1 Professor Giorgi Mandjavidze (6.V.1924 - 13.IV.1999) Boundary Value Problems with Shift for Generalized Analytic Vectors ( In honor of Professor Giorgi Manjavidze) G. Akhalaia, N.Manjavidze The present work is devoted to boundary value problems of linear conjugation with shift for generalized analytic vectors. A great place in the works of Giorgi Manjavidze takes the investigation of boundary value problems of the theory of functions with shifts. In such problems the boundary values of the desired functions are conjugating in the points which are displaced to each other. The model problem is to find a function Φ(π§) holomorphic on the complex plane π§, cut along some simple closed curves, the boundary values of which Φ+ (π‘) and Φ− (π‘) are satisfying the condition Φ+ [πΌ(π‘)] = πΊ(π‘)Φ− (π‘) + π(π‘), π‘ ∈ Γ (*) from both sides of Γ, where πΊ(π‘), π(π‘) are given continuous functions on Γ, πΌ(π‘) is continuous function mapping Γ onto πΎ in one-to-one manner. Later on result obtained by him in this direction became known as the theory of conformal sewing. He also studied the problem with shift depended on parameter 2 and proved the invariance of partial indices for conformal mappings. A special cycle of G. Manjavidze’s works is devoted to the investigation of boundary value problems of the function theory by method of successive approximations by means of which solution of the problems with shifts in case of several unknown functions was considerably simplified. G.Manjavidze obtained marked results for discontinuous boundary value problems with shift for generalized analytic vectors. He studied the Riemann-Hilbert problem in domains with non-smooth boundaries, the Riemann-Hilbert-Poincare problem for generalized analytic functions, and the differential boundary value problem of linear conjugation. In particular, he established both the solvability conditions of these problems and the index formulas and discovered the connection between the problems with shift for analytic and generalized analytic functions. 1. Generalized analytic vectors ( Definitions and Notations). A vector π€(π§) = (π€1 , β― , π€π ) is called generalized analytic in domain D if it is a solution of the elliptic system ππ§Μ π€ − πππ§ π€ + π΄π€ + π΅π€ Μ = 0, (1.1) where π΄(π§), π΅(π§) are given square matrices of order n of the class πΏπ0 (π·), π0 > 2, and where π(π§) is a matrix of the special form: it is quasi-diagonal and every π block ππ = (πππ ) is lower (upper) triangular matrix satisfying the conditions: π π π11 = β― = ππ = π π , |π π | ≤ π0 < 1, π ,ππ π π (π + π ≤ π, π + π ≤ π). πππ = ππ+π ,π+π Moreover, π(π§) ∈ ππ1 (β), π > 2 and π(π§) = 0 outside of some circle. Under the Μ ), the genesolution of (1.1) we mean so-called regular solution , i.e. π€(π§) ∈ πΏ2 (π· ralized derivatives of which π€π§Μ , π€π§ ∈ πΏπ (π·′ ), π > 2, where π·′ is arbitrary closed subset of π·. If π΄(π§) ≡ π΅(π§) ≡ 0 then ππ§Μ π€ − πππ§ π€ = 0, (1.2) and the solutions of (1.2) are called