\documentclass[reqno]{amsart}
\usepackage{hyperref}

\AtBeginDocument{{\noindent\small
Tenth MSU Conference on Differential Equations and Computational
Simulations,\newline
\emph{Electronic Journal of Differential Equations},
Conference 23 (2016),  pp. 21--33.\newline
ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu
\newline ftp ejde.math.txstate.edu}
\thanks{\copyright 2016 Texas State University.}
\vspace{9mm}}

\begin{document} \setcounter{page}{21}
\title[\hfilneg EJDE-2016/Conf/23 \hfil d'Alembert's formula]
{d'Alembert's formula and periodic mild solutions to iterated higher-order
differential equations in Hilbert spaces}

\author[N. Iraniparast, L. Nguyen \hfil EJDE-2016/conf/23 \hfilneg]
{Nezam Iraniparast, Lan Nguyen}

\address{Nezam Iraniparast \newline
Department of Mathematics, Western Kentucky University,
Bowling Green KY 42101, USA}
\email{Nezam.Iraniparast@wku.edu}

\address{Lan Nguyen \newline
Department of Mathematics, Western Kentucky University,
Bowling Green KY 42101, USA}
\email{Lan.Nguyen@wku.edu}


\thanks{Published March 21, 2016}
\subjclass[2010]{34G10, 34K06, 47D06}
\keywords{Keywords and phrases: Abstract higher-order differential equations;
\hfill\break\indent  Fourier series; periodic mild solutions; operator semigroups}

\begin{abstract}
 We give necessary and sufficient conditions
 for the periodicity of solutions of mild solutions to
 the iterated higher-order differential equation
 $$
 \prod_{j=1}^{n}(\frac{d}{dt} -A_j)u(t)=f(t), \quad 0 \le t\le T,
 $$
 in a Hilbert space. Our results are illustrated with examples and applications.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{lemma}[theorem]{Lemma}
\newtheorem{proposition}[theorem]{Proposition}
\newtheorem{definition}[theorem]{Definition}
\newtheorem{corollary}[theorem]{Corollary}
\allowdisplaybreaks

 
\section{Introduction}

In this article we study the periodicity of solutions of the iterated
higher-order differential equation
\begin{equation}\label{high}
\prod_{j=1}^{n}\big(\frac{d}{dt} -A_j\big)u(t)=f(t), \quad 0 \le t\le T,
\end{equation}
where $A_j$ are  linear, closed and mutually commuting  operators on a
Hilbert space $E$, and $f$ is a  function from  $[0,T]$ to $E$.

 The asymptotic behavior and, in particular, the periodicity of solutions
 of the higher-order differential equation
\begin{equation}\label{n}
u^{(n)}(t)=Au(t)+f(t), \quad 0 \le t\le T ,
\end{equation}
 has been a subject of intensive study for recent decades.
 When $n=1$, it is well known \cite{hale} that, if $A$ is an $n\times n$ matrix on
$\mathbb{C}^n$, then  \eqref{n} admits a unique $T$-periodic solution for each
continuous $T$-periodic forcing term $f$ if and only if $\lambda_k=2k\pi /T$,
$k\in\mathbb{Z}$, are not eigen-values of $A$. That result was extended by Krein
and Dalecki \cite{dakr} to the Cauchy problem in an abstract Banach space.
It was shown \cite[Theorem II 4.3]{dakr} that, if $A$ is a linear,
bounded operator on $E$, then  \eqref{n} admits a unique $T$-periodic
solution  for each $f\in C[0,T]$ if and only if $2k\pi i/T \in \varrho(A)$,
$k \in \mathbb{Z}$. Here $\varrho(A)$ denotes the resolvent set of $A$.
For an unbounded operator $A$, the situation changes dramatically and
the above statement generally fails. When $A$ generates a strongly
continuous semigroup, periodicity of solutions of \eqref{first} has intensively
been  studied recently (see e.g. \cite{haraux, lm, pruss, vusc}).
Corresponding results on the periodic solutions of the second order
differential equation were obtained in \cite{cili, sc}, when $A$ is
the generator of a cosine family. Related results on the periodicity
of solutions of \eqref{n}, when $A$ is a closed operator, can be found
in \cite{eiti, hakr, minh, ng, vusc2} and the references therein.

Unfortunately, for the complete higher-order differential equations, we have
little consideration about the regularity of their solutions, mainly because of
the complexity of the structure of the equation.
In \cite{san} and \cite{gosan}, the authors studied the iterated higher-order
Cauchy problem of the type
\begin{equation}\label{sa}
\begin{gathered}
\prod_{j=1}^{n}\big(\frac{d}{dt} -A_j\big)u(t)=0, \quad t > 0,\\
u^{(j)}(0) = x_j\in E \quad (j=0,1, \dots , n-1)
\end{gathered}
\end{equation}
and stated that, under some certain conditions,  \eqref{sa} is well posed
if and only if $A_i$ are generators of $C_0$-semigroups.
Moreover, they found the formula of solutions  in the form $u(t)=\sum_1^n u_i(t)$,
where $(d/dt -A_j)u_i =0$. That result suggests that \eqref{sa} is in some
sense the correct way to consider higher-order Cauchy problems.
 Later, in \cite{gogoob}, the nonautonomous version of iterated evolution
equation \eqref{sa} was studied, where  a nice structure of the solutions
was found.

