Multidi Integral

July 1, 2011 9:49 bookPachpatte
ATLANTIS STUDIES IN MATHEMATICS FOR ENGINEERING AND SCIENCE

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AMSTERDAM PARIS
c ATLANTIS PRESS
Multidimensional Integral
Equations and Inequalities
B.G. Pachpatte
57, Shri Niketen Coloney,
Aurangabad, India
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Dedicated to the memory of my parents.
Preface
Integral equations that involve functions of two or more independent variables occur fre-
quently in the study of many problems in partial differential equations which arise from
various dynamic models. The study of various multidimensional integral equations and
inequalities attracted the attention of many researchers and there exists a very vast litera-
ture. The aim of this monograph is to provide the readers, representative overview of the
important recent developments, focusing on some selected multidimensional integral equa-
tions and inequalities. It is assessable to any one having a reasonable background in real
analysis, partial differential equations and acquaintance with their related areas.
The material included in the monograph is recent and hard to nd in other books. It is
self-contained and all results are presented in an easy-to-read, informal style and it could
also serve as a textbook for an advanced graduate course. It will be an invaluable reading
for pure and applied mathematicians, physists, engineers, computer scientists and will also
be most valuable as a source of reference in the eld.
It is impossible to thank all the individuals who have inuenced me directly or indirectly
during the writing of this book, without their constant encouragement it would still have
been remained no more than an idea. In particular, I wish to express my deep and sincere
gratitude to Professor Charles Chui, Editor AMES who offered invaluable suggestions for
the improvement of the presentation. Also, I am grateful to Professor Jan van Mill and
Arjen Sevenster for their support and interest in the present work. It is a pleasure to ac-
knowledge the ne collaboration and assistance provided by the editorial and production
staff of Atlantis Press. Last, but not least, I would like to thank to my family members for
their understanding, patience and long-lasting inspiration.
B.G. Pachpatte
vii
Contents
Preface vii
Introduction 1
1. Integral equations in two variables 9
1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.2 Basic integral inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.3 Volterra-type integral equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.4 Volterra-Fredholm-type integral equation . . . . . . . . . . . . . . . . . . . . . . 21
1.5 Integrodifferential equations of hyperbolic-type . . . . . . . . . . . . . . . . . . . 27
1.6 Fredholm-type integrodifferential equation . . . . . . . . . . . . . . . . . . . . . . 37
1.7 Miscellanea . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
1.8 Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
2. Integral inequalities and equations in two and three variables 59
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
2.2 Integral inequalities in two variables . . . . . . . . . . . . . . . . . . . . . . . . . 59
2.3 Integral inequalities in three variables . . . . . . . . . . . . . . . . . . . . . . . . 65
2.4 Integral equation in two variables . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
2.5 Integral equation in three variables . . . . . . . . . . . . . . . . . . . . . . . . . . 78
2.6 Hyperbolic-type Fredholm integrodifferential equation . . . . . . . . . . . . . . . 83
2.7 Miscellanea . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
2.8 Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
3. Mixed integral equations and inequalities 97
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
3.2 Volterra-Fredholm-type integral inequalities I . . . . . . . . . . . . . . . . . . . . 97
3.3 Volterra-Fredholm-type integral inequalities II . . . . . . . . . . . . . . . . . . . . 108
3.4 Integral equation of Volterra-Fredholm-type . . . . . . . . . . . . . . . . . . . . . 116
3.5 Volterra-Fredholm-type integral equations . . . . . . . . . . . . . . . . . . . . . . 122
3.6 General Volterra-Fredholm-type integral equations . . . . . . . . . . . . . . . . . 128
3.7 Miscellanea . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
3.8 Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 141
4. Parabolic-type integrodifferential equations 143
4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
4.2 Basic integral inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
4.3 Integrodifferential equation of Barbashin-type . . . . . . . . . . . . . . . . . . . . 147
4.4 General integral equation of Barbashin-type . . . . . . . . . . . . . . . . . . . . . 155
ix
x Multidimensional Integral Equations and Inequalities
4.5 Integrodifferential equation of the type arising in reactor dynamics . . . . . . . . . 161
4.6 Initial-boundary value problem for integrodifferential equations . . . . . . . . . . 169
4.7 Miscellanea . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179
4.8 Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
5. Multivariable sum-difference inequalities and equations 191
5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
5.2 Sum-difference inequalities in two variables . . . . . . . . . . . . . . . . . . . . . 191
5.3 Sum-difference inequalities in three variables . . . . . . . . . . . . . . . . . . . . 198
5.4 Multivariable sum-difference inequalities . . . . . . . . . . . . . . . . . . . . . . 204
5.5 Sum-difference equations in two variables . . . . . . . . . . . . . . . . . . . . . . 211
5.6 Volterra-Fredholm-type sum-difference equations . . . . . . . . . . . . . . . . . . 222
5.7 Miscellanea . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 228
5.8 Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 235
Bibliography 237
Subject Index 243
Introduction
In studying mathematical models of various dynamic equations, it is often desirable not
only to prove the existence of a solution satisfying the given initial or boundary conditions
but also to ensure that the solution in question possesses certain qualitative properties. It is
well known that the beginning of the qualitative theory of differential equations is directly
connected with the classical works of H. Poincar e, A.M. Lyapunov and G.D. Birkhoff
on problems of ordinary and classical mechanics. The theory of partial differential equa-
tions and many physical, chemical and biological phenomena give rise to multidimensional
integral and integrodifferential equations and their study provide results of enormous im-
portance, revealing deep and fundamental connections. The classical book: Partial integral
operators and integro-differential equations by J.M. Appell, A.S. Kalitvin and P.P. Zabrejko
[5] contains an overview of many contributions to such equations, including comprehensive
list of references.
First, it will be helpful to summarize briey certain important multivariable integral and
integrodifferential equations arising while studying some specic problems, which greatly
stimulated the present work. However, the sample results we are going to discuss are
certainly far from being exhaustive.
In [28, p. 20] C. Corduneanu pointed out that, by means of the substitution u =
vexp(
_
x
0
b
0
(y, t)dy), the following hyperbolic equation
u
xt
+a
0
(x, t)u
x
+b
0
(x,t)u
t
= c
0
(x, t, u), (1)
considered on the semi-strip 0 x , 0 t <, with the given characteristic data
u(x, 0) = u
1
(x), u(0, t) = u
0
(t), (2)
takes the form
v
xt
+a(x, t)v
x
= c(x, t, v), (3)
1
2 Multidimensional Integral Equations and Inequalities
where a(x, t) and c(x, t, v) are like a
0
(x, t) and c
0
(x, t, u) and the data on the characteristics
preserve their form
v(x, 0) = u
1
(x)exp
_
_
x
0
b
0
(y, 0)dy
_
= v
1
(x), v(0, t) = u
0
(t). (4)
Furthermore, by taking z(x, t) = v
xt
(x, t) it is easy to observe that the equation (3) with
characteristic data (4) takes the form
z(x, t) +a(x, t)
_

x
v
1
(x) +
_
t
0
z(x, )d
_
= c
_
x, t, u
0
(t) +v
1
(x) u
1
(0) +
_
x
0
_
t
0
z(y, )d dy
_
. (5)
In [22], J.R. Cannon and Y. Lin described and analyzed a typical boundary value problem
with pseudo-parabolic equation:
u
xxt
= Au+F in Q
T
, (6)
u(x, 0) =(x), 0 x 1, (7)
u(0, t) = f (t), 0 t T, (8)
u
x
(0, t) = g(t), 0 t T, (9)
where
Au = a
1
u
t
+a
2
u
xt
+a
3
u
xx
+a
4
u
x
+a
5
u, (10)
Q
T
= (0, 1) (0, T], T > 0 and f , g, , F and a
i
(i = 1, . . . , 5) are given functions. In [22],
the above problem is studied by reducing it to the following equivalent integrodifferential
equation
u(x, t) = G(x, t) +
_
x
0
_

0
_
t
0
[Au(, ) +F(, )]d d d, (11)
in Q
T
, where
G(x, t) =(x) (0)
(0)x +g(t)x + f (t). (12)

For more details, see [22] and the references therein.
In [4], G. Andrews studied the partial differential equation of the form
u
tt
(x, t) au
xxt
(x, t) = F(x, t, u(x, t)), (13)
for x [0, L], t [0, T]; L > 0, T > 0, with the initial conditions
u(x, 0) =(x), u
t
(x, 0) =(x), x [0, L], (14)
Introduction 3
and boundary conditions
u(0, t) = u(L, T) = 0, t [0, T]. (15)
Under appropriate conditions, in [4] it is shown that the problem (13)(15) can be reduced
to an integral equation of the form
u(x, t) = f (x, t) +
t
0
s
0
L
0
G(x, y, s )F(y, , u(y, )) dyd ds, (16)
where G(x, y, t) is the Greens function for the heat equation w
t
(x, t) = au
xx
(x, t) with zero
Dirichlet boundary data, a is a positive constant and L > 0, T > 0 are nite but can be
arbitrarily large constants. For more details, see [4].
D.L. Lovelady [64] studied the hyperbolic-type Fredholm integrodifferential equation
2
st
u(s, t, z) = f (s, t, z) +H
z, u(s, t, z),

s
u(s, t, z),

t
u(s, t, z)
1
0
K
z, r, u(s, t, r),

s
u(s, t, r),

t
u(s, t, r)
dr, (17)
with the given data
u(s, 0, z) =(s, z), u(0, t, z) =(t, z), (18)
for s, t [0, ), z [0, 1]. It is easy to observe that the problem (17)(18) contains as a
special case the integral equation of the form
u(s, t, z) = h(s, t, z) +
s
0
t
0
1
0
L(z, v, w, r, u(v, w, r))dr dwdv. (19)
In [31], O. Diekmann analyzed a model of spatio-temporal development of an epidemic.
The model considered leads to the following nonlinear integral equation of the form
u(t, x) = f (t, x) +
t
0
S
0
()A(, x, )g(u(t )) d d, (20)
for (t, x) [0, ) , where is a bounded domain in R
n
. Detailed descriptions and
analysis of the above model and of related ones may be found in Diekmann [31,32] and
Thieme [128] which contain additional relevant references. The integral equation (20)
appears to be Volterra-type in t, and of Fredholm-type with respect to x and hence it can be
viewed as a mixed Volterra-Fredholm-type integral equation.
In [8], E.A. Barbashin rst initiated the study of the integrodifferential equations of the
form
t
u(t, x) = c(t, x)u(t, x) +
b
a
k(t, x, y)u(t, y)dy + f (t, x), (21)
which arise in mathematical modeling of many applied problems (see [5]). The equation
(21) has been studied by many authors and is now known in the literature as integrodiffer-
ential equation of Barbashin-type or simply Barbashin equation (see [5, p. 1]). For detailed
account on the study of such equations, see [5] and the references cited therein.
Another signicant source of parabolic-type integrodifferential equations is provided by
the study of C.V. Pao [121,122] related to an integrodifferential system arising in reactor
dynamics of the form
p
(t) = p(t)
(x)u(t, x)dx (t > 0, x ), (22)

u
t
Lu = f (t, x, p(t) p
), (23)
p
0 is a constant, with the given boundary and initial conditions
1
(x)
u
+
2
(x)u = 0 (t > 0, x ), (24)
u(0, x) = u
0
(x) (x ), (25)
p(0) = p
0
, (26)
where
Lu =
n
i, j=1
a
i j
(x)u
x
i
x
j
+
n
i=1
a
i
(x)u
x
i
, (27)
on the bounded domain in R
n
. For detailed account on the study of such equations, see
[37,39,57,69,125,134]. Solving the equation (22) by using (26) and then substituting it into
(23), we get
u
t
Lu = f
t, x, p
0
exp
t
0
(x)u(s, x)dxds
, (28)
for t > 0, x . We note that the study of equations like (28) with (24), (25) is interesting
in itself.
Integral and integrodifferential equations of the type (5), (11), (16), (19), (20), (21), (28)
are remarkable in terms of simplicity, the large number of results to which they lead, and
the variety of applications which can be related to them. When dealing with the above
noted equations, the basic considerations give rise to the questions to be answered are:
(i) under what conditions the equations under considerations have solutions?
(ii) how can we nd the solutions or closely approximate them?
(iii) what are their nature?
Introduction 5
The study of such questions related to the above noted equations is a challenging task and
requires special attention for handling such problems. Although, there is an enormous liter-
ature on all these equations, some of them are still in an elementary stage of development.
In practice, it is often difcult to obtain explicitly the solutions to nonlinear equations and
thus need a new insight to handle the qualitative properties of their solutions. In general,
existence theorems for equations of the above noted forms are proved by the use of one
of the three fundamental methods: the method of successive approximations, the method
based on the theory of nonexpansive and monotone mappings and the theory exploiting
the compactness of the operator often by the use of the well known xed point theorems.
The method of inequalities which provides explicit estimates on unknown functions has
been a signicant source in the study of many qualitative properties of solutions of various
differential, integral and nite difference equations. It enable us to obtain valuable infor-
mation about solutions without the need to know in advance the solutions explicitly. In
many cases while studying the behavior of solutions, the method which works very effec-
tively to establish existence does not yield other properties of the solutions in ready fashion
and one often needs some new ideas and methods in the analysis. It is easy to observe that
the explicit estimates available on various inequalities in [82,85,87,134] and the references
cited therein are not directly applicable to study the qualitative behavior of solutions of the
equations of the above noted forms and their discrete versions. Moreover, in [22, p. 378]
J.R. Cannon and Y. Lin pointed out that in the study of certain basic qualitative properties
of solutions, the equation (11) can be dealt with in a more satisfactory manner than dealing
directly with the equations (6)(9).
During the last decade or so the above noted facts inspired the author a new line of thought,
which resulted in a series of recent papers [88118] dealing with the qualitative theory
related to the equations of the above noted types. The literature related to the above types
of cited integral equations and inequalities is now very extensive, it is scattered in various
journals encompassing different subject areas. There is thus an urgent need of a book that
brings readers to the forefront of current research in this prosperous eld.
This monograph is an attempt to organize in a systematic way the recent progress related
to the equations and inequalities of the above noted types, in the hope that it will further
broaden developments and the scope of applications. The eld is vast and has not stabilized
as yet so that it is extremely difcult to produce a work that traces all the relevant contri-
butions. We mostly focus on certain recent advances not covered in earlier monographs,
which reect our taste and as well as those we consider potentially applicable in a wide
range of problems.
The exposition consists of ve chapters and references. The rst chapter presents a large
number of basic results related to certain integral and integrodifferential equations in two
variables. The tools employed in the analysis are based on the applications of Banach xed
point theorem; with Bielecki-type norm and integral inequalities with explicit estimates.
In the second chapter, we consider some integral inequalities with explicit estimates in-
volving functions of two and three independent variables. In this chapter, the reader will
also nd the study of some important qualitative properties of solutions of certain inte-
gral and integrodifferential equations in two and three independent variables. Chapter 3 is
devoted to present some fundamental mixed Volterra-Fredholm-type integral inequalities
which can be used as tools in certain applications. It also contains the results on existence,
uniqueness and other properties related to certain mixed Volterra-Fredholm-type integral
equations. Chapter 4 is concerned with certain parabolic type integrodifferential equations
which arise in mathematical modeling of many applied problems. The basic problems of
existence, uniqueness and other qualitative properties of solutions are dealt with by using
different techniques. Chapter 5 is dedicated to the theory of multivariable sum-difference
inequalities and equations in the hope that it will provide a clue to effective methods for
dealing with the discrete dynamics theory for its treatment. Each chapter contains a sec-
tion on miscellanea, indicating adequate sources, intended to stimulate the readers interest.
Throughout, we let R and N denote the set of real and natural numbers respectively and
I
a
= [0, a] (a > 0), R
+
= [0, ), R
1
= [1, ), N
0
={0, 1, 2, . . .}, N
,
= {, +1, . . . , +
n =} ( N
0
, n N) are the given subsets of R, and R
n
the real n-dimensional Euclidean
space with appropriate norm denoted by | |. The derivatives of a function u(t), t R are
denoted by u
(i)
(t) for i = 1, . . . , n. The partial derivatives of a function z(x, y) for x, y R
with respect to x, y and xy are denoted by
D
1
z(x, y) or

x
z(x, y) (or z
x
(x, y)), D
2
z(x, y) or

y
z(x, y) (or z
y
(x, y)),
and
D
1
D
2
z(x, y) = D
2
D
1
z(x, y) or

2
xy
z(x, y) (or (or z
xy
(x, y))
respectively. For any function w(n), n N
0
, we dene the operator by
w(n) = w(n+1) w(n) and
i
w(n) =(
i1
w(n)) for i 2.
For any function z(m, n), m, n N
0
, we dene the operators
1
z(m, n) = z(m+1, n) z(m, n),
2
z(m, n) = z(m, n+1) z(m, n)
Introduction 7
and
1
z(m, n) =
2
(
1
z(m, n)).
The class of continuous functions and the class of discrete functions from the set S
1
to the
set S
2
are denoted byC(S
1
, S
2
) and D(S
1
, S
2
) respectively. We use the usual conventions that
the empty sums and products are taken to be 0 and 1 respectively. Furthermore, we shall
assume that all the integrals, sums and products involved exist on the respective domains
of their denitions and are nite, and hence converge. We note that the results we establish
for scalar equations can be extended without any difculty to the case of vector valued
functions. The notation, denitions and symbols used in the text are standard or otherwise
explained.
Chapter 1
Integral equations in two variables
1.1 Introduction
Integral equations in two and more variables have been treated by many investigators and
various methods have been proposed for the study of different aspects of their solutions.
This intensively investigated area is in a process of continuous development, reected in the
great number of books and papers dedicated to it, see [510,1318,20,2327,33,34,36,38
45,49,50,5255,5966,68,74140] and the references cited therein. Nevertheless, there
are still many aspects related to certain such equations, which we believe need to be en-
lightened. In response to the growing use of such equations in many applications, in this
chapter we study some important qualitative properties of solutions of certain integral and
integrodifferential equations in two variables. The fundamental tools employed in the anal-
ysis are based on applications of the Banach xed point theorem and certain recent integral
inequalities with explicit estimates on the unknown functions.
1.2 Basic integral inequalities
In this section we present some basic integral inequalities with explicit estimates needed in
the sequel. In our considerations here and subsequent chapters we shall use the notation
E =R
+
R
+
, E
0
= I
a
I
b
, E
1
=
_
(x, y, s) : 0 s x <, y R
+
_
and E
2
=
_
(x, y, s, t)
E
2
: 0 s x <, 0 t y <
_
.
We start with the following inequality established in [111].
Theorem 1.2.1. Let u C(E, R
+
); q, D
1
q C(E
1
, R
+
); r, D
1
r, D
2
r, D
2
D
1
r C(E
2
, R
+
)
and c 0 is a constant. If
u(x, y) c +
_
x
0
q(x, y, )u(, y)d +
_
x
0
_
y
0
r(x, y, , )u(, )d d, (1.2.1)
9
for x, y R
+
, then
u(x, y) cP(x, y)exp
_
_
x
0
_
y
0
R(s, t)dt ds
_
, (1.2.2)
for x, y R
+
, where
P(x, y) = exp(Q(x, y)), (1.2.3)
in which
Q(x, y) =
_
x
0
_
q(, y, ) +
_

0
D
1
q(, y, )d
_
d, (1.2.4)
and
R(x, y) = r(x, y, x, y)P(x, y) +
_
x
0
D
1
r(x, y, , y)P(, y)d +
_
y
0
D
2
r(x, y, x, )P(x, )d
+
_
x
0
_
y
0
D
2
D
1
r(x, y, , )P(, )d d. (1.2.5)
Proof. Dene a function z(x, y) by
z(x, y) = c +
_
x
0
_
y
0
r(x, y, , )u(, )d d, (1.2.6)
then (1.2.1) can be restated as
u(x, y) z(x, y) +
_
x
0
q(x, y, )u(, y)d. (1.2.7)
From the hypotheses, it is easy to observe that z(x, y) is nonnegative and nondecreasing for
x, y R
+
. Treating (1.2.7) as a one-dimensional integral inequality for any xed y R
+
and a suitable application of the inequality given in [87, Theorem 1.2.1, Remark 1.2.1,
p. 11] yields
u(x, y) P(x, y)z(x, y). (1.2.8)
From (1.2.6) and (1.2.8), we have
z(x, y) c +
_
x
0
_
y
0
r(x, y, , )P(, )z(, )d d. (1.2.9)
Now a suitable application of the inequality given in [87, Theorem 2.2.1, Remark 2.2.1,
p. 66] to (1.2.9) yields
z(x, y) cexp
_
_
x
0
_
y
0
R(s, t)dt ds
_
. (1.2.10)
Using (1.2.10) in (1.2.8), we get the required inequality in (1.2.2).
Next, we shall state the following versions of the inequalities in Theorems 2.5.7 and 2.5.1
given in [87] for completeness.
Integral equations in two variables 11
Theorem 1.2.2. Let u, a, b, c, f , g C(E, R
+
) and
u(x, y) a(x, y) +b(x, y)
_
x
0
_
y
0
f (s, t)u(s, t)dt ds
+c(x, y)
_

0
_

0
g(s, t)u(s, t)dt ds, (1.2.11)
for x, y R
+
. If
p =
_

0
_

0
g(s, t)d(s, t)dt ds < 1, (1.2.12)
then
u(x, y) B(x, y) +MD(x, y), (1.2.13)
for x, y R
+
, where
B(x, y) = a(x, y) +b(x, y)A(x, y)
_
x
0
_
y
0
f (s, t)a(s, t)dt ds, (1.2.14)
D(x, y) = c(x, y) +b(x, y)A(x, y)
_
x
0
_
y
0
f (s, t)c(s, t)dt ds, (1.2.15)
A(x, y) = exp
_
_
x
0
_
y
0
f (s, t)b(s, t)dt ds
_
, (1.2.16)
and
M =
1
1 p
_

0
_

0
g(s, t)B(s, t)dt ds. (1.2.17)
As a consequence of Theorem 1.2.2, we have the following inequality.
Theorem 1.2.3. Let u, p, q, r C(E
0
, R
+
). Suppose that
u(x, y) p(x, y) +q(x, y)
_
a
0
_
b
0
r(s, t)u(s, t)dt ds, (1.2.18)
for (x, y) E
0
. If
d =
_
a
0
_
b
0
r(s, t)q(s, t)dt ds < 1, (1.2.19)
then
u(x, y) p(x, y) +q(x, y)
_
1
1d
_
a
0
_
b
0
r(s, t)p(s, t)dt ds
_
, (1.2.20)
for (x, y) E
0
.
Theorem 1.2.4. Let u, p, q, r C(E
0
, R
+
) and
u(x, y) c +
_
x
0
_
y
0
p(s, t)
_
u(s, t) +
_
s
0
_
t
0
q(, )u(, )d d
+
_
a
0
_
b
0
r(, )u(, )d d
_
dt ds, (1.2.21)
for (x, y) E
0
, where c 0 is a constant. If
d =
_
a
0
_
b
0
r(, )exp
_
_

0
_

0
[p(s, t) +q(s, t)]dt ds
_
d d < 1, (1.2.22)
then
u(x, y)
c
1d
exp
_
_
x
0
_
y
0
_
, (1.2.23)
for (x, y) E
0
.
Another useful inequality proved in [92] is embodied in the following theorem.
Theorem 1.2.5. Let u, a C(E, R
+
), b, D
1
b, D
2
b, D
2
D
1
b, e C(E
2
, R
+
) and c 0 is a
constant. If
u(x, y) c +
_
x
0
_
y
0
_
a(s, t)u(s, t) +b(x, y, s, t)u(s, t)
+
_
s
0
_
t
0
e(s, t, m, n)u(m, n)dndm
_
dt ds, (1.2.24)
for x, y R
+
, then
u(x, y) cexp
_
_
x
0
_
y
0
[a(s, t) +K(s, t)] dt ds
_
, (1.2.25)
for x, y R
+
, where
K(x, y) = b(x, y, x, y) +
_
x
0
D
1
b(x, y, m, y)dm+
_
y
0
D
2
b(x, y, x, n)dn
+
_
x
0
_
y
0
D
2
D
1
b(x, y, m, n)dndm+
_
x
0
_
y
0
e(x, y, m, n)dndm. (1.2.26)
Proof. Dene a function z(x, y) by the right hand side of (1.2.21). Then z(x, 0) =z(0, y) =
c, u(x, y) z(x, y), z(x, y) is nondecreasing in x and y and (see [87, p. 65])
D
2
D
1
z(x, y) = a(x, y)u(x, y) +b(x, y, x, y)u(x, y)
+
_
x
0
D
1
b(x, y, m, y)u(m, y)dm+
_
y
0
D
2
b(x, y, x, n)u(x, n)dn
+
_
x
0
_
y
0
D
2
D
1
b(x, y, m, n)u(m, n)dndm+
_
x
0
_
y
0
e(x, y, m, n)u(m, n)dndm
a(x, y)z(x, y) +b(x, y, x, y)z(x, y)
+
_
x
0
D
1
b(x, y, m, y)z(m, y)dm+
_
y
0
D
2
b(x, y, x, n)z(x, n)dn
+
_
x
0
_
y
0
D
2
D
1
b(x, y, m, n)z(m, n)dndm+
_
x
0
_
y
0
e(x, y, m, n)z(m, n)dndm
_
a(x, y) +b(x, y, x, y) +
_
x
0
D
1
b(x, y, m, y)dm+
_
y
0
D
2
b(x, y, x, n)dn
+
_
x
0
_
y
0
D
2
D
1
b(x, y, m, n)dndm+
_
x
0
_
y
0
e(x, y, m, n)dndm
_
z(x, y)
= [a(x, y) +K(x, y)]z(x, y), (1.2.27)
where K(x, y) is given by (1.2.26). Now by following the proof of Theorem 4.2.1 given in
[82], from (1.2.27), we get
z(x, y) cexp
_
_
x
0
_
y
0
[a(s, t) +K(s, t)] dt ds
_
. (1.2.28)
Using (1.2.28) in u(x, y) z(x, y), we get the required inequality in (1.2.25).
1.3 Volterra-type integral equation
Consider the integral equation of the form
u(x, y) = f (x, y) +
_
x
0
g(x, y, , u(, y))d +
_
x
0
_
y
0
h(x, y, , , u(, ))d d, (1.3.1)
for x, y R
+
, where f C(E, R
n
), g C(E
1
R
n
, R
n
), h C(E
2
R
n
, R
n
) are the given
functions and u is the unknown function to be fond. The origin of equation (1.3.1) can be
traced back to the important observation in [28, p. 20] and the driven equation in (5). In
this section, we present some basic qualitative properties of solutions of equation (1.3.1)
under some suitable conditions on the functions f , g, h (see [115]). Let S be the space of
functions z C(E, R
n
) which full the condition
|z(x, y)| = O(exp((x +y))), (1.3.2)
where > 0 is a constant. In the space S we dene the norm
|z|
S
= sup
(x,y)E
[|z(x, y)| exp((x +y))] . (1.3.3)
It is easy to see that S with norm dened in (1.3.3) is a Banach space. We note that the
condition (1.3.2) implies that there exists a constant N 0 such that
|z(x, y)| Nexp((x +y)).
Using this fact in (1.3.3), we observe that
|z|
S
N. (1.3.4)
To carry out the proof of the existence and uniqueness of solutions of equation (1.3.1) and
some other equations considered in the subsequent chapters, we shall make use of the above
class S of functions without further mention.
We start with the following theorem which ensures the existence of a unique solution to
equation (1.3.1).
Theorem 1.3.1. Suppose that
(i) the functions g, h in equation (1.3.1) satisfy the conditions
|g(x, y, , u) g(x, y, , u)| a(x, y, )|uu|, (1.3.5)
|h(x, y, , , u) h(x, y, , , u)| b(x, y, , )|uu|, (1.3.6)
where a C(E
1
, R
+
), b C(E
2
, R
+
),
(ii) for as in (1.3.2),
(a
1
) there exists a nonnegative constant such that < 1 and
_
x
0
a(x, y, )exp(( +y))d +
_
x
0
_
y
0
b(x, y, , )exp(( +)) d d
exp((x +y)), (1.3.7)
(a
2
) there exists a nonnegative constant such that
f (x, y) +
_
x
0
g(x, y, , 0)d +
_
x
0
_
y
0
h(x, y, , , 0)d d
exp((x +y)), (1.3.8)

where f , g, h are the functions in equation (1.3.1).
Under the assumptions (i) and (ii) the equation (1.3.1) has a unique solution u(x, y) on E
in S.
Proof. Let u S and dene the operator T by
(Tu)(x, y) = f (x, y)+
_
x
0
g(x, y, , u(, y))d +
_
x
0
_
y
0
h(x, y, , , u(, ))d d. (1.3.9)
Now we shall show that T maps S into itself. Evidently, Tu is continuous on E and Tu R
n
.
We verify that (1.3.2) is fullled. From (1.3.9) and using the hypotheses and (1.3.4), we
have
|(Tu)(x, y)|
f (x, y) +
_
x
0
g(x, y, , 0)d +
_
x
0
_
y
0
h(x, y, , , 0)d d

+
x
_
0
|g(x, y, , u(, y)) g(x, y, , 0)|d +
x
_
0
y
_
0
|h(x, y, , , u(, )) h(x, y, , , 0)|d d
exp((x +y)) +
_
x
0
a(x, y, )|u(, y)|d +
_
x
0
_
y
0
b(x, y, , )|u(, )|d d
exp((x +y)) +|u|
S
_
_
x
0
a(x, y, ) exp(( +y))d
+
_
x
0
_
y
0
b(x, y, , ) exp(( +))d d
_
[ +N] exp((x +y)). (1.3.10)
From (1.3.10) it follows that Tu S. This proves that T maps S into itself.
Now, we verify that the operator T is a contraction map. Let u, v S. From (1.3.9) and
using the hypotheses, we have
|(Tu)(x, y) (Tv)(x, y)|
_
x
0
|g(x, y, , u(, y)) g(x, y, , v(, y))|d
+
_
x
0
_
y
0
|h(x, y, , , u(, )) h(x, y, , , v(, ))|d d
_
x
0
a(x, y, )|u(, y) v(, y)|d +
_
x
0
_
y
0
b(x, y, , )|u(, ) v(, )|d d
|uv|
S
_
_
x
0
a(x, y, )exp(( +y))d +
_
x
0
_
y
0
b(x, y, , )exp(( +))d d
_
|uv|
S
exp((x +y)). (1.3.11)
From (1.3.11), we obtain
|TuTv|
S
|uv|
S
.
Since < 1, it follows from Banach xed point theorem (see [28, p. 37] and [151, p. 372])
that T has a unique xed point in S. The xed point of T is however a solution of equation
(1.3.1). The proof is complete.
Remark 1.3.1. We note that, Theorem 1.3.1 given above provides a simple way to estab-
lish the existence and uniqueness for solutions of equation (1.3.1) in the space of continuous
functions. The norm dened by (1.3.3) is a variant of Bieleckis norm [12,29], rst used
for the study of solutions of ordinary differential equations and has the role of improving
the length of the interval on which the existence is assured. For a number results on the
existence and uniqueness of solutions of special and general versions of equation (1.3.1)
by using various techniques, see [5,134] and the references therein.
A slight variant of Theorem 1.3.1 is given in the following theorem.
Theorem 1.3.2. Suppose that the functions g, h in equation (1.3.1) satisfy the conditions
(1.3.5), (1.3.6) and assume that
sup
x,yR
+
_
_
x
0
a(x, y, )d +
_
x
0
_
y
0
b(x, y, , )d d
_
< 1. (1.3.12)
Then the equation (1.3.1) has a unique solution u C(E, R
n
).
Proof. Consider the space C(E, R
n
) endowed with a norm dened by
u = sup
x,yR
+
|u(x, y)|, (1.3.13)
for u C(E, R
n
). It is well known that C(E, R
n
) is a Banach space with norm (1.3.13). For
any u, v C(E, R
n
), one can easily verify from the hypotheses that, the operator T dened
by (1.3.9) for any u C(E, R
n
) satises
TuTv uv. (1.3.14)
This shows that T is a contraction. Therefore, (1.3.1) has a unique solution u C(E, R
n
).
The following theorem deals with the estimate on the solution of equation (1.3.1).
Theorem 1.3.3. Suppose that the functions f , g, h in equation (1.3.1) satisfy the condi-
tions
|g(x, y, , u) g(x, y, , u)| q(x, y, )|uu|, (1.3.15)
|h(x, y, , , u) g(x, y, , , u)| r(x, y, , )|uu|, (1.3.16)
where q, D
1
q C(E
1
, R
+
) and r, D
1
r, D
2
r, D
2
D
1
r C(E
2
, R
+
) and
c = sup
x,yR
+
f (x, y) +
_
x
0
g(x, y, , 0)d +
_
x
0
_
y
0
h(x, y, , , 0)d d
<. (1.3.17)
If u(x, y) is any solution of equation (1.3.1) on E, then
|u(x, y)| cP(x, y)exp
_
_
x
0
_
y
0
R(s, t)dt ds
_
, (1.3.18)
for (x, y) E, where P(x, y) and R(x, y) are given by (1.2.3) and (1.2.5).
Proof. Using the fact that u(x, y) is a solution of equation (1.3.1) and hypotheses, we have
|u(x, y)|
f (x, y) +
_
x
0
g(x, y, , 0)d +
_
x
0
_
y
0
h(x, y, , , 0)d d
+
x
_
0
|g(x, y, , u(, y)) g(x, y, , 0)|d +
x
_
0
y
_
0
|h(x, y, , , u(, )) h(x, y, , , 0)|d d
c +
_
x
0
q(x, y, )|u(, y)|d +
_
x
0
_
y
0
r(x, y, , )|u(, )|d d. (1.3.19)
Now, an application of Theorem 1.2.1 to (1.3.19) yields (1.3.18).
Remark 1.3.2. In Theorem 1.3.3, if we assume that
(i) the function Q(x, y) given by (1.2.4) is such that Q(x, y) < and
(ii)
_

0
_

0
R(s, t)dt ds < ,
then the solution u(x, y) of equation (1.3.1) is bounded on E.
A variant of Theorem 1.3.3 is embodied in the following theorem.
Theorem 1.3.4. Suppose that the functions g, h in equation (1.3.1) satisfy the conditions
(1.3.15), (1.3.16) and assume that
_
x
0
|g(x, y, , f (, y))|d +
_
x
0
_
y
0
|h(x, y, , , f (, ))|d d d, (1.3.20)
for x, y R
+
, where f is the function involved in (1.3.1) and d 0 is a constant. If u(x, y)
is any solution of equation (1.3.1) on E, then
|u(x, y) f (x, y)| d P(x, y)exp
_
_
x
0
_
y
0
R(s, t)dt ds
_
, (1.3.21)
Proof. Let w(x, y) = |u(x, y) f (x, y)| for (x, y) E. Using the fact that u(x, y) is a solu-
tion of equation (1.3.1) and the hypotheses, we have
w(x, y)
_
x
0
|g(x, y, , f (, y))|d +
_
x
0
_
y
0
|h(x, y, , , f (, ))|d d
+
_
x
0
|g(x, y, , u(, y)) g(x, y, , f (, y))| d
+
_
x
0
_
y
0
|h(x, y, , , u(, )) h(x, y, , , f (, ))|d d
d +
_
x
0
q(x, y, )w(, y)d +
_
x
0
_
y
0
r(x, y, , )w(, )d d. (1.3.22)
We call the function u C(E, R
n
) an -approximate solution to equation (1.3.1), if there
exists a constant 0 such that
u(x, y)
_
f (x, y) +
_
x
0
g(x, y, , u(, y)) d +
_
x
0
_
y
0
h(x, y, , , u(, )) d d
_
,
for x, y R
+
.
The next theorem deals with the estimate on the difference between two approximate solu-
tions of equation (1.3.1).
Theorem1.3.5. Let u
1
(x, y) and u
2
(x, y) be respectively,
1
- and
2
-approximate solutions
of equation (1.3.1) on E. Suppose that the functions g, h in equation (1.3.1) satisfy the
conditions (1.3.15), (1.3.16). Then
|u
1
(x, y) u
2
(x, y)| (
1
+
2
)P(x, y)exp
_
_
x
0
_
y
0
R(s, t)dt ds
_
, (1.3.23)
Proof. Since u
1
(x, y) and u
2
(x, y) are respectively,
1
- and
2
-approximate solutions to
equation (1.3.1), we have
u
i
(x, y)
_
f (x, y) +
_
x
0
g(x, y, , u
i
(, y)) d
+
_
x
0
_
y
0
h(x, y, , , u
i
(, ))d d
_
i
, (1.3.24)
for i = 1, 2. From (1.3.24) and using the elementary inequalities
|v z| |v| +|z|, |v| |z| |v z|, (1.3.25)
we observe that
1
+
2
u
1
(x, y)
_
f (x, y) +
_
x
0
g(x, y, , u
1
(, y))d +
_
x
0
_
y
0
h(x, y, , , u
1
(, ))d d
_
u
2
(x, y)
_
f (x, y) +
_
x
0
g(x, y, , u
2
(, y)) d +
_
x
0
_
y
0
h(x, y, , , u
2
(, ))d d
_
[u
1
(x, y) u
2
(x, y)]
__
f (x, y) +
_
x
0
g(x, y, , u
1
(, y))d +
_
x
0
_
y
0
h(x, y, , , u
1
(, ))d d
_
_
f (x, y) +
_
x
0
g(x, y, , u
2
(, y)) d +
_
x
0
_
y
0
h(x, y, , , u
2
(, )) d d
__
|u
1
(x, y) u
2
(x, y)|
_
x
0
{g(x, y, , u
1
(, y)) g(x, y, , u
2
(, y))}d
+
_
x
0
_
y
0
{h(x, y, , , u
1
(, )) h(x, y, , , u
2
(, ))}d d
. (1.3.26)
Let w(x, y) = |u
1
(x, y) u
2
(x, y)|, (x, y) E. From (1.3.26) and using conditions (1.3.15),
(1.3.16), we have
w(x, y) (
1
+
2
) +
_
x
0
|g(x, y, , u
1
(, y)) g(x, y, , u
2
(, y))| d
+
_
x
0
_
y
0
|h(x, y, , , u
1
(, )) h(x, y, , , u
2
(, ))| d d
(
1
+
2
) +
_
x
0
q(x, y, )w(, y)d +
_
x
0
_
y
0
r(x, y, , )w(, )d d. (1.3.27)
Now an application of Theorem 1.2.1 to (1.3.27) yields (1.3.23).
Remark 1.3.3. In case, if u
1
(x, y) is a solution of equation (1.3.1), then we have
1
= 0
and from (1.3.23) we see that u
1
(x, y) u
2
(x, y) as
2
0. Moreover, from (1.3.23), the
uniqueness of solutions of equation (1.3.1) follows if
i
= 0 (i = 1, 2).
We next consider the following variants of equation (1.3.1)
u(x, y) = f (x, y) +
_
x
0
g(x, y, , u(, y), )d
+
_
x
0
_
y
0
h(x, y, , , u(, ), )d d, (1.3.28)
and
u(x, y) = f (x, y) +
_
x
0
g(x, y, , u(, y),
0
)d
+
_
x
0
_
y
0
h(x, y, , , u(, ),
0
)d d, (1.3.29)
for (x, y) E, where f C(E, R
n
), g C(E
1
R
n
R, R
n
), h C(E
2
R
n
R, R
n
), and
,
0
are parameters.
The following theorem shows the dependency of solutions of equations (1.3.28) and
(1.3.29) on parameters.
Theorem 1.3.6. Suppose that the functions g, h in equations (1.3.28), (1.3.29) satisfy the
conditions
|g(x, y, , u, ) g(x, y, , u, )| q(x, y, )|uu|, (1.3.30)
|g(x, y, , u, ) g(x, y, , u,
0
)| p
1
(x, y, )|
0
|, (1.3.31)
|h(x, y, , , u, ) h(x, y, , , u, )| r(x, y, , )|uu|, (1.3.32)
|h(x, y, , , u, ) h(x, y, , , u,
0
)| p
2
(x, y, , )|
0
|, (1.3.33)
where p
1
, q, D
1
q C(E
1
, R
+
), p
2
, r, D
1
r, D
2
r, D
2
D
1
r C(E
2
, R
+
) and
_
x
0
p
1
(x, y, )d M
1
, (1.3.34)
_
x
0
_
y
0
p
2
(x, y, , )d d M
2
, (1.3.35)
in which M
1
, M
2
are nonnegative constants. Let u
1
(x, y) and u
2
(x, y) be the solutions of
equations (1.3.28) and (1.3.29) respectively. Then
|u
1
(x, y) u
2
(x, y)| (M
1
+M
2
)|
0
|P(x, y)exp
_
_
x
0
_
y
0
R(s, t)dt ds
_
, (1.3.36)
Proof. Let w(x, y) = |u
1
(x, y) u
2
(x, y)|, (x, y) E. Using the facts that u
1
(x, y) and
u
2
(x, y) are the solutions of equations (1.3.28) and (1.3.29) and hypotheses, we have
w(x, y)
_
x
0
|g(x, y, , u
1
(, y), ) g(x, y, , u
2
(, y), )|d
+
_
x
0
|g(x, y, , u
2
(, y), ) g(x, y, , u
2
(, y),
0
)| d
+
_
x
0
_
y
0
|h(x, y, , , u
1
(, ), ) h(x, y, , , u
2
(, ), )| d d
+
_
x
0
_
y
0
|h(x, y, , , u
2
(, ), ) h(x, y, , , u
2
(, ),
0
)| d d
_
x
0
q(x, y, )w(, y)d +
_
x
0
p
1
(x, y, )|
0
|d
+
_
x
0
_
y
0
r(x, y, , )w(, )d d +
_
x
0
_
y
0
p
2
(x, y, , )|
0
|d d
(M
1
+M
2
)|
0
|
+
_
x
0
q(x, y, )w(, y)d +
_
x
0
_
y
0
r(x, y, , )w(, )d d. (1.3.37)
Now an application of Theorem 1.2.1 to (1.3.37) yields (1.3.36), which shows the depen-
dency of solutions of equations (1.3.28) and (1.3.29) on parameters.
Remark 1.3.4 We note that the method employed in this section can be extended to study
the integrodifferential equation of the form
D
2
D
1
u(x, y) = f (x, y, u(x, y), Gu(x, y), Hu(x, y)), (1.3.38)
with the given data
u(x, 0) =(x), u(0, y) =(y), (1.3.39)
for x, y R
+
, where
Gu(x, y) =
_
x
0
g(x, y, , u(, y))d, (1.3.40)
Hu(x, y) =
_
x
0
_
y
0
h(x, y, m, n, u(m, n)) dndm, (1.3.41)
under some suitable conditions on the functions f , g, h, , and by making use of a suitable
variant of the inequality given in [87, Theorem 2.5.1, p. 96].
1.4 Volterra-Fredholm-type integral equation
We shall deal in this section with the Volterra-Fredholm-type integral equation in the form
u(x, y) = h(x, y) +
_
x
0
_
y
0
F(x, y, s, t, u(s, t))dt ds +
_

0
_

0
G(x, y, s, t, u(s, t))dt ds, (1.4.1)
for x, y R
+
, where h C(E, R
n
), F C(E
2
R
n
, R
n
), GC(E
2
R
n
, R
n
). The equations
of the form (1.4.1) are of particular interest, since the special versions of the same arise in
a variety of applications, see [5,134]. It is our aim here to give some important qualita-
tive properties of solutions of equation (1.4.1) under various assumptions on the functions
involved therein (see [89]).
Our rst result concerning the existence and uniqueness of solutions of equation (1.4.1) is
given in the following theorem.
Theorem 1.4.1. Assume that
(i) the functions F, G in equation (1.4.1) satisfy the conditions
|F(x, y, s, t, u) F(x, y, s, t, u)| k(x, y, s, t)|uu|, (1.4.2)
|G(x, y, s, t, u) G(x, y, s, t, u)| r(x, y, s, t)|uu|, (1.4.3)
where k C(E
2
, R
+
), r C(E
2
, R
+
),
(ii) for as in (1.3.2),
(b
1
) there exist nonnegative constants
1
,
2
such that
1
+
2
< 1 and
_
x
0
_
y
0
k(x, y, s, t)exp((s +t))dt ds
1
exp((x +y)), (1.4.4)
_

0
_

0
r(x, y, s, t)exp((s +t))dt ds
2
exp((x +y)), (1.4.5)
(b
2
|h(x, y)| +
_
x
0
_
y
0
|F(x, y, s, t, 0)| dt ds +
_

0
_

0
|G(x, y, s, t, 0)| dt ds
exp((x +y)), (1.4.6)
where h, F, G are the functions in equation (1.4.1).
Then the equation (1.4.1) has a unique solution u(x, y) on E in S.
Proof. Let u S and dene the operator T by
(Tu)(x, y) = h(x, y) +
_
x
0
_
y
0
F(x, y, s, t, u(s, t))dt ds
+
_

0
_

0
G(x, y, s, t, u(s, t))dt ds. (1.4.7)
for (x, y) E. The proof that T maps S into itself and is a contraction map can be completed
by closely looking at the proof of Theorem 1.3.1 with suitable modications. Here, we omit
the details.
Remark 1.4.1. We note that Theorem 1.4.1 yields existence and uniqueness of solutions
of equation (1.4.1) in S. One can also formulate existence and uniqueness result similar to
that of Theorem 1.3.2 for the solution u C(E, R
n
) of equation (1.4.1).
The following theorem which asserts only the uniqueness of solution of equation (1.4.1) on
E in R
n
can be obtained by using the inequality in Theorem 1.2.2.
Theorem 1.4.2. Suppose that the functions F, G in equation (1.4.1) satisfy the conditions
|F(x, y, s, t, u) F(x, y, s, t, u)| b(x, y) f (s, t)|uu|, (1.4.8)
|G(x, y, s, t, u) G(x, y, s, t, u)| c(x, y)g(s, t)|uu|, (1.4.9)
where b, f , c, g C(E, R
+
). Let p, D(x, y) be as in (1.2.12), (1.2.15) respectively. Then
the equation (1.4.1) has at most one solution on E in R
n
.
Proof. Let u
1
(x, y) and u
2
(x, y) be two solutions of equation (1.4.1). Then, we have
u
1
(x, y) u
2
(x, y) =
_
x
0
_
y
0
{F(x, y, s, t, u
1
(s, t)) F(x, y, s, t, u
2
(s, t))}dt ds
+
_

0
_

0
{G(x, y, s, t, u
1
(s, t)) G(x, y, s, t, u
2
(s, t))}dt ds. (1.4.10)
From (1.4.10) and using hypotheses, we have
|u
1
(x, y) u
2
(x, y)| b(x, y)
_
x
0
_
y
0
f (s, t)|u
1
(s, t) u
2
(s, t)|dt ds
+c(x, y)
_

0
_

0
g(s, t)|u
1
(s, t) u
2
(s, t)|dt ds. (1.4.11)
Here, it is easy to observe that B(x, y) and M dened in (1.2.14) and (1.2.17) reduces to
B(x, y) = 0 and M = 0. Now an application of Theorem 1.2.2 (with a(x, y) = 0) to (1.4.11)
yields |u
1
(x, y) u
2
(x, y)| 0, and hence u
1
(x, y) = u
2
(x, y). Thus there is at most one
solution to equation (1.4.1) on E in R
n
.
The following theorem concerning the estimate on the solution of equation (1.4.1) holds.
Theorem 1.4.3. Assume that the functions F, G in equation (1.4.1) satisfy the conditions
|F(x, y, s, t, u)| b(x, y) f (s, t)|u|, (1.4.12)
|G(x, y, s, t, u)| c(x, y)g(s, t)|u|, (1.4.13)
+
). Let p, D(x, y) be as in (1.2.12), (1.2.15) respectively and
M
1
=
1
1 p
_

0
_

0
g(s, t)B
1
(s, t)dt ds, (1.4.14)
where B
1
(x, y) is dened by the right hand side of (1.2.14) by replacing a(x, y) by |h(x, y)|.
If u(x, y) is any solution of equation (1.4.1), then
|u(x, y)| B
1
(x, y) +M
1
D(x, y), (1.4.15)
for (x, y) E.
Proof. Using the fact that u(x, y) is a solution of equation (1.4.1) and the hypotheses, we
have
|u(x, y)| |h(x, y)| +
_
x
0
_
y
0
|F(x, y, s, t, u(s, t))| dt ds +
_

0
_

0
|G(x, y, s, t, u(s, t))| dt ds
|h(x, y)| +b(x, y)
_
x
0
_
y
0
f (s, t)|u(s, t)| dt ds +c(x, y)
_

0
_

0
g(s, t)|u(s, t)| dt ds.
(1.4.16)
In the next theorem we give an estimate on the solution of equation (1.4.1) assuming that
the functions F, G satisfy the Lipschitz type conditions (1.4.8), (1.4.9).
(1.4.8), (1.4.9) respectively. Let p, D(x, y) be as in (1.2.12), (1.2.15) respectively and
h
0
(x, y) =
_
x
0
_
y
0
|F(x, y, s, t, h(s, t))| dt ds +
_

0
_

0
|G(x, y, s, t, h(s, t))| dt ds, (1.4.17)
M
2
=
1
1 p
_

0
_

0
g(s, t)B
2
(s, t)dt ds, (1.4.18)
where B
2
(x, y) is dened by the right hand side of (1.2.14) by replacing a(x, y) by h
0
(x, y).
If u(x, y) is any solution of equation (1.4.1), then
|u(x, y) h(x, y)| B
2
(x, y) +M
2
D(x, y), (1.4.19)
for (x, y) E.
The proof can be completed by following the proof of Theorem 1.3.4. Here, we omit the
details.
The following theorem deals with the estimate on the difference between the solutions of
equation (1.4.1) and the system of Volterra integral equations
v(x, y) = h(x, y) +
_
x
0
_
y
0
F(x, y, s, t, v(s, t)) dt ds, (1.4.20)
for (x, y) E, where the functions h, F are as given in equation (1.4.1).
(1.4.8), (1.4.9) respectively and G(x, y, s, t, 0) = 0. Let v(x, y) be a solution of equation
(1.4.20) such that |v(x, y)| Q, where Q 0 is a constant. Let p, D(x, y) be as in (1.2.12),
(1.2.15) respectively and
a(x, y) = Qc(x, y)
_

0
_

0
g(s, t)dt ds, (1.4.21)
M
3
=
1
1 p
_

0
_

0
g(s, t)B
3
(s, t)dt ds, (1.4.22)
where B
3
(x, y) is dened by the right hand side of (1.2.14) by replacing a(x, y) by a(x, y).
If u(x, y) is a solution of equation (1.4.1), then
|u(x, y) v(x, y)| B
3
(x, y) +M
3
D(x, y), (1.4.23)
for (x, y) E.
Proof. Using the facts that u(x, y) and v(x, y) are the solutions of equations (1.4.1) and
(1.4.20) on E, we observe that
u(x, y) v(x, y) =
_
x
0
_
y
0
{F(x, y, s, t, u(s, t)) F(x, y, s, t, v(s, t))}dt ds
+
_

0
_

0
_
G(x, y, s, t, u(s, t)) G(x, y, s, t, v(s, t))
+G(x, y, s, t, v(s, t)) G(x, y, s, t, 0)
_
dt ds. (1.4.24)
From (1.4.24) and using the hypotheses, we have
|u(x, y) v(x, y)| a(x, y) +b(x, y)
_
x
0
_
y
0
f (s, t)|u(s, t) v(s, t)| dt ds
+c(x, y)
_

0
_

0
g(s, t)|u(s, t) v(s, t)| dt ds. (1.4.25)
The following theorems provide conditions for continuous dependence of solutions of
equation (1.4.1) on functions involved on the right hand side and continuous dependence
of solutions of equations of the form (1.4.1) on parameters.
Consider the equation (1.4.1) and the system of Volterra-Fredholm-type integral equations
w(x, y) = h(x, y) +
_
x
0
_
y
0
F(x, y, s, t, w(s, t)) dt ds
+
_

0
_

0
G(x, y, s, t, w(s, t))dt ds, (1.4.26)
for (x, y) E, where h C(E, R
n
), F C(E
2
R
n
, R
n
), G C(E
2
R
n
, R
n
).
(1.4.8), (1.4.9) respectively. Let w(x, y) be a given solution of equation (1.4.26) on E and
assume that
|h(x, y) h(x, y)| +
_
x
0
_
y
0
|F(x, y, s, t, w(s, t)) F(x, y, s, t, w(s, t))| dt ds
+
_

0
_

0
|G(x, y, s, t, w(s, t)) G(x, y, s, t, w(s, t))| dt ds , (1.4.27)
where h, F, G and h, F, G are functions in equations (1.4.1) and (1.4.26) and > 0 is an
arbitrary small constant. Let p, D(x, y) be as in (1.2.12), (1.2.15) respectively and
M
4
=
1
1 p
_

0
_

0
g(s, t)B
4
(s, t)dt ds, (1.4.28)
where B
4
(x, y) is dened by the right hand side of (1.2.14) by replacing a(x, y) by . Then
the solution u(x, y) of equation (1.4.1) on E depends continuously on the functions involved
on the right hand side of equation (1.4.1).
Proof. Let u(x, y) be a solution of (1.4.1) on E and w(x, y) be a given solution of equation
(1.4.26). Then
u(x, y) w(x, y) = h(x, y) h(x, y)
+
_
x
0
_
y
0
_
F(x, y, s, t, u(s, t)) F(x, y, s, t, w(s, t))
+F(x, y, s, t, w(s, t)) F(x, y, s, t, w(s, t))
_
dt ds
+
_

0
_

0
{G(x, y, s, t, u(s, t)) G(x, y, s, t, w(s, t))
+G(x, y, s, t, w(s, t)) G(x, y, s, t, w(s, t))
_
dt ds. (1.4.29)
From (1.4.29) and using the hypotheses, we have
|u(x, y) w(x, y)| |h(x, y) h(x, y)|
+
_
x
0
_
y
0
|F(x, y, s, t, u(s, t)) F(x, y, s, t, w(s, t))| dt ds
+
_
x
0
_
y
0
|F(x, y, s, t, w(s, t)) F(x, y, s, t, w(s, t))| dt ds
+
_

0
_

0
|G(x, y, s, t, u(s, t)) G(x, y, s, t, w(s, t))| dt ds
+
_

0
_

0
|G(x, y, s, t, w(s, t)) G(x, y, s, t, w(s, t))| dt ds
+b(x, y)
_
x
0
_
y
0
f (s, t)|u(s, t) w(s, t)|dt ds
+c(x, y)
_

0
_

0
g(s, t)|u(s, t) w(s, t)|dt ds. (1.4.30)
Now, an application of Theorem 1.2.2 to (1.4.30) yields
|u(x, y) w(x, y)| B
4
(x, y) +M
4
D(x, y), (1.4.31)
for (x, y) E. From (1.4.31), it follows that the solutions of equation (1.4.1) depends
continuously on the functions involved on the right hand side of equation (1.4.1).
Remark 1.4.2. From (1.4.31), it is easy to observe that if B
4
(x, y) and D(x, y) are bounded
for (x, y) E and 0, then |u(x, y) w(x, y)| 0 on E.
We next consider the following systems of Volterra-Fredholm-type integral equations
z(x, y) = h(x, y) +
_
x
0
_
y
0
F(x, y, s, t, z(s, t), )dt ds
+
_

0
_

0
G(x, y, s, t, z(s, t), )dt ds, (1.4.32)
and
z(x, y) = h(x, y) +
_
x
0
_
y
0
F(x, y, s, t, z(s, t),
0
)dt ds
+
_

0
_

0
G(x, y, s, t, z(s, t),
0
)dt ds, (1.4.33)
for (x, y) E, where h C(E, R
n
), F C(E
2
R
n
R, R
n
), G C(E
2
R
n
R, R
n
) and
,
0
are parameters.
Theorem 1.4.7. Suppose that the functions F, G in equations (1.4.32), (1.4.33) satisfy
the conditions
|F(x, y, s, t, z, ) F(x, y, s, t, z, )| b(x, y) f (s, t)|z z|, (1.4.34)
|F(x, y, s, t, z, ) F(x, y, s, t, z,
0
)| r
1
(x, y, s, t)|
0
|, (1.4.35)
|G(x, y, s, t, z, ) G(x, y, s, t, z, )| c(x, y)g(s, t)|z z|, (1.4.36)
|G(x, y, s, t, z, ) G(x, y, s, t, z,
0
)| r
2
(x, y, s, t)|
0
|, (1.4.37)
+
), and r
1
, r
2
C(E
2
, R
+
). Let p, D(x, y) be as in (1.2.12),
(1.2.15) respectively and
a
0
(x, y) = |
0
|
_
_
x
0
_
y
0
r
1
(x, y, s, t)dt ds +
_

