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PII. S0161171201004379 http://ijmms.hindawi.com © Hindawi Publishing Corp.

MIXED PROBLEM WITH NONLOCAL BOUNDARY CONDITIONS

FOR A THIRD-ORDER PARTIAL DIFFERENTIAL EQUATION

OF MIXED TYPE

M. DENCHE and A. L. MARHOUNE

(Received 7 January 2000)

Abstract.We study a mixed problem with integral boundary conditions for a third-order partial differential equation of mixed type. We prove the existence and uniqueness of the solution. The proof is based on two-sided a priori estimates and on the density of the range of the operator generated by the considered problem.

2000 Mathematics Subject Classification. 35B45, 35K20, 35M10.

1. Introduction. In the rectangleΩ=(0,)×(0,T ), we consider the equation

ᏸu=∂2u ∂t2

∂x

a(x,t) 2u ∂x∂t

=f (x,t), (1.1)

wherea(x,t)is bounded with 0< a0< a(x,t)≤a1and has bounded partial deriva-tives such that 0< a2≤∂a(x,t)/∂t≤a3and 0< a4≤∂a(x,t)/∂x≤a5for(x,t)∈Ω.

To(1.1) we add the initial conditions

l1u=u(x,0)=ϕ(x), l2u=∂u∂t(x,0)=ψ(x), x∈(0,), (1.2)

the Dirichlet condition

u(0,t)=0, t∈(0,T ), (1.3) and the integral condition

0u(ξ,t)dξ=0, t∈(0,T ), (1.4) whereϕandψare known functions which satisfy the compatibility conditions given by (1.3) and (1.4), that is,

ϕ(0)=0,

0ϕ(x)dx=0, ψ(0)=0,

(2)

The present paper is devoted to the study of a mixed problem with boundary inte-gral conditions for a third-order partial differential equation of mixed type.

We associate to problem (1.1), (1.2), (1.3), and (1.4) the operatorL=(ᏸ,l1,l2), de-fined fromEintoF, whereEis the Banach space of functionsu∈L2(), satisfying (1.3) and (1.4), with the finite norm

u2 E=

(−x)

2

2u

∂t2

2+∂x32u∂t2

dx dt

+ sup 0≤t≤T

0(−x) 2

2u

∂x∂t

2+∂u

∂x

2dx+ sup 0≤t≤T

0

∂u∂t

2 +|u|2

dx, (1.6) andF is the Hilbert space of vector-valued functionsᏲ=(f ,ϕ,ψ)obtained by com-pletion of the spaceL2()×W22(0,)×W22(0,)with respect tothe norm

2

F=(f ,ϕ,ψ)2F

=

(−x)

2|f|2dx dt+ 0(−x)

2

dx

2 +dψ

dx

2dx+

0

|ϕ|2+|ψ|2 dx. (1.7) Using the energy inequalities method proposed in [13], we establish two-sided a pri-ori estimates. Then, we prove that the operatorLis a linear homeomorphism between the spacesEandF.

2. Two-sided a priori estimates

Theorem2.1. For any functionu∈E, there is the a priori estimate

LuF≤cuE, (2.1)

where the constantcis independent ofu.

Proof. Using (1.1) and the initial conditions (1.2), we obtain

(−x)

2|ᏸu|2dx dt3

(−x)

22u

∂t2

2+a2

5

∂x∂t2u2+a2 1

∂x32u∂t

2dx dt,

0(−x) 2

dx

2

+dϕdx2

dx≤ sup 0≤t≤T

0(−x) 2

2u

∂x∂t

2+∂u∂x2

dx,

0

|ψ|2+|ϕ|2 dx sup 0≤t≤T

0

∂u∂t

2 +|u|2

dx.

(2.2)

Combining the inequalities (2.2), we obtain (2.1) fo ru∈E.