 In this paper we investigate the periodicity of mild solutions of the
iterated  higher-order differential equation \eqref{high} when $A_j$,
$j= 0, 1, \dots , n-1$, are  linear and closed operators on a Hilbert space $E$.
The main tool we use here is the Fourier series method.
For an integrable function $f(t)$ from $[0,T]$ to  $E$, the Fourier
coefficient of $f(t)$ is defined by
$$
f_k = \frac{1}{T}\int_0^Tf(s)e^{-2k\pi is/T} ds, \quad k \in Z.
$$
Then $f(t)$ can be represented by Fourier series
\[
f(t) \approx \sum_{k = -\infty}^{\infty}e^{2k\pi it/T} f_k.
\]
We first give the definition of mild solution to  \eqref{high}, when $n=1$.

\begin{definition} \label{def1.1} \rm
(i) A continuous function $u(\cdot)$ is a mild solution of the differential equation
\begin{equation}\label{first}
u'(t)=Au(t)+f(t), \quad t\in[0,T] ,
\end{equation}
if $\int_0^tu(s)ds\in D(A)$ and
$$
u(t)=u(0)+A\int_0^tu(s)ds +\int_0^tf(s)ds
$$
 for all $t\in [0, T]$.

(ii) Suppose $f$ is a continuous function. A function $u(\cdot)$ is a
classical solution of  \eqref{first} if $u(t)$ is continuously differentiable,
$u(t)\in D(A)$, and \eqref{first} holds for all $t\in [0, T]$.
 \end{definition}

  It is not hard to see that, if a mild solution of \eqref{first} is continuously
differentiable, then it is a classical solution. Furthermore,  if $u(t)$ is
a mild solution on $[0, T]$ with $u(0)=u(T)$, then $u(t)$ can be continuously
extended to a  $T$-periodic mild solution of \eqref{first} on $\mathbb{R}$,
provided $f(t)$ has been extended $T$-periodically, too. Therefore, we call
a mild solution of \eqref{first} $T$-periodic if $u(0)=u(T)$.

 We now consider the iterated differential equation \eqref{high}  and
employ the substitution (see also \cite{san}) by defining
$U(\cdot):=(u_1(\cdot), u_2(\cdot),\dots , u_n(\cdot))^T$ with
 \begin{align*}
 u_1(\cdot)&=u(\cdot)\\
 u_2(\cdot)&=u_1(\cdot)' -A_1u_1(\cdot) \\
 &\dots\\
 u_n(\cdot)=u_{n-1}(\cdot)' -A_{n-1}u_{n-1}(\cdot).
 \end{align*}
 Then we have
 \begin{align*}
 u_1(\cdot)'&=A_1u_1(\cdot) +u_2(\cdot);\\
 u_2(\cdot)'&=A_2u^1(\cdot) +u^3(\cdot);\\
 &\dots \\
 u_{n-1}(\cdot) '&=A_{n-1}u^{n-1}(\cdot) +u_{n}(\cdot);\\
 u_n(\cdot)'&= A_nu_n(\cdot)+f(\cdot).
 \end{align*}
 That can be  written in matrix form as
\begin{equation}\label{big}
U' (t)= \mathcal{C} U(t) +F(t), \quad  t\in \mathbb{R},
\end{equation}
on the product space $E^{n}$, where $F(t)= (0, 0,\dots ,0, f(t))^T$ and
\begin{equation}\label{mat}
\mathcal{C}:=
\begin{pmatrix}
A_1 &I &0& \cdots & \cdots &0\\
0 &A_2 & I&\ddots & &\vdots \\
\vdots & & \ddots & \ddots & \ddots &\vdots \\
\vdots & &  & \ddots & \ddots &\vdots \\
\vdots & & & \ddots & A_{n-1}& I\\
0&\cdots &&\cdots &0 & A_n
\end{pmatrix}
\end{equation}
 with  $D(\mathcal{C}):= D(A_1)\times D(A_2) \times \dots \times D(A_n)$.
 Note that the product space
$E^n$  is again  a Hilbert space
with the norm $\|(x_1, x_2, \dots ,x_n)^T\|:= \sqrt{\sum_1^n\|x_i\|^2}$.
In \cite{san}, is was stated that $\mathcal{C}$ is generator of a $C_0$-semigroup
in $E^n$ if and only if $A_i$ ($i=1, 2, \dots , n$) are generators of $C_0$
semigroups in $E$. That suggests the following definition of mild (classical)
solutions for iterated higher-order differential equation.

\begin{definition} \label{def1.2} \rm
A continuous function $u(\cdot)$ is a mild (classical) solution of the higher-order differential equation \eqref{high} if $u$ is the first component
of a mild (classical) solution of the first-order differential equation
 \eqref{big}.
\end{definition}

 We next establish the relationship between the Fourier coefficients of the
periodic solutions of \eqref{high} and those of the inhomogeneity $f$.
Then, as the main result, we give an equivalent condition so that
\eqref{high} admits a unique periodic solution for each  inhomogeneity
$f$ in a certain function space. Our result generalizes some well-known ones,
 as in Section 3 we present  several particular cases, among which,
$A$ generates a $C_0$ semigroup and a cosine family.