0
_

0
r
2
(x, y, s, t)dt ds
_
, (1.4.38)
M
5
=
1
1 p
_

0
_

0
g(s, t)B
5
(s, t)dt ds, (1.4.39)
where B
5
(x, y) is dened by the right hand side of (1.2.14) by replacing a(x, y) by a
0
(x, y).
Let z
1
(x, y) and z
2
(x, y) be the solutions of equations (1.4.32) and (1.4.33) respectively.
Then
|z
1
(x, y) z
2
(x, y)| B
5
(x, y) +M
5
D(x, y), (1.4.40)
for (x, y) E, which shows the dependency of solutions of equations (1.4.32) and (1.4.33)
on parameters.
The proof can be completed by following the proof of Theorem 1.3.6 and using Theo-
rem 1.2.2. Here, we leave the details to the reader.
Remark 1.4.3. We note that, one can use our approach here, to study the equations of the
form (1.4.1) involving more than two independent variables. The details of the formulation
of such results are very close to those of given above with suitable modications. We omit
the details.
1.5 Integrodifferential equations of hyperbolic-type
In this section, rst we shall deal with the following Volterra-Fredholm-type integrodiffer-
ential equation
D
2
D
1
u(x, y) = f (x, y, u(x, y), Gu(x, y), Hu(x, y)), (1.5.1)
with the given data
u(x, 0) =(x), u(0, y) = (y), u(0, 0) = 0, (1.5.2)
for x I
a
, y I
b
, where
Gu(x, y) =
_
x
0
_
y
0
g(x, y, s, t, u(s, t))dt ds, (1.5.3)
Hu(x, y) =
_
a
0
_
b
0
h(x, y, s, t, u(s, t))dt ds, (1.5.4)
f C(E
0
R
3
, R), g, h C(E
2
0
R, R), C(I
a
, R), C(I
b
, R). The problem of exis-
tence and uniqueness of solutions to (1.5.1)(1.5.2) can be dealt with the method employed
in earlier sections. Here, we shall discuss the error evaluation of two approximate solutions
of (1.5.1)(1.5.2) and convergence properties of solutions of approximate problems (see
[117]).
Let u C(E
0
, R); D
2
D
1
u(x, y) exists and satises the inequality
|D
2
D
1
u(x, y) f (x, y, u(x, y), Gu(x, y), Hu(x, y))| ,
for a given constant 0, where it is supposed that (1.5.2) holds. Then we call u(x, y) an
-approximate solution of equation (1.5.1) with the given data (1.5.2).
The following theorem deals with the estimate on the difference between the two approxi-
mate solutions of equation (1.5.1).
tions
| f (x, y, u, v, w) f (x, y, u, v, w)| k(x, y)[|uu| +|v v| +|ww|] , (1.5.5)
|g(x, y, , , u) g(x, y, , , u)| e(x, y)q(, )|uu|, (1.5.6)
|h(x, y, , , u) h(x, y, , , u)| m(x, y)r(, )|uu|, (1.5.7)
where k, e, q, m, r C(E
0
, R
+
). Let p(x, y) = max{k(x, y), e(x, y), m(x, y)} for (x, y) E
0
and d be as in (1.2.22). Let u
i
(x, y) (i = 1, 2) be respectively
i
-approximate solutions of
equation (1.5.1) on E
0
with
u
i
(x, 0) =
i
(x), u
i
(0, y) =
i
(y), u
i
(0, 0) = 0, (1.5.8)
where
i
C(I
a
, R),
i
C(I
b
, R) such that
|
1
(x)
2
(x) +
1
(y)
2
(y)| , (1.5.9)
where 0 is a constant. Then
|u
1
(x, y) u
2
(x, y)|
(ab+)
1d
exp
_
_
x
0
_
y
0
_
, (1.5.10)
for (x, y) E
0
, where =
1
+
2
.
Proof. Since u
i
(x, y) (i = 1, 2) for (x, y) E
0
are respectively,
i
of equation (1.5.1) with (1.5.8), we have
|D
2
D
1
u
i
(x, y) f (x, y, u
i
(x, y), Gu
i
(x, y), Hu
i
(x, y))|
i
. (1.5.11)
Integrating both sides of (1.5.11) on E
0
and using (1.5.8), we have
i
xy
_
x
0
_
y
0
|D
2
D
1
u
i
(s, t) f (s, t, u
i
(s, t), Gu
i
(s, t), Hu
i
(s, t))|dt ds
_
x
0
_
y
0
{D
2
D
1
u
i
(s, t) f (s, t, u
i
(s, t), Gu
i
(s, t), Hu
i
(s, t))}dt ds
u
i
(x, y)
i
(x)
i
(y)
_
x
0
_
y
0
f (s, t, u
i
(s, t), Gu
i
(s, t), Hu
i
(s, t))
. (1.5.12)
From (1.5.12) and using the elementary inequalities in (1.3.25), we observe that
(
1
+
2
)xy
u
1
(x, y) [
1
(x) +
1
(y)]
_
x
0
_
y
0
f (s, t, u
1
(s, t), Gu
1
(s, t), Hu
1
(s, t)) dt ds
u
2
(x, y) [
2
(x) +
2
(y)]
_
x
0
_
y
0
f (s, t, u
2
(s, t), Gu
2
(s, t), Hu
2
(s, t))dt ds
_
u
1
(x, y) [
1
(x) +
1
(y)]
_
x
0
_
y
0
f (s, t, u
1
(s, t), Gu
1
(s, t), Hu
1
(s, t))dt ds
_
_
u
2
(x, y) [
2
(x) +
2
(y)]
_
x
0
_
y
0
f (s, t, u
2
(s, t), Gu
2
(s, t), Hu
2
(s, t)) dt ds
_

|u
1
(x, y) u
2
(x, y)| |[
1
(x) +
1
(y)] [
2
(x) +
2
(y)]|
_
x
0
_
y
0
f (s, t, u
1
(s, t), Gu
1
(s, t), Hu
1
(s, t))dt ds
_
x
0
_
y
0
f (s, t, u
2
(s, t), Gu
2
(s, t), Hu
2
(s, t)) dt ds
. (1.5.13)
Let z(x, y) = |u
1
(x, y) u
2
(x, y)| for (x, y) E
0
. From (1.5.13) and using the hypotheses,
we observe that
z(x, y) xy +|
1
(x)
2
(x) +
1
(y)
2
(y)|
+
_
x
0
_
y
0
| f (s, t, u
1
(s, t), Gu
1
(s, t), Hu
1
(s, t))
f (s, t, u
2
(s, t), Gu
2
(s, t), Hu
2
(s, t))|dt ds
xy + +
_
x
0
_
y
0
k(s, t)
_
z(s, t) +e(s, t)
_
s
0
_
t
0
q(, )z(, )d d
+m(s, t)
_
a
0
_
b
0
r(, )z(, )d d
_
dt ds
[ab+] +
_
x
0
_
y
0
p(s, t)
_
z(s, t) +
_
s
0
_
t
0
q(, )z(, )d d
+
_
a
0
_
b
0
r(, )z(, )d d
_
dt ds. (1.5.14)
Remark 1.5.1. In case if u
1
(x, y) is a solution of problem (1.5.1)(1.5.2), then we have
1
=0 and from (1.5.10), we see that u
2
(x, y) u
1
(x, y) as
2
0 and 0. Furthermore,
if we put
1
=
2
= 0,
1
(x) =
2
(x),
1
(y) =
2
(y) in (1.5.10), then the uniqueness of
solutions of problem (1.5.1)(1.5.2) is established.
Now we consider the problem (1.5.1)(1.5.2) together with the following problem
D
2
D
1
v(x, y) = f (x, y, v(x, y), Gv(x, y), Hv(x, y)), (1.5.15)
v(x, 0) =(x), v(0, y) =(y), v(0, 0) = 0, (1.5.16)
where G, H are as dened in (1.5.3), (1.5.4) and f C(E
0
R
3
, R), C(I
a
, R),
C(I
b
, R).
In the next theorem we provide conditions concerning the closeness of solutions of prob-
lems (1.5.1)(1.5.2) and (1.5.15)(1.5.16).
tions (1.5.5)(1.5.7) and there exist constants 0, 0 such that
| f (x, y, u, v, w) f (x, y, u, v, w)| , (1.5.17)
|(x) (x) +(y) (y)| , (1.5.18)
where f , , and f , , are as in problems (1.5.1)(1.5.2) and (1.5.15)(1.5.16). Let
p(x, y) and d be as in Theorem 1.5.1. Let u(x, y) and v(x, y) be respectively the solutions of
problems (1.5.1)(1.5.2) and (1.5.15)(1.5.16) on E
0
. Then
|u(x, y) v(x, y)|
(ab+)
1d
exp
_
_
x
0
_
y
0
_
, (1.5.19)
for (x, y) E
0
.
Proof. Let w(x, y) = |u(x, y) v(x, y)| for (x, y) E
0
. Using the facts that u(x, y) and
v(x, y) are the solutions of problems (1.5.1)(1.5.2) and (1.5.15)(1.5.16) and hypotheses,
we observe that
w(x, y) |(x) (x) +(y) (y)|
+
_
x
0
_
y
0
| f (x, y, u(s, t), Gu(s, t), Hu(s, t)) f (x, y, v(s, t), Gv(s, t), Hv(s, t))|dt ds
+
_
x
0
_
y
0
| f (x, y, v(s, t), Gv(s, t), Hv(s, t)) f (x, y, v(s, t), Gv(s, t), Hv(s, t))|dt ds
+
_
x
0
_
y
0
k(s, t)
_
w(s, t) +e(s, t)
_
s
0
_
t
0
q(, )w(, )d d
+m(s, t)
_
a
0
_
b
0
r(, )w(, )d d
_
+
_
x
0
_
y
0
dt ds
ab+ +
_
x
0
_
y
0
p(s, t)
_
w(s, t) +
_
s
0
_
t
0
q(, )w(, )d d
+
_
a
0
_
b
0
r(, )w(, )d d
_
dt ds. (1.5.20)
Remark 1.5.2. The result given in Theorem 1.5.2 relates the solutions of problems
(1.5.1)(1.5.2) and (1.5.15)(1.5.16) in the sense that if f is close to f , is close to ,
is close to , then the solutions to problems (1.5.1)(1.5.2) and (1.5.15)(1.5.16) are
also close together.
Next we consider the problem (1.5.1)(1.5.2) together with the sequence of problems
D
2
D
1
u(x, y) = f
k
(x, y, u(x, y), Gu(x, y), Hu(x, y)), (1.5.21)
u(x, 0) =
k
(x), u(0, y) =
k
(y), u(0, 0) = 0, (1.5.22)
where G, H are as dened in (1.5.3), (1.5.4) and f
k
C(E
0
R
3
, R),
k
C(I
a
, R),
k

C(I
b
, R) for k = 1, 2, . . ..
The following result is an immediate consequence of Theorem 1.5.2.
tions (1.5.5)(1.5.7) and there exist constants
k
0,
k
0 (k = 1, 2, . . .) such that
| f (x, y, u, v, w) f
k
(x, y, u, v, w)|
k
, (1.5.23)
|(x)
k
(x) +(y)
k
(y)|
k
, (1.5.24)
with
k
0 and
k
0 as k , where f , , and f
k
,
k
,
k
are as in problems
(1.5.1)(1.5.2) and (1.5.21)(1.5.22). Let p(x, y) and d be as in Theorem 1.5.1. If u
k
(x, y)
(k = 1, 2, . . .) and u(x, y) are respectively the solutions of problems (1.5.21)(1.5.22) and
(1.5.1)(1.5.2) on E
0
, then u
k
(x, y) u(x, y) as k .
Proof. For k = 1, 2, . . ., the conditions of Theorem 1.5.2 hold. As an application of The-
orem 1.5.2 yields
|u
k
(x, y) u(x, y)|
(
k
ab+
k
)
1d
exp
_
_
x
0
_
y
0
_
, (1.5.25)
for (x, y) E
0
. The required result follows from (1.5.25).
Remark 1.5.3. We note that the result obtained in Theorem 1.5.3 provide sufcient con-
ditions that ensures solutions to problems (1.5.21)(1.5.22) will converge to solutions to
problem (1.5.1)(1.5.2).
Next, we shall study some fundamental properties of solutions related to the following
neutral type hyperbolic integrodifferential equation (see [27])
D
2
D
1
u(x, y) = f (x, y, u(x, y), D
2
D
1
u(x, y), Mu(x, y)), (1.5.26)
with the given data
u(x, 0) = (x), u(0, y) =(y), u(0, 0) = 0, (1.5.27)
for x, y R
+
, where
Mu(x, y) =
_
x
0
_
y
0
g(x, y, m, n, u(m, n), D
2
D
1
u(m, n))dndm, (1.5.28)
f C(E R
n
R
n
R
n
, R
n
), g C(E
2
R
n
R
n
, R
n
), , C(R
+
, R
n
). Obviously,
M0 =
_
x
0
_
y
0
g(x, y, m, n, 0, 0)dndm. By a solution of equation (1.5.26) with the given data
(1.5.27) (IBVP (1.5.26)(1.5.27) for short), we mean a function u C(E, R
n
) which satisfy
the equations (1.5.26) and (1.5.27). For z, D
2
D
1
z C(E, R
n
), we denote by |z(x, y)|
0
=
|z(x, y)| +|D
2
D
1
z(x, y)|. Let S
0
be the space of functions z, D
2
D
1
z C(E, R
n
) which full
the condition
|z(x, y)|
0
= O(exp((x +y))), (1.5.29)
for (x, y) E, where > 0 is a constant. As in Section 1.3, in the space S
0
we dene the
norm
|z|
S
0
= sup
(x,y)E
[|z(x, y)|
0
exp((x +y))] . (1.5.30)
It is easy to see that S
0
is a Banach space and
|z|
S
0
N, (1.5.31)
where N 0 is a constant.
Now we formulate the following theorem concerning the existence of a unique solution to
IBVP (1.5.26)(1.5.27).
(i) the functions f , g in equation (1.5.26) satisfy the conditions
| f (x, y, u, v, w) f (x, y, u, v, w)| k(x, y)[|uu| +|v v|] +|ww|, (1.5.32)
|g(x, y, m, n, u, v) g(x, y, m, n, u, v)| h(x, y, m, n)[|uu| +|v v|] , (1.5.33)
where k C(E, R
+
), h C(E
2
, R
+
),
(ii) for as in (1.5.29)
(c
1
L(x, y) +
_
x
0
_
y
0
L(s, t)dt ds exp((x +y)), (1.5.34)
for (x, y) E, where
L(x, y) = k(x, y)exp((x +y)) +
_
x
0
_
y
0
h(x, y, m, n)exp((m+n))dndm, (1.5.35)
(c
2
|(x)| +|(y)| +| f (x, y, 0, 0, M0)| +
_
x
0
_
y
0
| f (s, t, 0, 0, M0)|dt ds exp((x +y)).
(1.5.36)
Then the IBVP (1.5.26)(1.5.27) has a unique solution u(x, y) on E in S
0
.
Proof. Let u(x, y) S
0
and dene the operator T by
(Tu)(x, y) = (x) +(y) +
_
x
0
_
y
0
f (s, t, u(s, t), D
2
D
1
u(s, t), Mu(s, t))dt ds. (1.5.37)
From (1.5.37), we observe that
D
2
D
1
(Tu)(x, y) = f (x, y, u(x, y), D
2
D
1
u(x, y), Mu(x, y)). (1.5.38)
Evidently Tu is continuous on E and Tu R
n
. From (1.5.37), (1.5.38), using the hypothe-
ses and (1.5.31), we have
|(Tu)(x, y)|
0
|(x)| +|(y)|
+
_
x
0
_
y
0
| f (s, t, u(s, t), D
2
D
1
u(s, t), Mu(s, t)) f (s, t, 0, 0, M0)|dt ds
+
_
x
0
_
y
0
| f (s, t, 0, 0, M0)|dt ds
+| f (x, y, u(x, y), D
2
D
1
u(x, y), Mu(x, y)) f (x, y, 0, 0, M0)| +| f (x, y, 0, 0, M0)|
exp((x +y)) +
_
x
0
_
y
0
_
k(s, t)|u(s, t)|
0
+
_
s
0
_
t
0
h(s, t, m, n)|u(m, n)|
0
dndm
_
dt ds
+k(x, y)|u(x, y)|
0
+
_
x
0
_
y
0
h(x, y, m, n)|u(m, n)|
0
dndm
exp((x +y)) +|u|
S
0
_
k(x, y)exp((x +y)) +
_
x
0
_
y
0
h(x, y, m, n)exp((m+n))dndm
+
_
x
0
_
y
0
_
k(s, t)exp((s +t)) +
_
s
0
_
t
0
h(s, t, m, n)exp((m+n))dndm
_
dt ds
_
exp((x +y)) +N
_
L(x, y) +
_
x
0
_
y
0
L(s, t)dt ds
_
[ +N] exp((x +y)). (1.5.39)
From (1.5.39), it follows that Tu S
0
. This proves that the operator T maps S
0
into itself.
Let u(x, y), v(x, y) S
0
. From (1.5.37), (1.5.38) and using the hypotheses, we have
|(Tu)(x, y) (Tv)(x, y)|
0
_
x
0
_
y
0
| f (s, t, u(s, t), D
2
D
1
u(s, t), Mu(s, t)) f (s, t, v(s, t), D
2
D
1
v(s, t), Mv(s, t))|dt ds
+| f (x, y, u(x, y), D
2
D
1
u(x, y), Mu(x, y)) f (x, y, v(x, y), D
2
D
1
v(x, y), Mv(x, y))|
_
x
0
_
y
0
_
k(s, t)|u(s, t) v(s, t)|
0
+
_
s
0
_
t
0
h(s, t, m, n)|u(m, n) v(m, n)|
0
dndm
_
dt ds
+k(x, y)|u(x, y) v(x, y)|
0
+
_
x
0
_
y
0
h(x, y, m, n)|u(m, n) v(m, n)|
0
dndm
|uv|
S
0
_
k(x, y)exp((x +y)) +
_
x
0
_
y
0
h(x, y, m, n)exp((m+n)) dndm
+
_
x
0
_
y
0
_
k(s, t)exp((s +t)) +
_
s
0
_
t
0
h(s, t, m, n)exp((m+n))dndm
_
dt ds
_
= |uv|
S
0
_
L(x, y) +
_
x
0
_
y
0
L(s, t)dt ds
_
|uv|
S
0
exp((x +y)). (1.5.40)
From (1.5.40), we have
|TuTv|
S
0
|uv|
S
0
.
Since < 1, it follows from Banach xed point theorem (see [9, p. 37], [16, p. 372]) that
T has a xed point in S
0
. The xed point of T is however a solution of IBVP (1.5.26)
(1.5.27). The proof is complete.
The following theorem contains the estimate on the solution of IBVP (1.5.26)(1.5.27).
| f (x, y, u, v, w)| [|u| +|v|] +|w|, (1.5.41)
|g(x, y, m, n, u, v)| q(x, y, m, n)[|u| +|v|] , (1.5.42)
|(x)| +|(y)| , (1.5.43)
where , are nonnegative constants such that <1 and q, D
1
q, D
2
q, D
2
D
1
q C(E
2
, R
+
).
If u(x, y) is any solution of IBVP (1.5.26)(1.5.27) on E, then
|u(x, y)|
0

1
exp
_
_
x
0
_
y
0
_

1
+K(s, t)
_
dt ds
_
, (1.5.44)
for (x, y) E, where K(x, y) is dened by the right hand side of (1.2.26), replacing b and e
by
1
1
q.
Proof. Using the fact that u(x, y) is a solution of IBVP (1.5.26)(1.5.27) and the hypothe-
ses, we have
|u(x, y)|
0
|(x)| +|(y)|
+
_
x
0
_
y
0
| f (s, t, u(s, t), D
2
D
1
u(s, t), Mu(s, t))|dt ds+| f (x, y, u(x, y), D
2
D
1
u(x, y), Mu(x, y))|
+
_
x
0
_
y
0
_
|u(s, t)|
0
+
_
s
0
_
t
0
q(s, t, m, n)|u(m, n)|
0
dndm
_
dt ds
+|u(x, y)|
0
+
_
x
0
_
y
0
q(x, y, m, n)|u(m, n)|
0
dndm. (1.5.45)
|u(x, y)|
0

1
+
1
1
_
x
0
_
y
0
_
u(s, t)|
0
+q(x, y, s, t)|u(s, t)|
0
+
_
s
0
_
t
0
q(s, t, m, n)|u(m, n)|
0
dndm
_
dsdt. (1.5.46)
Now, a suitable application of Theorem 1.2.5 to (1.5.46) yields (1.5.44).
Remark 1.5.4. We note that, if the estimate obtained in (1.5.44) is bounded, then the
solution u(x, y) of IBVP (1.5.26)(1.5.27) is bounded on E.
The next result deals with the continuous dependence of solutions of equation (1.5.26) on
given initial boundary values.
Theorem 1.5.6. Assume that the functions f , g in equation (1.5.26) satisfy the conditions
| f (x, y, u, v, w) f (x, y, u, v, w)| d [|uu| +|v v|] +|ww|, (1.5.47)
|g(x, y, m, n, u, v) g(x, y, m, n, u, v)| p(x, y, m, n)[|uu| +|v v|] , (1.5.48)
where d is a nonnegative constant such that d < 1 and p, D
1
p, D
2
p, D
2
D
1
p C(E
2
, R
+
).
Let u
1
(x, y) and u
2
(x, y) be the solutions of equation (1.5.26) with the given initial boundary
conditions
u
1
(x, 0) =
1
(x), u
1
(0, y) =
1
(y), u
1
(0, 0) = 0, (1.5.49)
u
2
(x, 0) =
2
(x), u
2
(0, y) =
2
(y), u
2
(0, 0) = 0, (1.5.50)
respectively, where
1
,
2,
1
,
2
C(R
+
, R
n
) and
|
1
(x) +
1
(y)
2
(x)
2
(y)| , (1.5.51)
|u
1
(x, y) u
2
(x, y)|
0

1d
exp
_
_
x
0
_
y
0
_
d
1d
+K
0
(s, t)
_
dt ds
_
, (1.5.52)
for (x, y) E, where K
0
(x, y) is dened by the right hand side of (1.2.26), replacing b and
e by
1
1d
p.
Proof. From the hypotheses, we have
|u
1
(x, y) u
2
(x, y)|
0
|
1
(x) +
1
(y)
2
(x)
2
(y)|
+
_
x
0
_
y
0
| f (s, t, u
1
(s, t), D
2
D
1
u
1
(s, t), Mu
1
(s, t))
f (s, t, u
2
(s, t), D
2
D
1
u
2
(s, t), Mu
2
(s, t))|dt ds
+| f (x, y, u
1
(x, y), D
2
D
1
u
1
(x, y), Mu
1
(x, y))
f (x, y, u
2
(x, y), D
2
D
1
u
2
(x, y), Mu
2
(x, y))|
+
_
x
0
_
y
0
_
d|u
1
(s, t) u
2
(s, t)|
0
+
_
s
0
_
t
0
p(s, t, m, n)|u
1
(m, n) u
2
(m, n)|
0
dndm
_
dsdt
+d|u
1
(x, y) u
2
(x, y)|
0
+
_
x
0
_
y
0
p(x, y, m, n)|u
1
(m, n) u
2
(m, n)|
0
dndm. (1.5.53)
|u
1
(x, y) u
2
(x, y)|
0

1d
+
1
1d
_
x
0
_
y
0
_
d|u
1
(s, t) u
2
(s, t)|
0
+ p(x, y, s, t)|u
1
(s, t) u
2
(s, t)|
0
+
_
s
0
_
t
0
p(x, y, m, n)|u
1
(m, n) u
2
(m, n)|
0
dndm
_
dt ds. (1.5.54)
Now, a suitable application of Theorem 1.2.5 to (1.5.54) yields the bound (1.5.52), which
shows the dependency of solutions of equation (1.5.26) on given initial boundary condi-
tions.
Remark 1.5.5. We note that the inequalities in Theorems 1.2.4 and 1.2.5 can be used
to study some other properties related to the solutions of equations (1.5.1)(1.5.2) and
(1.5.26)(1.5.27), similar to those obtained in earlier sections. Here, we do not discuss the
details.
1.6 Fredholm-type integrodifferential equation
The main objective of the present section is to give some fundamental qualitative properties
of solutions of the Fredholm-type integral equation
u(x, y) = f (x, y) +
_
a
0
_
b
0
g(x, y, s, t, u(s, t), D
1
u(s, t), D
2
u(s, t))dt ds, (1.6.1)
where f , g are given functions and u is the unknown function to be fond (see [96]).
Throughout, we assume that f C(E
0
, R), g C(E
2
0
R
3
, R), and D
i
f C(E
0
, R),
D
i
g C(E
2
0
R
3
, R) for i = 1, 2. By a solution of equation (1.6.1) we mean a function
u C(E
0
, R) which is continuously differentiable with respect to x and y for (x, y) E
0
and satises the equation (1.6.1). For z, D
1
z, D
2
z C(E
0
, R) we denote by |z(x, y)|
1
=
|z(x, y)| +|D
1
z(x, y)| +|D
2
z(x, y)|. Let S
1
be the space of functions z, D
1
z, D
2
z C(E
0
, R)
which full the condition
|z(x, y)|
1
= O(exp((x +y))), (1.6.2)
for (x, y) E
0
, where is a positive constant. In the space S
1
we dene the norm
|z|
S
1
= max
(x,y)E
0
[|z(x, y)|
1
exp((x +y))]. (1.6.3)
It is easy to see that S
1
is a Banach space and
|z|
S
1
N, (1.6.4)
In the following theorem we give conditions under which a solution of equation (1.6.1)
exists on E
0
in S
1
.
(i) the function g in equation (1.6.1) and its derivatives D
i
g for i =1, 2 satisfy the conditions
|g(x, y, s, t, u, v, w) g(x, y, s, t, u, v, w)|
r(x, y, s, t)[|uu| +|v v| +|ww|], (1.6.5)
and
|D
i
g(x, y, s, t, u, v, w) D
i
g(x, y, s, t, u, v, w)|
r
i
(x, y, s, t)[|uu| +|v v| +|ww|], (1.6.6)
(ii) for as in (1.6.2),
(e
1
_
a
0
_
b
0
[r(x, y, s, t) +r
1
(x, y, s, t) +r
2
(x, y, s, t)] exp((s +t)) dt ds
exp((s +t)), (1.6.7)
for (x, y) E
0
,
(e
2
| f (x, y)|
1
+
_
a
0
_
b
0
|g(x, y, s, t, 0, 0, 0)|
1
dt ds exp((x +y)), (1.6.8)
for (x, y) E
0
.
Then the equation (1.6.1) has a unique solution u(x, y) on E
0
in S
1
.
Proof. Let u(x, y) S
1
and dene the operator T by
(Tu)(x, y) = f (x, y) +
_
a
0
_
b
0
g(x, y, s, t, u(s, t), D
1
u(s, t), D
2
u(s, t))dt ds. (1.6.9)
Differentiating both sides of (1.6.9) partially with respect to x and y, we have
D
i
(Tu)(x, y) = D
i
f (x, y) +
_
a
0
_
b
0
D
i
g(x, y, s, t, u(s, t), D
1
u(s, t), D
2
u(s, t)) dt ds, (1.6.10)
for i = 1, 2. Evidently Tu, D
i
(Tu) for i = 1, 2 are continuous on E
0
and Tu, D
i
(Tu) R.
From (1.6.9), (1.6.10), (1.6.4) and using the hypotheses, we have
|(Tu)(x, y)|
1
| f (x, y)|
1
+
_
a
0
_
b
0
|g(x, y, s, t, u(s, t), D
1
u(s, t), D
2
u(s, t)) g(x, y, s, t, 0, 0, 0)|dt ds
+
_
a
0
_
b
0
|g(x, y, s, t, 0, 0, 0)|dt ds
+
_
a
0
_
b
0
|D
1
g(x, y, s, t, u(s, t), D
1
u(s, t), D
2
u(s, t)) D
1
g(x, y, s, t, 0, 0, 0)|dt ds
+
_
a
0
_
b
0
|D
1
g(x, y, s, t, 0, 0, 0)|dt ds
+
_
a
0
_
b
0
|D
2
g(x, y, s, t, u(s, t), D
1
u(s, t), D
2
u(s, t)) D
2
g(x, y, s, t, 0, 0, 0)|dt ds
+
_
a
0
_
b
0
|D
2
g(x, y, s, t, 0, 0, 0)|dt ds
| f (x, y)|
1
+
_
a
0
_
b
0
|g(x, y, s, t, 0, 0, 0)|
1
dt ds +
_
a
0
_
b
0
r(x, y, s, t)|u(s, t)|
1
dt ds
+
_
a
0
_
b
0
r
1
(x, y, s, t)|u(s, t)|
1
dt ds +
_
a
0
_
b
0
r
2
(x, y, s, t)|u(s, t)|
1
dt ds
exp((x +y))
+|u|
S
1
_
a
0
_
b
0
[r(x, y, s, t) +r
1
(x, y, s, t) +r
2
(x, y, s, t)] exp((s +t))dt ds
[ +N] exp((x +y)). (1.6.11)
From (1.6.11), it follows that Tu S
1
. This proves that the operator T maps S
1
into itself.
Let u(x, y), v(x, y) S
1
. From (1.6.9), (1.6.10) and using the hypotheses, we have
|(Tu)(x, y) (Tv)(x, y)|
1
_
a
0
_
b
0
|g(x, y, s, t, u(s, t), D
1
u(s, t), D
2
u(s, t))
g(x, y, s, t, v(s, t), D
1
v(s, t), D
2
v(s, t))|dsdt
+
_
a
0
_
b
0
|D
1
g(x, y, s, t, u(s, t), D
1
u(s, t), D
2
u(s, t))
D
1
g(x, y, s, t, v(s, t), D
1
v(s, t), D
2
v(s, t))|dsdt
+
_
a
0
_
b
0
|D
2
g(x, y, s, t, u(s, t), D
1
u(s, t), D
2
u(s, t))
D
2
g(x, y, s, t, v(s, t), D
1
v(s, t), D
2
v(s, t))|dsdt
_
a
0
_
b
0
r(x, y, s, t)|u(s, t) v(s, t)|
1
dt ds
+
_
a
0
_
b
0
r
1
(x, y, s, t)|u(s, t) v(s, t)|
1
dt ds +
_
a
0
_
b
0
r
2
(x, y, s, t)|u(s, t) v(s, t)|
1
dt ds
|uv|
S
1
_
a
0
_
b
0
[r(x, y, s, t) +r
1
(x, y, s, t) +r
2
(x, y, s, t)] exp((s +t))dt ds
|uv|
S
1
exp((x +y)). (1.6.12)
|TuTv|
S
1
|uv|
S
1
.
Since < 1, it follows from Banach xed point theorem (see [51, p. 372]) that T has a
unique xed point in S
1
. The xed point of T is however a solution of equation (1.6.1).
Using the inequality in Theorem 1.2.3, we present the following result which deals with
the uniqueness of solutions of equation (1.6.1) on E
0
in R.
Theorem 1.6.2. Suppose that the function g in equation (1.6.1) and its derivatives
D
i
g for i = 1, 2 satisfy the conditions (1.6.5) and (1.6.6) with r(x, y, s, t) = c(x, y)h(s, t),
r
i
(x, y, s, t) = c(x, y)h
i
(s, t) for i = 1, 2, where c, h, h
i
C(E
0
, R
+
) and
d
1
=
_
a
0
_
b
0
[h(s, t) +h
1
(s, t) +h
2
(s, t)]c(s, t)dt ds < 1. (1.6.13)
Then the equation (1.6.1) has at most one solution on E
0
in R.
Proof. Let u(x, y) and v(x, y) be two solutions of equation (1.6.1). Then from the hy-
potheses, we have
|u(x, y) v(x, y)|
1
_
a
0
_
b
0
|g(x, y, s, t, u(s, t), D
1
u(s, t), D
2
u(s, t))
g(x, y, s, t, v(s, t), D
1
v(s, t), D
2
v(s, t))|dt ds
+
_
a
0
_
b
0
|D
1
g(x, y, s, t, u(s, t), D
1
u(s, t), D
2
u(s, t))
D
1
g(x, y, s, t, v(s, t), D
1
v(s, t), D
2
v(s, t))|dt ds
+
_
a
0
_
b
0
|D
2
g(x, y, s, t, u(s, t), D
1
u(s, t), D
2
u(s, t))
D
2
g(x, y, s, t, v(s, t), D
1
v(s, t), D
2
v(s, t))|dt ds
_
a
0
_
b
0
c(x, y)h(s, t)|u(s, t) v(s, t)|
1
dt ds
+
_
a
0
_
b
0
c(x, y)h
1
(s, t)|u(s, t) v(s, t)|
1
dt ds +
_
a
0
_
b
0
c(x, y)h
2
(s, t)|u(s, t) v(s, t)|
1
dt ds
= c(x, y)
_
a
0
_
b
0
[h(s, t) +h
1
(s, t) +h
2
(s, t)]|u(s, t) v(s, t)|
1
dt ds. (1.6.14)
Now, an application of Theorem 1.2.3 (when p(x, y) = 0) to (1.6.14) yields
|u(x, y) v(x, y)|
1
0, and hence u(x, y) = v(x, y), which proves the uniqueness of solu-
tions of equation (1.6.1) on E
0
in R.
Theorem 1.6.3. Suppose that the function g in equation (1.6.1) and its derivatives D
i
g for
i = 1, 2 satisfy the conditions
|g(x, y, s, t, u, v, w)| k(x, y)e(s, t)[|u| +|v| +|w|], (1.6.15)
|D
i
g(x, y, s, t, u, v, w)| k(x, y)e
i
(s, t)[|u| +|v| +|w|], (1.6.16)
where k, e, e
i
C(E
0
, R) and
d
2
=
_
a
0
_
b
0
[e(s, t) +e
1
(s, t) +e
2
(s, t)]k(s, t)dt ds < 1. (1.6.17)
Then for every solution u C(E
0
, R) of equation (1.6.1), the estimate
|u(x, y)|
1
| f (x, y)|
1
+k(x, y)
_
1
1d
2
_
a
0
_
b
0
[e(s, t) +e
1
(s, t) +e
2
(s, t)]| f (s, t)|
1
dt ds
_
, (1.6.18)
holds for (x, y) E
0
.
Proof. Let u C(E
0
, R) be a solution of equation (1.6.1). Then from the hypotheses, we
have
|u(x, y)|
1
| f (x, y)| +
_
a
0
_
b
0
|g(x, y, s, t, u(s, t), D
1
u(s, t), D
2
u(s, t))|dt ds
+|D
1
f (x, y)| +
_
a
0
_
b
0
|D
1
g(x, y, s, t, u(s, t), D
1
u(s, t), D
2
u(s, t))|dt ds
+|D
2
f (x, y)| +
_
a
0
_
b
0
|D
2
g(x, y, s, t, u(s, t), D
1
u(s, t), D
2
u(s, t))|dt ds
| f (x, y)|
1
+
_
a
0
_
b
0
k(x, y)e(s, t)|u(s, t)|
1
dt ds
+
_
a
0
_
b
0
k(x, y)e
1
(s, t)|u(s, t)|
1
dt ds +
_
a
0
_
b
0
k(x, y)e
2
(s, t)|u(s, t)|
1
dt ds
= | f (x, y)|
1
+k(x, y)
_
a
0
_
b
0
[e(s, t) +e
1
(s, t) +e
2
(s, t)]|u(s, t)|
1
dt ds. (1.6.19)
Now, an application of Theorem 1.2.3 to (1.6.19) gives the desired estimate in (1.6.18).
Remark 1.6.1. We note that the estimate obtained in (1.6.18) yields not only the bound
on the solution u(x, y) of equation (1.6.1), but also the bound on their derivatives D
i
u(x, y)
for i = 1, 2.
Next, we shall obtain the estimate on the solution of equation (1.6.1) assuming that the
function g and its derivatives D
i
g for i = 1, 2 satisfy Lipschitz type conditions.
i
g
for i = 1, 2 satisfy the conditions in Theorem 1.6.2 and the condition (1.6.13) holds. If
u C(E
0
, R) is any solution of equation (1.6.1) on E
0
, then
|u(x, y) f (x, y)|
1
Q(x, y) +c(x, y)
_
1
1d
1
_
a
0
_
b
0
[h(s, t) +h
1
(s, t) +h
2
(s, t)]Q(s, t)dt ds
_
, (1.6.20)
for (x, y) E
0
, where
Q(x, y) =
_
a
0
_
b
0
|g(x, y, , , f (, ), D
1
f (, ), D
2
f (, ))|
1
d d, (1.6.21)
for (x, y) E
0
.
Proof. Since u(x, y) is a solution of equation (1.6.1), by using the hypotheses, we have
|u(x, y) f (x, y)|
1
_
a
0
_
b
0
|g(x, y, s, t, u(s, t), D
1
u(s, t), D
2
u(s, t))
g(x, y, s, t, f (s, t), D
1
f (s, t), D
2
f (s, t))|dt ds
+
_
a
0
_
b
0
|g(x, y, s, t, f (s, t), D
1
f (s, t), D
2
f (s, t))|dt ds
+
_
a
0
_
b
0
|D
1
g(x, y, s, t, u(s, t), D
1
u(s, t), D
2
u(s, t))
D
1
g(x, y, s, t, f (s, t), D
1
f (s, t), D
2
f (s, t))|dt ds
+
_
a
0
_
b
0
|D
1
g(x, y, s, t, f (s, t), D
1
f (s, t), D
2
f (s, t))|dt ds
+
_
a
0
_
b
0
|D
2
g(x, y, s, t, u(s, t), D
1
u(s, t), D
2
u(s, t))
D
2
g(x, y, s, t, f (s, t), D
1
f (s, t), D
2
f (s, t))|dt ds
+
_
a
0
_
b
0
|D
2
g(x, y, s, t, f (s, t), D
1
f (s, t), D
2
f (s, t))|dt ds
Q(x, y) +
_
a
0
_
b
0
c(x, y)h(s, t)|u(s, t) f (s, t)|
1
dt ds
+
_
a
0
_
b
0
c(x, y)h
1
(s, t)|u(s, t) f (s, t)|
1
dt ds
+
_
a
0
_
b
0
c(x, y)h
2
(s, t)|u(s, t) f (s, t)|
1
dt ds
= Q(x, y) +c(x, y)
_
a
0
_
b
0
[h(s, t) +h
1
(s, t) +h
2
(s, t)]|u(s, t) f (s, t)|
1
dt ds. (1.6.22)
We next consider the equation (1.6.1) and the following Fredholm-type integral equation
z(x, y) = F(x, y) +
_
a
0
_
b
0
G(x, y, s, t, z(s, t), D
1
z(s, t), D
2
z(s, t)) dt ds, (1.6.23)
for (x, y) E
0
, where F C(E
0
, R), GC(E
2
0
R
3
, R) and D
i
F C(E
0
, R), D
i
GC(E
2
0

R
3
, R) for i = 1, 2.
The following theorem holds.
i
g for
i = 1, 2 satisfy the conditions as in Theorem 1.6.2 and the condition (1.6.13) holds. Then
for every given solution z C(E
0
, R) of equation (1.6.23) and any solution u C(E
0
, R)
of equation (1.6.1), the estimate
|u(x, y) z(x, y)|
1
[| f (x, y) F(x, y)|
1
+M(x, y)] +c(x, y)
_
1
1d
1
_
a
0
_
b
0
[h(s, t)+h
1
(s, t)+h
2
(s, t)][| f (s, t)F(s, t)|
1
+M(s, t)]dt ds
_
, (1.6.24)
holds for (x, y) E
0
, where
M(x, y) =
_
a
0
_
b
0
|g(x, y, , , z(, ), D
1
z(, ), D
2
z(, )).
G(x, y, , , z(, ), D
1
z(, ), D
2
z(, ))|
1
d d, (1.6.25)
for (x, y) E
0
.
Proof. From the hypotheses, we have
|u(x, y) z(x, y)|
1
| f (x, y) F(x, y)|
1
+
_
a
0
_
b
0
|g(x, y, s, t, u(s, t), D
1
u(s, t), D
2
u(s, t))g(x, y, s, t, z(s, t), D
1
z(s, t), D
2
z(s, t))|dt ds,
+
_
a
0
_
b
0
|g(x, y, s, t, z(s, t), D
1
z(s, t), D
2
z(s, t)) G(x, y, s, t, z(s, t), D
1
z(s, t), D
2
z(s, t))|dt ds
+
_
a
0
_
b
0
|D
1
g(x, y, s, t, u(s, t), D
1
u(s, t), D
2
u(s, t))
D
1
g(x, y, s, t, z(s, t), D
1
z(s, t), D
2
z(s, t))|dt ds
+
_
a
0
_
b
0
|D
1
g(x, y, s, t, z(s, t), D
1
z(s, t), D
2
z(s, t))
D
1
G(x, y, s, t, z(s, t), D
1
z(s, t), D
2
z(s, t))|dt ds
+
_
a
0
_
b
0
|D
2
g(x, y, s, t, u(s, t), D
1
u(s, t), D
2
u(s, t))
D
2
g(x, y, s, t, z(s, t), D
1
z(s, t), D
2
z(s, t))|dt ds
+
_
a
0
_
b
0
|D
2
g(x, y, s, t, z(s, t), D
1
z(s, t), D
2
z(s, t))
D
2
G(x, y, s, t, z(s, t), D
1
z(s, t), D
2
z(s, t))|dt ds
[| f (x, y) F(x, y)|
1
+M(x, y)] +c(x, y)
_
a
0
_
b
0
[h(s, t) +h
1
(s, t) +h
2
(s, t)]|u(x, y) z(x, y)|
1
dt ds. (1.6.26)
Remark 1.6.2. We note that, one can formulate results on the continuous dependence of
solutions of equation (1.6.1) and its variants by closely looking at the corresponding results
given in Theorems 1.4.6 and 1.4.7. Furthermore, the idea used in this section can be very
easily extended to study the version of equation (1.6.1) involving functions of more than
two variables. Moreover, the results established in Theorems 1.6.1-1.6.5 can be extended
for equations of the form (1.6.1) when the function g is of the form
g
_
x, y, s, t, u(s, t),

n
u(s, t)
s
n
,

m
u(s, t)
s
m
_
,
or
g
_
x, y, s, t, u(s, t),

n
u(s, t)
s
n
,

m
u(s, t)
s
m
,

n+m
u(s, t)
s
n
t
m
_
,
under some suitable conditions. Naturally, these considerations will make the analysis
more complicated and we leave it to the reader to ll in where needed.
The generality of the equation (1.6.1) allow us to obtain results similar to the ones given
above, concerning the following equation
u(x, y) = f (x, y) +
_
a
0
_
b
0
K(x, y, s, t)h(s, t, u(s, t), D
1
u(s, t), D
2
u(s, t)) dt ds, (1.6.27)
where f C(E
0
, R), K C(E
2
0
, R), h C(E
0
R
3
, R) and assume that D
i
f C(E
0
, R),
D
i
K C(E
2
0
, R), for i = 1, 2. Below we present a result on the existence of a unique solu-
tion of equation (1.6.27) by using the Banach xed point theorem coupled with maximum
norm. One can formulate other results given above in Theorems 1.6.21.6.5 for the equa-
tion (1.6.27).
(i) f , D
i
f C(E
0
, R) for i = 1, 2,
(ii) h C(E
0
R
3
, R), h(s, t, 0, 0, 0) = 0 and there is a constant L > 0 such that
|h(s, t, u, v, w) h(s, t, u, v, w)| L[|uu| +|v v| +|ww|] , (1.6.28)
(iii) K, D
i
K C(E
2
0
, R) for i = 1, 2 and
L
_
a
0
_
b
0
|K(x, y, s, t)|
1
dt ds < 1. (1.6.29)
Then the equation (1.6.27) has a unique solution u C(E
0
, R).
Proof. Let B be a Banach space of bounded functions u C(E
0
, R), which are con-
tinuously differentiable with respect to x and y on E
0
with maximum norm , where
u = max
(x,y)E
0
|u(x, y)|
1
. Let u B and dene the operator F by
(Fu)(x, y) = f (x, y) +
_
a
0
_
b
0
K(x, y, s, t)h(s, t, u(s, t), D
1
u(s, t), D
2
u(s, t))dt ds. (1.6.30)
Differentiating both sides of (1.6.30) partially with respect to x and y, we have
D
i
(Fu))(x, y) = D
i
f (x, y)
+
_
a
0
_
b
0
D
i
K(x, y, s, t)h(s, t, u(s, t), D
1
u(s, t), D
2
u(s, t))dt ds, (1.6.31)
for i = 1, 2. From the hypotheses, it follows that Fu, D
i
(Fu) (i = 1, 2) are continuous on
E
0
and
|(Fu))(x, y)|
1
| f (x, y)|
1
+
_
a
0
_
b
0
|K(x, y, s, t)|
1
|h(s, t, u(s, t), D
1
u(s, t), D
2
u(s, t)) h(s, t, 0, 0, 0)|dt ds
| f (x, y)|
1
+L
_
a
0
_
b
0
|K(x, y, s, t)|
1
|u(s, t)|
1
dt ds
| f (x, y)|
1
+Lu
_
a
0
_
b
0
|K(x, y, s, t)|
1
dt ds < . (1.6.32)
Here, we have used the fact that | f (x, y)|
1
is bounded, since f , D
i
f C(E
0
, R) and the
condition (1.6.29). This proves that the operator F maps B into itself.
Let u, v B. From (1.6.30), (1.6.31) and the hypotheses, we have
|(Fu)(x, y) (Fv)(x, y)|
1
_
a
0
_
b
0
|K(x, y, s, t)|
1
|h(s, t, u(s, t), D
1
u(s, t), D
2
u(s, t))
h(s, t, v(s, t), D
1
v(s, t), D
2
v(s, t))|dt ds
L
_
a
0
_
b
0
|K(x, y, s, t)|
1
|u(s, t) v(s, t)|
1
dt ds
Luv
_
a
0
_
b
0
|K(x, y, s, t)|
1
dt ds
uv. (1.6.33)
From (1.6.33), we have Fu Fv u v. Since < 1, it follows that F is a con-
traction mapping, which proves that the equation (1.6.27) has a unique solution u in B
on E
0
.
Remark 1.6.3. We note that the equation (1.6.27) includes as a special case, the study of
the following important integral equation
u(x, y) = f (x, y) +
_
a
0
_
b
0
K(x, y, s, t)h(s, t, u(s, t)) dt ds, (1.6.34)
which may be considered as a two independent variable generalization of the well-known
Hammerstein type integral equation studied by many authors in the literature.
1.7 Miscellanea
1.7.1 Hacia [42]
(e
1
) Let f and k be continuous functions in E and E
2
respectively. If k is nonnegative, and
the continuous function u dened on E satises the inequality
u(x, y) f (x, y) +
_
x
0
_
y
0
k(x, y, s, t)u(s, t)dsdt,
for (x, y) E, then
u(x, y) f (x, y) +
_
x
0
_
y
0
r(x, y, s, t) f (s, t)dsdt,
for (x, y) E, where
r(x, y, s, t) =
n=1
k
n
(x, y, s, t),
is the resolvent kernel dened by formulas
k
1
(x, y, s, t) = k(x, y, s, t),
k
n
(x, y, s, t) =
_
x
0
_
y
0
k(x, y, , )k
n1
(, , s, t)d d,
for n = 2, 3, . . ..
Moreover, if f is nondecreasing with respect to every variable, then
u(x, y) f (x, y)
_
1+
_
x
0
_
y
0
r(x, y, s, t)dsdt
_
,
for (x, y) E.
(e
2
) Let a, b and f be nonnegative continuous functions in E. If the continuous function u
dened on E satises the inequality
u(x, y) f (x, y) +a(x, y)
_
x
0
_
y
0
b(s, t)u(s, t)dsdt,
for (x, y) E, then
u(x, y) f (x, y) +a(x, y)
_
x
0
_
y
0
b(s, t)exp
_
_
x
s
_
y
t
a(, )b(, )d d
_
f (s, t)dsdt,
for (x, y) E.
Moreover, if f is nondecreasing with respect to every variable, then
u(x, y) f (x, y)
_
1+a(x, y)
_
x
0
_
y
0
b(s, t)exp
_
_
x
s
_
y
t
a(, )b(, )d d
_
dsdt
_
,
for (x, y) E.
1.7.2 Hacia [42]
Consider the system of integral equations
u
i
(x, y) = w
i
(x, y) +
n
j=1
_
x
0
_
y
0
k
i j
(x, y, s, t)u
i
(s, t)dsdt, (1.7.1)
for i = 1, 2, . . . , n, where functions w
i
and k
i j
are continuous in E and E
2
respectively.
(e
3
) If
n
i=1
max
_
|k
i j
(x, y, s, t)| : 1 j n
_
a(s, t),
where a C(E, R
+
), then the estimate
n
i=1
|u
i
(x, y)| sup
_
n
i=1
|w
i
(s, t)| : 0 s x, 0 t y
_
exp
_
_
x
0
_
y
0
a(s, t)dsdt
_
,
holds for (x, y) E. Moreover, if a L(R
2
+
) and
sup
_
n
i=1
|w
i
(s, t)| : 0 s x < , 0 t y <
_
<,
then the solution {u
i
(x, y)}, i = 1, 2, . . . , n, of (1.7.1) is bounded in E.
(e
4
) If
n
i=1
max
_
|k
i j
(x, y, s, t)| : 1 j n
_
= b(x, y)a(s, t),
where a, b C(E, R
+
) (b = 0), then the estimate
n
i=1
|u
i
(x, y)| b(x, y)sup
_
n
i=1
|w
i
(s, t)|
b(s, t)
: 0 s x < , 0 t y <
_
exp
_
_
x
0
_
y
0
a(s, t)b(s, t)dsdt
_
,
holds for (x, y) E. Moreover, if ab L(R
2
+
) and
sup
_
n
i=1
|w
i
(s, t)|
b(s, t)
: 0 s x < , 0 t y <
_
<,
then the solution {u
i
(x, y)} (i = 1, 2, . . . , n), of (1.7.1) is bounded in E.
1.7.3 Pachpatte [76]
Consider the integral equation
z(x, y) = F(x, y, (T
1
z)(x, y), (T
2
z)(x, y), (T
3
z)(x, y), z(x, y)), (1.7.2)
for x I
, y I
, where
(T
1
z)(x, y) =
_
x
0
_
y
0
f
1
(x, y, s, t, z(s, t))dsdt, (1.7.3)
(T
2
z)(x, y) =
_
x
0
f
2
(x, y, s, z(s, y))ds, (1.7.4)
(T
3
z)(x, y) =
_
y
0
f
3
(x, y, t, z(x, t)) dt, (1.7.5)
f
1
, f
2
, f
3
, F are given functions and z is unknown function. Let (B, ) be a Banach
space, = I
,
1
= {(x, y, s, t) : 0 s x , 0 t y },
2
= {(x, y, s) :
0 s x , 0 y },
3
= {(x, y, t) : 0 x , 0 t y }, f
i
C(
i
B, B)
(i = 1, 2, 3), F C(B
4
, B).
(H
1
) Suppose that
(i) there exist functions w
i
C(
i
R
+
, R
+
) (i = 1, 2, 3), W C(R
4
+
, R
+
) such that
f
1
(x, y, s, t, z) f
1
(x, y, s, t, z) w
1
(x, y, s, t, z z),
f
2
(x, y, s, z) f
2
(x, y, s, z) w
2
(x, y, s, z z),
f
3
(x, y, t, z) f
3
(x, y, t, z) w
3
(x, y, t, z z),
and
F(x, y, u
1
, u
2
, u
3
, u
4
) F(x, y, u
1
, u
2
, u
3
, u
4
)
W(x, y, u
1
u
1
, u
2
u
2
, u
3
u
3
, u
4
u
4
),
(ii) if u C(, R
+
) and
v(x, y) =W(x, y, (M
1
u)(x, y), (M
2
u)(x, y), (M
3
u)(x, y), u(x, y)),
for (x, y) , where for i =1, 2, 3, M
i
u are dened by the right hand sides in (1.7.3)(1.7.5)
by replacing f
i
by w
i
and z by u, then v C(, R
+
),
(iii) If u, v C(, R
+
) and u v, then
W(x, y, M
1
u, M
2
u, M
3
u, u) W(x, y, M
1
v, M
2
v, M
3
v, v),
(iv) if u
n
C(, R
+
), u
n+1
u
n
, n = 0, 1, 2, . . ., u
n
u, then
W(x, y, M
1
u
n
, M
2
u
n
, M
3
u
n
, u
n
) W(x, y, M
1
u, M
2
u, M
3
u, u).
(H
2
) Suppose that
(i) there exists a solution u C(, R
+
) of the inequality
W(x, y, M
1
u, M
2
u, M
3
u, u) +h(x, y) u,
where
h(x, y) = sup
0x
0y
F(, , (T
1
0)(, ), (T
2
0)(, ), (T
3
0)(, ), 0),
(ii) in the class of functions satisfying the condition 0 u(x, y) u(x, y), the function
u(x, y) 0 is the only solution of the inequality
u(x, y) W(x, y, (M
1
u)(x, y), (M
2
u)(x, y), (M
3
u)(x, y), u(x, y)).
Dene the sequence {z
n
} by
z
0
(x, y) 0,
z
n+1
(x, y) = F(x, y, (T
1
z
n
)(x, y), (T
2
z
n
)(x, y), (T
3
z
n
)(x, y), z
n
(x, y)), (1.7.6)
for n = 0, 1, 2, . . .. Also dene the sequence {u
n
} by
u
0
(x, y) = u(x, y),
u
n+1
(x, y) =W(x, y, (M
1
u
n
)(x, y), (M
2
u
n
)(x, y), (M
3
u
n
)(x, y), u
n
(x, y)), (1.7.7)
for n = 0, 1, 2, . . ., where u(x, y) is as in hypotheses (H
2
).
(e
5
) If hypothesis (H
2
) and the conditions (ii), (iii), (iv) of hypothesis (H
1
) are satised,
then
0 u
n+1
(x, y) u
n
(x, y) u(x, y),
for n = 0, 1, 2, . . . and
lim
n
u
n
(x, y) = 0,
where the convergence is uniform in each bounded set.
(e
6
) If hypotheses (H
1
) and (H
2
) are satised, then there exists a continuous solution z of
equation (1.7.2) on . The sequence {z
n
} dened by (1.7.6) converges uniformly on to
z, and the following estimates
z(x, y) z
n
(x, y) u
n
(x, y), (1.7.8)
for (x, y) , n = 0, 1, 2, . . ., and
z(x, y) u(x, y), (1.7.9)
for (x, y) hold true. The solution z of equation (1.7.2) is unique in the class of functions
satisfying the condition (1.7.9).
(e
7
) If hypothesis (H
1
) is satised and the function r(x, y) 0, (x, y) is the only non-
negative continuous solution of the inequality
r(x, y) W(x, y, (M
1
r)(x, y), (M
2
r)(x, y), (M
3
r)(x, y), r(x, y)),
for (x, y) , then the equation (1.7.2) has at most one solution on .
Consider the nonlinear functional integral equation
z(x, y) = F(x, y, (L
1
z)(x, y), (L
2
z)(x, y), (L
3
z)(x, y), z(g(x, y), h(x, y)), ), (1.7.10)
for x I
, y I
, where
(L
1
z)(x, y) =
_
a(x,y)
0
_
b(x,y)
0
f
1
(x, y, s, t, z(s, t))dt ds,
(L
2
z)(x, y) =
_
c(x,y)
0
f
2
(x, y, s, z(s, p(x, y)))ds,
(L
3
z)(x, y) =
_
d(x,y)
0
f
3
(x, y, t, z(q(x, y), t))dt,
f
1
, f
2
, f
3
, F, a, b, c, d, p, q, g, h are given functions, is a real parameter and z is the un-
known function. Let (B, ) be a Banach space and ,
i
(i = 1, 2, 3) be as dened below
the equation (1.7.2). The functions a, b, c, d, p, q, g, h are dened and continuous on and
a, c, q, g I
; b, d, p, h I
, f
i
C(
i
B, B) (i = 1, 2, 3), F C(B
4
R, B).
(H
3
) Suppose that
(i) there exist nonnegative constants K
i
, M
i
(i = 1, 2, 3) and M such that
f
1
(x, y, s, t, z) f
1
(x, y, s, t, z) M
1
z z,
f
2
(x, y, s, z) f
2
(x, y, s, z) M
2
z z,
f
3
(x, y, t, z) f
3
(x, y, t, z) M
3
z z,
and
_
_
F(x, y, z
1
, z
2
, z
3
, z
4
, ) F(x, y, z
1
, z
2
, z
3
, z
4
, )
_
_
K
1
z
1
z
1
+K
2
z
2
z
2
+K
3
z
3
z
3
+Mz
4
z
4
,
(ii) for every xed R, there exist constants > 0, Q 0 such that
_
_
F(x, y, (L
1
0)(x, y), (L
2
0)(x, y), (L
3
0)(x, y), 0, )
_
_
Qexp((x +y)),
(iii) there exist constants N
1
, N
2
such that 0 N
1
+N
2
< 1 and
K
1
M
1
2
exp([a(x, y) +b(x, y)]) +
K
2
M
2
exp([c(x, y) + p(x, y)])

