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DOI: 10.

2478/s11533-007-0029-x
Research article
CEJM 5(4) 2007 741–750

Boundary value problems with continuous and


special gluing conditions for parabolic-hyperbolic
type equations

B.E. Eshmatov1∗ and E.T. Karimov2†


1
Karshi State University, 700430 Karshi, Uzbekistan
2
Institute of Mathematics, Uzbek Academy of Sciences, 700125 Tashkent, Uzbekistan

Received 11 December 2006; accepted 14 August 2007

Abstract: In the present paper we study the unique solvability of two non-local boundary value problems
with continuous and special gluing conditions for parabolic-hyperbolic type equations. The uniqueness
of the solutions of the considered problems are proven by the “abc” method. Existence theorems for the
solutions of these problems are proven by the method of integral equations. The obtained results can
be used for studying local and non-local boundary-value problems for mixed-hyperbolic type equations
with two and three lines of changing type.
c Versita Warsaw and Springer-Verlag Berlin Heidelberg. All rights reserved.

Keywords: Parabolic-hyperbolic type equations, gluing conditions, boundary value problems, integral
equation, ”abc” method
MSC (2000): 35M10

1 Introduction
Boundary value problems (BVP) for mixed parabolic-hyperbolic type equations have
numerous applications in physics, biology and in other material sciences. For example,
the movement of gas in a channel surrounded by a porous environment can be described
by parabolic-hyperbolic equation [4].
It is known that some multi dimensional analogues of the main BVP can be reduced
by Fourier transformation to the BVP for equations with parameters. This is why interest
to study these types of equations grew. In this direction note the works [10], [11] and the

E-mail: eshmatovb@mail.ru

E-mail: erkinjon@gmail.com
742 B.E. Eshmatov and E.T. Karimov / Central European Journal of Mathematics 5(4) 2007 741–750

references therein.
Many BVP for mixed type equations were considered in mixed domains.
Note that with “mixed domain” we mean a domain in which the equation will change
its type. To determine the solution of the considered BVP in the whole domain, the
desired function and its derivatives should be glued continuously or by a special gluing
condition on the lines, which separates various parts of the mixed domain. Special gluing
conditions sometimes generalize continuous gluing conditions; sometimes they are used
because of their physical meaning. The special gluing condition used in the present paper
generalizes the following gluing condition
x
ax
e uy (x, +0) = b eat uy (t, −0)dt, 0 < x < 1,
0

for the equation ⎧




⎨ ux − uyy , y > 0,
0=


⎩ uxx − uyy , y < 0.
This is used in the work of N.Yu. Kapustin and E.I. Moiseev [5]. This special gluing
condition, according to the theory of parabolic-hyperbolic type heat equations [12], rep-
resents the equality of temperatures and streams on the boundary of oscillation bodies
with different tenses.
In section 2 we prove the unique solvability of a non-local BVP for parabolic-hyperbolic
equations with non-characteristic line of changing type with spectral parameter. We note
the works [2], [6] and [13], which have results similar to ours.
The result, which is obtained in the second section, shows that when we give data
on left characteristics in any form (local and non-local, inside the integral or integro-
differential operator, see [2], [7]) of the hyperbolic part of the equation, we can get the
unique solution at any values of the parameter λ. This means that the problem does not
have eigenvalues.
In section 3 we consider another non-local BVP with special gluing condition. This
gluing condition on one hand generalizes the known gluing condition [5], and on the
other hand allows us to prove the unique solvability of the considered problem with less
conditions on the given functions and parameters, which is more suitable in an application.

2 A non-local problem with continuous gluing condition


We consider the equation
Lu = λu, (1)
in a domain Ω, in which λ = λ1 + iλ2 (∀λ1 , λ2 ∈ R) and



⎨u x − uyy , y > 0,
Lu =


⎩ uxx − uyy , y < 0.
B.E. Eshmatov and E.T. Karimov / Central European Journal of Mathematics 5(4) 2007 741–750 743

Here Ω is a simply-connected domain, bounded at y > 0 by AB = {(x, y) : x = 0, 0 <


y < q}, BC = {(x, y) : y = q, 0 < x < p}, CD = {(x, y) : x = p, 0 < y < q}, and at
y < 0 by characteristics AE : x + y = 0, DE : x − y = p of the equation (1), where
p, q > 0.
We introduce the following notations:

Ω1 = Ω ∩ (y > 0), Ω2 = Ω ∩ (y < 0), AD = {(x, y) : y = 0, 0 < x < p}.