Theorem2.2. For any functionu∈E, there is the a priori estimate

uE≤αLuF, (2.3)

with the constant

α= max

167/10,a1 minexp(−cT )/20,exp(−cT )a2

0/15

(3)

andcis such that

c≥1, ca01≥a3+2a25. (2.5)

Before proving this theorem, we first give the following two lemmas. Lemma2.3. Foru∈Esatisfying the first condition in (1.2),

1 2

τ

0

0(−x)

2exp(ct)2u

∂x∂t

2dx dt+c−12

τ

0

0(−x)

2exp(ct)∂u

∂x

2dx dt

1 2

0(−x)

2exp(cτ)∂u

∂x(x,τ)

2dx−1

2

0(−x) 2

dx

2dx.

(2.6)

Proof. Starting from

τ

0

0(−x)

2exp(ct)

∂t

∂u

∂x

∂u

∂xdx dt, (2.7)

then integrating by parts and using elementary inequalities, we obtain (2.6). Lemma2.4. Foru∈Esatisfying the initial conditions (1.2),

0exp(−cτ)

u(x,τ)2dxτ 0

0exp(−ct)

∂u∂t2dx dt+

0|ϕ|

2dx, (2.8)

withc≥1.

Proof. Integrating by parts the expression

τ

0

0exp(−ct)u

∂u

∂t dx dt (2.9)

and using elementary inequalities yield (2.8).

Remark2.5. We note that Lemmas2.3and2.4hold for weaker conditions onu. Proof ofTheorem2.2. First, define

D(L)=

u∈E|∂x25u∂t3∈L2()

, Mu=(−x)22u

∂t2+2(−x)J

2u

∂t2, (2.10)

where

Ju=

x

0 u(ξ,t)dξ. (2.11)

We consider foru∈D(L)the quadratic formula

Re

τ

0

0exp(−ct)ᏸuMudx dt, (2.12)

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integrating overΩτ, whereτ=(0,)×(0,τ), with 0τT, and by taking the real part. Integrating by parts (2.12) with the use of boundary conditions (1.3) and (1.4), we obtain

Re

τ

0

0exp(−ct)ᏸuMudx dt

=

τ

0

0(−x)

2exp(ct)2u

∂t2

2dx dt+12

τ

0

0exp(−ct)

J∂∂t2u22dx dt

+Re

τ

0

0(−x)

2exp(ct)a2u

∂x∂t ∂t

2u

∂x∂t dx dt +2Re τ 0

0exp(−ct)

∂u ∂ta

2u

∂t2dx dt

+2Re

τ

0

0exp(−ct)

∂a ∂x

∂u ∂tJ

2u

∂t2dx dt.

(2.13)

On the other hand, by using the elementary inequalities we get

Re

τ

0

0exp(−ct)ᏸuMudx dt

τ

0

0(−x)

2exp(ct)2u

∂t2

2dx dt

+Re

τ

0

0(−x)

2exp(ct)a 2u

∂x∂t ∂t

2u

∂x∂t dx dt +2Re τ 0

0exp(−ct)

∂u ∂ta

2u

∂t2dx dt

2Re

τ

0

0exp(−ct)

∂a∂x2∂u∂t2dx dt.

(2.14)

Again, integrating by parts the second and third terms of the right-hand side of the inequality (2.14) and taking into account the initial conditions (1.2) give

Re

τ

0

0exp(−ct)ᏸuMudx dt+

0a(x,0)|ψ| 2dx+1

2

0a(x,0)(−x) 2

dx

2dx dt

τ

0

0exp(−ct)(−x) 22u

∂t2

2dx dt−2

τ

0

0exp(−ct)

∂x∂a2∂u∂t2dx dt

+12

0a(x,τ)exp(−cτ)(−x)

∂x∂t2u(x,τ)2dx

1 2

τ

0

0exp(−ct)

∂a ∂t(−x)2

∂x∂t2u 2dx dt

+c2

τ

0

0exp(−ct)(−x)

2a 2u

∂x∂t

2dx dt+

0exp(−cτ)a(x,τ)

∂u∂t(x,τ)2dx

τ

0

0exp(−ct)

∂a ∂t

∂u∂t2dx dt+c

τ

0

0exp(−ct)a

∂u∂t2dx dt.

