Electronic Journal of Differential Equations, Vol. 2000(2000), No. 60, pp. 1–10. ISSN: 1072-6691. URL: http://ejde.math.swt.edu or http://ejde.math.unt.edu ftp ejde.math.swt.edu ftp ejde.math.unt.edu (login: ftp) High-order mixed-type differential equations with weighted integral boundary conditions ∗ M. Denche & A. L. Marhoune Abstract In this paper, we prove the existence and uniqueness of strong solutions for high-order mixed-type problems with weighted integral boundary conditions. The proof uses energy inequalities and the density of the range of the operator generated. 1 Introduction Let α be a positive integer and Q be the set (0, 1) × (0, T ). We consider the equation ∂ 2α+1 u ∂2u (1) Lu := 2 + (−1)α a(t) 2α = f (x, t), ∂t ∂x ∂t where the function a(t) and its derivative are bounded on the interval [0, T ]: 0 < a0 ≤ a(t) ≤ a1 , da(t) ≤ a2 . dt (2) (3) To equation (1) we attach the initial conditions l1 u = u(x, 0) = ϕ(x), l2 u = ∂u (x, 0) = ψ(x) ∂t x ∈ (0, 1), (4) the boundary conditions ∂i ∂i u(0, t) = u(1, t) = 0, ∂xi ∂xi for 0 ≤ i ≤ α − k − 1, t ∈ (0, T ), (5) and integral conditions Z 0 1 xi u(x, t)dx = 0, for 0 ≤ i ≤ 2k − 1, 1 ≤ k ≤ α t ∈ (0, T ). ∗ Mathematics Subject Classifications: 35B45, 35G10, 35M10. Key words: Integral boundary condition, energy inequalities, equation of mixed type. c 2000 Southwest Texas State University. Submitted March 27, 2000. Published September 21, 2000. 1 (6) 2 High-order mixed-type differential equations EJDE–2000/60 where ϕ and ψ are known functions which satisfy the compatibility conditions given in (5)-(6). Various problems arising in heat conduction [3, 4, 8, 9], chemical engineering [6], underground water flow [7], thermo-elasticity [14], and plasma physics [12] can be reduced to the nonlocal problems with integral boundary conditions. This type of boundary value problems has been investigated in [1, 2, 3, 4, 5, 6, 8, 9, 10, 13, 16] for parabolic equations and in [11, 15] for hyperbolic equations. The basic tool in [2, 10, 16] is the energy inequality method which, of course, requires appropriate multipliers and functional spaces. In this paper, we extend this method to the study of a high-order mixed-type partial differential equations. 2 Preliminaries In this paper, we prove existence and uniqueness of a strong solution of problem (1)-(6). For this, we consider the problem (1)-(6) as a solution of the operator equation Lu = F , (7) where L = (L, l1 , l2 ), with domain of definition D(L) consisting of functions ∂ i ∂ α−k+1 u u ∈ W22α,2 (Q) such that ∂x i ( ∂xα−k ∂t ) ∈ L2 (Q), i = 0, α + k − 1 and u satisfies conditions (5)-(6); the operator L is considered from E to F , where E is the Banach space consisting of functions u ∈ L2 (Q), satisfying (5)-(6), with the finite norm 2 kukE Z = X ∂ i+1 u 2 k ∂ 2 u 2 α−k dx dt J + i ∂t ∂t2 ∂x Q i=0 Z 1 α−k X ∂ i u 2 ∂ α−k+1 u 2 dx , + + sup i ∂xα−k ∂t 0≤t≤T 0 i=0 ∂x (8) RxRξ Rξ where J k u = 0 0 1 . . . 