}\,,
 $$
 which concludes the proof.
\end{proof}

\begin{proposition} \label{open1}
 Let $\mathcal{S}$ be a family of sectorial operators in $X$ with domain
 $Y$. Then there exists an open set $V$ in $\mathcal{L}(Y,X)$ which
contains $\mathcal{S}$  and is a family of sectorial operators in $X$
with domain $Y$.
Moreover, $V$ can be taken, for a fixed $r>0$, as
 $$
 V=\cup_{A\in \mathcal{S}}B(A,r)
 $$
 in which $B(A,r)$ in $\mathcal{L}(Y,X)$ is the ball of center $A$ and
radius $r$. The value of $r$ can be chosen as any $r<m_1/(M+1)$ in which
 $m_1$ is the immersion
constant of $D(A)\subset Y$ and $M$ is such that
$(|\lambda|+1)\|(\lambda-S)^{-1}\|_{\mathcal{L}(X)} \leq M$ for all
$S\in \mathcal{S}$ and $\lambda\in S_{\omega,\theta}$ for those
$\omega$ and $\theta$ which define the family $\mathcal{S}$.
 \end{proposition}

 \begin{proof}
Take $m_1>0$ such that $m_1 \|y\|_Y \leq \|y\|_{D(A)}$ for all
$y\in Y$ and $A\in \mathcal{S}$, and $M>0$ such that
$(|\lambda|+1)\|(\lambda-S)^{-1}\|_{\mathcal{L}(X)} \leq M$ for all
$S\in \mathcal{S}$ and $\lambda\in S_{\omega,\theta}$
for some $\omega$ and $\theta\in (0,\pi/2]$.
Since, for all $A\in \mathcal{S}$,
 $$
\|(\omega-A)^{-1}\|_{\mathcal{L}(X,Y)} \leq
 \frac{1}{m_1}(1+(|\omega|+1)\|(\omega-A)^{-1}\|_{\mathcal{L}(X)})
 $$
 so
 $$
\|(\omega-A)^{-1}\|_{\mathcal{L}(X,Y)}\leq \frac{M+1}{m_1}
$$
 and, by Proposition \ref{domain}, for a fix $r>0$, $r<\frac{m_1}{M+1}$,
the first condition of sectorial family operators is true for
$\cup_{A\in \mathcal{S}}B(A,r)$.
  Proceeding as in the proof of the last proposition, we obtain that
 $$
 \|(\lambda-(A+H))^{-1}\|_{\mathcal{L}(X)}
 \leq
 \frac{\|(\lambda-A)\|_{\mathcal{L}(X)}}{1-r\frac{M+1}{m_1}}<1\, ,
 $$
 if $\|H\|_{\mathcal{L}(Y,X)}<\frac{m_1}{M+1}$. So the condition (ii)
of the sectorial family definition is true for the subset
$\cup_{A\in \mathcal{S}}B(A,r)$, with the same parameters $\theta$ and
$\omega$ of $\mathcal{S}$.
\end{proof}

\noindent \textbf{Notation:}
  Now, we design an open set which contains the coefficient operators
$P(t)$ for which not only there is a parabolic evolution operator $T_P$
which satisfies the equation
 $$
 \frac{dT_P}{dt}(t,s) + P(t)AT_P(t,s)=0\,,\ t>s\,, T_P(s,s)=I
 $$
 $t,s\in J$, but also such that it can be conveniently estimated.

\begin{proposition} \label{prop3.3}
 Let $\epsilon\in (0,1]$, $\mu\in (0,1)$ and $A$ be a linear closed operator
densely defined in $X_0$ with domain $X_1$.
 If $W$ is the subset of any
$P \in C^\epsilon(J,\mathcal{L}(X_0))\cap C(J,\mathcal{L}(X_\mu))$ which
satisfies the following conditions:
 \begin{itemize}
 \item[(i)]
 $\{ P(t)A  ,  t\in J\}$ is a sectorial family in $X_0$ with domain $X_1$;
 \item[(ii)]
 $P(t):X_0\rightarrow X_0$ and $P(t):X_\mu\rightarrow X_\mu$ are isomorphisms
for all $t\in J$;
 \item[(iii)]
 $\|P^{-1}(t)\|_{\mathcal{L}(X_0)}$ and $\|P^{-1}(t)\|_{\mathcal{L}(X_\mu)}$
are both uniformly bounded for all $t\in J$.
 \end{itemize}
 Then $W$ is an open set in $C^\epsilon(J,\mathcal{L}(X_0))\cap
 C(J,\mathcal{L}(X_\mu))$. Moreover, given a set $V_0 \in W$ such that the
 conditions (i), (ii), (iii) are satisfied uniformly for all $P \in V_0$,
then there exists an open set $V\supset V_0$ in
$C^\epsilon(J,\mathcal{L}(X_0))\cap C(J,\mathcal{L}(X_\mu))$ such that
the conditions are satisfied uniformly for all $P \in V$.
Indeed, the subset $V$ can be taken as $V=\cup_{P\in V_0}B(P,r)$ for
a fix $r>0$.
    \end{proposition}