π− holomorphic vectors. The equation (1.2) has a solution of the form π(π§) = π§πΌ + ππ, where πΌ is unit matrix and π(π§) is a solution of the equation (1.3) 3 π(π§) − π(π§)Ππ = π(π§) belonging to πΏπ (β), π > 2. π, Π are well-known integral operators. The solution (1.3) is analogous of the fundamental homeomorphism of Beltrami equation. The matrix π(π‘, π§) = ππ‘ π(π‘)[π(π‘) − π(π§)]−1 (1.4) is called generalized Cauchy kernel for the equation (1.2), and consider Cauchy type generalized integral Φ(π§) = 1 ∫ π(π‘, π§)ππ π‘π(π‘), 2ππ Γ (1.5) where Γ is closed simple smooth curve, π(π‘) ∈ πΏ1 (Γ) and ππ π‘ = πΌππ‘ + π(π‘)ππ‘Μ . If the density π(π‘) in (1.5) is Holder-continuous on Γ then (1.5) is Holder-conti+ and π· − ; the boundary values of Φ on Γ are given by Μ Μ Μ Μ Μ Μ Μ Μ nuous in π· 1 Φ± (π‘) = ± π(π‘) + 2 1 ∫ π(π, π§)ππ ππ(π). 2ππ Γ (1.6) If π(π‘) ∈ πΏπ (Γ), p > 1, then (1.6) are fulfilled almost everywhere on Γ, provided that Φ± (π‘) are angular boundary values of the vector Φ(π§). Here very important role play the analogous integral operators Μ )[π§] = − 1 ∫ π(π‘, π§)π(π‘)πππ‘, (ππ π· π (1.7) 1 Μ )[π§] = − ∫ ππ§ π(π‘, π§)π(π‘)πππ‘. (Ππ π π· Μ ) is completely continuous operator from πΏπ (D Μ ), p > 2, If π ∈ π»πΌ0 (β) then (ππ Μ is linear bounded onto π»πΌ (π·), πΌ = πππ{πΌ0 , (π − 2)/π} , moreover the operator Π Μ ) to πΏπ (D Μ ), and operator from πΏπ (D Μ =Π Μ π. (ππ§Μ − πππ§ ) Μ ππ = π, ππ§ ππ (1.8) Using π − holomorphic vectors the generalized analytic vectors can be represented as follows (Bojarski B. Theory of Generalized Analytic Vector.) 4 π€(π§) = Φ(π§) + β¬ Γ1 (π§, π‘) Φ(π‘) πππ‘, + π· (1.9) π Μ Μ Μ Μ Μ Μ πππ‘, + ∑ ππ π€π (π§), + β¬ Γ2 (π§, π‘) Φ(π‘) π· π=1 where Φ(π§) is π − holomorphic vector, π€π (π§), (π = 1, β― , π) is a complete system of linearly independent solutions of Fredholm equation 1 Μ Μ Μ Μ Μ Μ ] πππ‘ = 0, πΎπ€ ≡ π€(π‘) − β¬π· π(π‘, π§)[π΄(π‘)π€(π‘) + π΅(π‘)π€(π‘) π (1.10) π€π (π§) turn to be continuous vectors in whole plane vanishing at infinity, ππ are arbitrary real constants, the kernels Γ1 (π§, π‘), Γ2 (π§, π‘) satisfy integral equations in turn. Finally the vector Φ(π§) has to satisfy the following conditions π π β¬π· Φ(π§)π£π (π§) πππ‘ = 0, π = 1, β― , π, (1.11) Μ )(k = 1, β― , N)form system of linearly independent solutions where π£π (π§) ∈ πΏπ (D of Fredholm integral equation ′ (π§) Μ Μ Μ Μ Μ Μ Μ π΄ π΅′ (π§) Μ Μ Μ Μ Μ Μ Μ Μ Μ Μ Μ Μ Μ Μ Μ πππ‘ = 0. π£(π§) + β¬ π(π§, π‘)π£(π‘) πππ‘ + β¬ π ′ (π§, π‘)π£(π‘) π π π· π· It should be mentioned that, generally speaking, the Liouville theorem is not true for the solutions of (1.1). This explains the appearance of the constants ππ in (1.9) and that the condition (1.11) has to be satisfied. 