θ is a set of points of intersections of characteristics, outgoing from the point (x, 0) ∈ AD


with characteristic AE, i.e., θ(x/2, −x/2).
The Problem NP1 . Find a solution of the equation (1) from the set of functions
W1 ≡ C(Ω) ∩ C 1 (Ω) ∩ Cx,y 2,1
(Ω1 ) ∩ C 2 (Ω2 ), satisfying boundary conditions

u(x, y)|AB = ϕ(y), 0 ≤ y ≤ q, (2)

u(x, y)|BC = ψ(x), 0 ≤ x ≤ p, (3)


and the non-local condition

u(θ) + a(x)u(x, 0) = b(x), 0 ≤ x ≤ p. (4)

Here a(x), b(x), ϕ(y), and ψ(x) are given, generally speaking complex-valued functions,
and moreover ϕ(q) = ψ(0), ϕ(0)(1 + a(0)) = b(0), a(x) = − 12 , and a(0) = −1.

Theorem 2.1. If ϕ(y) ∈ C 1 [0, q], ψ(x) ∈ C 1 [0, p], and a(x), b(x) ∈ C 1 [0, p] ∩ C 2 (0, p),
then there exists a unique solution to the Problem NP1 .

Proof. The solution of the second BVP for the equation (1) at y > 0 can be written as
[3]:
q x x
u(x, y) = ϕ(y1)G(x, y, 0, y1)dy1 + ψ(x1 )Gy1 (x, y, x1 , 1)dx1 + ν(x1 )G(x, y, x1 , 0)dx1 ,
0 0 0
(5)
in which

eλ(x−x1 )  −
(2n+y−y1 )2

(2n+y+y1 )2
G(x, y, x1, y1 ) =  e 4(x−x1 )
+e 4(x−x1 )

2 π(x − x1 ) n=−∞

is a Green function of the second BVP for the equation at y > 0.


From (5) we obtain
q x x
u(x, 0) = ϕ(y1 )G(x, 0, 0, y1)dy1 + ψ(x1 )Gy1 (x, 0, x1 , 1)dx1 + ν(x1 )G(x, 0, x1 , 0)dx1 .
0 0 0
(6)
and it is a functional relation between the functions u(x, 0) = τ (x) and uy (x, 0) = ν(x)
on AD.
744 B.E. Eshmatov and E.T. Karimov / Central European Journal of Mathematics 5(4) 2007 741–750

Now we find another functional relation between these functions on AD.


For this we use a solution of the Cauchy problem for the equation (1) at y < 0, which
has the form [9]:


⎨ x+y
 
1
u(x, y) = τ (x + y) + τ (x − y) + ν(t)I0 λ ((x − t)2 − y 2 ) dt
2⎪⎩
x−y

  ⎫
x+y
 I1 λ ((x − t)2 − y 2) ⎪

+λy τ (t)  dt , (7)


x−y λ ((x − t)2 − y 2 )
s
where Is (x) = (−i) Js (ix) is the Bessel function of the first kind with imaginary argument
[1].
Using condition (4) we have
x 
x ∂
τ (0) + [1 + 2a(x)]τ (x) + τ (t) I0 λt(t − x) dt
t ∂x
0

x 
− ν(t)I0 λt(t − x) dt = 2b(x). (8)
0

Considering u(x, y) ∈ C(Ω) in (8) instead of τ (x), we substitute in its representation (6):
⎧ q ⎫
⎨ x ⎬
ϕ(0) + [1 + 2a(x)] ϕ(y1)G(x, 0, 0, y1)dy1 + ψ(x1 )Gy1 (x, 0, x1 , 1)dx1
⎩ ⎭
0 0
⎛ q ⎞
x  t 

x ∂
+ ϕ(y1 )G(t, 0, 0, y1)dy1 + ψ(x1 )Gy1 (t, 0, x1 , 1)dx1 ⎠ · · I0 λt(t − x) dt
t ∂x
0 0 0
x   
− ν(z) I0 λz(z − x) − (1 + 2a(x))G(x, 0, z, 0) dz
0
⎛ ⎞
x t 
x ∂
+ ⎝ ν(x1 )G(t, 0, x1 , 0)dx1 ⎠ · · I0 λt(t − x) dt = 2b(x).
t ∂x
0 0