+
K
3
M
3
exp([q(x, y) +d(x, y)]) N

1
exp((x +y)),
Mexp( [g(x, y) +h(x, y)]) N
2
exp((x +y)).
(H
4
) suppose that there exists a constant K 0 and a function P C(, R
+
) such that
F(x, y, z
1
, z
2
, z
3
, z
4
,
1
) F(x, y, z
1
, z
2
, z
3
, z
4
,
2
) P(x, y)|
1
2
|,
and
max
(x,y)
[P(x, y)exp((x +y))] K,
where > 0 is a constant.
(e
8
) Let S be the space dened as in Section 1.3. If hypothesis (H
3
) is satised, then for
every R, there exists exactly one solution z S of equation (1.7.10) on .
(e
9
) Let S be the space dened as in Section 1.3. If hypotheses (H
3
) and (H
4
) are satised,
then the solution z(x, y, ) of equation (1.7.10) belonging to S is continuous with respect to
the variables (x, y, ) on R.
Consider the integrodifferential equation of the form
D
2
D
1
u(x, y) = f (x, y, u(x, y), (Ku)(x, y)), (1.7.11)
with the given initial boundary conditions
u(x, 0) = (x), u(0, y) =(y), u(0, 0) = 0, (1.7.12)
for x, y R
+
, where
(Ku)(x, y) =
_
x
0
_
y
0
k(x, y, m, n, u(m, n)) dndm,
k C(E
2
R
n
, R
n
), f C(E R
n
R
n
, R
n
), , C(R
+
, R
n
).
(e
10
) Suppose that the functions f , k in (1.7.11) satisfy the conditions
| f (x, y, u, v) f (x, y, u, v)| p(x, y)[|uu| +|v v|] , (1.7.13)
|k(x, y, m, n, u) k(x, y, m, n, u)| r(x, y, m, n)|uu|, (1.7.14)
where p C(E, R
+
) and r, D
1
r, D
2
r, D
2
D
1
r C(E
2
, R
+
). Let
c = sup
(x,y)E
(x) +(y) +
_
x
0
_
y
0
f (s, t, 0, (K0)(s, t)) dt ds
<,
where , are as in (1.7.12). If u(x, y) is any solution of problem (1.7.11)(1.7.12) on E,
then
|u(x, y)| c
_
1+
_
x
0
_
y
0
p(s, t)exp
_
_
s
0
_
t
0
[p(m, n) +A(m, n)]dndm
_
dt ds
_
,
for (x, y) E, where
A(x, y) = r(x, y, x, y) +
_
x
0
D
1
r(x, y, , y)d
+
_
y
0
D
2
r(x, y, x, )d +
_
x
0
_
y
0
D
2
D
1
r(x, y, , )dd. (1.7.15)
(e
11
) Suppose that the functions f , k in (1.7.11) satisfy the conditions (1.7.13), (1.7.14)
respectively. Let u
i
(x, y) (i = 1, 2) be respectively
i
-approximate solutions of (1.7.11) on
E, i.e.,
|D
2
D
1
u
i
(x, y) f (x, y, u
i
(x, y), (Ku
i
)(x, y))|
i
,
on E with
u
i
(x, 0) =
i
(x), u
i
(0, y) =
i
(y), u
i
(0, 0) = 0,
where
i
,
i
C(R
+
, R
n
) and assume that
|
1
(x)
2
(x) +
1
(y)
1
(y)| ,
|u
1
(x, y) u
2
(x, y)| e(x, y)
_
1+
_
x
0
_
y
0
p(s, t)
exp
_
_
s
0
_
t
0
[p(m, n) +A(m, n)]dndm
_
dt ds
_
,
for (x, y) E, where
e(x, y) = (
1
+
2
)xy +,
and A(x, y) is given by (1.7.15).
1.7.6 Brzychczy and Janus [20]
Consider the nonlinear integrodifferential equation of the form
z
xy
(x, y) = f (x, y, z(x, y), z
x
(x, y), z
y
(x, y), (Mz)(x, y)), (1.7.16)
z(x, 0) =(x), z(0, y) =(y), (0) = (0) = c
0
, (1.7.17)
for x I
a
, y I
b
, where
(Mz)(x, y) =
_
y
0
m(y s)g(z(x, s))ds, (1.7.18)
f C(E
0
R
4
, R), g C(R, R), m L
2
(I
b
, R), C
1
(I
a
, R), C
1
(I
b
, R). Denote by
C
1,
(E
0
, R) the space of functions u C(E
0
, R) such that u
x
, u
y
, u
xy
exist and are continuous
on E
0
with the norm
u := max
_
max
E
0
|u(x, y)|, max
E
0
|u
x
(x, y)|, max
E
0
|u
y
(x, y)|
_
.
The notation (u, u
x
, u
y
) (v, v
x
, v
y
) (respectively (u, u
x
, u
y
) < (v, v
x
, v
y
)) means that
u(x, y) v(x, y), u
x
(x, y) v
x
(x, y), u
y
(x, y) v
y
(x, y) (respectively u(x, y) < v(x, y),
u
x
(x, y) < v
x
(x, y), u
y
(x, y) < v
y
(x, y) for each (x, y) E
0
) for each (x, y) E
0
. A func-
tion u C
1,
(E
0
, R) is called a lower function of problem (1.7.16)(1.7.17) on E
0
if
u
xy
(x, y) f (x, y, u(x, y), u
x
(x, y), u
y
(x, y), (Mu)(x, y)),
u
x
(x, 0)
(x),
u
y
(0, y)
(y),
u(0, 0) c
0
,
and an upper function of problem (1.7.16)(1.7.17) on E
0
if the reversed inequalities hold.
(e
12
) Assume that
(i) u, v C
1,
(E
0
, R) and
u
xy
(x, y) < f (x, y, u(x, y), u
x
(x, y), u
y
(x, y), (Mu)(x, y)),
v
xy
(x, y) > f (x, y, v(x, y), v
x
(x, y), v
y
(x, y), (Mv)(x, y)),
for (x, y) E
0
,
u
x
(x, 0) < v
x
(x, 0), x I
a
,
u
y
(0, y) < v
y
(0, y), y I
b
,
u(0, 0) < v(0, 0);
(ii) f (x, y, p
1
, p
2
, p
3
, p
4
) is nondecreasing with respect to p
1
, p
2
, p
3
, p
4
for all (x, y) E
0
;
(iii) g is nondecreasing;
(iv) m() 0 for I
b
.
Then (u, u
x
, u
y
) < (v, v
x
, v
y
) on E
0
.
(e
13
) Assume that
(i) u, v C
1,
(E
0
, R) and
u
xy
(x, y) f (x, y, u(x, y), u
x
(x, y), u
y
(x, y), (Mu)(x, y)),
v
xy
(x, y) f (x, y, v(x, y), v
x
(x, y), v
y
(x, y), (Mv)(x, y)),
for (x, y) E
0
,
u
x
(x, 0) v
x
(x, 0), x I
a
,
u
y
(0, y) v
y
(0, y), y I
b
,
u(0, 0) v(0, 0);
(ii) f (x, y, p
1
, p
2
, p
3
, p
4
1
, p
2
, p
3
, p
4
for all (x, y) E
0
;
(iii) f (x, y, p
1
, p
2
, p
3
, p
4
) f (x, y, p
1
, p
2
, p
3
, p
4
) L
4
i=1
(p
i
p
i
), whenever p
i
, p
i
R,
p
i
p
i
(i = 1, 2, 3, 4) for (x, y) E
0
, where L > 0 is a constant;
(iv) 0 g() g() K( ), whenever for constant K > 0;
(v) m() 0 for I
b
.
Then (u, u
x
, u
y
) (v, v
x
, v
y
) on E
0
.
(e
14
) let u, v be respectively, the lower and upper functions for problem (1.7.16)(1.7.17)
and f , g, mas in (e
13
). Then for any solution z of problem(1.7.16)(1.7.17), the inequalities
(u, u
x
, u
y
) (z, z
x
, z
y
) (v, v
x
, v
y
)
hold on E
0
.
1.7.7 Brzychczy and Janus [20]
Dene the operator G : C
1,
(E
0
, R) C
1,
(E
0
, R) as, for u C
1,
(E
0
, R), let v = Gu be the
unique solution of the following linear problem (called (LP))
v
xy
(x, y) = F[u](x, y), (x, y) E
0
,
v(x, 0) =(x), x I
a
,
v(0, y) =(y), y I
b
,
(0) =(0) = c
0
,
where
F[u](x, y) = f (x, y, u(x, y), u
x
(x, y), u
y
(x, y), (Mu)(x, y)),
the operator M is dened by (1.7.18). It is easy to see that the solution of problem (LP) is
given by the formula
v(x, y) =
_
x
0
_
y
0
F[u](, t)d dt +(x) +(y) c
0
.
(e
15
) Assume that
(i) there exist u
0
, v
0
, the lower and upper functions for problem (1.7.16)(1.7.17) on E
0
respectively;
(ii) f (x, y, p
1
, p
2
, p
3
, p
4
1
, p
2
, p
3
, p
4
for all (x, y) E
0
;
(iii) f (x, y, p
1
, p
2
, p
3
, p
4
) satises the Lipschitz condition
| f (x, y, p
1
, p
2
, p
3
, p
4
) f (x, y, p
1
, p
2
, p
3
, p
4
)| L
4
i=1
|p
i
p
i
|,
for (x, y) E
0
, p
i
, p
i
R, where L > 0 is a constant;
(iv) 0 g() g() K( ), whenever for a constant K > 0;
(v) m() 0 for I
b
.
Then, the sequences {u
n
} and {v
n
} dened inductively by
u
1
= Gu
0
, u
n
= Gu
n1
, v
1
= Gv
0
, v
n
= Gv
n1
,
for n = 1, 2, . . ., satisfy the following conditions:
1
o
) u
n1
(x, y) u
n
(x, y), v
n
(x, y) v
n1
(x, y), for (x, y) E
0
;
2
o
) the functions u
n
and v
n
for n = 1, 2, . . . are the lower and upper functions for problem
(1.7.16)(1.7.17) on E
0
, respectively;
3
o
) the following inequalities hold
0 v
n
(x, y) u
n
(x, y) N
0
C
n
(x +y)
n
n!
,
0 v
n
x
(x, y) u
n
x
(x, y) N
0
C
n
(x +y)
n
n!
,
0 v
n
y
(x, y) u
n
y
(x, y) N
0
C
n
(x +y)
n
n!
,
for n =1, 2, . . . and (x, y) E
0
, where N
0
:=v
0
u
0
and C is a some constant. Moreover,
a function z dened by
z(x, y) := lim
n
u
n
(x, y) = lim
n
v
n
(x, y).
is the unique solution of problem (1.7.16)(1.7.17) on E
0
.
Consider the Darboux problem for the hyperbolic partial integrodifferential equation of the
form
u
xy
(x, y) = f (x, y, u(x, y), u
x
(x, y), u
y
(x, y), (u)(x, y), ), (1.7.19)
u(x, 0) = (x), u(0, y) =(y), u(0, 0) = 0, (1.7.20)
for x, y R
+
, where
(u)(x, y) =
_
x
0
_
y
0
g(x, y, , , u(, ), u
(, ), u
(, ))d d,
f C(E R
n
R
n
R
n
R
n
R, R
n
), g C(E
2
R
n
R
n
R
n
, R
n
), , C(R
+
, R
n
)
and is a parameter. Let S
1
be the space dened as in Section 1.6.
(e
16
) Assume that
(i) the functions f , g in (1.7.19) satisfy the conditions
| f (x, y, u
1
, u
2
, u
3
, u
4
, ) f (x, y, u
1
, u
2
, u
3
, u
4
, )|
L
_
|u
1
u
1
| +|u
2
u
2
| +|u
3
u
3
| +|u
4
u
4
|
,
|g(x, y, s, t, u
1
, u
2
, u
3
) g(x, y, s, t, u
1
, u
2
, u
3
)| M
_
|u
1
u
1
| +|u
2
u
2
| +|u
3
u
3
|
,
where L 0, M 0 are constants,
(ii) for every R there exist constants Q
j
0 ( j = 1, 2, 3) such that
|(x)| +|(y)| +
_
x
0
_
y
0
| f (s, t, 0, 0, 0, (0)(s, t), )|dsdt Q
1
exp((x +y)),
|
x
(x)| +
_
y
0
| f (x, t, 0, 0, 0, (0)(x, t), )|dt Q
2
exp((x +y)),
|
y
(y)| +
_
x
0
| f (s, y, 0, 0, 0, (0)(s, y), )|ds Q
3
exp((x +y)),
where > 0 is a constant and 0 is the zero element in R
n
. If =
L
_
1+
M
2
__
1
2
+
2
_
< 1, then there exists a unique solution u S
1
of the problem
(1.7.19)(1.7.20) on E.
(e
17
) Assume that
(i) the conditions in (e
16
) hold,
(ii) there exist constants N
j
0 ( j = 1, 2, 3) and the function P C(E, R
+
) such that
| f (x, y, u
1
, u
2
, u
3
, u
4
,
1
) f (x, y, u
1
, u
2
, u
3
, u
4
,
2
)| P(x, y)|
1
2
|,
for
1
,
2
R and
_
x
0
_
y
0
P(s, t)dsdt N
1
exp((x +y)),
_
y
0
P(x, t)dt N
2
exp((x +y)),
_
x
0
P(s, y)ds N
3
exp((x +y)).
Then the solution u(x, y, ) of problem (1.7.19)(1.7.20) belonging to S
1
is continuous with
respect to the variables (x, y, ) in E R.
1.8 Notes
The literature concerning the Volterra type equations and inequalities is particularly rich,
see [2,5,7,9,12,22,24,42,45] and the references given therein. Section 1.2 deals with some
basic integral inequalities with explicit estimates, needed in our subsequent discussion,
which are recently appeared in the literature. All the results are due to Pachpatte and are
taken from [24,27,40]. The results given in sections 1.3 and 1.4 deals with some important
qualitative properties of solutions of certain integral equations in two variables and adapted
from [40,26]. Sections 1.5 and 1.6 contains some basic qualitative properties concern-
ing certain partial integrodifferential and integral equations and are taken from [18,27,28].
Section 1.7 is written mostly to provide results on certain aspects related to some topics,
which we did not cover in our exposition. Moreover, many generalizations, extensions and
variants of the results are possible and progress is to be expected in the future.
Chapter 2
Integral inequalities and equations in two and
three variables
2.1 Introduction
The inequalities with explicit estimates are among the most powerful and widely used
analytic tools in the study of various dynamical systems. The extensive surveys of such
inequalities may be found in monographs [82,85,87,134]. It is easy to check that the
inequalities available in the literature are not directly applicable to study the qualitative
behavior of solutions of many dynamical systems arising in natural phenomena. For in-
stance, see the equations of the forms (11), (16), (19) to name a few. Motivated by the
needs of diverse applications and the desire to widen the scope of such inequalities, re-
cently in [108,,99,104,102,95,112] the present author investigated new explicit estimates
on some integral inequalities, which are equally important to achieve the diversity of de-
sired goals. In this chapter, we offer some such fundamental inequalities established in
[41,30,37,32,35,36], which can be used as tools for handling equations like (11), (16), (19)
and their variants. Some important qualitative aspects of the general forms of equations
(11), (19) are also studied in a simple and unied way. In what follows, we shall use the
notations given earlier without further mention.
2.2 Integral inequalities in two variables
In this section we present some basic integral inequalities with explicit estimates which can
be used in the study of qualitative properties of solutions of equations of the forms (11),
(16) and (19).
The inequalities established in [108] are embodied in the following theorems.
Theorem 2.2.1. Let u, r, n C(E, R
+
) and c 0 is a constant.
59
(a
1
) If
u(x, t) c +
_
x
0
_
s
0
_
t
0
r(, )u(, )d d ds, (2.2.1)
for (x, t) E, then
u(x, t) cexp
_
_
x
0
_
s
0
_
t
0
r(, )d d ds
_
, (2.2.2)
for (x, t) E
(a
2
) Let n(x, t) be nondecreasing in each variable x, t R
+
. If
u(x, t) n(x, t) +
_
x
0
_
s
0
_
t
0
r(, )u(, )d d ds, (2.2.3)
for (x, t) E, then
u(x, t) n(x, t)exp
_
_
x
0
_
s
0
_
t
0
r(, )d d ds
_
, (2.2.4)
for (x, t) E.
Theorem 2.2.2. Let u, p, q, r C(E, R
+
).
(a
3
) Let L C(E R
+
, R
+
) be such that
0 L(x, t, u) L(x, t, v) M(x, t, v)(uv), (2.2.5)
for u v 0, where M C(E R
+
, R
+
). If
u(x, t) p(x, t) +q(x, t)
_
x
0
_
s
0
_
t
0
L(, , u(, )) d d ds, (2.2.6)
for (x, t) E, then
u(x, t) p(x, t) +q(x, t)
_
_
x
0
_
s
0
_
t
0
L(, , p(, ))d d ds
_
exp
_
_
x
0
_
s
0
_
t
0
M(, , p(, ))q(, )d d ds
_
, (2.2.7)
for (x, t) E.
(a
4
) If
u(x, t) p(x, t) +q(x, t)
_
x
0
_
s
0
_
t
0
r(, )u(, )d d ds, (2.2.8)
for (x, t) E, then
u(x, t) p(x, t) +q(x, t)
_
_
x
0
_
s
0
_
t
0
r(, )p(, )d d ds
_
exp
_
_
x
0
_
s
0
_
t
0
r(, )q(, )d d ds
_
, (2.2.9)
for (x, t) E.
Integral inequalities and equations in two and three variables 61
Theorem 2.2.3. Let u, r C(E, R
+
(a
5
) If
u
2
(x, t) c +
_
x
0
_
s
0
_
t
0
r(, )u(, )d d ds, (2.2.10)
for (x, t) E, then
u(x, t)
c +
1
2
_
x
0
_
s
0
_
t
0
r(, )d d ds, (2.2.11)
for (x, t) E.
(a
6
) If u C(E, R
1
), c 1 and
u(x, t) c +
_
x
0
_
s
0
_
t
0
r(, )u(, )logu(, )d d ds, (2.2.12)
for (x, t) E, then
u(x, t) c
A(x,t)
, (2.2.13)
for (x, t) E, where
A(x, t) = exp
_
_
x
0
_
s
0
_
t
0
r(, )d d ds
_
. (2.2.14)
In the following theorem we present the inequality proved in [104].
Theorem 2.2.4. Let I
L
= [0, L], I
T
= [0, T] (L > 0, T > 0) are the given subsets of R and
D = I
L
I
T
.
(a
7
) Let u, p, q, r C(D, R
+
). If
u(x, t) p(x, t) +q(x, t)
_
t
0
_
s
0
_
L
0
r(y, )u(y, )dyd ds, (2.2.15)
for (x, t) D, then
u(x, t) p(x, t) +q(x, t)
_
_
t
0
_
s
0
_
L
0
r(y, )p(y, )dyd ds
_
exp
_
_
t
0
_
s
0
_
L
0
r(y, )q(y, )dyd ds
_
, (2.2.16)
for (x, t) D.
Proofs of Theorems 2.2.12.2.4. To prove (a
1
) and (a
5
) it is sufcient to assume that
c >0, since the standard limiting argument can be used to treat the remaining case, see [82,
p. 108].
(a
1
) Let c > 0 and dene a function z(x, t) by the right hand side of (2.2.1), then z(x, 0) =
z(0, t) = c, u(x, t) z(x, t),
z
t
(x, t) =
_
x
0
_
s
0
r(, )u(, )d d,
z
x
(x, t) =
_
x
0
_
t
0
r(, )u(, )d d,
z
xx
(x, t) =
_
t
0
r(x, )u(x, )d,
and
z
xxt
(x, t) = r(x, t)u(x, t) r(x, t)z(x, t). (2.2.17)
From (2.2.17) and using the facts that z
xx
(x, t) 0, z
t
(x, t) 0, z(x, t) > 0, we observe that
(see [22, p. 346])
z
xxt
(x, t)
z(x, t)
r(x, t) +
z
xx
(x, t)z
t
(x, t)
z
2
(x, t)
,
i.e.,
t
_
z
xx
(x, t)
z(x, t)
_
r(x, t). (2.2.18)
By keeping x xed in (2.2.18), we set t = and then integrating with respect to from 0 to
t and using the fact that z
xx
(x, 0) = 0, we have
z
xx
(x, t)
z(x, t)

_
t
0
r(x, )d. (2.2.19)
Again as above, from (2.2.19) and the facts that z
x
(x, t) 0, z(x, t) > 0, we observe that
x
_
z
x
(x, t)
z(x, t)
_
_
t
0
r(x, )d. (2.2.20)
By taking t xed in (2.2.20), set x = and then integrating with respect to from 0 to x
and using the fact that z
x
(0, t) = 0, we have
z
x
(x, t)
z(x, t)

_
x
0
_
t
0
r(, )d d. (2.2.21)
From (2.2.21), we get
z(x, t) cexp
_
_
x
0
_
s
0
_
t
0
r(, )d d ds
_
. (2.2.22)
Using (2.2.22) in u(x, t) z(x, t), we get (2.2.2).
(a
2
) First we assume that n(x, t) > 0 for (x, t) E. From (2.2.3), it is easy to observe that
u(x, t)
n(x, t)
1+
_
x
0
_
s
0
_
t
0
r(, )
u(, )
n(, )
d d ds. (2.2.23)
Now an application of the inequality in part (a
1
) to (2.2.23) yields (2.2.4). The proof of the
case when n(x, t) = 0 can be completed as in [82, p. 326].
(a
3
) Dene a function z(x, t) by
z(x, t) =
_
x
0
_
s
0
_
t
0
L(, , u(, ))d d ds, (2.2.24)
then z(0, t) = z(x, 0) = 0 and (2.2.6) can be restated as
u(x, t) p(x, t) +q(x, t)z(x, t). (2.2.25)
From (2.2.24), (2.2.25) and (2.2.5), we observe that
z(x, t)
_
x
0
_
s
0
_
t
0
{L(, , p(, ) +q(, )z(, ))
L(, , p(, )) +L(, , p(, ))}d d ds
_
x
0
_
s
0
_
t
0
L(, , p(, )) d d ds
+
_
x
0
_
s
0
_
t
0
M(, , p(, ))q(, )z(, )d d ds. (2.2.26)
Clearly, the rst term on the right hand side in (2.2.26) is nonnegative and nondecreasing
in x, t R
+
. Now a suitable application of the inequality in part (a
2
) to (2.2.26) yields
z(x, t)
_
_
x
0
_
s
0
_
t
0
L(, , p(, )) d d ds
_
exp
_
_
x
0
_
s
0
_
t
0
M(, , p(, ))q(, )d d ds
_
, (2.2.27)
for (x, t) E. Using (2.2.27) in (2.2.25), we get the required inequality in (2.2.7).
(a
4
) By taking L(, , u(, )) = r(, )u(, ) in part (a
3
) for r, u C(E, R
+
), we get the
required inequality.
(a
5
) Let c > 0 and dene a function z(x, t) by the right hand side of (2.2.10), then z(x, 0) =
z(0, t) = c, u(x, t)
_
z(x, t) and
z
xxt
(x, t) = r(x, t)u(x, t) r(x, t)
_
z(x, t). (2.2.28)
Now by following the same arguments as in the proof of part (a
1
) below (2.2.17) upto
(2.2.21) with suitable modications (see [82, p. 528]), from (2.2.28), we get
z
x
(x, t)
_
z(x, t)

_
x
0
_
t
0
r(, )d d. (2.2.29)
_
z(x, t)
c +
1
2
_
x
0
_
s
0
_
t
0
r(, )d d ds. (2.2.30)
Using (2.2.30) in u(x, t)
_
z(x, t), we get (2.2.11).
(a
6
) Dene a function z(x, t) by the right hand side of (2.2.12), then z(x, 0) = z(0, t) = c,
u(x, t) z(x, t) and
z
xxt
(x, t) = r(x, t)u(x, t)logu(x, t) r(x, t)z(x, t)logz(x, t). (2.2.31)
The remaining proof can be completed by following the proof of part (a
1
) and closely
looking at the proof of Theorem 5.10.1 given in [82, p. 544].
(a
7
) Introducing the notation
e() =
_
L
0
r(y, )u(y, )dy, (2.2.32)
in (2.2.15), we get
u(x, t) p(x, t) +q(x, t)
_
t
0
_
s
0
e()d ds, (2.2.33)
for (x, t) D. Dene
z(t) =
_
t
0
_
s
0
e()d ds, (2.2.34)
for t I
T
, then it is easy to see that z(0) = 0, z
(0) = 0 and
u(x, t) p(x, t) +q(x, t)z(t). (2.2.35)
From (2.2.34), (2.2.32), (2.2.35), we observe that
z
(t) = e(t) =
_
L
0
r(y, t)u(y, t)dy
_
L
0
r(y, t)[p(y, t) +q(y, t)z(t)]dy
=
_
L
0
r(y, t)p(y, t)dy +z(t)
_
L
0
r(y, t)q(y, t)dy. (2.2.36)
From (2.2.36) and the fact that z(t) is nondecreasing for t I
T
, it is easy to see that
z(t)
_
t
0
_
s
0
_
L
0
r(y, )p(y, )dyd ds
+
_
t
0
z(s)
_
_
s
0
_
L
0
r(y, )q(y, )dyd
_
ds. (2.2.37)
Clearly, the rst term on the right hand side in (2.2.37) is nonnegative and nondecreasing
in t I
T
. Now a suitable application of the inequality in Theorem 1.3.1 in [82] to (2.2.37)
yields
z(t)
_
_
t
0
_
s
0
_
L
0
r(y, )p(y, )dyd ds
_
exp
_
_
t
0
_
s
0
_
L
0
r(y, )q(y, )dyd ds
_
, (2.2.38)
for t I
T
. Using (2.2.38) in (2.2.35), we get the required inequality in (2.2.16).
2.3 Integral inequalities in three variables
Our main goal in this section is to present some integral inequalities with explicit estimates
in three variables established in [95,111,102], which can be used in certain newapplications
for which the earlier inequalities do not apply directly. In what follows I = [a, b] (a < b)
denotes a given subset of R and G =R
2
+
I.
First we shall give the following theorems which contains the inequalities investigated in
[95].
Theorem 2.3.1. Let u, p, q, f C(G, R
+
) and k 0 is a constant.
(b
1
) If
u(x, y, z) k +
_
x
0
_
y
0
_
b
a
f (s, t, r)u(s, t, r)dr dt ds, (2.3.1)
for (x, y, z) G, then
u(x, y, z) kexp
_
_
x
0
_
y
0
_
b
a
f (s, t, r)dr dt ds
_
, (2.3.2)
for (x, y, z) G.
(b
2
) If
u(x, y, z) p(x, y, z) +q(x, y, z)
_
x
0
_
y
0
_
b
a
f (s, t, r)u(s, t, r)dr dt ds, (2.3.3)
u(x, y, z) p(x, y, z) +q(x, y, z)
_
_
x
0
_
y
0
_
b
a
f (s, t, r)p(s, t, r)dr dt ds
_
exp
_
_
x
0
_
y
0
_
b
a
f (s, t, r)q(s, t, r)dr dt ds
_
, (2.3.4)
for (x, y, z) G.
Theorem 2.3.2. Let u, f C(G, R
+
) and k 0, c 1 are constants.
(b
3
) If
u
2
(x, y, z) k +
_
x
0
_
y
0
_
b
a
f (s, t, r)u(s, t, r)dr dt ds, (2.3.5)
u(x, y, z)
k +
1
2
_
x
0
_
y
0
_
b
a
f (s, t, r)dr dt ds, (2.3.6)
for (x, y, z) G.
(b
4
) If u(x, y, z) 1 and
u(x, y, z) c +
_
x
0
_
y
0
_
b
a
f (s, t, r)u(s, t, r)logu(s, t, r)dr dt ds, (2.3.7)
u(x, y, z) c
exp(
_
x
0
_
y
0
_
b
a
f (s,t,r)dr dt ds)
, (2.3.8)
for (x, y, z) G.
In the following theorems we present the inequalities established in [102].
Theorem 2.3.3. Let u, p, q, f C(G, R
+
).
(b
5
) If
u(x, y, z) p(x, y, z) +q(x, y, z)
_
x
0
_

y
_
b
a
f (s, t, r)u(s, t, r)dr dt ds, (2.3.9)
u(x, y, z) p(x, y, z) +q(x, y, z)
_
_
x
0
_

y
_
b
a
_
exp
_
_
x
0
_

y
_
b
a
_
, (2.3.10)
for (x, y, z) G.
(b
6
) If
u(x, y, z) p(x, y, z) +q(x, y, z)
_

x
_

y
_
b
a
f (s, t, r)u(s, t, r)dr dt ds, (2.3.11)
u(x, y, z) p(x, y, z) +q(x, y, z)
_
_

x
_

y
_
b
a
_
exp
_
_

x
_

y
_
b
a
_
, (2.3.12)
for (x, y, z) G.
Theorem 2.3.4. Let u, p, q, c, f , g C(G, R
+
).
(b
7
) suppose that
u(x, y, z) p(x, y, z) +q(x, y, z)
_
x
0
_
y
0
_
b
a
f (s, t, r)u(s, t, r)dr dt ds
+c(x, y, z)
_

0
_

0
_
b
a
g(s, t, r)u(s, t, r)dr dt ds, (2.3.13)
for (x, y, z) G. If
1
=
_

0
_

0
_
b
a
g(s, t, r)B
1
(s, t, r)dr dt ds < 1, (2.3.14)
then
u(x, y, z) A
1
(x, y, z) +D
1
B
1
(x, y, z), (2.3.15)
for (x, y, z) G, where
A
1
(x, y, z) = p(x, y, z) +q(x, y, z)
_
_
x
0
_
y
0
_
b
a
_
exp
_
_
x
0
_
y
0
_
b
a
_
(2.3.16)
B
1
(x, y, z) = c(x, y, z) +q(x, y, z)
_
_
x
0
_
y
0
_
b
a
f (s, t, r)c(s, t, r)dr dt ds
_
exp
_
_
x
0
_
y
0
_
b
a
_
(2.3.17)
and
D
1
=
1
1
1
_

0
_

0
_
b
a
g(s, t, r)A
1
(s, t, r)dr dt ds. (2.3.18)
(b
8
) Suppose that
u(x, y, z) p(x, y, z) +q(x, y, z)
_

x
_

y
_
b
a
+c(x, y, z)
_

0
_

0
_
b
a
g(s, t, r)u(s, t, r)dr dt ds, (2.3.19)
for (x, y, z) G. If
2
=
_

0
_

0
_
b
a
g(s, t, r)B
2
(s, t, r)dr dt ds < 1, (2.3.20)
then
u(x, y, z) A
2
(x, y, z) +D
2
B
2
(x, y, z), (2.3.21)
A
2
(x, y, z) = p(x, y, z) +q(x, y, z)
_
_

x
_

y
_
b
a
_
exp
_
_

x
_

y
_
b
a
_
, (2.3.22)
B
2
(x, y, z) = c(x, y, z) +q(x, y, z)
_
_

x
_

y
_
b
a
_
exp
_
_

x
_

y
_
b
a
_
, (2.3.23)
and
D
2
=
1
1
2
_

0
_

0
_
b
a
g(s, t, r)A
2
(s, t, r)dr dt ds. (2.3.24)
The next theorem deals with a slight variant of the inequality proved in [111].
Theorem 2.3.5. Let u, p C(G, R
+
), q C(GI, R
+
) and c 0 is a constant. If
u(x, y, z) c +
_
x
0
_
y
0
_
p(s, t, z)u(s, t, z) +
_
b
a
q(s, t, z, r)u(s, t, r)dr
_
dt ds, (2.3.25)
u(x, y, z) cH(x, y, z)exp
_
_
x
0
_
y
0
_
b
a
q(s, t, z, r)H(s, t, r)dr dt ds
_
, (2.3.26)
H(x, y, z) = exp
_
_
x
0
_
y
0
p(, , z)d d
_
. (2.3.27)
Proofs of Theorems 2.3.12.3.5. We give the details of the proofs of (b
2
), (b
3
), (b
5
), (b
8
)
and the inequality in Theorem 2.3.5 only. The proofs of other inequalities can be completed
by following the proofs of these inequalities and closely looking at the proofs of the similar
results given in [82, 87].
(b
2
E(s, t) =
_
b
a
f (s, t, r)u(s, t, r)dr, (2.3.28)
the inequality (2.3.3) can be restated as
u(x, y, z) p(x, y, z) +q(x, y, z)
_
x
0
_
y
0
E(s, t)dt ds. (2.3.29)
Dene
w(x, y) =
_
x
0
_
y
0
E(s, t)dt ds, (2.3.30)
then w(x, 0) = w(0, y) = 0 and
u(x, y, z) p(x, y, z) +q(x, y, z)w(x, y). (2.3.31)
From (2.3.30), (2.3.28), (2.3.31), we observe that
w
xy
(x, y) = E(x, y) =
_
b
a
f (x, y, r)u(x, y, r)dr
_
b
a
f (x, y, r)[p(x, y, z) +q(x, y, z)w(x, y)]dr
= w(x, y)
_
b
a
f (x, y, r)q(x, y, r)dr +
_
b
a
f (x, y, r)p(x, y, r)dr. (2.3.32)
Now, by following the similar arguments as in the proof of Theorem 4.3.1 given in [82,
p. 328] with suitable modications, from (2.3.32), we obtain
w(x, y)
_
_
x
0
_
y
0
_
b
a
_
exp
_
_
x
0
_
y
0
_
b
a
_
. (2.3.33)
Now, using (2.3.33) in (2.3.31), we get the required inequality in (2.3.4).
(b
3
) Introducing the notation (2.3.28) in (2.3.5), we get
u
2
(x, y, z) k +
_
x
0
_
y
0
E(s, t)dt ds. (2.3.34)
Let k > 0 and dene
m(x, y) = k +
_
x
0
_
y
0
E(s, t)dt ds, (2.3.35)
then m(x, 0) = m(0, y) = k and
u
2
(x, y, z) m(x, y). (2.3.36)
m
xy
(x, y) = E(x, y) =
_
b
a
f (x, y, r)u(x, y, r)dr
_
m(x, y)
_
b
a
f (x, y, r)dr. (2.3.37)
The inequality (2.3.37) implies (see [82, Theorem 5.8.1, p. 527])
_
m(x, y)
k +
1
2
_
x
0
_
y
0
_
b
a
f (s, t, r)dr dt ds. (2.3.38)
If k 0 we carry out the above procedure with k+ instead of k, where >0 is an arbitrary
small constant, and subsequently pass to the limit as 0 to obtain (2.3.6).
(b
5
) Using the notation (2.3.28) in (2.3.9), we get
u(x, y, z) p(x, y, z) +q(x, y, z)
_
x
0
_

y
E(s, t)dt ds. (2.3.39)
Dene
w(x, y) =
_
x
0
_

y
E(s, t)dt ds, (2.3.40)
then w(0, y) = 0 and
u(x, y, z) p(x, y, z) +q(x, y, z)w(x, y). (2.3.41)
w
x
(x, y) =
_

y
E(x, t)dt =
_

y
_
_
b
a
f (x, t, r)u(x, t, r)dr
_
dt
_

y
_
_
b
a
f (x, t, r)[p(x, t, r) +q(x, t, r)w(x, t)] dr
_
dt
=
_

y
_
_
b
a
f (x, t, r)p(x, t, r)dr
_
dt +
_

y
w(x, t)
_
_
b
a
f (x, t, r)q(x, t, r)dr
_
dt. (2.3.42)
By taking x = s in (2.3.42) and integrating both sides with respect to s from 0 to x, we get
w(x, y) e
1
(x, y) +
_
x
0
_

y
_
_
b
a
f (s, t, r)q(s, t, r)dr
_
w(s, t)dt ds, (2.3.43)
where
e
1
(x, y) =
_
x
0
_

y
_
b
a
f (s, t, r)p(s, t, r)dr dt ds. (2.3.44)
Clearly e
1
(x, y) is nonnegative, continuous, nondecreasing in x and nonincreasing in y for
x, y R
+
. Now a suitable application of the inequality in Theorem 1.2.4 given in [87,
p. 110] (see also [82, p. 440]) to (2.3.43) yields
w(x, y) e
1
(x, y)exp
_
_
x
0
_

y
_
b
a
_
. (2.3.45)
Using (2.3.45) in (2.3.41), we get (2.3.10).
(b
8
) Let E(s, t) be as in (2.3.28) and
=
_

0
_

0
_
b
a
g(s, t, r)u(s, t, r)dr dt ds. (2.3.46)
Then (2.3.19) can be restated as
u(x, y, z) p(x, y, z) +q(x, y, z)
_

x
_

y
E(s, t)dt ds +c(x, y, z). (2.3.47)
Let
v(x, y) =
_

x
_

y
E(s, t)dt ds, (2.3.48)
then v(, y) = 0 and from (2.3.47), we have
u(x, y, z) p(x, y, z) +q(x, y, z)v(x, y) +c(x, y, z). (2.3.49)
From (2.3.48), (2.3.28) and (2.3.49), we have
v
x
(x, y) =
_

y
E(x, t)dt =
_

y
_
_
b
a
f (x, t, r)u(x, t, r)dr
_
dt
_

y
_
_
b
a
f (x, t, r)[p(x, t, r) +q(x, t, r)v(x, t) +c(x, t, r)]dr
_
dt
=
_

y
_
_
b
a
f (x, t, r)p(x, t, r)dr
_
dt
_

y
_
_
b
a
f (x, t, r)[q(x, t, r)v(x, t) +c(x, t, r)]dr
_
dt. (2.3.50)
By taking x = s in (2.3.50) and integrating both sides with respect to s from x to for
x R
+
, we have
v(x, y) e
2
(x, y) +
_

x
_

y
_
_
b
a
f (s, t, r)q(s, t, r)dr
_
v(s, t)dt ds, (2.3.51)
where
e
2
(x, y) =
_

x
_

y
_
b
a
f (s, t, r)[p(s, t, r) +c(s, t, r)] dr dt ds. (2.3.52)
Clearly, e
2
(x, y) is nonnegative, continuous, nonincreasing in each variable x, y R
+
. Now,
a suitable application of the inequality in Theorem 1.2.3 given in [87, p. 110] (see also [82,
p. 440]) to (2.3.51) yields
v(x, y) e
2
(x, y)exp
_
_

x
_

y
_
b
a
_
. (2.3.53)
Using (2.3.53), (2.3.52) in (2.3.49), we get
u(x, y, z) p(x, y, z) +q(x, y, z)
_
_

x
_

y
_
b
a
f (s, t, r){p(s, t, r) +c(s, t, r)}dr dt ds
_
exp
_
_

x
_

y
_
b
a
_
+c(x, y, z)
= A
2
(x, y, z) +B
2
(x, y, z). (2.3.54)
From (2.3.46) and (2.3.54), we have
=
_

0
_

0
_
b
a
g(s, t, r)u(s, t, r)dr dt ds
_

0
_

0
_
b
a
g(s, t, r)[A
2
(s, t, r) +B
2
(s, t, r)] dr dt ds,
which implies
D
2
. (2.3.55)
Using (2.3.55) in (2.3.54), we get (2.3.21).
To prove the inequality in Theorem 2.3.5, let
m(x, y, z) = c +
_
x
0
_
y
0
_
b
a
q(s, t, z, r)u(s, t, r)dr dt ds, (2.3.56)
u(x, y, z) m(x, y, z) +
_
x
0
_
y
0
p(s, t, z)u(s, t, z)dt ds. (2.3.57)
It is easy to observe that m(x, y, z) is nonnegative for (x, y, z) G and nondecreasing in each
variable x, y R
+
and for z I. Treating (2.3.57) as two-dimensional integral inequal-
ity in x, y R
+
for every z I and a suitable application of the inequality given in [82,
Theorem 4.2.2, p. 325] to (2.3.57) yields
u(x, y, z) m(x, y, z)H(x, y, z). (2.3.58)
From (2.3.56) and (2.3.58), we observe that
m(x, y, z) c +
_
x
0
_
y
0
_
b
a
q(s, t, z, r)H(s, t, r)m(s, t, r)dr dt ds. (2.3.59)
Setting
e(s, t) =
_
b
a
q(s, t, z, r)H(s, t, r)m(s, t, r)dr, (2.3.60)
for every z I, the inequality (2.3.59) can be restated as
m(x, y, z) c +
_
x
0
_
y
0
e(s, t)dt ds. (2.3.61)
Let
n(x, y) = c +
_
x
0
_
y
0
e(s, t)dt ds, (2.3.62)
then n(x, 0) = n(0, y) = c and
m(x, y, z) n(x, y) (2.3.63)
for x, y R
+
and for every z I. From (2.3.62), (2.3.60) and (2.3.63), we observe that
n
xy
(x, y) = e(x, y) =
_
b
a
q(x, y, z, r)H(x, y, r)m(x, y, r)dr
n(x, y)
_
b
a
q(x, y, z, r)H(x, y, r)dr. (2.3.64)
The inequality (2.3.64) implies (see [82, p. 325])
n(x, y) cexp
_
_
x
0
_
y
0
_
b
a
_
, (2.3.65)
for x, y R
+
and for every z I. The required inequality in (5.3.26) follows from (2.3.65),
(2.3.63) and (2.3.58).
2.4 Integral equation in two variables
u(x, t) = f (x, t) +
_
t
0
_
s
0
_
L
0
K(x, t, s, y, , u(y, ))dyd ds, (2.4.1)
for (x, t) D = J I; J = [0, L], I = [0, T], where L > 0, T > 0 are nite but can be
arbitrarily large constants and f C(D, R), K C(DI DR, R). Such equations
arises, in the study of partial differential equations of the forms (13)(15), see [4]. This
section is devoted to address some basic results related to the solution of equation (2.4.1)
given in [104]. Let U be the space of those functions C(D, R) which full the condition
|(x, t)| = O(exp((x +t))), (2.4.2)
where > 0 is a constant. In the space U, we dene the norm
||
U
= max
(x,t)D
[|(x, t)| exp((x +t))]. (2.4.3)
It is easy to see that U is a Banach space and
||
U
N, (2.4.4)
First, we formulate the following theorem which provide conditions for the existence of a
unique solution to equation (2.4.1).
(i) the function K in equation (2.4.1) satises the condition
|K(x, t, s, y, , u) K(x, t, s, y, , v)| h(x, t, s, y, )|uv|, (2.4.5)
where h C(DI D, R
+
),
(ii) for as in (2.4.2),
( j
1
) there exists a nonnegative constant < 1 such that
_
t
0
_
s
0
_
L
0
h(x, t, s, y, )exp((y +)) dyd ds exp((x +t)), (2.4.6)
( j
2
| f (x, t)| +
_
t
0
_
s
0
_
L
0
|K(x, t, s, y, , 0)|dyd ds exp((x +t)), (2.4.7)
where f , K are as dened in equation (2.4.1).
Then the equation (2.4.1) has a unique solution u(x, t) in u on D.
Proof. Let u U and dene the operator F by
(Fu)(x, t) = f (x, t) +
_
t
0
_
s
0
_
L
0
K(x, t, s, y, , u(y, ))dyd ds, (2.4.8)
for (x, t) D. The proof that F maps U into itself and is a contraction map can be com-
pleted by closely looking at the proof of Theorem 1.3.1 given in Chapter 1 with suitable
modications. We leave the details to the reader.
The next theorem deals with the uniqueness of solutions of equation (2.4.1) on D.
Theorem 2.4.2. Suppose that the function K in equation (2.4.1) satises the condition
|K(x, t, s, y, , u) K(x, t, s, y, , v)| q(x, t)g(y, )|uv|, (2.4.9)
where q, g C(D, R
+
). Then the equation (2.4.1) has at most one solution on D.
Proof. Let u(x, t) and v(x, t) be two solutions of equation (2.4.1) on D. Using these facts
and hypotheses, we have
|u(x, t) v(x, t)|
_
t
0
_
s
0
_
L
0
|K(x, t, s, y, , u(y, )) K(x, t, s, y, , v(y, ))|dyd ds
q(x, t)
_
t
0
_
s
0
_
L
0
g(y, )|u(y, ) v(y, )|dyd ds. (2.4.10)
Now a suitable application of Theorem 2.2.4 part (a
7
) (with p(x, t) = 0) to (2.4.10) yields
|u(x, t) v(x, t)| 0, which implies u(x, t) = v(x, t). Thus there is at most one solution to
equation (2.4.1) on D.
The following theorems provide estimates on the solution of equation (2.4.1).
|K(x, t, s, y, , u)| q(x, t)g(y, )|u|, (2.4.11)
where q, g C(D, R
+
). If u(x, t) is any solution of equation (2.4.1) on D, then
|u(x, t)| | f (x, t)| +q(x, t)
_
_
t
0
_
s
0
_
L
0
g(y, )| f (y, )|dyd ds
_
exp
_
_
t
0
_
s
0
_
L
0
g(y, )q(y, )dyd ds
_
, (2.4.12)
for (x, t) D.
Proof. Using the fact that u(x, t) is a solution of equation (2.4.1) and hypotheses, we have
|u(x, t)| | f (x, t)| +
_
t
0
_
s
0
_
L
0
|K(x, t, s, y, , u(y, ))|dyd ds
| f (x, t)| +q(x, t)
_
t
0
_
s
0
_
L
0
g(y, )|u(y, )|dyd ds. (2.4.13)
Now an application of Theorem 2.2.4 part (a
7
) to (2.4.13) yields (2.4.12).
(2.4.9). If u(x, t) is any solution of equation (2.4.1) on D, then
|u(x, t) f (x, t)| Q(x, t) +q(x, t)
_
_
t
0
_
s
0
_
L
0
g(y, )Q(y, )dyd ds
_
exp
_
_
t
0
_
s
0
_
L
0
g(y, )q(y, )dyd ds
_
, (2.4.14)
for (x, t) D, where
Q(x, t) =
_
t
0
_
s
0
_
L
0
|K(x, t, s, y, , f (y, ))| dyd ds, (2.4.15)
for (x, t) D.
Proof. From the fact that u(x, t) is a solution of equation (2.4.1) and the condition (2.4.9),
we have
|u(x, t) f (x, t)|
_
t
0
_
s
0
_
L
0
|K(x, t, s, y, , u(y, )) K(x, t, s, y, , f (y, ))| dyd ds
+
_
t
0
_
s
0
_
L
0
|K(x, t, s, y, , f (y, ))| dyd ds
Q(x, t) +q(x, t)
_
t
0
_
s
0
_
L
0
g(y, )|u(y, ) f (y, )| dyd ds. (2.4.16)
An application of Theorem 2.2.4 part (a
7
) to (2.4.16) yields (2.4.14).
We call the function u C(D, R) an -approximate solution of equation (2.4.1), if there
u(x, t) f (x, t)
_
t
0
_
s
0
_
L
0
K(x, t, s, y, , u(y, )) dyd ds
,
for (x, t) D.
The relation between an -approximate solution and a solution of equation (2.4.1) is shown
in the following theorem.
(i) the function K in equation (2.4.1) satises the condition (2.4.9),
(ii) the functions u
(x, t), u(x, t) C(D, R) are respectively, an -approximate solution and

any solution of equation (2.4.1).
Then
|u
(x, t) u(x, t)|

_
1+q(x, t)
_
_
t
0
_
s
0
_
L
0
g(y, )dyd ds
_
exp
_
_
t
0
_
s
0
_
L
0
g(y, )q(y, )dyd ds
__
, (2.4.17)
for (x, t) D.
Proof. Let z(x, t) =|u
(x, t) u(x, t)|, (x, t) D. From the hypotheses, we observe that

z(x, t) =
(x, t) f (x, t)
_
t
0
_
s
0
_
L
0
K(x, t, s, y, , u
(y, ))dyd ds
+
_
t
0
_
s
0
_
L
0
{K(x, t, s, y, , u
(y, )) K(x, t, s, y, , u(y, ))}dyd ds
(x, t) f (x, t)
_
t
0
_
s
0
_
L
0
K(x, t, s, y, , u
(y, )) dyd ds
+
_
t
0
_
s
0
_
L
0
|K(x, t, s, y, , u
(y, )) K(x, t, s, y, , u(y, ))|dyd ds

+q(x, t)
_
t
0
_
s
0
_
L
0
g(y, )z(y, )dyd ds. (2.4.18)
Now an application of Theorem 2.2.4 part (a
7
) to (2.4.18) yields (2.4.17).
In order to establish the dependency of solutions on parameters, we consider the equations
u(x, t) = f
i
(x, t) +
_
t
0
_
s
0
_
L
0
K(x, t, s, y, , u(y, )) dyd ds, (2.4.19)
for (x, t) D, i = 1, 2; where f
i
C(D, R), K C(DI DR, R).
In the following theorem we formulate conditions for continuous dependence of solutions
of equations (2.4.19) on the functions involved therein.
(i) the function K in (2.4.19) satises the condition (2.4.9),
(ii) for i = 1, 2 the functions u
i
C(D, R) are respectively the
i
(2.4.19) and let f (x, t) =| f
1
(x, t) f
2
(x, t)| +
1
+
2
.
Then
|u
1
(x, t) u
2
(x, t)| f (x, t) +q(x, t)
_
_
t
0
_
s
0
_
L
0
g(y, ) f (y, )dyd ds
_
exp
_
_
t
0
_
s
0
_
L
0
g(y, )q(y, )dyd ds
_
, (2.4.20)
for (x, t) D.
Proof. Let z(x, t) = |u
1
(x, t) u
2
(x, t)|, (x, t) D. Following the proof of Theorem 1.3.5
in Chapter 1 and using the hypotheses, we obtain
z(x, t) | f
1
(x, t) f
2
(x, t)| +
1
+
2
+
_
t
0
_
s
0
_
L
0
|K(x, t, s, y, , u
1
(y, )) K(x, t, s, y, , u
2
(y, ))|dyd ds
f (x, t) +q(x, t)
_
t
0
_
s
0
_
L
0
g(y, )z(y, )dyd ds. (2.4.21)
Applying Theorem 2.2.4 part (a
7
) to (2.4.21) yields (2.4.20), which shows that the solutions
of (2.4.19) depends continuously on functions on the right hand side of (2.4.19).
We next consider the equation (2.4.1) and the integral equation
w(x, t) = f (x, t) +
_
t
0
_
s
0
_
L
0
K(x, t, s, y, , w(y, )) dyd ds, (2.4.22)
for (x, t) D, where f C(D, R), K C(DI DR, R).
The following theorem holds.
(2.4.9). Then for every given solution w C(D, R) of equation (2.4.22) and any solution
u C(D, R) of equation (2.4.1), the estimation
|u(x, t) w(x, t)| h(x, t) +q(x, t)
_
_
t
0
_
s
0
_
L
0
g(y, )h(y, )dyd ds
_
exp
_
_
t
0
_
s
0
_
L
0
g(y, )q(y, )dyd ds
_
(2.4.23)
holds for (x, t) D, where
h(x, t) =| f (x, t) f (x, t)|
+
_
t
0
_

0
_
L
0
|K(x, t, , z, , w(z, )) K(x, t, , z, , w(z, ))|dzd d, (2.4.24)
for (x, t) D.
Proof. Using the facts that u(x, t) and w(x, t) are respectively the solutions of equations
(2.4.1) and (2.4.22) and hypotheses, we have
|u(x, t) w(x, t)| | f (x, t) f (x, t)|
+
_
t
0
_
s
0
_
L
0
|K(x, t, s, y, , u(y, )) K(x, t, s, y, , w(y, ))|dyd ds
| f (x, t) f (x, t)|
+
_
t
0
_
s
0
_
L
0
|K(x, t, s, y, , u(y, )) K(x, t, s, y, , w(y, ))|dyd ds
+
_
t
0
_
s
0
_
L
0
|K(x, t, s, y, , w(y, )) K(x, t, s, y, , w(y, ))|dyd ds
h(x, t) +q(x, t)
_
t
0
_
s
0
_
L
0
g(y, )|u(y, ) w(y, )|dyd ds. (2.4.25)
Now applying Theorem 2.2.4 part (a
7
) to (2.4.25) yields (2.4.23).
We note that, one can use the approach here to establish the results similar to those given
above to study the equation of the form
u(x, t) = h(x, t) +
_
x
0
_
s
0
_
t
0
F(x, t, , , u(, )) d d ds, (2.4.26)
under some suitable conditions on the functions involved in (2.4.26) and using Theo-
rem 2.2.2 part (a
4
). Here, we do not discuss the details.
2.5 Integral equation in three variables
u(x, y, z) = e(x, y, z) +(Lu)(x, y, z) +(Mu)(x, y, z), (2.5.1)
for x, y R
+
, z I = [a, b] (a < b), where
(Lu)(x, y, z) =
_
x
0
_
y
0
_
b
a
F(x, y, z, s, t, r, u(s, t, r)) dr dt ds, (2.5.2)
(Mu)(x, y, z) =
_

0
_

0
_
b
a
H(x, y, z, s, t, r, u(s, t, r))dr dt ds, (2.5.3)
e, F, H are the given functions and u is the unknown function. The roots of the special
version of equation (2.5.1) can be found in the work of Lovelady [64] in the eld of partial
differential equations, see also [5,18,132]. The main aim of the present section is to offer
some basic properties of solutions of equation (2.5.1), recently studied in [112]. Let G be
as dened in Section 2.3 and E
3
= {(x, y, z, s, t, r) G
2
: 0 s x < , 0 t y < ,
z, r I}. Throughout, we assume that e C(G, R), F C(E
3
R, R), H C(G
2
R, R).
Let be the space of functions C(G, R) which full the condition
|(x, y, z)| = O(exp((x +y +|z|))), (2.5.4)
for (x, y, z) G, where > 0 is a constant. In the space we dene the norm
||
= sup
(x,y,z)G
[|(x, y, z)| exp((x +y +|z|))]. (2.5.5)
It is easy to see that with the norm dened in (2.5.5) is a Banach space and
||
N, (2.5.6)
First, we formulate the following theorem concerning the existence of a unique solution of
equation (2.5.1).
(i) the functions F, H in equation (2.5.1) satisfy the conditions
|F(x, y, z, s, t, r, u) F(x, y, z, s, t, r, u)| p(x, y, z, s, t, r)|uu|, (2.5.7)
|H(x, y, z, s, t, r, u) H(x, y, z, s, t, r, u)| q(x, y, z, s, t, r)|uu|, (2.5.8)
where p C(E
3
, R
+
), q C(G
2
, R
+
),
(ii) for as in (2.5.4),
(j
1
_
x
0
_
y
0
_
b
a
p(x, y, z, s, t, r)exp((s +t +|r|)) dr dt ds
+
_

0
_

0
_
b
a
q(x, y, z, s, t, r)exp((s +t +|r|))dr dt ds
exp((x +y +|z|)), (2.5.9)
(j
2
|e(x, y, z) +(L0)(x, y, z) +(M0)(x, y, z)| exp((x +y +|z|)), (2.5.10)
where e, L, M are as in equation (2.5.1).
Then the equation (2.5.1) has a unique solution u(x, y, z) on G in .
The proof is analogous to the proof of Theorem 1.3.1. Here, we omit the details.
Next, we shall give the following theorem concerning the uniqueness of solutions of equa-
tion (2.5.1).
Theorem 2.5.2. Suppose that the functions F, H in equation (2.5.1) satisfy the conditions
|F(x, y, z, s, t, r, u) F(x, y, z, s, t, r, u)| q(x, y, z) f (s, t, r)|uu|, (2.5.11)
|H(x, y, z, s, t, r, u) H(x, y, z, s, t, r, u)| c(x, y, z)g(s, t, r)|uu|, (2.5.12)
where q, f , c, g C(G, R
+
). Let
1
, D
1
, A
1
, B
1
be as in Theorem 2.3.4 part (b
7
). Then the
equation (2.5.1) has at most one solution on G.
Proof. Let u
1
(x, y, z) and u
2
(x, y, z) be two solutions of equation (2.5.1). Then by using
the hypotheses, we have
|u
1
(x, y, z) u
2
(x, y, z)|
_
x
0
_
y
0
_
b
a
|F(x, y, z, s, t, r, u
1
(s, t, r)) F(x, y, z, s, t, r, u
2
(s, t, r))| dr dt ds
+
_

0
_

0
_
b
a
|H(x, y, z, s, t, r, u
1
(s, t, r)) H(x, y, z, s, t, r, u
2
(s, t, r))| dr dt ds
q(x, y, z)
_
x
0
_
y
0
_
b
a
f (s, t, r)|u
1
(s, t, r) u
2
(s, t, r)| dr dt ds
+c(x, y, z)
_

0
_

0
_
b
a
g(s, t, r)|u
1
(s, t, r) u
2
(s, t, r)| dr dt ds. (2.5.13)
Here, it is easy to see that A
1
(x, y, z) and D
1
dened in (2.3.16) and (2.3.18) reduces to
A
1
(x, y, z) =0 and D
1
=0. Now a suitable application of Theorem 2.3.4 part (b
7
) to (2.5.13)
yields |u
1
(x, y, z) u
2
(x, y, z)| 0, and hence u
1
(x, y, z) = u
2
(x, y, z). Thus, there is at most
one solution to equation (2.5.1) on G.
The following theorems deal with the estimates on the solution of equation (2.5.1).
|F(x, y, z, s, t, r, u)| q(x, y, z) f (s, t, r)|u|, (2.5.14)
|H(x, y, z, s, t, r, u)| c(x, y, z)g(s, t, r)|u|, (2.5.15)
where q, f , c, g C(G, R
+
). Let
1
, B
1
7
) and
D
2
=
1
1
1
_

0
_

0
_
b
a
g(s, t, r)A
2
(s, t, r)dr dt ds, (2.5.16)
where A
2
(x, y, z) is dened by the right hand side of (2.3.16) by replacing p(x, y, z) by
|e(x, y, z)|. If u(x, y, z) is any solution of equation (2.5.1) on G, then
|u(x, y, z)| A
2
(x, y, z) +D
2
B
1
(x, y, z), (2.5.17)
for (x, y, z) G.
Proof. Using the fact that u(x, y, z) is a solution of equation (2.5.1) and hypotheses, we
have
|u(x, y, z)| |e(x, y, z)| +
_
x
0
_
y
0
_
b
a
|F(x, y, z, s, t, r, u(s, t, r))| dr dt ds
+
_

0
_

0
_
b
a
|H(x, y, z, s, t, r, u(s, t, r))| dr dt ds
|e(x, y, z)| +q(x, y, z)
_
x
0
_
y
0
_
b
a
f (s, t, r)|u(s, t, r)| dr dt ds
+c(x, y, z)
_

0
_

0
_
b
a
g(s, t, r)|u(s, t, r)| dr dt ds. (2.5.18)
Now, an application of Theorem 2.3.4 part (b
7
) to (2.5.18) yields (2.5.17).
(2.5.11), (2.5.12). Let
1
, B
1
7
) and
e
0
(x, y, z) =
_
x
0
_
y
0
_
b
a
|F(x, y, z, s, t, r, e(s, t, r))| dr dt ds
+
_

0
_

0
_
b
a
|H(x, y, z, s, t, r, e(s, t, r))| dr dt ds, (2.5.19)
D
3
=
1
1
1
_

0
_

0
_
b
a
g(s, t, r)A
3
(s, t, r)dr dt ds, (2.5.20)
where A
3
e
0
(x, y, z). If u(x, y, z) is any solution of equation (2.5.1) on G, then
|u(x, y, z) e(x, y, z)| A
3
(x, y, z) +D
3
B
1
(x, y, z), (2.5.21)
for (x, y, z) G.
Proof. Using the fact that u(x, y, z) is a solution of equation (2.5.1) and the hypotheses,
we have
|u(x, y, z) e(x, y, z)|
_
x
0
_
y
0
_
b
a
|F(x, y, z, s, t, r, u(s, t, r)) F(x, y, z, s, t, r, e(s, t, r))| dr dt ds
+
_
x
0
_
y
0
_
b
a
|F(x, y, z, s, t, r, e(s, t, r))| dr dt ds
+
_

0
_

0
_
b
a
|H(x, y, z, s, t, r, u(s, t, r)) H(x, y, z, s, t, r, e(s, t, r))| dr dt ds
+
_

0
_

0
_
b
a
|H(x, y, z, s, t, r, e(s, t, r))| dr dt ds
e
0
(x, y, z) +q(x, y, z)
_
x
0
_
y
0
_
b
a
f (s, t, r)|u(s, t, r) e(s, t, r)| dr dt ds
+c(x, y, z)
_

0
_

0
_
b
a
g(s, t, r)|u(s, t, r) e(s, t, r)| dr dt ds. (2.5.22)
Applying Theorem 2.3.4 part (b
7
) to (2.5.22), we get (2.5.21).
Now, we present the following theorem which deals with the estimate on the difference
between the solutions of equation (2.5.1) and the equation of the form
v(x, y, z) = e(x, y, z) +
_
x
0
_
y
0
_
b
a
F(x, y, z, s, t, r, v(s, t, r))dr dt ds, (2.5.23)
for (x, y, z) G, where the functions e, F are as in equation (2.5.1).
Theorem 2.5.5. Suppose that the functions F, H in equations (2.5.1), (2.5.23) satisfy
the conditions (2.5.11), (2.5.12) and H(x, y, z, s, t, r, 0) = 0. Let v(x, y, z) be a solution of
equation (2.5.23) on G such that |v(x, y, z)| Q, where Q 0 is a constant. Let
1
, B
1
be
as in Theorem 2.3.4 part (b
7
) and
p(x, y, z) = Qc(x, y, z)
_

0
_

0
_
b
a
g(s, t, r)dr dt ds, (2.5.24)
D
4
=
1
1
1
_

0
_

0
_
b
a
g(s, t, r)A
4
(s, t, r)dr dt ds, (2.5.25)
where A
4
p(x, y, z). If u(x, y, z) is a solution of equation (2.5.1) on G, then
|u(x, y, z) v(x, y, z)| A
4
(x, y, z) +D
4
B
1
(x, y, z), (2.5.26)
for (x, y, z) G.
Proof. Using the facts that u(x, y, z) and v(x, y, z) are the solutions of equations (2.5.1) and
(2.5.23) and hypotheses, we observe that
|u(x, y, z) v(x, y, z)|
_
x
0
_
y
0
_
b
a
|F(x, y, z, s, t, r, u(s, t, r)) F(x, y, z, s, t, r, v(s, t, r))| dr dt ds
+
_

0
_

0
_
b
a
|H(x, y, z, s, t, r, u(s, t, r)) H(x, y, z, s, t, r, v(s, t, r))| dr dt ds
+
_

0
_

0
_
b
a
|H(x, y, z, s, t, r, v(s, t, r)) H(x, y, z, s, t, r, 0)| dr dt ds
q(x, y, z)
_
x
0
_
y
0
_
b
a
f (s, t, r)|u(s, t, r) v(s, t, r)| dr dt ds
+c(x, y, z)
_

0
_

0
_
b
a
g(s, t, r)|u(s, t, r) v(s, t, r)| dr dt ds
+c(x, y, z)
_

0
_

0
_
b
a
g(s, t, r)|v(s, t, r)| dr dt ds
p(x, y, z) +q(x, y, z)
_
x
0
_
y
0
_
b
a
f (s, t, r)|u(s, t, r) v(s, t, r)| dr dt ds
+c(x, y, z)
_

0
_

0
_
b
a
g(s, t, r)|u(s, t, r) v(s, t, r)| dr dt ds. (2.5.27)
Applying Theorem 2.3.4 part (b
7
) to (2.5.27), we get (2.5.26).
In concluding we note that the idea used in this section can be used to formulate the re-
sults similar to those given above for the equations of the form (2.5.1) when the operator
(Lu)(x, y, z) dened in (2.5.2) is replaced by
_

x
_

y
_
b
a
F(x, y, z, s, t, r, u(s, t, r)) dr dt ds,
or
_
x
0
_

y
_
b
a
F(x, y, z, s, t, r, u(s, t, r))dr dt ds.
Furthermore, one can formulate results on the continuous dependence of solutions and -
approximate solutions of equations of the form (2.5.1) by making use of suitable inequali-
ties given in Section 2.3 or their variants. We leave the details of such results to the reader
to ll in where needed.
2.6 Hyperbolic-type Fredholm integrodifferential equation
In this section we shall be concerned with the hyperbolic type Fredholm integrodifferential
equation
D
2
D
2
u(x, y, z) = F(x, y, z, u(x, y, z), D
1
u(x, y, z), D
2
u(x, y, z), (Hu)(x, y, z)), (2.6.1)
with the given data
u(x, 0, z) =(x, z), u(0, y, z) =(y, z), (2.6.2)
for x, y R
+
, z I = [a, b] R (a < b), where
(Hu)(x, y, z) =
_
b
a
K(x, y, z, r, u(x, y, r), D
1
u(x, y, r), D
2
u(x, y, r))dr,
F, K are the given functions and u is the unknown function. Obviously, (H0)(x, y, z)
=
_
b
a
K(x, y, z, r, 0, 0, 0)dr. The origin of problem (2.6.1)(2.6.2) can be traced back in
the work of Lovelady [64], who studied the existence and uniqueness of solutions of
special form of equation (2.6.1) with the given data in (2.6.2). Inspired by the results
in [64], recently in [111] the present author has studied some basic aspects of solu-
tions of problem (2.6.1)(2.6.2). Our main goal here is to present the results given in
[111], which deals with some important qualitative properties of solutions of problem
(2.6.1)(2.6.2) and its special version. Throughout, we assume that F C(GR
4
, R),
K C(G I R
3
, R), ,
x
, ,
y
C(R
+
I, R), in which G is dened as in Sec-
tion 1.3. By a solution of problem (2.6.1)(2.6.2) we mean a function u C(G, R)
which satisfy the equations (2.6.1), (2.6.2). For u, D
1
u, D
2
u C(G, R), we denote by
|u(x, y, z)|
0
= |u(x, y, z)| +|D
1
u(x, y, z)| +|D
2
u(x, y, z)|. Let V be the space of functions
u, D
1
u, D
2
u C(G, R) which full the condition
|u(x, y, z)|
0
= O
_
exp((x +y +|z|))
_
, (2.6.3)
for (x, y, z) G, where > 0 is a constant. In the space V we dene the norm
|u|
V
= sup
(x,y,z)G
[|u(x, y, z)|
0
exp((x +y +|z|))]. (2.6.4)
It is easy to see that V with norm dened in (2.6.4) is a Banach space and
|u|
V
N, (2.6.5)
The following theorem ensures the existence of a unique solution to problem (2.6.1)
(2.6.2).
(i) the functions F, K in (2.6.1) satisfy the conditions
|F(x, y, z, u
1
, u
2
, u
3
, u
4
) F(x, y, z, u
1
, u
2
, u
3
, u
4
)|
L(x, y, z)[|u
1
u
1
| +|u
2
u
2
| +|u
3
u
3
| +|u
4
u
4
|] , (2.6.6)
|K(x, y, z, r, u
1
, u
2
, u
3
) K(x, y, z, r, u
1
, u
2
, u
3
)|
M(x, y, z, r)[|u
1
u
1
| +|u
2
u
2
| +|u
3
u
3
|], (2.6.7)
where L C(G, R
+
), M C(GI, R
+
),
(ii) for as in (2.6.3),
( j
1
i
(i = 1, 2, 3) such that
_
x
0
_
y
0
P(s, t, z)dt ds
1
exp((x +y +|z|)), (2.6.8)
_
y
0
P(x, t, z)dt
2
exp((x +y +|z|)), (2.6.9)
_
x
0
P(s, y, z)ds
3
exp((x +y +|z|)), (2.6.10)
where
P(x, y, z) = L(x, y, z)
_
exp((x +y +|z|)) +
_
b
a
M(x, y, z, r)exp((x +y +|r|))dr
_
,
(j
2
i
(i = 1, 2, 3) such that
|(x, z) +(y, z) (0, z)| +
_
x
0
_
y
0
|F(s, t, z, 0, 0, 0, (H0)(s, t, z))|dt ds
1
exp((x +y +|z|)), (2.6.11)
|
x
(x, z)| +
_
y
0
|F(x, t, z, 0, 0, 0, (H0)(x, t, z))|dt
2
exp((x +y +|z|)), (2.6.12)
|
y
(y, z)| +
_
x
0
|F(s, y, z, 0, 0, 0, (H0)(s, y, z))|ds
3
exp((x +y +|z|)), (2.6.13)
where , are as in (2.6.2).
If =
1
+
2
+
3
< 1, then the problem (2.6.1)(2.6.2) has a unique solution u(x, y, z)
on G in V.
Proof. Let u V and dene the operator T by
(Tu)(x, y, z) = (x, z) +(y, z) (0, z)
+
_
x
0
_
y
0
F(s, t, z, u(s, t, z), D
1
u(s, t, z), D
2
u(s, t, z), (Hu)(s, t, z))dt ds. (2.6.14)
First, we shall show that Tu maps V into itself. Evidently, Tu is continuous on G and
Tu R. We verify that (2.6.3) is fullled. From (2.6.14), hypotheses and (2.6.5), we have
|(Tu)(x, y, z)| |(x, z) +(y, z) (0, z)|
+
_
x
0
_
y
0
|F(s, t, z, u(s, t, z), D
1
u(s, t, z), D
2
u(s, t, z), (Hu)(s, t, z))
F(s, t, z, 0, 0, 0, (H0)(s, t, z))|dt ds
+
_
x
0
_
y
0
|F(s, t, z, 0, 0, 0, (H0)(s, t, z))|dt ds
1
exp((x +y +|z|))
+
_
x
0
_
y
0
L(s, t, z)
_
|u(s, t, z)|
0
+
_
b
a
M(s, t, z, r)|u(s, t, r)|
0
dr
_
dt ds
1
exp((x +y +|z|)) +|u|
V
_
x
0
_
y
0
P(s, t, z)dt ds
[
1
+N
1
] exp((x +y +|z|)). (2.6.15)
Differentiating both sides of (2.6.14) with respect to x, using hypotheses and (2.6.5), we
have
|D
1
(Tu)(x, y, z)| |
x
(x, z)| +
_
y
0
|F(x, t, z, u(x, t, z), D
1
u(x, t, z), D
2
u(x, t, z), (Hu)(x, t, z))
F(x, t, z, 0, 0, 0, (H0)(x, t, z))|dt +
_
y
0
|F(x, t, z, 0, 0, 0, (H0)(x, t, z))|dt
2
exp((x +y +|z|)) +|u|
V
_
y
0
P(x, t, z)dt
[
2
+N
2
] exp((x +y +|z|)). (2.6.16)
Similarly, we obtain
|D
2
(Tu)(x, y, z)| [
3
+N
3
] exp((x +y +|z|)). (2.6.17)
From (2.6.15)(2.6.17), we observe that
|Tu|
V
[
1
+
1
+
1
+N].
This shows that T maps V into itself.
Next, we verify that the operator T is a contraction map. Let u, u V. From (2.6.14) and
using the hypotheses, we have
|(Tu)(x, y, z) (Tu)(x, y, z)|
_
x
0
_
y
0
|F(s, t, z, u(s, t, z), D
1
u(s, t, z), D
2
u(s, t, z), (Hu)(s, t, z))
F(s, t, z, u(s, t, z), D
1
u(s, t, z), D
2
u(s, t, z), (Hu)(s, t, z))|dt ds
|uu|
V
_
x
0
_
y
0
P(s, t, z)dt ds
|uu|
V
1
exp((x +y +|z|)). (2.6.18)
Similarly, differentiating both sides of (2.6.14), with respect to x and with respect to y and
using hypotheses, we obtain
D
1
(Tu)(x, y, z) D
1
(Tu)(x, y, z)
|uu|
V
2
exp((x +y +|z|)) (2.6.19)
and
|D
2
(Tu)(x, y, z) D
2
(Tu)(x, y, z)| |uu|
V
3
exp((x +y +|z|)). (2.6.20)
From (2.6.18)(2.6.20), we obtain
|TuTu|
V
|uu|
V
. (2.6.21)
Since < 1, from (2.6.21), it follows from Banach xed point theorem (see [51, p. 372])
that T has a unique xed point in V. The xed point of T is however a solution of problem
(2.6.1)(2.6.2). The proof is complete.
Remark 2.6.1. We note that in [64], the existence and uniqueness of solutions to problem
(2.6.1)(2.6.2) have been analyzed as an application of the xed point theorem established
therein to study perturbed differential equations. The result in Theorem 2.6.1 ensure the
existence of a unique solution to more general problem (2.6.1)(2.6.2) under different con-
ditions from those used in [64].
Below, we study some fundamental qualitative properties of solutions of a hyperbolic type
Fredholm integrodifferential equation of the form (see [111])
D
2
D
1
u(x, y, z) = f (x, y, z, u(x, y, z), (hu)(x, y, z)), (2.6.22)
with the given data (2.6.2) for x, y R
+
, z I, where
(hu)(x, y, z) =
_
b
a
k(x, y, z, r, u(x, y, r)) dr,
f C(GR
2
, R), k C(GI R, R).
First, we shall give the following theorem which deals with the uniqueness of solutions of
problem (2.6.22)(2.6.2) on G in R.
Theorem 2.6.2. Assume that the functions f , k in (2.6.22) satisfy the conditions
| f (x, y, z, u, v) f (x, y, z, u, v)| p(x, y, z)|uu| +|v v|, (2.6.23)
|k(x, y, z, r, u) k(x, y, z, r, u)| q(x, y, z, r)|uu|, (2.6.24)
where p C(G, R
+
), q C(GI, R
+
) and
_