0 k−1 u(ξ, t)dξ. Here F is the Hilbert space of vectorvalued functions F = (f, ϕ, ψ) obtained by completing of the space L2 (Q) × W22α (0, 1) × W22α (0, 1) with respect to the norm 2 kF kF = Z Q 2 f dx dt + Z 1 α−k X 0 i=0 i α−k ψ 2 ∂ ϕ 2 + ∂ dx . i ∂x ∂xα−k (9) Then we establish an energy inequality kukE ≤ C1 kLukF , (10) and we show that the operator L has the closure L. Definition A solution of the operator equation Lu = F is called a strong solution of the problem (1)-(6). EJDE–2000/60 M. Denche & A. L. Marhoune 3 Inequality (10) can be extended to u ∈ D(L), i.e., kukE ≤ C1 LuF , ∀u ∈ D(L). From this inequality we obtain the uniqueness of a strong solution if it exists, and the equality of sets R(L) and R(L). Thus, to prove the existence of a strong solution of the problem (1)-(6) for any F ∈ F , it remains to prove that the set R(L) is dense in F . Lemma 2.1 For any function u ∈ E, we have Z 1 Z 1 2k ∂ 2 u 2 k ∂ 2 u 2 J dx ≤ 4k J dx . 2 ∂t ∂t2 0 0 (11) R1 2 2 Proof Integrating − 0 xJ k ∂∂t2u J k+1 ∂∂tu2 dx by parts, and using elementary inequalities we obtain (11). ♦ Lemma 2.2 For u ∈ E and 0 ≤ i ≤ α − k, we have Z 1 i+1 Z 1 ∂ u 2 ∂ α k ∂u 2 dx ≤ 4(α−k)−i ) dx . (J i ∂x ∂t ∂xα ∂t 0 0 (12) R 1 ∂ α−i k ∂u ∂ α−i−1 k ∂u Proof Integrating by parts − 0 x ∂x α−i (J ∂t ) ∂xα−i−1 (J ∂t ) dx and using elementary inequalities yield (12). ♦ Lemma 2.3 For u ∈ E satisfying the condition (4) we have α−k XZ 1 ∂ i u(x, τ ) 2 dx exp(−cτ ) ∂xi i=0 0 α−k XZ 1 ∂ i ϕ 2 (1 − x) i dx ≤ ∂x i=0 0 Z τZ 1 ∂α 1 ∂u 2 + (4α−k+1 − 1) exp(−ct) α (J k ) dx dt , 3 ∂x ∂t 0 0 (13) where c ≥ 1 and 0 ≤ τ ≤ T . Rτ i+1 i Proof Integrating by parts 0 exp(−ct) ∂∂xi ∂tu ∂∂xui dt for i = 0, α − k − 1, using elementary inequalities, and lemma 2.2, we obtain (13). 3 An energy inequality and its applications Theorem 3.1 For any function u ∈ D(L), we have kukE ≤ C1 kLukF , where C1 = exp(cT ) max(8.4k , a21 )/ min( a20 , 78 ) c≥1 and (14) , with the constant c satisfying 3(ca0 − a2 ) ≥ 2(4α−k−1 − 1). (15) 4 High-order mixed-type differential equations EJDE–2000/60 Proof Let ∂2u . ∂t2 For a constant c satisfying (15), we consider the quadratic form M u = (−1)k J 2k Z τ Z 1 exp(−ct)LuM u dx dt, Re 0 (16) 0 which is obtained by multiplying (1) by exp(−ct)M u, then integrating over Qτ , with Qτ = (0, 1) × (0, τ ), 0 ≤ τ ≤ T , and then taking the real part. Integrating by parts in (16) with the use of boundary conditions (5) and (6), we obtain Z τ Z 1 Re exp(−ct)LuM u dx dt 0 = Z 0 τ Z ∂ 2 u 2 exp(−ct)J k 2 dx dt ∂t 0 0 Z τZ 1 ∂ α−k+1 u ∂ α−k+2 u exp(−ct)a(t) α−k dx dt . + Re ∂x ∂t ∂xα−k ∂t2 0 0 1 (17) By substituting the expression of M u in (16), using elementary