 \begin{proof}
 Take $P\in W$. Proposition \ref{open1} states the existence an open set
$V'$ in $\mathcal{L}(X_1,X_0)$ such that $V'\supset \{ P(t)A , t\in J\}$
which can be chosen as
$$
V'=\cup_{t\in J} B(P(t)A, r_1),
$$
 for a fix $r_1>0$, denoting $B(P(t)A,r_1)$ as the open ball in
$\mathcal{L}(X_1,X_0)$ with center $P(t)A$ and radius $r_1$.
  Let $B(P,r_1/\|A\|_{\mathcal{L}(X_1,X_0)})$ be the ball in
$C(J,\mathcal{L}(X_0))$ with center $P$ and radius
$r_1/\|A\|_{\mathcal{L}(X_1,X_0)}$. So, if
$Q\in B(P,r_1/\|A\|_{\mathcal{L}(X_1,X_0)})$ then
 $$
 \|(Q(t)-P(t))A\|_{\mathcal{L}(X_1,X_0)}< r_1\
 $$
yielding that the set $\{Q(t)A  |  Q\in B(P,r_1/\|A\|_{\mathcal{L}(X_1,X_0)})  ,   t\in J\}$ is a sectorial family in $X_0$ with domain $X_1$.
Take now $M_1$ such that $\|P^{-1}(t)\|_{\mathcal{L}(X_0)}\leq M_1$,
for all $t\in J$.
The Identity Perturbation Theorem gives that
$\|Q^{-1}(t)\|_{\mathcal{L}(X_0)}$ is uniformly bounded if
$Q\in B(P,r_2)$, such that $B(P,r_2)$ is the ball  in
$C(J,\mathcal{L}(X_0))$ of center $P$ and radius $r_2$, with $r_2<1/M_1$.
In fact,
 $$
 \|Q^{-1}(t)\|_{\mathcal{L}(X_0)}\leq
 \frac{M_1}{1-r_2M_1}\,.
 $$
 By the same argument, $\|Q^{-1}(t)\|_{\mathcal{L}(X_\mu)}\leq M_2/(1-r_3M_2)$
if $Q\in B(P,r_3)\subset C(J,\mathcal{L}(X_\mu))$, where $r_3<1/M_2$.
  Since $C^\epsilon(J,\mathcal{L}(X_0)) \subset C(J,\mathcal{L}(X_0))$,
continuously, (the immersion constant can be taken as 1), if
 $r=\min\{r_1,r_1/\|A\|_{\mathcal{L}(X_1,X_0)},r_2,r_3\} $, then the ball $B(P,r)$ of
 $C^\epsilon(J,\mathcal{L}(X_0))\cap C(J,\mathcal{L}(X_\mu))$ is in $W$.
  Finally, for any $P\in V_0$, following the above argument, it can be
taken $r_1$, $r_2$, $r_3$ independent of $P$, so $\cup_{P\in V_0}B(P,r)$
has the enunciated properties.
\end{proof}

  \section{Estimates for the parabolic evolution operator}

 The basic properties of the parabolic evolution operators in many contexts
may be obtained from the classical works of Sobolevskii \cite{sobolevskii},
Kato  \cite{kato} and  \cite{kato1}, Tanabe \cite{tanabe}, Pazy \cite{pazy} or
from the recent of Amann  \cite{amann} or Lunardi \cite{lunardi}. Here,
 before going to the
estimates, we give a definition and a condition for its existence.
  So, let $X$ and $Y$ be Banach spaces such that $Y\subset X$ continuous and
  densely and suppose that $S(t)$, $t\in J$, where $J$ is an interval, is a
  closed linear operator in $X$ with domain $Y$ and, for each $t\in J$, it generates an analytical semigroup $e^{-rS(t)}$, $r\geq 0$.
 Thus, we define the parabolic evolution operator for the equation
 $x'(t)+S(t)x(t)=0$, $t\in J$, as the operator $T(t,s)$ which has the
following properties:
 \begin{itemize}
 \item[(i)]
 for all $t,s\in J$, $\mathcal{L}(X) \ni T(t,s)$ is differentiable with
respect to $t$, $t\in J$, in $\mathcal{L}(X)$ and $T(t,s)\in Y$
if $t>s$, $t\in J$;
 \item[(ii)]
 $\frac{\partial T(t,s)}{\partial t} + S(t)T(t,s)=0 $,
 $t\in J$, $t>s$, and $T(s,s)=I$.
 \end{itemize}

  \begin{proposition} \label{prop4.1}
 Let $\{S(t),  t\in J\}$ be a family of sectorial operators in $X$ with
 domain $Y$ and suppose that $S\in C^\epsilon(J,\mathcal{L}(Y,X))$ for some
 $\epsilon\in (0,1]$. Then there is a unique parabolic evolution operator
for the equation $x'(t)+S(t)x(t)=0$, $t\in J$.
 \end{proposition}

For a proof of the above proposition,  see
\cite{amann,kato,pazy,sobolevskii, tanabe}.