0
_

0
p(s, t, z)dt ds < ,
_

0
_

0
_
b
a
q(s, t, z, r)H(s, t, r)dr dt ds <, (2.6.25)
for z I, where H(x, y, z) is given by (2.3.27).
Then the problem (2.6.22)(2.6.2) has at most one solution on G in R.
Proof. Let u
1
(x, y, z) and u
2
(x, y, z) be two solutions of problem (2.6.22)(2.6.2) on G.
Using these facts and the hypotheses, we have
|u
1
(x, y, z) u
2
(x, y, z)|
_
x
0
_
y
0
f (s, t, z, u
1
(s, t, z), (hu
1
)(s, t, z))
f (s, t, z, u
2
(s, t, z), (hu
2
)(s, t, z))
dt ds
_
x
0
_
y
0
_
p(s, t, z)|u
1
(s, t, z) u
2
(s, t, z)| +|(hu
1
)(s, t, z) (hu
2
)(s, t, z|
dt ds
_
x
0
_
y
0
_
p(s, t, z)|u
1
(s, t, z) u
2
(s, t, z)| +
_
b
a
q(s, t, z, r)|u
1
(s, t, r) u
2
(s, t, r)|dr
_
dt ds.
(2.6.26)
Now an application of Theorem 2.3.5 (when c = 0) to (2.6.26) yields |u
1
(x, y, z)
u
2
(x, y, z)| 0, which implies u
1
(x, y, z) = u
2
(x, y, z). Thus there is at most one solution
to the problem (2.6.22)(2.6.2) on G in R.
Next, we shall give the following theorem which deals with the bound on the solution of
problem (2.6.22)(2.6.2).
Theorem 2.6.3. Suppose That the functions f , k, , in (2.6.22)(2.6.2) satisfy the con-
ditions
| f (x, y, z, u, v)| p(x, y, z)|u| +|v|, (2.6.27)
|k(x, y, z, r, u)| q(x, y, z, r)|u| (2.6.28)
|(x, z) +(y, z) (0, z)| c, (2.6.29)
where p C(G, R
+
), q C(GI, R
+
), c 0 is a constant. If u(x, y, z) is any solution of
problem (2.6.22)(2.6.2) on G, then
|u(x, y, z)| cH(x, y, z)exp
_
_
x
0
_
y
0
_
b
a
_
, (2.6.30)
for (x, y, z) G, where H(x, y, z) is given by (2.3.27).
Proof. Using the fact that u(x, y, z) is a solution of problem (2.6.22)(2.6.2) and hypothe-
ses, we have
|u(x, y, z)| |(x, z) +(y, z) (0, z)| +
_
x
0
_
y
0
| f (s, t, z, u(s, t, z), (hu)(s, t, z))|dt ds
c +
_
x
0
_
y
0
_
p(s, t, z)|u(s, t, z)| +
_
b
a
q(s, t, z, r)|u(s, t, r)|dr
_
dt ds. (2.6.31)
Applying Theorem 2.3.5 to (2.6.31) yields (2.6.30).
The following theoremdeals with the dependency of solutions of equation (2.6.22) on given
data.
Theorem 2.6.4. Suppose that the functions f , k in (2.6.22) satisfy the conditions (2.6.23),
(2.6.24). Let u(x, y, z) and v(x, y, z) be the solutions of equation (2.6.22) with the given data
(2.6.2) and
v(x, 0, z) =(x, z), v(0, y, z) = (x, z), (2.6.32)
respectively, where , ,
x
,
y
C(R
+
I, R) and
(x, z) +(y, z) (0, z) {(x, z) +(y, z) (0, z)}
d, (2.6.33)
where d 0 is a constant. Then
|u(x, y, z) v(x, y, z)| dH(x, y, z)exp
_
_
x
0
_
y
0
_
b
a
_
, (2.6.34)
for (x, y, z) G, where H(x, y, z) is given by (2.3.27).
Proof. Using the facts that u(x, y, z) and v(x, y, z) are the solutions of problems (2.6.22)
(2.6.2) and (2.6.22)(2.6.32) and the hypotheses, we have
|u(x, y, z) v(x, y, z)| |(x, z) +(y, z) (0, z) {(x, z) +(y, z) (0, z)}|
+
_
x
0
_
y
0
| f (s, t, z, u(s, t, z), (hu)(s, t, z)) f (s, t, z, v(s, t, z), (hv)(s, t, z))|dt ds
d +
_
x
0
_
y
0
_
p(s, t, z)|u(s, t, z) v(s, t, z)|
+
_
b
a
q(s, t, z, r)|u(s, t, r) v(s, t, r)|dr
_
dt ds. (2.6.35)
Now an application of Theorem 2.3.5 to (2.6.35) yields the estimate (2.6.34), which shows
the dependency of solutions of equation (2.6.22) on given data.
Remark 2.6.2. In general one may expect that the analysis used to study the properties of
solutions of problem (2.6.22)(2.6.2) in Theorems 2.6.22.6.4 will also be equally useful
in the study of general problem (2.6.1)(2.6.2). In fact, it involves the task of designing a
new inequality, similar to the one given in Theorem 2.3.5, which will allow applications in
the discussion of problem (2.6.1)(2.6.2). Indeed, it is not an easy matter and any attempt
to extend the analysis to general problem (2.6.1)(2.6.2) is of great interest and importance
and its detailed treatment is desired.
2.7 Miscellanea
2.7.1 Hacia and Kaczmarek [41]
(h
1
) Let u, w, a, b C(E, R
+
) and b(x, y) > 0. If u(x, y) satises
u(x, y) w(x, y) +b(x, y)
_
x
0
_
y
0
a(s, t)u(s, t)dsdt,
then
u(x, y) b(x, y)h(x, y)exp
_
_
x
0
_
y
0
a(s, t)b(s, t)dsdt
_
,
where
h(x, y) = sup
_
w(s, t)
b(s, t)
: 0 s x, 0 t y
_
.
(h
2
) Let u, w C(E, R
+
), K C(E
2
, R
+
) and
p(x, y) = sup
0sx
0ty
K(x, y, s, t) > 0.
If u(x, y) satises
u(x, y) w(x, y) +
_
x
0
_
y
0
K(x, y, s, t)u(s, t)dsdt,
then
u(x, y) p(x, y)sup
_
w(s, t)
p(s, t)
: 0 s x, 0 t y
_
exp
_
_
x
0
_
y
0
p(s, t)dsdt
_
.
2.7.2 Hacia [40]
(h
3
) Let f be a continuous function in D ={(x, t) : a x b, t 0} and K be nonnegative
and continuous in ={(x, t, y, s) : a x, y b, 0 s t <}. If the continuous function u
satises the inequality
u(x, t) f (x, t) +
_
t
0
_
b
a
K(x, t, y, s)u(y, s)dyds,
for (x, t) D, then
u(x, t) f (x, t) +
_
t
0
_
b
a
r(x, t, y, s) f (y, s)dyds,
where
r(x, t, y, s) =
n=0
K
n
(x, t, y, s),
is the resolvent kernel dened by formulas
K
0
(x, t, y, s) = K(x, t, y, s),
K
n
(x, t, y, s) =
_
t
s
_
b
a
K(x, t, p, q)K
n1
(p, q, y, s)dpdq,
for n = 1, 2, . . ..
(h
4
) Let u, f , A, B be continuous in D and A B is nonnegative. If u satises the inequality
u(x, t) f (x, t) +A(x, t)
_
t
0
_
b
a
B(y, s)u(y, s)dyds,
for (x, t) D, then
u(x, t) f (x, t) +A(x, t)
_
t
0
_
b
a
B(y, s)exp
_
_
t
s
_
b
a
A(z, )B(z, )dzd
_
f (y, s)dyds,
for (x, t) D.
2.7.3 Hacia [40]
Consider the following nonlinear integral equation of the Volterra-Fredholm-type
u(x, t) = f (x, t) +
_
t
0
_
b
a
K(x, t, y, s, u(y, s)) dyds, (2.7.1)
with assumptions:
(
1
) f and K are continuous in D and R respectively,
(
2
) |K(x, t, y, s, u)| B(y, s)|u|,
(
3
) |K(x, t, y, s, u) K(x, t, y, s, u)| B(y, s)|uu|,
where B is continuous and integrable in D.
(h
5
) If assumptions (
1
) and (
2
) are satised, then a solution u(x, t) of equation (2.7.1) is
bounded in D and
|u(x, t)| (t)exp
_
_
t
0
_
b
a
B(y, s)dyds
_
,
where (t) = sup{| f (x, t)| : a x b, 0 s t}.
(h
6
) If assumptions (
1
) and (
3
) are satised, then the equation (2.7.1) has at most one
solution, which is stable.
u(x, t) = h(x, t) +
_
x
0
_
s
0
_
t
0
F(x, t, , , u(, )) d d ds, (2.7.2)
where h C(R
2
+
, R), F C(R
4
+
R, R) and u is the unknown function.
(h
7
) Suppose that the functions F, h in equation (2.7.2) satisfy the conditions
|F(x, t, , , u) F(x, t, , , v)| q(x, t)r(, )|uv|, (2.7.3)
h(x, t) +
_
x
0
_
s
0
_
t
0
F(x, t, , , 0)d d ds
p(x, t),
where p, q, r C(R
2
+
, R
+
). If u(x, t) is any solution of equation (2.7.2) for (x, t) R
2
+
,
then
|u(x, t)| p(x, t) +q(x, t)
_
_
x
0
_
s
0
_
t
0
r(, )p(, )d d ds
_
exp
_
_
x
0
_
s
0
_
t
0
r(, )q(, )d d ds
_
,
for (x, t) R
2
+
.
(h
8
) Let u
i
(x, t) (i = 1, 2) be respectively
i
-approximate solutions of equation (2.7.2) for
(x, t) R
2
+
i.e.,
u
i
(x, t)
_
h(x, t) +
_
x
0
_
s
0
_
t
0
F(x, t, , , u
i
(, )) d d ds
_
i
,
for (x, t) R
2
+
. Suppose that the function F in equation (2.7.2) satises the condition
(2.7.3). Then
|u
1
(x, t) u
2
(x, t)| (
1
+
2
)
_
1+q(x, t)
_
_
x
0
_
s
0
_
t
0
r(, )d d ds
_
exp
_
_
x
0
_
s
0
_
t
0
r(, )q(, )d d ds
__
,
for (x, t) R
2
+
.
u(x, y, z) = h(x, y, z) +
_
x
0
_
y
0
_
b
a
F(x, y, z, s, t, r, u(s, t, r))dr dt ds, (2.7.4)
for (x, y, z) G, where h C(G, R), F C(G
2
R, R) and G is as dened in section 2.3.
(h
9
) Suppose that the function F in equation (2.7.4) satises the condition
|F(x, y, z, s, t, r, u) F(x, y, z, s, t, r, v)| q(x, y, z) f (s, t, r)|uv|, (2.7.5)
where q, f C(G, R
+
). If u(x, y, z) is any solution of equation (2.7.4) on G, then
|u(x, y, z) h(x, y, z)| d(x, y, z) +q(x, y, z)
_
_
x
0
_
y
0
_
b
a
f (s, t, r)d(s, t, r)dr dt ds
_
exp
_
_
x
0
_
y
0
_
b
a
_
,
d(x, y, z) =
_
x
0
_
y
0
_
b
a
|F(x, y, z, s, t, r, h(s, t, r))| dr dt ds.
(h
10
) Suppose that the function F in equation (2.7.4) satises the condition (2.7.5). Then
for every given solution v C(G, R) of equation
v(x, y, z) = g(x, y, z) +
_
x
0
_
y
0
_
b
a
L(x, y, z, s, t, r, v(s, t, r)) dr dt ds,
where g C(G, R), L C(G
2
R, R) and any solution u C(G, R) of equation (2.7.4), the
estimation
|u(x, y, z) v(x, y, z)| [h(x, y, z) +d(x, y, z)]
+q(x, y, z)
_
_
x
0
_
y
0
_
b
a
f (s, t, r)[h(s, t, r) +d(s, t, r)] dr dt ds
_
exp
_
_
x
0
_
y
0
_
b
a
_
,
holds for (x, y, z) G, in which
h(x, y, z) =|h(x, y, z) g(x, y, z)|,
d(x, y, z) =
_
x
0
_
y
0
_
b
a
|F(x, y, z, s, t, r, v(s, t, r)) L(x, y, z, s, t, r, v(s, t, r))| dr dt ds,
for (x, y, z) G.
(h
11
) Let u, p, q C(G, R
+
) and L C(GR
+
, R
+
) be such that
0 L(x, y, z, u) L(x, y, z, v) M(x, y, z, v)(uv), (2.7.6)
for u v 0, where M C(GR
+
, R
+
) and G is as dened in section 2.3. If
u(x, y, z) p(x, y, z) +q(x, y, z)
_
x
0
_
y
0
_
b
a
L(s, t, r, u(s, t, r)) dr dt ds,
u(x, y, z) p(x, y, z) +q(x, y, z)
_
_
x
0
_
y
0
_
b
a
L(s, t, r, p(s, t, r))dr dt ds
_
exp
_
_
x
0
_
y
0
_
b
a
M(s, t, r, p(s, t, r))q(s, t, r)dr dt ds
_
,
for (x, y, z) G.
(h
12
) Let u, f , g C(G, R
+
) and L is as dened in (h
11
), which veries the condition (2.7.6)
and k 0 is a real constant. If
u
2
(x, y, z) k
2
+2
x
_
0
y
_
0
b
_
a
[ f (s, t, r)u(s, t, r)L(s, t, r, u(s, t, r)) +g(s, t, r)u(s, t, r)]dr dt ds,
u(x, y, z) n(x, y) +
_
_
x
0
_
y
0
_
b
a
f (s, t, r)L(s, t, r, n(s, t))dr dt ds
_
exp
_
_
x
0
_
y
0
_
b
a
f (s, t, r)M(s, t, r, n(s, t)) dr dt ds
_
,
for (x, y, z) G, where M C(GR
+
, R
+
) and
n(x, y) = k +
_
x
0
_
y
0
_
b
a
g(, , )dd d,
for x, y R
+
.
(h
13
) Let u, p, q, c, f , g C(G, R
+
) and suppose that
u(x, y, z) p(x, y, z) +q(x, y, z)
_
x
0
_

y
_
b
a
+c(x, y, z)
_

0
_

0
_
b
a
g(s, t, r)u(s, t, r)dr dt ds,
for (x, y, z) G, where G is as dened in section 2.3. If
3
=
_

0
_

0
_
b
a
g(s, t, r)B
3
(s, t, r)dr dt ds < 1,
then
u(x, y, z) A
3
(x, y, z) +D
3
B
3
(x, y, z),
A
3
(x, y, z) = p(x, y, z) +q(x, y, z)
_
_
x
0
_

y
_
b
a
_
exp
_
_
x
0
_

y
_
b
a
_
,
B
3
(x, y, z) = c(x, y, z) +q(x, y, z)
_
_
x
0
_

y
_
b
a
_
exp
_
_
x
0
_

y
_
b
a
_
,
and
D
3
=
1
1
3
_

0
_

0
_
b
a
g(s, t, r)A
3
(s, t, r)dr dt ds.
(h
14
) Let u, p, c, g C(G, R
+
) and suppose that
u(x, y, z) p(x, y, z) +c(x, y, z)
_

0
_

0
_
b
a
g(s, t, r)u(s, t, r)dr dt ds,
for (x, y, z) G. If
0
=
_

0
_

0
_
b
a
g(s, t, r)c(s, t, r)dr dt ds < 1,
then
u(x, y, z) p(x, y, z) +c(x, y, z)
_
1
1
0
_

0
_

0
_
b
a
g(s, t, r)p(s, t, r)dr dt ds
_
,
for (x, y, z) G.
Consider the following integral equation
u(x, y, z) = h(x, y, z) +
_
x
0
_

y
_
b
a
F(x, y, z, s, t, r, u(s, t, r))dr dt ds, (2.7.7)
with assumptions
(
1
) h C(G, R), F C(G
2
R, R),
(
2
) |F(x, y, z, s, t, r, u)| q(x, y, z) f (s, t, r)|u|,
(
3
) |F(x, y, z, s, t, r, u) F(x, y, z, s, t, r, v)| q(x, y, z) f (s, t, r)|uv|,
where q, f C(G, R
+
) and G is as dened in section 2.3.
(h
15
) Suppose that the assumptions (
1
) and (
2
) are satised. If u(x, y, z) is any solution
of equation (2.7.7) on G, then
|u(x, y, z)| |h(x, y, z)| +q(x, y, z)
_
_
x
0
_

y
_
b
a
f (s, t, r)|h(s, t, r)| dr dt ds
_
exp
_
_
x
0
_

y
_
b
a
_
,
for (x, y, z) G.
(h
16
) If assumptions (
1
) and (
3
) are satised, then the equation (2.7.7) has at most one
solution on G.
2.8 Notes
Various approaches are developed by different researchers for studying multidimensional
integral equations. Sections 2.2 and 2.3 deals with some basic integral inequalities
with explicit estimates in two and three variables, recently established by Pachpatte
[108,98,104,95,111,102] which will be equally important in handling the dynamic equa-
tions of various forms, when the earlier inequalities in the literature do not apply directly.
The material in sections 2.4 and 2.5 contains some fundamental qualitative properties of
solutions of various types of integral equations in two and three variables and is adapted
from Pachpatte [104,112]. The results included in section 2.6 are recently obtained by
Pachpatte in [111], which are motivated by the work of Lovelady in [64]. A detailed ac-
count including a comprehensive list of references related to such equations can be found
in books by Walter [134] and Appell, Kalitvin and Zabrejko [5]. Section 2.7 is devoted to
miscellanea related to the results given in earlier sections, which we hope will stimulate the
readers interest.
Chapter 3
Mixed integral equations and inequalities
3.1 Introduction
In the study of many basic models in parabolic differential equations which describe diffu-
sion or heat transfer phenomena and epidemiology, the integral equation of the form
u(t, x) = f (t, x) +
_
t
0
_
B
k(t, x, s, y)g(u(s, y)) dyds, (3.1.1)
where B is a bounded domain in R
n
, t R
+
; f , k, g are given functions and u is the un-
known function, occur in a natural way, see [5,8,28,31,32,37-39,69,134 ]. The integral
equation (3.1.1) appears to be Volterra-type in t, and of Fredholm-type with respect to x
and hence it can be viewed as a mixed Volterra-Fredholm-type integral equation. In the
general case solving integral equation (3.1.1) is highly nontrivial problem and handling the
study of its qualitative properties need a fresh outlook. The method of integral inequali-
ties with explicit estimates serve as an important tool which provides valuable information
of various dynamic equations, without the need to know in advance the solutions explic-
itly. Recently in [99,103,105,107,116,119] explicit estimates on a number of new integral
inequalities are considered and used in various applications. In the present chapter, we
offer some fundamental mixed integral inequalities with explicit estimates established in
the above noted papers and also focus our attention on some basic qualitative aspects of
solutions of equations of the form (3.1.1). A particular feature of our approach here is that
it is elementary and provide some basic results for future advanced studies in the eld.
3.2 Volterra-Fredholm-type integral inequalities I
In this section we present some basic integral inequalities with explicit estimates in-
vestigated in [99,103,105,116], which can be used as tools for handling the equations
97
like (3.1.1). In what follows, we denote by B a bounded domain in R
n
dened by
B =
n
i=1
[a
i
, b
i
] (a
i
< b
i
),
x = (x
1
, . . . , x
n
) (x
i
R) is a variable point in B and dx = dx
1
dx
n
.
For any continuous function z : B R, we denote by
_
B
z(x)dx the n-fold integral
_
b
n
a
n

_
b
1
a
1
z(x
1
, . . . , x
n
)dx
1
dx
n
.
Let D
0
= R
+
B, = {(t, x, s, y) : 0 s t < ; x, y B} and denote by D
1
h(t, x, s, y)
the partial derivative of a function h(t, x, s, y) dened on with respect to the rst variable.
The rst theorem deals with the inequalities given in [99].
Theorem 3.2.1. Let u, p, q, f C(D
0
, R
+
).
(c
1
) Let L C(D
0
R
+
, R
+
) be such that
0 L(t, x, u) L(t, x, v) M(t, x, v)(uv), (3.2.1)
for u v 0, where M C(D
0
R
+
, R
+
). If
u(t, x) p(t, x) +q(t, x)
_
t
0
_
B
L(s, y, u(s, y))dyds, (3.2.2)
for (t, x) D
0
, then
u(t, x) p(t, x) +q(t, x)
_
t
0
_
B
L(s, y, p(s, y))
exp
_
_
t
s
_
B
M(, z, p(, z))q(, z)dzd
_
dyds, (3.2.3)
for (t, x) D
0
.
(c
2
) If
u(t, x) p(t, x) +q(t, x)
_
t
0
_
B
f (s, y)u(s, y)dyds, (3.2.4)
for (t, x) D
0
, then
u(t, x) p(t, x) +q(t, x)
_
t
0
_
B
f (s, y)p(s, y)
exp
_
_
t
s
_
B
f (, z)q(, z)dzd
_
dyds, (3.2.5)
for (t, x) D
0
.
The inequalities established in [105] are given in the following theorems.
Mixed integral equations and inequalities 99
Theorem 3.2.2. Let u, p, q, f , g C(D
0
, R
+
).
(c
3
) If
u(t, x) p(t, x) +q(t, x)
_
t
0
_
B
[ f (s, y)u(s, y) +g(s, y)] dyds, (3.2.6)
for (t, x) D
0
, then
u(t, x) p(t, x) +q(t, x)
_
t
0
_
B
[ f (s, y)p(s, y) +g(s, y)]
exp
_
_
t
s
_
B
f (, z)q(, z)dzd
_
dyds, (3.2.7)
for (t, x) D
0
.
(c
4
) Let c 0 and 0 < < 1 be real constants. If
u(t, x) c +
_
t
0
_
B
[ f (s, y)u(s, y) +g(s, y)u
(s, y)]dyds, (3.2.8)

for (t, x) D
0
, then
u(t, x) exp
_
_
t
0
_
B
f (, z)dzd
__
c
1
+(1)
_
t
0
_
B
g(s, y)
exp
_
(1)
_
s
0
_
B
f (, z)dzd
_
dyds
_ 1
1
, (3.2.9)
for (t, x) D
0
.
Remark 3.2.1. If we take g = 0 in (3.2.6), then the bound obtained in (3.2.7) reduces to
(3.2.5). In this case, we observe that the obtained result is a new variant of the inequality
in Corollary 4.3.1 given in [82, p. 329]. We note that the bound on the unknown function
u(t, x) involved in (3.2.8) when = 1, 1 < < can be obtained by closely looking at
the proof of the inequality given in [82, Theorem 2.7.4, p. 153]. By taking (i) g = 0 and
(ii) f = 0 in (3.2.8), it is easy to see that the bound obtained in (3.2.9) reduces respectively
to
u(t, x) cexp
_
_
t
0
_
B
f (, z)dzd
_
, (3.2.10)
and
u(t, x)
_
c
1
+(1)
_
t
0
_
B
g(s, y)dyds
_ 1
1
, (3.2.11)
for (t, x) D
0
.
Theorem 3.2.3. Let u, f , g C(D
0
, R
+
) and k 0, c 1, > 1 be real constants.
(c
5
) If
u
(t, x) k
+
_
t
0
_
B
_
f (s, y)u(s, y) +g(s, y)u
(s, y)
_
dyds, (3.2.12)
for (t, x) D
0
, then
u(t, x) exp
_
_
t
0
_
B
g(, z)dzd
__
k
1
+( 1)
_
t
0
_
B
f (s, y)
exp
_
( 1)
_
s
0
_
B
g(, z)dzd
_
dyds
_ 1
1
, (3.2.13)
for (t, x) D
0
.
(c
6
) If u C(D
0
, R
1
) and
u(t, x) c +
_
t
0
_
B
f (s, y)u(s, y)logu(s, y)dyds, (3.2.14)
for (t, x) D
0
, then
u(t, x) c
exp(
_
t
0
_
B
f (s,y)dyds)
, (3.2.15)
for (t, x) D
0
.
Remark 3.2.2. If we take g = 0 in (3.2.12), then the bound obtained in (3.2.13) reduces
to
u(t, x)
_
k
1
+( 1)
_
t
0
_
B
f (s, y)
_ 1
1
, (3.2.16)
for (t, x) D
0
. By taking g =0 and =2 in part (c
5
), we get a new variant of the inequality
given in Theorem 5.8.1 in [82, p. 527].
The inequalities in the following theorem are established in [99].
Theorem 3.2.4. Let u, p, q, r, f , g C(D
0
, R
+
).
(c
7
) Suppose that
u(t, x) p(t, x) +q(t, x)
_
t
0
_
B
f (s, y)u(s, y)dyds
+r(t, x)
_

0
_
B
g(s, y)u(s, y)dyds, (3.2.17)
for (t, x) D
0
. If
d =
_

0
_
B
g(s, y)K
2
(s, y)dyds < 1, (3.2.18)
then
u(t, x) K
1
(t, x) +DK
2
(t, x), (3.2.19)
for (t, x) D
0
, where
K
1
(t, x) = p(t, x) +q(t, x)
_
t
0
_
B
f (s, y)p(s, y)
exp
_
_
t
s
_
B
f (, z)q(, z)dzd
_
dyds, (3.2.20)
K
2
(t, x) = r(t, x) +q(t, x)
_
t
0
_
B
f (s, y)r(s, y)
exp
_
_
t
s
_
B
f (, z)q(, z)dzd
_
dyds, (3.2.21)
and
D =
1
1d
_

0
_
B
g(s, y)K
1
(s, y)dyds. (3.2.22)
(c
8
) Suppose that
u(t, x) p(t, x) +r(t, x)
_

0
_
B
g(s, y)u(s, y)dyds, (3.2.23)
for (t, x) D
0
. If
d
0
=
_

0
_
B
g(s, y)r(s, y)dyds < 1, (3.2.24)
then
u(t, x) p(t, x) +r(t, x)
_
1
1d
0
_

0
_
B
g(s, y)p(s, y)dyds
_
, (3.2.25)
for (t, x) D
0
.
Remark 3.2.3. By taking g = 0 in Theorem 3.2.4 part (c
7
), we get the inequality given in
Theorem 3.2.1 part (c
2
).
The next two theorems deal with the integral inequalities established in [116].
Theorem 3.2.5. Let u C(D
0
, R
+
), k, D
1
k C(, R
+
) and c 0 is a real constant.
(c
9
) If
u(t, x) c +
_
t
0
_
B
k(t, x, s, y)u(s, y)dyds, (3.2.26)
for (t, x) D
0
, then
u(t, x) cexp
_
_
t
0
A(, x)d
_
, (3.2.27)
for (t, x) D
0
, where
A(t, x) =
_
B
k(t, x, t, y)dy +
_
t
0
_
B
D
1
k(t, x, s, y)dyds, (3.2.28)
for (t, x) D
0
.
(c
10
) Let g C(R
+
, R
+
) be a nondecreasing function, g(u) > 0 on (0, ). If
u(t, x) c +
_
t
0
_
B
k(t, x, s, y)g(u(s, y))dyds, (3.2.29)
for (t, x) D
0
, then for 0 t t
1
; t, t
1
R
+
, x B,
u(t, x) W
1
_
W(c) +
_
t
0
A(, x)d
_
, (3.2.30)
where
W(r) =
_
r
r
0
ds
g(s)
, r > 0, (3.2.31)
r
0
> 0 is arbitrary and W
1
is the inverse of W and A(t, x) is given by (3.2.28) and t
1
R
+
is chosen so that
W(c) +
_
t
0
A(, x)d Dom
_
W
1
_
,
for all t R
+
lying in the interval 0 t t
1
and x B.
0
, R
+
); k, D
1
k C(, R
+
(c
11
) If
u
2
(t, x) c +
_
t
0
_
B
k(t, x, s, y)u(s, y)dyds, (3.2.32)
for (t, x) D
0
, then
u(t, x)
c +
1
2
_
t
0
A(, x)d, (3.2.33)
for (t, x) D
0
, where A(t, x) is given by (3.2.28).
(c
12
) Let g(u) be as in part (c
10
). If
u
2
(t, x) c +
_
t
0
_
B
k(t, x, s, y)u(s, y)g(u(s, y)) dyds, (3.2.34)
for (t, x) D
0
, then for 0 t t
2
; t, t
2
R
+
, x B,
u(t, x) W
1
_
W
_
c
_
+
1
2
_
t
0
A(, x)d
_
, (3.2.35)
where W, W
1
, A(t, x) are as in part (c
10
) and t
2
R
+
is chosen so that
W
_
c
_
+
1
2
_
t
0
A(, x)d Dom
_
W
1
_
,
for all t R
+
2
and x B.
The integral inequality established in [103] and its variant are given in the following theo-
rem.
Theorem 3.2.7. Let u, p, q, f , g C(D
0
, R
+
).
(c
13
) If
u(t, x) p(t, x)
+q(t, x)
_
t
0
_
B
f (s, y)
_
u(s, y) +q(s, y)
_
s
0
_
B
g(, z)u(, z)dzd
_
dyds, (3.2.36)
for (t, x) D
0
, then
u(t, x) p(t, x) +q(t, x)
_
t
0
_
B
p(s, y)[ f (s, y) +g(s, y)]
exp
_
_
t
s
_
B
q(, z)[ f (, z) +g(, z)]dzd
_
dyds, (3.2.37)
for (t, x) D
0
.
(c
14
) If
u(t, x) p(t, x)
+q(t, x)
_
t
0
_
s
0
_
B
f (, y)
_
u(, y) +q(, y)
_

0
_

0
_
B
g(, z)u(, z)dzd
_
dyd, (3.2.38)
for (t, x) D
0
, then
u(t, x) p(t, x) +q(t, x)
_
_
t
0
_
s
0
_
B
p(, y)[ f (, y) +g(, y)]dyd
_
exp
_
_
t
0
_
s
0
_
B
q(, y)[ f (, y) +g(, y)]dyd
_
, (3.2.39)
for (t, x) D
0
.
Proofs of Theorems 3.2.13.2.7. The proofs resemble one another, we give the details for
(c
1
), (c
3
), (c
5
), (c
7
), (c
9
), (c
11
), (c
13
) only; the proofs of other inequalities can be completed
by following the proofs of the above inequalities, see also [82,87].
(c
1
) Setting
e(s) =
_
B
L(s, y, u(s, y)) dy, (3.2.40)
u(t, x) p(t, x) +q(t, x)
_
t
0
e(s)ds. (3.2.41)
Dene
m(t) =
_
t
0
e(s)ds, (3.2.42)
then m(0) = 0 and
u(t, x) p(t, x) +q(t, x)m(t). (3.2.43)
From (3.2.42), (3.2.40), (3.2.43) and (3.2.1), we observe that
m
(t) = e(t) =
_
B
L(t, y, u(t, y))dy
_
B
L(t, y, p(t, y) +q(t, y)m(t))dy
=
_
B
{L(t, y, p(t, y) +q(t, y)m(t)) L(t, y, p(t, y)) +L(t, y, p(t, y))}dy
_
B
M(t, y, p(t, y))q(t, y)m(t)dy +
_
B
L(t, y, p(t, y)) dy
= m(t)
_
B
M(t, y, p(t, y))q(t, y)dy +
_
B
L(t, y, p(t, y)) dy. (3.2.44)
The inequality (3.2.44) implies (see [82, Theorem 1.3.2])
m(t)
_
t
0
_
B
L(s, y, p(s, y)) exp
_
_
t
s
_
B
M(, z, p(, z))q(, z)dzd
_
dyds, (3.2.45)
for (t, x) D
0
. Using (3.2.45) in (3.2.43), we get the required inequality in (3.2.3).
(c
3
) Setting
e
1
(s) =
_
B
[ f (s, y)u(s, y) +g(s, y)]dy,
and following the proof of part (c
1
) with suitable changes we get the required inequality in
(3.2.7).
(c
5
e
2
(s) =
_
B
_
f (s, y)u(s, y) +g(s, y)u
(s, y)
_
dy, (3.2.46)
in (3.2.12), we get
u
(t, x) k
+
_
t
0
e
2
(s)ds.
Let k > 0 and dene
z(t) = k
+
_
t
0
e
2
(s), (3.2.47)
then z(0) = k
and
u
(t, x) z(t), (3.2.48)

for (t, x) D
0
. From (3.2.47), (3.2.46), (3.2.48), we observe that
z
(t) =e
2
(t)
=
_
B
_
f (t, y)u(t, y) +g(t, y)u
(t, y)
_
dy
_
B
_
f (t, y)(z(t))
1
+g(t, y)z(t)
_
dy
=
_
z(t)
_
B
g(t, y)dy +(z(t))
1
_
B
f (t, y)dy
_
. (3.2.49)
z(t) exp
_
_
t
0
_
B
g(, z)dzd
__
k
1
+( 1)
_
t
0
_
B
f (s, y)
exp
_
( 1)
_
s
0
_
B
g(, z)dzd
_
dyds
_

1
. (3.2.50)
Using (3.2.50) in (3.2.48), we get the required inequality in (3.2.13). If k 0, we carry out
the above procedure with k + instead of k, where > 0 is an arbitrary small constant, and
then pass to the limit as 0 to obtain (3.2.13).
(c
7
) Let
w(t) =
_
t
0
_
B
f (s, y)u(s, y)dyds, (3.2.51)
=
_

0
_
B
g(s, y)u(s, y)dyds, (3.2.52)
u(t, x) p(t, x) +q(t, x)w(t) +r(t, x). (3.2.53)
Introducing the notation
e
3
(s) =
_
B
f (s, y)u(s, y)dy, (3.2.54)
in (3.2.51), we get
w(t) =
_
t
0
e
3
(s)ds. (3.2.55)
From (3.2.55), (3.2.54) and (3.2.53), we have
w
(t) = e
3
(t) =
_
B
f (t, y)u(t, y)dy
_
B
f (t, y)[p(t, y) +q(t, y)w(t) +r(t, y)]dy
= w(t)
_
B
f (t, y)q(t, y)dy +
_
B
f (t, y)[p(t, y) +r(t, y)] dy. (3.2.56)
w(t)
_
t
0
_
B
f (s, y)[p(s, y) +r(s, y)] exp
_
_
t
s
_
B
f (, z)q(, z)dzd
_
dyds
=
_
t
0
_
B
f (s, y)p(s, y)exp
_
_
t
s
_
B
f (, z)q(, z)dzd
_
dyds
+
_
t
0
_
B
f (s, y)r(s, y)exp
_
_
t
s
_
B
f (, z)q(, z)dzd
_
dyds. (3.2.57)
From (3.2.53) and (3.2.57), we get
u(t, x) p(t, x) +q(t, x)
_
_
t
0
_
B
f (s, y)p(s, y)exp
_
_
t
s
_
B
f (, z)q(, z)dzd
_
dyds
+
_
t
0
_
B
f (s, y)r(s, y)exp
_
_
t
s
_
B
f (, z)q(, z)dzd
_
dyds
_
+r(t, x)
= K
1
(t, x) +K
2
(t, x). (3.2.58)

_

0
_
B
g(s, y)[K
1
(s, y) +K
2
(s, y)]dyds,
which implies
D. (3.2.59)
Using (3.2.59) in (3.2.58), we get (3.2.19).
(c
9
) Setting
E(t, s) =
_
B
k(t, x, s, y)u(s, y)dy, (3.2.60)
for every x B, the inequality (3.2.26) can be restated as
u(t, x) c +
_
t
0
E(t, s)ds. (3.2.61)
Dene
z(t) = c +
_
t
0
E(t, s)ds, (3.2.62)
then z(0) = c and
u(t, x) z(t). (3.2.63)
From (3.2.62), (3.2.60), (3.2.63) and the fact that z(t) is nondecreasing in t R
+
, we
observe that
z
(t) = E(t, t) +
_
t
0
D
1
E (t, s) ds
=
_
B
k(t, x, t, y)u(t, y)dy +
_
t
0
D
1
_
_
B
k(t, x, s, y)u(s, y)dy
_
ds
_
B
k(t, x, t, y)z(t)dy +
_
t
0
_
B
D
1
k(t, x, s, y)z(s)dyds
A(t, x)z(t). (3.2.64)
The inequality (3.2.64) implies
z(t) cexp
_
_
t
0
A(, x)d
_
. (3.2.65)
(c
11
) Let E(t, s) be given by (3.2.60). Then (3.2.32) can be restated as
u
2
(t, x) c +
_
t
0
E(t, s) ds. (3.2.66)
Let c > 0 and dene by z(t) the right hand side of (3.2.66), then z(0) = c and u(t, x)
_
z(t). Following the proof of part (c
9
), we get
z
(t) A(t, x)
_
z(t). (3.2.67)
_
z(t)
c +
1
2
_
t
0
A(, x)d. (3.2.68)
The required inequality in (3.2.33) follows by using (3.2.68) in u(t, x)
_
z(t). The proof
of the case when c 0 can be completed as mentioned in the proof of part (c
5
).
(c
13
E
0
(s) =
_
B
f (s, y)
_
u(s, y) +q(s, y)
_
s
0
_
B
g(, z)u(, z)dzd
_
dy, (3.2.69)
u(t, x) p(t, x) +q(t, x)
_
t
0
E
0
(s)ds. (3.2.70)
Dene
m(t) =
_
t
0
E
0
(s)ds, (3.2.71)
for t R
+
, then m(0) = 0 and from (3.2.70), we get
u(t, x) p(t, x) +q(t, x)m(t), (3.2.72)
for (t, x) D
0
. From (3.2.71), (3.2.69) and (3.2.72), we observe that
m
(t) = E
0
(t) =
_
B
f (t, y)
_
u(t, y) +q(t, y)
_
t
0
_
B
g(, z)u(, z)dzd
_
dy
_
B
f (t, y)
_
p(t, y) +q(t, y)m(t)
+q(t, y)
_
t
0
_
B
g(, z)[p(, z) +q(, z)m()]dzd
_
dy, (3.2.73)
for t R
+
r() =
_
B
g(, z)[p(, z) +q(, z)m()] dz, (3.2.74)
the inequality (3.2.73) can be written as
m
(t)
_
B
f (t, y)
_
p(t, y) +q(t, y)
_
m(t) +
_
t
0
r()d
__
dy, (3.2.75)
for t R
+
. Dene
v(t) = m(t) +
_
t
0
r()d, (3.2.76)
then m(t) v(t), v(0) = m(0) = 0 and
m
(t)
_
B
f (t, y)[p(t, y) +q(t, y)v(t)]dy. (3.2.77)
From (3.2.76), (3.2.77), (3.2.74) and the fact that m(t) v(t), t R
+
, we observe that
v
(t) = m
(t) +r(t)
_
B
f (t, y)[p(t, y) +q(t, y)v(t)]dy +
_
B
g(t, z)[p(t, z) +q(t, z)m(t)]dz
v(t)
_
B
q(t, y)[ f (t, y) +g(t, y)]dy +
_
B
p(t, y)[ f (t, y) +g(t, y)]dy. (3.2.78)
v(t)
_
t
0
_
B
p(s, y)[ f (s, y) +g(s, y)]
exp
_
_
t
s
_
B
q(, z)[ f (, z) +g(, z)]dzd
_
dyds. (3.2.79)
Using the fact that m(t) v(t), t R
+
in (3.2.79) and then using the bound on m(t) in
(3.2.72), we get the required inequality in (3.2.37).
3.3 Volterra-Fredholm-type integral inequalities II
The main objective of this section is to present some more mixed Volterra-Fredholm-type
integral inequalities established in [107,119 ] which can be used as tools in certain new
situations. In what follows we shall use the notation as given in section 3.2. Furthermore,
let x = (x
1
, . . . , x
n
) be any point in R
n
+
, D
i
=

x
i
, D
n
D
1
=

x
n

x
1
for 1 i n,
B
0,x
= {x R
n
+
: 0 < x < }, H
a,b
=
m
i=1
[a
i
, b
i
] R
m
(a
i
< b
i
) and H = R
n
+
H
a,b
. For
the functions u(s) and v(t) dened on B
0,x
and H
a,b
we denote by
_
B
0,x
u(s)ds,
_
H
a,b
v(t)dt
the n-fold and m-fold integrals
_
x
1
0