2. Relation between BVP of Linear Conjugation and Generalized Analytic Functions Now we show the connection of linear conjugation problem with shift and the theory of generalized analytic functions. This gives the possibility to consider the problem of linear conjugation in somewhat different formulation. Let Γ1 and Γ2 be Liapunov curves, πΌ(π‘) is function mapping Γ1 onto Γ2 in one-toone manner preserving orientation, πΌ(π‘(π )) is absolutely continuous function, π ≥ 5 |πΌ ′ (π‘)| ≥ π > 0 (π, π are constants), π(π‘), π(π‘) are given matrices of the class 1 π»π (Γ1 ) (π > ) , π(π‘) is nonsingular square matrix of order π, π(π‘) is (π × 2 π) −matrix. Find piecewise-holomorphic matrix π(π§) having finite order at infinity, π + (π‘), π − (π‘) ∈ π»(Γ) and satisfying the boundary condition π + [πΌ(π‘)] = π(π‘)π − (π‘) + π(π‘), π‘ ∈ Γ1 . (2.1) We call the piecewise-holomorphic matrix π(π§) with finite order at infinity the canonical matrix of the problem (2.1) if πππ‘ π(π§) ≠ 0 everywhere except perhaps at the point π§ = ∞; π(π§) has a normal form at infinity with respect to columns and π + [πΌ(π‘)] = π(π‘)π − (π‘), π‘ ∈ Γ1 . Mapping conformally π·2+ and π·1− into interior and exterior parts of the unit circle Γ respectively we get the same problem (2.1), where πΌ(π‘) maps Γ onto Γ; the matrices π(π‘), π(π‘) have the same properties. Consider the problem in case Γ1 = Γ2 = Γ. After proving some useful propositions we get the following Theorem 1. All solutions of the problem (2.1) are given by the formulas π[πΌ(π§)] = ππΌ [πΌ(π§)][ππ + β(π§) + π(π€0 (π§))], π§ ∈ π·+ , (2.2) π(π§) = ππΌ (π§)[ππ + β(π§) + π(π€0 (π§))], − π§∈π· , + ), π > 2, is a Μ Μ Μ Μ where π(π§) is arbitrary polynomial vector and the vector π ∈ πΏπ (π· solution (unique) of the equation πΎπ =: π(π§) − π(π§)Ππ = π(π§); −1 1 [ππΌ+ (πΌ(π‘))] π(π‘) β(π§) = ∫ ππ‘, 2ππ πΎ π‘−π§ + ). Μ Μ Μ Μ π(π§) = (π1 , β― , ππ ) = π(π§)β′ (π§) ∈ πΏπ (π· The solutions vanishing at infinity are given by the formulas (2.2) where 6 π(π§) = (ππ1−1 , β― , πππ −1 ), π1 ≥ β― ≥ ππ are the partial indices of the problem (2.1), ππ (π§) is arbitrary polynomial of order π(ππ (π§) = 0 if π < 0); if 0 ≥ ππ +1 ≥ β― ≥ ππ then the vector π(π‘) has to satisfy the following conditions −1 2π β¬ ππ (π)πΏ(π π )ππππ = ∫ π‘ π {[ππΌ+ (πΌ(π‘))] π(π‘)} ππ‘, π· πΎ π π = π + 1, β― , π; π = 0, β― , |ππ | − 1, where πΏπ = π(π§) − Π(ππ). 3. BVP of Linear Conjugation with Shift for Generalized Analytic Vectors. Define the classes for π-holomorphic vectors. Let π·+ , (π·− ) be finite (infinite) domain which is bounded by a simple closed Liapunov smooth curve Γ. Denote by πΈπ ,π (π·, π), π ≥ 0, π ≥ 1, π(π§) = (πππ ) ∈ πππ 0 (β), π > 2 (D is one of the domains π·+ , π·− , πππ 0 (β) is a Sobolev space) the class of π− holomorphic vectors Φ(π§) = ( Φ1 , β― , Φn ) in the domain π· satisfying the following conditions ∫πΏ ππ | π π Φπ π ππ§ π | |ππ§| ≤ πΆ, π = 1, β― , π, (3.1) where πΆ is a constant, πΏππ is an image of the circle |π| = π, π < 1, while quasiconformal mapping π = ππ (ππ (π§)) of the unit circle |π| < 1 onto π·, ππ is an analytic function in the domain ππ (π·), ππ is a fundamental homeomorphism of the Beltrami equation ππ§Μ π − πππ (π§)ππ§ π = 0. If π· is infinite domain , then for the simplicity