  Next, we present a type of singular Gronwall inequality. In fact,
 this is the kernel of the estimates and so we try to obtain a clear
form for  the constants.

  \begin{proposition} \label{prop4.2}
 Suppose $\beta \in (0,1]$ and $x>0$. So, for any $\delta>0$, we have
the estimate
 $$
 \sum_{i=1}^\infty \frac{x^{i-1}}{\Gamma(\beta i)}
 \leq c_1e^{(1+\delta)x^{1/\beta}}
 $$
 in which, as follows from Amann \cite[Section 3.2]{amann},
$c_1=c_1(\beta,\delta)$ can be taken as
 $$
 c_1=\max_{y \in[0,1]} (\frac{e^{\frac{1+\delta}{\beta}y^{1/\beta}}-1}{y})^\beta(2\pi)^{\frac{\beta-1}{2}}
 e^{\frac{\beta}{12}} \beta^{\frac{1}{12}}
 \sum_{i=1}^\infty
 \frac{ i^{\frac{1+\beta}{2(1-\beta)}} }{(1+\delta)^{\frac{\beta}{1-\beta}i}}
 $$
 if $\beta\in (0,1)$ and as $c_1=1$ (including $\delta=0$) if $\beta=1$.
\end{proposition}

  Now suppose $b\geq 0$, $a(t)$ is a locally integrable non-negative function  on $0\leq t<T$ (some $T\leq\infty)$) and suppose $u(t)$ is non-negative and locally
 integrable on $0\leq t<T$ with
 $$
 u(t) \leq a(t) + b\int_0^t(t-s)^{\beta-1}u(s)ds
 $$
 on this interval; then
 $$
 u(t)\leq a(t)+bc_1\Gamma(\beta)\int_0^t(t-s)^{\beta-1}
 \exp[(1+\delta)(b\Gamma(\beta))^{1/\beta}(t-s)]a(s)ds\
 $$
 on $0\leq t<T$.
\begin{proof}

By Henry \cite[Lemma 7.1.1]{henry}
 $$
 u(t)\leq a(t) + \int_0^t \sum_{i=1}^\infty\frac{(b\Gamma(\beta))^i(t-s)^{i\beta-1}}{\Gamma(i\beta)}a(s)ds
 $$
 and so the conclusion is immediate.
\end{proof}

\noindent\textbf{Notation.}
  In the following, consider a family of sectorial operators of $W$,
which is   denoted as $\mathcal{S}$, such that for all $P\in \mathcal{S}$,
we call  $a_0$, $b_0$, $a_{\alpha,\beta}$, $b_{\alpha,\beta}$,
$\overline{b}$ and $\overline{a}$ and
 $\overline{a}_\mu$ constants such that:
 \begin{enumerate}
 \item
 $\|P(t)Ae^{-(t-s)P(t)A}\|_{\mathcal{L}(X_0)}\leq a_0(t-s)^{-1}e^{-\omega(t-s)}$;
 \item
 $\|e^{-(t-s)P(t)A}\|_{\mathcal{L}(X_0)}\leq b_0e^{-\omega(t-s)}$;
 \item
 $\|Ae^{-(t-s)P(t)A}\|_{\mathcal{L}(X_\alpha,X_\beta)}
 \leq
 a_{\alpha,\beta}(1+(t-s)^{-1})^{1+\beta-\alpha}e^{-\omega(t-s)}$;
 \item
 $\|e^{-(t-s)P(t)A}\|_{\mathcal{L}(X_\alpha,X_\beta)}
 \leq
 b_{\alpha,\beta}(1+(t-s)^{-1})^{\beta-\alpha}e^{-\omega(t-s)}$;
 \item
 $\|P(t)-P(s)\|_{\mathcal{L}(X_0)}\leq \overline{b}|t-s|^\epsilon$;
 \item
 $\|P^{-1}(t)\|_{\mathcal{L}(X_0)}\leq \overline{a}$;
 \item
 $\|P^{-1}(t)\|_{\mathcal{L}(X_\mu)}\leq \overline{a}_\mu$;
 \end{enumerate}
 for all $t\in J$.

   Obviously, the existence of these constants is given by
Proposition \ref{semigroups} and by the definition of $W$.
 It is convenient to observe, from the proof of that proposition, that it can
 be taken a constant $c$, not dependent on $\alpha$ and $\beta$, such that
 $a_{\alpha,\beta}\leq c$ and $b_{\alpha,\beta}\leq c$. Others constants, which
 depend on the constants defined above, can be defined in the next propositions.
Concerning the way we proceed to obtain the estimates, it was necessary
a little bit of  analysis to allow that
 the interval of the estimates could be infinite.

