(Atlantis Studies in Mathematics For Engineering and Science, Volume 9) B.G. Pachpatte - Multidimensional Integral Equations and Inequalities-Atlantis Press (2011)

ATLANTIS S TUDIES IN M ATHEMATICS FOR E NGINEERING AND S CIENCE
VOLUME 9
S ERIES E DITOR : C.K. C HUI

Atlantis Studies in Mathematics for Engineering
and Science
Series Editor:
C.K. Chui
Stanford University, USA
(ISSN: 1875-7642)
Aims and scope of the series
The series ‘Atlantis Studies in Mathematics for Engineering and Science’ (AMES) pub-
lishes high quality monographs in applied mathematics, computational mathematics, and
statistics that have the potential to make a significant impact on the advancement of engi-
neering and science on the one hand, and economics and commerce on the other. We wel-
come submission of book proposals and manuscripts from mathematical scientists world-
wide who share our vision of mathematics as the engine of progress in the disciplines
mentioned above.
For more information on this series and our other book series, please visit our website at:
www.atlantis-press.com/publications/books
A MSTERDAM – PARIS

c ATLANTIS PRESS
Multidimensional Integral
Equations and Inequalities
B.G. Pachpatte
57, Shri Niketen Coloney,
Aurangabad, India
A MSTERDAM – PARIS
Atlantis Press
8, square des Bouleaux
75019 Paris, France
For information on all Atlantis Press publications, visit our website at: www.atlantis-press.com
Copyright
This book, or any parts thereof, may not be reproduced for commercial purposes in any form or by
any means, electronic or mechanical, including photocopying, recording or any information storage
and retrieval system known or to be invented, without prior permission from the Publisher.
Atlantis Studies in Mathematics for Engineering and Science

Volume 1: Continued Fractions: Volume 1: Convergence Theory - L. Lorentzen, H. Waadeland
Volume 2: Mean Field Theories and Dual Variation - T. Suzuki
Volume 3: The Hybrid Grand Unified Theory - V. Lakshmikantham, E. Escultura, S. Leela
Volume 4: The Wavelet Transform - R.S. Pathak
Volume 5: Theory of Causal Differential Equations - V. Lakshmikantham, S. Leela, Z. Drici
Volume 6: The Omega Problem of all members of the United Nations - E.N. Chukwu
Volume 7: Boundary Element Methods with Applications to Nonlinear Problems - G. Chen, J. Zhou
Volume 8: Nonlinear Hybrid Continuous/Discrete-Time Models - M. Akhmet
ISBNs
Print: 978-94-91216-16-9
E-Book: 978-94-91216-18-3
ISSN: 1875-7642

c 2011 ATLANTIS PRESS
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 find 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 field.
It is impossible to thank all the individuals who have influenced 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 fine 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. Poincaré, 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 briefly certain important multivariable integral and
integrodifferential equations arising while studying some specific 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 =

x
v exp (− 0 b0 (y,t) dy), the following hyperbolic equation
uxt + a0 (x,t)ux + b0 (x,t)ut = c0 (x,t, u), (1)
considered on the semi-strip 0 x , 0 t < ∞, with the given characteristic data
u(x, 0) = u1 (x), u(0,t) = u0 (t), (2)
takes the form
vxt + a(x,t)vx = c(x,t, v), (3)
1
2 Multidimensional Integral Equations and Inequalities
where a(x,t) and c(x,t, v) are like a0 (x,t) and c0 (x,t, u) and the data on the characteristics
preserve their form
x