of notation we suppose that π(∞) = 0 (remind that π − holomorphic vectors are the analytic functions in vicinity of the point z = ∞, because π = 0 at infinity). By πΈπ ,π (π·, π, π) denote the class of the vectors Φ , belonging to the class πΈπ ,π (π·, π) for some π > 1, for which the angular boundary values are belonging to πΏπ (Γ, π), π(π‘) = ∏ππ=1|π‘ − π‘π |ππ , π‘π ∈ Γ, −1 < ππ < π − 1, π > 1. (3.2) 7 Leπ‘ π+ (π§) and π − (π§) are two given matrices, satisfying the conditions π+ ∈ (β), π, π ≥ 0, π0 > 2. ( π+ , π− ∈ ππ10 (β) when π = π = 0). πππ0 (β), π − ∈ πππ 0 ± By πΈπ,π,π (Γ, π± , π± ) we denote the class of the vectors defined on cut along Γ plane, belonging to the class πΈπ,π (π·+ , π+ , π+ ) (πΈπ,π (π·− , π− , π− )), in the domain π·+ (π·− ), πΈ0,π (π·, π) ≡ πΈπ (π·, π). Introduce the classes of the generalized analytic vectors, satisfying the equation of the form ππ€ ≡ ππ§Μ π€ − πππ§ π€ + π΄π€ + π΅π€ Μ = 0; (3.3) in case of infinite domain we suppose, that π, π΄, π΅ are equal to zero at infinity. By πΈπ,π (π·, π), π ≥ 0, π ≥ 1, denote the class of the solutions of the equation (3.3) satisfying the conditions ∫πΏ ππ | π π π€π ππ§ π π ππ π€ π | |ππ§| ≤ πΆ, ∫πΏ | π π| |ππ§| ≤ πΆ, π = 1, β― , π, π = 1, β― , π − 1, ππ§ ππ the curve πΏππ is defined above, πΆ is a constant; if π· is infinite domain, then π€(∞) = 0. Here we consider, that Γ ∈ π»πΌπ , π(πΌ) ∈ πππ0 (β), π0 > 2 (when π = 0, Μ )) , π ∈ ππ1 (β), π΄, π΅ ∈ πΏ∞ (π· Μ )), π΄(π§), π΅(π§) ∈ π ∈ ππ10 (β), π΄, π΅ ∈ πΏ∞ (π· 0 Μ ). π»πΌπ−1 (π· By πΈπ,π (π·, π, π), π ≥ 0, π > 1, π(t) is a function of the form (3.2), denote the class of the vectors π€(π§), belonging to the class πΈπ,π (π·, π), for some λ > 1, for which the angular boundary values of the vector ππ π€ ππ§ π ∈ πΏπ (Γ, π). ± πΈπ,π,π (Γ, π± , π± ) denotes the class of the vectors defined on the plane cut along Γ and belonging to the class πΈπ,π (π·+ , π+ , π+ )[ (πΈπ,π (π·− , π− , π− ) ] in π·+ (π·− ). Consider the following boundary value problem: ± Find a vector Φ(π§) = ( Φ1 , β― , Φn ) of the class πΈπ,π,π (Γ, π± , π± ) satisfying boundary condition − (π‘) + π(π‘), π‘ ∈ Γ. Μ Μ Μ Μ Μ Μ Μ Μ Φ+ [πΌ(π‘)] = π(π‘)Φ− (π‘) + π(π‘)Φ (3.4) Γ is simple closed Liapunov curve, πΌ(π‘) is function mapping Γ onto Γ in one-toone manner, preserving the orientation , π(π‘), π(π‘) are given piecewise-continuous 8 (π × π) −matrices on Γ, πππ|det π(π‘)| > 0, π(π‘) is given vector of the class πΏπ (Γ, ρ), ρ = ρ− (t) is a function (3.2), ρ+ (t) = ∏rk=1|t − α(t k )|νk . The following proposition holds. Lemma. If the vector Φ(π§) ∈ πΈπ± (Γ, π± , π± ) then it is uniquely representable in the form 1 Φ(π§) = ∫ π+ (π, π§)ππ+ ππ[π½(π)]′ , Γ {2ππ 1 ∫ π− (π, π§)ππ− ππ(π), 2ππ Γ π§ ∈ π·+ π§∈π· (3.5) − where π(π‘) ∈ πΏπ (Γ, ρ) is a solution of Fredholm integral equation ππ ≡ π(π‘) + 1 ∫ [π (πΌ(π), πΌ(π‘))ππ+ πΌ(π) − π− (π, π‘)ππ− ππ(π)] = 2ππ Γ + (3.6) Φ + [πΌ(π‘)] −Φ − (π‘), π½(π‘) is inverse of πΌ(π‘). Substituting the representation (3.5) in the