\begin{proposition} \label{prop4.3}
 Suppose $\alpha \in (0,1]$. Then
 $$
 \|AT_P(t,s)\|_{\mathcal{L}(X_\alpha,X_0)}
 \leq
 a_{\alpha,0}(1+(t-s)^{-1})^{1-\alpha}
 e^{-\Omega(t-s)} (1+m(t-s)^\epsilon)\,,$$
 $t>s$, in which
 $\Omega=\omega-(1+\delta)(a_0\overline{a}\overline{b}\Gamma(\epsilon))^{\frac{1}{\epsilon}}$ and $m=a_0\overline{a}bc_1\Gamma(\epsilon)B(\epsilon,\alpha)$, where $c_1=c_1(\epsilon,\alpha)$.
 \end{proposition}

 \begin{proof}
 By the properties of the evolution operator, we have the relation:
 $$
 T_P(t,s)=e^{-(t-s)P(t)A}+\int_s^te^{-(t-\tau)P(t)A}(P(\tau)
-P(t))AT_P(\tau,s)d\tau\, .
 $$
 So, applying $A$ and taking the norms,
 \begin{align*}
 &\|AT_P(t,s)\|_{\mathcal{L}(X_\alpha,X_0)} \\
 &\leq  \|Ae^{-(t-s)P(t)A}\|_{\mathcal{L}(X_\alpha,X_0)}\\
 &\quad +\int_s^t \|Ae^{-(t-\tau)P(t)A}\|_{\mathcal{L}(X_0)}
 \|P(\tau)-P(t)\|_{\mathcal{L}(X_0)}\|AT_P(\tau,s)\|_{\mathcal{L}(X_\alpha,X_0))}d\tau\,,
 \end{align*}
 in which the insertion of $A$ in the integral is valid because $A$
is closed. With the above constants and changing
  the variables to $r=t-s$, $\tau'=\tau-s$ and calling
$u(r)=\|e^{\omega r}AT_P(r+s,s)\|_{\mathcal{L}(X_\alpha,X_0)}$,
we obtain
 $$
 u(r)\leq a_{\alpha,0}(1+r^{-1})^{1-\alpha} + a_0\overline{a}\overline{b}
 \int_0^r (r-\tau')^{\epsilon-1}u(\tau')d\tau'\, .
 $$
 So, dropping the $'$ and applying the singular Gronwall inequality
 \begin{align*}
 u(r) &\leq a_{\alpha,0} (1+r^{-1})^{1-\alpha}
 +a_{\alpha,0}a_0\overline{a}
 \overline{b}c_1\Gamma(\epsilon) \\
&\quad\times \int_0^t (r-\tau)^{\epsilon-1} (1+\tau^{-1})^{1-\alpha}
 \exp[(1+\delta)(a_0\overline{a}\overline{b}\Gamma(\epsilon))
^{1/\epsilon}(r-\tau)]d\tau \, .
\end{align*}
 Either
 $$
 u(r)\leq a_{\alpha,0}(1+r^{-1})^{1-\alpha}
 (1+a_0\overline{a}\overline{b}c_1\Gamma(\epsilon)B(\epsilon,\alpha)r^\epsilon
 \exp[(1+\delta)(a_0\overline{a}\overline{b}\Gamma(\epsilon))^\frac{1}{\epsilon}r]),\
 $$
 or
 $$
 u(r)\leq
 a_{\alpha,0}(1+r^{-1})^{1-\alpha}
 \exp[(1+\delta)(a_0\overline{a}\overline{b}\Gamma(\epsilon))^\frac{1}{\epsilon}r]
 (1+a_0\overline{a}\overline{b}c_1\Gamma(\epsilon)B(\epsilon,\alpha)r^\epsilon )\,.
 $$
 Then, coming back the variables, the proof is complete.
 \end{proof}

   \begin{proposition} \label{prop4.4}
 Suppose $0< \alpha \leq \beta\leq 1$. Then
 $$
\|T_P(t,s)\|_{\mathcal{L}(X_\alpha,X_\beta)}\leq
 (1+(t-s)^{-1})^{\beta-\alpha} e^{-\Omega(t-s)}p_1(t-s),
 $$
 $t>s$, where $p_1(t-s)=(m_1+(m_2(t-s)^\epsilon+m_3(t-s)^{2\epsilon})(1+t-s))$,
$m_1=b_{\alpha,\beta}$,
 $m_2=B(1-\beta+\epsilon,\alpha)b_{\alpha,\beta}\overline{b}a_{\alpha,0}$,
 $m_3=mB(1-\beta+\epsilon,\alpha+\epsilon)b_{0,\beta}\overline{b}a_{\alpha,0}$.
  \end{proposition}

