R ENDICONTI
del
S EMINARIO M ATEMATICO
della
U NIVERSITÀ DI P ADOVA
O TARI J OKHADZE
Darboux and Goursat type problems in the trihedral angle for hyperbolic type equations of third order
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in the Trihedral Angle for Hyperbolic Type Equations of Third Order.
OTARI
JOKHADZE (*)
1. - Statement of the
problem
and some notations.In the space of
independent
variables x =(xl , x2 , x3 ) E ~3 ,
_
( -
oo ,oo ), ~3
-_- R x R x R let us consider apartial
differentialequation
of third order of the kindwhere F is a
given
function and u is an unknown real function.Equation (1.1)
in the Euclidean spaceR3
is ofhyperbolic type
for which afamily
ofplanes
x1 =const,
x2 =const,
x3 = const is characteri-stic,
while the directions determinedby
the unit vectors e ==(1, 0, 0),
e2
* (0, 1, 0),
e3* (0, 0, 1)
of the coordinate axes are bicharacteri- stic.In the space
R3 let Sf :
+PTQX2
+ =0,
i =1, 2, 3,
be
arbitrarily given planes,
without restriction ofgenerality, passing through
theorigin.
Assume that
where v ° _ (a?,
=1, 2, 3.
The space~3
ispartitioned by
theplanes
i =1, 2, 3,
intoeight
trihedralangles.
We considerequation (1.1)
in one of these trihedralangles Do , which,
without restriction of(*) Indirizzo dell’A.: A. Razmadze Mathematical Institute,
Georgian
Acade-my of Sciences, 1, Z. Rukhadze St., Tbilisi 380093,
Republic
ofGeorgia.
E-mail adress:
Jokha@imath.acnet.ge
generality,
is assumed to begiven
in the formRegarding
the domainDo ,
we suppose that:Each bicharacteristic of
equation (1.1)
isparallel
toonly
one of thefaces of the trihedral
angle Do .
Without loss ofgenerality,
we suppose that eilisP,
i =1, 2,
3. This isequivalent
to therequirement
thatIn
particular,
thisimplies
thata)
theedge
of the trihedral
angle Do
-has no bichar-acteristic
direction, i.e.,
ei ,k, i
=1, 2, 3,
where v" xv’J, i, j ,
k
= 1, 2, 3,
ij, k ~ i, j
is the vectorproduct
of the vectorsvP
andvi’;
b)
the bicharacteristicspassing through
theedge
k =1, 2, 3,
do not pass into the domain
Do.
For convenience of the
invesigation
of theboundary
valueproblem
for
equation (1.1)
we transform the domainDo
into the domain D--- ~ y
EE
~.3 :
yl >0,
y2 >0,
Y3 >0}
of the space of variables y2 , y3 . To thisend,
let us introduce newindependent
variables definedby
theequalities
Owing
to(1.2),
the linear transform(1.3)
isobviously non-degenera- te,
it establishes the one-to-onecorrespondence
between the domainsDo
and D.Retaining
theprevious
notations for u and Fequation (1.1)
in thedomain D for the variables y1, Y2, y3 can be rewritten as
Here
In the domain D let us consider instead of
equation (1.4)
a more ge-neral
equation
Here for the variables y2 , y3 we use the
previous
notations xl , x2 ,X3; +
Y i ( a/ ax3 )
is a derivative with re-spect
to thedirection li = (ai, Bi, yi), rank, 4, 1 ) = 3,
i =1, 2, 3 ,
F is a
given function,
and u is an unknown real function.Moreover,
thebicharacteristics of
equation (1.5)
and the domain D will be assumed tosatisfy
the condition formulated above forequation (1.1)
in the domain= 1, 2, 3 ),
which in this case takes the form: a 1 =0, P 2
==0~3=0.