_
x
n
0
u(s
1
, . . . , s
n
)ds
n
ds
1
,
_
b
1
a
1

_
b
m
a
m
v(t
1
, . . . , t
m
)dt
m
dt
1
respectively.
The mixed Volterra-Fredholm-type integral inequalities established in [107] are given in
the following theorems.
Theorem 3.3.1. Let u, p, q, f C(D
0
, R
+
) and c 0 be a constant.
(d
1
) Let L C(D
0
R
+
, R
+
) satises the condition (3.2.1) in Theorem 3.2.1 part (c
1
). If
u(t, x) p(t, x) +q(t, x)
_
t
0
_
s
0
_
B
L(, y, u(, y)) dyd ds, (3.3.1)
for (t, x) D
0
, then
u(t, x) p(t, x) +q(t, x)
_
_
t
0
_
s
0
_
B
L(, y, p(, y))dyd ds
_
exp
_
_
t
0
_
s
0
_
B
M(, y, p(, y))q(, y)dyd ds
_
, (3.3.2)
for (t, x) D
0
.
(d
2
) Let g C(R
+
, R
+
) be a nondecreasing function, g(u) > 0 on (0, ). If
u(t, x) c +
_
t
0
_
s
0
_
B
f (, y)g(u(, y))dyd ds, (3.3.3)
for (t, x) D
0
, then for 0 t t
1
; t, t
1
R
+
, x B,
u(t, x) W
1
_
W(c) +
_
t
0
_
s
0
_
B
f (, y)dyd ds
_
, (3.3.4)
where W, W
1
are as in Theorem 3.2.5 part (c
10
) and t
1
R
+
is chosen so that
W(c) +
_
t
0
_
s
0
_
B
f (, y)dyd ds Dom
_
W
1
_
, (3.3.5)
for all t R
+
lying in 0 t t
1
and x B.
Theorem 3.3.2. Let u, f C(D
0
, R
+
(d
3
) If
u
2
(t, x) c +
_
t
0
_
s
0
_
B
f (, y)u(, y)dyd ds, (3.3.6)
for (t, x) D
0
, then
u(t, x)
c +
1
2
_
t
0
_
s
0
_
B
f (, y)dyd ds, (3.3.7)
for (t, x) D
0
.
(d
4
) Let g(u) be as in part (d
2
). If
u
2
(t, x) c +
_
t
0
_
s
0
_
B
f (, y)u(, y)g(u(, y))dyd ds, (3.3.8)
for (t, x) D
0
, then for 0 t t
2
; t, t
2
R
+
, x B,
u(t, x) W
1
_
W
_
c
_
+
1
2
_
t
0
_
s
0
_
B
f (, y)dyd ds
_
, (3.3.9)
where W, W
1
are as in part (d
2
) and t
2
R
+
is chosen so that
W
_
c
_
+
1
2
_
t
0
_
s
0
_
B
f (, y)dyd ds Dom
_
W
1
_
,
for all t R
+
lying in 0 t t
2
and x B.
0
, R
1
), f C(D
0
, R
+
(d
5
) If
u(t, x) c +
_
t
0
_
s
0
_
B
f (, y)u(, y)logu(, y)dyd ds, (3.3.10)
for (t, x) D
0
, then
u(t, x) c
exp(
_
t
0
_
s
0
_
B
f (,y)dyd ds)
, (3.3.11)
for (t, x) D
0
.
(d
6
) Let g(u) be as in part (d
2
). If
u(t, x) c +
_
t
0
_
s
0
_
B
f (, y)u(, y)g(logu(, y))dyd ds, (3.3.12)
for (t, x) D
0
, then for 0 t t
3
; t, t
3
R
+
, x B,
u(t, x) exp
_
W
1
_
W(logc) +
_
t
0
_
s
0
_
B
f (, y)dyd ds
__
, (3.3.13)
where W, W
1
are as in part (d
2
) and t
3
R
+
be chosen so that
W(logc) +
_
t
0
_
s
0
_
B
f (, y)dyd ds Dom
_
W
1
_
,
for all t R
+
3
and x B.
The following theorems contain the inequalities given in [119].
Theorem 3.3.4. Let u, f C(H, R
+
(d
7
) If
u(x, y) c +
_
B
0,x
_
H
a,b
f (s, t)u(s, t)dt ds, (3.3.14)
for (x, y) H, then
u(x, y) cexp
_
_
B
0,x
_
H
a,b
f (s, t)dt ds
_
, (3.3.15)
for (x, y) H.
(d
8
) If c 1, u 1 and
u(x, y) c +
_
B
0,x
_
H
a,b
f (s, t)u(s, t)logu(s, t)dt ds, (3.3.16)
for (x, y) H, then
u(x, y) c
exp
_
_
B
0,x
_
H
a,b
f (s,t)dt ds
_
, (3.3.17)
for (x, y) H.
Theorem 3.3.5. (d
9
) Let u, f C(H, R
+
); c, p, q be positive constants and suppose that
u
p
(x, y) c +
_
B
0,x
_
H
a,b
f (s, t)u
q
(s, t)dt ds, (3.3.18)
for (x, y) H. If 0 < q < p, then
u(x, y)
_
(c)
pq
p
+
pq
p
_
B
0,x
_
H
a,b
f (s, t)dt ds
_ 1
pq
, (3.3.19)
for (x, y) H.
(d
10
) Let u, p, q, f C(H, R
+
) and L C(HR
+
, R
+
) be such that
0 L(x, y, u) L(x, y, v) M(x, y, v)(uv), (3.3.20)
for u v 0, where M C(HR
+
, R
+
). If
u(x, y) p(x, y) +q(x, y)
_
B
0,x
_
H
a,b
L(s, t, u(s, t))dt ds, (3.3.21)
for (x, y) H, then
u(x, y) p(x, y) +q(x, y)
_
_
B
0,x
_
H
a,b
L(s, t, p(s, t)) dt ds
_
exp
_
_
B
0,x
_
H
a,b
M(s, t, p(s, t))q(s, t)dt ds
_
, (3.3.22)
for (x, y) H.
Proofs of Theorems 3.3.13.3.5. To prove (d
2
)(d
4
), (d
7
), it is sufcient to assume that
c >0, since the standard limiting argument can be used to treat the remaining case, see [82,
p. 108].
(d
1
) Setting
r() =
_
B
L(, y, u(, y))dy, (3.3.23)
u(t, x) p(t, x) +q(t, x)
_
t
0
_
s
0
r()d ds. (3.3.24)
Dene
z(t) =
_
t
0
_
s
0
r()d ds, (3.3.25)
then, it is easy to see that z(0) = 0, z
(0) = 0 and
u(t, x) p(t, x) +q(t, x)z(t). (3.3.26)
From (3.3.25), (3.3.23), (3.3.26) and (3.2.1), we observe that
z
(t) = r(t) =
_
B
L(t, y, u(t, y)) dy
_
B
_
L(t, y, p(t, y) +q(t, y)z(t)) L(t, y, p(t, y))
_
dy +
_
B
L(t, y, p(t, y)) dy
z(t)
_
B
M(t, y, p(t, y))q(t, y)dy +
_
B
L(t, y, p(t, y))dy. (3.3.27)
From (3.3.27) and using the fact that z(t) is nondecreasing in t R
+
z(t)
_
t
0
_
s
0
_
B
+
_
t
0
z(s)
_
_
s
0
_
B
M(, y, p(, y))q(, y)dyd
_
ds. (3.3.28)
Clearly, the rst term on the right hand side of (3.3.28) is continuous, nonnegative and non-
decreasing in t R
+
. Now a suitable application of the inequality in [82, Theorem 1.3.1]
to (3.3.28) yields
z(t)
_
_
t
0
_
s
0
_
B
_
exp
_
_
t
0
_
s
0
_
B
M(, y, p(, y))q(, y)dyd ds
_
. (3.3.29)
(d
2
) Setting
r
1
() =
_
B
f (, y)g(u(, y)) dy, (3.3.30)
u(t, x) c +
_
t
0
_
s
0
r
1
()d ds. (3.3.31)
Let c > 0 and dene by z(t) the right hand side of (3.3.31). Following the proof of part (d
1
)
given above, we get
z
(t) = r
1
(t) =
_
B
f (t, y)g(u(t, y))dy g(z(t))
_
B
f (t, y)dy. (3.3.32)
+
z(t) c +
_
t
0
g(z(s))
_
_
s
0
_
B
f (, y)dyd
_
ds. (3.3.33)
Now a suitable application of the inequality in [82, Theorem 2.3.1] to (3.3.33) yields
z(t) W
1
_
W(c) +
_
t
0
_
s
0
_
B
f (, y)dyd ds
_
. (3.3.34)
Using (3.3.34) in u(t, x) z(t) we get the required inequality in (3.3.4). The proof of the
case when c 0 can be completed as mentioned in the proof of part (c
5
). The subinterval
0 t t
1
is obvious.
(d
3
) setting
r
2
() =
_
B
f (, y)u(, y)dy, (3.3.35)
u
2
(t, x) c +
_
t
0
_
s
0
r
2
()d ds. (3.3.36)
Let c > 0 and dene by z(t) the right hand side of (3.3.36), then z(0) = c, z
(0) = 0 and
u(t, x)
_
z(t). Following the proof of part (d
1
), we get
z
(t) = r
2
(t) =
_
B
f (t, y)u(t, y)dy
_
z(t)
_
B
f (t, y)dy. (3.3.37)
By taking t = in (3.3.37) and integrating it over from 0 to t and using the fact that z(t)
is nondecreasing in t R
+
, we get
z
(t)
_
z(t)
_
t
0
_
B
f (, y)dyd. (3.3.38)
The inequality (3.3.38) implies (see [82, p. 233])
_
z(t)
c +
1
2
_
t
0
_
s
0
_
B
f (, y)dyd ds. (3.3.39)
The required inequality in (3.3.7) follows by using (3.3.39) in u(t, x)
_
z(t).
(d
4
) Setting
r
3
() =
_
B
f (, y)u(, y)g(u(, y)) dy, (3.3.40)
u
2
(t, x) c +
_
t
0
_
s
0
r
3
()d ds. (3.3.41)
Let c > 0 and dene by z(t) the right hand side of (3.3.41). Following the proof of part
(d
1
), we get
z
(t) = r
3
(t)
_
z(t)g
_
_
z(t)
_
_
B
f (t, y)dy. (3.3.42)
+
, it is easy to observe
that
z
(t)
_
z(t)
g
_
_
z(t)
_
_
t
0
_
B
f (, y)dyd. (3.3.43)
From (3.3.43), we get
_
z(t)
c +
1
2
_
t
0
g
_
_
z(s)
_
_
_
s
0
_
B
f (, y)dyd
_
ds. (3.3.44)
Now a suitable application of the inequality in [82, Theorem 2.3.1] to (3.3.44) yields
_
z(t) W
1
_
W
_
c
_
+
1
2
_
t
0
_
s
0
_
B
f (, y)dyd ds
_
. (3.3.45)
Using (3.3.45) in u(t, x)
_
z(t), we get (3.3.9).
(d
5
) Setting
r
4
() =
_
B
f (, y)u(, y)logu(, y)dy, (3.3.46)
u(t, x) c +
_
t
0
_
s
0
r
4
()d ds. (3.3.47)
Let c > 0 and dene by z(t) the right hand side of (3.3.47). Following the proof of (d
1
) and
using the fact that u(t, x) z(t), we have
z
(t) = r
4
(t) =
_
B
f (t, y)u(t, y)logu(t, y)dy z(t)logz(t)
_
B
f (t, y)dy. (3.3.48)
+
, it is easy to observe
that
z
(t) z(t)logz(t)
_
t
0
_
B
f (, y)dyd, (3.3.49)
which implies
logz(t) logc +
_
t
0
logz(s)
_
_
s
0
_
B
f (, y)dyd
_
ds. (3.3.50)
Now by following the proof of Theorem 3.8.2 given in [82, p. 269] we get
z(t) c
exp(
_
t
0
_
s
0
_
B
f (,y)dyd ds)
. (3.3.51)
Using (3.3.51) in u(t, x) z(t), we get the required inequality in (3.3.11).
(d
6
) The proof can be completed by following the proof of (d
5
) and closely looking at the
proof of Theorem 3.9.1 given in [82, p. 270]. Here, we omit the details.
Next, we will give the proofs of (d
7
) and (d
9
); the proofs of (d
8
) and (d
10
) can be completed
by following the proofs of (d
7
) and (d
9
) and closely looking at the proofs of (d
5
) and (d
1
).
(d
7
R
1
(s) =
_
H
a,b
f (s, t)u(s, t)dt, (3.3.52)
in (3.3.14), we get
u(x, y) c +
_
B
0,x
R
1
(s)ds, (3.3.53)
for (x, y) H. Let c > 0 and dene
z(x) = c +
_
B
0,x
R
1
(s)ds, (3.3.54)
for x R
n
+
, then z(0) = c and
u(x, y) z(x). (3.3.55)
From (3.3.54), (3.3.52), (3.3.55), we observe that (see [82, Theorem 4.9.1])
D
n
D
1
z(x) = R
1
(x) =
_
H
a,b
f (x, t)u(x, t)dt z(x)
_
H
a,b
f (x, t)dt. (3.3.56)
From (3.3.56), it is easy to observe that
z(x) c +
_
B
0,x
z(s)
_
H
a,b
f (s, t)dt ds. (3.3.57)
Now a suitable application of Theorem 4.9.1 part (i) in [82, p. 397] to (3.3.57) yields
z(x) cexp
_
_
B
0,x
_
H
a,b
f (s, t)dt ds
_
. (3.3.58)
Using (3.3.58) in (3.3.55) yields (3.3.15).
(d
9
R
2
(s) =
_
H
a,b
f (s, t)u
q
(s, t)dt, (3.3.59)
u
p
(x, y) c +
_
B
0,x
R
2
(s)ds. (3.3.60)
Dene
z(x) = c +
_
B
0,x
R
2
(s)ds, (3.3.61)
for x R
n
+
, then z(0) = c and
u
p
(x, y) z(x), (3.3.62)
for (x, y) H. From (3.3.61), (3.3.59) and (3.3.62), we observe that
D
n
D
1
z(x) = R
2
(x) =
_
H
a,b
f (x, t)u
q
(x, t)dt (z(x))
q
p
_
H
a,b
f (x, t)dt.
i.e.,
D
n
D
1
z(x)
(z(x))
q
p
_
H
a,b
f (x, t)dt. (3.3.63)
Now by following the similar arguments as in the proofs of Theorems 4.9.1 and 5.9.1 given
in [82] with suitable modications, from (3.3.63), we obtain
(z(x))
pq
p
(c)
pq
p
pq
p
_
B
0,x
_
H
a,b
f (s, t)dt ds,
for x R
n
+
, which implies
z(x)
_
(c)
pq
p
+
pq
p
_
B
0,x
_
H
a,b
f (s, t)dt ds
_
p
pq
. (3.3.64)
The assertion (3.3.19) follows by using (3.3.64) in (3.3.62).
3.4 Integral equation of Volterra-Fredholm-type
The mixed Volterra-Fredholm integral equations of the form
u(t, x) = f (t, x) +
_
t
0
_
B
F(t, x, s, y, u(s, y))dyds, (3.4.1)
often arise from mathematical modeling of many physical and biological phenomena, see
[5,1618,28,31,32] and the related references given therein. In (3.4.1) f , F are given func-
tions, B is as dened in section 3.2 and u is the unknown function. We assume that
f C(D
0
, R
n
), F C(R
n
, R
n
), where D
0
, are as dened in section 3.2. Let Z be
the space of functions C(D
0
, R
n
) which full the condition
|(t, x)| = O(exp((t +|x|))), (3.4.2)
where > 0 is a constant. In the space Z we dene the norm
||
Z
= sup
(t,x)D
0
[|(t, x)| exp((t +|x|))]. (3.4.3)
It is easy to see that Z with norm dened in (3.4.3) is a Banach space and
||
Z
M, (3.4.4)
where M 0 is a constant. The main objective of this section is to present some qualitative
aspects of solutions of equation (3.4.1) developed in [79,99,105,116].
The following result guarantees the existence and uniqueness of solutions of equation
(3.4.1).
(i) the function F in equation (3.4.1) satises the condition
|F(t, x, s, y, u) F(t, x, s, y, v)| h(t, x, s, y)|uv|, (3.4.5)
where h C(D
2
0
, R
+
),
(ii) for as in (3.4.2)
(a
1
_
t
0
_
B
h(t, x, s, y)exp((s +|y|))dyds exp((t +|x|)), (3.4.6)
(a
2
| f (t, x)| +
_
t
0
_
B
|F(t, x, s, y, 0)|dyds exp((t +|x|)), (3.4.7)
where f , F are as dened in equation (3.4.1).
Then the equation (3.4.1) has a unique solution u(t, x) in Z on D
0
.
Proof. Let u Z and dene the operator T by
(Tu)(t, x) = f (t, x) +
_
t
0
_
B
F(t, x, s, y, u(s, y))dyds, (3.4.8)
for (t, x) D
0
. From (3.4.8) and using the hypotheses, we have
|(Tu)(t, x)| | f (t, x)| +
_
t
0
_
B
|F(t, x, s, y, u(s, y)) F(t, x, s, y, 0)|dyds
+
_
t
0
_
B
|F(t, x, s, y, 0)|dyds
exp((t +|x|)) +|u|
Z
_
t
0
_
B
h(t, x, s, y)exp((s +|y|))dyds
[M +] exp((t +|x|)). (3.4.9)
From (3.4.9), it follows that Tu Z.
Let u, v Z. From (3.4.8) and using the hypotheses, we have
|(Tu)(t, x) (Tv)(t, x)|
_
t
0
_
B
|F(t, x, s, y, u(s, y)) F(t, x, s, y, v(s, y))|dyds
|uv|
Z
_
t
0
_
B
h(t, x, s, y)exp((s +|y|)) dyds
|uv|
Z
exp((t +|x|)). (3.4.10)
From (3.4.10), it follows that
|TuTv|
Z
|uv|
Z
.
Since < 1, it follows from Banach xed point theorem (see [28] and [51]) that T has a
unique xed point in Z. The xed point of T is a solution of equation (3.4.1).
Remark 3.4.1. We note that one can formulate existence and uniqueness result similar
to that of Theorem 1.3.2 for the solution u C(D
0
, R
n
) of equation (3.4.1). Furthermore,
Theorem 3.4.1 can also be extended to more general mixed Volterra-Fredholm integral
equation of the form
u(t, x) = f (t, x) +
_
t
0
G(t, x, s, u(s, x)) ds
+
_
B
H(t, x, y, u(t, y)) dy +
_
t
0
_
B
F(t, x, s, y, u(s, y))dyds, (3.4.11)
under some suitable conditions on the functions involved in (3.4.11). We leave the precise
formulations of such results to the reader.
The next result concerning the estimate on the solution of equation (3.4.1) holds.
Theorem 3.4.2. Suppose that the function F in equation (3.4.1) satises the condition
|F(t, x, s, y, u) F(t, x, s, y, v)| k(t, x, s, y)|uv|, (3.4.12)
where k, D
1
k C(, R
+
). Let
c = sup
(t,x)D
0
f (t, x) +
_
t
0
_
B
F(t, x, s, y, 0)dyds
< , (3.4.13)
where f , F are the functions in equation (3.4.1). If u(t, x) is any solution of equation (3.4.1)
on D
0
, then
|u(t, x)| cexp
_
_
t
0
A(, x)d
_
, (3.4.14)
for (t, x) D
0
Proof. Using the fact that u(t, x) is a solution of equation (3.4.1) on D
0
and hypotheses,
we have
|u(t, x)|
f (t, x) +
_
t
0
_
B
F(t, x, s, y, 0)dyds
+
_
t
0
_
B
|F(t, x, s, y, u(s, y)) F(t, x, s, y, 0)|dyds
c +
_
t
0
_
B
k(t, x, s, y)|u(s, y)|dyds. (3.4.15)
Now an application of the inequality in Theorem 3.2.5 part (c
9
) to (3.4.15) yields (3.4.14).
A variant of Theorem 3.4.2 is given in the following theorem.
(3.4.12). Let
d = sup
(t,x)D
0
_
t
0
_
B
|F(t, x, s, y, f (s, y))|dyds < , (3.4.16)
where f , F are the functions in equation (3.4.1). If u(t, x) is any solution of equation (3.4.1)
on D
0
, then
|u(t, x) f (t, x)| d exp
_
_
t
0
A(, x)d
_
, (3.4.17)
for (t, x) D
0
Proof. Let z(t, x) =|u(t, x) f (t, x)| for (t, x) D
0
. Using the fact that u(t, x) is a solution
of equation (3.4.1) and hypotheses, we have
z(t, x)
_
t
0
_
B
|F(t, x, s, y, u(s, y)) F(t, x, s, y, f (s, y))|dyds
+
_
t
0
_
B
|F(t, x, s, y, f (s, y))|dyds
d +
_
t
0
_
B
k(t, x, s, y)z(s, y)dyds. (3.4.18)
9
) to (3.4.18) yields (3.4.17).
We call the function u C(D
0
, R
n
) an -approximate solution of equation (3.4.1) if there
u(t, x)
_
f (t, x) +
_
t
0
_
B
F(t, x, s, y, u(s, y))dyds
_
,
for (t, x) D
0
.
The next theorem deals with the estimate on the difference between the two approximate
solutions of equation (3.4.1).
Theorem 3.4.4. Let u
1
(t, x) and u
2
(t, x) be respectively
1
- and
2
of equation (3.4.1) on D
0
. Suppose that the function F in equation (3.4.1) satises the
condition (3.4.12). Then
|u
1
(t, x) u
2
(t, x)| (
1
+
2
)exp
_
_
t
0
A(, x)d
_
, (3.4.19)
for (t, x) D
0
Proof. Since u
1
(t, x) and u
2
(t, x) are respectively,
1
- and
2
equation (3.4.1) on D
0
, we have
u
i
(t, x)
_
f (t, x) +
_
t
0
_
B
F(t, x, s, y, u
i
(s, y))dyds
_
i
, (3.4.20)
for i = 1, 2. From (3.4.20) and using the elementary inequalities in (1.3.25), we observe
that
2
+
2
u
1
(t, x)
_
f (t, x) +
_
t
0
_
B
F(t, x, s, y, u
1
(s, y)) dyds
_
u
2
(t, x)
_
f (t, x) +
_
t
0
_
B
F(t, x, s, y, u
2
(s, y)) dyds
_
[u
1
(t, x) u
2
(t, x)]
__
f (t, x) +
_
t
0
_
B
F(t, x, s, y, u
1
(s, y)) dyds
_
_
f (t, x) +
_
t
0
_
B
F(t, x, s, y, u
2
(s, y)) dyds
__
|u
1
(t, x) u
2
(t, x)|
_
t
0
_
B
{F(t, x, s, y, u
1
(s, y)) F(t, x, s, y, u
2
(s, y))}dyds
. (3.4.21)
Let w(t, x) =|u
1
(t, x) u
2
(t, x)| for (t, x) D
0
. From (3.4.21) and using (3.4.12), we have
w(t, x) (
2
+
2
) +
_
t
0
_
B
|F(t, x, s, y, u
1
(s, y)) F(t, x, s, y, u
2
(s, y))|dyds
(
2
+
2
) +
_
t
0
_
B
k(t, x, s, y)w(s, y)dyds. (3.4.22)
9
) to (3.4.22) yields (3.4.19).
Remark 3.4.2. In case u
1
(t, x) is a solution of equation (3.4.1), then we have
1
= 0 and
from (3.4.19), we see that u
2
(t, x) u
1
(t, x) as
2
0. Moreover, from (3.4.19) it follows
that if
1
=
2
= 0, then the uniqueness of solutions of equation (3.4.1) is established.
Consider the equation (3.4.1) and the following Volterra-Fredholm integral equation
v(t, x) = f (t, x) +
_
t
0
_
B
F(t, x, s, y, v(s, y)) dyds, (3.4.23)
where f C(D
0
, R
n
), F C(R
n
, R
n
).
The following result that relates the solutions of equations (3.4.1) and (3.4.23) holds.
(3.4.12) and there exist constants
i
0 (i = 1, 2) such that
| f (t, x) f (t, x)|
1
, (3.4.24)
_
t
0
_
B
|F(t, x, s, y, p) F(t, x, s, y, p)|dyds
2
, (3.4.25)
where f , F and f , F are as given in equations (3.4.1) and (3.4.23). Let u(t, x) and v(t, x)
be respectively, solutions of (3.4.1) and (3.4.23) on D
0
, then
|u(t, x) v(t, x)| (
1
+
2
)exp
_
_
t
0
A(, x)d
_
, (3.4.26)
for (t, x) D
0
Proof. Let r(t, x) = |u(t, x) v(t, x)|, (t, x) D
0
. Using the facts that u(t, x), v(t, x) are
respectively the solutions of equations (3.4.1), (3.4.23) on D
0
and hypotheses, we have
r(t, x) | f (t, x) f (t, x)|
+
_
t
0
_
B
+
_
t
0
_
B
|F(t, x, s, y, v(s, y)) F(t, x, s, y, v(s, y))|dyds
(
1
+
2
) +
_
t
0
_
B
k(t, x, s, y)r(s, y)dyds. (3.4.27)
9
) to (3.4.27) yields (3.4.26).
We now consider the system of nonlinear Volterra-Fredholm integral equations of the form
u(t, x) = f (t, x) +
_
t
0
_
B
[k(t, x, s, y)u(s, y) +F(t, x, s, y, u(s, y))]dyds, (3.4.28)
as a perturbation of the linear system of Volterra-Fredholm integral equations
v(t, x) = f (t, x) +
_
t
0
_
B
k(t, x, s, y)v(s, y)dyds, (3.4.29)
where f , F are as given in equation (3.4.1) and k C(, R).
The following theorem deals with the estimate on the difference between the solutions of
equations (3.4.28) and (3.4.29).
Theorem 3.4.6. Suppose that the functions F and k in equation (3.4.28) satisfy respec-
tively the conditions
|F(t, x, s, y, u
1
) F(t, x, s, y, u
2
)| q(t, x)h(s, y)|u
1
u
2
|, (3.4.30)
F(t, x, s, y, 0) = 0 and
|k(t, x, s, y)| q(t, x)g(s, y), (3.4.31)
where q, h, g C(D
0
, R
+
). Let v(t, x) be a solution of equation (3.4.29) on D
0
such that
|v(t, x)| M, where M 0 is a constant and
p(t, x) = Mq(t, x)
_
t
0
_
B
h(s, y)dyds. (3.4.32)
If u(t, x) is any solution of equation (3.4.28) on D
0
, then
|u(t, x) v(t, x)| p(t, x) +q(t, x)
_
t
0
_
B
[h(s, y) +g(s, y)]p(s, y)
exp
_
_
t
s
_
B
[h(, z) +g(, z)]q(, z)dzd
_
dyds, (3.4.33)
for (t, x) D
0
.
Proof. From the hypotheses, we observe that
|u(t, x) v(t, x)|
_
t
0
_
B
|k(t, x, s, y)| |u(s, y) v(s, y)|dyds
+
_
t
0
_
B
+
_
t
0
_
B
|F(t, x, s, y, v(s, y)) F(t, x, s, y, 0)|dyds
q(t, x)
_
t
0
_
B
g(s, y)|u(s, y) v(s, y)|dyds
+q(t, x)
_
t
0
_
B
h(s, y)|u(s, y) v(s, y)|dyds +q(t, x)
_
t
0
_
B
h(s, y)|v(s, y)|dyds
p(t, x) +q(t, x)
_
t
0
_
B
[h(s, y) +g(s, y)]|u(s, y) v(s, y)|dyds. (3.4.34)
2
) to (3.4.34) yields (3.4.33).
Remark 3.4.3. We note that the inequality in Theorem 3.2.5 part (c
9
) can be used to
formulate results on the uniqueness and continuous dependence of solutions of equation
(3.4.1) by following the corresponding results given in section 1.4.
3.5 Volterra-Fredholm-type integral equations
Inspired by the equations like (16) and (19) (see [4,64]), we consider the Volterra-
Fredholm-type integral equations of the forms
u(t, x) = h(t, x) +
_
t
0
_
s
0
_
B
F(t, x, , y, u(, y))dyd ds, (3.5.1)
and
u(x, y) = f (x, y) +
_
B
0,x
_
H
a,b
K(x, y, s, t, u(s, t)) dt ds, (3.5.2)
where h, F and f , K are given functions and u is the unknown function. In this section we
will make use of the notations and denitions given in sections 3.2 and 3.4 and the concept
of the -approximate solution extended in a natural way to equations (3.5.1) and (3.5.2).
We assume that h C(D
0
, R
n
), F C(R
n
, R
n
), f C(H, R
n
), K C(H
2
R
n
, R
n
).
Owing to the importance of equations (3.5.1), (3.5.2), we believe that the qualitative theory
of such equations needs to be developed in various directions. The problems of existence
of solutions of equations (3.5.1) and (3.5.2) can be dealt with the method employed in
section 3.4. In this section, we present conditions under which we can offer simple, unied
and concise proofs of some of the important qualitative properties of solutions of equations
(3.5.1) and (3.5.2).
In our discussion, we use the following special forms of the inequalities given in (d
1
) and
(d
10
).
Lemma 3.5.1. Let u, p, q, g C(D
0
, R
+
). If
u(t, x) p(t, x) +q(t, x)
_
t
0
_
s
0
_
B
g(, y)u(, y)dyd ds,
for (t, x) D
0
, then
u(t, x) p(t, x) +q(t, x)
_
_
t
0
_
s
0
_
B
g(, y)p(, y)dyd ds
_
exp
_
_
t
0
_
s
0
_
B
g(, y)q(, y)dyd ds
_
,
for (t, x) D
0
.
Lemma 3.5.2. Let u, p, q, g C(H, R
+
). If
u(x, y) p(x, y) +q(x, y)
_
B
0,x
_
H
a,b
g(s, t)u(s, t)dt ds,
for (x, y) H, then
u(x, y) p(x, y) +q(x, y)
_
_
B
0,x
_
H
a,b
g(s, t)p(s, t)dt ds
_
exp
_
_
B
0,x
_
H
a,b
g(s, t)q(s, t)dt ds
_
,
for (x, y) H.
We start with the following theorem which deals with the estimate on the difference be-
tween the two approximate solutions of equation (3.5.1).
Theorem3.5.1. Let u
i
(t, x) (i =1, 2) be respectively
i
-approximate solutions of equation
(3.5.1) on D
0
. Suppose that the function F in equation (3.5.1) satises the condition
|F(t, x, , y, u) F(t, x, , y, v)| q(t, x)g(, y)|uv|, (3.5.3)
where q, g C(D
0
, R
+
). Then
|u
1
(t, x) u
2
(t, x)| (
1
+
2
)
_
1+q(t, x)
_
_
t
0
_
s
0
_
B
g(, y)dyd ds
_
exp
_
_
t
0
_
s
0
_
B
g(, y)q(, y)dyd ds
__
, (3.5.4)
for (t, x) D
0
.
Proof. Since u
i
(t, x)(i = 1, 2) are respectively
i
(3.5.1), we have
u
i
(t, x)
_
h(t, x) +
_
t
0
_
s
0
_
B
F(t, x, , y, u
i
(, y)) dyd ds
_
i
.
From the above inequality and using the elementary inequalities in (1.3.25) and following
the proof of Theorem 3.4.4, we get
|u
1
(t, x) u
2
(t, x)| (
1
+
2
)
+
_
t
0
_
s
0
_
B
|F(t, x, , y, u
1
(, y)) F(t, x, , y, u
2
(, y))|dyd ds. (3.5.5)
Let w(t, x) =|u
1
(t, x) u
2
(t, x)|, (t, x) D
0
. From (3.5.5) and using (3.5.3), we have
w(t, x) (
1
+
2
) +q(t, x)
_
t
0
_
s
0
_
B
g(, y)w(, y)dyd ds. (3.5.6)
Now an application of Lemma 3.5.1 to (3.5.6) yields (3.5.4).
Remark 3.5.1. When u
1
(t, x) is a solution of equation (3.5.1), we have
1
= 0 and from
(3.5.4), we see that u
2
(t, x) u
1
(t, x) as
2
0. Furthermore, if we put
1
=
2
= 0 in
(3.5.4), then the uniqueness of solutions of equation (3.5.1) is established.
Consider the equation (3.5.1) together with the equation
v(t, x) = h(t, x) +
_
t
0
_
s
0
_
B
F(t, x, , y, v(, y))dyd ds, (3.5.7)
where h C(D
0
, R
n
), F C(R
n
, R
n
).
In the next theorem we provide conditions concerning the closeness of solutions of equa-
tions (3.5.1) and (3.5.7).
Theorem 3.5.2. Suppose that the function F in equation (3.5.1) satises (3.5.3) and there
exist constants
i
|h(t, x) h(t, x)|
1
, (3.5.8)
_
t
0
_
s
0
_
B
|F(t, x, , y, z) F(t, x, , y, z)|dyd ds
2
, (3.5.9)
where h, F and h, F are given as in (3.5.1) and (3.5.7). Let u(t, x) and v(t, x) for (t, x) D
0
,
be solutions of equations (3.5.1) and (3.5.7) respectively. Then
|u(t, x) v(t, x)| (
1
+
2
)
_
1+q(t, x)
_
_
t
0
_
s
0
_
B
g(, y)dyd ds
_
exp
_
_
t
0
_
s
0
_
B
g(, y)q(, y)dyd ds
__
, (3.5.10)
for (t, x) D
0
.
Proof. Let r(t, x) = |u(t, x) v(t, x)|, (t, x) D
0
. Using the facts that u(t, x), v(t, x) are
solutions of equations (3.5.1), (3.5.7) and the hypotheses, we have
r(t, x) |h(t, x) h(t, x)|
+
_
t
0
_
s
0
_
B
|F(t, x, , y, u(, y)) F(t, x, , y, v(, y))|dyd ds
+
_
t
0
_
s
0
_
B
|F(t, x, , y, v(, y)) F(t, x, , y, v(, y))|dyd ds
(
1
+
2
) +q(t, x)
_
t
0
_
s
0
_
B
g(, y)r(, y)dyd ds. (3.5.11)
Now, an application of Lemma 3.5.1 to (3.5.11) yields (3.5.10).
Remark 3.5.2. The result given in Theorem 3.5.2 relates the solutions of equations
(3.5.1) and (3.5.7) in the sense that if F is close to F and h is close to h, then the solu-
tions of equations (3.5.1) and (3.5.7) are also close to each other.
A slight variation of Theorem 3.5.2 is embodied in the following theorem.
Theorem 3.5.3. Suppose that the functions F and F in equations (3.5.1) and (3.5.7) sat-
ises the condition
|F(t, x, , y, u) F(t, x, , y, v)| q(t, x)g(, y)|uv|, (3.5.12)
where q, g C(D
0
, R
+
) and (3.5.8) holds. Let u(t, x) and v(t, x) be solutions of equations
(3.5.1) and (3.5.7), respectively, on D
0
. Then
|u(t, x) v(t, x)|
1
_
1+q(t, x)
_
_
t
0
_
s
0
_
B
g(, y)dyd ds
_
exp
_
_
t
0
_
s
0
_
B
g(, y)q(, y)dyd ds
__
, (3.5.13)
for (t, x) D
0
.
The proof of the above theorem is similar to that of Theorem 3.5.2, with suitable modica-
tions, and hence we omit the details.
We next consider the equations
u(t, x) = h(t, x) +
_
t
0
_
s
0
_
B
F(t, x, , y, u(, y), )dyd ds, (3.5.14)
u(t, x) = h(t, x) +
_
t
0
_
s
0
_
B
F(t, x, , y, u(, y),
0
)dyd ds, (3.5.15)
for (t, x) D
0
, where h C(D
0
, R
n
), F C(R
n
R, R
n
) and ,
0
are parameters.
The following theorem shows the dependency of solutions of equations (3.5.14) and
(3.5.15) on parameters.
Theorem 3.5.4. Suppose that the function F in (3.5.14), (3.5.15) satisfy the conditions
|F(t, x, , y, u, ) F(t, x, , y, u, )| q
0
(t, x)g
0
(, y)|uu|, (3.5.16)
|F(t, x, , y, u, ) F(t, x, , y, u,
0
)| N|
0
|, (3.5.17)
where q
0
, g
0
C(D
0
, R
+
) and N 0 is a constant. Let u
1
(t, x) and u
2
(t, x) be the solutions
of equations (3.5.14) and (3.5.15) respectively. Then
|u
1
(t, x) u
2
(t, x)| N|
0
|
_
1+q
0
(t, x)
_
_
t
0
_
s
0
_
B
g
0
(, y)dyd ds
_
exp
_
_
t
0
_
s
0
_
B
g
0
(, y)q
0
(, y)dyd ds
__
, (3.5.18)
for (t, x) D
0
.
Proof. Let z(t, x) =|u
1
(t, x)u
2
(t, x)|, (t, x) D
0
. Using the facts that u
1
(t, x) and u
2
(t, x)
are respectively the solutions of equations (3.5.14) and (3.5.15) and the hypotheses, we
have
z(t, x)
_
t
0
_
s
0
_
B
|F(t, x, , y, u
1
(, y), ) F(t, x, , y, u
2
(, y), )|dyd ds
+
_
t
0
_
s
0
_
B
|F(t, x, , y, u
2
(, y), ) F(t, x, , y, u
2
(, y),
0
)|dyd ds
N|
0
| +q
0
(t, x)
_
t
0
_
s
0
_
B
g
0
(, y)z(, y)dyd ds. (3.5.19)
Now an application of Lemma 3.5.1 to (3.5.19) yields (3.5.18), which shows the depen-
Below, we apply the inequality in Lemma 3.5.2 to obtain the uniqueness and explicit esti-
mates on the solutions of equation (3.5.2). One can formulate results similar to those given
in Theorems 3.5.13.5.4 for the equation (3.5.2) by using Lemma 3.5.2.
The following theorem deals with the uniqueness of solutions of equation (3.5.2).
|K(x, y, s, t, u) K(x, y, s, t, v)| q(x, y)g(s, t)|uv|, (3.5.20)
where q, g C(H, R
+
).Then the equation (3.5.2) has at most one solution on H.
Proof. Let u(x, y) and v(x, y) be two solutions of equation (3.5.2) on H. Using these facts
and the hypotheses (3.5.20), we have
|u(x, y) v(x, y)|
_
B
0,x
_
H
a,b
|K(x, y, s, t, u(s, t)) K(x, y, s, t, v(s, t))|dt ds
q(x, y)
_
B
0,x
_
H
a,b
g(s, t)|u(s, t) v(s, t)|dt ds. (3.5.21)
Now a suitable application of Lemma 3.5.2 (when p(x, y) = 0) to (3.5.21) yields
|u(x, y) v(x, y)| 0, which implies u(x, y) = v(x, y). Thus there is at most one solution
to equation (3.5.2) on H.
The next theorem deals with the estimate on the solution of equation (3.5.2).
|K(x, y, s, t, u)| q(x, y)g(s, t)|u|, (3.5.22)
where q, g C(H, R
+
). If u(x, y) is any solution of equation (3.5.2) on H, then
|u(x, y)| | f (x, y)| +q(x, y)
_
_
B
0,x
_
H
a,b
g(s, t)| f (s, t)|dt ds
_
exp
_
_
B
0,x
_
H
a,b
g(s, t)q(s, t)dt ds
_
, (3.5.23)
for (x, y) H.
Proof. Using the fact that u(x, y) is a solution of equation (3.5.2) and hypotheses, we have
|u(x, y)| | f (x, y)| +
_
B
0,x
_
H
a,b
|K(x, y, s, t, u(s, t))|dt ds
| f (x, y)| +q(x, y)
_
B
0,x
_
H
a,b
g(s, t)|u(s, t)|dt ds. (3.5.24)
A slight variation of Theorem 3.5.6 is given in the following theorem.
(3.5.20). If u(x, y) is any solution of equation (3.5.2) on H, then
|u(x, y) f (x, y)| Q(x, y) +q(x, y)
_
_
B
0,x
_
H
a,b
g(s, t)Q(s, t)dt ds
_
exp
_
_
B
0,x
_
H
a,b
g(s, t)q(s, t)dt ds
_
, (3.5.25)
for (x, y) H, where
Q(x, y) =
_
B
0,x
_
H
a,b
|K(x, y, , , f (, ))|d d, (3.5.26)
for (x, y) H.
Proof. Using the fact that u(x, y) is a solution of equation (3.5.2) and hypotheses, we
observe that
|u(x, y) f (x, y)|
_
B
0,x
_
H
a,b
|K(x, y, s, t, f (s, t))|dt ds
+
_
B
0,x
_
H
a,b
|K(x, y, s, t, u(s, t)) K(x, y, s, t, f (s, t))|dt ds
Q(x, y) +q(x, y)
_
B
0,x
_
H
a,b
g(s, t)|u(s, t) f (s, t)|dt ds, (3.5.27)
for (x, y) H. Now an application of Lemma 3.5.2 to (3.5.27) gives the required estimate
in (3.5.25).
Remark 3.5.3. We note that the equation (3.5.1) contains as a special case, the study of
integral equation (16). Moreover, the generality of the equation (3.5.2) allow us to include
in the special cases (i) n = 1, m = 1, (ii) n = 2, m = 1, (iii) n = 2, m = 2; respectively the
study of integral equations of the forms
u(x
1
, y
1
) = f (x
1
, y
1
) +
_
x
1
0
_
b
1
a
1
K(x
1
, s
1
, y
1
, u(s
1
, y
1
))dy
1
ds
1
, (3.5.28)
u(x
1
, x
2
, y
1
) = f (x
1
, x
2
, y
1
)
+
_
x
1
0
_
x
2
0
_
b
1
a
1
K(x
1
, x
2
, s
1
, s
2
, y
1
, u(s
1
, s
2
, y
1
)) dy
1
ds
2
ds
1
, (3.5.29)
u(x
1
, x
2
, y
1
, y
2
) = f (x
1
, x
2
, y
1
, y
2
)
+
_
x
1
0
_
x
2
0
_
b
1
a
1
_
b
2
a
2
K(x
1
, x
2
, s
1
, s
2
, y
1
, y
2
, u(s
1
, s
2
, y
1
, y
2
))dy
2
dy
1
ds
2
ds
1
. (3.5.30)
3.6 General Volterra-Fredholm-type integral equations
Consider the general nonlinear Volterra-Fredholm-type integral equations of the forms:
u(t, x) = h(t, x) +
_
t
0
_
B
F(t, x, s, y, u(s, y), (Tu)(s, y)) dyds, (3.6.1)
and
u(t, x) = e(t, x) +
_
t
0
_
B
G(t, x, s, y, u(s, y))dyds
+
_

0
_
B
L(t, x, s, y, u(s, y)) dyds, (3.6.2)
where
(Tu)(t, x) =
_
t
0
_
B
K(t, x, , z, u(, z))dzd, (3.6.3)
h, F, K and e, G, L are given functions and u is the unknown function. In this section
we shall use the notations and denitions given in sections 3.2 and 3.4 without further
mention. We assume that h, e C(D
0
, R
n
), K C(R
n
, R
n
), F C(R
n
R
n
, R
n
),
G C(R
n
, R
n
), L C(D
2
0
R
n
, R
n
). The present section is devoted to study some
fundamental qualitative properties of solutions of equations (3.6.1) and (3.6.2), which we
hope will serve as a source for further investigations.
First, we formulate the following theorem concerning the existence of a unique solution of
equation (3.6.1).
(i) the functions F and K in equation (3.6.1) satisfy the conditions
|F(t, x, s, y, u, v) F(t, x, s, y, u, v)| r(t, x, s, y)[|uu| +|v v|] , (3.6.4)
and
|K(t, x, , z, u) K(t, x, , z, u)| m(t, x, , z)|uu|, (3.6.5)
where r, m C(, R
+
),
(b
1
_
t
0
_
B
r(t, x, s, y)
_
exp((s +|y|)) +
_
t
0
_
B
m(s, y, , z)exp(( +|z|)) dzd
_
dyds
exp((t +|x|)), (3.6.6)
(b
2
|h(t, x)| +
_
t
0
_
B
|F(t, x, s, y, 0, (T0)(s, y))|dyds exp((t +|x|)), (3.6.7)
where h, F are as dened in equation (3.6.1).
Under the assumptions (i) and (ii) the equation (3.6.1) has a unique solution u(t, x) on D
0
in Z.
The proof follows by the similar arguments as in the proof of Theorem 3.4.1. We omit the
details.
Theorem 3.6.2. Suppose that the functions F, K in equation (3.6.1) satisfy the conditions
|F(t, x, s, y, u, v) F(t, x, s, y, u, v)| q(t, x) f (s, y)[|uu| +|v v|] , (3.6.8)
|K(t, x, , z, u) K(t, x, , z, u)| q(t, x)g(, z)|uu|, (3.6.9)
where q, f , g C(D
0
, R
+
). Let
c = sup
(t,x)D
0
h(t, x) +
_
t
0
_
B
F(t, x, s, y, 0, (T0)(s, y)) dyds
< , (3.6.10)
where h, F are the functions in equation (3.6.1). If u(t, x) is any solution of equation (3.6.1)
on D
0
, then
|u(t, x)| c
_
1+q(t, x)
_
t
0
_
B
[ f (s, y) +g(s, y)]
exp
_
_
t
s
_
B
q(, z)[ f (, z) +g(, z)]dzd
_
dyds
_
, (3.6.11)
for (t, x) D
0
.
Proof. Using the fact that u(t, x) is a solution of equation (3.6.1) and hypotheses, we have
|u(t, x)|
h(t, x) +
_
t
0
_
B
F(t, x, s, y, 0, (T0)(s, y))dyds
+
_
t
0
_
B
|F(t, x, s, y, u(s, y), (Tu)(s, y)) F(t, x, s, y, 0, (T0)(s, y))| dyds
c +q(t, x)
_
t
0
_
B
f (s, y)
_
|u(s, y)| +q(s, y)
_
s
0
_
B
g(, z)|u(, z)|dzd
_
dyds. (3.6.12)
Now applying Theorem 3.2.7 part (c
13
) to (3.6.12) yields (3.6.11).
In the next theorem we will employ Theorem 3.2.7 part (c
13
) to obtain the uniqueness of
(3.6.8), (3.6.9) respectively. Then the equation (3.6.1) has at most one solution on D
0
.
Proof. Let u
1
(t, x) and u
2
(t, x) be two solutions of equation (3.6.1) on D
0
and w(t, x) =
|u
1
(t, x) u
2
(t, x)|, (t, x) D
0
. From the hypotheses, we have
w(t, x)
_
t
0
_
B
|F(t, x, s, y, u
1
(s, y), (Tu
1
)(s, y)) F(t, x, s, y, u
2
(s, y), (Tu
2
)(s, y))|dyds
q(t, x)
_
t
0
_
B
f (s, y)
_
w(s, y) +q(s, y)
_
s
0
_
B
g(, z)w(, z)dzd
_
dyds. (3.6.13)
Now applying Theorem 3.2.7 part (c
13
) (with p(t, x) = 0) to (3.6.13) yields |u
1
(t, x)
u
2
(t, x)| 0, which implies u
1
(t, x) =u
2
(t, x). Thus there is at most one solution to equation
(3.6.1) on D
0
.
Now, we present a result on the continuous dependence of solution of equation (3.6.1)
on the functions involved therein. Consider the equation (3.6.1) and the corresponding
equation
v(t, x) = h(t x) +
_
t
0
_
B
F(t, x, s, y, v(s, y), (Tv)(s, y))dyds, (3.6.14)
for (t, x) D
0
, where
(Tv)(t, x) =
_
t
0
_
B
K(t, x, , z, v(, z))dzd, (3.6.15)
h C(D
0
, R
n
), K C(R
n
, R
n
), F C(R
n
R
n
, R
n
).
(3.6.8), (3.6.9) respectively. Furthermore, suppose that v(t, x) is a given solution of equation
(3.6.14) on D
0
and
|h(t, x) h(t, x)| +
_
t
0
_
B
|F(t, x, s, y, v(s, y), (Tv)(s, y))
F(t, x, s, y, v(s, y), (Tv)(s, y))|dyds , (3.6.16)
where h, F, Tu and h, F, Tv are as in equations (3.6.1) and (3.6.14) respectively and > 0
is an arbitrary small constant. Then the solution u(t, x) of equation (3.6.1) on D
0
depends
continuously on the functions involved in equation (3.6.1).
Proof. Let w(t, x) =|u(t, x) v(t, x)|, for (t, x) D
0
. Using the hypotheses, we have
w(t, x) |h(t, x) h(t, x)|
+
_
t
0
_
B
|F(t, x, s, y, u(s, y), (Tu)(s, y)) F(t, x, s, y, v(s, y), (Tv)(s, y))|dyds
+
_
t
0
_
B
|F(t, x, s, y, v(s, y), (Tv)(s, y)) F(t, x, s, y, v(s, y), (Tv)(s, y))|dyds
+q(t, x)
_
t
0
_
B
f (s, y)
_
w(s, y) +q(s, y)
_
s
0
_
B
g(, z)w(, z)dzd
_
dyds. (3.6.17)
Now using Theorem 3.2.7 part (c
13
|u(t, x) v(t, x)|
_
1+q(t, x)
_
t
0
_
B
[ f (s, y) +g(s, y)]
exp
_
_
t
s
_
B
q(, z)[ f (, z) +g(, z)]dzd
_
dyds
_
, (3.6.18)
for (t, x) D
0
. From (3.6.18) it follows that the solution u(t, x) of equation (3.6.1) depends
continuously on the functions involved therein.
We now turn our attention to some basic qualitative properties of solutions of equation
(3.6.2). Here, we note that one can obtain the existence and uniqueness result for the
solution of equation (3.6.2) by using the idea employed in Theorem 3.4.1.
Now we formulate the following theorem which estimates the difference between the two
approximate solutions of equation (3.6.2).
(i) The functions G, L in equation (3.6.2) satisfy the conditions
|G(t, x, s, y, u) G(t, x, s, y, v)| q(t, x) f (s, y)|uv|, (3.6.19)
|L(t, x, s, y, u) L(t, x, s, y, v)| r(t, x)g(s, y)|uv|, (3.6.20)
where q, f , r, g C(D
0
, R
+
),
i
(t, x) C(D
0
, R
n
) (i = 1, 2) be respectively
i
equation (3.6.2) on D
0
,
(iii) let d, K
2
(t, x) be as in (3.2.18), (3.2.21) respectively and
D
1
=
1
1d
_

0
_
B
g(s, y)A
1
(s, y)dyds, (3.6.21)
where A
1
(t, x) is dened by the right hand side of (3.2.20) by replacing p(t, x) by
1
+
2
.
Then
|u
1
(t, x) u
2
(t, x)| A
1
(t, x) +D
1
K
2
(t, x), (3.6.22)
for (t, x) D
0
.
Proof. Since u
i
(t, x) (i = 1, 2) are respectively
i
(3.6.2), we have
u
i
(t, x)
_
e(t, x) +
_
t
0
_
B
G(t, x, s, y, u
i
(s, y))dyds
+
_

0
_
B
L(t, x, s, y, u
i
(s, y))dyds
_
i
. (3.6.23)
From (3.6.23) and following the proof of Theorem 3.4.4, we get
|u
1
(t, x) u
2
(t, x)|
1
+
2
+
_
t
0
_
B
|g(t, x, s, y, u
1
(s, y)) g(t, x, s, y, u
2
(s, y))|dyds
+
_

0
_
B
|L(t, x, s, y, u
1
(s, y)) L(t, x, s, y, u
2
(s, y))|dyds. (3.6.24)
Let w(t, x) =|u
1
(t, x) u
2
(t, x)|, (t, x) D
0
. From (3.6.24) and using (3.6.19), (3.6.20), we
have
w(t, x) (
1
+
2
) +q(t, x)
_
t
0
_
B
f (s, y)w(s, y)dyds
+r(t, x)
_

0
_
B
g(s, y)w(s, y)dyds. (3.6.25)
Now an application of Theorem 3.2.4 part (c
7
) to (3.6.25) yields (3.6.22).
The next result is a consequence of Theorem 3.6.5.
(i) the functions G, L in equation (3.6.2) satisfy the conditions (3.6.19), (3.6.20) respec-
tively,
(t, x) and u(t, x) be respectively an -approximate solution and any

solution of equation (3.6.2) on D
0
,
(iii) let d, K
2
D
2
=
1
1d
_

0
_
B
g(s, y)A
2
(s, y)dyds, (3.6.26)
where A
2
(t, x) is dened by the right hand side of (3.2.20) by replacing p(t, x) by . Then
|u
(t, x) u(t, x)| A

2
(t, x) +D
2
K
2
(t, x), (3.6.27)
for (t, x) D
0
.
Proof. Let w(t, x) =|u
(t, x) u(t, x)|, (t, x) D

0
. From the hypotheses, we observe that
w(t, x) =
(t, x) e(t, x)
_
t
0
_
B
G(t, x, s, y, u
(s, y))dyds
_

0
_
B
L(t, x, s, y, u
(s, y)) dyds
+
_
t
0
_
B
|G(t, x, s, y, u
(s, y)) G(t, x, s, y, u(s, y))|dyds

+
_

0
_
B
|L(t, x, s, y, u
(s, y)) L(t, x, s, y, u(s, y))|dyds

+q(t, x)
_
t
0
_
B
f (s, y)w(s, y)dyds +r(t, x)
_

0
_
B
g(s, y)w(s, y)dyds. (3.6.28)
Now an application of Theorem 3.2.4 part (c
7
) to (3.6.28) yields (3.6.27).
In the following theorem we present conditions for continuous dependence on parameters
of solutions of equations
u(t, x) =e
i
(t, x)+
_
t
0
_
B
G(t, x, s, y, u(s, y))dyds+
_

0
_
B
L(t, x, s, y, u(s, y))dyds, (3.6.29)
for (t, x) D
0
, i = 1, 2; where e
i
C(D
0
, R
n
) and G, L are as in equation (3.6.2).
(i) the functions G, L in (3.6.29) satisfy the conditions (3,6,19), (3.6.20) respectively,
i
(t, x)(i =1, 2) are respectively the
i
-approximate solutions of equations
in (3.6.29) corresponding to i = 1, 2,
(iii) let d, K
2
D
3
=
1
1d
_

0
_
B
g(s, y)A
3
(s, y)dyds, (3.6.30)
where A
3
(t, x) is dened by the right hand side of (3.2.20) by replacing p(t, x) by
1
+
2
+
|e
1
(t, x) e
2
(t, x)|.
Then
|u
1
(t, x) u
2
(t, x)| A
3
(t, x) +D
3
K
2
(t, x), (3.6.31)
for (t, x) D
0
.
The proof follows by the similar arguments as in the proof of Theorem 3.6.6 with suitable
modications. Here, we omit the details.
3.7 Miscellanea
3.7.1 Bacot iu [7]
Let (X,
X
) be a Banach space. Consider the nonlinear integral equation of Volterra-
Fredholm-type
u(t, x) = g(t, x, u(t, x)) +
_
t
0
H(t, x, s, u(s, x))ds
+
_
t
0
_
b
a
K(t, x, s, y, u(s, y), u(
1
(s, y),
2
(s, y)))dyds, (3.7.1)
for all (t, x) [0, T] [a, b] := D; u C(D, X), where b > a > 0 and T > 0. Assume that
(i) g C(DX, X), H C(D[0, T] X, X), K C(D
2
X
2
, X),
1
C(D, [0, T]) and
2
C(D, [a, b]);
(ii) there exists L
g
> 0 such that
g(t, x, u) g(t, x, v)
X
L
g
uv
X
,
for all (t, x) D and u, v X;
(iii) there exists L
H
> 0 such that
H(t, x, s, u) H(t, x, s, v)
X
L
H
uv
X
,
for all (t, x, s) D[0, T] and u, v X;
(iv) there exists L
K
> 0 such that
K(t, x, s, y, u, u) K(t, x, s, y, v, v)
X
L
K
[uv
X
+uv
X
] ,
for all (t, x, s, y) D
2
and u, v, u, v X;
(v) L
g
< 1;
(vi) there exists > 0 such that
= L
g
+
1
L
H
+
ba
L
K
+max
_
_
t
0
_
b
a
exp([
1
(s, y) t])dyds : t [0, T]
_
L
K
< 1.
Then (3.7.1) has a unique solution u C(D, X).
3.7.2 Kauthen [50]
Consider the linear Volterra-Fredholm integral equation
u(t, x) = f (t, x) +
_
t
0
_
K(t, s, x, )u(s, )d ds, (3.7.2)

where is a closed subset of R
n
(with n = 1, 2, 3) with assumptions
(i) f C(I ), where I = [0, T],
(ii) K C(D
2
), where D ={(t, s) : 0 s t T} and
2
=.
Then the equation (3.7.2) has a unique solution u C(I ) and this solution is given by
u(t, x) = f (t, x) +
_
t
0
_
R(t, s, x, ) f (s, )d ds,

for (t, x) I , where the resolvent kernel R C(D
2
) associated with the kernel
K(t, s, x, ) is the limit of the Neumann series for K and solves the resolvent equation
R(t, s, x, ) = K(t, s, x, ) +
_
t
0
_
K(t, v, x, z)R(v, s, z, )dzdv,

on D
2
.
3.7.3 Diekmann [31]
Consider the nonlinear integral equation
u(t, x) =
_
t
0
_
g(u(t , ))S
0
()A(, x, )d d + f (t, x), (3.7.3)
where is a closed subset of R
n
. Let BC() denote the Banach space of the bounded
continuous functions on equipped with supremum norm and C
T
=C([0, T], BC()) be
the Banach space of continuous functions on [0, T] with values in BC(), equipped with
the norm
z
C
T
= sup
0tT
z[t]
BC()
.
When looking at u as an element of C
T
, write u[t](x) instead of u(t, x). With this convention
(3.7.3) can be written as
u[t] +Qu[t] + f [t], (3.7.4)
where Q is dened by
Qu[t](x) =
_
t
0
_
g(u[t ]())S
0
()A(, x, )d d.
Assume that
(i) S
0
L
(); S
0
is nonnegative,
(ii) g : R R is continuous; g(0) = 0,
(iii) A(, , ) is dened and nonnegative on [0, ); for every x and every T >0,
A(, x, ) L
1
([0, T] ),
(iv) let
(t, x) =
_
t
0
_
A(, x, )d d
and T > 0 be arbitrary, then the family of functions on [0, T], {(, x) : x } is uniformly
bounded and equicontinuous.
(v) For every T > 0 and every > 0 there exists = (, T) > 0 such that if x
1
, x
2

and |x
1
x
2
| <, then
_
T
0
_
|A(, x
1
, ) A(, x
2
, )|d d <,
(vi) f : [0, ) BC() is continuous.
Then
1. For every T > 0 and every u C
T
, Qu C
T
.
2. Suppose g is locally Lipschitz continuous, then there exists a T > 0 such that (3.7.3) has
a unique solution u in C
T
and the mapping f u is continuous fromC
T
into C
T
.
3. Suppose g is uniformly Lipschitz continuous, then (3.7.3) has a unique continuous
solution u : [0, ) BC().
3.7.4 Diekmann [31]
Suppose that the functions g, f in (3.7.3) satisfy
1. g(y) > 0 for y > 0 and f [t] 0 for all t 0, then u[t] 0 on the domain of denition
of u.
2. In addition, g is monotone nondecreasing and f [t +h] f [t] for all h 0, then u[t +h]
u[t] for all h 0 and t 0 such that t +h is in the domain of denition of u.
3. In addition to the assumptions 1, 2, suppose that g is bounded and uniformly Lipschitz
continuous on [0, ), that the subset { f [t] : t 0} of BC() is uniformly bounded and
equicontinuous and that A satises
(vii) for each x
_
t
0
A(, x, )d
_

0
A(, x, )d,
in L
1
() as t , and for some C > 0,
sup
x
_
_

0
A(, x, )d d <C.
(viii) For each > 0 there exists = () > 0 such that if x
1
, x
2
and |x
1
x
2
| < ,
then
_
_

0
|A(, x
1
, ) A(, x
2
, )|d d <.
Then the solution u of (3.7.3) is dened on [0, ) and there exists u[] BC() such that,
as t , u[t] u[] in BC() if is compact, and uniformly on compact subsets of if
is not compact. Moreover, u[] satises the limit equation
u[](x) =
_
g(u[]())S
0
()
_

0
A(, x, )d d + f [](x).
Under the notations as in section 3.2, let u C(D
0
, R
1
), k, D
1
k C(, R
+
) and c 1 is a
constant.
(f
1
) If
u(t, x) c +
_
t
0
_
B
k(t, x, s, y)u(s, y)logu(s, y)dyds,
for (t, x) D
0
, then
u(t, x) c
exp(
_
t
0
A(,x)d)
,
for (t, x) D
0
(f
2
) Let g(u) be as in Theorem 3.2.5 part (c
10
). If
u(t, x) c +
_
t
0
_
B
k(t, x, s, y)u(s, y)g(logu(s, y)) dyds,
for (t, x) D
0
, then for 0 t t
1
; t, t
1
R
+
, x B,
u(t, x) W
1
_
W(logc) +
_
t
0
A(, x)d
_
,
where W, W
1
, A(t, x) are as in Theorem 3.2.5 and t
1
R
+
is chosen so that
W(logc) +
_
t
0
A(, x)d Dom
_
W
1
_
,
for all t R
+
1
, x B.
Under the notations as in section 3.3, let u, p, q, f C(H, R
+
) and r >1 be a real constant.
(f
3
) Let L C(HR
+
, R
+
) satises the condition (3.3.20) in Theorem 3.3.5. If
u
r
(x, y) p(x, y) +q(x, y)
_
B
0,x
_
H
a,b
L(s, t, u(s, t)) dt ds,
for (x, y) H, then
u(x, y)
_
p(x, y) +q(x, y)
_
_
B
0,x
_
H
a,b
L
_
s, t,
_
r 1
r
+
p(s, t)
r
__
dt ds
_
exp
_
_
B
0,x
_
H
a,b
M
_
s, t,
_
r 1
r
+
p(s, t)
r
__
q(s, t)
r
dt ds
__1
r
,
for (x, y) H, where M is the function given in Theorem 3.3.5.
(f
4
) If
u
r
(x, y) p(x, y) +q(x, y)
_
B
0,x
_
H
a,b
f (s, t)u(s, t)dt ds,
for (x, y) H, then
u(x, y)
_
p(x, y) +q(x, y)
_
_
B
0,x
_
H
a,b
f (s, t)
_
r 1
r
+
p(s, t)
r
_
dt ds
_
exp
_
_
B
0,x
_
H
a,b
f (s, t)
q(s, t)
r
dt ds
__1
r
,
for (x, y) H.
Under the notations as in section 3.2, consider the Volterra-Fredholm-type integral equa-
tions
v(t, x) = h
1
(t, x) +
_
t
0
_
B
L(t, x, s, y, v(s, y))dyds, (3.7.5)
w(t, x) = h
2
(t, x) +
_
t
0
_
B
M(t, x, s, y, w(s, y))dyds, (3.7.6)
with assumptions
(i) h
1
, h
2
C(D
0
, R), L, M C(R, R),
(ii) the function L in equation (3.7.5) satises the condition
|L(t, x, s, y, v) L(t, x, s, y, w)| q(t, x) f (s, y)|v w|,
where q, f C(D
0
, R
+
).
Then for every given solution wC(D
0
, R) of equation (3.7.6) and v C(D
0
, R) a solution
of equation (3.7.5), the estimate
|v(t, x) w(t, x)| [h(t, x) +r(t, x)]
+q(t, x)
_
t
0
_
B
f (s, y)[h(s, y) +r(s, y)] exp
_
_
t
s
_
B
f (, z)q(, z)dzd
_
dyds,
holds for (t, x) D
0
, in which
h(t, x) =|h
1
(t, x) h
2
(t, x)|,
r(t, x) =
_
t
0
_
B
|L(t, x, s, y, w(s, y)) M(t, x, s, y, w(s, y))|dyds,
for (t, x) D
0
.
Consider the Volterra-Fredholm integral equation of the form
u(t, x) =
_
t
0
_
G(t, x; s, y)F(s, y, u(s, y))dyds

+
_
t
0
_
G(t, x; s, y)(s, y)dyds +

_
G(t, x; 0, y)u
0
(y)dy, (3.7.7)
arising in the study of nonlinear parabolic system
u
t
Lu = F(t, x, u), t (0, T], x . (3.7.8)
with the given boundary and initial conditions
u
+b(x)u = c
0
(x), t (0, T], x , (3.7.9)
u(0, x) = u
0
(x), x , (3.7.10)
where is a bounded domain in R
n
and is a smooth boundary of and L is the
uniformly elliptic operator of the form
L =
n
i, j=1
a
i j
(x)

2
x
i
x
j
+
n
i=1
a
i
(x)

x
i
.
For detailed derivation of (3.7.7) and the assumptions on the functions involed in (3.7.8)
(3.7.10), see [37]. Let D = (0, T] and D is the closure of D and in (3.7.7), G is the
fundamental solution of
w
t
Lw = 0. The second integral in (3.7.7) is a single layer
potential with the density (t, x) which can be determined from the following Volterra-
type integral equation
(t, x) =
_
t
0
_
R(t, x; s, y)(s, y)dyds +H(t, x, u(t, x)),

where
R(t, x; s, y) = 2
_

G(t, x; s, y) +b(x)G(t, x; s, y)
_
,
H(t, x, u(t, x)) =
_
R(t, x; 0, y)u
0
(y)dy +
_
t
0
_
R(t, x; s, y)F(s, y, u(s, y))dyds c

0
(x).
In fact is given by (see [37, p. 145])
(t, x) = H(t, x, u(t, x)) +2
_
t
0
_
R(t, x; s, y)H(s, y, u(s, y))dyds.

Consider the equation (3.7.7), under the following assumptions:
(H
1
) the function F satises the condition
|F(t, x, u) F(t, x, v)| g(t, x)|uv|,
where g C(D, R
+
),
(H
2
) there exist nonnegative constants Q
i
(i = 1, 2, 3) and a constant > 0 such that
_
t
0
_
|G(t, x; s, y)|g(s, y)exp((s +|y|)) dyds Q

1
exp((t +|x|)),
t
_
0
_
|G(t, x; s, y)|
_
exp((s +|y|)) +2
s
_
0
_
|R(s, y; , z)| exp(( +|z|))dzd

_
dyds
Q
2
exp((t +|x|)),
_
t
0
_
|R(t, x; s, y)|g(s, y)exp((s +|y|))dyds Q

3
exp((t +|x|)),
(H
3
) there exist nonnegative constants N
1
, N
2
such that
_
|G(t, x; 0, y)||u
0
(y)|dy +
t
_
0
_
|G(t, x; s, y)||F(s, y, 0)|dyds N

1
exp((t +|x|)),
_
|R(t, x; 0, y)||u
0
(y)|dy +
t
_
0
_
|R(t, x; s, y)||F(s, y, 0)|dyds +|c

0
(x)| N
2
exp((t +|x|)).
(f
5
) Suppose that the assumptions (H
1
)(H
3
) hold and assume that 0 Q
1
+Q
2
Q
3
< 1.
Then equation (3.7.7) has a unique solution u(t, x) in Z on D, where Z is the space of
functions as dened in section 3.4.
3.8 Notes
Mixed Volterra-Fredholm-type integral equations occur in a natural way while studying
parabolic equations which describe diffusion or heat transfer phenomena and other areas
of science and technology. Most of the basic problems for various types of such equa-
tions are still in a very early stage of development. The material included in sections 3.2
and 3.3 is adapted from the recent work of Pachpatte [99,103,105,107,116,119], which
in fact is motivated by the desire to widen the scope of the integral inequalities with ex-
plicit estimates. Section 3.4 contains some basic results on the theory of nonlinear mixed
Volterra-Fredholm-type integral equation and are adapted from Pachpatte [79,116]. The
results in section 3.5 deals with the qualitative properties of solutions of certain general
Volterra-Fredholm-type integral equations, which are inspired by the integral equations
arising while studying certain partial differential and integrodifferential equations and they
are adapted from Pachpatte [107,119]. Section 3.6 is devoted to the study of some ba-
sic qualitative properties of solutions of general nonlinear mixed Volterra-Fredholm-type
integral equations arising from the study of certain physical models and are taken from
[103,99]. Section 3.7 is dedicated to the presentation of a few results related to certain
selected topics, which may stimulate the interest of the readers in pursuing further devel-
opments.
Chapter 4
Parabolic-type integrodifferential equations
4.1 Introduction
The study of many physical processes arising in science and engineering leads to the
models of parabolic integrodifferential equations with different initial boundary condi-
tions. These equations occur in several applications, such as in heat ow in materi-
als with memory, control and optimization theories, reaction diffusion processes, epi-
demic models and various other elds of science and technology. Considerable re-
search on the special kinds of parabolic integrodifferential equations has been carried
out by using new mathematical ideas, approaches, and theories, see [1,5,8,9,3133,59
62,74,80,98,110,121,122,124,126,127,132,140,141] and the references given therein. The
main goal of this chapter is to discuss the wellposedness related to certain nonlinear
parabolic integrodifferential equations studied in [109,110,75,77,140]. There are other top-
ics related to such equations, which we did not include here due to space limitation e.g., see
the references quoted in [1,5,25,26,39,45,60,61,80,121,122,124,126,137,141]. A detailed
survey, including comprehensive list of references of the early developments to the topic
can be found in the monograph [5].
4.2 Basic integral inequalities
This section is concerned with some fundamental integral inequalities with explicit esti-
mates which play a vital role in certain applications. In what follows, we use some of the
notations and denitions in section 3.2 without further mention. Moreover, we denote by
I = [a, b] R (a < b), G =R
+
I and
0
={(t, x, s) : 0 s t <, x B}.
In the following theorems we present the useful variants of the integral inequality given in
[98] and also the integral inequalities given in [109].
143
Theorem 4.2.1. Let u, f C(G, R
+
), h C(GI, R
+
(p
1
) If
u(t, x) c +
_
t
0
_
f (s, x)u(s, x) +
_
b
a
h(s, x, y)u(s, y)dy
_
ds, (4.2.1)
for (t, x) G, then
u(t, x) cF(t, x)exp
_
_
t
0
_
b
a
h(s, x, y)F(s, y)dyds
_
, (4.2.2)
for (t, x) G, where
F(t, x) = exp
_
_
t
0
f (, x)d
_
. (4.2.3)
(p
2
) Let g C(R
+
, R
+
) be nondecreasing submultiplactive function and g(u) >0 on (0, ).
If
u(t, x) c +
_
t
0
_
f (s, x)u(s, x) +
_
b
a
h(s, x, y)g(u(s, y)) dy
_
ds, (4.2.4)
for (t, x) G, then for 0 t t
1
; t, t
1
R
+
, x I,
u(t, x) F(t, x)W
1
_
W(c) +
_
t
0
_
b
a
h(s, x, y)g(F(s, y)) dyds
_
, (4.2.5)
where F(t, x) is given by (4.2.3) and W, W
1
are as in Theorem 3.2.5 part (c
10
) and t
1
R
+
is chosen so that
W(c) +
_
t
0
_
b
a
h(s, x, y)g(F(s, y)) dyds Dom
_
W
1
_
,
for all t R
+
1
and x I.
0
, R
+
); r, D
1
r C(
0
, R
+
), k, D
1
k C(, R
+
) and c 0 is
a constant.
(p
3
) If
u(t, x) c +
_
t
0
r(t, x, s)u(s, x)ds +
_
t
0
_
B
k(s, x, s, y)u(s, y)dyds, (4.2.6)
for (t, x) D
0
, then
u(t, x) cP(t, x)exp
_
_
t
0
A(, x)d
_
, (4.2.7)
for (t, x) D
0
, where
P(t, x) = exp(Q(t, x)), (4.2.8)
in which
Q(t, x) =
_
t
0
_
r(, x, ) +
_

0
D
1
r(, x, )d
_
d, (4.2.9)
Parabolic-type integrodifferential equations 145
and
A(t, x) =
_
B
k(t, x, t, y)P(t, y)dy +
_
t
0
_
B
D
1
k(t, x, s, y)P(s, y)dyds, (4.2.10)
for (t, x) D
0
.
(p
4
) Let g(u) be as in Theorem 4.2.1 part (p
2
). If
u(t, x) c +
_
t
0
r(t, x, s)u(s, x)ds +
_
t
0
_
B
k(t, x, s, y)g(u(s, y)) dyds, (4.2.11)
for (t, x) D
0
, then for 0 t t
2
; t, t
2
R
+
, x B,
u(t, x) P(t, x)W
1
_
W(c) +
_
t
0
A(, x)d
_
, (4.2.12)
where P(t, x) is given by (4.2.8); W, W
1
are as in part (p
2
) and t
2
R
+
is chosen so that
W(c) +
_
t
0
A(, x)d Dom
_
W
1
_
,
for all t R
+
2
and x B, where A(t, x) is given by the right
hand side of (4.2.10) by replacing k(t, x, s, y)P(s, y) by k(t, x, s, y)g(P(s, y)).
Proofs of Theorems 4.2.1 and 4.2.2. We shall give the details of the proofs of (p
2
), (p
3
)
only, the proofs of (p
1
), (p
4
) can be completed by following the proofs of these inequalities
and the results given in Chapter 3, sections 3.2 and 3.3.
(p
2
) Dene a function m(t, x) by
m(t, x) = c +
_
t
0
_
b
a
h(s, x, y)g(u(s, y))dyds, (4.2.13)
u(t, x) m(t, x) +
_
t
0
f (s, x)u(s, x)ds. (4.2.14)
It is easy to observe that m(t, x) is nonnegative for (t, x) G and nondecreasing in t R
+
for every x I. Treating (4.2.14) as one-dimensional integral inequality in t R
+
for every
x I and a suitable application of the inequality given in [82, Theorem 1.3.1, p. 12] yields
u(t, x) m(t, x)F(t, x). (4.2.15)
m(t, x) c +
_
t
0
_
b
a
h(s, x, y)g(F(s, y)m(s, y)) dyds
c +
_
t
0
_
b
a
h(s, x, y)g(F(s, y))g(m(s, y)) dyds. (4.2.16)
Setting
e(s) =
_
b
a
h(s, x, y)g(F(s, y))g(m(s, y)) dy, (4.2.17)
for every x I, the inequality (4.2.16) can be restated as
m(t, x) c +
_
t
0
e(s)ds. (4.2.18)
Let
z(t) = c +
_
t
0
e(s)ds, (4.2.19)
then z(0) = c and
m(t, x) z(t), (4.2.20)
for t R
+
and for every x I. From (4.2.19), (4.2.17) and (4.2.20), we observe that
z
(t) = e(t)
=
_
b
a
h(t, x, y)g(F(t, y))g(m(t, y)) dy
g(z(t))
_
b
a
h(t, x, y)g(F(t, y))dy. (4.2.21)
Now by following the proof of Theorem 2.3.1 given in [82, p. 107], we get
z(t) W
1
_
W(c) +
_
t
0
_
b
a
h(s, x, y)g(F(s, y)) dyds
_
. (4.2.22)
The desired inequality in (4.2.5) follows from (4.2.22), (4.2.20) and (4.2.15).
(p
3
) Dene a function n(t, x) by
n(t, x) = c +
_
t
0
_
B
k(t, x, s, y)u(s, y)dyds, (4.2.23)
u(t, x) n(t, x) +
_
t
0
r(t, x, s)u(s, x)ds. (4.2.24)
From the hypotheses, it is easy to observe that n(t, x) is nonnegative for (t, x) D
0
and
nondecreasing in t R
+
for every x B. Treating (4.2.24) as one-dimensional integral
inequality for every x B and a suitable application of the inequality given in [87, Theo-
rem 1.2.1, Remark 1.2.1, p. 11] yields
u(t, x) n(t, x)P(t, x). (4.2.25)
From (4.2.23) and (4.2.25), we obtain
n(t, x) c +
_
t
0
_
B
k(t, x, s, y)P(s, y)n(s, y)dyds. (4.2.26)
Now a suitable application of Theorem 3.2.5 part (c
9
n(t, x) cexp
_
_
t
0
A(, x)d
_
. (4.2.27)
4.3 Integrodifferential equation of Barbashin-type
E.A. Barabashin [8] rst initiated the study of the integrodifferential equation of the form
t
u(t, x) = c(t, x)u(t, x) +
_
b
a
k(t, x, y)u(t, y)dy + f (t, x), (B)
which arise in mathematical modeling of many applied problems (see [5, section 19]). This
equation attracted the attention of many researchers and is now known in the literature as
integrodifferential equation of Barbashin-type or simply Barbashin equation, see [5, p. 1].
For a detailed account on the study of such equations by using various techniques, see [5]
and the references cited therein. In this section, we consider the nonlinear integrodifferen-
tial equation of Barbashin-type (see [110])
t
u(t, x) = f (t, x, u(t, x)) +
_
b
a
g(t, x, y, u(t, y)) dy +h(t, x), (4.3.1)
which satises the initial condition
u(0, x) = u
0
(x), (4.3.2)
for (t, x) , where f C( R, R), g C(I R, R), h C(, R), u
0
C(I, R)
are given functions and u is the unknown function to be found, in which I = [a, b] R
(a <b) and =R
+
I. Here, we focus our attention to study some fundamental qualitative
properties of solutions of problem (4.3.1)(4.3.2). Let E be the space of functions z
C(, R) which full the condition
|z(t, x)| = O(exp((t +|x|))), (4.3.3)
where > 0 is a constant. In the space E we dene the norm
|z|
E
= sup
(t,x)
|z(t, x)|(exp((t +|x|))). (4.3.4)
It is easy to see that E is a Banach space and |z|
E
N, where N 0 is a constant.
The existence and uniqueness of solutions of problem (4.3.1)(4.3.2) is given in the fol-
lowing theorem.
(i) the functions f , g in equation (4.3.1) satisfy the conditions
| f (t, x, u) f (t, x, u)| c(t, x)|uu|, (4.3.5)
|g(t, x, y, u) g(t, x, y, u)| k(t, x, y)|uu|, (4.3.6)
where c C(, R
+
), k C(I, R
+
),
(l
1
_
t
0
_
c(s, x)exp((s +|x|)) +
_
b
a
k(s, x, y)exp((s +|y|)) dy
_
ds
exp((t +|x|)), (4.3.7)
(l
2
|(t, x)| +
_
t
0
_
| f (s, x, 0)| +
_
b
a
|g(s, x, y, 0)|dy
_
ds exp((t +|x|)), (4.3.8)
for (t, x) , where
(t, x) = u
0
(x) +
_
t
0
h(s, x)ds, (4.3.9)
in which h, u
0
are as in (4.3.1), (4.3.2).
Under the assumptions (i) and (ii), the problem (4.3.1)(4.3.2) has a unique solution u(t, x)
on in E.
Proof. Let u E and dene the operator T by
(Tu)(t, x) =(t, x) +
_
t
0
_
f (s, x, u(s, x)) +
_
b
a
g(s, x, y, u(s, y)) dy
_
ds,
for (t, x) , where (t, x) is given by (4.3.9). The proof that T maps E into itself and is
a contraction map can be completed by following the proof of Theorem 1.3.1 in Chapter 1
with suitable modications. We leave the details to the reader.
The following theorem deals with the estimate on the solution of problem (4.3.1)(4.3.2).
Theorem 4.3.2. Suppose that the functions f , g in equation (4.3.1) satisfy the conditions
(4.3.5), (4.3.6) and
d = sup
(t,x)
_
|(t, x)| +
_
t
0
_
| f (s, x, 0)| +
_
b
a
|g(s, x, y, 0)|dy
_
ds
_
<, (4.3.10)
where (t, x) is given by (4.3.9). If u(t, x) is any solution of problem (4.3.1)(4.3.2) on ,
then
|u(t, x)| dC(t, x)exp
_
_
t
0
_
b
a
k(s, x, y)C(s, y)dyds
_
, (4.3.11)
for (t, x) , where
C(t, x) = exp
_
_
t
0
c(s, x)ds
_
. (4.3.12)
Proof. Using the fact that u(t, x) is a solution of problem (4.3.1)(4.3.2) and hypotheses,
we observe that
|u(t, x)| |(t, x)| +
_
t
0
_
| f (s, x, 0)| +
_
b
a
|g(s, x, y, 0)| dy
_
ds
+
_
t
0
_
| f (s, x, u(s, x)) f (s, x, 0)| +
_
b
a
|g(s, x, y, u(s, y)) g(s, x, y, 0)| dy
_
ds
d +
_
t
0
_
c(s, x)|u(s, x)| +
_
b
a
k(s, x, y)|u(s, y)|dy
_
ds. (4.3.13)
Now an application of the inequality in Theorem 4.2.1 part (p
1
) to (4.3.13) yields (4.3.11).
Remark 4.3.1. We note that the estimate obtained in (4.3.11) provides the bound on the
solution u(t, x) of problem (4.3.1)(4.3.2) on . In Theorem 4.3.2 in addition, if we assume
that
_