 \begin{proof}
 We have
 \begin{align*}
&\|T_P(t,s)\|_{\mathcal{L}(X_\alpha,X_\beta)}\\
& \leq
 \|e^{-(t-s)P(t)A}\|_{\mathcal{L}(X_\alpha,X_\beta)}\\
 &\quad +\int_s^t \|e^{-(t-\tau)P(t)A}\|_{\mathcal{L}(X_0,X_\beta)}
 \|P(\tau)-P(t)\|_{\mathcal{L}(X_0)}\|AT_P(\tau,s)\|_{\mathcal{L}(X_\alpha,X_0)}d\tau\,.
 \end{align*}
 So, with the notation of the above proposition,
 \begin{align*}
&\|T_P(t,s)\|_{\mathcal{L}(X_\alpha,X_\beta)}\\
&\leq  b_{\alpha,\beta} (1+(t-s)^{-1})^{\beta-\alpha}e^{-\omega(t-s)}
 +b_{0,\beta}\overline{b}a_{\alpha,0}e^{-\Omega(t-s)}\\
&\quad\times \int_s^t(1+(t-\tau)^{-1})^\beta (t-\tau)^\epsilon (1+(\tau-s)^{-1})^{1-\alpha}
 (1 + m(\tau-s)^\epsilon)d\tau\,.
 \end{align*}
 Since
 \begin{align*}
 & \int_s^t(1+(t-\tau)^{-1})^\beta (t-\tau)^\epsilon
 (1+(\tau-s)^{-1})^{1-\alpha}(1+m(\tau-s)^\epsilon)d\tau\\
 &\leq (1+(t-s)^{-1})^{\beta-\alpha}(1+(t-s))(B(1-\beta
 +\epsilon,\alpha)(t-s)^\epsilon\\
 &\quad + m B(1-\beta+\epsilon,\alpha+\epsilon)(t-s)^{2\epsilon})\, ,
\end{align*}
 the proof is complete.
 \end{proof}

  \begin{proposition} \label{prop4.5}
 Suppose $0< \alpha\leq 1$ and $0\leq \mu <\epsilon$. Then
 $$
 \|AT_P(t,s)\|_{\mathcal{L}(X_\alpha,X_\mu)}
 \leq (1+(t-s)^{-1})^{1+\mu-\alpha} e^{-\Omega(t-s)}p_2(t-s)\,,
 $$
 where
 $p_2(t-s)=(n_1+(n_2+(t-s)^\epsilon+n_3(t-s)^{2\epsilon})(1+t-s))$,
$n_1=a_{\alpha,\mu}$,
$n_2=a_{0,\mu}a_{\alpha,0}\overline{b}B(\epsilon,\alpha)$,
$n_3=a_{0,\mu}a_{\alpha,0}\overline{b}B(\epsilon-\mu,\alpha+\epsilon)m$.
  \end{proposition}

 \begin{proof}
 We have
 \begin{align*}
&\|AT_P(t,s)\|_{\mathcal{L}(X_\alpha,X_\mu)}\\
&\leq
 \|Ae^{-(t-s)P(t)A}\|_{\mathcal{L}(X_\alpha,X_\mu)}\\
 &\quad +\int_s^t \|Ae^{-(t-s)P(t)A}\|_{\mathcal{L}(X_0,X_\mu)}
 \|P(\tau)-P(t)\|_{\mathcal{L}(X_0)}\|AT_P(\tau,s)\|_{\mathcal{L}(X_\alpha,X_0)}d\tau\
 \end{align*}
 which implies
 \begin{align*}
&\|AT_P(t,s)\|_{\mathcal{L}(X_\alpha,X_\mu)}\\
& \leq  a_{\alpha,\mu}(1+(t-s)^{-1})^{1+\mu-\alpha}e^{-\omega(t-s)}
+  a_{0,\mu}a_{\alpha,0}e^{-\Omega(t-s)}\\
&\quad\times \int_s^t (1+(t-\tau)^{-1})^{1+\mu}(1+(\tau-s)^{-1})^{1-\alpha}
 (t-\tau)^\epsilon (1 +m(\tau-s)^\epsilon)d\tau\, .
 \end{align*}
  Proceeding as before, the proof is complete.
\end{proof}

   \begin{proposition} \label{prop4.6}
 Suppose $\epsilon\in(0,1]$, $0<\mu<\epsilon$ and $\mu<\alpha\leq 1$. Then
 \begin{align*}
 &\|A(T_P(t,s)-T_Q(t,s))\|_{\mathcal{L}(X_\alpha,X_0)}\\
 &\leq e^{-\Omega(t-s)}  \max_{\tau\in[s,t]}
 \|P(\tau)-Q(\tau)\|_{\mathcal{L}(X_\mu)} (1+(t-s)^{-1})^{1-\alpha}p(t-s),
 \end{align*}
 where $p(t-s)=\sum_{\rm index}(1+t-s)(t-s)^{(\alpha_1+\alpha_2)\epsilon
+\delta}
 B(\alpha_1\epsilon+\mu,\alpha_2\epsilon +\alpha+\delta-\mu)c_{\alpha_1,\alpha_2,\delta}$ and
 such that the index set is $0\leq\alpha_1\leq 1$,
$0\leq \alpha_2\leq 2$, $0\leq \delta\leq 1$,
$\alpha_1,\alpha_2, \delta \in \mathbb{Z}$,
  and the coefficients $c_{\alpha_1,\alpha_2,\delta}$ can be determined
in the last inequality of the proof below.
 \end{proposition}