_ _Let P =
P(x)
E D be anarbitrary point
of the closed domainD,
and3
let
Sk , k
=1, 2, 3,
beplane
faces of theangle D, i.e.,
3D =U Sk , Sk =
k = 1
xj) E R2+}, Tk,
k =1, 2, 3, edge
of theangle D,
9Let the bicharacteristic beams
Li (P), corresponding
to the bicharacteristicsdirections li
ofequation (1.5)
be drawn from thepoint
P to the intersection with one of thefaces Si
atthe
points Pi ,
i =1, 2,
3. Without lossof -generalitly
it is assumed that In the domain D let us consider a Darbouxtype problem
for theequation (1.5)
which is formulated as follows: Find in the domain D aregular
solution u ofequation (1.5) satisfying
thefollowing boundary
conditions:
where
Mi , Ni , fi,
i =1, 2, 3,
are thegiven
real functions.A
regular
solution ofequation (1.5)
is said to the function u which is continuous in Dtogether
with itspartial
derivativesj,
k =0, 1,
and satisfiesequation (1.5)
in D.It should be noted that the
boundary
valueproblem (1.5), (1.6)
is a natural continuation of the well-known classical statements of the Goursat and Darbouxproblems (see,
e.g.,[1]-[4])
for linearhyporbolic equations
of second and third order with twoindependent
variables ona
plane.
Multi-dimensionalanalogs
of the Goursat and Darboux pro- blems forhyperbolic type equations
of second and third order in a dihe- dralangle
have been studied in a number of papers(see,
e.g.,[2],
[5]-[9]).
Many
works are devoted to the initialboundary
value and characte-ristic
problems
for a wide class ofhyporbolic equations
of third and hi-gher
orders in multi-dimensional domains with dominated lower terms(see, e.g., [10], [11]).
REMARK 1.1. Note that the
hyperbolicity
ofproblem (1.5), (1.6)
is taken into account in conditions(1.6)
because of the presence of deriva- tives of second order dominatedby
In the domains D and
Ri
let us introduce into consideration the fol-lowing
functional spaces: .where
~o is the distance from the
point x
E D to theedge T
of the domainD, Le.,
ei =i, j,
k =1, 2, 3,
kj, k, j,
and theparameters
a = const >
0, N > ( 1 , 2, ...}.
Obviously,
for the semi-normso - 0 _
the spaces
C a (D) and Ca(R2+)
are the countable normed Frechetspaces. 0 _
It can be
easily
seen that thebelonging
of the functions v EC(D)
and- 0 -
E
C(R2+) res p ectivel y
to the spaces and ise q uivalent
to the fulfilment of the
following inequalities:
We
investigate
theboundary
valueproblem (1.5), (1.6)
in the Fre- chet spacewith
respect
to the semi-normsIn
considering
theboundary
valueproblem (1.5), (1.6)
in the class),
werequire
that the functionsREMARK 1.2. When a =
0,
we omit thesubscript
index a used abo-ve in the notations of functional classes.
2. -
Equivalent
reduction ofproblem (1.5), (1.6)
to a functionalequation.
Using
the notationsproblem (1.5), (1.6)
in the domain D can be rewrittenequivalently
as aboundary
valueproblem
for asystem
ofpartial
differentialequations
offirst order with
respect
to the unknown functions vl , V2, V3The
equivalence
of the initialproblem (1.5), (1.6)
andproblem (2.1),
(2.2)
is an obvious consequence ofLEMMA 2.1. In the closed domain
Do ,
which is trihedralangle
in-troduced
in § 1,
there exists aunique function
satisfying
both theredefined system of partial differential equations of
second order
and the conditions
Here vl , v2 , v3 acre
given functions
suchthat,
PROOF. Let
Po
=x3 )
be anarbitrary point
of the closed domainDo .
It is obvious thatowing
to therequirement
for the domainDo
in§ 1,
theplane
Xl =x °
has theunique point
of intersection ofPo
with the
edge ry.
Since
= V2
(xi ,
X2, and UXl =0,
the function uxl(z( ,
X2, is defineduniquely
at thepoint x3 ) by
the formulaHere the curvilinear
integral
is takenalong
anysimple
smooth curveconnecting
thepoints (x2 (x ° ), x3 (xf»
and(x3, x3 )
of theplane
Xl =x o
and
lying wholly
inDo .