 Throughout this article, if not otherwise indicated, we assume that $E$ is a
complex Hilbert space and $A_i$, $i=1, \dots , n$, are linear, closed and mutually
commuting  operators on $E$ with $D= D(A_j)$, $j=1, 2, \dots , n$,
dense in $E$. The spectrum and  resolvent set of $A$ are denoted by $\sigma(A)$
and $\varrho(A)$, respectively and $(\lambda -A)^{-1}$ is denoted by
$R(\lambda, A)$. Two unbounded operators $A$ and $B$ are said to commute
if for each $\lambda_1\in \varrho(A)$ and $\lambda_2\in \varrho(B)$ we
have $(\lambda_1-A)^{-1}(\lambda_2 -B)^{-1} =(\lambda_2-B)^{-1}(\lambda_1 -A)^{-1} $.
That definition is equivalent to the fact that $AB=BA$ as the following simple
lemma shows.

  \begin{lemma}\label{12}
Suppose $A$ and $B$ are two commuting operators. Then for each
$x\in D$ with $Bx\in D$ we have $Ax\in D$ and $BAx=ABx$.
\end{lemma}

\begin{proof}
 Let $\alpha\in \varrho(A)$ and $\beta\in \varrho(B)$ and put $y=ABx$. Then
$$
(\alpha -A) (\beta -B) x =\alpha \beta x -\beta A x - \alpha B x +y
$$
or
\begin{align*}
x&=  (\beta -B)^{-1}(\alpha -A)^{-1}( \alpha \beta x -\beta A x - \alpha B x +y)\\
&=(\alpha -A)^{-1}(\beta -B)^{-1}( \alpha \beta x -\beta A x - \alpha B x +y),
\end{align*}
which implies
$$
(\beta -B)(\alpha -A) x =\alpha \beta x -\beta A x - \alpha B x +y
$$
or $BAx=y=ABx$.
\end{proof}

 Let $J=[0, T]$. For the sake of simplicity (and without loss of generality)
we assume  $T = 1$.  For $p\ge 1$,  $L_p(J)$ denotes the space of $E$-valued
$p$-integrable functions on $J$ with
$\|f\|_{L_p(J)}=(\int_0^1\|f(t)\|^pdt )^{1/p}<\infty$  and
$C(J)$ the space of continuous functions on $J$ with
$\|f\|_{C(J)}= \max\limits_{J}\|f(t)\|$. Moreover, if
 $m\ge 1$, we define the function space
\[
W_2^m(J): =\{f\in L_2(J): f', f'', \dots , f^{(m)}\in L_2(J)\}
\]
which  is  a Hilbert space with the norm
\[
\|f\|_{W_2^m}:=\Big(\sum_{j=0}^m\|f^{(j)}\|^2_{L_2(J)}\Big)^{1/2}.
\]
We will use the following simple lemma.

\begin{lemma}\label{22}
If $F$ is an absolutely continuous function on $J$ such that $f= F' \in L_p(J)$,
then for $k\neq 0$ we have
$$
F_k=\frac{1}{2k\pi i}f_k +\frac{F(0)-F(1)}{2k\pi i},
$$
where $f_k$ and $F_k$ are the Fourier coefficients of $f$ and $F$, respectively.
\end{lemma}

Finally, a continuous function $u(\cdot)$  is said to be a 1-periodic
solution of \eqref{high} (or to be a solution  in $W_2^m(J)$)
if the corresponding mild solution $\mathcal{U}(\cdot)$ of \eqref{big} is
1-periodic (or  in $W_2^m(J, E^n)$) respectively.

\section{Periodic mild solutions of higher-order differential equations}

\begin{proposition}\label{propp}
Suppose $f\in L_p(J)$ and $u$ is a mild solution of the first-order
differential equation
\begin{equation}\label{first2}
u'(t)=Au(t)+f(t), \quad t\in J.
\end{equation}
Then
\begin{equation}\label{formula}
(2k\pi i -A)u_k-f_k = u(0)-u(1)
\end{equation}
for $k\in \mathbb{Z}$.
\end{proposition}

\begin{proof}
Let $u$  be a mild solution of  \eqref{first}, i.e.,
\begin{equation} \label{n-1}
u(t) = u(0)  +A\int_0^tu(s)ds+\int_0^tf(s)ds.
 \end{equation}
First, if $k=0$, then using \eqref{n-1} for $t=1$  we have
$u(1) = u(0) +Au_0+f_0$,
from which \eqref{formula} holds for $k=0$.

Next, if $k\neq 0$, taking the $k^{th}$ Fourier coefficient on both sides
of \eqref{n-1}, we obtain
\begin{align*}
u_k &= A\int_0^1e^{-2k\pi i s}\int_0^su(\tau)d\tau ds
 +\int_0^1e^{-2k\pi i s}\int_0^sf(\tau)d\tau ds\\
 &=AU_k +F_k,
\end{align*}
where $U_k$ is the $k^{th}$ Fourier coefficient of $U(t)=\int_0^tu(\tau)d\tau $
and $F_k$ is the $k^{th}$ Fourier coefficient of $F(t)=\int_0^tf(\tau)d\tau $.
Using now Lemma \ref{22} for $U(t)= \int_0^tu(\tau)d\tau $ and
$F(t)= \int_0^tf(\tau)d\tau $ we obtain
\[
u_k=\frac{A(u_k -U(1))}{2k\pi i}+\frac{f_k-F(1)}{2k\pi i},
\]
from which we have
\begin{align*}
(2k\pi i-A)u_k &=f_k -(AU(1)+F(1))\\
 &=f_k -(A\int_0^1u(s)ds+\int_0^1f(s)ds)\\
&=f_k+(u(0)-u(1)).
 \end{align*}
Hence, \eqref{formula} holds. Here we used the fact that $u$ is a mild
 solution of \eqref{first}, implying
 $ u(1)=u(0) +A\int_0^1u(s)ds +\int_0^1 f(s)ds$.
\end{proof}