 \begin{proof}
 The properties of the evolution operator give
 $$
 T_P(t,s)-T_Q(t,s)=-\int_s^tT_Q(t,\tau)(P(\tau)-Q(\tau))AT_P(\tau,s)d\tau\,.
 $$
 Then
 \begin{align*}
 & \|A(T_P(t,s)-T_Q(t,s))\|_{\mathcal{L}(X_\alpha,X_0)}\\
 &\leq
 -\int_s^t\|AT_Q(t,\tau)\|_{\mathcal{L}(X_\mu,X_0)}
 \|(P(\tau)-Q(\tau))\|_{\mathcal{L}(X_\mu)}
 \|AT_P(\tau,s)\|_{\mathcal{L}(X_\alpha,X_\mu)}d\tau\,.
 \end{align*}
 yielding
 \[
 \|A(T_P(t,s)-T_Q(t,s))\|_{\mathcal{L}(X_\alpha,X_0)}
\leq e^{-\Omega(t-s)} \max_{\tau\in[s,t]}
 \|P(\tau)-Q(\tau)\|_{\mathcal{L}(X_\mu)} a_{\mu,0} I_1
\]
 in which
 \begin{align*}
 I_1&= \int_s^t (1+(t-\tau)^{-1})^{1-\mu}
 (1+m(t-\tau)^\epsilon(1+(\tau-s)^{-1})^{1+\mu-\alpha}\\
&\quad\times  (n_1+(n_2(\tau-s)^\epsilon +n_3(\tau-s)^{2\epsilon})
(1+\tau-s))d\tau\,.
 \end{align*}
 Observing that
 \begin{align*}
 & \int_s^t (1+(t-\tau)^{-1})^{1-\mu}(t-\tau)^{\alpha_1\epsilon}
 (1+(\tau-s)^{-1})^{1+\mu-\alpha}(\tau-s)^{\alpha_2\epsilon+\delta}d\tau\\
 & \leq  (1+(t-s)^{-1})^{1-\alpha} (1+ t-s)(t-s)^{(\alpha_1
  +\alpha_2)\epsilon}
 B(\alpha_1\epsilon+\mu,\alpha_2\epsilon+\alpha+\delta-\mu) \,.
 \end{align*}
 The result is concluded.
 \end{proof}

    \section{Analyticity}


   The construction of a convenient topology gives the necessary tool to
ask about the regularity of the evolution operator in relation to the
coefficient operator, which is done now.

\begin{theorem}\label{thm5.1}
 Suppose $\epsilon\in(0,1)$, $\mu\in(0,\epsilon)$ and $J$ is a finite
interval. Then the map
 \begin{gather*}
 P \to \{T_P(t,s)  : t>s  ,  t,s\in J\} :\\
 W\subset C^\epsilon(J,\mathcal{L}(X_0))\cap C(J,\mathcal{L}(X_\mu)) \to C(\Delta,\mathcal{L}(X_\alpha))
 \end{gather*}
is analytic if $\alpha\in (0,1)$ and if $X_\alpha\subset X_0$,
continuously and densely, then
 \begin{gather*}
 (P,\xi) \to \{T_P(t,s)\xi  : t\geq s  ,  t,s\in J\} :\\
 W\times X_\alpha\subset C^\epsilon(J,\mathcal{L}(X_0))\cap C(J,\mathcal{L}(X_\mu))\times X_\alpha \to C(\overline{\Delta},\mathcal{L}(X_\alpha))
 \end{gather*}
 is also analytic.

Furthermore, let $J=[0,T]$, $T<\infty$, and
$G(P,f)(t)=\int_0^t T_P (t,s)f(s)ds$. The map
$$
(P,f)\to G(P,f): W\times C(J,X_\beta) \to C(J,X_\alpha)
$$
is analytic if $\alpha\in [0,1)$ and $\mu<\beta\leq 1$ and
$\beta\geq \alpha$.
\end{theorem}

 \begin{proof}
The well definition of the the first map follows from the properties
of the evolution operators which say
that $[(t,s)\to T_P(t,s)]\in C(\Delta,\mathcal{L}(X_0))$ and
$[(t,s)\to T_P(t,s)]\in C(\Delta,\mathcal{L}(X_1))$.
So, by interpolation arguments,
$[(t,s)\to T_P(t,s)]\in C(\Delta,\mathcal{L}(X_\alpha))$.
The others follow from similar arguments.