0
c(s, x)ds <,
_

0
_
b
a
k(s, x, y)C(s, y)dyds <,
for every x I, then the solution u(t, x) of problem (4.3.1)(4.3.2) is bounded on .
A slight variant of Theorem 4.3.2 is embodied in the following theorem.
Theorem 4.3.3. Suppose that the functions f , g, h, u
0
in (4.3.1)(4.3.2) satisfy the con-
ditions (4.3.5), (4.3.6) and
d = sup
(t,x)
_
_
t
0
_
| f (s, x, (s, x))| +
_
b
a
|g(s, x, y, (s, y))|dy
_
ds
_
<, (4.3.14)
where (t, x) is dened by (4.3.9). If u(t, x) is any solution of problem (4.3.1)(4.3.2) on
, then
|u(t, x) (t, x)| dC(t, x)exp
_
_
t
0
_
b
a
_
, (4.3.15)
for (t, x) , where C(t, x) is given by (4.3.12).
Proof. Let e(t, x) =|u(t, x) (t, x)|, (t, x) . Using the fact that u(t, x) is a solution of
problem (4.3.1)(4.3.2) and hypotheses, we observe that
e(t, x)
_
t
0
_
| f (s, x, u(s, x)) f (s, x, (s, x)) + f (s, x, (s, x))|
+
_
b
a
|g(s, x, y, u(s, y)) g(s, x, y, (s, y)) +g(s, x, y, (s, y))|dy
_
ds
_
t
0
_
| f (s, x, (s, x))| +
_
b
a
|g(s, x, y, (s, y))| dy
_
ds
+
_
t
0
_
| f (s, x, u(s, x)) f (s, x, (s, x))|
+
_
b
a
|g(s, x, y, u(s, y)) g(s, x, y, (s, y))|dy
_
d +
_
t
0
_
c(s, x)e(s, x) +
_
b
a
k(s, x, y)u(s, y)dy
_
ds. (4.3.16)
1
) to (4.3.16) yields (4.3.15).
Let u(t, x) C(, R);

t
u(t, x) exists on and satises the inequality
t
u(t, x) f (t, x, u(t, x))
_
b
a
g(t, x, y, u(t, y))dy h(t, x)
,
for a given constant 0, where it is supposed that (4.3.2) holds. Then we call u(t, x) the
-approximate solution with respect to the equation (4.3.1).
The following theorem estimates the difference between the two approximate solutions of
problem (4.3.1)(4.3.2).
Theorem 4.3.4. Suppose that the functions f , g in (4.3.1) satisfy the conditions (4.3.5),
(4.3.6). Let u
i
(t, x) (i = 1, 2), (t, x) be respectively
i
-approximate solutions of (4.3.1)
with
u
i
(0, x) = u
i
(x), (4.3.17)
where u
i
C(I, R) and
i
(t, x) = u
i
(x) +
_
t
0
h(s, x)ds. (4.3.18)
Suppose that
|
1
(t, x)
2
(t, x)| , (4.3.19)
where 0 is a constant and
M = sup
tR
+
[(
1
+
2
)t +] <. (4.3.20)
Then
|u
1
(t, x) u
2
(t, x)| MC(t, x)exp
_
_
t
0
_
b
a
_
, (4.3.21)
Proof. Since u
i
(t, x) (i = 1, 2), (t, x) are respectively
i
(4.3.1) with (4.3.17), we have
t
u
i
(t, x) f (t, x, u
i
(t, x))
_
b
a
g(t, x, y, u
i
(t, y))dy h(t, x)
i
. (4.3.22)
By taking t =s in (4.3.22) and integrating both sides with respect to s from 0 to t for t R
+
,
we get
i
t
_
t
0
s
u
i
(s, x) f (s, x, u
i
(s, x))
_
b
a
g(s, x, y, u
i
(s, y))dy h(t, x)
ds
_
t
0
_

s
u
i
(s, x) f (s, x, u
i
(s, x))
_
b
a
g(s, x, y, u
i
(s, y)) dy h(t, x)
_
ds
u
i
(t, x)
i
(t, x)
_
t
0
_
f (s, x, u
i
(s, x)) +
_
b
a
|g(s, x, y, u
i
(s, y))|dy
_
ds
. (4.3.23)
From (4.3.23) and using the elementary inequalities in (1.3.25), we observe that
(
1
+
2
)t
u
1
(t, x)
1
(t, x)
_
t
0
_
f (s, x, u
1
(s, x)) +
_
b
a
g(s, x, y, u
1
(s, y)) dy
_
ds
u
2
(t, x)
2
(t, x)
_
t
0
_
f (s, x, u
2
(s, x)) +
_
b
a
g(s, x, y, u
2
(s, y)) dy
_
ds
_
u
1
(t, x)
1
(t, x)
_
t
0
_
f (s, x, u
1
(s, x)) +
_
b
a
g(s, x, y, u
1
(s, y)) dy
_
ds
_
_
u
2
(t, x)
2
(t, x)
_
t
0
_
f (s, x, u
2
(s, x)) +
_
b
a
g(s, x, y, u
2
(s, y)) dy
_
ds
_
|u
1
(t, x) u
2
(t, x)| |
1
(t, x)
2
(t, x)|
_
t
0
_
f (s, x, u
1
(s, x)) +
_
b
a
g(s, x, y, u
1
(s, y)) dy
_
ds
_
t
0
_
f (s, x, u
2
(s, x)) +
_
b
a
g(s, x, y, u
2
(s, y)) dy
_
ds
. (4.3.24)
Let u(t, x) = |u
1
(t, x) u
2
(t, x)|, (t, x) . From (4.3.24) and using the hypotheses, we
observe that
u(t, x) (
1
+
2
)t + +
_
t
0
_
c(s, x)u(s, x) +
_
b
a
k(s, x, y)u(s, y)dy
_
ds
M+
_
t
0
_
c(s, x)u(s, x) +
_
b
a
k(s, x, y)u(s, y)dy
_
ds. (4.3.25)
1
) to (4.3.25) yields (4.3.21).
1
(t, x) is a solution of (4.3.1) with u
1
(0, x) = u
1
(x), then we have
1
= 0 and from (4.3.21), we see that u
2
(t, x) u
1
(t, x) as
2
0 and 0. Furthermore,
if we put
(i)
1
=
2
= 0, u
1
(x) = u
2
(x) in (4.3.21), then the uniqueness of solutions of (4.3.1) is
established and
(ii)
1
=
2
= 0 in (4.3.21), then we get the bound which shows the dependency of solutions
of (4.3.1) on given initial values.
Consider (4.3.1)(4.3.2) together with the following integrodifferential equation
t
v(t, x) = f (t, x, v(t, x)) +
_
b
a
g(t, x, y, v(t, y))dy +h(t, x), (4.3.26)
with the initial condition
v(0, x) = v
0
(x), (4.3.27)
for (t, x) , where f C(R, R), g C(I R, R), h C(, R), v
0
C(I, R).
In the following theorem we provide conditions concerning the closeness of solutions of
problems (4.3.1)(4.3.2) and (4.3.26)(4.3.27).
(4.3.6) and there exist constants
i
0,
i
| f (t, x, u) f (t, x, u)|
1
, (4.3.28)
|g(t, x, y, u) g(t, x, y, u)|
2
, (4.3.29)
|h(t, x) h(t, x)|
1
, (4.3.30)
|u
0
(x) v
0
(x)|
2
, (4.3.31)
where f , g, h, u
0
and f , g, h, v
0
are the functions in (4.3.1)(4.3.2) and (4.3.26)(4.3.27)
and
M = sup
tR
+
__
1
+
1
+
2
(ba)
_
t +
2
_
<. (4.3.32)
Let u(t, x) and v(t, x) be respectively the solutions of (4.3.1)(4.3.2) and (4.3.26)(4.3.27)
for (t, x) . Then
|u(t, x) v(t, x)| MC(t, x)exp
_
_
t
0
_
b
a
_
, (4.3.33)
Proof. Let z(t, x) = |u(t, x) v(t, x)|, (t, x) . Using the facts that u(t, x), v(t, x) are
respectively the solutions of (4.3.1)(4.3.2), (4.3.26)(4.3.27) and hypotheses, we observe
that
z(t, x)
u
0
(x) +
_
t
0
h(s, x)ds v
0
(x)
_
t
0
h(s, x)ds
+
_
t
0
_
| f (s, x, u(s, x)) f (s, x, v(s, x))| +| f (s, x, v(s, x)) f (s, x, v(s, x))|
+
_
b
a
{|g(s, x, y, u(s, y)) g(s, x, y, v(s, y))| +|g(s, x, y, v(s, y)) g(s, x, y, v(s, y))|}dy
_
ds
|u
0
(x) v
0
(x)| +
_
t
0
|h(s, x) h(s, x)|ds
+
_
t
0
_
c(s, x)z(s, x) +
1
+
_
b
a
{k(s, x, y)z(s, y) +
2
}dy
_
ds
2
+
1
t +
1
t +
2
(ba)t
_
+
_
t
0
_
c(s, x)z(s, x) +
_
b
a
k(s, x, y)z(s, y)dy
_
ds
M+
_
t
0
_
c(s, x)z(s, x) +
_
b
a
k(s, x, y)z(s, y)dy
_
ds. (4.3.34)
1
) to (4.3.34) yields (4.3.33).
Remark 4.3.3. We note that the result given in Theorem 4.3.5 relates the solutions of
(4.3.1)(4.3.2) and (4.3.26)(4.3.27) in the sense that if f , g, h, u
0
are respectively close
to f , g, h, v
0
; then the solutions of (4.3.1)(4.3.2) and (4.3.26)(4.3.27) are also close to-
gether.
Next, we consider the following integrodifferential equations of Barbashin-type
t
u(t, x) = f (t, x, u(t, x), ) +
_
b
a
g(t, x, y, u(t, y), ) dy +h(t, x), (4.3.35)
t
u(t, x) = f (t, x, u(t, x),
0
) +
_
b
a
g(t, x, y, u(t, y),
0
) dy +h(t, x), (4.3.36)
with the given initial condition (4.3.2), where f C(RR, R), g C(I RR, R),
h C(, R) and ,
0
are parameters.
The following theorem deals with the dependency of solutions of (4.3.35)(4.3.2) and
(4.3.36)(4.3.2) on parameters.
Theorem 4.3.6. Suppose that the functions f , g in (4.3.35), (4.3.36) satisfy the conditions
| f (t, x, u, ) f (t, x, u, )| c(t, x)|uu|, (4.3.37)
| f (t, x, u, ) f (t, x, u,
0
)| n
1
(t, x)|
0
|, (4.3.38)
|g(t, x, y, u, ) g(t, x, y, u, )| k(t, x, y)|uu|, (4.3.39)
|g(t, x, y, u, ) g(t, x, y, u,
0
)| n
2
(t, x, y)|
0
|, (4.3.40)
where c, n
1
C(, R
+
), k, n
2
C(I, R
+
) and
N = sup
(t,x)
_
t
0
_
n
1
(s, x) +
_
b
a
n
2
(s, x, y)dy
_
ds <.
Let u
1
(t, x) and u
2
(t, x) be respectively, the solutions of (4.3.35)(4.3.2) and (4.3.36)
(4.3.2) on . Then
|u
1
(t, x) u
2
(t, x)| |
0
|NC(t, x)exp
_
_
t
0
_
b
a
_
, (4.3.41)
for (t, x) , where C(t, x) is given by the right hand side of (4.3.12) by replacing c(t, x)
by c(t, x).
Proof. Let w(t, x) =|u
1
(t, x)u
2
(t, x)|, (t, x) . Using the facts that u
1
(t, x) and u
2
(t, x)
are respectively the solutions of (4.3.35)(4.3.2) and (4.3.36)(4.3.2) and hypotheses, we
observe that
w(t, x)
_
t
0
[| f (s, x, u
1
(s, x), ) f (s, x, u
2
(s, x), )|
+| f (s, x, u
2
(s, x), ) f (s, x, u
2
(s, x),
0
)|
+
_
b
a
{|g(s, x, y, u
1
(s, y), ) g(s, x, y, u
2
(s, y), )|
+|g(s, x, y, u
2
(s, y), ) g(s, x, y, u
2
(s, y),
0
)|}dy] ds
_
t
0
[c(s, x)|u
1
(s, x) u
2
(s, x)| +n
1
(s, x)|
0
|
+
_
b
a
_
k(s, x, y)|u
1
(s, y) u
2
(s, y)| +n
2
(s, x, y)|
0
|
_
dy
ds
|
0
|N+
_
t
0
_
c(s, x)w(s, x) +
_
b
a
k(s, x, y)w(s, y)dy
_
ds. (4.3.42)
1
) to (4.3.42) yields (4.3.41),
which shows the dependency of solutions of (4.3.35)(4.3.2) and (4.3.36)(4.3.2) on pa-
rameters.
Remark 4.3.4. We note that by using the inequality in Theorem 4.2.2 part (p
3
), one can
obtain results similar to those given above to the following Barbashin-type integrodifferen-
tial equation
t
u(t, x) = f (t, x, u(t, x)) +
_
B
k(t, x, y, u(t, y)) dy +h(t, x), (4.3.43)
with the given initial condition, under some suitable conditions on the functions involved
in (4.3.43) and the given initial condition, where B is a compact subset of R
n
. As far
as equations of the forms (4.3.1)(4.3.2) and (4.3.43) is concerned, we believe that the
numerous models (see [5]) whose detailed treatment is desired.
4.4 General integral equation of Barbashin-type
Integrodifferential equations of Barbashin-type (B) and partial integral equations are con-
nected to each other in several ways. For example, suppose we are intersted in ndining a
solution u of equation (B) satisfying the initial condition (4.3.2). Putting

t
u(t, x) :=w(t, x)
we arrive at the equation
w(t, x) = g(t, x) +
_
t
0
c(t, x)w(, x)d +
_
t
0
_
b
a
k(t, x, y)w(, y)dyd, (4.4.1)
where
g(t, x) = f (t, x) +c(t, x)u
0
(x) +
_
b
a
k(t, x, y)u
0
(y)dy. (4.4.2)
Throughout this section, we shall use the notations and denitions given in section 3.2
without further mention. The monograph [5] contains the study of many variants and gen-
eralizations of equations (B) and (4.4.1) by using different techniques. In this section we
consider the following general partial integral equation of the form (see [109])
u(t, x) = h(t, x) +
_
t
0
f (t, x, s, u(s, x)) ds +
_
t
0
_
B
g(t, x, s, y, u(s, y))dyds, (4.4.3)
for (t, x) D
0
, where h C(D
0
, R), f C(
0
R, R), g C(R, R) are given functions
and u is the unknown function to be found, in which
0
={(t, x, s) : 0 s t <, x B}.
The problems of existence and uniqueness of solutions of equation (4.4.3) can be dealt with
the method employed in Chapter 3, section 3.4. Here, we present some basic qualitative
properties of solutions of (4.4.3) which provide simple and elegant results and thus have a
wider scope of applicability.
First we shall give the following theorem concerning the estimate on the solution of equa-
tion (4.4.3).
Theorem 4.4.1. Suppose that the functions f , g, h in (4.4.3) satisfy the conditions
| f (t, x, s, u) f (t, x, s, u)| r(t, x, s)|uu|, (4.4.4)
|g(t, x, s, y, u) g(t, x, s, y, u)| k(t, x, s, y)|uu|, (4.4.5)
and
d = sup
(t,x)D
0
_
|h(t, x)| +
_
t
0
| f (t, x, s, 0)|ds +
_
t
0
_
B
|g(t, x, s, y, 0)|dyds
_
<, (4.4.6)
where r C(
0
, R
+
), k C(, R
+
); D
1
r, D
1
k exist and D
1
r C(
0
, R
+
), D
1
k
C(, R
+
). If u(t, x) is any solution of equation (4.4.3) on D
0
, then
|u(t, x)| dP(t, x)exp
_
_
t
0
A(, x)d
_
, (4.4.7)
for (t, x) D
0
, where P and A are given by (4.2.8) and (4.2.10).
Proof. Using the fact that u(t, x) is a solution of (4.4.3) and hypotheses, we observe that
|u(t, x)| |h(t, x)| +
_
t
0
| f (t, x, s, u(s, x)) f (t, x, s, 0) + f (t, x, s, 0)|ds
+
_
t
0
_
B
|g(t, x, s, y, u(s, y)) g(t, x, s, y, 0) +g(t, x, s, y, 0)|dyds
|h(t, x)| +
_
t
0
| f (t, x, s, 0)|ds +
_
t
0
_
B
|g(t, x, s, y, 0)|dyds
+
_
t
0
| f (t, x, s, u(s, x)) f (t, x, s, 0)|ds +
_
t
0
_
B
|g(t, x, s, y, u(s, y)) g(t, x, s, y, 0)|dyds
d +
_
t
0
r(t, x, s)|u(s, x)|ds +
_
t
0
_
B
k(t, x, s, y)|u(s, y)|dyds. (4.4.8)
Now an application of Theorem 4.2.2 part (p
3
) to (4.4.8) yields (4.4.7).
The following theorem deals with a slight variant of Theorem 4.4.1.
Theorem 4.4.2. Suppose that the functions f , g and h in (4.4.3) satisfy the conditions
(4.4.4), (4.4.5) and
d = sup
(t,x)D
0
_
_
t
0
| f (t, x, s, h(s, x))|ds +
_
t
0
_
B
|g(t, x, s, y, h(s, y))|dyds
_
<. (4.4.9)
If u(t, x) is any solution of equation (4.4.3) on D
0
, then
|u(t, x) h(t, x)| dP(t, x)exp
_
_
t
0
A(, x)d
_
, (4.4.10)
for (t, x) D
0
Proof. Let z(t, x) = |u(t, x) h(t, x)|, (t, x) D
0
. Using the fact that u(t, x) is a solution
of (4.4.3) and hypotheses, we observe that
z(t, x)
_
t
0
| f (t, x, s, u(s, x)) f (t, x, s, h(s, x)) + f (t, x, s, h(s, x))|ds
+
_
t
0
_
B
|g(t, x, s, y, u(s, y)) g(t, x, s, y, h(s, y)) +g(t, x, s, y, h(s, y))|dyds
_
t
0
| f (t, x, s, h(s, x))|ds +
_
t
0
_
B
|g(t, x, s, y, h(s, y))|dyds
+
_
t
0
| f (t, x, s, u(s, x)) f (t, x, s, h(s, x))|ds
+
_
t
0
_
B
|g(t, x, s, y, u(s, y)) g(t, x, s, y, h(s, y))|dyds
d +
_
t
0
r(t, x, s)z(s, x)ds +
_
t
0
_
B
k(t, x, s, y)z(s, y)dyds. (4.4.11)
3
) to (4.4.11) yields (4.4.10).
In the next theorem we formulate conditions on the functions involved in (4.4.3) which
shows that the solutions of (4.4.3) tends to zero as t .
(i) the functions f , g in (4.4.3) satisfy the conditions (4.4.4), (4.4.5) and f (t, x, s, 0) = 0,
g(t, x, s, y, 0) = 0,
(ii) the function h in (4.4.3) satises the condition
|h(t, x)| Mexp(t), (4.4.12)
for (t, x) D
0
, where > 0, M 0 are constants,
(iii) the functions r, D
1
r, k, D
1
k be as in Theorem 4.4.1 and
sup
(t,x)D
0
Q(t, x) <,
_

0
A(, x)d <, (4.4.13)
where Q and A are given respectively by the right hand sides of (4.2.9) and (4.2.10)
by replacing r and k by r exp((t s)) and kexp((t s)). If u(t, x) is any solution
of (4.4.3) on D
0
, then it tends exponentially toward zero as t .
Proof. From the hypotheses, we observe that
|u(t, x)| |h(t, x)| +
_
t
0
| f (t, x, s, u(s, x)) f (t, x, s, 0)|ds
+
_
t
0
_
B
|g(t, x, s, y, u(s, y)) g(t, x, s, y, 0)|dyds
Mexp(t) +
_
t
0
r(t, x, s)|u(s, x)|ds +
_
t
0
_
B
k(t, x, s, y)|u(s, y)|dyds. (4.4.14)
|u(t, x)| exp(t) M+
_
t
0
r(t, x, s)exp((t s))|u(s, x)| exp(s)ds
+
_
t
0
_
B
k(t, x, s, y)exp((t s))|u(s, y)| exp(s)dyds. (4.4.15)
3
|u(t, x)| exp(t) MP(t, x)exp
_
_
t
0
A(, x)d
_
, (4.4.16)
where P is given by the right hand side of (4.2.8) by replacing Q by Q. Multiplying both
sides of (4.4.16) by exp(t) and in view of (4.4.13), the solution u(t, x) tends to zero as
t .
The following theorem deals with the estimate on the difference between the two approxi-
mate solutions of equation (4.4.3).
(4.4.5) respectively. Let u
i
(t, x) (i = 1, 2) be respectively
i
-approximate solutions of equa-
tion (4.4.3) on D
0
, i.e.,
u
i
(t, x) h(t, x)
_
t
0
f (t, x, s, u
i
(s, x)) ds
_
t
0
_
B
g(t, x, s, y, u
i
(s, y)) dyds
i
, (4.4.17)
on D
0
for constants
i
0. Then
|u
1
(t, x) u
2
(t, x)| (
1
+
2
)P(t, x)exp
_
_
t
0
A(, x)d
_
, (4.4.18)
for (t, x) D
0
The proof follows by the arguments as in the proof Theorem 3.4.4 and making use of the
inequality in Theorem 4.2.2 part (p
3
). We leave the details to the reader.
1
(t, x) is a solution of equation (4.4.3), then we have
1
= 0 and
from (4.4.18) we see that u
2
(t, x) u
1
(t, x) on D
0
as
2
0. Moreover, from (4.4.18) it
follows that if
1
=
2
= 0, then the uniqueness of solutions of (4.4.3) is established.
Consider the equation (4.4.3) together with the following integral equation
v(t, x) = h(t, x) +
_
t
0
f (t, x, s, v(s, x))ds +
_
t
0
_
B
g(t, x, s, y, v(s, y)) dyds, (4.4.19)
for (t, x) D
0
, where h C(D
0
, R), f C(
0
R, R), g C(R, R), are given functions
and v is the unknown function.
In the following theorem we provide conditions concerning the closeness of solutions of
equations (4.4.3) and (4.4.19).
(4.4.5) respectively and there exist constants
i
0, (i = 1, 2), 0 such that
| f (t, x, s, u) f (t, x, s, u)|
1
, (4.4.20)
|g(t, x, s, y, u) g(t, x, s, y, u)|
2
, (4.4.21)
|h(t, x) h(t, x)| , (4.4.22)
where f , g, h and f , g, h are functions involved in (4.4.3) and (4.4.19) and
M = sup
tR
+
_
+t
_
1
+
2
n
i=1
(b
i
a
i
)
__
<. (4.4.23)
Let u(t, x) and v(t, x) be respectively the solutions of (4.4.3) and (4.4.19) on D
0
. Then
|u(t, x) v(t, x)| MP(t, x)exp
_
_
t
0
A(, x)d
_
, (4.4.24)
for (t, x) D
0
Proof. Let z(t, x) =|u(t, x) v(t, x)|, (t, x) D
0
. Using the hypotheses, we observe that
z(t, x) |h(t, x) h(t, x)|
+
_
t
0
| f (t, x, s, u(s, x)) f (t, x, s, v(s, x)).
+f (t, x, s, v(s, x)) f (t, x, s, v(s, x))|ds
+
_
t
0
_
B
g(t, x, s, y, u(s, y)) g(t, x, s, y, v(s, y))
+g(t, x, s, y, v(s, y)) g(t, x, s, y, v(s, y))|dyds
+
_
t
0
| f (t, x, s, u(s, x)) f (t, x, s, v(s, x))|ds
+
_
t
0
| f (t, x, s, v(s, x)) f (t, x, s, v(s, x))|ds
+
_
t
0
_
B
|g(t, x, s, y, u(s, y)) g(t, x, s, y, v(s, y))| dyds
+
_
t
0
_
B
|g(t, x, s, y, v(s, y)) g(t, x, s, y, v(s, y))| dyds
+
_
t
0
_
t
0
1
ds +
_
t
0
_
B
k(t, x, s, y)z(s, y)dyds +
_
t
0
_
B
2
dyds
M+
_
t
0
_
t
0
_
B
k(t, x, s, y)z(s, y)dyds. (4.4.25)
3
) to (4.4.25) yields (4.4.24).
Remark 4.4.2. The result given in Theorem 4.4.5 relates the solutions of (4.4.3) and
(4.4.19) in the sense that if f , g, h are respectively close to f , g, h; then the solutions of
(4.4.3) and (4.4.19) are also close together.
In the following theorem we formulate conditions for continuous dependence of solutions
of equations
u(t, x) = h
i
(t, x) +
_
t
0
f (t, x, s, u(s, x)) ds +
_
t
0
_
B
g(t, x, s, y, u(s, y))dyds, (4.4.26)
for (i = 1, 2), (t, x) D
0
, where h
i
C(D
0
, R) and the functions f , g are as dened in
(4.4.3).
(4.4.5) and there exists a constant 0 such that
|h
1
(t, x) h
2
(t, x)| , (4.4.27)
for (t, x) D
0
. Let u
i
(t, x) (i = 1, 2) be respectively
i
approximate solutions of (4.4.26).
Then
|u
1
(t, x) u
2
(t, x)| ( +
1
+
2
)P(t, x)exp
_
_
t
0
A(, x)d
_
, (4.4.28)
for (t, x) D
0
Proof. Let z(t, x) =|u
1
(t, x)u
2
(t, x)|, (t, x) D
0
. Following the proof of Theorem 3.4.4
and using the hypotheses, we obtain
z(t, x) |h
1
(t, x) h
2
(t, x)| +
1
+
2
+
_
t
0
| f (t, x, s, u
1
(s, x)) f (t, x, s, u
2
(s, x))|ds
+
_
t
0
_
B
|g(t, x, s, y, u
1
(s, y)) g(t, x, s, y, u
2
(s, y))|dyds
+
1
+
2
+
_
t
0
_
t
0
_
B
k(t, x, s, y)z(s, y)dyds. (4.4.29)
Now applying Theorem 4.2.2 part (p
3
) to (4.4.29) yields (4.4.28), which shows that the so-
lutions of (4.4.26) depends continuously on the functions on the right hand side of (4.4.26).
Remark 4.4.3. As noted in [5, p. 12 and p. 476], another signicant source of parabolic
type integrodifferential equations is provided by the study of equation of the form
u(t, x) = f (t, x) +
_
t
0
P(t, x, s, u(s, x))ds +
_
B
Q(t, x, y, u(s, y))dy
+
_
t
0
_
B
F(t, x, s, y, u(s, y))dyds, (4.4.30)
and variants thereof under some suitable conditions. It is hoped and expected that the
analysis presented above in Theorems 4.4.14.4.6 will also be equally useful in the study
of equations like (4.4.30). Indeed, it involves the task of desiging a new inequality similar
to the one given in Theorem 4.2.2 part (p
3
), which will allow applications in the discussion
of equation (4.4.30). In fact, it is not an easy matter but a challenging problem for future
investigations.
4.5 Integrodifferential equation of the type arising in reactor dynamics
Parabolic integrodifferential equations of various types occurring in reactor dynamics have
been extensively investigated in the literature by using different techniques. In this sec-
tion we offer some basic results from [75, 77] concerning the existence, uniqueness and
asymptotic behavior of solutions of the following general nonlinear diffusion system
u
t
Lu = f (x, t, u) +(Hu)(x, t) (t > 0, x ), (4.5.1)
with the given boundary conditions
B[u] = d(x)
u
+u = 0 (t > 0, x ), (4.5.2)
u(x, 0) = u
0
(x), x , (4.5.3)
where is a bounded domain in R
n
, the sufciently smooth boundary of , is the
outward normal unit vector on the boundary and
L =
n
i, j=1
a
i j
(x)

2
x
i
x
j
+
n
i=1
a
i
(x)

x
i
a
0
(x), (4.5.4)
is the uniformly elliptic operator.
Let D = (0, T], D = [0, T], S = (0, T], where T > 0 is a nite but can be
arbitrarily large and is the closure of . Denote by C
2
(D) the class of functions which
are continuous in D, continuously differentiable in t and twice continuously differentiable
in x and for (x, t) D and
u
exists on . Throughout assume that the coefcients of L

and the rst order derivatives of a
i j
are H older continuous in (of exponent , 0 < <1),
the matrix
_
a
i j
_
is symmetric positive denite in , a
0
(x) 0 in , f is H older continuous
in (x, t, u) in every bounded subset of R
+
R
n
, the operator Hu is uniformly H older
continuous with respect to u R
n
and for (x, t) R
+
, the boundary is of class
C
2+
, d H
1+
() and u
0
H
2+
_
_
and satises boundary condition (4.5.2) at t = 0,
where C
2+
, H
2+
_
_
, H
1+
() are the function spaces dened in Chapter 1 of [57] (see
also [37,69,122]). The above smoothness assumptions are required only for ensuring the
existence of a solution for the corresponding linear problem. A function u C
2
(D) which
satises (4.5.1)(4.5.3) is called a solution of problem (4.5.1)(4.5.3). System (4.5.1)
(4.5.3) occur in nuclear reactor dynamics with the operator Hu may in general be of the
form
(Hu)(x, t) = u(x, t)h
_
x, t,
_
t
0
k(x, t, s)u(x, s)ds
_
,
or
(Hu)(x, t) = h
_
x, t,
_
t
0
k(x, t, s)u(x, s)ds
_
,
or variants thereof (see [59,60,75 ]), where all the functions are H older continuous and
dened on the respective domains of their denitions.
Below we employ the notion of upper and lower solutions and monotone method to estab-
lish the existence of maximal and minimal solutions of (4.5.1)(4.5.3) which also yields
the upper and lower estimates on the exact solution of the problem (4.5.1)(4.5.3). In what
follows, we assume that all inequalities between vectors are componentwise.
The function w C
2
(D) is called an upper solution of (4.5.1)(4.5.3) if
w
t
Lw f (x, t, w) +(Hw)(x, t), (x, t) D, (4.5.5)
B[w] 0, (x, t) S, (4.5.6)
w(x, 0) u
0
(x), x . (4.5.7)
Similarly, the function v C
2
(D) is called a lower solution of (4.5.1)(4.5.3) if it satises
all the reversed inequalities in (4.4.5)(4.4.7).
The functions u, u C
2
(D) are called maximal and minimal solutions of (4.5.1)(4.5.3),
respectively, if every other solution u C
2
(D) of (4.5.1)(4.5.3) satises the relation
u(x, t) u(x, t) u(x, t) for (x, t) D.
We list for convenience the following assumptions:
(H
1
) the functions v, w C
2
(D) with v w on D are lower and upper solutions of (4.5.1)
(4.5.3),
(H
2
) for each i, f
i
(x, t, u
1
) f
i
(x, t, u
2
) M(u
1i
u
2i
) whenever v(x, t) u
2
u
1
w(x, t)
for (x, t) D, where M 0 is a constant,
(H
3
) for each i, the operator H
i
u is monotone nondecreasing in u, whenever v(x, t) u
w(x, t) for (x, t) D.
For any C
2
(D) such that v w on D, consider the linear system
u
i
t
Lu
i
= f
i
(x, t, ) +(H
i
)(x, t) M(u
i
i
), (x, t) D, (4.5.8)
B[u
i
] = 0, (x, t) S, (4.5.9)
u
i
(x, 0) = u
0i
(x), x . (4.5.10)
For a known the assumptions on f and H ensures (see [57,69,122]) the existence of a
unique solution of (4.5.8)(4.5.10). For each C
2
(D) such that v w on D, dene
the mapping A by
A = u, (4.5.11)
where u is the unique solution of (4.5.8)(4.5.10). This mapping will be used to dene
the sequences that converge to the minimal and maximal solutions of (4.5.1)(4.5.3). To
achieve this, we rst prove the following lemma.
Lemma 4.5.1. Assume that the hypotheses (H
1
)(H
3
) hold. Then
(i) the unique solution u of (4.5.8)(4.5.10) satises v(x, t) u(x, t) w(x, t), (x, t) D;
(ii) v Av, w Aw, for (x, t) D;
(iii) A is a monotone operator on the set of functions
U(v, w) =
_
u C
2
(D) : v(x, t) u w(x, t), (x, t) D
_
.
Proof. (i) We shall rst show that v(x, t) u(x, t) for (x, t) D. Setting p
i
= v
i
u
i
, we
get
p
i
t
Lv
i
+ f
i
(x, t, v) +(H
i
v)(x, t) Lu
i
f
i
(x, t, ) (H
i
)(x, t) +M(u
i
i
)
Lp
i
+M(
i
v
i
) +(H
i
)(x, t) (H
i
)(x, t) +M(u
i
i
)
= Lp
i
Mp
i
.
This implies
p
i
t
Lp
i
+Mp
i
0,
and also we observe that B[p
i
] 0, p
i
(x, 0) 0. Hence by the maximum principle (see
[125]) p
i
0 for i = 1, 2, . . . , n. This proves that v(x, t) u(x, t) for (x, t) D. Similarly,
we can show that u(x, t) w(x, t) for (x, t) D. This proves (i).
(ii) Let Av = u, where u is the unique solution of (4.5.8)(4.5.10) with = v. Now, we
shall prove that v u for (x, t) D. Setting p
i
= v
i
u
i
, we get
p
i
t
Lv
i
+ f
i
(x, t, v) +(H
i
v)(x, t) Lu
i
f
i
(x, t, v) (H
i
v)(x, t) +M(u
i
v
i
)
= Lp
i
Mp
i
.
This implies
p
i
t
Lp
i
+Mp
i
0,
and also we observe that B[p
i
] 0, p
i
(x, 0) 0. Hence by the maximum principle p
i
0,
i = 1, 2, . . . , n. This implies v(x, t) u(x, t) for (x, t) D. This proves v Av. In a similar
way we can prove w Aw.
(iii) Let
1
,
2
C
2
(D) be such that
1
,
2
U(v, w) and
1

2
. Let A
1
= u
1
and
A
2
=u
2
, where u
1
and u
2
are the unique solutions of (4.5.8)(4.5.10) corresponding to
1
and
2
, respectively. Then setting p
i
= u
1i
u
2i
, we get
p
i
t
= Lu
1i
+ f
i
(x, t,
1
) +(H
i
1
)(x, t) M(u
1i
1i
)
Lu
2i
f
i
(x, t,
2
) (H
i
2
)(x, t) +M(u
2i
2i
)
Lp
i
{f
i
(x, t,
2
) f
i
(x, t,
1
)}+(H
i
2
)(x, t) (H
i
2
)(x, t)
M(u
1i
1i
) +M(u
2i
2i
)
Lp
i
+M(
2i
1i
) M(u
1i
1i
) +M(u
2i
2i
)
= Lp
i
Mp
i
.
This implies
p
i
t
Lp
i
+Mp
i
0,
and also we have B[p
i
] = 0, p
i
(x, 0) = 0. Hence, by the maximum principle p
i
0, i =
1, 2, . . . , n, which implies u
1
(x, t) u
2
(x, t) for (x, t) D. It therefore follows that the
mapping A is monotone on U(v, w). The proof is complete.
In view of Lemma 4.5.1, we can dene the sequences
v
n
= Av
n1
, w
n
= Aw
n1
,
with v
0
= v and w
0
= w. It is easy to observe that the sequences {v
n
} and {w
n
} are mono-
tone nondecreasing and nonincreasing respectively, and v v
n
w
n
w on D. Further-
more, using the standard arguments, it follows that these sequences converge uniformly
and monotonically to solutions u and u of (4.5.1)(4.5.3).
Let u be any solution of (4.5.1)(4.5.3) such that u U(v, w). Then, by the induction
argument, it is easily seen that u w
n
and u v
n
for every n = 0, 1, 2, . . .. Hence, we
have u u u. This shows that u is a maximal solution and u is a minimal solution of
(4.5.1)(4.5.3) on D. Thus we have proved the following theorem.
Theorem 4.5.1. Assume that the hypotheses (H
1
)(H
3
) hold. Then the sequence {w
n
}
converges uniformly from above to a maximal solution u of (4.5.1)(4.5.3), while the se-
quence {v
n
} converges uniformly from below to a minimal solution u of (4.5.1)(4.5.3).
Furthermore, if u is any solution of (4.5.1)(4.5.3) such that u U(v, w), then
v v
1
v
n
u u u w
n
w
1
w,
on D.
We note that the maximal and minimal solutions established in Theorem 4.5.1 are not
necessarily the same. However, if f and Hu satisfy the conditions
(H
4
) f (x, t,
1
) f (x, t,
2
) c
1
(
1
2
),
(H
1
)(x, t) (H
1
)(x, t) c
2
(
1
2
),
whenever v
2
1
w on D, where c
1
and c
2
are nonnegative constants, then we have
the uniqueness result.
Theorem 4.5.2. Assume that the hypotheses (H
1
)(H
4
) hold. Then the maximal and
minimal solutions of (4.5.1)(4.5.3) coincide. Furthermore, if (H
2
) and (H
4
) hold for v = 0
and every nite w, then (4.5.1)(4.5.3) has a unique nonnegative solution.
Proof. Let be a constant satisfying > c +c
1
+c
2
and let z = e
t
(uu). Then
z
t
Lz +( c
1
c
2
)z
= e
t
[ f (x, t, u) f (x, t, u) +(Hu)(x, t) (Hu)(x, t)] (c
1
+c
2
)z
e
t
[c
1
(uu) +c
2
(uu)] (c
1
+c
2
)z = 0,
and B[z] = 0, z(x, 0) = 0. Hence by the maximum principle z = 0, that is u = u. Let u be
any nonnegative solution of (4.5.1)(4.5.3). Then u is also an upper solution and thus by
Theorem 4.5.1 with w = u we have u u. By replacing u by u in the denition of z the
same argument leads immediately to u = u. Hence, problem (4.5.1)(4.5.3) cannot have
more than one nonnegative solution. The proof is complete.
Consider the eigenvalue problem
L + = 0, x ; B[] = 0, x , (4.5.12)
where L and B are dened in (4.5.4) and (4.5.2). The next result depends on the construction
of the upper solution which depends upon the use of the eigenfunction corresponding to
the least eigenvalue
0
of (4.5.12). It is well known that
0
is real and positive and
is (or can be chosen) positive in (see [125]). When d(x) > 0 the maximum principle
implies that (x) > 0 on . We normalize so that max{(x) : x } = 1 and write
m
min{(x) : x }. Notice that
m
> 0 when d > 0 on .
Theorem 4.5.3. Assume that the hypotheses of Theorem 4.5.1 hold. Let u(x, t) be
nonnegative solution of (4.5.1)(4.5.3) and d(x) > 0. Let > 0, b <
0
, =
(
0
b)
2
,
=
(
0
b)
2
4
be such that for t > 0, x ,
f (x, t, ) b, 0, (4.5.13)
(H)(x, t)
2
_
t
0
e
s
ds, 0. (4.5.14)
Then for any constant k > 0,
0 u(x, t) ke
t
(x) (t 0, x ), (4.5.15)
whenever 0 u
0
(x) k(x).
Proof. To prove (4.5.15) it sufces to show that w(x, t) =e
t
(x) is an upper solution.
Clearly, the inequalities (4.5.6), (4.5.7) are satised. We observe that
w
t
Lw =e
t
[(x) L(x)] ,
and in view of the assumptions (4.5.13) and (4.5.14) we need only to show that
(x) L(x) b(x) +
2
(x)
_
t
0
e
s
ds.
Since 1, L =
0
, the inequality holds if
(
0
b)
_
_
_
1e
t
_
, t > 0.
An optimal choice of , is given by =
(
0
b)
2
, =
(
0
b)
2
4
. Hence w is an upper
solution of (4.5.1)(4.5.3). Conclusion (4.5.15) is now a consequence of Theorem 4.5.1.
We note that the result in Theorem 4.5.3 gives the rate of the exponential decay of the
solutions of (4.5.1)(4.5.3) and u(x, t) 0 as t .
In [124,77] the authors have studied the integrodifferential equation of the form
u
t
Lu =(x, t, u, Fu), (x, t) D, (4.5.16)
B[u] = a
u
+bu = h(x, t), (x, t) S, (4.5.17)

u(x.0) = u
0
(x), x , (4.5.18)
where
L =
n
i, j=1
a
i j
(x, t)

2
x
i
x
j
+
n
i=1
a
i
(x, t)

x
i
,
is the uniformly elliptic operator whose coefcients are as dened above with suitable
modications (see also [37,57,122,125]), a, b are nonnegative constants, h H
1+
(s),
is H older continuous in (x, t, , ) in every bounded subset of R
+
R
n
R
n
and the
operator F may in particular be of the form
Fu(x, t) =
_
t
0
k
1
(x, t, s, u(x, s))ds,
or
Fu(x, t) =
_
k
2
(x, t, y, u(y, t))dy,
or variants thereof, in which k
1
, k
2
are dened on the respective domains of their denitions.
In [77] the problem of existence of maximal and minimal solution is investigated by using
the concept of upper and lower solutions and monotone method. Below we explore in brief
the results given in [77].
The function
+
C
2
(D) is called an upper solution of problem (4.5.16)(4.5.18) if
+
t
L
+
(x, t,
+
, F
+
), (x, t) D, (4.5.19)
B[
+
] h(x, t), (x, t) S, (4.5.20)
+
(x, 0) u
0
(x), x . (4.5.21)
Similarly, the function
C
2
(D) is called a lower solution of (4.5.16)(4.5.18) if the
inequalities in (4.5.19)(4.5.21) are reversed.
We list the following assumptions for convenience:
(G
1
) the functions
,
+
C
2
(D) with
(x, t)
+
(x, t) on D are lower and upper
solutions of (4.5.16)(4.5.18),
(G
2
) for each i,
i
(x, t, u, Fu)
i
(x, t, u, Fu) N(u
i
u
i
), for every (x, t) D, whenever
(x, t) u u
+
(x, t), where N 0 is a constant,
(G
3
) the operator Fu is monotone increasing on U(
,
+
) and for each i,
i
(x, t, u, v) is
monotone nondecreasing in v.
For any C
2
(D) such that

+
on D, consider the following linear system
u
i
t
Lu
i
=
i
(x, t, , F) N(u
i
i
), (x, t) D, (4.5.22)
B[u
i
] = h(x, t), (x, t) S, (4.5.23)
u
i
(x, 0) = u
0i
(x), x . (4.5.24)
For a known function , the assumptions on and F ensure (see [37,57,122]) the existence
of a unique solution of (4.5.22)(4.5.24). For each C
2
(D) such that

+
on
D, dene the mapping P by
P = u, (4.5.25)
where u is the unique solution of (4.5.22)(4.5.24).
Using the techniques of proof of Lemma 4.5.1 and Theorem 4.5.1, one can easily prove the
following results.
Lemma 4.5.2. Assume that the hypotheses (G
1
)(G
3
) hold. Then
(i) the unique solution u of (4.5.22)(4.5.24) satises
(x, t) u(x, t)
+
(x, t), (x, t)
D;
(ii)
,
+
P
+
on D;
(iii) P is monotone operator on the set of functions U(
,
+
).
From Lemma 4.5.2, we can dene the sequences
n
= P
n1
,
+
n
= P
+
n1
,
with
0
=
and
+
0
=
+
. By following the similar observations below Lemma 4.5.1
on the sequences {
n
}, {
+
n
}, we have the following theorem on the existence of maximal
and minimal solutions of (4.5.16)(4.5.18).
Theorem 4.5.4. Assume that the hypotheses (G
1
)(G
3
) hold. Then the sequence {
+
n
},
converges uniformly from above to the maximal solution u
+
of (4.5.16)(4.5.18), while
the sequence {
n
} converges uniformly from below to a minimal solution u
of (4.5.16)
(4.5.18). Furthermore, if u is any solution of (4.5.16)(4.5.18) such that u U(
,
+
),
then
n
u
u u
+

+
n

+
1

+
,
on D.
4.6 Initial-boundary value problem for integrodifferential equations
In this section, we deal with solvability in the classical sense of a nonlinear integrodiffer-
ential initial-boundary value problem:
u
t
= a(x, t, u, u
x
)u
xx
+b(x, t, u, u
x
) +
_
t
0
c(x, , u, u
x
)d, (4.6.1)
in Q
T
,
u(0, t) = f
1
(t), 0 t T, (4.6.2)
u(1, t) = f
2
(t), 0 t T, (4.6.3)
u(x, 0) = u
0
(x), 0 x 1, (4.6.4)
where Q
T
= [0, 1] [0, T] with T > 0 arbitrary. One of the characteristics of this kind
of problem is that the maximum principle is no longer valid in general. In dealing with
this problem in [140], integral estimates in conjunction with Schauder estimate theory to
derive an a priori bound for the solution of (4.6.1)(4.6.4) in the norm of the Banach space
C
2+,1+
2
(Q
T
) is used. The notations of the norms in Banach spaces C(Q
T
), C
2,1
(Q
T
),
etc. are those of Ladyzenskaya et.al. [57]. The method of continuity, which is similar to
that applicable for a regular parabolic boundary value problem is then applied in [140] to
establish a global solvability of (4.6.1)(4.6.4) in the classical sense. Below, the main goal
is to present the results obtained in [140] concerning the solvability of (4.6.1)(4.6.4).
The following hypotheses are assumed throughout the discussion.
(H
1
) the functions a(x, t, u, p), b(x, t, u, p) and c(x, t, u, p) are differentiable with respect to
all of their arguments. Furthermore,
(i) a(x, t, u, p) A
1
> 0,
(ii) |b(x, t, u, p)| A
2
[1+|u| +|p|],
(iii) |c(x, t, u, p)| A
3
[1 +|u| +| p|], for (x, t, u, p) Q
T
R
2
, where A
1
, A
2
and A
3
are
three absolute constants.
(H
2
) the functions f
1
(t), f
2
(t) C
2
[0, T], u
0
(x) C
2+
[0, 1] and the consistency conditions
f
1
(0) = u
0
(0), f
2
(0) = u
0
(1),
f
1
(0) = a(0, 0, u
0
(0), u
0
(0))u
0
(0) +b(0, 0, u
0
(0), u
0
(0)),
and
f
2
(0) = a(1, 0, u
0
(1), u
0
(1))u
0
(1) +b(1, 0, u
0
(1), u
0
(1)),
are satised.
We need the following well known inequalities to establish the results.
1. Youngs inequality: If a 0, b 0, then, for any > 0,
ab
a
r
r
+
s
r
b
s
s
,
where r > 1, s > 1 and
1
r
+
1
s
= 1.
2. Interpolation inequalities: If u(x) H
1
(0, 1), then
u
L
(0,1)
Cu
2
3
H
1
(0,1)
u
1
3
L
1
(0,1)
.
We rst establish a global a priori bound for the solution u(x, t) in C
2+,1+
2
(Q
T
) based on
an integral calculation, imbedding inequalities and Schauder estimates under the hypothe-
ses (H
1
)(H
2
).
Let T >0 be arbitrary and assume that u(x, t) is an arbitrary solution of the problem(4.6.1)
(4.6.4). We rst deduce the following result.
Lemma 4.6.1. Under the assumptions (H
1
)(H
2
), u(x, t) satises the following inequal-
ity:
_ _
Q
T
u
2
xx
dxdt + sup
0tT
_
1
0
u
2
x
(x, t)dx C
1
, (4.6.5)
where C
1
depends only on the A
i
(i = 1, 2, 3), the known data and the upper bound of T.
Proof. In what follows, various constants which appear during the process of the proof
will be denoted by C; their dependency is the same as nal constants unless stated other-
wise.
Let v(x, t) = (1x) f
1
(t) +x f
2
(t) and w(x, t) = u(x, t) v(x, t), (x, t) Q
T
. Then w(x, t) is
a solution of the following problem:
w
t
= aw
xx
+bv
t
+
_
t
0
c(x, , w+v, w
x
+v
x
) d, (4.6.6)
w(0, t) = w(1, t) = 0, 0 t T, (4.6.7)
w(x, 0) = u
0
(x) [(1x) f
1
(0) +x f
2
(0)] = w
0
(x) (say), 0 x 1. (4.6.8)
Multiplying equation (4.6.6) by w
xx
and integrating it over Q
T
, we obtain, employing the
CauchySchwarz inequality with small parameter > 0 and the assumption (H
1
) that
A
1
_ _
Q
T
w
2
xx
dxdt
_ _
Q
T
w
t
w
xx
dxdt
_ _
Q
T
w
2
xx
dxdt +C()
_ _
Q
T
_
1+w
2
+w
2
x
+
_
_
t
0
A
3
(1+|w| +|w
x
|)d
_
2
_
dxdt. (4.6.9)
Observe that
_ _
Q
T
w
t
w
xx
dxdt =
1
2
_
1
0
w
x
(x, T)
2
dx
1
2
_
1
0
w
0
(x)
2
dx, (4.6.10)
_ _
Q
T
w
2
dxdt C
_ _
Q
T
w
2
x
dxdt, (4.6.11)
and that
_ _
Q
T
_
_
t
0
(1+|w| +|w
x
|)d
_
2
dxdt
_
T
0
_
1
0
_
2t
_
t
0
(1+w
2
+w
2
x
)d
_
dxdt
2T
_
T
0
_
1
0
_
t
0
[1+w
2
+w
2
x
]d dxdt
2T
_
T
0
_
1
0
(T )[1+w
2
+w
2
x
]dxdt
2T
2
_
T
0
_
1
0
[1+w
2
+w
2
x
]dxdt. (4.6.12)
Combining (4.6.10)(4.6.12) by choosing =
1
4A
1
, we have from (4.6.9) that
A
1
2
_ _
Q
T
w
2
xx
dxdt +
_
1
0
w
x
(x, T)
2
dx (1+T
2
)C
_ _
Q
T
w
2
x
dxdt +(1+T
2
)C.
Since T is arbitrary, Gronwalls inequality (see [82]) implies that
_
1
0
w
x
(x, t)
2
dx C(T).
Therefore,
_ _
Q
T
w
x
(x, t)
2
dxdt C, (4.6.13)
and
_ _
Q
T
w
2
xx
dxdt + sup
0tT
_
1
0
w
2
x
(x, t)dx C. (4.6.14)
This concludes the estimate (4.6.5) since u(x, t) = w(x, t) +v(x, t) on Q
T
.
Corollary 4.6.1. There exists a positive constant C
2
such that
u(x, t)
C(Q
T
)
C
2
, (4.6.15)
where C
2
depends on the same quantities as C
1
.
Proof. This can be obtained directly from the estimate (4.6.5).
Next we establish the following lemma which deals with the estimate on the norm of u
x
.
Lemma 4.6.2. There exists a constant C
3
such that
u
x
C(Q
T
)
C
3
, (4.6.16)
where the dependency of C
3
is the same as C
1
.
Proof. Let p > 2 be an arbitrary even integer. Since
_
T
0
d
dt
_
_
1
0
w
p
x
dx
_
dt =
_
T
0
_
1
0
pw
p1
x
w
xt
dxdt
=
_
T
0
_
1
0
p(p1)w
p2
x
w
xx
w
t
dxdt +
_
T
0
pw
p1
x
w
t
x=1
x=0
dt
=
_
T
0
_
1
0
p(p1)w
p2
x
w
xx
_
aw
xx
+bv
t
+
_
t
0
cd
_
dxdt, (4.6.17)
it follows that
_
1
0
w
p
x
(x, T)dx +A
1
_
T
0
_
1
0
p(p1)w
p2
x
w
2
xx
dxdt
_
1
0
w
0
(x)
p
dx +
_
T
0
p(p1)w
p2
x
w
xx
_
bv
t
+
_
t
0
cd
_
dxdt
_
1
0
w
0
(x)
p
dx +
_
T
0
_
1
0
p(p1)w
p2
x
w
2
xx
dxdt
+C()
_
T
0
_
1
0
p(p1)w
p2
x
_
bv
t
+
_
t
0
cd
_
2
dxdt. (4.6.18)
Choosing =
A
2
2
and using (H
1
), we nd
_
1
0
w
p
x
(x, T)dx +
A
1
2
_
T
0
_
1
0
p(p1)w
p2
x
w
2
xx
dxdt
_
1
0
w
0
(x)
p
dx +C
_
T
0
_
1
0
p(p1)w
p2
x
_
1+w
2
+w
2
x
+
_
_
t
0
(1+|w| +|w
x
|)d
_
2
_
dxdt. (4.6.19)
Let
I =
_
T
0
_
1
0
w
p2
x
_
_
t
0
(1+|w| +|w
x
|)d
_
2
dxdt.
Then
I
_
T
0
_
1
0
w
p2
x
_
2T
_
T +C
2
2
+
_
t
0
w
2
x
d
__
dxdt
CT(1+T)
_
T
0
_
1
0
w
p2
x
dxdt +2T
_
T
0
_
1
0
w
p2
x
_
_
t
0
w
2
x
d
_
dxdt
CT(1+T)I
1
+2TI
2
.
Using Youngs inequality with r =
p
p2
, s =
p
2
and = 1, we have
I
2
=
_
T
0
_
1
0
w
p2
x
_
_
t
0
w
2
x
d
_
dxdt
_
T
0
_
1
0
_
p2
p
w
p
x
+
2
p
_
_
t
0
w
2
x
d
_
p
2
_
dxdt
_
T
0
_
1
0
w
p
x
dxdt +
_
T
0
_
1
0
_
t
p2
2
_
_
t
0
w
p
x
d
__
dxdt
_
T
0
_
1
0
w
p
x
dxdt +T
p2
2
_
T
0
_
1
0
_
t
0
w
p
x
d dxdt
_
T
0
_
1
0
w
p
x
dxdt +T
p2
2
_
T
0
_
1
0
(T )w
p
x
dxd
_
1+T
p
2
_
_
T
0
_
1
0
w
p
x
dxdt. (4.6.20)
For the moment, we restrict T by 0 < T T
0
= 1 (say). Under this condition, it follows
from (4.6.19)(4.6.20) and T [0, T
0
] arbitrary that
sup
0tT
_
1
0
w
p
x
(x, t)dx +
A
1
2
_ _
Q
T
p(p1)w
p2
x
w
xx
dxdt
_
1
0
w
0
(x)
p
dx +C
_
T
0
_
1
0
p(p1)w
p2
x
_
1+w
2
x
dxdt, (4.6.21)
where C depends only on C
2
and known data. Assume that w(x, t)
L
(Q
T
)

max
_
1,
1
T
w
0
(x)
0
_
(here 0 < T T
0
= 1 is a xed number). Otherwise, we already
have the estimate (4.6.16) on the interval [0, T
0
]. Then
sup
0tT
_
1
0
w
p
x
dx +
A
1
2
_
T
0
_
1
0
p(p1)w
p2
x
w
2
xx
dxdt C
_
T
0
_
1
0
p(p1)w
p
x
dxdt
C
_
T
0
p(p1)w
x
(, t)
p
L
(0,1)
dt. (4.6.22)
If the interpolation inequality is employed, we have
_
_
_w
p
2
x
_
_
_
L
(0,1)
C
_
_
_w
p
2
x
_
_
_
2
3
H
1
(0,1)
_
_
_w
p
2
x
_
_
_
1
3
L
1
(0,1)
,
i.e.,
w
x
p
L
(0,1)
C
_
_
_w
p
2
x
_
_
_
4
3
H
1
(0,1)
_
_
_w
p
2
x
_
_
_
2
3
L
1
(0,1)
C
_
_
_w
p
2
x
_
_
_
2
H
1
(0,1)
+C
2
w
x
p
L
p
2
(0,1)
,
where the last inequality is obtained from Youngs inequality for r =
3
2
and s =3. Note that
_
_
_w
p
2
x
_
_
_
2
H
1
(0,1)
=
_
1
0
__
p
2
_
w
p
2
1
x
w
xx
_
2
dx +
_
1
0
w
p
x
dx.
As a consequence, it follows that
sup
0tT
_
1
0
w
p
x
dx +
A
1
2
_
T
0
_
1
0
p(p1)w
p2
x
w
2
xx
dxdt
Cp(p1)
_
p
2
4

_
T
0
_
1
0
w
p2
x
w
2
xx
dxdt +
_
T
0
_
1
0
w
p
x
dxdt
_
+Cp(p1)
2
_
T
0
w
x
p
L
p
2
(0,1)
dt.
If now is chosen as = min
_
1
2CT
0
,
A
1
p
2
C
_
, then
sup
0tT
_
1
0
w
p
x
dx + p(p1)
_
T
0
_
1
0
w
p2
x
w
2
xx
dxdt Cp(p1)
2
T sup
0tT
w
x
p
L
p
2
(0,1)
Cp
4
sup
0tT
w
x
p
L
p
2
(0,1)
,
where C is constant which depends only on known data.
To complete the proof we want to consider large value of p. Let
p = p
k
= 2
k
and
k
= sup
0tT
_
_
1
0
w
p
k
x
dx
_ 1
p
k
.
If we take the p
k
-th root of both sides of above inequality, we obtain
_
Cp
4
k
_
1
p
k

k1
.
Now
+
k=1
C
1
p
k
=C
+
k=1
1
p
k
=C
+
k=1
2
1
k
C,
and
+
k=1
p
4
p
k
k
= 2
+
k=1
4k
2
k
C,
since
+
k=1
4k
2
k
= 4
+
k=1
k
2
k
,
is convergent. Thus it follows that, for d
k
=
_
Cp
4
k
_ 1
p
k
,
k
d
k
k1
_
k
=1
d
1
C
1
.
As
lim
k+
k
=w
x
(Q
T
)
,
and
1
C
1
by Lemma 4.6.1, it follows that
w
x
Q
T
0
C
1
C. (4.6.23)
Note that for the interval [T
0
, 2T
0
], we can repeat the above procedure and obtain previously
the same inequality (4.6.23). After nitely many steps, one has the estimate (4.6.16).
Lemma 4.6.3. There exist constants C
4
and (0 < < 1), which depend on the same
quantities as C
i
(i = 1, 2, 3), such that
u
C
1+,
1+
2
(Q
T
)
C
4
, (4.6.24)
and hence
u
x
C
,
2
(Q
T
)
C
4
. (4.6.25)
Proof. Let
= max
(x,t)Q
T
|u|C
2
|u
x
|C
3
_
|a(x, t, u, u
x
)| +|b(x, t, u, u
x
)| +
_
t
0
|c(x, , u, u
x
)|d
_
.
Lemma 4.6.2 implies that is uniformly bounded and that the bound depends only on the
known data. The desired result then follows from Theorem 5.1 in Ladyzenskaya et.al. [57,
p. 561] as a regular parabolic equation case.
Lemma 4.6.4. There exists a constant C
5
such that
u
C
2+,1+
2 (Q
T
)
C
5
, (4.6.26)
where C
5
depends only on the same quantities as C
i
, i = 1, 2, 3, 4.
Proof. By Lemma 4.6.3, we know that a(x, t, u(x, t), u
x
(x, t)) and b(x, t, u(x, t), u
x
(x, t))
are uniformly H older continuous in Q
T
with exponents and