(5)

By using the elementary inequalities on the first integral in the left-hand side of (2.15), we obtain 33 2 τ 0

0exp(−ct)(−x)

2|ᏸu|2dx dt+3 4

τ

0

0exp(−ct)(−x) 22u

∂t2

2dx dt

+

0a(x,0)|ψ| 2dx+1

2

0a(x,0)(−x) 2

dx 2dx τ 0

0exp(−ct)(−x) 22u

∂t2

2dx dt−2

τ

0

0exp(−ct)

∂a∂x2∂u∂t2dx dt

+12

0exp(−cτ)(−x)

22u(x,τ)

∂x∂t

2dx−12

τ

0

0exp(−ct)(−x) 2∂a

∂t

∂x∂t2u2dx dt

+c 2

τ

0

0exp(−ct)(−x)

2a 2u

∂x∂t

2dx dt+

0exp(−cτ)a(x,τ)

∂u(x,τ)∂t 2dx

τ

0

0exp(−ct)

∂a ∂t

∂u∂t2dx dt+c

τ

0

0exp(−ct)a

∂u∂t2dx dt.

(2.16)

Now, from (1.1) we have

1 5

τ

0

0exp(−ct)(−x)

2|ᏸu|2dx dt

+15

τ

0

0exp(−ct)(−x) 2∂a

∂x

2∂x∂t2u 2dx dt

+1 5

τ

0

0exp(−ct)(−x) 22u

∂t2

2dx dt

1 15

τ

0

0exp(−ct)(−x)

2a2 3u

∂x2∂t

2dx dt.

(2.17)

Combining inequalities (2.16), (2.17), and Lemmas2.3and2.4, we get

167 10

(−x)

2|ᏸu|2dx dt+a1 2

0(−x) 2

dx

2dx

+a1

0|ψ| 2dx+1

2

0(−x) 2

dx

2dx+

0|ϕ| 2dx

exp(−cT )

1 20 τ 0

0(−x) 22u

∂t2

2dx dt+1 2

0(−x) 2 2u

∂x∂t(x,τ)

2dx dt

+

0|u(x,τ)| 2dx+a

0

0

∂u∂t(x,τ)2dx+12

0(−x) 2∂u

∂x(x,τ)

2dx

+a20 15

τ

0

0(−x) 2 3u

∂x2∂t

2dx dt

.

(2.18)

(6)

3. Solvability of the problem. From estimates (2.1) and (2.3) it follows that the operatorL:E→F is continuous and its range is closed inF. Therefore, the inverse operatorL−1exists and is continuous from the closed subspaceR(L)ontoE, which means thatL is a homomorphism fromE ontoR(L). To obtain the uniqueness of solution, it remains to show thatR(L)=F. The proof is based on the following lemma.

Lemma3.1. Suppose that∂3a/∂x2∂tis also bounded. LetD

0(L)={u∈D(L):l1u=0,

l2u=0}. If foru∈D0(L)and someω∈L2(),

(−x)ᏸu" dx dt=0, (3.1) thenω=0.

Proof. From (3.1) we have

(−x) 2u

∂t2" dx dt=

(−x) ∂x

a∂2u ∂x∂t

" dx dt. (3.2)

If we introduce the smoothing operators with respect tot(see [13])J−1

ξ =(I+ξ(∂/∂t))−1 and(J−1

ξ )∗, then these operators provide the solutions of the respective problems

ξdgdtξ(t)+gξ(t)=g(t), gξ(t)|t=0=0, (3.3)

−ξdg

ξ(t)

dt +gξ∗(t)=g(t), gξ∗(t)|t=T=0, (3.4) and also have the following properties: for anyg∈L2(0,T ), the functionsgξ=(Jξ−1)g andg∗

ξ =(Jξ−1)∗gare inW21(0,T )such thatgξ|t=0=0 andgξ∗|t=T=0. Moreover,Jξ−1 commutes with∂/∂t, so0T|gξ−g|2dt→0 and0T|gξ∗−g|2dt→0 fo rξ→0.