If $u$ is a 1-periodic solution of \eqref{first}, then we have a nice
relationship between  Fourier coefficients of $u$ and those of $f$, as
the following result shows.

\begin{corollary}\label{key}
Suppose $f\in L_p(J)$ and $u$ is a continuous mild  solution of \eqref{first}.
Then $u$ is 1-periodic if and only if
\begin{equation}\label{fourier}
(2k\pi i-A) u_k = f_k
\end{equation}
for every $k\in \mathbb{Z}$.
\end{corollary}

Next we give a sufficient condition for the existence of 1-periodic mild
solutions of \eqref{high}.

\begin{proposition}\label{key2}
Suppose $f\in L_p(J)$. Then the iterated differential equation \eqref{high}
 admits a continuous, 1-periodic mild solution if and only if there is
a sequence $(u_k)_{k=-\infty}^{\infty}\subset E$, such that
\begin{itemize}
\item[(i)] For each $m$, $0\le m\le n-1$, the function
\begin{equation}\label{conti}
v_m(t):=\sum_{k=-\infty}^{\infty}e^{-2k\pi it}[\prod_{j=1}^m(2k\pi i-A_j)]u_k
\end{equation}
is continuous on $[0,1]$ and
\item[(ii)] The equality
\begin{equation}\label{fourier-n}
\prod_{j=1}^{n}(2k\pi i-A_j) u_k = f_k
\end{equation}

holds for every $k\in \mathbb{Z}$.
\end{itemize}
\end{proposition}

\begin{proof}
 Suppose \eqref{high} admits a 1-periodic  mild solution $u$.
By the definition of solution $u$, there is a 1-periodic mild solution
$U(t)=(u_1(t), u_2(t), \dots , u_n(t))^{T}$ of \eqref{big} with $u=u_1$.
By Corollary \ref{key}, we have
$$
(2k\pi i-\mathcal{C})U_k=(0, 0, \dots , f_k)^T
$$
or
$$
\begin{pmatrix}
(2k\pi i-A_1) &-I &0& \cdots & \cdots &0\\
0 &(2k\pi i-A_2) & -I&\ddots & &\vdots \\
\vdots & & \ddots & \ddots & \ddots &\vdots \\
\vdots & &  & \ddots & \ddots &\vdots \\
\vdots & &  & &\ddots &-I \\
0&\cdots &&\cdots &0 & (2k\pi i-A_n)
\end{pmatrix}
\begin{pmatrix}
(u_1)_k\\
(u_2)_k\\
\vdots \\
(u_n)_k\\
\end{pmatrix}
=\begin{pmatrix}
0\\
0\\
\vdots \\
f_k\\
\end{pmatrix},
$$
which implies
\begin{equation}\label{aa}
\begin{aligned}
  (u_2)_k&=(2k\pi i -A_1)(u_1)_k=(2k\pi i -A_1)u_k;\\
  (u_3)_k&=(2k\pi i -A_2)(u_2)_k=(2k\pi i -A_2)(2k\pi i -A_1)u_k;\\
  &\dots \\
  (u_n)_k&=(2k\pi i -A_{n-1})(u_{n-1})_k =\prod_{j=1}^{n-1}(2k\pi i-A_j)u_k;\\
 f_k&=(2k\pi i -A_n)(u_n)_k=\prod_{j=1}^{n}(2k\pi i-A_j)u_k.
\end{aligned}
\end{equation}
Hence, for each $j$, $0\le j\le n-1$, the function
$$
v_j(t):=\sum_{k=-\infty}^{\infty}e^{2k\pi it}[\prod_{z=1}^j(2k\pi i-A_z)]u_k
$$
is the same as $u_j(t)$, which is continuous on $[0,1]$. 
Moreover,  \eqref{fourier-n} follows from \eqref{aa}.