  It is well known that if $X,Y$ are complex Banach spaces, $U\subset X$ is an open set such that the map $f:U\subset X \to Y$  is locally bounded and complex G\^ateaux differentiable, then $f$ is analytic.
Thus, consider any $P,Q\in W$ and take an open ball $B(P,r)$ with center $P$ and radius $r$ such that  $\{R(t)A  |  t\in   ,  R\in B(P,r)\} $ is a family of sectorial operators in $X_0$ with domain $X_1$.
As a result, there exists $a_0>0$ such that $\|T_R(t,s)\|_{\mathcal{L}(X_\alpha)}\leq a_0$
for all $R\in B(P,r)$. Therefore the function $R\to T_R$ is locally bounded.
Recall the last section and substitute the family of sectorial operators  $\mathcal{S}$, defined in the initial part of that section, by the ball $B(P,r)$. So use here, the constants defined in those propositions.
Consider also the complex neighborhood
$O=\{\lambda  |  P+\lambda Q\in B(P,r)\}$. For all $\lambda \in O$,  we have
 $$
 \frac{\partial}{\partial t} T_{P+\lambda Q}(t,s)
 +(P(t)+\lambda Q(t))A T_{P+\lambda Q}=0\,, \quad t>s\, .
 $$
 Then
 \begin{align*}
 & \frac{\partial}{\partial t}(T_{P+\lambda Q}(t,s)-T_P(t,s)) +
 P(t)A(T_{P+\lambda Q}(t,s)-T_P(t,s))\\
&=\lambda Q(t)A(T_{P+\lambda Q}(t,s)-T_P(t,s))-\lambda Q(t)AT_P(t,s) , \quad
 t>s\, .
 \end{align*}
  We write this equation in the integral form,
\[
 T_{P+\lambda Q}(t,s) = T_P(t,s)
 -\lambda \int_s^t T_P(t,\tau)Q(\tau)AT_P(\tau)d\tau +\Psi(\lambda),
\]
 where
 $$
 \Psi(\lambda)=-\lambda \int_s^t T_P(t,\tau)Q(\tau)A
(T_{P+\lambda Q}(\tau,s)-T_P(\tau,s))d\tau\,.
$$
 By the estimates concerning the evolution operators, we obtain
 $$
 \|\Psi(\lambda)\|_{\mathcal{L}(X_\alpha)} \leq
 |\lambda|^2 e^{-\Omega(t-s)} \max_{\tau\in[s,t]}\{ \|Q(\tau)\|_{\mathcal{L}(X_\mu)}\}
 \max_{\tau\in[s,t]}\{ \|Q(\tau)\|_{\mathcal{L}(X_0)}\}I^*\,,
 $$
 where
\[
 I^*=\int_s^t(1+(t-\tau)^{-1})^\alpha (1+(\tau-s)^{-1})^{1-\alpha}
 p_1(t-\tau)p(\tau-s)d\tau\,.
\]
  So
$ I^*\leq B(\alpha,1-\alpha)p_1(t-s)p(t-s)$.
Then the limit of
 $$
 (T_{P+\lambda Q}(t,s)-T_P(t,s))/\lambda
 $$
 exists uniformly for $t,s\in J$, $t>s$, in any finite interval $J$,
if $\Omega <0$, and in an arbitrary interval (finite or infinite),
if $\Omega>0$. Anyway, the function $P\to T_P$ is complex
 G\^auteaux differentiable from $W$ to $C(\Delta,\mathcal{L}(X_0))$
in any finite interval $J$.   The other case follows straightforward
from the above and from the linearity of $T_P(t,s)\xi$ relative to $\xi$.
 As a consequence of this proof, we obtain the derivative
 $$
 \partial_P T_P(t,s)H=-\int_s^t T_P(t,\tau)H(\tau)AT_P(\tau,s)d\tau\, ,
 $$
 where $H\in C^\epsilon(J,\mathcal{L}(X_0))\cap C(J,\mathcal{L}(X_\mu))$.

Now we prove the last assertion.
For $\lambda\in O$, we have
$$
\frac{G(P+\lambda Q,f+\lambda g)-G(P,f)}{\lambda}=
\frac{G(P+\lambda Q,f)-G(P,f)}{\lambda} +
G(P+\lambda Q,g)
$$
The evaluation of the limit for $\lambda \to 0$ of the first part
is done likewise for
$(\xi,P)\to\{\int_0^t T_P(t,s)\xi dx$, $t\in J\}$ and the second
follows straightforward from
the observation that $(P,g)\to G(P,g)$ is continuous.
 \end{proof}

\begin{corollary} \label{coro5.2}
For $P\in W$ such that
$\|T_P(t,x)\|_{(X_\alpha,X_\beta)}=O(e^{-\Omega(t-s)})$,
$\Omega>0$, the interval $J$ in  Theorem \ref{thm5.1}
can be taken infinite.
\end{corollary}


\section{Application}

In this section we present an application of Theorem \ref{thm5.1}.
It applies naturally in obtaining results about the dependence of
the solution of reaction-diffusion equations in respect to the
parameters of the equation.

 Let  $n$ be an integer, $3 \geq n\geq 1$, $\Omega \subset R^n$, a
$C^\infty$ domain (see Triebel \cite{triebel}  for definition),  and
$L_2(\Omega,\mathbb{C})$ , $W^{2,2}(\Omega,\mathbb{C})$ the usual spaces of Lebesgue
and Sobolev.