Since thepoint Po
is chosenarbitrarily,
formula(2.5) gives
in a closed domainDo
therepresentation
of the function uxl which is written in terms of thegiven
functions v3 and v2.Analogously,
the
representation
formulas for the functions ux2 and UX3 inDo
aregiven
respectively by
the known functions vl , v3 and vl , v2 . It remainsonly
tonote that the function u defined
by
the formuladefines a
unique
solution ofproblem (2.3), (2.4).
HereREMARK 2.1. If instead of
system (2.3)
we consider thesystem
in the trihedral
angle
D of a space ofindependent
variables x ER ,
then
similarly
to therequirement
domainDo
from § 1 one shouldrequi-
re that =
1, 2 , 3 .
Note that
system (2.7)
reduces tosystem (2.3)
in the variables(~,
?7,~)
Eby
means of thefollowing nondegenerate
transform of va-riables xl , X2, X3:
assuming
that the vectorsi , I and l3
arelinearly independent.
Let the bicharecteristic beams
Li (P), i = 1, 2, 3,
ofequation (1.5)
bedrawn from an
arbitrary point
P =P(x)
E D to the intersection with the faces at thepoints P3,E P2 E S3 , PI
ES2.
Denoting
and
integrating
theequations
ofsystem- (2.1 ) along
thecorresponding bicharacteristics,
weget
o -~
where
Fi ,
i =1, 2, 3,
are the known functions from the classC (R + ),
and the
superscript -1
here and below denotes an inverse value.Substituting
theexpressions
for vl, v2 and v3 fromequalities (2.8)
into theboundary
conditions(2.2),
we obtainwhere the known functions
fi, i = 4, 5, 6 belong
to the classo - 2
Ca(R2+). ).
By variables E, n
the lastsystem
has the formLet the
following
conditions be fulfilled:By eliminating successively
the unknownvalues,
for the function cp 2we obtain the
following
functionalequation
fromsystem (2.9)
where
o -2
and the known function
f belongs
to the classC a ).
REMARK 2.2. It is obvious that when conditions
(2.10)
arefulfilled, ol
-problem (1.5), (1.6)
in the classC2a(D)
isequivalently
reduced to equa-0 -
tion
(2.11)
withrespect
to the unknown function cp 2 of the class 2Furthermore if u
E0Cl
a(D)
then q2c
a-2 ),
and vice versa, ifFurthermore,
ff u eCa (D)
then q2 Ea (R
and vice versa, ff q2 ’Ec -2
E then
taking
into accountinequalities (1.7),
we find from equa-o -
lities
(2.9), (2.8), (2.6)
that u ECl a (D).
3. -
Investigation
of the functionalequation (2.11).
Let K: X - X be a linear
operator acting
on the linear space X. Letus consider the
equation
and the iterated
equation corresponding
to(3.1)
here cp is an unknown element and 1/J is a
given
element of the spaceX,
n>2.
We have the
following simple
lemma.LEMMA 3.1.
If
thehomogeneous equation corresponding
to(3.2)
has
only
a trivialsolution,
thenequations (3.1)
and(3.2)
areequiva-
lent.
PROOF. It is clear that any solution of
equation (3.1)
is a solution ofequation (3.2)
as well. Let now cp be anarbitrary
solution ofequation
(3.2).
Rewriteequations (3.1)
and(3.2)
aswhere
Ko T
=Kcp + 1/J.
Since qg is a solution ofequation (3.4),
we haveKo 99
= Fromthis,
in view of theuniqueness
of thesolvability
of
equation (3.4),
we find thati.e.,
99 satisfiesequation (3.3).
Using
Lemma3.1,
we will prove theuniqueness
of thesolvability
ofo -
equation (2.11)
in the classIndeed,
define theo p erator K
ap-pearing
in Lemma 3.1by
theequality
where
7B: ( ~, 1])
2013~(~2~, 1’1 ç), ( ~, r~ )
ER2,.
Then for n = 2 the iteratedequation corresponding
to(3.2)
will be of the formhere
Assume that conditions
(2.10)
are fulfilled and 0 To 1. SetLEMMA 3.2.