inequalities and Lemma 2.1 we obtain Z τZ 1 Z τZ 1 2 k Re exp(−ct)LuM u dx dt ≤ 8.4 exp(−ct)Lu dx dt (18) 0 0 1 + 8 Z 0 τ 0 Z 0 1 0 ∂ 2 u 2 exp(−ct)J k 2 dx dt . ∂t By integrating the last term on the right-hand side of (17) and combining the obtained results with the inequalities (15), (18) and lemmas 2.2, 2.3 we obtain Z α−k X Z 1 ∂ i ϕ 2 2 ∂ α−k ψ 2 1 1 dx exp(−ct)Lu dx dt + a(0) α−k dx + 2 0 ∂x ∂xi 0 0 i=0 0 Z Z α−k XZ 1 ∂ 2 u 2 ∂ i u(x, τ ) 2 7 τ 1 dx ≥ exp(−ct)J k 2 dx dt + exp(−cτ ) 8 0 0 ∂t ∂xi i=0 0 α−k XZ τZ 1 ∂ i+1 u 2 + exp(−ct) i dx dt (19) ∂x ∂t 0 i=0 0 Z ∂ α−k+1 u(x, τ ) 2 1 1 dx exp(−cτ )a(τ ) + 2 0 ∂xα−k ∂t 8.4k Z τ Z 1 Using elementary inequalities and (2) we obtain 8.4 k Z 2 Lu dx dt + a1 2 Q Z 0 1 α−k X ∂ α−k ψ 2 dx + ∂xα−k i=0 Z 1 0 ∂ i ϕ 2 dx ∂xi EJDE–2000/60 M. Denche & A. L. Marhoune 5 Z Z α−k X Z 1 ∂ i u(x, τ ) 2 7 τ 1 k ∂ 2 u 2 J dx dt + dx (20) ≥ exp(−cT ) 8 0 0 ∂t2 ∂xi i=0 0 Z 1 α−k+1 α−k X Z τ Z 1 ∂ i+1 u 2 ∂ u(x, τ ) 2 dx dt + a0 + dx i α−k ∂x ∂t 2 0 ∂x ∂t 0 i=0 0 As the left hand side of (20) is independent of τ , by replacing the right hand side by its upper bound with respect to τ in the interval [0, T ], we obtain the desired inequality. ♦ Lemma 3.2 The operator L from E to F admits a closure. Proof Suppose that (un ) ∈ D(L) is a sequence such that un → 0 in E (21) and Lun → F in F . (22) We need to show that F = (f, ϕ1 , ϕ2 ) = 0. The fact that ϕi = 0; i = 1, 2; results directly from the continuity of the trace operators li . Introduce the operator L0 v = ∂ α ((1 − x)α+k J k v) ∂ 2 ((1 − x)α+k J k v) ∂ α+1 + (−1)α+1 α (a(t) ), 2 ∂t ∂x ∂t ∂xα defined on the domain D(L0 ) of functions v ∈ W22α,2 (Q) satisfying v|t=T = 0 ∂iv ∂ iv |x=0 = |x=1 = 0 , i ∂x ∂xi ∂v |t=T = 0 ∂t i = 0, α − 1 . we note that D(L0 ) is dense in the Hilbert space obtained by completing L2 (Q) with respect to the norm Z 2 2 (1 − x)2(α+k) J k v dx dt. kvk = Q Since Z Z Q f (1 − x)α+k J k v dx dt = = lim n→∞ Z Q lim n→∞ Q Lun (1 − x)α+k J k v dx dt un L0 v dx dt = 0 , holds for every function v ∈ D(L0 ), it follows that f = 0. Theorem 3.1 is valid for strong solutions, i.e., we have the inequality kukE ≤ C1 LuF , ∀ u ∈ D(L), hence we obtain the following. ♦ 6 High-order mixed-type differential equations EJDE–2000/60 Corollary 3.3 A strong solution of (1)-(6) is unique if it exists, and depends continuously on F = (f, ϕ, ψ) ∈ F . Corollary 3.4 The range R(L) of the operator L is closed in F , and R(L) = R(L). 