This question is based on a very similar question posted by me yesterday. A very nice solution was provided by Aleksei Kulikov. Here I modify my question slightly.
Let $Q_t$ be the heat semigroup on $L^2(\mathbb R)$. Is there a direct sum decomposition $$\oplus_{k=1}^\infty \mathscr{H}_k\subseteq L^2(\mathbb R)$$ such that
- Each $\mathscr H_k$ is an infinite dimensional Hilbert space.
- $Q_t(\mathscr H_k)\subseteq \mathscr H_k$ for all $k$ and $t>0$.
- If $Q^{(k)}_t$ denotes the restriction of $Q_t$ on $\mathscr H_k$ then $\sigma(Q^{(k)}_t)=\sigma(Q_t)=[0,1]$ for all $k$. Here $\sigma(A)$ means the spectrum of $A$.
For example, if $\mathscr{H}_1$ and $\mathscr{H}_2$ denote the Hilbert spaces of all $L^2(\mathbb R)$ functions that are even and odd respectively, it can be easily checked that $L^2(\mathbb R)=\mathscr{H}_1\oplus \mathscr{H}_2$, $Q_t(\mathscr H_k)\subseteq\mathscr{H}_k$ for $k=1,2$, and $\sigma(Q^{(k)}_t)=[0,1]$ for $k=1,2$. The above question asks whether we can have infinitely many such Hilbert spaces.