If a
> ao, thenequation (3.5)
isuniquely
solvable in0 -
the space
CQ(R2 ) and for the
solution= A -If* the following
esti-mate
holds;
here and below thesuperscript -1 of the operators
denotes an inverse= ~ ( ~ 1, 1] I) E ~ + : ~ C ~ 1, ~! 1 ) ~ ~ ~
and thepositive
constant c * does not
depend
on thefunction f * .
PROOF. We introduce into consideration the
operators
where I is the identical
operator.
It is easy to see that theoperator A - 1
is
formally
inverse to theoperator
~1.Thus, by
Lemma 3.3proved
be-low,
it isenough
for us to prove that the Neumann series A -1 = I +oo . o _
+ E ri
converges in the spacej=l
By
the definition of theoperator
r from(3.7)
we haveThe condition a > a o is
equivalent
to theinequality
1. There-fore
by
virtue of thecontinuity
of the function a * and theequality
a *
( 0 * )
= Q there arepositive
numbers~), 5
and q, such that theinequalities
hold for _
It is obvious that the sequence of
(~, 17) E Q,, uniformly
converges to thepoint 0,, as j
~ 00 on a setQn, n
The-refore there is a natural number
jo ,
such thatBy
virtue of the obviousequality o( T’ ( ~, ~ ))
=inequality (3.9)
ta- kes the form e; so, asjo
one cantake,
forexample, jo
==
[ log
E~o -’/log í 0]
+1,
where[p ]
denotes theintegral part
of the num-ber p.
Let max
a * ( ~, r¡)1 _ ~8. By
virtue of(3.8), (3.9)
thefollowing
(~, 11) e Qn 0 --
estimates hold
for
where
For 1 j ~ jo we have
Now
by (3.10)
and(3.11)
weeventually
havewhere
from which we obtain the
continuity
of theoperator ll -1 in
the space0 -
Ca
E N and thevalidity
of estimate(3.6).
REMARK 3.1. If o =
0,
then theinequality
1 is fulfilledfor any a ~ 0
and,
as seen from theproof,
in that case Lemma 3.2 holds for all a ~ 0._
Thus the
unique solvability
ofequation (3.5)
on isproved
for anyn E N. The
unique solvability
of thisequation
on the whole0,
in the0 -
class
C -2
follows from class C a(R
follows fromLEMMA 3.3.
If
theequation
is
uniquely
solvabte on any n EN,
thenequation (3.12) is
uni-quely
solvable on the whoLeR2+.
_
Let
~2,~(~~ ~y)
be theunique
solutionof equation (3.12)
onwhose
existence has beenproved
above.Owing
to the above establi-shed
uniqueness of
thesotution, we
have~2,~(~~ ~)
=~2,w(~ ~)? if ( ~, yy)
EQn
and m > n. Then it is obviousthat, for ( ~, ?y)
E( ~, ~ ) _
= ~2, ~(~~ unique solution of equation (3.12).
Thus Lemma 3.3 isproved. FinaLLy, by
Lemmas 3.1-3.3 thefollowing
Lemma holds.LEMMA 3.4.
If a
> ao, thenequation (2.11) is uniquely solvably in
o -2
the
Ca (R2+)
and estimate(3.6)
holdsf or
the soLution.By
Lemma 3.4 and Remark2.2,
there holds thefollowing
THEOREM 3.1. Let conditions
(2.10)
befulfilled
and 0 í 0 1.If
the
equality a
= 0holds,
thenproblems (1.5), (1.6)
isuniquely
solvableo 2013
in the cLass
f or
all a > 0.I f
however 6 #0,
thenproblems (1.5), (1.6)
issolvably
in the classfor
a > ao.On account of
inequality (3.6)
and the functionf.,
written in terms of thefunctions fi ,
i =4, 5, 6, which,
in theirturn,
are the linear combi- nations of the functionsf , i = 1, 2, 3,
andF,
we caneasily
showthat
where c is a
positive
constant notdepending
on thefunctions f , i
=1, 2, 3
and F.Moreover,
because ofequalities (2.9), (2.8)
it follows that estimatesanalogous
to(3.13)
are also valid for the functions i =1, 3,
and vi , i =1, 2,
3.Finally, by
virtue of formula(2.6)
we caneasily
see that for a0 -
regular
solution ofproblem (1.5), (1.6)
of the class a > a o the estimateholds,
where c is apositive
constant notdepending
on the functionsfi ,
i =
1, 2,
3 and F. These estimate(3.14) imply
that aregular
solution ofproblem (1.5), (1.6)
is stable in the space0 ’ (D),
a >The
following question
arisesnaturally.