Granting the following equality


⎛ t ⎞
x  

x ∂
ν(x1 )G(t, 0, x1 , 0)dx1 ⎠ · · I0 λt(t − x) dt
t ∂x
0 0
⎛ x ⎞
x  

x ∂
= ν(z) · I0 λt(t − x) G(t, 0, z, 0)dt⎠ dz,
z
t ∂x
0

we obtain that
x
ν(z)K1 (x, z)dz = Φ1 (x). (9)
0
B.E. Eshmatov and E.T. Karimov / Central European Journal of Mathematics 5(4) 2007 741–750 745

Differentiating (9) once with respect to x and taking G(x, 0, x, 0) = 0 and I0 (0) = 1
into account we get
x
ν(x) + ν(z)K2 (x, z)dz = Φ2 (x), (10)
0

in which
   
∂ λz
K2 (x, z) = K1 (x, z) = − I0 λz(z − x) + I2 λz(z − x)
∂x 2
 x   
∂ 
−(1+2a(x)) G(x, 0, z, 0)−λxa (x) I0 λz(z − x) + I2 λz(z − x) G(t, 0, z, 0)dt
∂x z
⎧ ⎡    

⎨ λx x λz(z − x) + I2 λz(z − x)
λ ⎢ I0
−[1 + 2a(x)] G(x, 0, z, 0) + G(t, 0, z, 0) ⎣

⎩ 4 2 2
z
    

λtx
− I0 λt(t − x) + 2I2 λt(t − x) + I4 λt(t − x) dt ,
4

⎧ q
λx ⎨
Φ2 (x) = Φ1 (x) = + 2a (x) γ(x) + [1 + 2a(x)] ϕ(y1 )Gx (x, 0, 0, y1)dy1
4 ⎩
0

x x   
λ ⎬
+ψ(x)Gy1 (x, 0, x1 , 1) + ψ(x1 )Gy1 x (x, 0, x1 , 1)dx1 + γ(t) t I0 λt(t − x)
⎭ 4
0 0
     
+2I2 λt(t − x) + I4 λt(t − x) + I0 λt(t − x) + I2 λt(t − x) dt,

q x
γ(x) = ϕ(y1 )G(x, 0, 0, y1)dy1 + ψ(x1 )Gy1 (x, 0, x1 , 1)dx1 .
0 0

(10) is the second kind Volterra type integral equation.


From the representations of the functions K2 (x, z) and Φ2 (x), applying known prop-
erties of G(x, y, x1 , y1 ) [3], and using some properties of the Bessel function [1] based on
the general theory of integral equations [8], one can easily be sure that (10) has a unique
solution, which is represented as
x
ν(x) = Φ2 (x) + Φ2 (t)R(x, z)dz, (11)
0

where R(x, z) is the resolvent kernel of K2 (x, z).


Since the Problem NP1 reduced to the equivalent integral equation (10), from the
unique solvability of the equation (10) we can conclude that Problem NP1 has a unique
solution. This solution can be represented by the formulas (5), (7) in Ω1 , Ω2 respectively.
The theorem is proved.

Corollary 2.2. The Problem NP1 does not have eigenvalues.


746 B.E. Eshmatov and E.T. Karimov / Central European Journal of Mathematics 5(4) 2007 741–750

3 A non-local problem with special gluing condition


Consider the equation ⎧


⎨ uxx − uy − μ1 u, y > 0,
0= (12)


⎩ uxx − uyy + μ2 u, y < 0,
in the domain Ω.
The Problem NP2 . Find a solution of (12) from the set of functions
 
W ≡ C Ω ∩ C 1 (Ω2 ∪ AD) ∩ Cx,y
2,1
(Ω1 ∪ AD) ∩ C 2 (Ω2 ) ,

satisfying the boundary condition

ux (0, y) = f (y), 0 < y < q, (13)

the non-local conditions


u(0, y) = u(p, y), 0 ≤ y ≤ q, (14)