4 Solvability of Problem (1)-(6) To proof solvability of (1)-(6), it is sufficient to show that R(L) is dense in F . The proof is based on the following lemma Lemma 4.1 Let D0 (L) = {u ∈ D(L) : l1 u = 0, l2 u = 0}. If for u ∈ D0 (L) and some ω ∈ L2 (Q), we have Z (1 − x)2k Lu$ dx dt = 0 , (23) Q then ω = 0. Proof The equality (23) can be written as follows Z Z ∂2u ∂ α ∂ α+1 u − (1 − x)2k 2 $ dx dt = (−1)α (1 − x)2k α (a α )$ dx dt. ∂t ∂x ∂x ∂t Q Q (24) For ω(x, t) given, we introduce the function v(x, t) = (−1)k ∂ 2k ((1−x)2k ω)/∂x2k , R1 then we have 0 xi v(x, t)dx = 0 for i = 0, 2k − 1. Then from equality (24) we have Z Z ∂ 2 u 2k ∂ α ∂ α+1 u 2k α J v dx dt = (−1) (a α )J v dx dt. (25) − 2 α ∂x ∂t Q ∂t Q ∂x Integrating by parts the right hand side of (25) 2k times, we get Z Z ∂u ∂ 2 u 2k − J v dx dt = A(t) v dx dt, 2 ∂t ∂t Q Q α−k (26) α−k ∂ u ∂ where A(t)u = (−1)α ∂x α−k (a ∂xα−k ). ∂ −1 ) and (Jε−1 )∗ When we introduce the smoothing operators Jε−1 = (I + ε ∂t with respect to t [16], then these operators provide solutions of the problems ε dgε (t) + gε (t) = dt gε (t)|t=0 = g(t), (27) 0, and −ε dgε∗ (t) + gε∗ (t) dt gε∗ (t)|t=T = g(t), = 0. (28) EJDE–2000/60 M. Denche & A. L. Marhoune 7 The solutions have the following properties: for any g ∈ L2 (0, T ), the functions gε = (Jε−1 )g and gε∗ = (Jε−1 )∗ g are in W21 (0, T ) such that gε |t=0 = 0 and 2 RT ∂ gε∗ |t=T = 0. Moreover, Jε−1 commutes with ∂t , so 0 gε − g dt → 0 and 2 RT ∗ gε − g dt → 0, for ε → 0. 0 −1 ∂u Replacing in (26), ∂u ∂t by the smoothed function Jε ∂t , using the relation −1 −1 −1 ∂A(τ ) −1 A(t)Jε = Jε A(τ ) + εJε ∂τ Jε , and using properties of the smoothing operators we obtain Z Z Z ∂u ∂u 2k ∂vε∗ ∂A ∂u ∗ ) dx dt = ( )ε vε dx dt. J ( A(t) vε∗ dx dt + ε (29) ∂t ∂t Q ∂t Q Q ∂t ∂t Passing to the limit,(29) is satisfied for all functions satisfying the conditions ∂i ∂ α+1 u (4)-(6) such that ∂x i (a ∂xα ∂t ) ∈ L2 (Q) for 0 ≤ i ≤ α. The operator A(t) has a continuous inverse on L2 (0, 1) defined by A−1 (t)g = (−1)α Z x Z ηα−k−1 + η1 ... 0 0 α−k X Z 0 i−1 Ci (t) i=1 Z η Z (30) Z ξα−k−1 ξ1 ... 0 0 0 1 g(ξ)dξdξ1 . . . dξα−k−1 a η dηdη1 . . . dηα−k−1 . (i − 1)! Then we have Z 1 A−1 (t)g dx = 0 . (31) 0 ∂u −1 −1 ∂u A ∂t . Hence the function ( ∂u ∂t )ε can be represented in the form ( ∂t )ε = Jε A ∂A ∂u ∂u Then ∂t ( ∂t )ε = Aε (t)A(t) ∂t , where α−k g X ∂ α−k xi−1 −1 J Ci . Aε (t)g = (−1)α a0 (t)Jε−1 + a i=1 ∂xα−k (i − 1)! ε Consequently, (29) becomes Z Z ∂u ∂u 2k ∂vε∗ ) dx dt = J ( A(t) (vε∗ + εA∗ε vε∗ ) dx dt, ∂t ∂t ∂t Q Q (32) (33) in which A∗ε (t) is the adjoint of the operator Aε (t). The left-hand side of (33) ∗ ∗ ∗ is a continuous linear functional of ∂u ∂t . Hence the function hε = vε + εAε vε i has the derivatives ∂∂xhiε ∈ L2 (Q), following conditions are satisfied ∂ α−k hε ∂i ∂xi (a ∂xα−k ) ∈ L2 (Q), i = 0, α − k, and the ∂ i hε ∂ i hε = = 0 , i = 0, α − k − 1. ∂xi x=0 ∂xi x=1 (34) The operators A∗ε (t) are bounded in L2 (Q), for ε sufficiently small we have kεA∗ε (t)kL2 (Q) < 1; hence the operator I + εA∗ε (t) has a bounded inverse in 8 High-order mixed-type differential equations L2 (Q). In addition, the operators From the equality ∂ i A∗ ε (t) ∂xi , EJDE–2000/60 i = 0, α − k are bounded in L2 (Q). i X ∂ k A∗ (t) ∂ i−k v ∗ ∂ i hε ∂ i v∗ ε ε = (I + εA∗ε (t)) iε + ε Cik , i ∂x ∂x ∂xk ∂xi−k i = 0, α − k − 1 (35) k=1 ∂ i v∗ we conclude that vε∗ has derivatives ∂xiε in L2 (Q), i = 0, α − k − 1. Taking into account (34) and (35), for i = 0, α − k − 1, we have i X ∂ i v∗ ∂ k A∗ε (t) ∂ i−k vε∗ (I + εA∗ε (t)) iε + ε Cik ∂x ∂xk ∂xi−k x=0 = 0, (36) i X ∂ i v∗ ∂ k A∗ε (t) ∂ i−k vε∗ (I + εA∗ε (t)) iε + ε Cik ∂x ∂xk ∂xi−k x=1 = 0. (37) k=1 k=1 ∂ i A∗ (t) Similarly, for ε sufficiently small, and each fixed x ∈ [0, 1] the operators ∂xεi , i = 0, α − k are bounded in L2 (Q) and the operator I + εA∗ε (t) is continuously invertible in L2 (Q). From (36) and (37) result that vε∗ satisfies the conditions ∂ i vε∗ ∂ i vε∗ = = 0, i = 0, α − k − 1, ∂xi x=0 ∂xi x=1 So, for ε sufficiently small, the function vε∗ has the same properties as hε . In addition vε∗ satisfies the integral conditions (6). RtRτ Putting u = 0 0 exp(cη)vε∗ (η, τ )dηdτ in (26), with the constant c satisfying a2 ca0 − a2 − a20 ≥ 0, and using (28), we obtain Z Z ∂2u ∂u k ∗ 2k exp(−ct) 2 dx dt (−1) exp(ct)vε J v dx dt = − (−1)k A(t) ∂t ∂t Q Q Z ∗ ∂u ∂v ε dx dt . (38) +ε (−1)k A(t) ∂t ∂t Q Integrating by parts each term in the right-hand side of (38), we have Z ∂2u ∂u Re (−1)k A(t) exp(−ct) 2 dx dt (39) ∂t ∂t Q Z Z α−k+1 u 2 c 1 ∂a −ct ∂ α−k+1 u 2 −ct ∂ e ≥ a(t)e dx dt − dx dt . 2 Q ∂xα−k ∂t 2 Q ∂t ∂xα−k ∂t Z Z ∂ α−k+1 u 2 −εa22 ∂u ∂vε∗ k dx dt) ≥ exp(−ct) α−k dx dt. (40) Re(−ε (−1) A(t) ∂t ∂t 2a0 Q ∂x ∂t Q Now, using (39) and (40) in (38), with the choice of c indicated above, we R R have 2 Re Q exp(ct)vε∗ j 2k v dx dt ≤ 0, then 2 Re Q exp(ct)vJ 2k v dx dt ≤ 0 as ε 2 R approaches zero. Since Re Q exp(ct)J k v dx dt = 0, we conclude that J 2k v = 0, hence ω = 0, which completes the present proof. ♦ Theorem 4.2 The range R(L) of L coincides with F. EJDE–2000/60 M. Denche & A. L. Marhoune 9 Proof Since F is a Hilbert space, we have R(L) = F if and only if the following implication is satisfied: Z Q Z Luf dx dt + 1 α−k X ( 0 i=0 ∂ i l1 u ∂ i ϕ ∂ α−k l2 u ∂ α−k ψ + )dx = 0, ∂xi ∂xi ∂xα−k ∂xα−k (41) for arbitrary u ∈ E and F = (f, ϕ, ψ) ∈ F , implies that f , ϕ, and ψ are zero. R Putting u ∈ D0 (L) in (41), we obtain Q Luf dx dt = 0. Taking ω = f /(1 − x)2k , and using lemma 4.1 we obtain that f /(1 − x)2k = 0, then f = 0. Consequently, ∀u ∈ D(L) we have Z 0 1 α−k X i=0 ∂ i l1 u ∂ i ϕ ∂ α−k l2 u ∂ α−k ψ + dx = 0 . ∂xi ∂xi ∂xα−k ∂xα−k (42) The range of the trace operator (l1, l2 ) is everywhere dense in a Hilbert space with norm Z X i ∂ ϕ 2 ∂ α−k ψ 2 1/2 1 α−k + dx . i ∂xα−k 0 i=0 ∂x Therefore, (ϕ, ψ) = (0, 0) and the present proof is complete. References [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. 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