boundary condition (3.4) for the desired vector π(π‘) we obtain the singular integral equation Μ Μ Μ Μ Μ Μ + 1 ∫ π1 (π, π‘) π(π)ππ βπ ≡ [πΌ + π(π‘1 )]π(π‘) + π(π‘)π(π‘) ππ Γ 1 Μ Μ Μ Μ Μ Μ ππ = 2π(π‘), + ∫ π2 (π, π‘)π(π) ππ Γ (3.7) π1 (π, π‘)π(π)ππ = [π+ (πΌ(π), πΌ(π‘))ππ+ πΌ(π) − π(π‘)π− (π, π‘)ππ− π]π(π), Μ Μ Μ Μ Μ Μ ππ = π(π‘)π Μ Μ Μ Μ Μ Μ Μ Μ Μ Μ Μ Μ Μ Μ Μ Μ π2 (π, π‘)π(π) − (π, π‘)ππ− ππ(π). The following result holds. Theorem 2. If the equation (3.7) is Noetherian in the space πΏπ (Γ, ρ) then the boundary problem (3.4) is Noetherian in πΈπ± (Γ, π± , π± ); the necessary and sufficient solvability conditions have the form π π ∫Γ π(π‘)ππ (π‘)ππ‘ = 0, π = 1, β― , π ′ , (3.8) 9 where ππ (π‘) is a complete system of linearly independent solutions of conjugate p homogeneous equation β ′ π = 0 of the class πΏπ (Γ, ρ1−q ), q = ; the index of the 1+p problem (3.4) of the class of the class πΏπ (Γ, ρ). πΈπ± (Γ, π± , π± ) is equal to the index of the equation (3.7) Consider now the problem (3.4) for generalized analytic vectors satisfying the equations of the form (3.3): Find the vector π€(π§) ∈ πΈπ± (Γ, π± , π± ) satisfying the boundary condition − (π‘) + π(π‘), π‘ ∈ Γ. Μ Μ Μ Μ Μ Μ Μ Μ w + [πΌ(π‘)] = π(π‘)w − (π‘) + π(π‘)π€ (3.9) We seek the solution of (3.9) by the formula (1.9) in the following form ± (π‘) ππ + Μ Μ Μ Μ Μ Μ Μ Μ π€ ± (π§) = Φ± (π§) + β¬π· Γ1± (π§, π‘)Φ± (π‘) πππ‘, + β¬π· Γ2± (π§, π‘)Φ π‘, (3.10) ± ± ± + ∑π π=1 ππ π€π (π§), πΈπ± (Γ, π ± , π± ), ππ± (π = 1, β― , π ± ) where Φ± (π§) ∈ are desired real numbers, π€π± (π§) - solutions of the corresponding integral equations. The vectors Φ± (π‘) have to satisfy the conditions πΌπ ∫ Φ± (π‘)ππ± π‘ππ± (π‘) = 0, π = 1, β― , π ± , ππ± Γ where are the complete systems of the homogeneous conjugate equations. With respect to the vector Φ± (π§) we obtain the following boundary problem − (π‘ ) + β Φ+ + β Φ− + π (π‘ ), Μ Μ Μ Μ Μ Μ Μ Μ Μ Φ+ [πΌ(π‘0 )] = π(π‘0 )Φ− (π‘0 ) + π(π‘0 )Φ 0 + − 0 0 (3.12) π− π+ + − Μ Μ Μ Μ Μ Μ Μ Μ π0 (π‘) = π(π‘) + ∑ ππ− [ππ (π‘)π€π− (π‘) + ππ (π‘)π€ π (π‘)] − ∑ ππ π€π [πΌ(π‘)]; π=1 π=1 the operators β+ and β− are defined as follows + (π‘)]ππ , Μ Μ Μ Μ Μ Μ Μ Μ β+ Φ+ = − β¬π·+[ Γ1+ (πΌ(π‘0 , π‘)Φ+ (π‘) + Γ2+ (πΌ(π‘0, π‘)Φ π‘ − Μ Μ Μ Μ Μ Μ Μ β− Φ = πΌ(π‘0 )πΉ(π‘0 ) + π(π‘0 )πΉ(π‘ 0 ), − (π‘)]ππ . Μ Μ Μ Μ Μ Μ Μ Μ πΉ(π‘0 ) = β¬ −[ Γ1− (π‘0 , π‘)Φ− (π‘) + Γ2− (π‘0, π‘)Φ π‘ π· 10 Substituting the representations (3.5) first in these formulas we obtain that the operators β+ and β− are completely continuous operators in πΏπ (Γ, ρ+ ), πΏπ (Γ, ρ− ) with respect to the angular boundary values Φ+ (π), Φ− (τ) and then in (3.12) we get singular integral equation with respect to the vector π(π‘) Μ Μ Μ Μ Μ Μ + ∑π Ωπ ≡ (Ω0 + Ω1 )π + Ω2 πΜ = 2π(π‘) π=1 ππ ππ (π‘), (3.13) where Ω0 is completely continuous operator, Ω1 and Ω2 are singular integral operators ππ (π‘) π(π)ππ Ωπ π ≡ ππ (π‘)π(π‘) + ∫ , ππ Γ π − π‘ π1 = πΌ + π, π1 = πΌ − π, π2 = π2 = π, ππ (π‘) are linearly independent continuous