 Conversely, suppose for each $j$, $0\le j\le n-1$, the function \eqref{conti}
is continuous on $[0,1]$ and\eqref{fourier-n} holds. We show that there exists 
a mild solution $U$ of \eqref{big}, which is 1-periodic. 
To this end, for each $k\in \mathbb{Z}$ we define
\begin{align*}
 u_1(t)&:=\sum_{k=-\infty}^{\infty}e^{2k\pi it}u_k;\\
  u_2(t)&:=\sum_{k=-\infty}^{\infty}e^{2k\pi it}(2k\pi i-A_1) u_k;\\
  &\dots \\
  u_n(t)&:=\sum_{k=-\infty}^{\infty}e^{2k\pi it}\prod_{j=1}^{n-1}(2k\pi i-A_j)u_k.
\end{align*}
Then, by the assumption, $U(t):=(u_1(t), u_2(t), \dots , u_n(t))^T$ 
is  a continuous function with the following Fourier coefficients:
\begin{align*}
 (u_2)_k&=(2k\pi i -A_1)u_k;\\
 (u_3)_k&=(2k\pi i -A_2)(u_2)_k =(2k\pi i-A_2)(2k\pi i-A_1)u_k\\
  &\dots \\
 ( u_n)_k&=(2k\pi i-A_{n-1})(u_{n-1})_k=\prod_{j=1}^{n-1}(2k\pi i-A_j)u_k
\end{align*}
and by \eqref{fourier-n},
\[
 (2k\pi i-A_n)(u_n)_k=\prod_{j=1}^{n}(2k\pi i-A_j)u_k=f_k
\]
Hence,
$$
\begin{pmatrix}
(2k\pi i-A_1) &-I &0& \cdots & \cdots &0\\
0 &(2k\pi i-A_2) & -I&\ddots & &\vdots \\
\vdots & &  & \ddots & \ddots &\vdots \\
\vdots & &  & \ddots & \ddots &\vdots \\
\vdots & &  & \ddots & \ddots &-I\\
0&\cdots &&\cdots &0 & (2k\pi i-A_n)\\
\end{pmatrix}
\begin{pmatrix}
(u_1)_k\\
(u_2)_k\\
\vdots \\
(u_n)_k\\
\end{pmatrix}
=\begin{pmatrix}
0\\
0\\
\vdots \\
f_k\\
\end{pmatrix}
$$
or
$(2k\pi -\mathcal{C})U_k=(0,0, \dots , f_k)^T$.
By Corollary \ref{key}, $U(t)=(u_1(t), u_2(t), \dots , u_n(t))^T$ 
is a 1-periodic  mild solution of \eqref{big} and hence,  $u(t)$ is a 
1-periodic mild solution of \eqref{high}. 
\end{proof}

Note that Proposition \ref{propp}, Corollary \ref{key} and 
Proposition \ref{key2} also hold if $E$ is a Banach space. We now can 
state the main result of the paper.

\begin{theorem}\label{main}
Suppose $E$ is a Hilbert space. Then the following are equivalent
\begin{itemize}
\item[(i)] 
For each function $f\in W_2^1(J)$, Equation \eqref{high}
admits a unique 1-periodic mild solution in $W_2^1(J)$;

\item[(ii)] 
For each $k\in \mathbb{Z}$ and $1\le j\le n$, $2k\pi i \in \varrho(A_j)$ and
there is a number $M>0$ such that
\begin{equation}\label{h}
\sup_{k\in \mathbb{Z}}\|(2k\pi i-A_j)^{-1} (2k\pi i-A_{j+1})^{-1}\cdots
 (2k\pi i-A_n)^{-1}\| =M< \infty.
\end{equation}
\end{itemize}
\end{theorem}

\begin{proof} 
 (i) $\Rightarrow$ (ii):
 Suppose for each function $f\in W_2^1(J)$, Equation \eqref{high} admits a 
unique 1-periodic mild solution $u\in W_2^1(J)$. By the definition of solution 
$u$ in $W_2^1(J)$, the corresponding solution $U$ of \eqref{big} belongs 
to $W_2^1(J, E^n)$. We prove that $U$ is the only mild solution of \eqref{big} 
corresponding to $f$  by showing that $U\equiv 0$ is the only mild 
solution of \eqref{big}corresponding to $f\equiv 0$. Indeed, if $f\equiv 0$, 
then $u\equiv 0$. Hence, its Fourier  coefficients $u_k=0$ for all $k\in \mathbb{Z}$.
In the proof of Theorem \ref{key2} we have
$(u_2)_k=(2k\pi i -A_1)u_k=0$
for all $k\in \mathbb{Z}$. Hence, $u_2(t)\equiv 0$. Similarly, we have
$u_j(t)\equiv 0$ for all $1\le j\le n$ and thus, $U(t)\equiv 0$.\\[5pt]
Define the operator:
$$
G:f\in W_2^1(J)\mapsto Gf\in W_2^1(J, E^n)
$$
as follows: $(Gf)(t)$ is the unique solution of \eqref{big} corresponding to $f$. 
Then $G$ is a linear, everywhere defined operator. We will prove its boundedness  
by showing $G$ is a closed operator. 

 To this end, suppose $\{f_m\}_{m=1}^{\infty}$ is a sequence of functions in 
$F_1= W_2^1(J)$ such that $f_m\to f$ in $F_1$ and $Gf_m$ approaches  some 
function $V=(V_1, V_1, \dots ,V_n)^T$ in $F_2 =W_2^1(J, E^n)$ as $m\to \infty$. 
We show that $f\in D(G)$ and $Gf=V$. 

  Since $Gf_m$ is a mild solution of \eqref{big} corresponding to $f_m$,  we have
  $$
Gf_m(t)=Gf_m(0)+\mathcal{C}\int_0^tGf_m(s)ds+\int_0^tF_m(s)ds.
  $$
  Hence,
 \begin{equation}\label{ind}
\begin{gathered}
 (Gf_m)_1(t) =(Gf_m)_1(0)+A_1\int_0^t(Gf_m)_1(s)ds+\int_0^t(Gf_m)_2(s)ds\\
  (Gf_m)_2(t) =(Gf_m)_2(0)+A_2\int_0^t(Gf_m)_2(s)ds+\int_0^t(Gf_m)_3(s)ds\\
  \dots \\
  (Gf_m)_{n-1}(t) =(Gf_m)_{n-1}(0)+A_{n-1}\int_0^t(Gf_m)_{n-1}(s)ds
+\int_0^t(Gf_m)_n(s)ds\\
  (Gf_m)_n(t) =(Gf_m)_n(0)+A_n\int_0^t(Gf_m)_n(s)ds+\int_0^tf_m(s)ds.
\end{gathered}
\end{equation}