It is well known that the Laplacian operator $\Delta$, which is defined
over the regular functions that satisfies the Dirichlet conditions
$u|_{\partial \Omega}=0$ is closed in $L_2(\Omega,\mathbb{C})$. Its domain
 $D(-\Delta)$ is the space $W^{2,2}_0(\Omega,\mathbb{C})=
\{ f \in W^{2,2}(\Omega,\mathbb{C})\ | f|_{\partial \Omega}=0\}$ and the 
norm of this space is equivalent to the norm of the graph $-\Delta$.

Let $N\geq 1$, $N$ integer,  and $I_N$ the identity matrix of order $N$
over $\mathbb{C}^N \times \mathbb{C}^N$. Also, define by  $-I_N\Delta$ the 
operator
which diagonal is the Laplacian. Clearly,  $-I_N\Delta$ is closed in
$L_2(\Omega, \mathbb{C}^N)$ and its domains is equal to 
$W^{2,2}_0(\Omega,\mathbb{C}^N)$,
whose the $N$ components  satisfy the Dirichlet conditions.

We consider now the complex interpolation functor $[\,,\,]_\theta$,
$\theta\in (1/4,1)$. The interpolation space theory states that the space
 $[L_2(\Omega,\mathbb{C}), W_0^{2,2}(\Omega,\mathbb{C})]_\theta$ 
 is an interpolation
space likewise it was defined in the Section $2$
(see \cite[p. 321, theorem (a)]{triebel}). Thus,
 $X_\theta=[L_2(\Omega,\mathbb{C}^N),W_0(\Omega,\mathbb{C}^N)]_\theta$ 
also satisfies
the same definition of Section $2$, because
 $L_2(\Omega,\mathbb{C}^N)$ is isomorphic to  
 $L_2(\Omega,\mathbb{C})\times \cdots \times
L_2(\Omega,\mathbb{C})$, $N$ times. Similarly,  
$W^{2,2}_0(\Omega, \mathbb{C}^N)$
is isomorphic to $W^{2,2}_0(\Omega,\mathbb{C})\times \cdots \times
W^{2,2}_0(\Omega,\mathbb{C})$. Moreover, the complex interpolation of the
Cartesian product is the Cartesian product of the complex interpolation.

 In what follows, let $\epsilon\in (0,1)$ and $J$ be the interval
$[0,T]$, $T>0$. Let $C^\epsilon(J,M_N)$ be the set of continuous H\"older
functions  over the space of the square complex matrices
$M_N\in \mathbb{C}^{N}\times \mathbb{C}^N$, and $C^\epsilon_+(J,M_N)$ the open set in
 $C^\epsilon(J,M_N)$, such that the operator $P(t)$ has non-zero positive
 eigenvalues for all  $t\in J$.

Finally, let $f:J\to L_2(\Omega,\mathbb{C}^N)$, H\"older continuous and such that
$f:J\to X_\theta$ is continuous.
Using these conditions, we shall apply Theorem \ref{thm5.1} to the system
\begin{gather*}
 u_t +P(t)(I_N(-\Delta))u=f(t) \\
 u|_{\partial \Omega}=0, \\
 u(0)=\xi
\end{gather*}
which has a solution, and it can be written as
$$
u(t)=T_P(t,0)\xi + \int_0^t T_P(t,s)f(t)ds
$$

We remark, firstly, that the  conditions (ii)) and (iii) in the definition
of $W$, see Proposition 3.3, follow trivially from the fact that
$X_\theta$ is a linear space. The condition $(i)$ follows from the
main theorem in Oliveira  \cite{ol}. Hence, according to
Theorem \ref{thm5.1},
the mapping
$(P,f) \to u(.;P,f,\xi)$ is analytic, from
$C^\epsilon_+(J,M_N)\times C(J,X_\mu)\times X_\theta$
to $C(J,X_\theta)$, $\theta\in(\mu,1]$.

Obviously, this application includes the case
\begin{gather*}
 u_t +P(\lambda)(I_N(-\Delta))u=f(t,\pi) \\
 u|_{\partial \Omega}=0 \\
 u(0)=\xi
\end{gather*}
in which $\lambda\in \Lambda$ and $\pi\in \Pi$, where
$\Lambda$ and $\Pi$ are Banach spaces. Also, supposing the mappings
$\lambda\to P(\lambda)$ and  $\pi \to f(.,\pi)$ are analytic,
it allows to conclude the analyticity of $u$ in respect the parameters
$\lambda$ and $\pi$. Observe that a theorem, obtained by
Henry \cite[Lemma 3.4.2]{henry}, for the  dependency of the parameters
with the operator, covers the case when $P(\lambda)$ is diagonal
matrix and, therefore, the $N$ components of the equation system can
be decoupled.

 By repeating Henry's argument
 \cite[chapter 3, Theorem 3.4.4]{henry},
 the present application can be extended to the semilinear case in which $f$ also
 depends of the solution
 with the restriction that the image of $f(u)$
 must have greater regularity in  $X_\mu$, $\mu>0$.
In addition, we note that the Semilinear Geometric Theory of Henry
 can be constructed with interpolation spaces
as referred here.

\subsection*{Acknowledgements}The authors would like to thank the
valuable suggestions of the referee which improved the article.

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