0, μ
A0x 2 [u(θ)] + c(x)u(x, −0) = d(x), 0 ≤ x ≤ p, (15)
and the gluing condition
x
α √
uy (x, +0) = uy (t, −0)J0 [ μ2 (x − t)] dt, 0 < x < p. (16)
1 + 2c(x)
0

Here α ∈ R\{0}, c(x), d(x), and f (y) are given real-valued functions, c(x) = − 12 , and
√ x 
0, μ ∂
A0x 2 [g(x)] = g(x) − g(t) J0 μ2 x(x − t) dt.
∂x
0

We introduce the following notations:

u(x, +0) = τ+ (x), u(x, −0) = τ− (x), uy (x, +0) = ν+ (x), uy (x, −0) = ν− (x).

Since u(x, y) ∈ C(Ω) one can easily see that τ+ (x) = τ− (x).

Theorem 3.1. If
p √
d(t) √ f (0)sh α + μ1
μ2 > 0, α + μ1 > 0, sh α + μ1 (t − p)dt = − ,
1 + 2c(t) α
0

d(0) = 0, c(0) = −1, c(x) ∈ C[0, p] ∪ C 1 (0, p), and f (y) ∈ C 1 [0, q],
then there exists a unique solution to the Problem NP2 .

Proof. Consider equation (12) in the domain Ω2 . The solution of the Cauchy problem
for (12) at y < 0 can be written as

⎪ x+y
 
1⎨
u(x, y) = ⎪τ− (x + y) + τ− (x − y) + ν− (t)J0 μ2 ((x − t)2 − y 2) dt
2⎩
x−y
B.E. Eshmatov and E.T. Karimov / Central European Journal of Mathematics 5(4) 2007 741–750 747

  ⎫
x+y
 J1 μ2 ((x − t)2 − y 2) ⎪

+μ2 y τ− (t)  dt . (17)


x−y μ2 ((x − t)2 − y 2)
Using condition (15), we obtain after some calculations
√  √ 
x J1 μ2 (x − t) x J1 μ2 (x − t)
ν− (x) = τ∗ (x)+μ2 τ∗ (t) √ dt−2d (x)−2μ2 d(t) √ dt, (18)
μ2 (x − t) μ2 (x − t)
0 0

where τ∗ (x) = (1 + 2c(x))τ− (x).


Note that from (15), setting d(0) = 0, and c(x) = − 12 , we get that τ− (0) = 0.
Substituting (18) into (16) gives
⎧ x
α ⎨ √
uy (x, +0) = ν+ (x) = [τ∗ (t) − 2d (t)]J0 [ μ2 (x − t)]dt
1 + 2c(x) ⎩
0

⎛ t ⎞ ⎫
x  √ ⎬
J [
⎝ [τ∗ (z) − 2d(z)] 1√ 2
μ (t − z)] √ α
+μ2 dz ⎠ J0 [ μ2 (x − t)]dt = (I1 + μ2 I2 ).
μ2 (t − z) ⎭ 1 + 2c(x)
0 0

We consider each piece separately. For I1 , using integration by parts and taking d(0) = 0
and τ− (0) = 0 into account, we have
x
√ √
I1 = τ∗ (x) − 2d(x) − μ2 [τ∗ (t) − 2d(t)]J1 [ μ2 (x − t)]dt.
0

For I2 , we change the order of integration, and then with the change of variable ξ = t − z
in the inner integral we get
x x−z

1 √ √ √ dξ
I2 = √ [τ∗ (z) − 2d(z)]dz J1 [ μ2 ξ]J0 [ μ2 (x − z) − μ2 ξ] .
μ2 ξ
0 0

Considering the following formula [1]



dξ 1
Jp (cξ)Jq (cη − cξ) = Jp+q (cη), (η, (p) > 0, (q) > −1),
ξ p
0

we obtain
x
1 √
I2 = √ [τ∗ (z) − 2d(z)]J1 [ μ2 (x − z)]dz.
μ2
0

Hence we have !
2d(x)
ν+ (x) = α τ+ (x) − . (19)
1 + 2c(x)
Now we prove the uniqueness of the solution. For this we suppose that the Problem NP2
has two solutions (u1 (x, y), u2 (x, y)). Setting U = u1 − u2, we obtain the homogeneous
problem in which d(x) = 0 and f (y) = 0.
748 B.E. Eshmatov and E.T. Karimov / Central European Journal of Mathematics 5(4) 2007 741–750