  Consider now the sequence $\{x_m\}_{m\ge 1}$ in $E$, where 
$x_m=\int_0^t(Gf_m)_1(s)ds$. We have
 $$
x_m= \int_0^t(Gf_m)_1(s)ds \to \int_0^tV_1(s)ds
 $$
 as $m\to \infty$, and from \eqref{ind},
  \begin{align*}
 A_1x_m= A_1\int_0^t(Gf_m)_1(s)ds
&=(Gf_m)_1(t) -(Gf_m)_1(0)-\int_0^t(Gf_m)_2(s)ds \\
 &\to  V_1(t) -V_1(0)-\int_0^tV_2(s)ds
 \end{align*}
as $m\to \infty$. Since $A_1$ is a closed operator, we have 
$\int_0^tV_1(s)ds \in D(A_1)$ and
 $$
 A_1\int_0^tV_1(s)ds =V_1(t) -V_1(0)-\int_0^tV_2(s)ds,
 $$
 which implies
 $$
 V_1(t)=V_1(0)+ A_1\int_0^tV_1(s)ds +\int_0^tV_2(s)ds.
 $$
In the same manner, we can show that
 \begin{gather*}
 V_2(t)=V_2(0)+ A_2\int_0^tV_2(s)ds +\int_0^tV_3(s)ds,\\
 \dots \\
 V_{n-1}(t) =V_{n-1}(0)+A_{n-1}\int_0^tV_{n-1}(s)ds+\int_0^tV_n(s)ds,\\
 V_n(t) =V_n(0)+A_n\int_0^tV_n(s)ds+\int_0^tf(s)ds,
\end{gather*}
i.e., $V$ is a mild solution of \eqref{big} corresponding to $f$ and 
consequently, $Gf=V$. So, $G$ is a bounded operator from $F_1$ to $F_2$.

Next we show that $2k\pi i \in \varrho(A_j)$ for each $k\in \mathbb{Z}$ and
each $1\le j\le n$. Let  $x$ be any vector in $ E$, $k\in \mathbb{Z}$
 and take $f(t)=e^{2k\pi i t}x$ and $V=(V_1, V_2, \dots , V_n)^T$ 
be the unique mild solution of \eqref{big} corresponding to $f$. 
From Fourier coefficient Identity \eqref{aa} we have
$$
\prod_{j=1}^{n}(2k\pi i-A_j)(V_n)_k =f_k =x,
$$
which shows $\prod_{j=1}^{n}(2k\pi i-A_j)$ and hence, $(2k\pi i-A_n)$, 
is surjective. Using Lemma \ref{12} we have $(2k\pi i-A_j)$ is surjective 
for each $1\le j\le n$. 

Assume now that for some $1\le j\le n$, $(2k\pi i-A_j)$ contrarily is not 
injective. Without loss of generality we can assume that $A_j$ 
is the first operator with non-injective $(2k\pi i-A_j)$, i.e., $(2k\pi i-A_l)$ 
are injective for $1\le l <j$. Then there is a vector $y_0\neq 0$ in $ E$ 
with $(2k\pi i-A_j)y_0=0$.  Put $y(t):=e^{2k\pi it}y_0$, then it is not 
hard to see that
$$
y(t)=y(0) +A_j\int_0^ty(s)ds
$$
holds for $t\in J$. Hence, we can see that the equation \eqref{big} with 
$f\equiv 0$ has two different mild solutions in $W_2^1(J, E^n)$
$U(t)\equiv 0$ and 
\[
 V(t) = e^{2k\pi it} 
\begin{pmatrix}
R(2k\pi i, A_1)\dots R(2k\pi i, A_{j-1})y_0\\
R(2k\pi i, A_2)\dots R(2k\pi i, A_{j-1})y_0\\
\vdots \\
R(2k\pi i, A_{j-1})y_0\\
y_0\\
0\\
\vdots \\
0
\end{pmatrix}
\]
which contradicts the uniqueness of mild solutions.
 Hence, $(2k\pi i -A_j)$ is injective and thus, $2k\pi i\in \varrho(A_j)$ 
for all $j=1, 2, \dots , n$. 

Finally, we show that \eqref{h} holds. To this end, for any $x\in E$, 
let $f(t):=e^{2k\pi i t}x$. Then, by \eqref{aa} we see that
$$
 U(t) =e^{2k\pi it} \begin{pmatrix}
R(2k\pi i, A_1)\dots R(2k\pi i, A_n)x\\
R(2k\pi i, A_2)\dots R(2k\pi i, A_n)x\\
\vdots \\
R(2k\pi i, A_n)x
\end{pmatrix}
$$
is the unique mild solution of \eqref{big} corresponding to
 $f=e^{2k\pi i t}x$.  It is not difficult to compute that
\begin{gather*}
\|f\|_{W_2^1(J)}^2 =(1+4k^2\pi^2)\|x\|^2, \\
\|U\|_{W_2^1(J, E^n)}^2 =(1+4k^2\pi^2)\sum_{j=1}^n\|R(2k\pi i, A_j)
\cdot R(2k\pi, A_{j+1}) \dots R(2k\pi i,A_n)x\|^2 .
 \end{gather*}
 Using the inequality $\|U\|_{W_2^1(J, E^n)}^2 \le \|G\|^2\|f\|_{W_2^1(J)}^2$ 
we have
$$
 \sum_{j=1}^n\|R(2k\pi i, A_j) R(2k\pi, A_{j+1}) \cdots R(2k\pi i,A_n)x\|^2
\le \|G\|^2 \|x\|^2
$$
for all $x\in E$, from which we obtain 
$$
\|R(2k\pi i, A_j) R(2k\pi, A_{j+1}) \cdots R(2k\pi i,A_n)\|\le \|G\|,
$$ 
and hence, \eqref{h} holds.
\smallskip
 
