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I encountered this theorem, that for a bounded linear transform L and a real parameter t and initial data u0, we have

ddtexp(Lt)[u0]=Lexp(Lt)[u0].

What is the name of this theorem though? How do I Google this if I want to learn more about it?

LSpice
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askquestions2
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    The chain rule? – LSpice Aug 26 '22 at 16:10
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    I think that's conflated with the chain rule for standard calculus of a single variable. This is surely more abstract than that case and it's used to prove the solution to linear systems of ordinary differential equations. – askquestions2 Aug 26 '22 at 16:23
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    @TomCopeland, that is certainly true, and is why my comment was a comment, not an answer; but, re, I'm not sure that I'm ready to sign on to a point of view according to which operators are not functions, and even functions whose differentiability one can sensibly discuss. (Come to that, it is not L that we are differentiating, but that's a trivial quibble.) – LSpice Aug 26 '22 at 20:04
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    @LSpice: When interpreting this as chain rule I believe one should add (which I did not in my previous comment - that is why I deleted the comment) that it is not completely trivial to determine the derivative of the exponential map on an operator space (or, more generally, on a non-commutative Banach algebra). To keep life easy, one could restrict to the Banach algebra generated by L, but in particular if one is mainly interested in the finite-dimensional case (OP mentioned ODEs), this is probably still overkill, and it's clearer, I think, to just prove the formula directly. – Jochen Glueck Aug 26 '22 at 20:21
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    @JochenGlueck, that is a good point. I was thinking, as you suggest, of the Banach algebra generated by L, but I think that there can be no argument that my comment was definitely appropriate (if at all) only as a comment, and not as an answer. (And certainly I did not mean to propose it as the best—although perhaps the most efficient—way to prove the result!) – LSpice Aug 26 '22 at 20:22
  • @TomCopeland Hi Tom, in your original post which you deleted, you mentioned someone else discovered the shift theorem before others, although also mentioned Abel discovered it before them too in the 1850s. Do you remember who you were talking about? – askquestions2 Aug 28 '22 at 16:32
  • See my comments on Charles Graves in my MO-Q "In 'splendid isolation'" in my answer on quantum mechanics and my comments on Scherk in my other answer on rooted trees and numerical methods for differential equations. See also my comments in MO-Q "Origins of the generalized shift operator exp(t*g(z)d/dz)" concerning Scherk, Abel, and Charles Graves. – Tom Copeland Aug 28 '22 at 21:21

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I don't think that there is any specific name for this result; it is typically considered a standard fact for the matrix exponential function or, more generally, for the operator exponential function.

However, you ask how to find more information on it and, as Tom Copeland pointed out, this seems to be a very reasonable question. So here are a few observations that might be helpful:

Derivative of the operator exponential function

If L is a quadratic finite-dimensional matrix (over R or C) or, more generally, a bounded linear operator on a Banach space X, then one can conclude from the definition of the exponential function exp(tL)=n=0tnLnn!, which converges with respect to the operator norm (in the space L(X) of bounded linear operators on X) that the mapping RtetLL(X) is differentiable with derivative ddtexp(tL)=Lexp(tL)=exp(tL)L.()

Since for every given u0X the mapping L(X)TTu0X is linear and continuous, this implies readily the formula in the question for each u0X.

Chain rule

As pointed out in a comment by LSpice, the formula () can also be interpreted as a consequence of the chain rule for differentiable maps between Banach spaces. Due to the non-commutativity of the multiplication of linear operators, it is not easy to determine the derivative of the mapping exp:L(X)L(X), even for finite dimensional X. But things become clearer if one considers the closed subalgebra of L(X) that is generated by a fixed operator L and the identity operator; let's denote this algebra by A(L). The advantage is that this algebra is commutative. The exponential mapping is continuous on L(X) (even this is not completely obvious at first glance; but one can show it by using a non-commutative version of the geometric sum formula) and hence, exp leaves A(L) invariant.

By using the commutativity of A(L) one can check that the mapping exp:A(L)A(L) is differentiable, and its (Fréchet) derivative at any point TA(L) is simply given by the multiplication with exp(T) (note that the derivative at any point in A(L) is, by definition, a linear map from A(L) to A(L)).

Moreover, the mapping RttLA(L) is linear and thus its own derivative. But one typically likes to interprete derivatives of a path - i.e. of a differentiable mapping φ from an interval into a Banach space Y - as an element of Y rather than as linear mapping RY; and this is done by identifying the derivative with its value at 1. (Note that the formula in the question and the formula () also implicitly use this identification.) By using this identification, the derivative of RttLA(L) becomes the operator L.

Now the chain rule, applied to the composition RttLA(L)expA(L) gives the formula ().

(I'm not sure whether this chain rule approach might also be helpful for your MathOverflow question here. In order to determine this it would be necessary to revise your question there in order to explicitly state its precise setting .)

Functional calculus

There is also a way to derive the formula () from the same formula for the scalar exponential function exp:CC. This can be done by representing exp(tL) by means of the holomorphic functional calculus, which means the formula exp(tL)=12πiβexp(tλ)(λL)1dλ, where β is any cycle in the complex plane the encircles each point in the spectrum of L exactly once, and where the integral is meant as a Riemann integral with values in the Banach space L(X). To obtain () one just needs a rule for differentiation of parameter integrals - which is similar to the case of scalar-valued integrals.

C0-semigroups

In infinite dimensions, the case where L is a bounded linear operator is not too useful, since most evolution equations contain differential operators, which are unbounded rather than bounded operators.

For this case, the exponential series does not converge, in general (and in fact, it is not even completely clear how the exponential series shoud be interpreted), so one needs a different definition for exp(tL), then. This is provided by the theory of C0-semigroups. (But note that, in many case, this only yields a sensible definition of exp(tL) for t0, and it also depends on the properties of L whether exp(tL) makes sense at all within this theory.)

A very good reference for this theory is the following book (but there are also many further good books for this topic):

[1] Engel and Nagel: One-Parameter Semigroups for Linear Evolution Equations, Springer, 2000

For a C0-semigroups with generator L on a Banach space X one cannot expect the formula in the question to be true for all u0X, in general. However, it is always true for all u0 in the domain of L; see for instance [1, Lemma II.1.3(ii)]. For the special case of so-called analytic semigroup and, more generally, for immediately differentiable semigroups, the formula is even true for all u0D(A), but only if t>0 (and not for t=0, in general); see [1, Sections II.4(a) and (b)] for details.

Jochen Glueck
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