Passing to the limit in the equation

Uxx − Uy − μ1 U = 0

as y → +0, we have
τ+ (x) − ν+ (x) − μ1 τ+ (x) = 0. (20)
Multiplying (20) by the function τ+ (x), integrating along Aε Bε = {(x, y) : y = 0, ε <
x < p − ε}, and then passing to the limit as ε → 0 we get
x p p
τ+ (x)τ+ (x)dx − τ+ (x)ν+ (x)dx − μ1 τ+2 (x)dx = 0. (21)
0 0 0

Substituting (19) at d(x) = 0 into (21) and considering τ+ (0) = 0 we obtain


p p
τ+2 (x)dx + (α + μ1 ) τ+2 (x)dx = 0.
0 0

From this and setting α + μ1 > 0, we get that τ+ (x) = 0. Since U(x, y) is the solution to
the equation
Uxx − Uy − μ1 U = 0
satisfying conditions Ux (0, y) = 0, U(0, y) = U(p, y), and U(x, +0) = τ+ (x) = 0, we have
U(x, y) = 0 in Ω1 . Taking U(x, y) ∈ C(Ω) into account we get U(x, y) = 0 in Ω. This
means that the Problem NP2 has a unique solution.
Now we prove existence of the solution.
Substitute (19) into (20) to get

τ+ (x) − (α + μ1 )τ+ (x) = d1 (x), (22)

2αd(x)
in which d1 (x) = − . The solution of (22) at α + μ1 > 0, satisfying condition
1 + 2c(x)
τ+ (0) = τ+ (p) = 0, has the form
p
τ+ (x) = G∗ (x, t)d1 (t)dt, (23)
0

where


⎪ √ √
1 √ 1 (t −
⎨ sh α + μ
p)sh α + μ1 x, 0 ≤ x ≤ t,
G∗ (x, t) = √ sh α + μ1 √ √
α + μ1 ⎪

⎩ sh α + μ1 tsh α + μ1 (x − p), t ≤ x ≤ p,

is the Green-function of the problem





⎨ τ  (x) − (α + μ
+ 1 )τ+ (x) = 0,


⎩ τ+ (0) = τ+ (p) = 0.
B.E. Eshmatov and E.T. Karimov / Central European Journal of Mathematics 5(4) 2007 741–750 749

We satisfy (23) with condition ux (0, y) = τ+ (0) = f (0). For this it is enough to set

p √
d(t) √ f (0)sh α + μ1
sh α + μ1 (t − p)dt = − .
1 + 2c(t) α
0

We can rewrite (23) as


⎧ x
⎨ 
1 √ √
τ+ (x) = τ− (x) = √ √ sh α + μ1 (x − p) d1 (t)sh α + μ1 tdt
α + μ1 sh α + μ1 ⎩
0

p

 ⎬
√ √
+sh α + μ1 x d1 (t)sh α + μ1 (t − p)dt⎭ . (24)
x

The solution of the Problem NP2 in Ω1 has the form


p y
u(x, y) = τ+ (x1 )G∗ (x, y, x1 , 0)dx1 + f (y1)G∗ (x, y, 0, y1)dy1
0 0

y
− u(p, y1)G∗x1 (x, y, p, y1)dy1 ,
0

where
∞ (x−x1 +2n)2 (x+x1 +2n)2
eμ1 (y−y1 )  − 4(y−y)
− 4(y−y)
G∗ (x, y, x1 , y1 ) =  e +e
2 π(y − y1 ) n=−∞
(x−x1 −2p+2n)2 (x+x1 −2p+2n)2

− −
−e 4(y−y)
−e 4(y−y)

is the Green-function of the mixed BVP ux (0, y) = f (y), u(p, y) = g(y), 0 ≤ y ≤ q for
(12) at y > 0.
The solution of the Problem NP2 in Ω2 is determined by the formula (17), where the
function τ+ (x) can be defined by (24) and the function ν− (x) by the formula (19).

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