2
with respect to x and t,
respectively. Considering equation (4.6.1) as a linear equation
u
t
= au
xx
+b+
_
t
0
cd,
with initial-boundary conditions (4.6.2)(4.6.4), we employ the Schauder estimate to obtain
u
C
2+,1+
2
(Q
T
)
C
_
1+
_
_
_
_
_
t
0
cd
_
_
_
_
C
,
2
(Q
T
)
_
. (4.6.27)
Note that, for any function g(x, t) C
,
2
(Q
T
), we have the property
_
_
_
_
_
t
0
g(x, )d
_
_
_
_
C
,
2
(Q
T
)
_
g(x, 0)
C[0,1]
+
_
T +T
1
2
_
g
C
,
2
(Q
T
)
_
. (4.6.28)
As a consequence
_
_
_
_
_
t
0
c(x, , u, u
x
)d
_
_
_
_
C
,
2
(Q
T
)
C
_
1+
_
T +T
1
2
_
c(x, t, u, u
x
)
C
,
2
(Q
T
)
_
C
_
1+
_
T +T
1
2
_
u
C
1+,
1+
2
(Q
T
)
_
,
is uniformly bounded by Lemma 4.6.3, and the bound depends only on the known data.
Hence the estimate (4.6.26) follows from (4.6.27) and the above inequality.
From Lemmas 4.6.14.6.4, we establish the following existence theorem.
Theorem 4.6.1. Under hypotheses (H
1
)(H
2
), there exists a solution u(x, t)
C
2+,1+
2
(Q
T
) to the problem (4.6.1)(4.6.4).
Proof. Dene the operator L
by
L
u = u
t
[au
xx
+b+
_
t
0
cd].
Let
() ={ [0, 1] : the problem (4.6.1)
(4.6.4) is solvable},
where (4.6.1)
is the equation L
u = 0. By the standard continuation method (() is not

empty,

() is open and also closed), it follows that

() [0, 1].
The following theorem deals with the regularity of the solution for the problem (4.6.1)
(4.6.4).
Theorem 4.6.2. Assume that a(x, t, u, p), b(x, t, u, p) and c(x, t, u, p) are innitely differ-
entiable in all of their arguments and that the boundary values f
1
(t) and f
2
(t) belong to
C
(0, T]. Then the solution u(x, t) is innitely differentiable with respect to x and t on the
region Q
T
{(x, t) : t > 0}.
Proof. Since u C
2+,1+
2
(Q
T
), we can differentiate equation (4.6.1) with respect to t
and then v = u
t
satises
v
t
= av
xx
+[a
p
u
xx
+b
p
]v
x
+[a
u
u
xx
+bu]v +[a
t
u
xx
+b
t
+c(x, t, u, u
x
)] in Q
T
, (4.6.29)
v(0, t) = f
1
(t), 0 t T, (4.6.30)
v(1, t) = f
2
(t), 0 t T. (4.6.31)
Since the coefcients of equation (4.6.29) are H older continuous with respect to x and t,
the Schauder estimate for a parabolic equation implies that the solution v C
2+,1+
2
(Q
T
).
Hence u C
4+,2+
2
(Q
T
). We can repeat this procedure and obtain v C
+,+
(Q
T
{t :
t > 0}). It follows that u(x, t) C
+,+
(Q
T
{t : t > 0}).
Next, we give the following theorem on continuous dependence of the solution of (4.6.1)
(4.6.4) upon the known data.
Theorem 4.6.3. Assume that ( f
1
(t), f
2
(t), u
0
(x)) and ( f
1
(t), f
2
(t), u
0
(x)) are two known
sets of initial-boundary values which satisfy (H
2
). Let u(x, t) and u
(x, t) be two solutions

of the problem (4.6.1)(4.6.4) corresponding, respectively, to the above data. Then
u(x, t) u
(x, t)
C
2+,1+
2
(Q
T
)
C
_
f
1
(t) f
1
(t)
C
1+
2
[0,T]
+ f
2
(t) f
2
(t)
C
1+
2
[0,T]
+u
0
(x) u
0
(x)
C
2+
[0,1]
_
, (4.6.32)
where C depends only on known data.
Proof. Let w(x, t) = u(x, t) u
(x, t), (x, t) Q

T
. Then w(x, t) satises
w
t
= aw
xx
+b
(x, t)w
x
+c
(x, t)w+d
(x, t) in Q
T
, (4.6.33)
w(0, t) = f
1
(t) f
1
(t), 0 t T, (4.6.34)
w(1, t) = f
2
(t) f
2
(t), 0 t T, (4.6.35)
w(x, 0) = u
0
(x) u
0
(x), 0 x 1, (4.6.36)
where
b
(x, t) =
_
1
0
b
p
(x, tu
, zu
x
+(1z)u
x
)dz
+
_
_
1
0
a
p
(x, t, u
, zu
x
+(1z)u
x
)dz
_
u
xx
,
c
(x, t) =
_
1
0
b
u
(x, t, zu+(1z)u
, u
x
)dz
+
_
_
1
0
a
u
(x, t, zu+(1z)u
, u
x
)dz
_
u
xx
,
d
(x, t) =
_
t
0
[d
1
(x, )w
x
+d
2
(x, )w] d,
d
1
(x, t) =
_
1
0
c
p
(x, t, u
, zu
x
+(1z)u
x
)dz,
d
2
(x, t) =
_
1
0
c
z
(x, t, zu+(1z)u
, u
x
)dz.
The estimate (4.6.24) implies that all the H older moduli of the coefcients in (4.6.33) are
dominated by known data. From the Schauder estimate for the linear parabolic equation
(4.6.33), we have
u
C
2+,1+
2
(Q
T
)
C
2
i=1
f
i
(t) f
i
(t)
C
1+
2
[0,T]
+u
0
(x) u
0
(x)
C
2+
[0,1]
+d
(x, t)
C
,
2
(Q
T
)
.
The inequalities (4.6.26) and (4.6.28) yield
d
(x, t)
C
,
2
(Q
T
)
C
_
w(x, 0)
C[0,1]
+
_
T +T
1
2
_
u
C
2+,1+
2
(Q
T
)
_
.
Therefore, when T is small enough so that
_
T +T
1
2
_
C
1
2
we have the desired result.
By taking a nite number of steps, we establish (4.6.32) for arbitrary T.
Corollary 4.6.2. The solution of the problem (4.6.1)(4.6.4) is unique.
4.7 Miscellanea
4.7.1 Corduneanu [28]
Consider the integrodifferential equation of the form
t
f (t, x) =
1
2
_
x
0
(x y, y) f (t, x y) f (t, y)dy f (t, x)
_

0
(x, y) f (t, y)dy, (4.7.1)
which is encountered in the mathematical description of coagulation processes, with the
initial condition
f (0, x) = f
0
(x), x 0. (4.7.2)
For the interpretation of equation (4.7.1) and detailed meanings of the functions therein,
see [28, p. 274]. Assume that
(H
1
) the function (x, y) is continuous and symmetric in the quadrant x 0, y 0, and
veries 0 (x, y) A, x 0, y 0, where A is a positive number,
(H
2
) f
0
(x) is continuous, bounded and integrable on x 0,
(H
3
) f
0
(x) 0 for x 0.
Under the hypotheses (H
1
)(H
3
), there exists a solution f (t, x) of equation (4.7.1), satisfy-
ing (4.7.2), which is dened for x 0, t 0, is continuous, bounded, nonnegative, analytic
in t for each xed x 0 and integrable in x for each t 0. Moreover, the solution is unique.
Consider the parabolic-type Fredholm integral equation
t
u(x, t) = F
_
x, t, u(x, t),
_
b
a
K(x, t, y, u(y, t)) dy
_
, (4.7.3)
with the given initial condition
u(x, 0) =(x), (4.7.4)
for (x, t) , where C(I, R), K C(I R, R), F C(R
2
, R) in which I = [a, b]
(a < b), = I R
+
. Assume that
(G
1
) the functions F, K in equation (4.7.3) satisfy the conditions
|F(x, t, u, v) F(x, t, u, v)| [p(x, t)|uu| +|v v|],
|K(x, t, y, u) K(x, t, y, u)| r(x, t, y)|uu|,
where p C(, R
+
), r C(I, R
+
);
(G
2
) for as in section 4.3:
(i) there exists a nonnegative constant such that < 1 and
_
t
0
_
p(x, s)exp((|x| +s)) +
_
b
a
r(x, s, y)exp((|y| +s)) dy
_
ds exp((|x| +t)),
(ii) there exists a nonnegative constant such that
|(x)| +
_
t
0
F
_
x, s, 0,
_
b
a
K(x, s, y, 0)dy
_
ds exp((|x| +t)),
for (x, t) .
Under assumptions (G
1
)(G
2
), the problem (4.7.3)(4.7.4) has a unique solution on in
E, where E is the space of functions as dened in section 4.3.
Under the notations as in section 4.5, consider the following nonlinear integrodifferential
system of the form
u
t
Lu = F
_
x, t, u,
_
t
0
_
K(x, t, s, u(x, s))dxds

_
(t > 0, x ), (4.7.5)
B[u] =
1
(x)
u
+
2
(x)u = 0 (t > 0, x ), (4.7.6)
u(x, 0) = u
0
(x), x , (4.7.7)
where L denote the uniformly elliptic operator dened by
L =
n
i, j=1
a
i j
(x)

2
x
i
x
j
+
n
i=1
a
i
(x)

x
i
, (4.7.8)
on the bounded domain in R
n
, is the outward normal unit vector on the boundary
;
i
(x) 0 (i = 1, 2) with
1
(x) +
2
(x) = 0 on ; the coefcients of L and the rst
partial derivatives of a
i j
are H older continuous (of exponent (0, 1)) in ; the matrix
(a
i j
) is symmetric positive denite in ; K and F are H older continuous in every bounded
subset of R
2
+
R and R
+
R
2
respectively; the boundary is of class of C
2+
,
i
H
1+
(), and u
0
H
1+
_
_
satises (4.7.6) at t = 0.
Assume that
(H
1
) there exist pair of functions v, w C
2
(D) with v w on D such that
w
t
Lw F
_
x, t, w,
_
t
0
_
K(x, t, s, w(x, s))dxds

_
, (x, t) D,
B[w] 0, (x, t) S,
w(x, 0) u
0
(x), x ;
and
v
t
Lv F
_
x, t, v,
_
t
0
_
K(x, t, s, v(x, s)) dxds

_
, (x, t) D,
B[v] 0, (x, t) S,
v(x, 0) u
0
(x), x ;
(H
2
) the function K(x, t, s, u) is monotone nondecreasing in u for xed x, t, s and the func-
tion F(x, t, u, ) is monotone nondecreasing in for xed x, t, u;
(H
3
) for a given constant M 0,
F(x, t, u, ) F(x, t, u, ) M(uu),
whenever v(x, t) u u w(x, t) for (x, t) D.
For any C
2
(D) such that v w on D, consider the following linear system
u
t
Lu = F
_
x, t, ,
_
t
0
_
K(x, t, s, )dxds
_
M(u), (x, t) D, (4.7.9)
B[u] = 0, (x, t) S, (4.7.10)
u(x, 0) = u
0
(x), x . (4.7.11)
For a known the above assumptions ensures the existence of a unique solution of (4.7.9)
(4.7.11) (see [37,57 ]). For each C
2
(D) such that v w on D, dene the mapping
A by
A = u,
where u is the unique solution of (4.7.9)(4.7.11).
(g
1
) Assume that the hypotheses (H
1
)(H
3
) hold. Then
(i) the unique solution u of (4.7.9)(4.7.11) satises v(x, t) u(x, t) w(x, t), for (x, t) D;
(ii) v Av, w Aw for (x, t) D;
(iii) A is monotone operator on the set of functions
U(v, w) ={u C
2
(D) : v(x, t) u w(x, t), (x, t) D}.
In view of (g
1
), we can dene the sequences
v
n
= Av
n1
, w
n
= Aw
n1
,
with v
0
= v and w
0
= w.
(g
2
1
)(H
3
) hold. Then the sequence {w
n
} converges uni-
formly from above to a maximal solution u of (4.7.5)(4.7.7), while the sequence {v
n
}
converges uniformly from below to a minimal solution u of (4.7.5)(4.7.7). Furthermore,
if u is any solution of (4.7.5)(4.7.7) such that u U(v, w), then
v v
1
v
n
u u u w
n
w
1
w,
on D
Under the notations as in section 4.5, consider the following nonlinear coupled parabolic
integrodifferential equations of the form
u
t
Lu = F(x, t, u, v, M[u, v](x, t)), (4.7.12)
v
t
= H(x, t, u, v, N[u, v](x, t)), (4.7.13)
for (x, t) D, with the given boundary and initial conditions
B[u] =
u
+b(x)u = c
0
(x, t), (x, t) S, (4.7.14)
u(x, 0) = u
0
(x), v(x, 0) = v
0
(x), x , (4.7.15)
where
M[u, v](x, t) =
_
t
0
_
f (x, t, y, s, u(y, s), v(y, s))dyds,

N[u, v](x, t) =
_
t
0
_
h(x, t, y, s, u(y, s), v(y, s)) dyds,

and L is the uniformly elliptic operator as dened in (4.7.8); f , h and F, H are real
valued H older continuous in (x, t, y, s, u, v) and (x, t, u, v, r) in every bounded subset of
R
+
R
+
R
2
and R
+
R
3
respectively; b(x) 0 on , b H
1+
(),
c
0
H
1+
(s), u
0
, v
0
H
2+
_
_
and u
0
satises the boundary condition u(x, 0) = u
0
(x) at
t = 0. Assume that
(H
4
) there exist pair of functions = (u, v), = (u, v); u, u C
2
(D) and v, v C(D) with
on D such that
u
t
Lu F(x, t, u, v, M[u, v](x, t)), (x, t) D,
v
t
H(x, t, u, v, N[u, v](x, t)), (x, t) D,
B[u] c
0
(x, t), (x, t) S,
u(x, 0) u
0
(x), v(x, 0) v
0
(x), x ,
and
u
t
Lu F(x, t, u, v, M[u, v](x, t)), (x, t) D,
v
t
H(x, t, u, v, N[u, v](x, t)), (x, t) D,
B[u] c
0
(x, t), (x, t) S,
u(x, 0) u
0
(x), v(x, 0) v
0
(x), x ;
(H
5
) the functions f (x, t, y, s, u, v), h(x, t, y, s, u, v) both are monotone nondecreasing in u
and v;
(H
6
) the function F(x, t, u, v, r) is monotone nondecreasing in v and r, and the function
H(x, t, u, v, r) is monotone nondecreasing in u and r;
(H
7
) the functions F and H satisfy
F(x, t, u
1
, v, r) F(x, t, u
2
, v, r) Q(u
1
u
2
),
whenever u(x, t) u
2
u
1
u(x, t) for (x, t) D, and
H(x, t, u, v
1
, r) H(x, t, u, v
2
, r) Q(v
1
v
2
),
whenever v(x, t) v
2
v
1
v(x, t) for (x, t) D, where Q 0 is a constant.
For a given function z = (, ); C
2
(D), C(D) such that z on (x, t) D,
where = (u, v), = (u, v), consider the following linear system
u
t
Lu = F(x, t, , , M[, ](x, t)) Q(u), (4.7.16)
v
t
= H(x, t, , , N[, ](x, t)) Q(v ), (4.7.17)
for (x, t) D, with the given boundary and initial conditions
B[u] = c
0
(x, t), (x, t) S, (4.7.18)
u(x, 0) = u
0
(x), v(x, 0) = v
0
(x), x . (4.7.19)
For a known function z = (, ) the above assumptions ensures (see [37, 57]) the existence
of a unique solution of (4.7.16)(4.7.19). For each z = (, ), C
2
(D), C(D) such
that z on D, dene the mapping A by
Az =,
where = (u, v) is the solution of (4.7.16)(4.7.19).
(g
3
4
)(H
7
) hold. Then
(i) the unique solution = (u, v) of (4.7.16)(4.7.19) satises (x, t) (x, t) (x, t),
(x, t) D;
(ii) A, A on D;
(iii) A is monotone operator on the set of functions
=
_
= (u, v) : ; u C
2
(D), v C(D)
_
,
on D.
In view of (g
3
), we can dene the sequences
n
= A
n1
,
n
= A
n1
,
where
n
= (u
n
, v
n
),
n
= (u
n
, v
n
) with
0
= and
0
=.
(g
4
4
)(H
7
) hold. Then the sequence {(u
n
, v
n
)} con-
verges uniformly from above to a maximal solution (, ) of (4.7.12)(4.7.15), while
the sequence {(u
n
, v
n
)} converges uniformly from below to a minimal solution (, ) of
(4.7.12)(4.7.15). Furthermore, if = (u, v) is any solution of (4.7.12)(4.7.15) such that
, then
u u
1
u
n
u u
n
u
1
u,
v v
1
v
n
v v
n
v
1
v,
on D.
4.7.5 Cannon and Lin [23]
Under the standard notations for H older classes dened in Chapter 1 of [57], consider the
linear integrodifferential equation of parabolic type
u
t
(x, t) = A(x, t)u(x, t) +
_
t
0
B(x, t, )u(x, )d + f (x, t), (4.7.20)
in Q
T
= (0, T], where T > 0 and is a bounded open subset of R
n
with regular
boundary and Q
T
is the closure of Q
T
,
Au =
n
i, j=1
a
i j
(x, t)u
x
i
x
j
(x, t) +
n
i=1
a
i
(x, t)u
x
i
(x, t) +a(x, t)u(x, t), (4.7.21)
B(x, t, )u(x, ) =
n
i, j=1
b
i j
(x, t, )u
x
i
x
j
(x, )
+
n
i=1
b
i
(x, t, )u
x
i
(x, ) +b(x, t, )u(x, ). (4.7.22)
The equation (4.7.20) is considered together with the following three types of boundary
conditions:
(L) u(x, 0) = u
0
(x), x ,
u(x, t) =(x, t), (x, t) S
T
=[0, T];
(M) u(x, 0) = u
0
(x), x ,
n
i=1
c
i
(x, t)u
x
i
(x, t)cos(x
i
, ) +c(x, t)u(x, t) =(x, t),(x, t) S
T
;
(N) u(x, 0) = u
0
(x), x ,
n
i=1
c
i
(x, t)u
x
i
(x, t)cos(x
i
, ) +c(x, t)u(x, t)
+
_
t
0
_
n
i=1
d
i
(x, t, )u
x
i
(x, ) +d(x, t, )u(x, )
_
d =(x, t), (x, t) S
T
;
where
i=1
c
i
(x, t)cos(x
i
, )
,
for some positive constant and (x) = (
1
(x), . . . ,
n
(x)) is the outer normal direction to
.
The equation (4.7.20) will be treated as a parabolic equation with integral term as a pertur-
bation and employing the basic classical theory of parabolic partial differential equation
u
t
(x, t) = A(x, t)u(x, t) + f (x, t). (4.7.23)
Assume that
(H
1
) u
0
H
2+
_
_
; a
i j
, a
i
, a, f H
,
2
(Q
T
) and
0
||
2
a
i j
1
||
2
,
for (x, t) Q
T
,
0
,
1
are positive constants and R
n
;
(H
2
) H
2+,1+
2
_
S
T
_
;
(H
3
) b
i j
(x, t, ), b
i
(x, t, ), b(x, t, ) C([0, T]) uniformly for (x, t) Q
T
and b
i j
(, , ),
b
i
(, , ), b(, , ) H
,
2
(Q
T
) uniformly for [0, T];
(H
4
) c
i
, c, H
1+,
(1+)
2
_
S
T
_
;
(H
5
) d
i
(x, t, ), d(x, t, ) C([0, T]) uniformly on S
T
and d
i
(, , ), d(, , )
H
1+,
(1+)
2
(S
T
) uniformly for [0, T].
Problem (4.7.20)(L) or (4.7.23)(L) is said to satisfy condition (C
1
) if
(C
1
) u
0
(x) =(x, 0),
t
(x, 0) = Au
0
+ f (x, 0),
and problem (4.7.20)(M) or (4.7.20)(N) or (4.7.23)(M) is said to satisfy condition (C
2
)
if
(C
2
)
n
i=1
c
i
(x, 0)u
0x
i
(x)cos(x
i
, ) +c(x, 0)u
0
(x) =(x, 0).
(g
5
) For 0 < <1, assume that H
2+
. Under assumptions (H
1
)(H
3
) and (C
1
), there
exists a unique smooth solution u in H
2+,1+
2
(Q
T
) for problem (4.7.20)(L).
(g
6
2+
1
), (H
3
)(H
4
) and (C
2
),
there exists a unique smooth solution u in H
2+,1+
2
(Q
T
) for problem (4.7.20)(M).
(g
7
2+
1
), (H
3
)(H
5
) and (C
2
),
there exists a unique smooth solution u in H
2+,1+
2
(Q
T
) for problem (4.7.20)(N).
4.7.6 Roux and Thom ee [126]
Consider the semilinear parabolic integrodifferential equation
t
u(x, t) +Au(x, t) =
_
t
0
f (t, s, x, u(x, s))ds, (4.7.24)
for x , 0 t T, where A is a self-adjoint elliptic second order partial differential
operator with smooth, time-independent coefcients of the form
Au =
d
i, j=1
x
i
_
a
i j
u
x
j
_
+a
0
u, a
0
0,
in a domain R
d
with smooth boundary , and f is a given smooth function of its
arguments that is bounded together with a sufcient number of its derivatives. The equation
(4.7.24) is considered together with the Dirichlet type boundary condition
u = 0 on for 0 t T, (4.7.25)
and with the initial condition
u(x, 0) = v(x) in . (4.7.26)
For the numerical solution of this problem by the Galerkin nite element method we shall
assume that we are given a family of subspaces S
h
of H
1
0
() with the approximation prop-
erty that, for some r 2,
inf
S
h
{v +hv
1
} Ch
s
v
s
,
for v H
s
() H
1
0
, 1 s r. Here denotes the norm in L
2
() and
s
that in
H
s
() (see [57]). With (, ) the standard inner product in L
2
() and A(, ) the positive
denite bilinear form on H
1
0
() H
1
0
() dened by the operator A, we may then pose the
semidiscrete problem of nding u
h
: [0, T] S
h
such that, with f (t, s, u) = f (t, s, x, u(x, s)),
_
u
h
t
,
_
+A(u
h
, ) =
_
t
0
( f (t, s, u
h
), )ds, (4.7.27)
for all S
h
, 0 t T,
u
h
(0) = v
h
, (4.7.28)
where v
h
is a suitable approximation of v in S
h
.
(g
8
) Let u
h
and u be the solutions of (4.7.27)(4.7.28) and (4.7.24)(4.7.26), respectively.
Then, if u is appropriately smooth, the estimate
u
h
(t) u(t) Cv
h
v+Ch
r
v
r
+
_
t
0
u
t
r
ds,
holds for 0 t T.
4.7.7 Yin [141]
Let T > 0 and Q
T
= (0, T], where is an open bounded region in R
n
with a smooth
boundary S = and S
T
= S [0, T]. Consider the following integrodifferential equation
u
t

x
i
a
i
(x, t, u, u
x
) a(x, t, u, u
x
)
=
_
t
0
_

x
i
b
i
(x, t, , u, u
x
) +b(x, t, , u, u
x
)
_
d, (x, t) Q
T
, (4.7.29)
u(x, t) = 0, (x, t) S
T
, (4.7.30)
u(x, 0) = u
0
(x), x . (4.7.31)
A function u(x, t) in V
2
(Q
T
) = L
(0, T; L
2
()) L
2
(0, T; H
1
0
()) is said to be a weak so-
lution of (4.7.29)(4.7.31), if u(x, t) satises
_
T
0
_
_
u
t
+
_
a
i
+
_
t
0
b
i
d
_
x
i
_
a+
_
t
0
bd
_
_
dxdt
=
_
u
0
(x)(x, 0)dx
_
u(x, T)(x, T)dx,

for any (x, t) H
1
(0, T; H
1
0
()).
Assume that
(H
1
) the functions a
i
, a and b
i
, b are differentiable with respect to all of their arguments in
Q
T
RR
n
and Q
T
R
+
RR
n
, respectively;
(H
2
) the following ellipticity assumption and the growth conditions hold:
n
i=1
[a
i
(x, t, u, p
1
) a
i
(x, t, u, p
2
)](p
1
p
2
) a
0
(p
1
p
2
)
2
,
n
i=1
[|a
i
(x, t, u, p)| +|b
i
(x, t, , u, p)|] +|a| +|b| A
0
[1+|u| +|p|] ;
n
i=1
|b
ip
(x, t, , u, p)| B
0
,
where a
0
, A
0
and B
0
are positive constants;
(H
3
) u
0
(x) H
1
0
().
Under the hypotheses (H
1
)(H
3
), the problem (4.7.29)(4.7.31) admits a unique weak so-
lution.
4.7.8 Yin [141]
Let T > 0 and Q
T
= (0, T], where is an open bounded region on R
n
with a smooth
boundary S = and S
T
= S[0, T]. Consider the following initial-boundary value prob-
lem:
u
t
u f (u) =
_
t
0
[b(t, )u]d, (x, t) Q
T
, (4.7.32)
u(x, t) = 0, (x, t) S
T
, u(x, 0) = u
0
(x), x , (4.7.33)
with the assumptions
(G
1
) the function b(t, ) is differentiable on R
2
;
(G
2
) f (u) is differentiable and there exist positive constants A
0
and M such that
f
(u) A
0
for |u| M;
(G
3
) u
0
(x) C
2+
_
_
( is the closure of ) and the following compatibility conditions
hold
u
0
(x) = 0, u
0
(x) + f (u
0
) = 0 on S.
Under the hypotheses (G
1
)(G
3
), the problem (4.7.32)(4.7.33) admits a unique classical
solution on [0, T] for any T > 0.
4.8 Notes
Many phenomena in physical, chemical, biological sciences and engineering can be
modeled via parabolic integrodifferential equations, for which elegant theories and pow-
erful techniques have been developed, see [1,5,27,3133,5963,121,122,124,126,131
134,140,141] and the references cited therein. The results in section 4.2 provides some
basic integral inequalities with explicit estimates which can be used as tools in handling
the study of qualitative properties of solutions of certain parabolic partial integrodifferential
and integral equations and are adapted from Pachpatte [98,109]. Sections 4.3 and 4.4 are
concerned with the study of some fundamental qualitative properties of solutions of an inte-
grodifferential equation of Barbashin-type and the general integral equation of Barbashin-
type, and are taken from Pachpatte [110,109]. Here, the treatment of results is essentially
different from those used in [5] to study such equations. Section 4.5 deals with the exis-
tence, uniqueness and asymptotic behavior of solutions of an integrodifferential equation
of the type arising in reactor dynamics. The notion of upper and lower solutions based on
the monotone iterative method is used to study the problem and the results are taken from
Pachpatte [75,77]. The section 4.6 is devoted to the solvability in the classical sense of a
class of nonlinear one-dimensional integrodifferential equation of parabolic type and the
results are due to Yin [140]. Section 4.7 contains results related to certain aspects of some
selected equations, which we hope will motivate the readers interest in further study of
related topics.
Chapter 5
Multivariable sum-difference inequalities and
equations
5.1 Introduction
Multivariable difference equations occur in numerous settings and forms in various appli-
cations. By computing the value of a unknown function recursively for a set of equidistant
points from a given set of values, leads to the equation which may be viewed as sum-
difference equation on the xed region of summation, see [2,3,14,16,46,47,51,67,68,85].
The problems of existence of solutions for these equations can be dealt with the use of the
well known xed point theorems, see [51,54]. Besides the existence problems, there are
many basic questions which are signicant with respect to the theory itself or to applica-
tions to it. In practice it is often difcult to obtain explicitly the solutions, and thus need a
new insight to handle the qualitative properties of their solutions. The method of nite dif-
ference inequalities with explicit estimates provides the most powerful and widely used an-
alytic tool in the study of various discrete dynamic equations. It enable us to obtain valuable
information about solutions without the need to know in advance the solution explicitly. In
this chapter, we focus our attention to present some fundamental sum-difference inequal-
ities with explicit estimates recently established in [108,104,98,95,102,111,116,114,106],
which can be used as tools for handling the qualitative properties of solutions of various
types of multivariable sum-difference equations . Furthermore, some important basic qual-
itative aspects related to the solutions of certain sum-difference equations investigated in
[100,103,116,101,99,107,109] are also given.
5.2 Sum-difference inequalities in two variables
In this section we offer some basic sum-difference inequalities in two variables which can
be used as tools in certain applications when the earlier inequalities in the literature do not
191
apply directly.
The inequalities given in the following theorems are adapted from [108,104,98].
Theorem 5.2.1. Let u, f , e D
_
N
2
0
, R
+
_
and c 0 is a real constant.
(q
1
) If
u(n, m) c +
n1
s=0
s1
=0
m1
=0
f (, )u(, ), (5.2.1)
for (n, m) N
2
0
, then
u(n, m) c
n1
s=0
_
1+
s1
=0
m1
=0
f (, )
_
, (5.2.2)
for (n, m) N
2
0
.
(q
2
) Let e(n, m) be nondecreasing in each variable n, m N
0
. If
u(n, m) e(n, m) +
n1
s=0
s1
=0
m1
=0
f (, )u(, ), (5.2.3)
for (n, m) N
2
0
, then
u(n, m) e(n, m)
n1
s=0
_
1+
s1
=0
m1
=0
f (, )
_
, (5.2.4)
for (n, m) N
2
0
.
Theorem 5.2.2. Let u, p, q, f D(N
2
0
, R
+
).
(q
3
) Let L D(N
2
0
R
+
, R
+
) be such that
0 L(n, m, u) L(n, m, v) M(n, m, v)(uv), (5.2.5)
for u v 0, where M D(N
2
0
R
+
, R
+
). If
u(n, m) p(n, m) +q(n, m)
n1
s=0
s1
=0
m1
=0
L(, , u(, )), (5.2.6)
for (n, m) N
2
0
, then
u(n, m) p(n, m) +q(n, m)
_
n1
s=0
s1
=0
m1
=0
L(, , p(, ))
_
n1
s=0
_
1+
s1
=0
m1
=0
M(, , p(, ))q(, )
_
, (5.2.7)
for (n, m) N
2
0
.
Multivariable sum-difference inequalities and equations 193
(q
4
) If
u(n, m) p(n, m) +q(n, m)
n1
s=0
s1
=0
m1
=0
f (, )u(, ), (5.2.8)
for (n, m) N
2
0
, then
u(n, m) p(n, m) +q(n, m)
_
n1
s=0
s1
=0
m1
=0
f (, )p(, )
_
n1
s=0
_
1+
s1
=0
m1
=0
f (, )q(, )
_
, (5.2.9)
for (n, m) N
2
0
.
Theorem 5.2.3. Let u, f D(E, R
+
) and c 0 is a real constant, where E = N
0
N
,
.
(q
5
) If
u(n, m) c +
n1
s=0
t=
f (s, t)u(s, t), (5.2.10)
for (n, m) E, then
u(n, m) c
n1
s=0
_
1+
t=
f (s, t)
_
, (5.2.11)
for (n, m) E.
(q
6
) Let g C(R
+
, R
+
) be nondecreasing function, g(u) > 0 on (0, ). If
u(n, m) c +
n1
s=0
t=
f (s, t)g(u(s, t)), (5.2.12)
for (n, m) E, then for 0 n n
1
; n, n
1
N
0
, m N
,
,
u(n, m) W
1
_
W(c) +
n1
s=0
t=
f (s, t)
_
, (5.2.13)
where
W(r) =
_
r
r
0
dz
g(z)
, r > 0, (5.2.14)
r
0
1
is the inverse of W and n
1
N
0
is chosen so that
W(c) +
n1
s=0
t=
f (s, t) Dom
_
W
1
_
,
for all n N
0
lying in 0 n n
1
and m N
,
.
Theorem 5.2.4. Let u, f , c be as in Theorem 5.2.3.
(q
7
) If
u
2
(n, m) c +
n1
s=0
t=
f (s, t)u(s, t), (5.2.15)
for (n, m) E, then
u(n, m)
c +
1
2
n1
s=0
t=
f (s, t), (5.2.16)
for (n, m) E
(q
8
) Let g be as in part (q
6
). If
u
2
(n, m) c +
n1
s=0
t=
f (s, t)u(s, t)g(u(s, t)), (5.2.17)
for (n, m) E, then for 0 n n
2
; n, n
2
N
0
, m N
,
,
u(n, m) W
1
_
W(
c) +
1
2
n1
s=0
t=
f (s, t)
_
, (5.2.18)
where W, W
1
are as in part (q
6
) and n
2
N
0
is chosen so that
W
_
c
_
+
1
2
n1
s=0
t=
f (s, t) Dom
_
W
1
_
,
for all n N
0
lying in 0 n n
2
and m N
,
.
Theorem 5.2.5. (q
9
) Let u, p, q, f D(E, R
+
). If
u(n, m) p(n, m) +q(n, m)
n1
s=0
s1
=0
=
f (, )u(, ), (5.2.19)
for (n, m) E, then
u(n, m) p(n, m) +q(n, m)
_
n1
s=0
s1
=0
=
f (, )p(, )
_
n1
s=0
_
1+
s1
=0
=
f (, )q(, )
_
, (5.2.20)
for (n, m) E.
(q
10
) Let u, f , c be as in Theorem 5.2.3 and h D(E N
,
, R
+
). If
u(n, m) c +
n1
s=0
_
f (s, m)u(s, m) +
y=
h(s, m, y)u(s, y)
_
, (5.2.21)
for (n, m) E, then
u(n, m) cF(n, m)
n1
s=0
_
1+
y=
h(s, m, y)F(s, m)
_
, (5.2.22)
for (n, m) E, where
F(n, m) =
n1
=0
[1+ f (, m)].
Proofs of Theorems 5.2.1-5.2.5. We give the proofs of (q
1
), (q
3
), (q
6
), (q
7
), (q
10
) only;
the proofs of other inequalities can be completed by following the proofs of the above noted
inequalities and closely looking at the similar results given in [85,87]. To prove (q
1
), (q
5
)
(q
7
), (q
10
), it is sufcient to assume that c > 0, since the standard limiting arguments can
be used to treat the remaining case, see [85, p. 300].
(q
1
) Let c >0 and dene a function z(n, m) by the right hand side of (5.2.1). Then z(n, 0) =
z(0, m) = c, u(n, m) z(n, m),
2
z(n, m) =
n1
s=0
s1
=0
f (, m)u(, m),
1
z(n, m) =
n1
=0
m1
=0
f (, )u(, ),
2
1
z(n, m) =
m1
=0
f (n, )u(n, ),
and
2
1
z(n, m) = f (n, m)u(n, m) f (n, m)z(n, m). (5.2.23)
From (5.2.23) and in view of the facts that z(n, m) z(n, m+1) and
2
1
z(n, m) 0 we
observe that (see [85, p. 324])
2
1
z(n, m+1)
z(n, m+1)

2
1
z(n, m)
z(n, m)
f (n, m). (5.2.24)
Keeping n xed in (5.2.24), set m = and sum over from 0 to m1 and use the fact that
2
1
z(n, 0) = 0, to obtain the estimate
2
1
z(n, m)
z(n, m)

m1
=0
f (n, ). (5.2.25)
From (5.2.25) and in view of the facts that z(n, m) z(n +1, m) and
1
z(n, m) 0, we
observe that
1
z(n+1, m)
z(n+1, m)

1
z(n, m)
z(n, m)

m1
=0
f (n, ). (5.2.26)
Keeping m xed in (5.2.26), set n = and sum over from 0 to n1 and use the fact that
1
z(0, m) = 0, to obtain the estimate
1
z(n, m)
z(n, m)

n1
=0
m1
=0
f (, ). (5.2.27)
z(n+1, m)
_
1+
n1
=0
m1
=0
f (, )
_
z(n, m). (5.2.28)
Now keeping m xed in (5.2.28), set n = s and substitute s = 0, 1, 2, . . . , n1 successively
to obtain the estimate
z(n, m) c
n1
s=0
_
1+
s1
=0
m1
=0
f (, )
_
. (5.2.29)
Using (5.2.29) in u(n, m) z(n, m), we get (5.2.2).
(q
3
) Dene a function z(n, m) by
z(n, m) =
n1
s=0
s1
=0
m1
=0
L(, , u(, )), (5.2.30)
then z(0, m) = z(n, 0) = 0 and (5.2.6) can be restated as
u(n, m) p(n, m) +q(n, m)z(n, m). (5.2.31)
z(n, m)
n1
s=0
s1
=0
m1
=0
_
L(, , p(, ) +q(, )z(, ))
L(, , p(, )) +L(, , p(, ))
_
n1
s=0
s1
=0
m1
=0
L(, , p(, ))
+
n1
s=0
s1
=0
m1
=0
M(, , p(, ))q(, )z(, ). (5.2.32)
Clearly the rst term on the right hand side in (5.2.32) is nonnegative and nondecreasing in
n, m N
0
. Now a suitable application of the inequality in part (q
2
z(n, m)
_
n1
s=0
s1
=0
m1
=0
L(, , p(, ))
_
n1
s=0
_
1+
s1
=0
m1
=0
M(, , p(, ))q(, )
_
. (5.2.33)
(q
6
) Setting
e(s) =
t=
f (s, t)g(u(s, t)), (5.2.34)
u(n, m) c +
n1
s=0
e(s). (5.2.35)
Let c > 0 and dene
z(n) = c +
n1
s=0
e(s), (5.2.36)
then z(0) = c and
u(n, m) z(n). (5.2.37)
From (5.2.36), (5.2.34), (5.2.37) and using the fact that z(n) is nondecreasing in n N
0
, we
observe that
z(n) = e(n) =
t=
f (n, t)g(u(n, t)) g(z(n))
t=
f (n, t).
Now, by following the proof of Theorem 2.3.1 given in [85], we get
z(n) W
1
_
W(c) +
n1
s=0
t=
f (s, t)
_
, (5.2.38)
for 0 n n
1
. Using (5.2.38) in (5.2.37), we get (5.2.13).
(q
7
) Setting
E(s) =
t=
f (s, t)u(s, t), (5.2.39)
u
2
(n, m) c +
n1
s=0
E(s). (5.2.40)
Let c > 0 and dene by z(n) the right hand side of (5.2.40), then z(0) =c, u(n, m)
_
z(n)
and we observe that
z(n) = E(n) =
t=
f (n, t)u(n, t)
_
z(n)
t=
f (n, t).
Now by following the proof of Theorem 3.3.1 given in [85], we obtain
_
z(n)
c +
1
2
n1
s=0
t=
f (s, t), (5.2.41)
for n N
0
. Using (5.2.41) in u(n, m)
_
z(n), we get the required inequality in (5.2.16).
(q
10
) The proof can be completed by following the arguments as in the proof of Theo-
rem 4.2.1 in Chapter 4 and closely looking at the proof of (q
6
) given above with suitable
modications, see also [85,87].
5.3 Sum-difference inequalities in three variables
In this section, we shall deal with some fundamental sum-difference inequalities in three
variables which will also be equally important in the situations for which other available
inequalities fail to apply directly.
In the following theorems we present the inequalities established by Pachpatte in
[95,102,111].
Theorem 5.3.1. Let u, p, q, f D(H, R
+
) and c 0 is a real constant, where H = N
2
0

N
,
.
(r
1
) If
u(m, n, k) c +
m1
s=0
n1
t=0
r=
f (s, t, r)u(s, t, r), (5.3.1)
for (m, n, k) H, then
u(m, n, k) c
n1
s=0
_
1+
n1
t=0
r=
f (s, t, r)
_
, (5.3.2)
for (m, n, k) H.
(r
2
) If
u(m, n, k) p(m, n, k) +q(m, n, k)
m1
s=0
n1
t=0
r=
f (s, t, r)u(s, t, r), (5.3.3)
u(m, n, k) p(m, n, k) +q(m, n, k)
_
m1
s=0
n1
t=0
r=
f (s, t, r)p(s, t, r)
_
m1
s=0
_
1+
n1
t=0
r=
f (s, t, r)q(s, t, r)
_
, (5.3.4)
for (m, n, k) H.
Theorem 5.3.2. Let u, f D(H, R
+
) and c 0, d 1 are real constants.
(r
3
) If
u
2
(m, n, k) c +
m1
s=0
n1
t=0
r=
f (s, t, r)u(s, t, r), (5.3.5)
u(m, n, k)
c +
1
2
m1
s=0
n1
t=0
r=
f (s, t, r), (5.3.6)
for (m, n, k) H.
(r
4
) If u(m, n, k) 1 and
u(m, n, k) d +
m1
s=0
n1
t=0
r=
f (s, t, r)u(s, t, r)logu(s, t, r), (5.3.7)
u(m, n, k) d
m1
s=0
_
1+
n1
t=0

r=
f (s,t,r)
_
, (5.3.8)
for (m, n, k) H.
Theorem 5.3.3. Let u, p, q, f D(H, R
+
).
(r
5
) If
u(m, n, k) p(m, n, k) +q(m, n, k)
m1
s=0
t=n+1
r=
f (s, t, r)u(s, t, r), (5.3.9)
u(m, n, k) p(m, n, k) +q(m, n, k)
_
m1
s=0
t=n+1
r=
f (s, t, r)p(s, t, r)
_
m1
s=0
_
1+
t=n+1
r=
f (s, t, r)q(s, t, r)
_
, (5.3.10)
for (m, n, k) H.
(r
6
) If
u(m, n, k) p(m, n, k) +q(m, n, k)
s=m+1
t=n+1
r=
f (s, t, r)u(s, t, r), (5.3.11)
u(m, n, k) p(m, n, k) +q(m, n, k)
_

s=m+1
t=n+1
r=
f (s, t, r)p(s, t, r)
_
s=m+1
_
1+
t=n+1
r=
f (s, t, r)q(s, t, r)
_
, (5.3.12)
for (m, n, k) H.
Theorem 5.3.4. Let u, p, q, c, f , g D(H, R
+
).
(r
7
) Suppose that
u(m, n, k) p(m, n, k) +q(m, n, k)
m1
s=0
t=n+1
r=
f (s, t, r)u(s, t, r)
+c(m, n, k)
s=0
t=0
r=
g(s, t, r)u(s, t, r), (5.3.13)
for (m, n, k) H. If
1
=
s=0
t=0
r=
g(s, t, r)B
1
(s, t, r) < 1, (5.3.14)
then
u(m, n, k) A
1
(m, n, k) +D
1
B
1
(m, n, k), (5.3.15)
for (m, n, k) H, where
A
1
(m, n, k) = p(m, n, k) +q(m, n, k)
_
m1
s=0
t=n+1
r=
f (s, t, r)p(s, t, r)
_
m1
s=0
_
1+
t=n+1
r=
f (s, t, r)q(s, t, r)
_
, (5.3.16)
B
1
(m, n, k) = c(m, n, k) +q(m, n, k)
_
m1
s=0
t=n+1
r=
f (s, t, r)c(s, t, r)
_
m1
s=0
_
1+
t=n+1
r=
f (s, t, r)q(s, t, r)
_
, (5.3.17)
and
D
1
=
1
1
1
s=0
t=0
r=
g(s, t, r)A
1
(s, t, r). (5.3.18)
(r
8
) Suppose that
u(m, n, k) p(m, n, k) +q(m, n, k)
s=m+1
t=n+1
r=
f (s, t, r)u(s, t, r)
+c(m, n, k)
s=0
t=0
r=
g(s, t, r)u(s, t, r), (5.3.19)
for (m, n, k) H. If
2
=
s=0
t=0
r=
g(s, t, r)B
2
(s, t, r) < 1, (5.3.20)
then
u(m, n, k) A
2
(m, n, k) +D
2
B
2
(m, n, k), (5.3.21)
for (m, n, k) H, where
A
2
(m, n, k) = p(m, n, k) +q(m, n, k)
_

s=m+1
t=n+1
r=
f (s, t, r)p(s, t, r)
_
s=m+1
_
1+
t=n+1
r=
f (s, t, r)q(s, t, r)
_
, (5.3.22)
B
2
(m, n, k) = c(m, n, k) +q(m, n, k)
_

s=m+1
t=n+1
r=
f (s, t, r)c(s, t, r)
_
s=m+1
_
1+
t=n+1
r=
f (s, t, r)q(s, t, r)
_
, (5.3.23)
and
D
2
=
1
1
2
s=0
t=0
r=
g(s, t, r)A
2
(s, t, r). (5.3.24)
Theorem 5.3.5. Let u, p D(H, R
+
), q D(HN
,
, R
+
), and c 0 is a real constant.
If
u(m, n, z) c +
m1
s=0
n1
t=0
_
p(s, t, z)u(s, t, z) +
r=
q(s, t, z, r)u(s, t, r)
_
, (5.3.25)
for (m, n, z) H, then
u(m, n, z) cL(m, n, z)
m1
s=0
_
1+
n1
t=0
r=
q(s, t, z, r)L(s, t, r)
_
, (5.3.26)
for (m, n, z) H, where
L(m, n, z) =
m1
=0
_
1+
n1
=0
p(, , z)
_
.
Proofs of Theorems 5.3.15.3.5. We give the details of the proofs for (r
1
), (r
4
) and (r
5
)
only; the proofs of other inequalities can be completed by following the proofs of these
inequalities and the ideas employed in the proofs of the results in Chapter 2, section 2.3
with suitable modications, see also [85,87].
(r
1
e(s, t) =
r=
f (s, t, r)u(s, t, r), (5.3.27)
in (5.3.1), we get
u(m, n, k) c +
m1
s=0
n1
t=0
e(s, t), (5.3.28)
for (m, n, k) H. Let c > 0 and dene
v(m, n) = c +
m1
s=0
n1
t=0
e(s, t), (5.3.29)
then v(m, 0) = v(0, n) = c and
u(m, n, k) v(m, n). (5.3.30)
From (5.3.29), (5.3.27) and (5.3.30), we observe that (see [85, p. 299])
1
v(m, n) = e(m, n)
=
r=
f (m, n, r)u(m, n, r)
v(m, n)
r=
f (m, n, r). (5.3.31)
The rest of the proof can be completed by following similar arguments as in the proof of
Theorem 4.2.1 given in [85] with suitable modications.
(r
4
e(s, t) =
r=
f (s, t, r)u(s, t, r)logu(s, t, r), (5.3.32)
in (5.3.7), we get
u(m, n, k) d +
m1
s=0
n1
t=0
e(s, t). (5.3.33)
Dene
w(m, n) = d +
m1
s=0
n1
t=0
e(s, t), (5.3.34)
then w(m, 0) = w(0, n) = d and
u(m, n, k) w(m, n). (5.3.35)
From (5.3.34), (5.3.32) and (5.3.35), we observe that (see [85, p. 437])
1
w(m, n) = e(m, n)
=
r=
f (m, n, r)u(m, n, r)logu(m, n, r)
w(m, n)
r=
f (m, n, r)logw(m, n). (5.3.36)
The remaining proof can be completed by following the proof of Theorem 5.5.1 given in
[85].
(r
5
e
0
(s, t) =
r=
f (s, t, r)u(s, t, r), (5.3.37)
u(m, n, k) p(m, n, k) +q(m, n, k)
m1
s=0
t=n+1
e
0
(s, t). (5.3.38)
Dene
(m, n) =
m1
s=0
t=n+1
e
0
(s, t), (5.3.39)
then (0, n) = 0 and
u(m, n, k) p(m, n, k) +q(m, n, k)(m, n). (5.3.40)
1
(m, n) =
t=n+1
e
0
(m, t)
=
t=n+1
_

r=
f (m, t, r)u(m, t, r)
_
t=n+1
_

r=
f (m, t, r)[p(m, t, r) +q(m, t, r)(m, t)]
_
=
t=n+1
r=
f (m, t, r)p(m, t, r) +
t=n+1
_

r=
f (m, t, r)q(m, t, r)(m, t)
_
. (5.3.41)
By taking m = s in (5.3.41) and then taking sum over s from 0 to m1, m N
0
, we get
(m, n)
m1
s=0
t=n+1
r=
f (s, t, r)p(s, t, r) +
m1
s=0
t=n+1
_

r=
f (s, t, r)q(s, t, r)(s, t)
_
= E(m, n) +
m1
s=0
t=n+1
(s, t)
_

r=
f (s, t, r)q(s, t, r)
_
, (5.3.42)
where
E(m, n) =
m1
s=0
t=n+1
r=
f (s, t, r)p(s, t, r). (5.3.43)
Clearly, E(m, n) is nonnegative, nondecreasing in m and nonincreasing in n for m, n N
0
.
Now a suitable application of the inequality given in Theorem 5.4.1 part (a
1
) in [87, p. 266]
to (5.3.42) yields
(m, n) E(m, n)
m1
s=0
_
1+
t=n+1
r=
f (s, t, r)q(s, t, r)
_
. (5.3.44)
Using (5.3.44), (5.3.43) in (5.3.40), we get (5.3.10).
5.4 Multivariable sum-difference inequalities
Let N
i
[
i
,
i
] = {
i
,
i
+ 1, . . . ,
i
} (
i
<
i
),
i
,
i
N
0
for i = 1, . . . , m and G =
m
i=1
N
i
[
i
,
i
] R
m
. Let E = N
0
G, = {(n, x, s y) : 0 s n < , x, y G} for
s, n N
0
and for the function r dened on , we dene
1
r(n, x, s, y) = r(n +1, x, s, y)
r(n, x, s, y). For any function w dened on G we denote the m-fold sum over G with respect
to the variable y = (y
1
, . . . , y
m
) G by
G
w(y) =
1
y
1
=
1

m
y
m
=
m
w(y
1
, . . . , y
m
). Clearly,
G
w(y) =
G
w(x) for x, y G. The main objective of this section is to provide some basic
nite difference inequalities which can be used as tools in the development of the theory of
certain new classes of sum-difference equations.
The following theorems deals with the inequalities recently established by Pachpatte
[116,114,106].
Theorem 5.4.1. Let u D(E, R
+
), h,
1
h D(, R
+
(s
1
) If
u(n, x) c +
n1
s=0
G
h(n, x, s, y)u(s, y), (5.4.1)
for (n, x) E, then
u(n, x) c
n1
=0
_
1+A(, x)
, (5.4.2)
for (n, x) E, where
A(n, x) =
G
h(n+1, x, n, y) +
n1
s=0
1
h(n, x, s, y), (5.4.3)
for (n, x) E.
(s
2
) Let g C(R
+
, R
+
) be nondecreasing function, g(u) > 0 on (0, ). If
u(n, x) c +
n1
s=0
G
h(n, x, s, y)g(u(s, y)), (5.4.4)
for (n, x) E, then for 0 n n
1
; n, n
1
N
0
, x G,
u(n, x) W
1
_
W(c) +
n1
=0
A(, x)
_
, (5.4.5)
where
W(r) =
_
r
r
0
ds
g(s)
, r > 0, (5.4.6)
r
0
1
is the inverse of W, A(n, x) is given by (5.4.3) and n
1
N
0
be
chosen so that
W(c) +
n1
=0
A(, x) Dom
_
W
1
_
,
for all n N
0
lying in 0 n n
1
and x G.
Theorem 5.4.2. Let u, h,
1
h and c be as in Theorem 5.4.1.
(s
3
) If
u
2
(n, x) c +
n1
s=0
G
h(n, x, s, y)u(s, y), (5.4.7)
for (n, x) E, then
u(n, x)
c +
1
2
n1
=0
A(, x), (5.4.8)
for (n, x) E, where A(n, x) is given by (5.4.3).
(s
4
) Let g be as in Theorem 5.4.1 part (s
2
). If
u
2
(n, x) c +
n1
s=0
G
h(n, x, s, y)u(s, y)g(u(s, y)), (5.4.9)
2
; n, n
2
N
0
, x G,
u(n, x) W
1
_
W
_
c
_
+
1
2
n1
=0
A(, x)
_
, (5.4.10)
where W, W
1
, A(n, x) are as in part (s
2
) and n
2
N
0
be chosen so that
W
_
c
_
+
1
2
n1
=0
A(, x) Dom
_
W
1
_
,
for all n N
0
lying in 0 n n
2
and x G.
Theorem 5.4.3. Let u D(E, R
1
), h,
1
h D(, R
+
) and c 1 be a real constant.
(s
5
) If
u(n, x) c +
n1
s=0
G
h(n, x, s, y)u(s, y)logu(s, y), (5.4.11)
for (n, x) E, then
u(n, x) c
n1
=0
[1+A(,x)]
, (5.4.12)
for (n, x) E, where A(n, x) is given by (5.4.3).
(s
6
2
). If
u(n, x) c +
n1
s=0
G
h(n, x, s, y)u(s, y)g(logu(s, y)), (5.4.13)
3
; n, n
3
N
0
, x G,
u(n, x) exp
_
W
1
_
W(logc) +
n1
=0
A(, x)
__
, (5.4.14)
where W, W
1
, A(n, x) are as in part (s
2
) and n
3
N
0
be chosen so that
W(logc) +
n1
=0
A(, x) Dom
_
W
1
_
,
for all n N
0
lying in 0 n n
3
and x G.
Theorem 5.4.4. (s
7
) Let u, p, q, f , g D(E, R
+
) and
u(n, x) p(n, x) +q(n, x)
n1
s=0
G
f (s, y)
_
u(s, y) +q(s, y)
s1
=0
G
g(, z)u(, z)
_
, (5.4.15)
for (n, x) E. Then
u(n, x) p(n, x) +q(n, x)
n1
s=0
G
p(s, y)[ f (s, y) +g(s, y)]
n1
=s+1
_
1+
G
q(, z)[ f (, z) +g(, z)]
_
, (5.4.16)
for (n, x) E.
(s
8
) Let u, p, q, f , g D(E, R
+
) where E = N
2
0
G and suppose that
u(n, m, x) p(n, m, x) +q(n, m, x)
n1
s=0
m1
t=0
G
f (s, t, y)
_
u(s, t, y) +q(s, t, y)
s1
=0
t1
=0
G
g(, , z)u(, , z)
_
, (5.4.17)
for (n, m, x) E. Then
u(n, m, x) p(n, m, x) +q(n, m, x)
_
n1
s=0
m1
t=0
G
p(s, t, y)[ f (s, t, y) +g(s, t, y)]
_
n1
s=0
_
1+
m1
t=0
G
q(s, t, y)[ f (s, t, y) +g(s, t, y)]
_
, (5.4.18)
for (n, m, x) E.
Theorem 5.4.5. Let u, a, b, c, p, q D(E, R
+
).
(s
9
) Suppose that
u(n, x) a(n, x) +b(n, x)
n1
s=0
G
p(s, y)u(s, y) +c(n, x)
s=0
G
q(s, y)u(s, y), (5.4.19)
for (n, x) E. If
d =
s=0
G
q(s, y)B(s, y) < 1, (5.4.20)
then
u(n, x) A(n, x) +DB(n, x), (5.4.21)
for (n, x) E, where
A(n, x) = a(n, x) +b(n, x)
n1
s=0
G
p(s, y)a(s, y)
n1
=s+1
_
1+
G
p(, y)b(, y)
_
, (5.4.22)
B(n, x) = c(n, x) +b(n, x)
n1
s=0
G
p(s, y)c(s, y)
n1
=s+1
_
1+
G
p(, y)b(, y)
_
, (5.4.23)
for (n, x) E and
D =
1
1d
s=0
G
q(s, y)A(s, y). (5.4.24)
(s
10
) If
u(n, x) a(n, x) +b(n, x)
n1
s=0
G
p(s, y)u(s, y), (5.4.25)
for (n, x) E. Then
u(n, x) a(n, x) +b(n, x)
n1
s=0
G
p(s, y)a(s, y)
n1
=s+1
_
1+
G
p(, y)b(, y)
_
, (5.4.26)
for (n, x) E.
Proofs of Theorems 5.4.15.4.5. Below, we give the proofs of the inequalities in (s
1
),
(s
2
), (s
7
), (s
9
) only; the proofs of other inequalities can be completed by following the
proofs of these inequalities and closely looking at the proofs of the inequalities in Chapter 3,
see also [85,87]. To prove (s
1
)(s
4
), it is sufcient to assume that c > 0, since the standard
limiting argument can be used to treat the remaining case, see [85, p. 300].
(s
1
) Setting
e(n, s) =
G
h(n, x, s, y)u(s, y), (5.4.27)
for every x G, the inequality (5.4.1) can be restated as
u(n, x) c +
n1
s=0
e(n, s). (5.4.28)
Let c > 0 and dene
z(n) = c +
n1
s=0
e(n, s), (5.4.29)
then z(0) = c and
u(n, x) z(n). (5.4.30)
From (5.4.29), (5.4.27), (5.4.30) and the fact that z(n) is nondecreasing in n N
0
, we
observe that
z(n) = e(n+1, n) +
n1
s=0
1
e(n, s)
=
G
h(n+1, x, n, y)u(n, y) +
n1
s=0
1
_
G
h(n, x, s, y)u(s, y)
_
G
h(n+1, x, n, y)z(n) +
n1
s=0
1
h(n, x, s, y)z(s)
G
h(n+1, x, n, y) +
n1
s=0
1
h(n, x, s, y)
_
z(n)
= A(n, x)z(n). (5.4.31)
Now a suitable application of Theorem 1.2.1 given in [85, p. 11] to (5.4.31) yields
z(n) c
n1
=0
_
1+A(, x)
. (5.4.32)
(s
2
) Setting
e(n, s) =
G
h(n, x, s, y)g(u(s, y)), (5.4.33)
for every x G, the inequality (5.4.4) can be restated as
u(n, x) c +
n1
s=0
e(n, s). (5.4.34)
Let c > 0 and dene by z(n) the right hand side of (5.4.34). Following the proof of (s
1
)
given above, we get
z(n) A(n, x)g(z(n)). (5.4.35)
Now by following the proof of Theorem 2.3.1 given in [85, p. 104] from (5.4.35), we get
z(n) W
1
_
W(c) +
n1
=0
A(, x)
_
, (5.4.36)
on 0 n n
1
. Using (5.4.36) in u(n, x) z(n), we get the desired inequality in (5.4.5).
(s
7
e(s) =
G
f (s, y)
_
u(s, y) +q(s, y)
s1
=0
G
g(, z)u(, z)
_
, (5.4.37)
in (5.4.15), we get
u(n, x) p(n, x) +q(n, x)
n1
s=0
e(s), (5.4.38)
for (n, x) E. Dene
r(n) =
n1
s=0
e(s), (5.4.39)
for n N
0
, then r(0) = 0 and from (5.4.38), we get
u(n, x) p(n, x) +q(n, x)r(n) (5.4.40)
for (n, x) E. From (5.4.39), (5.4.37) and (5.4.40), we observe that
r(n) = e(n)
=
G
f (n, y)
_
u(n, y) +q(n, y)
n1
=0
G
g(, z)u(, z)
_
G
f (n, y)
_
p(n, y) +q(n, y)r(n)
+q(n, y)
n1
=0
G
g(, z)[p(, z) +q(, z)r()]
_
=
G
f (n, y)
_
p(n, y) +q(n, y) +
_
r(n) +
n1
=0
G
g(, z)[p(, z) +q(, z)r()]
__
. (5.4.41)
Dene
v(n) = r(n) +
n1
=0
G
g(, z)[p(, z) +q(, z)r()], (5.4.42)
for n N
0
, then v(0) = r(0) = 0, r(n) v(n) and from (5.4.41), we get
r(n)
G
f (n, y)[p(n, y) +q(n, y)v(n)]. (5.4.43)
From (5.4.42), (5.4.43) and the fact that r(n) v(n), n N
0
, we observe that
v(n) =r(n) +
G
g(n, z)[p(n, z) +q(n, z)r(n)]
v(n)
G
q(n, y)[ f (n, y) +g(n, y)] +
G
p(n, y)[ f (n, y) +g(n, y)]. (5.4.44)
Now a suitable application of Theorem 1.2.1 given in [85, p. 11] with v(0) = 0 to (5.4.44)
yields
v(n)
n1
s=0
G
p(s, y)[ f (s, y) +g(s, y)]
n1
=s+1
_
1+
G
q(, z)[ f (, z) +g(, z)]
_
. (5.4.45)
Using the fact that r(n) v(n) and (5.4.40), (5.4.45) we get the required inequality in
(5.4.16).
(s
9
) Let
z(n) =
n1
s=0
G
p(s, y)u(s, y), (5.4.46)
=
s=0
G
q(s, y)u(s, y). (5.4.47)
Then (5.4.19) can be restated as
u(n, x) a(n, x) +b(n, x)z(n) +c(n, x). (5.4.48)
e
0
(s) =
G
p(s, y)u(s, y), (5.4.49)
in (5.4.46), we get
z(n) =
n1
s=0
e
0
(s). (5.4.50)
z(n) = e
0
(n)
=
G
p(n, y)u(n, y)
G
p(n, y)[a(n, y) +b(n, y)z(n) +c(n, y)]
= z(n)
G
p(n, y)b(n, y) +
G
p(n, y)[a(n, y) +c(n, y)]. (5.4.51)
Now, applying the inequality in Theorem 1.2.1 given in [85, p. 11] with z(0) =0 to (5.4.51)
yields
z(n)
n1
s=0
G
p(s, y)[a(s, y) +c(s, y)]
n1
=s+1
_
1+
G
p(, y)b(, y)
_
=
n1
s=0
G
p(s, y)a(s, y)
n1
=s+1
_
1+
G
p(, y)b(, y)
_
+
n1
s=0
G
p(s, y)c(s, y)
n1
=s+1
_
1+
G
p(, y)b(, y)
_
. (5.4.52)
From (5.4.48) and (5.4.52), we have
u(n, x) a(n, x) +b(n, x)
_
n1
s=0
G
p(s, y)a(s, y)
n1
=s+1
_
1+
G
p(, y)b(, y)
_
+
n1
s=0
G
p(s, y)c(s, y)
n1
=s+1
_
1+
G
p(, y)b(, y)
__
+c(n, x)
= A(n, x) +B(n, x). (5.4.53)