Now, for givenω(x,t), we introduce the function

v(x,t)=ω(x,t)−

x

0

ω(ξ,t)

−ξ dξ. (3.5)

Integrating by parts with respect toξ, we obtain

x

0 v(ξ,t)dξ=

x

0ω(ξ,t)dξ+

x

0

∂ξ(−ξ)

ξ

0

ω(η,t) −η dηdξ =(−x)ω(x,t)−v(x,t),

(3.6)

which implies that

(−x)v+Jv=(−x)w,

0v(x,t)dx=0. (3.7) Then, from equality (3.2) we obtain

2u

∂t2Nv dx dt=

A(t) ∂u

∂tv dx dt, (3.8)

where

Nv=(−x)v+Jv, A(t)u= −∂x

(−x)a(x,t)∂u∂x

(7)

Replace∂u/∂tby the smoothed functionJ−1

ξ (∂u/∂t)in (3.8) and use the relation

A(t)J−1

ξ =Jξ−1A(τ)+ξJξ−1∂A(τ)∂τ Jξ−1. (3.10)

Then, by taking the adjoint of the operator J−1

ξ , and by integrating by parts with respect totin the left-hand side, we obtain

∂u

∂tN ∂v∗

ξ

∂t dx dt=

A(t) ∂u

∂tvξ∗dx dt+ξ

∂A

∂t

∂u

∂t

ξv

ξdx dt. (3.11)

The operatorA(t)has a continuous inverse onL2(0,)defined by the relation

A−1(t)g= −x 0

a(ξ,t)(−ξ)

ξ

0g(η)dη+c

x

0

a(ξ,t)(−ξ), (3.12)

where

c=

0dx/a(x,t)0xg(ξ)dξ

0

dx/a(x,t) ,

0A

1(t)g dx=0. (3.13)

Hence, the function(∂u/∂t)ξ can be represented in the form

∂u

∂t

ξ=J

1

ξ A−1(t)A(t)∂u∂t. (3.14)

Then,(∂A/∂t)(∂u/∂t)ξ=Aξ(t)A(t)(∂u/∂t), where

Aξ(t)=

2a

∂x∂tJξ−1−∂a∂tJξ−1∂a∂x1a

1

a

x

0g(η,t)dη−c

+∂a∂tJ−1

ξ a1g, (3.15)

where the constantcis given by (3.13). Consequently, equation (3.11) becomes

∂u

∂tN ∂v∗

ξ

∂t dx dt=

A(t) ∂u ∂t

v∗

ξ +ξA∗ξvξ∗

dx dt, (3.16)

in which the conjugate operatorA∗

ξ(t)ofAξ(t)is defined by

A∗

ξvξ∗=1a

J−1 ξ

∗∂a ∂τvξ∗+

Bv∗

ξ

(x)−Bv∗

ξ

(0)

x

dξ/a(ξ,t)

0

dξ/a(ξ,t), (3.17)

where

Bv∗

ξ

(x)=

x 1 a(ξ,t)

J−1 ξ

2a ∂ξ∂τ−

1 a(ξ,t)

∂a ∂ξ

J−1 ξ

∗∂a ∂τ

v∗

(8)

The left-hand side of (3.16) is a continuous linear functional of ∂u/∂t. Hence, the functionhξ=vξ∗+ξA∗ξvξ∗has the derivatives(−x)(∂hξ/∂x)∈L2(),(∂/∂x)((−

x)(∂hξ/∂x))∈L2(), and the following conditions are satisfied

hξ|x=0=0, hξ|x==0, (−x)∂h∂xξ

x==0. (3.19)