\noindent (ii) $\Rightarrow $ (i): 
Suppose for each $k\in \mathbb{Z}$ and $1\le j\le n$, $2k\pi i \in \varrho(A_j)$
and \eqref{h} holds. If $f(t)= e^{2k\pi i t}x$ for some $k\in \mathbb{Z}$ and
$x\in E$, then, from the previous part of the proof, we see that
$$
 U(t) =e^{2k\pi it} 
\begin{pmatrix}
R(2k\pi i, A_1)\dots R(2k\pi i, A_n)x\\
R(2k\pi i, A_2)\dots R(2k\pi i, A_n)x\\
\vdots \\
R(2k\pi i, A_n)x
\end{pmatrix}
$$
is the unique mild solution of \eqref{big}, which is in $W_2^1(J, E^n)$. 

 Next, if $f(t)=\sum_{k}e^{2k\pi i t}x_k$ for any finite sequence 
$\{x_k\}_{k}\subset E$. Using the linearity of mild solutions, we see that
 $$
 U(t) =\sum_ke^{2k\pi it} 
\begin{pmatrix}
R(2k\pi i, A_1)\dots R(2k\pi i, A_n)x_k\\
R(2k\pi i, A_2)\dots R(2k\pi i, A_n)x_k\\
\vdots \\
R(2k\pi i, A_n)x_k
\end{pmatrix}
$$
is the unique mild solution of \eqref{big} corresponding to $f$. 
Moreover, by using the standard calculation we have
$$
\|f\|_{W_2^1(J)}^2 =\sum_k(1+4k^2\pi^2)\|x_k\|^2
$$
and
\begin{align*}
&\|U\|_{W_2^1(J, E^n)}^2\\
& =\sum_k(1+4k^2\pi^2)\sum_{j=1}^n\|R(2k\pi i, A_j) R(2k\pi, A_{j+1}) \cdots 
  R(2k\pi i,A_n)x_k\|^2 \\
&\le \sum_k(1+4k^2\pi^2)\sum_{j=1}^n\|R(2k\pi i, A_j)R(2k\pi, A_{j+1}) 
 \cdots R(2k\pi i,A_n)\|^2\|x_k\|^2 \\
&\le \sum_k(1+4k^2\pi^2)\sum_{j=1}^nM^2\|x_k\|^2 \\
&= nM^2\sum_k(1+4k^2\pi^2)\|x_k\|^2 \\
&= nM^2 \|f\|^2,
\end{align*}
which implies
\begin{equation}\label{in}
 \|U\|_{W_2^1(J, E^n)} \le \sqrt{n}M \|f\|_{W_2^1(J)}.
 \end{equation}
Put
$$
\mathcal{L}(J):= \{f(t)=\sum_ke^{2k\pi it}x_k : \{x_k\} 
\text{ is a finite sequence in } E \}.
$$
Inequality \eqref{in} holds for all $f\in \mathcal{L}(J)$. Observe that 
$\mathcal{L}(J)$ is dense in $W_2^1(J)$. Suppose now that $f$ is any 
function in $W_2^1(J)$. Then there is a sequence $\{f_m\}\subset \mathcal{L}(J)$ 
such that $\lim_{m\to \infty}f_m= f$ in $W_2^1(J)$. 
Let $U_m$ be the unique  mild solution of \eqref{big} corresponding to $f_m$. 
Since $(f_m-f_q)\in \mathcal{L}(J)$ for all $m, q \in \mathbb{N}$ we have
$\|U_m-U_q\|_{W_2^1(J, E^n)} \le \sqrt{n}M \|f_m-f_q\|_{W_2^1(J)}\to 0$ 
for $m, q\to \infty$. Hence, there exists a function $U\in W_2^1(J, E^n)$ 
such that $\lim_{m\to \infty}U_m=U$ in $W_2^1(J, E^n)$. 
Using the same arguments as in the   (i) $\Rightarrow $ (ii) part, 
where we proved that $G$ is a bounded operator, we can show that $U$ is
 a mild solution of \eqref{big} corresponding to $f$. 
The uniqueness of $U$ is obvious, and the proof is complete.
\end{proof}

\subsection*{Example}
 Suppose $A_i$ ($i=1,2, \dots , n$) are mutually commuting infinitesimal generators of  $C_0$ semigroups on $E$. Then $\mathcal{C}$ generates a $C_0$-semigroup  $\mathcal{T}(t)$ in $E^n$ (see \cite{san}) and the mild solution of \eqref{big} can be expressed by
 \begin{equation}\label{solu}
 U(t)=\mathcal{T}(t)U(0)+\int_0^t\mathcal{T}(t-\tau)F(\tau)d\tau,
 \end{equation}
 where $F(t):=(0,0,\dots , 0, f(t))^T$.
  In this case each 1-periodic mild solution of \eqref{high} in $W_2^1(J)$ 
is a classical solution, as the following theorem states.
 