s=0
G
q(s, y)[A(s, y) +B(s, y)],
which implies
D. (5.4.54)
Using (5.4.54) in (5.4.53), we get (5.4.21).
5.5 Sum-difference equations in two variables
In this section, rst we shall deal with the following initial value problem (see [100])
1
u(m, n) = f (m, n, u(m, n), Gu(m, n)), (5.5.1)
with
u(m, 0) =(m), u(0, n) =(n), (0) =(0), (5.5.2)
for m, n N
0
, where
Gu(m, n) :=
m1
=0
n1
=0
g(m, n, , , u(, )), (5.5.3)
f , g are given functions and u is the unknown function. The equations of the form
(5.5.1) arise naturally in the approximation of solutions of partial integrodifferential equa-
tions by nite difference methods and also appear in their own right. We assume that
f D(N
2
0
R
2
, R), g D(N
4
0
R, R), , D(N
0
, R). Here, it is to be noted that the
problem (5.5.1)(5.5.2) under some suitable conditions admits a unique solution. Below,
we offer the conditions for the error evaluation of approximate solutions of equation (5.5.1)
and convergence properties of solutions of approximate problems and also dependency of
solutions of equations of the form (5.5.1) on parameters, by employing a certain nite
difference inequality with explicit estimate given in [87].
Let u D(N
2
0
, R) and
2
1
u(m, n) for m, n N
0
exist and satisfy the inequality
|
2
1
u(m, n) f (m, n, u(m, n), Gu(m, n))| ,
for a given constant 0, where it is assumed that (5.5.2) holds. Then we call u(m, n) an
-approximate solution of (5.5.1).
The following nite difference inequality given in [87] (see also [85, Theorem 5.3.2]) is
crucial in the study of problem (5.5.1)(5.5.2).
Lemma 5.5.1. Let u, a, p D(N
2
0
, R
+
); q,
1
q,
2
q,
2
1
q D(N
4
0
, R
+
). If a(m, n) is
nondecreasing in each variable m, n N
0
and
u(m, n) a(m, n) +
m1
s=0
n1
t=0
p(s, t)
_
u(s, t) +
s1
=0
t1
=0
q(s, t , )u(, )
_
, (5.5.4)
for m, n N
0
, then
u(m, n) a(m, n)
_
1+
m1
s=0
n1
t=0
p(s, t)
s1
=0
_
1+
t1
=0
[p(, ) +Tq(, )]
_
, (5.5.5)
for m, n N
0
, where
Tq(m, n) := q(m+1, n+1, m, n) +
m1
=0
1
q(m, n+1, , n)
+
n1
=0
2
q(m+1, n, m, ) +
m1
=0
n1
=0
1
q(m, n, , ). (5.5.6)
The following theorem estimates the difference between the two approximate solutions of
(5.5.1).
Theorem 5.5.1. Suppose that f , g in (5.5.1) satisfy the conditions
| f (m, n, u, v) f (m, n, u, v)| p(m, n)[|uu| +|v v|] , (5.5.7)
|g(m, n, , , u) g(m, n, , , u)| q(m, n, , )|uu|, (5.5.8)
where p D(N
2
0
, R
+
), q D(N
4
0
, R
+
) with
1
q,
2
q,
2
1
q D(N
4
0
, R
+
). For i = 1, 2, let
u
i
(m, n) (m, n N
0
) be respectively
i
-approximate solutions of (5.5.1) with
u
i
(m, 0) =
i
(m), u
i
(0, n) =
i
(n),
i
(0) =
i
(0), (5.5.9)
for m, n N
0
, where
i
,
i
D(N
0
, R) satisfy
|
1
(m)
2
(m) +
1
(n)
2
(n)| , (5.5.10)
in which 0 is a constant. Then
|u
1
(m, n) u
2
(m, n)| ((
1
+
2
)mn+)
_
1+
m1
s=0
n1
t=0
p(s, t)
s1
=0
_
1+
t1
=0
[p(, ) +Tq(, )]
__
, (5.5.11)
for m, n N
0
, where Tq(m, n) is given by (5.5.6).
Proof. Since u
i
(m, n) (i = 1, 2) for m, n N
0
, are respectively
i
of equation (5.5.1) with (5.5.9), we have
|
2
1
u
i
(m, n) f (m, n, u
i
(m, n), Gu
i
(m, n))|
i
.
Now keeping m xed in the above inequality, setting n = t and taking sum on both sides
over t from 0 to n1, then keeping n xed in the resulting inequality and setting m = s and
taking sum over s from 0 to m1 and using (5.5.9), we observe that
i
mn
m1
s=0
n1
t=0
|
2
1
u
i
(s, t) f (s, t, u
i
(s, t), Gu
i
(s, t))|
m1
s=0
n1
t=0
{
2
1
u
i
(s, t) f (s, t, u
i
(s, t), Gu
i
(s, t))}
_
u
i
(m, n) [
i
(m) +
i
(n)]
m1
s=0
n1
t=0
f (s, t, u
i
(s, t), Gu
i
(s, t))
_
. (5.5.12)
From this inequality and using the elementary inequalities in (1.3.25), we observe that
(
1
+
2
)mn
_
u
1
(m, n) [
1
(m) +
1
(n)]
m1
s=0
n1
t=0
f (s, t, u
1
(s, t), Gu
1
(s, t))
_
_
u
2
(m, n) [
2
(m) +
2
(n)]
m1
s=0
n1
t=0
f (s, t, u
2
(s, t), Gu
2
(s, t))
_
_
u
1
(m, n) [
1
(m) +
1
(n)]
m1
s=0
n1
t=0
f (s, t, u
1
(s, t), Gu
1
(s, t))
_
_
u
2
(m, n) [
2
(m) +
2
(n)]
m1
s=0
n1
t=0
f (s, t, u
2
(s, t), Gu
2
(s, t))
_
|u
1
(m, n) u
2
(m, n)| |
1
(m) +
1
(n) {
2
(m) +
2
(n)}|
m1
s=0
n1
t=0
f (s, t, u
1
(s, t), Gu
1
(s, t))
m1
s=0
n1
t=0
f (s, t, u
2
(s, t), Gu
2
(s, t))
. (5.5.13)
Let u(m, n) =|u
1
(m, n) u
2
(m, n)| for m, n N
0
. From (5.5.13) and using the hypotheses,
we observe that
u(m, n) (
1
+
2
)mn+ +
m1
s=0
n1
t=0
| f (s, t, u
1
(s, t), Gu
1
(s, t)) f (s, t, u
2
(s, t), Gu
2
(s, t))|
(
1
+
2
)mn+ +
m1
s=0
n1
t=0
p(s, t)
_
u(s, t) +
s1
=0
t1
=0
q(s, t, , )u(, )
_
. (5.5.14)
1
(m, n) is a solution of (5.5.1)(5.5.2), then we have
1
= 0 and
from (5.5.11), we see that u
2
(m, n) u
1
(m, n) as
2
0 and 0. Furthermore, if we
put
(i)
1
=
2
=0,
1
(m) =
2
(m),
1
(n) =
2
(n) in (5.5.11), then the uniqueness of solutions
of (5.5.1)(5.5.2) is established, and
(ii)
1
=
2
= 0 in (5.5.11),
then we get the bound which shows the dependency of solutions of (5.5.1) on given initial
values.
Consider the problem (5.5.1)(5.5.2) together with
1
v(m, n) = f (m, n, v(m, n), Gv(m, n)), (5.5.15)
v(m, 0) =(m), v(0, n) =(n), (0) =(0), (5.5.16)
for m, n N
0
, where G is given by (5.5.3) and f D(N
2
0
R
2
, R), , D(N
0
, R).
The next theorem concerns the closeness of solutions of (5.5.1)(5.5.2) and of (5.5.15)
(5.5.16).
Theorem 5.5.2. Suppose that f , g in (5.5.1) satisfy (5.5.7), (5.5.8) and there exist con-
stants 0, 0 such that
| f (m, n, u, w) f (m, n, u, w)| , (5.5.17)
|(m) (m) +(n) (n)| , (5.5.18)
where f , , and f , , are as in (5.5.1)(5.5.2) and (5.5.15)(5.5.16). Let u(m, n) and
v(m, n) be respectively the solutions of (5.5.1)(5.5.2) and of (5.5.15)(5.5.16) for m, n
N
0
. Then
|u(m, n) v(m, n)|
(mn+)
_
1+
m1
s=0
n1
t=0
p(s, t)
s1
=0
_
1+
t1
=0
[p(, ) +Tq(, )]
__
, (5.5.19)
for m, n N
0
, where Tq(m, n) is given by (5.5.6).
Proof. Let e(m, n) = |u(m, n) v(m, n)| for m, n N
0
. Using the facts that u(m, n),
v(m, n) are the solutions of (5.5.1)(5.5.2), (5.5.15)(5.5.16) and the hypotheses, we ob-
serve that
e(m, n) |(m) (m) +(n) (n)|
+
m1
s=0
n1
t=0
| f (s, t, u(s, t), Gu(s, t)) f (s, t, v(s, t), Gv(s, t))|
+
m1
s=0
n1
t=0
| f (s, t, v(s, t), Gv(s, t)) f (s, t, v(s, t), Gv(s, t))|
(mn+) +
m1
s=0
n1
t=0
p(s, t)
_
e(s, t) +
s1
=0
t1
=0
q(s, t, , )e(, )
_
. (5.5.20)
Remark 5.5.2. The result given in Theorem 5.5.2 relates the solutions of (5.5.1)(5.5.2)
and of (5.5.15)(5.5.16) in the sence that if f is close to f , is close to , is close to ,
then the solutions of (5.5.1)(5.5.2) and of (5.5.15)(5.5.16) are also close to each other.
Now we consider (5.5.1)(5.5.2) and sequence of initial value problems
1
w(m, n) = f
k
(m, n, w(m, n), Gw(m, n)), (5.5.21)
w(m, 0) =
k
(m), w(0, n) =
k
(n),
k
(0) =
k
(0), (5.5.22)
for m, n N
0
, k = 1, 2, . . ., where G is given by (5.5.3) and f
k
D(N
2
0
R
2
, R),
k
,
k

D(N
0
, R).
As an immediate consequence of Theorem 5.5.2 we have the following corollary.
Corollary 5.5.1. Suppose that f , g in (5.5.1) satisfy (5.5.7), (5.5.8) and there exist con-
stants
k
0,
k
0 (k = 1, 2, . . .) such that
| f (m, n, u, v) f
k
(m, n, u, v)|
k
, (5.5.23)
|(m)
k
(m) +(n)
k
(n)|
k
, (5.5.24)
with
k
0 and
k
0 as k , where f , , and f
k
,
k
,
k
are respectively as in
(5.5.1)(5.5.2) and in (5.5.21)(5.5.22). If w
k
(m, n) (k = 1, 2, . . .) and u(m, n) are respec-
tively the solutions of (5.5.21)(5.5.22) and (5.5.1)(5.5.2) for m, n N
0
, then w
k
(m, n)
u(m, n) as k .
Proof. For k = 1, 2, . . ., the conditions of Theorem 5.5.2 hold. An application of Theo-
rem 5.5.2 yields
|w
k
(m, n) u(m, n)|
(
k
mn+
k
)
_
1+
m1
s=0
n1
t=0
p(s, t)
s1
=0
_
1+
t1
=0
[p(, ) +Tq(, )]
__
, (5.5.25)
for m, n N
0
, where Tq(m, n) is given by (5.5.6) and k = 1, 2, . . .. The required result
follows from (5.5.25).
Remark 5.5.3. We note that the result obtained in Corollary 5.5.1 provides sufcient
conditions that ensures, solutions of (5.5.21)(5.5.22) will converge to the solutions to
(5.5.1)(5.5.2).
We now consider the sum-difference equations
1
u(m, n) = f (m, n, u(m, n), Gu(m, n), ), (5.5.26)
1
u(m, n) = f (m, n, u(m, n), Gu(m, n),
0
), (5.5.27)
with the initial conditions (5.5.2), where Gu(m, n) is given by (5.5.3), f D(N
2
0
R
2
R, R) and ,
0
are parameters.
The next theorem shows the dependency of solutions of (5.5.26)(5.5.2) and (5.5.27)
(5.5.2) on the parameters ,
0
.
Theorem 5.5.3. Suppose that g and f in (5.5.26), (5.5.27) satisfy respectively (5.5.8) and
| f (m, n, u, v, ) f (m, n, u, v, )| p(m, n)[|uu| +|v v|] , (5.5.28)
| f (m, n, u, v, ) f (m, n, u, v,
0
)| r(m, n)|
0
|, (5.5.29)
where p, r D(N
2
0
, R
+
). Let u
1
(m, n) and u
2
(m, n) be the solutions of (5.5.26)(5.5.2) and
of (5.5.27)(5.5.2) respectively. Then
|u
1
(m, n) u
2
(m, n)|
a(m, n)
_
1+
m1
s=0
n1
t=0
p(s, t)
s1
=0
_
1+
t1
=0
[p(, ) +Tq(, )]
__
, (5.5.30)
for m, n N
0
, where
a(m, n) =|
0
|
m1
s=0
n1
t=0
r(s, t), (5.5.31)
for m, n N
0
.
Proof. Let e(m, n) = |u
1
(m, n) u
2
(m, n)| for m, n N
0
. Using the facts that u
1
(m, n)
and u
2
(m, n) are respectively the solutions of (5.5.26)(5.5.2) and of (5.5.27)(5.5.2) and
the hypotheses, we observe that
e(m, n)
m1
s=0
n1
t=0
| f (s, t, u
1
(s, t), Gu
1
(s, t), ) f (s, t, u
2
(s, t), Gu
2
(s, t), )|
+
m1
s=0
n1
t=0
| f (s, t, u
2
(s, t), Gu
2
(s, t), ) f (s, t, u
2
(s, t), Gu
2
(s, t),
0
)|
a(m, n) +
m1
s=0
n1
t=0
p(s, t)
_
e(s, t) +
s1
=0
t1
=0
q(s, t, , )e(, )
_
. (5.5.32)
dency of solutions of (5.5.26)(5.5.2) and (5.5.27)(5.5.2) on the parameters ,
0
.
Remark 5.5.4. We note that the results given above can be extended very easily to study
the sum-difference equation
1
u(m, n) +
2
(b(m, n)u(m, n)) = f (m, n, u(m, n), Gu(m, n), Hu(m, n)), (5.5.33)
with the given initial conditions in (5.5.2), where G is dened by (5.5.3) and H is given by
Hu(m, n) :=
=0
=0
h(m, n, , , u(, )), (5.5.34)
under some suitable conditions on b, f , g, h involved in (5.5.33), (5.5.34), (5.5.2) by mak-
ing use of the nite difference inequality given in [87, Theorem 5.2.3].
Next, we shall study some fundamental qualitative properties of solutions of the following
Fredholm type sum-difference equation (see [113])
u(m, n) = f (m, n) +
a
s=0
b
t=0
g(m, n, s, t, u(s, t),
1
u(s, t),
2
u(s, t)), (5.5.35)
where f , g are given functions and u is the unknown function. Let H = N
0,a
N
0,b
and for
any function w : H R, we denote by |w(m, n)|
0
= |w(m, n)| +|
1
w(m, n)| +|
2
w(m, n)|
and assume that w(m, n) = 0 for (m, n) / H. It is assumed that f ,
i
f D(H, R) and
g,
i
g D(H
2
R
3
, R) for i = 1, 2. The origin of equation (5.5.35) can be traced back to
the study of its one variable integral analogue in [11] (see also [90,91]). By a solution of
equation (5.5.35) we mean a function u : H R for which
i
u(m, n) (i = 1, 2) exist and
satises the equation (5.5.35). It is easy to observe that the solution u(m, n) of equation
(5.5.1) satisfy for i = 1, 2 the following sum-difference equations
i
u(m, n) =
i
f (m, n) +
a
s=0
b
t=0
i
g(m, n, s, t, u(s, t),
1
u(s, t),
2
u(s, t)), (5.5.36)
for (m, n) H. The problem of existence of solutions for equations of the forms (5.5.35)
can be dealt with the method employed in in Chapter 1, section 1.6, see also [51,54]. Here
we present some basic qualitative aspects of solutions of equation (5.5.35) under some
suitable conditions on the functions involved therein.
We recall the following special version of the nite difference inequality given in [87,
Theorem 5.5.1, p. 286] that will be needed to establish the results.
Lemma 5.5.2. Let z, p, q, r D(H, R
+
) and
z(m, n) p(m, n) +q(m, n)
a
s=0
b
t=0
r(s, t)z(s, t), (5.5.37)
for (m, n) H. If
d =
a
s=0
b
t=0
r(s, t)q(s, t) < 1, (5.5.38)
then
z(m, n) p(m, n) +q(m, n)
_
1
1d
a
s=0
b
t=0
r(s, t)p(s, t)
_
, (5.5.39)
for (m, n) H.
The results concerning estimates, uniqueness, and dependency of solutions of (5.5.35) are
given in the following theorems.
Theorem 5.5.4. Suppose that the function g in (5.5.35) and
i
g for i = 1, 2 in (5.5.36)
satisfy the conditions
|g(m, n, s, t, u, v, w) g(m, n, s, t, u, v, w)|
c(m, n)h(s, t)[|uu| +|v v| +|ww|] , (5.5.40)
and
|
i
g(m, n, s, t, u, v, w)
i
g(m, n, s, t, u, v, w)|
c(m, n)h
i
(s, t)[|uu| +|v v| +|ww|] , (5.5.41)
where c, h, h
i
D(H, R
+
) and
d
1
=
a
s=0
b
t=0
[h(s, t) +h
1
(s, t) +h
2
(s, t)] c(s, t) < 1. (5.5.42)
If u(m, n) is any solution of equation (5.5.35) on H, then
|u(m, n) f (m, n)|
0
Q(m, n) +c(m, n)
_
1
1d
1
a
s=0
b
t=0
[h(s, t) +h
1
(s, t) +h
2
(s, t)] Q(s, t)
_
, (5.5.43)
for (m, n) H, where
Q(m, n) =
a
s=0
b
t=0
|g(m, n, , , f (, ),
1
f (, ),
2
f (, ))|
0
, (5.5.44)
for (m, n) H.
i
g for i = 1, 2 in (5.5.36)
satisfy the conditions (5.5.40) and (5.5.41) and the condition (5.5.42) holds. Then equation
(5.5.35) has at most one solution on H.
We next consider the equation (5.5.35) together with the following Fredholm type sum-
difference equation
v(m, n) = F(m, n) +
a
s=0
b
t=0
G(m, n, s, t, v(s, t),
1
v(s, t),
2
v(s, t)), (5.5.45)
for (m, n) H, where F,
i
F D(H, R); G,
i
G D(H
2
R
3
, R) for i = 1, 2.
i
g for i = 1, 2 in (5.5.36)
satisfy the conditions (5.5.40) and (5.5.41) and the condition (5.5.42) holds. Then for
every given solution v D(H, R) of (5.5.45) and any solution u D(H, R) of (5.5.35), the
estimate
|u(m, n) v(m, n)|
0
[| f (m, n) F(m, n)|
0
+M(m, n)]
+c(m, n)
_
1
1d
1
a
s=0
b
t=0
[h(s, t) +h
1
(s, t) +h
2
(s, t)]
[| f (s, t) F(s, t)|
0
+M(s, t)]
_
, (5.5.46)
holds for (m, n) H, where
M(m, n) =
a
=0
b
=0
|g(m, n, , , v(, ),
1
v(, ),
2
v(, ))
G(m, n, , , v(, ),
1
v(, ),
2
v(, ))|
0
, (5.5.47)
for (m, n) H.
We next consider the following Fredholm type sum-difference equations
z(m, n) = f (m, n) +
a
s=0
b
t=0
g(m, n, s, t, z(s, t),
1
z(s, t),
2
z(s, t), ), (5.5.48)
z(m, n) = f (m, n) +
a
s=0
b
t=0
g(m, n, s, t, z(s, t),
1
z(s, t),
2
z(s, t),
0
), (5.5.49)
for (m, n) H, where f ,
i
f D(H, R); g,
i
g D(H
2
R
3
R, R) for i = 1, 2 and ,
0
are parameters.
Theorem 5.5.7. Suppose that the function g in (5.5.48), (5.5.49) and
i
g for i = 1, 2
satisfy the conditions
|g(m, n, s, t, u, v, w, ) g(m, n, s, t, u, v, w, )|
c(m, n)h(s, t)[|uu| +|v v| +|ww|] , (5.5.50)
|g(m, n, s, t, u, v, w, ) g(m, n, s, t, u, v, w,
0
)| (m, n, s, t)|
0
|, (5.5.51)
and
|
i
g(m, n, s, t, u, v, w, )
i
g(m, n, s, t, u, v, w, )|
c(m, n)h
i
(s, t)[|uu| +|v v| +|ww|] , (5.5.52)
|
i
g(m, n, s, t, u, v, w, )
i
g(m, n, s, t, u, v, w,
0
)|
i
(m, n, s, t)|
0
|, (5.5.53)
where c, h, h
i
D(H, R
+
); ,
i
D(H
2
, R
+
). Let
P(m, n) =|
0
|
a
=0
b
=0
[(m, n, , ) +
1
(m, n, , ) +
2
(m, n, , )] , (5.5.54)
and suppose that
d
2
=
a
s=0
b
t=0
_
h(s, t) +h
1
(s, t) +h
2
(s, t)
c(s, t) < 1. (5.5.55)

Let z
1
(m, n) and z
2
(m, n) be the solutions of (5.5.48) and (5.5.49) respectively on H. Then
|z
1
(m, n) z
2
(m, n)|
0
P(m, n) +c(m, n)
_
1
1d
2
a
s=0
b
t=0
[h(s, t) +h
1
(s, t) +h
2
(s, t)]P(s, t)
_
, (5.5.56)
for (m, n) H.
Proofs of Theorems 5.5.45.5.7. Here we present the proof of Theorem 5.5.7 only; the
proofs of Theorems 5.5.45.5.6 can be completed by following the proof of Theorem 5.5.7
and closely looking at the proofs of the results given in Chapter 1, section 1.6.
Let w(m, n) = z
1
(m, n) z
2
(m, n). Using the facts that z
1
(m, n) and z
2
(m, n) are the solu-
tions of (5.5.48) and (5.5.49) on H and the hypotheses, we have
|w(m, n)|
0
s=0
b
t=0
|g(m, n, s, t, z
1
(s, t),
1
z
1
(s, t),
2
z
1
(s, t), )
g(m, n, s, t, z
2
(s, t),
1
z
2
(s, t),
2
z
2
(s, t), )|
+
a
s=0
b
t=0
|g(m, n, s, t, z
2
(s, t),
1
z
2
(s, t),
2
z
2
(s, t), )
g(m, n, s, t, z
2
(s, t),
1
z
2
(s, t),
2
z
2
(s, t),
0
)|
+
a
s=0
b
t=0
|
1
g(m, n, s, t, z
1
(s, t),
1
z
1
(s, t),
2
z
1
(s, t), )
1
g(m, n, s, t, z
2
(s, t),
1
z
2
(s, t),
2
z
2
(s, t), )|
+
a
s=0
b
t=0
|
1
g(m, n, s, t, z
2
(s, t),
1
z
2
(s, t),
2
z
2
(s, t), )
1
g(m, n, s, t, z
2
(s, t),
1
z
2
(s, t),
2
z
2
(s, t),
0
)|
+
a
s=0
b
t=0
|
2
g(m, n, s, t, z
1
(s, t),
1
z
1
(s, t),
2
z
1
(s, t), )
2
g(m, n, s, t, z
2
(s, t),
1
z
2
(s, t),
2
z
2
(s, t), )|
+
a
s=0
b
t=0
|
2
g(m, n, s, t, z
2
(s, t),
1
z
2
(s, t),
2
z
2
(s, t), )
2
g(m, n, s, t, z
2
(s, t),
1
z
2
(s, t),
2
z
2
(s, t),
0
)|
s=0
b
t=0
c(m, n)h(s, t)|w(s, t)|
0
+
a
s=0
b
t=0
(m, n, s, t)|
0
|
+
a
s=0
b
t=0
c(m, n)h
1
(s, t)|w(s, t)|
0
+
a
s=0
b
t=0
1
(m, n, s, t)|
0
|
+
a
s=0
b
t=0
c(m, n)h
2
(s, t)|w(s, t)|
0
+
a
s=0
b
t=0
2
(m, n, s, t)|
0
|
= P(m, n) +c(m, n)
a
s=0
b
t=0
_
h(s, t) +h
1
(s, t) +h
2
(s, t)
|w(s, t)|
0
. (5.5.57)
5.6 Volterra-Fredholm-type sum-difference equations
The numerical methods are often used very effectively in studying the behavior of solutions
of equations of the forms (3.3.1) which often leads to the study of Volterra-Fredholm-type
sum-difference equation of the form
u(n, x) = h(n, x) +
n1
s=0
G
F(n, x, s, y, u(s, y)), (5.6.1)
where h, F are known functions and u is the unknown function. In this section, we
adopt the notations as given earlier in section 5.4 without further mention and assume
that h D(E, R), F D
_
E
2
R, R
_
. Here we note that by modifying the idea employed
in Theorem 3.4.1, Chapter 3, one can formulate existence result for the solution of equa-
tion (5.6.1), see also [51,54]. The main goal here is to study some fundamental qualitative
properties of solutions of equation (5.6.1) under some suitable conditions on the functions
involved therein.
We call the function u D(E, R) an -approximate solution to equation (5.6.1), if there
u(n, x)
_
h(n, x) +
n1
s=0
G
F(n, x, s, y, u(s, y))
_
,
for (n, x) E.
First we shall give the following theorem which deals with the relation between an -
approximate solution and a solution of equation (5.6.1).
(i) the function F in (5.6.1) satises the condition
|F(n, x, s, y, u) F(n, x, s, y, v)| b(n, x)p(s, y)|uv|, (5.6.2)
where b, p D(E, R
+
);
(n, x), u(n, x) D(E, R) are respectively, an -approximate solution

and any solution of equation (5.6.1).
Then
|u
(n, x) u(n, x)|

_
1+b(n, x)
n1
s=0
G
p(s, y)
n1
=s+1
_
1+
G
p(, y)b(, y)
__
, (5.6.3)
for (n, x) E.
Proof. Let e(n, x) = |u
(n, x) u(n, x)| for (n, x) E. From the hypotheses, we observe

that
e(n, x) =
(n, x) h(n, x)
n1
s=0
G
F(n, x, s, y, u
(s, y))
+
n1
s=0
G
{F(n, x, s, y, u
(s, y)) F(n, x, s, y, u(s, y))}
(n, x)
_
h(n, x) +
n1
s=0
G
F(n, x, s, y, u
(s, y))
_
+
n1
s=0
G
|F(n, x, s, y, u
(s, y)) F(n, x, s, y, u(s, y))|

+b(n, x)
n1
s=0
G
p(s, y)e(s, y). (5.6.4)
Now an application of the inequality in Theorem 5.4.5 part (s
10
) to (5.6.4) yields (5.6.3).
The next theorem deals with the estimate on the difference between the two approximate
(i) the function F in (5.6.1) satises the condition (5.6.2);
i
(n, x) D(E, R) for i =1, 2 are the
i
-approximate solutions of (5.6.1).
Then
|u
1
(n, x) u
2
(n, x)| (
1
+
2
)
_
1+b(n, x)
n1
s=0
G
p(s, y)
n1
=s+1
_
1+
G
p(, y)b(, y)
__
, (5.6.5)
for (n, x) E.
The proof follows by the similar arguments as in the proof of Theorem 3.4.4, Chapter 3
and using the inequality in Theorem 5.4.5 part (s
10
). We omit the details.
Remark 5.6.1. If we take
1
=
2
= 0 in Theorem 5.6.2, then the uniqueness of solutions
of equation (5.6.1) follows.
The following theorem deals with the estimate on the solution of equation (5.6.1) by as-
suming that the function F satises the Lipschitz type condition (5.6.2).
(5.6.2). If u(n, x) is any solution of equation (5.6.1) on E, then
|u(n, x) h(n, x)| a(n, x) +b(n, x)
n1
s=0
G
p(s, y)a(s, y)
n1
=s+1
_
1+
G
p(, y)b(, y)
_
(5.6.6)
for (n, x) E, where
a(n, x) =
n1
s=0
G
|F(n, x, s, y, h(s, y))| ,
for (n, x) E.
Proof. Using the fact that u(n, x) is any solution of equation (5.6.1) and the condition
(5.6.2), we have
|u(n, x) h(n, x)|
n1
s=0
G
|F(n, x, s, y, u(s, y)) F(n, x, s, y, h(s, y))|
+
n1
s=0
G
|F(n, x, s, y, h(s, y))|
a(n, x) +b(n, x)
n1
s=0
G
p(s, y)|u(s, y) h(s, y)|, (5.6.7)
for (n, x) E. Now an application of the inequality in Theorem 5.4.5 part (s
10
) to (5.6.7)
yields (5.6.6).
Consider the equation (5.6.1) and the following Volterra-Fredholm-type sum-difference
equation
v(n, x) = h(n, x) +
n1
s=0
G
F(n, x, s, y, v(s, y)), (5.6.8)
for (n, x) E where h D(E, R), F D(E
2
R, R).
The following theorem deals with the continuous dependence of solution of equation
(5.6.1) on the functions involved therein.
Theorem 5.6.4. Suppose that the function F in (5.6.1) satises the condition (5.6.2).
Furthermore, suppose that
|h(n, x) h(n, x)| +
n1
s=0
G
|F(n, x, s, y, v(s, y)) F(n, x, s, y, v(s, y))| , (5.6.9)
where h, F and h, F are as in equations (5.6.1) and (5.6.8) respectively, v(n, x) D(E, R)
is a given solution of equation (5.6.8) and > 0 is an arbitrary small constant. Then
the solution u(n, x) D(E, R) of equation (5.6.1) depends continuously on the functions
involved in equation (5.6.1).
Proof. Let z(n, x) =|u(n, x)v(n, x)| for (n, x) E. Using the facts that u(n, x) and v(n, x)
are the solutions of equations (5.6.1) and (5.6.8) respectively and the hypotheses, we have
z(n, x) |h(n, x) h(n, x)|
+
n1
s=0
G
|F(n, x, s, y, u(s, y)) F(n, x, s, y, v(s, y))|
+
n1
s=0
G
|F(n, x, s, y, v(s, y)) F(n, x, s, y, v(s, y))|
+b(n, x)
n1
s=0
G
p(s, y)z(s, y). (5.6.10)
10
|u(n, x) v(n, x)|
_
1+b(n, x)
n1
s=0
G
p(s, y)
n1
=s+1
_
1+
G
p(, y)b(, y)
_
_
, (5.6.11)
for (n, x) E. From (5.6.11), it follows that the solution of equation (5.6.1) depends con-
tinuously on the functions involved therein.
We next consider the following Volterra-Fredholm-type sum-difference equations
z(n, x) = g(n, x) +
n1
s=0
G
F(n, x, s, y, u(s, y), ), (5.6.12)
z(n, x) = g(n, x) +
n1
s=0
G
F(n, x, s, y, u(s, y),
0
), (5.6.13)
for (n, x) E, where g D(E, R), F D(E
2
R
2
, R) and ,
0
are parameters.
The following theorem shows the dependency of solutions of equations (5.6.12), (5.6.13)
on parameters.
Theorem 5.6.5. Suppose that the function F in equations (5.6.12), (5.6.13) satisfy the
conditions
|F(n, x, s, y, u, ) F(n, x, s, y, v, )| b(n, x)p(s, y)|uv|, (5.6.14)
|F(n, x, s, y, u, ) F(n, x, s, y, u,
0
)| c(s, y)|
0
|, (5.6.15)
where b, p, c D(E, R
+
). Let z
1
(n, x) and z
2
(n, x) be the solutions of equations (5.6.12)
and (5.6.13) respectively on E. Assume that
n1
s=0
G
c(s, y) M, (5.6.16)
where M 0 is a constant. Then
|z
1
(n, x) z
2
(n, x)| M|
0
|
_
1+b(n, x)
n1
s=0
G
p(s, y)
n1
=s+1
_
1+
G
p(, y)b(, y)
__
, (5.6.17)
for (n, x) E.
Proof. Let z(n, x) = |z
1
(n, x) z
2
(n, x)| for (n, x) E. Using the facts that z
1
(n, x) and
z
2
(n, x) are the solutions of equations (5.6.12) and (5.6.13) and hypotheses, we have
z(n, x)
n1
s=0
G
|F(n, x, s, y, z
1
(s, y), ) F(n, x, s, y, z
2
(s, y), )|
+
n1
s=0
G
|F(n, x, s, y, z
2
(s, y), ) F(n, x, s, y, z
2
(s, y),
0
)|
b(n, m)
n1
s=0
G
p(s, y)|z
1
(s, y) z
2
(s, y)| +
n1
s=0
G
c(s, y)|
0
|
M|
0
| +b(n, m)
n1
s=0
G
p(s, y)z(s, y). (5.6.18)
10
) to (5.6.18) yields (5.6.17),
which shows the dependency of solutions of equations (5.6.12) and (5.6.13) on parameters.
Next we study some basic qualitative ascepts of solutions of general Volterra-Fredholm-
type sum-difference equation
w(n, x) = f (n, x) +
n1
s=0
G
F(n, x, s, y, w(s, y)) +
s=0
G
H(n, x, s, y, w(s, y)), (5.6.19)
for (n, x) E, where f , F, H are known functions and u is the unknown function. We
assume that f D(E, R) and F, H D(E
2
R, R).
The following theorems hold.
Theorem 5.6.6. Suppose that the functions F, H in equation (5.6.19) satisfy the condi-
tions
|F(n, x, s, y, u) F(n, x, s, y, v)| b(n, x)p(s, y)|uv|, (5.6.20)
|H(n, x, s, y, u) H(n, x, s, y, v)| c(n, x)q(s, y)|uv|, (5.6.21)
where b, p, c, q D(E, R
+
). Let d, D, A(n, x), B(n, x) be dened as in Theorem 5.4.5 part
(s
9
). Then the equation (5.6.19) has at most one solution on E.
Theorem 5.6.7. Suppose that the functions F, H in equation (5.6.19) satisfy the condi-
tions (5.6.20), (5.6.21). Let d, B(n, x) be dened as in Theorem 5.4.5 part (s
9
) and
r(n, x) =
n1
s=0
G
|F(n, x, s, y, f (s, y))| +
s=0
G
|H(n, x, s, y, f (s, y))|, (5.6.22)
D
2
=
1
1d
s=0
G
q(s, y)A
2
(s, y), (5.6.23)
where A
2
(n, x) is dened by the right hand side of (5.4.22) by replacing a(n, x) by r(n, x).
If w(n, x) is any solution of equation (5.6.19), then
|w(n, x) f (n, x)| A
2
(n, x) +D
2
B(n, x), (5.6.24)
for (n, x) E.
Theorem 5.6.8. Suppose that the functions F, H in equations (5.6.1), (5.6.19) satisfy the
conditions (5.6.20), (5.6.21) and H(n, x, s, y, 0) = 0. Let u D(E, R) be a solution of equa-
tion (5.6.1) such that |u(n, x)| Q for (n, x) E, where Q 0 is a constant. Let d, B(n, x)
be dened as in Theorem 5.4.5 part (s
9
) and
a(n, x) =| f (n, x) h(n, x)| +Qc(n, x)
s=0
G
q(s, y), (5.6.25)
D
3
=
1
1d
s=0
G
q(s, y)A
3
(s, y), (5.6.26)
where A
3
(n, x) is dened by the right hand side of (5.4.22) by replacing a(n, x) by a(n, x).
If w D(E, R) is any solution of equation (5.6.19), then
|w(n, x) u(n, x)| A
3
(n, x) +D
3
B(n, x), (5.6.27)
for (n, x) E.
Proofs of Theorems 5.6.65.6.8. Below, we give the proof of Theorem 5.6.8 only; the
proofs of Theorems 5.6.6 and 5.6.7 can be completed by following the ideas used to prove
the Theorems 1.4.2 and 1.4.4 in Chapter 1.
Using the facts that w(n, x) and u(n, x) are the solutions of equations (5.6.19) and (5.6.1)
and the hypotheses, we observe that
|w(n, x) u(n, x)| | f (n, x) h(n, x)|
+
n1
s=0
G
|F(n, x, s, y, w(s, y)) F(n, x, s, y, u(s, y))|
+
s=0
G
|H(n, x, s, y, w(s, y)) H(n, x, s, y, u(s, y))|
+
s=0
G
|H(n, x, s, y, u(s, y)) H(n, x, s, y, 0)|
| f (n, x) h(n, x)| +b(n, x)
n1
s=0
G
p(s, y)|w(s, y) u(s, y)|
+c(n, x)
s=0
G
q(s, y)|w(s, y) u(s, y)| +c(n, x)
s=0
G
q(s, y)|u(s, y)|
a(n, x) +b(n, x)
n1
s=0
G
p(s, y)|w(s, y) u(s, y)|
+c(n, x)
s=0
G
q(s, y)|w(s, y) u(s, y)|. (5.6.28)
9
) to (5.6.28) yields (5.6.27).
Remark 5.6.2. We note that, one can use the inequality in Theorem 5.4.4 part (s
7
) to for-
mulate results similar to those given in Theorems 5.6.15.6.5 for the solutions of Volterra-
Fredholm-type sum-difference equation of the form
u(n, x) = h(n, x) +
n1
s=0
G
F(n, x, s, y, u(s, y), Tu(s, y)), (5.6.29)
for (n, x) E, where
Tu(n, x) :=
n1
=0
G
L(n, x, , z, u(, z)), (5.6.30)
under some suitable conditions on the functions involved in (5.6.29).
5.7 Miscellanea
Let u, r D(N
2
0
, R
+
(p
1
) If
u
2
(n, m) c +
n1
s=0
s1
=0
m1
=0
r(, )u(, ),
for (n, m) N
2
0
, then
u(n, m)
c +
1
2
n1
s=0
s1
=0
m1
=0
r(, ),
for (n, m) N
2
0
.
(p
2
) Suppose that u 1 and c 1. If
u(n, m) c +
n1
s=0
s1
=0
m1
=0
r(, )u(, )logu(, ),
for (n, m) N
2
0
, then
u(n, m) c
B(n,m)
,
for (n, m) N
2
0
, where
B(n, m) =
n1
s=0
_
1+
s1
=0
m1
=0
r(, )
_
.
Let u, p, q, f , g D(H, R
+
), where H =N
2
0
N
,
; k 0 is a real constant and L D(H
R
+
, R
+
) be such that
0 L(x, y, z, u) L(x, y, z, v) M(x, y, z, v)(uv),
for u v 0, where M D(HR
+
, R
+
).
(p
3
) If
u(x, y, z) p(x, y, z) +q(x, y, z)
x1
s=0
y1
t=0
r=
L(s, t, r, u(s, t, r)),
for (x, y, z) H, then
u(x, y, z) p(x, y, z) +q(x, y, z)
_
x1
s=0
y1
t=0
r=
L(s, t, r, p(s, t, r))
_
x1
s=0
_
1+
y1
t=0
r=
M(s, t, r, p(s, t, r))q(s, t, r)
_
,
for (x, y, z) H.
(p
4
) If
u
2
(x, y, z) k
2
+2
x1
s=0
y1
t=0
r=
[g(s, t, r)u(s, t, r) + f (s, t, r)u(s, t, r)L(s, t, r, u(s, t, r))] ,
for (x, y, z) H, then
u(x, y, z) n
0
(x, y) +
_
x1
s=0
y1
t=0
r=
f (s, t, r)L(s, t, r, n
0
(s, t))
_
x1
s=0
_
1+
y1
t=0
r=
f (s, t, r)M(s, t, r, n
0
(s, t))
_
,
for (x, y, z) H, where
n
0
(x, y) = k +
x1
=0
y1
=0
=
g(, , ),
for x, y N
0
.
Under the notations as in section 5.4, let u, p, q, f D(E, R
+
(p
5
) Let L D(E R
+
, R
+
) be such that
0 L(n, x, u) L(n, x, v) M(n, x, v)(uv),
for u v 0, where M D(E R
+
, R
+
). If
u(n, x) p(n, x) +q(n, x)
n1
s=0
s1
=0
G
L(, y, u(, y)),
for (n, x) E, then
u(n, x) p(n, x) +q(n, x)
_
n1
s=0
s1
=0
G
L(, y, p(, y))
_
n1
s=0
_
1+
s1
=0
G
M(, y, p(, y))q(, y)
_
,
for (n, x) E.
(p
6
2
). If
u(n, x) c +
n1
s=0
s1
=0
G
f (, y)g(u(, y)),
1
; n, n
1
N
0
, x G
u(n, x) W
1
_
W(c) +
n1
s=0
s1
=0
G
f (, y)
_
,
where W, W
1
are as in Theorem 5.4.1 part (s
2
) and n
1
N
0
be chosen so that
W(c) +
n1
s=0
s1
=0
G
f (, y) Dom
_
W
1
_
,
for all n N
0
lying in 0 n n
1
and x G.
Under the notations as in section 5.4, let u, p, q, f , g D(E, R
+
) and k 0 is a real con-
stant.
(p
7
) Let L D(E R
+
, R
+
) be such that
0 L(n, x, u) L(n, x, v) M(n, x, v)(uv),
for u v 0, where M D(E R
+
, R
+
). If
u(n, x) p(n, x) +q(n, x)
n1
s=0
G
L(s, y, u(s, y)),
for (n, x) E. Then
u(n, x) p(n, x) +q(n, x)
n1
s=0
G
L(s, y, p(s, y))
n1
=s+1
_
1+
G
M(, y, p(, y))q(, y)
_
,
for (n, x) E.
(p
8
) If
u
2
(n, x) k
2
+2
n1
s=0
G
_
f (s, y)u
2
(s, y) +g(s, y)u(s, y)
,
for (n, x) E, then
u(n, x) k
n1
s=0
_
1+
G
f (s, y)
_
+
n1
s=0
G
g(s, y)
n1
=s+1
_
1+
G
f (, y)
_
,
for (n, x) E.
Consider the initial value problem
1
u(m, n) = f (m, n, u(m, n),
1
u(m, n)), (5.7.1)
with
u(m, 0) =(m), u(0, n) =(n), u(0, 0) = 0, (5.7.2)
for m, n N
0
, where f , , are given functions and u is the unknown function and f
D
_
N
2
0
R
2
, R
_
, , D(N
0
, R).
(p
9
) Assume that
| f (m, n, u, v) f (m, n, u, v)| p(m, n)[|uu| +|v v|] ,
where p D(N
2
0
, R
+
). Then the problem (5.7.1)(5.7.2) has at most one solution on N
2
0
.
(p
10
) Assume that
| f (m, n, u, v)| r(m, n)[|u| +|v|] ,
|(m)| +|(n)| +|(m)| k,
where r D(N
2
0
, R
+
) and k 0 is a constant. If u(m, n) is any solution of problem (5.7.1)
(5.7.2), then
|u(m, n)| +|
1
u(m, n)| kq(m, n)
m1
s=0
_
1+
n1
t=0
r(s, t)q(s, t)
_
,
for m, n N
0
, where
q(m, n) =
m1
t
1
=0
[1+r(m, t
1
)],
for m, n N
0
.
Consider the initial value problem
1
u(m, n) = F(m, n, u(m, n),
2
1
u(m, n)), (5.7.3)
with
u(m, 0) =(m), u(0, n) =(n), u(0, 0) = 0, (5.7.4)
for m, n N
0
, where f , , are given functions, u is the unknown function and F
D(N
2
0
R
2
, R), , D(N
0
, R).
(p
11
) Let u
i
(m, n) D(N
2
0
, R) (i =1, 2) be respectively
i
(5.7.3) i.e.
|
2
1
u
i
(m, n) F(m, n, u
i
(m, n),
2
1
u
i
(m, n))|
i
for given constants
i
0, with
u
i
(m, 0) =
i
(m), u
i
(0, n) =
i
(n), u
i
(0, 0) = 0,
where
i
,
i
D(N
0
, R) and such that
|
1
(m)
2
(m) +
1
(n)
2
(n)| ,
where 0 is a constant. Suppose that the function F in (5.7.3) satises the condition
|F(m, n, u, v) F(m, n, u, v)| p(m, n)[|uu| +|v v|] , (5.7.5)
where p D(N
2
0
, R
+
) satises p(m, n) < 1 for m, n N
0
. Then
|u
1
(m, n) u
2
(m, n)| +|
2
1
u
1
(m, n)
2
1
u
2
(m, n)|
L(m, n) +E(m, n)
_
m1
s=0
n1
t=0
p(s, t)L(s, t)
_
n1
s=0
_
1+
n1
t=0
p(s, t)E(s, t)
_
,
for m, n N
0
, where
L(m, n) =
(
1
+
2
)(mn+1) +
1p(m, n)
, E(m, n) =
1
1p(m, n)
. (5.7.6)
Consider the initial value problem (5.7.3)(5.7.4) together with the following initial value
problem
1
v(m, n) = G(m, n, v(m, n),
2
1
v(m, n)), (5.7.7)
with
v(m, 0) =(m), v(0, n) =(n), v(0, 0) = 0, (5.7.8)
for m, n N
0
, where G D(N
2
0
R
2
, R), , D(N
0
, R).
(p
12
) Suppose that the function F in (5.7.3) satises the condition (5.7.5) and there exist
constants 0, 0 such that
|F(m, n, u, v) G(m, n, u, v)| ,
|(m) (m) +(n) (n)| ,
where F, , and G, , are as in (5.7.3)(5.7.4) and (5.7.7)(5.7.8). Let u(m, n) and
v(m, n) be respectively the solutions of (5.7.3)(5.7.4) and (5.7.7)(5.7.8) for m, n N
0
.
Then
|u(m, n) v(m, n)| +|
2
1
u(m, n)
2
1
v(m, n)|
L(m, n) +E(m, n)
_
m1
s=0
n1
t=0
p(s, t)L(s, t)
_
n1
s=0
_
1+
n1
t=0
p(s, t)E(s, t)
_
,
for m, n N
0
, where
L(m, n) =
(mn+1) +
1p(m, n)
,
and E(m, n) is as in (5.7.6).
Consider the sum-difference equation
v(m, x) = f (m, x) +
m1
s=0
s1
=0
y=
K(m, x, s, , y, v(, y)), (5.7.9)
for (m, x) H = N
a,b
N
,
, where f , K are given functions, v is the unknown function
and f D(H, R), K D(HN
a,b
HR, R).
(p
13
) Assume that the function K in (5.7.9) satises the condition
|K(m, n, s, , y, v) K(m, n, s, , y, w)| q(m, x)g(, y)|v w|,
where q, g D(H, R
+
). Then the equation (5.7.9) has at most one solution on H.
(p
14
) Assume that the function K in (5.7.9) satises the condition
|K(m, n, s, , y, v)| q(m, x)g(, y)|v|,
where q, g D(H, R
+
). If v(m, x) is any solution of equation (5.7.9) on H, then
|v(m, n)| | f (m, x)| +q(n, x)
_
m1
s=0
s1
=0
y=
g(, y)| f (, y)|
_
m1
s=0
_
1+
s1
=0
y=
g(, y)q(, y)
_
,
for (m, x) H.
Under the notations as in section 5.4, consider the sum-difference equation of the form
u(n, x) = h(n, x) +
n1
s=0
G
H(n, x, s, y, u(s, y)), (5.7.10)
for (n, x) E, where h, H are given functions, u is the unknown function and h D(E, R),
H D(E
2
R, R).
(p
15
) Suppose that the function H in equation (5.7.10) satises the condition
|H(n, x, s, y, u)| b(n, x)L(s, y, |u|),
where b D(E, R
+
) and L is as in part (p
7
). Then for every solution u D(E, R) of
equation (5.7.10), the estimate
|u(n, x)| |h(n, x)| +b(n, x)
n1
s=0
G
L(s, y, |h(s, y)|)
n1
=s+1
_
1+
G
M(, y, |h(, y)|)b(, y)
_
,
holds for (n, x) E, where M is as in (p
7
).
Consider the equation (5.7.10) together with the following sum-difference equation
w(n, x) = h(n, x) +
n1
s=0
G
K(n, x, s, y, w(s, y)), (5.7.11)
for (n, x) E, where h D(E, R), K D(E
2
R, R).
(p
16
) Suppose that the function H in (5.7.10) satises the condition
|H(n, x, s, y, u) H(n, x, s, y, w)| b(n, x)L(s, y, |uw|),
where b D(E, R
+
) and L is as in part (p
7
). Then for every given solution w D(E, R) of
equation (5.7.11) and u D(E, R) any solution of equation (5.7.10), the estimate
|u(n, x) w(n, x)| [h
0
(n, x) +r(n, x)]
+b(n, x)
n1
s=0
G
L(s, y, [h
0
(s, y) +r(s, y)])
n1
=s+1
[1+M(, y, [h
0
(, y) +r(, y)])] ,
holds for (n, x) E, where
h
0
(n, x) =|h(n, x) h(n, x)|,
r(n, x) =
n1
s=0
G
|H(n, x, s, y, w(s, y)) K[h
0
(s, y) +r(s, y)]|,
and M is as in part (p
7
).
5.8 Notes
Although some books and papers contains some basic results on partial nite difference
equations (see [3,17,46,47,51,67,85,87]), it seems, much of the qualitative and quantita-
tive theory of these equations remain to be developed in various directions. The results
in sections 3.23.4 deals with a large number of fundamental nite difference inequali-
ties with explicit estimates involving functions of two, three and many variables recently
investigated, as a response to the needs of diverse applications and are adapted from Pach-
patte [98,104,108,95,102,111,116,114,106]. Section 5.5 contains results related to error
evaluation of approximate solutions of a certain sum-difference equation in two variables
and also some basic results on Fredholm-type sum-difference equation in two variables re-
cently obtained in [100,113]. Section 5.6 is devoted to present the basic theory of mixed
sum-difference equations typically arise while studying some initial boundary value prob-
lems for partial differential equations of parabolic type by using discretization methods
and are taken from Pachpatte [116,101,99,107,109]. Section 5.7 addresses some selected
results which, we hope, will provide a clue to effective methods for future important devel-
opments.
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Subject Index
A
analytic tools, 59
approximate solutions, 17, 18, 27, 28, 52, 75,
76, 83, 92, 119, 122124, 132134, 150,
151, 158, 160, 212, 213, 222, 223, 232, 235
approximation of solutions, 211
B
Banach xed point theorem, 6, 9, 15, 34, 39,
44, 86, 117
space of bounded functions, 45
spaces, 14, 16, 32, 37, 48, 50, 73, 79, 84,
116, 135, 136, 147, 169, 170
Barbashin-type, 4
equation, 4, 147, 155, 189
integrodifferential equation, 147, 153, 155,
189
basic integral inequalities, 9, 57, 59, 95, 97,
143, 189
behavior of solutions, 5, 59, 161, 189, 222
Bielecki-type norm, 6, 15
boundary and initial conditions, 4, 35, 36, 51,
52, 55, 140, 143, 176, 180, 182, 183, 187
C
characteristic data, 1, 2
classical mechanics, 1
closeness of solutions, 29, 124, 152, 159, 214
compactness of the operator, 5
continuous dependence of solutions, 24, 35, 44,
76, 83, 122, 131, 160, 177, 224
continuously differentiable, 37, 45, 162
contraction mapping, 15, 16, 21, 45, 74, 86,
148
convergence properties, 27, 212
coupled parabolic integrodifferential equations,
182
D
Darboux problem, 55
dependency of solutions, 19, 20, 26, 36, 76, 88,
89, 125, 126, 152154, 212, 214, 216218,
221, 225, 226
difference equation, 5, 191, 217220, 222,
224226, 228, 233235
differential equations, 1, 15, 87, 97
difference between two approximate
solutions, 17, 27, 119, 123, 132,
150, 158, 212, 223
diffusion, 97, 141, 143, 161
Dirichlet boundary data, 3
type boundary condition, 186
dynamic equations, 1, 95, 97, 191
dynamical systems, 59
E
elementary inequalities, 18, 28, 119, 124, 151,
213
elliptic second order partial differential
operator, 186
empty sums and products, 7
epidemic models, 143
epidemiology, 97
error evaluation, 27, 212, 235
estimate on the solution, 16, 22, 23, 34, 40, 41,
74, 80, 117, 127, 129, 148, 155, 223
Euclidean space, 6
existence of a solution, 1, 122, 162, 191, 218
and uniqueness of solutions, 14, 15, 21, 22,
27, 83, 87, 116, 147, 155
of a unique solution, 14, 32, 44, 73, 79, 84,
87, 129, 163, 168, 181, 183
243
explicit estimates, 5, 6, 9, 57, 59, 65, 95, 97,
126, 141, 143, 189, 191, 212, 235
F
nite difference equations, 5, 235
difference methods, 211
Fredholm type, 3, 97
integral equation, 37, 42
integrodifferential equation, 3, 37, 83, 87
type integral equation, 179
type sum-difference equations, 217, 219,
220
G
Galerkin nite element method, 186
Greens function, 3
H
H older continuous, 162, 167, 176, 177, 180,
182
classes, 184
Hammerstein type integral equation, 46
hyperbolic equation, 1
integrodifferential equation, 31
partial integrodifferential equation, 55
type, 3
I
inequalities, 5, 18, 28, 54, 119, 124, 213
with explicit estimates, 6, 9, 59, 97, 141,
191, 235
initial value problem, 211, 215, 231, 232
boundary conditions, 1, 4, 35, 36, 51, 52, 55,
140, 143, 176, 187
boundary value problem, 169, 188, 235
integral equation, 97, 128, 135, 136, 141, 189
equation of Barbashin-type, 189
inequalities, 97, 101, 102, 141
integrodifferential equations, 14, 6, 9, 20, 31,
51, 52, 83, 87, 141, 143, 147, 152, 153, 155,
161, 167, 169, 179, 182, 184, 186, 187, 189,
211
equation of Barbashin-type, 4, 147, 153,
155, 189
system, 4, 180
interpolation inequalities, 174
L
Lipschitz condition, 55
type conditions, 23, 41, 223
lower solution, 162, 163, 168, 189
M
mathematical models, 1
maximal solution, 165, 169, 182, 184
and minimal solution, 162, 163, 165, 167,
169
method of continuity, 170
of integral inequalities, 97
of successive approximations, 5
minimal solution, 162, 163, 165, 167, 169, 182,
184
mixed Volterra-Fredholm integral equations
Volterra-Fredholm type integral inequalities,
108
Volterra-Fredholm-type integral equations,
3, 6, 97, 116, 117, 141
Volterra-Fredholm-type integral inequalities,
6
monotone method, 162, 168
multidimensional, 1, 95
multivariable integral and integrodifferential
equations, 1
sum-difference equations, 191
sum-difference inequalities, 6, 204
sum-difference inequalities and equations, 6
N
Neumann series, 136
neutral type hyperbolic integrodifferential
equation, 31
nonexpansive and monotone mappings, 5
numerical methods, 222
O
outward normal unit vector, 162, 180
P
parabolic differential equations, 97
boundary value problem, 170
integrodifferential equations, 143, 161, 182,
184, 186, 189
type Fredholm integral equation, 179
type integrodifferential equations, 4, 6
partial differential equations, 141, 185, 235
derivative, 6, 98, 180
integral equation, 155
integral operators, 1
integrodifferential equations, 141, 189, 211
physical and biological phenomena, 1, 116, 189
Subject Index 245
pseudo-parabolic equation, 2
Q
qualitative theory, 1, 5, 122, 235
behavior, 5, 59
properties, 1, 5, 6, 9, 13, 21, 37, 57, 59, 83,
87, 95, 97, 122, 129, 132, 141, 147,
155, 189, 191, 217, 222
R
reaction diffusion processes, 143
reactor dynamics, 4, 161, 162, 189
S
Schauder estimate, 169, 170, 176178
science and engineering, 143, 189
self-adjoint, 186
sum-difference equations, 6, 191, 204,
216220, 233235
inequalities, 6, 191, 204
inequalities in three variables, 198
inequalities in two variables, 191
T
time-independent coefcients, 186
two variables, 6, 9, 27, 44, 46, 57, 191, 235
and three independent variables, 6, 95
U
uniqueness of solutions, 14, 15, 19, 21, 22, 27,
29, 39, 40, 74, 79, 83, 87, 116, 120, 124,
126, 130, 147, 152, 155, 159, 214, 223
upper solution, 162, 166168
and lower solutions, 162, 163, 168, 189
V
Volterra type, 3, 57, 97
-Fredholm-type integral equation, 3, 6, 21,
24, 26, 91, 97, 116, 117, 120122,
128, 135, 139141
-Fredholm-type integral inequalities, 6, 108
-Fredholm-type integrodifferential
equations, 27
-Fredholm-type sum-difference equations,
222, 224226, 228
type integral equation, 23
Y
Youngs inequality, 170, 173, 174

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July 1, 2011 9:49 bookPachpatte

ATLANTIS STUDIES IN MATHEMATICS FOR ENGINEERING AND SCIENCE

(0)x +g(t)x + f (t). (12)

(x)u(t, x)dx (t > 0, x ), (22)

0 is a constant, with the given boundary and initial conditions

exp((x +y)), (1.3.8)

Integral equations in two variables 15

Integral equations in two variables 29

exp([c(x, y) + p(x, y)])

exp([q(x, y) +d(x, y)]) N

(x, t), u(x, t) C(D, R) are respectively, an -approximate solution and

(x, t) u(x, t)|

(x, t) u(x, t)|, (x, t) D. From the hypotheses, we observe that

(y, )) K(x, t, s, y, , u(y, ))}dyd ds

(y, )) K(x, t, s, y, , u(y, ))|dyd ds

(x, z) +(y, z) (0, z) {(x, z) +(y, z) (0, z)}

(s, y)]dyds, (3.2.8)

(t, x) z(t), (3.2.48)

(t, x) and u(t, x) be respectively an -approximate solution and any

(t, x) u(t, x)| A

(t, x) u(t, x)|, (t, x) D

(s, y)) dyds

(s, y)) G(t, x, s, y, u(s, y))|dyds

(s, y)) L(t, x, s, y, u(s, y))|dyds

K(t, s, x, )u(s, )d ds, (3.7.2)

R(t, s, x, ) f (s, )d ds,

K(t, v, x, z)R(v, s, z, )dzdv,

G(t, x; s, y)F(s, y, u(s, y))dyds

G(t, x; s, y)(s, y)dyds +

R(t, x; s, y)(s, y)dyds +H(t, x, u(t, x)),

R(t, x; s, y)F(s, y, u(s, y))dyds c

R(t, x; s, y)H(s, y, u(s, y))dyds.

|G(t, x; s, y)|g(s, y)exp((s +|y|)) dyds Q

|R(s, y; , z)| exp(( +|z|))dzd

|R(t, x; s, y)|g(s, y)exp((s +|y|))dyds Q

|G(t, x; s, y)||F(s, y, 0)|dyds N

|R(t, x; s, y)||F(s, y, 0)|dyds +|c

exists on . Throughout assume that the coefcients of L

+bu = h(x, t), (x, t) S, (4.5.17)

() ={ [0, 1] : the problem (4.6.1)

u = 0. By the standard continuation method (() is not

(x, t) be two solutions

(x, t), (x, t) Q

K(x, t, s, u(x, s))dxds

K(x, t, s, w(x, s))dxds

K(x, t, s, v(x, s)) dxds

f (x, t, y, s, u(y, s), v(y, s))dyds,

h(x, t, y, s, u(y, s), v(y, s)) dyds,

u(x, T)(x, T)dx,

c(s, t) < 1. (5.5.55)

(n, x), u(n, x) D(E, R) are respectively, an -approximate solution

(n, x) u(n, x)|

(n, x) u(n, x)| for (n, x) E. From the hypotheses, we observe

(s, y)) F(n, x, s, y, u(s, y))}

(s, y)) F(n, x, s, y, u(s, y))|

ilov, Partial Differential Equations, Mir, Moscow, 1978.

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