From (3.17) we have

(−x)∂h∂xξ =

I+ξa1J−1 ξ

∗∂a ∂τ

∂v

ξ

∂x , (3.20)

∂x

(−x)∂hξ ∂x

=I+ξ1 a

J−1 ξ

∗∂a ∂τ

∂x

(−x)∂v

ξ

∂x

−(∂a/∂x)

J−1 ξ

(∂a/∂τ)

a2 +

1 a

J−1 ξ

2a ∂x∂τ

(−x)∂v

ξ

∂x , (3.21)

I+ξ1aJ−1 ξ

∗∂a ∂τ

v∗

ξ

x=0=0, (3.22)

I+ξ1aJ−1 ξ

∗∂a ∂τ

v∗

ξ

x==0, (3.23)

I+ξ1aJ−1 ξ

∗∂a ∂τ

(−x)∂v

ξ

∂x

x=

=0. (3.24)

Since ξ(1/a)(J−1

ξ )∗(∂a/∂τ)L2() < 1 for sufficiently small ξ, the operator I+

ξ(1/a)(J−1

ξ )∗(∂a/∂τ)has a continuous inverse onL2(). In addition, the derivative of the above operator with respect tox is a bounded operator inL2(). Therefore, from (3.20) and (3.21), the functionv∗

ξ has derivatives(−x)(∂vξ∗/∂x)∈L2()and

(∂/∂x)((−x)(∂v∗

ξ/∂x))∈L2().

In a similar way, we show that for each fixedx∈[0,]and sufficiently smallξ, the operatorI+ξ(1/a)(J−1

ξ )∗(∂a/∂τ)has a continuous inverse onL2(0,T ); hence, (3.22), and (3.23), and (3.24) imply that

v∗

ξx=0=0, vξ∗x==0, (−x)

∂v∗

ξ

∂x

x=

=0. (3.25)

So, forξsufficiently small, the functionv∗

ξ has the same properties as. In addition,

v∗

ξ satisfies the integral condition in (3.7). Puttingu=0t

τ

0exp(cη)vξ∗(η,τ)dηdτin (3.8), where the constantcsatisfiesca0

a3−a23/a00, and using (3.4), we obtain

Ωexp(ct)v

ξNv dx dt= −

A(t) ∂u

∂t exp(−ct) 2u

∂t2 dx dt+ξ

A(t) ∂u

∂t ∂v∗

ξ

(9)

Integrating by parts each term in the left-hand side of (3.26) and taking the real parts yield

Re

A(t) ∂u

∂t exp(−ct) 2u

∂t2dx dt

2c

(−x)a(x,t)exp(−ct)

∂x∂t2u2dx dt

12

(−x) ∂a

∂t exp(−ct)

∂x∂t2u2dx dt,

Re

 ξ

A(t) ∂u

∂t ∂v∗

ξ

∂t dx dt

−ξa23 2a0

(−x)exp(−ct)

∂x∂t2u 2dx dt. (3.27)

Now, using (3.27) in (3.26) with the choice ofcindicated above we have

2Re

Ωexp(ct)v

ξNv dx dt≤0. (3.28)

Then, forξ→0 we obtain 2ReΩexp(ct)vNv dx dt≤0, that is,

2Re

Ωexp(ct)(−x)|v|

2dx dt+2Re

Ωexp(ct)vJv dx dt≤0. (3.29) Since ReΩexp(ct)vJv dx dt=0, we conclude thatv=0; hence,ω=0, which ends the proof of the lemma.

Theorem3.2. The rangeR(L)ofLcoincides withF.