\begin{theorem} \label{p2}
 If $A_i$ generates $C_0$ semigroup in $E$, then the  following  statements 
are equivalent.
\begin{itemize}
\item[(i)] For each $f\in L_2(J)$ Equation  \eqref{high} admits a unique 
 1-periodic mild solution.
\item[(ii)] For each  $f\in W_2^1(J)$, Equation \eqref{high} admits a unique 
1-periodic classical solution.
 \item[(iii)]For each $f\in W_2^1(J)$, Equation \eqref{high} admits a unique 
1-periodic mild solution in $W_2^1(J)$.
 \item[(iv)] For each $k\in \mathbb{Z}$ and $0\le j\le n$, $2k\pi i \in \varrho(A_j)$ and
\begin{equation}\label{hh}
\sup_{k\in \mathbb{Z}}\|(2k\pi i-A_j)^{-1} (2k\pi i-A_{j+1})^{-1}\cdots (2k\pi i-A_n)^{-1}\|
< \infty.
\end{equation}
\end{itemize}
\end{theorem}

\begin{proof} 
The equivalence between (i) and (ii) can be shown by standard argument and 
between (iii) and (iv) is from Theorem \ref{main} and the implication 
(ii) $\to $(iii) is obvious. It remains  to show (iii) $\to $(ii).
To this end, let $U(\cdot)$ be the unique 1-periodic mild solution of 
\eqref{big}, which belong to $W_2^1(J, E^n)$. Since $F(t)\in W_2^1(J, E^n)$, 
we have $\int_0^t\mathcal{T}(t-\tau)F(\tau)d\tau \in D(\mathcal{C})$ and
 $t\to \int_0^t\mathcal{T}(t-\tau)F(\tau)d\tau$ is continuously differentiable
(see e.g. \cite{ns}). From \eqref{solu} we obtain  
$\mathcal{T}(\cdot)U(0)\in W_p^1(J, E^n)$. It follows that 
$\mathcal{T}(t)U(0)\in D(\mathcal{C})$ for $t> 0$ (since 
$t\mapsto \mathcal{T}(t)x$ is differentiable at $t_0$ if and only if 
$\mathcal{T}(t_0)x\in D(\mathcal{C})$). Hence, $U(1)$, and thus, $U(0) $ 
(the same as $U(1)$) belongs to $ D(\mathcal{C})$. So $U$ is a classical solution. 
The uniqueness of the 1-periodic classical solution is obvious.
\end{proof}

If $n=1$, then Theorem \ref{p2} becomes Gearhart theorem in \cite{ge} 
(See also \cite{pruss}).
  We see clearly that  statement (iv) in Theorem \ref{p2} holds if for 
each $j$,  $0\le j\le n$, we have $2k\pi i \in \varrho(A_j)$ and
\begin{equation}\label{hhh}
\sup_{k\in \mathbb{Z}}\|(2k\pi i-A_j)^{-1}\| < \infty.
 \end{equation}
 But in general, condition \eqref{hhh} is stronger than \eqref{hh} 
(they are equivalent if $n=1$). Hence, unless $n=1$, the existence and 
uniqueness of 1-periodic mild solution of \eqref{high} does not imply \eqref{hhh}. 
The next example shows that in some special cases the two conditions are equivalent.

\subsection*{Example}
 Suppose $B=A^2$,  where $A$ generates a $C_0$ group on $E$. 
Consider the second-order differential equation
 \begin{equation}\label{2}
u''(t)=Bu(t)+f(t), \quad  0\le t\le 1.
\end{equation}
We can rewrite \eqref{2} as
$$
(\frac{d}{dt}-A)(\frac{d}{dt}+A)u(t)=f(t).
$$
Hence, from Theorem \ref{p2} we have the following result.

 \begin{theorem}
 The following statements are equivalent:
 \begin{itemize}
\item[(i)] For each function $f\in W_2^1(J)$, Equation  \eqref{2}
 admits a unique 1-periodic mild solution in $W_2^1(J)$;
 \item[(ii)] For each function $f\in W_2^1(J)$, Equation \eqref{2}
 admits a unique 1-periodic classical solution;
\item[(iii)] For each $k\in \mathbb{Z}$, $2k\pi i  \in \varrho(B)$ and
\begin{equation}\label{hhhh}
\sup_{k\in \mathbb{Z}}\|(2k\pi i-A)^{-1}\| < \infty.
\end{equation}
\item[(iii)] For each $k\in \mathbb{Z}$, $-4k^2\pi^2   \in \varrho(B)$ and
\begin{equation}\label{hhhhh}
\sup_{k\in \mathbb{Z}}\|(4k^2\pi^2 i+B)^{-1}\| < \infty.
\end{equation}
\end{itemize}
 \end{theorem}

\begin{proof} 
Let $A_1=-A$ and $A_2=A$. Then it is easy to see that  
$\sup_{k\in \mathbb{Z}}\|(2k\pi i-A_1)^{-1}\| < \infty $ is equivalent to
$\sup_{k\in \mathbb{Z}}\|(2k\pi i-A_2)^{-1}\| < \infty $, and that completes the proof.
\end{proof}

\subsection*{Acknowledgment} 
The authors would like to express their gratitude to the anonymous referee 
for his/her helpful remarks and suggestions.

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\end{document}