vectors, represented by π€π± (π‘), ππ (π = 1, β― , π, π ≤ π + + π − ) are desired real constants. Besides (3.13) the vector π has to satisfy the conditions πΌπ ∫Γ π(π‘)ππ (π‘)ππ‘ = 0, π = 1, β― , π, (3.14) where ππ (π‘), (π = 1, β― , π) are linearly independent vectors, represented by ππ± (π‘). The necessary and sufficient solvability conditions of the problem (3.9) in the class πΈπ± (Γ, π± , π± ) have the form (Prossdorf S. Some Classes of Singular Equations.) π π ∫Γ π(π‘)Υπ (π‘)ππ‘ = 0, π = 1, β― , π , (3.15) where the linearly independent vectors Υπ (π‘) (π = 1, β― , π ) belonging to the class πΏπ (Γ, ρ1−q ), are representable by π + , π − and by the vectors composing the basis of subspace of the solutions of adjoint homogeneous equation Ω′ π£ = 0. The index of the problem (3.9) is equal to π + π − π , (3.16) where π is the index of the operator Ω of the class πΏπ (Γ, ρ). Actually π = π in the formula (3.16). Let π ± be sets of the vectors π€ ± (π§) defined in the domains π·± representable in the form π€ ± (π§) = Φ± (π§) + β± (π§), (3.17) 11 Φ± (π§) ∈ πΈπ± (Γ, π ± , π± ), β± (π§) ∈ π»πΌ (π·± ). This pair of sets coincides with the class πΈπ± (Γ, π± , π± ). Introduce the norms |π€ ± |π ± = πππ {|Φ± |πΏπ(Γ,ρ±) , |β± |π» πΌ(π·±) }, (3.18) π ± are Banach spaces. Let π = (π + , π − ) be new Banach space with the norm |π€|π = πππ₯[|π€ + |π +, |π€ − |π − ]. It is evident, that this norm in πΈπ± (Γ, π± , π± ) is independent of π΄± , π΅± . Consider the set of the operators ππ± π€ ± = ππ§Μ π€ ± − π ± ππ§ π€ ± + π[π΄± π€ ± + π΅± Μ Μ Μ Μ π€ ± ], where π ∈ [0,1]. In order to calculate the index of the problem (3.9) we may take the differential operators of the form ππ§Μ π€ ± − π ± ππ§ π€ ± and for such operators the numbers π + , π − are equal to zero and hence π = π in (3.16). Theorem 3.The necessary and sufficient solvability conditions of the problem (3.9) in the class πΈπ± (Γ, π± , π± ) are the conditions (3.15); the index of this problem is equal to the index π of the operator Ω. Note that if the matrices π(π‘) and π(π‘) are continuous then the index of any class is given by the formula 1 π = [arg πππ‘π(π‘)]Γ . π References [1] G. Akhalaia, G. Manjavidze, Boundary value problems of the theory of generalized analytic vectors. Complex Methods for Partial Differential Equations, vol. 6, Kluwer Academic Publishers, Dordecht/Boston/London, 1999, pp. 57-97. [2] N. Manjavidze. Boundary value problems for analytic and generalized analytic functions on a cut plane, Memoirs on Differential Equations and Mathematical Physics, vol 33, Publishing House GCI, Tbilisi, 2004, pp.121-154. [3] G. Manjavidze, Boundary value problems for analytic and generalized functions. Some Topics on Value Distribution and Differentiability in Complex and Padic Analysis, vol 11, Science Press, Beijing, 2008, pp.499-631. [4]G. Manjavidze, N. Manjavidze, Boundary value problems for generalized analytic functions, Journal of Math. Sciences, vol.160, 6, Springer, 2009, pp. 745-821.