Proof. SinceF is a Hilbert space, we haveR(L)=F if and only if the relation

(−x)

2ᏸuf dx dt+ 0

(−x)2dl1u

dx dx+

dl2u

dx dx

dx+

0

l1uϕ+l2uψdx=0, (3.30) for arbitraryu∈E and(f ,ϕ,ψ)∈F, implies thatf=0,ϕ=0 andψ=0. Putting u∈D0(L)in (3.30), we conclude fromLemma 3.1that(−x)f =0. Hence,

0

(−x)2dl1u

dx dx+

dl2u

dx dx

+l1uϕ+l2

dx=0 ∀u∈D(L). (3.31)

Setting

D0k(L)=

u∈D(L):u(k)

t=0=0, k=0,1

, (3.32)

and takingu∈D01(L)in (3.31) yield

0

(−x)2dl1u

dx dx +l1

dx=0. (3.33)

The range of the trace operatorl1is everywhere dense in Hilbert space with the norm

[0((−x)2|dϕ/dx|2+ |ϕ|2)dx]1/2; hence,ϕ=0. Likewise, foru∈D00(L), we get

(10)

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[1] G. W. Batten, Jr.,Second-order correct boundary conditions for the numerical solution of the mixed boundary problem for parabolic equations, Math. Comp.17(1963), 405–413.MR 27#6399. Zbl 133.38601.

[2] A. Bouziani and N.-E. Benouar,Mixed problem with integral conditions for a third or-der parabolic equation, Kobe J. Math. 15 (1998), no. 1, 47–58. MR 99j:35087. Zbl 921.35068.

[3] J. R. Cannon,The solution of the heat equation subject to the specification of energy, Quart. Appl. Math.21(1963), 155–160.MR 28#3650.

[4] ,The One-dimensional Heat Equation, Encyclopedia of Mathematics and its Appli-cations, vol. 23, Addison-Wesley Publishing, Massachusetts, 1984.MR 86b:35073. Zbl 567.35001.

[5] J. R. Cannon, S. Pérez Esteva, and J. van der Hoek,A Galerkin procedure for the diffusion equation subject to the specification of mass, SIAM J. Numer. Anal.24(1987), no. 3, 499–515.MR 88e:65132. Zbl 677.65108.

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[7] R. E. Ewing and T. Lin,A class of parameter estimation techniques for fluid flow in porous media, Adv. in Water Res.14(1991), no. 2, 89–97.MR 92b:65080.

[8] N. I. Ionkin,Loesung eines Randwertproblems der Waermeleitungstheorie mit einer nichtk-lassischen Randwertbedingung [The solution of a certain boundary value prob-lem of the theory of heat conduction with a nonclassical boundary condition], Differencial’nye Uravnenija13 (1977), no. 2, 294–304 (Russian).MR 58#29240a. Zbl 349.35040.

[9] L. I. Kamynin,A boundary value problem in the theory of heat conduction with a nonclas-sical boundary condition, U.S.S.R. Comput. Math. and Math. Phys.4(1964), no. 6, 33–59.Zbl 206.39801.

[10] A. V. Kartynnik,Three-point boundary-value problem with an integral space-variable con-dition for a second-order parabolic equation, Differential Equations26(1990), no. 9, 1160–1166.Zbl 729.35053.

[11] P. Shi,Weak solution to an evolution problem with a nonlocal constraint, SIAM J. Math. Anal.24(1993), no. 1, 46–58.MR 93m:35090. Zbl 810.35033.

[12] P. Shi and M. Shillor,On design of contact patterns in one-dimensional thermoelastic-ity, Theoretical Aspects of Industrial Design (Wright-Patterson Air Force Base, OH, 1990), SIAM, Pennsylvania, 1992, pp. 76–82.MR 93e:73005.

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M. Denche: Institut de Mathématiques, Université Mentouri Constantine, Constan-tine25000, Algeria

E-mail address:[email protected]

References

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The present study shows unprecedentedly relates about aorta artery and respective branches in Tucanuçu ( Ramphastostoco ), showing that the first major branch of

This paper aims at focusing on a few fundamental aspects related to Green HRM such as : the meaning and importance of Green HRM, reasons for adopting green HRM, prerequisites

The association results of participating studies were combined using a fi xed-effect sample-size weighted Z -score meta-analysis in METAL because of the difference in measurement