Is itpossible
or not to inve-stigate problem (1.5), (1.6) by
the method considered above when equa- tion(1.5)
or the.boundary
conditions(1.6)
contains thedominating
lower terms? In
general,
thisproblem
seems to bequite
difficult. In this case, in theinvestigation
of theproblem
arisesignificant
difficul-ties. The reason is that the
integral operators,
which appear when onereduces
problem (1.5), (1.6)
to asystem
ofintegro-functional equations by
the method offeredabove,
are not of Volterratype.
As we shall showbelow,
when theplane
faces,Si , i
=1, 2, 3,
of the trihedralangle
D arecharacteristic for the
equation
under consideration and thedominating
lower terms occur in the
boundary
conditionsonly,
theinvestigation
ofthis
problem
is somewhat easier. In thegeneral
case,i.e.,
when the do-minating
lower terms occur inequation (1.5)
aswell,
one canprobably
use
succesfully
the Riemann method[11].
4. - Goursat
type problem
forequation (1.1).
o - 0 -
Denote
by (D)
the spaceCl (D) from § 1, for li
= i =1, 2,
3.In the domain D let us consider a Goursat
type problem
forequation (1.1)
formulated as follows: in the domainD,
find aregular
solution u of0
-(1.1)
from the class(D) satisfyng
thefollowing boundary
condi-tions :
where
F, M k and fk, i, j ,
k =1, 2, 3,
ij
are thegiven
realfunctions.
0 _
By considering problem (1.1), (4.1)
in the space1,1 (D)
werequire
0-
0(,3k ), Mk
k k -i, j, k = 1, 2, 3, i j.
It is well-known that for
regular
solutions ofequations (1.1)
of the class we have thefollowing integral representation (see, e.g., [10]):
where
Substituting
theintegral representation (4.2)
into theboundary
conditions
(4.1),
with therespect
to the unknoun functions cp, from the classC 0 (-R--2, )
we obtain thefollowing s p litted system
of Volterra in-tegral equations
of third kind:- 0-
where fi
EC (R-2, )
are the known functionsexpressed by
Fand i , i
=1, 2, 3.
Let the
following
conditions be fulfilled:Then
(4.3)
is asystem
of Volterraintegral equations
of secondkind,
whose solution exists and is
unique. Obviously, by hypotheses (4.4)
pro- blem(1.1), (4.1)
isequivalent
tosystem (4.3).
From this we concludethat under
hypotheses (4.4) problem (1.1), (4.1)
isuniquely
solvable in the class5. - Influence of the lower terms of the
boundary
conditions on the correctness of the statement ofproblem (1.1), (4.1)
when con- ditions(4.4)
are violated.As the
example
of theequation
= 0shows, problem (1.1), (4.1)
may appear to be
ill-posed
when conditions(4.4)
are violated. Below weshall show that the existence of lower terms in the
boundary
conditions(4.1)
may affect the correctness of the statement ofproblem (1.1), (4.1).
For
simplicity
let .Without loss of
generality
we may assumeIM31 + ~ 0, since, otherwise,
this can be achievedby differentiating
theboundary
condi-tion
(4.1)
withrespect
to x, or x2.Denoting
by
virtue of the thirdequation
of(4.3),
withrespect
to the function 0we obtain a
partial
differentialequation
of first ordert with the
boundary
conditionswhere
It is well-known
(see,
e.g.,[12]),
thatproblem (5.1), (5.2)
iscorrect,
forM 1 3 M23
>0,
and may not be correct otherwise.REFERENCES
[1] G. DARBOUX,
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Cauchy’s problem
in linearpartial differential
equations,
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problem for
a third orderhyporbolic equation
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multiple characteristics, Georgian
Math. J., 2, No. 5 (1995), pp.469-490.
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ai limiti perun’equazio-
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