v(x, 0) = u1 (x) exp b0 (y, 0) dy = v1 (x), v(0,t) = u0 (t). (4)
0
Furthermore, by taking z(x,t) = vxt (x,t) it is easy to observe that the equation (3) with
characteristic data (4) takes the form
t
∂
z(x,t) + a(x,t) v1 (x) + z(x, τ ) d τ
∂x 0
x t
= c x,t, u0 (t) + v1 (x) − u1 (0) + z(y, τ ) d τ dy . (5)
0 0
In [22], J.R. Cannon and Y. Lin described and analyzed a typical boundary value problem
with pseudo-parabolic equation:
uxxt = Au + F in QT , (6)
u(x, 0) = φ (x), 0 x 1, (7)
u(0,t) = f (t), 0 t T, (8)
ux (0,t) = g(t), 0 t T, (9)
where
Au = a1 ut + a2 uxt + a3 uxx + a4 ux + a5 u, (10)
QT = (0, 1) × (0, T ], T > 0 and f , g, φ , F and ai (i = 1, . . . , 5) are given functions. In [22],

the above problem is studied by reducing it to the following equivalent integrodifferential
equation
x η t
u(x,t) = G(x,t) + [Au(ξ , τ ) + F(ξ , τ )]d τ d ξ d η , (11)
0 0 0
in QT , where
G(x,t) = φ (x) − φ (0) − φ (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
utt (x,t) − auxxt (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) = φ (x), ut (x, 0) = ψ (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
t s L
u(x,t) = f (x,t) + G(x, y, s − τ )F(y, τ , u(y, τ )) dy d τ ds, (16)
0 0 0
where G(x, y,t) is the Green’s function for the heat equation wt (x,t) = auxx (x,t) with zero
Dirichlet boundary data, a is a positive constant and L > 0, T > 0 are finite but can be
arbitrarily large constants. For more details, see [4].
D.L. Lovelady [64] studied the hyperbolic-type Fredholm integrodifferential equation

∂2 ∂ ∂
u(s,t, z) = f (s,t, z) + H z, u(s,t, z), u(s,t, z), u(s,t, z)
∂ s∂ t ∂s ∂t
1
∂ ∂
+ K z, r, u(s,t, r), u(s,t, r), u(s,t, r) dr, (17)
0 ∂s ∂t
with the given data
u(s, 0, z) = σ (s, z), u(0,t, z) = τ (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
s t 1
u(s,t, z) = h(s,t, z) + L(z, v, w, r, u(v, w, r)) dr dw dv. (19)
0 0 0
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
t
u(t, x) = f (t, x) + S0 (ξ )A(τ , x, ξ )g(u(t − τ )) d ξ d τ , (20)
0 Ω
for (t, x) ∈ [0, ∞) × Ω, where Ω is a bounded domain in Rn . 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 first initiated the study of the integrodifferential equations of the
form
b
∂
u(t, x) = c(t, x)u(t, x) + k(t, x, y)u(t, y) dy + f (t, x), (21)
∂t a
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 significant 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) β (x)u(t, x) dx (t > 0, x ∈ Ω), (22)
Ω
∂u
− Lu = f (t, x, p(t) − p∗ ), (23)
∂t
p∗ 0 is a constant, with the given boundary and initial conditions
∂u
α1 (x) + α2 (x)u = 0 (t > 0, x ∈ ∂ Ω), (24)
∂τ
u(0, x) = u0 (x) (x ∈ Ω), (25)
p(0) = p0 , (26)
where
n n
Lu = ∑ ai j (x)uxi x j + ∑ ai (x)uxi , (27)
i, j=1 i=1
on the bounded domain Ω in Rn . 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
t
∂u
− Lu = f t, x, p0 exp β (x)u(s, x) dx ds − p∗ , (28)
∂t 0 Ω
for t > 0, x ∈ Ω. 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 find 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 difficult 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 fixed point theorems.
The method of inequalities which provides explicit estimates on unknown functions has
been a significant source in the study of many qualitative properties of solutions of various
differential, integral and finite 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 [88–118] 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 field.
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 field is vast and has not stabilized
as yet so that it is extremely difficult to produce a work that traces all the relevant contri-
butions. We mostly focus on certain recent advances not covered in earlier monographs,
which reflect our taste and as well as those we consider potentially applicable in a wide
range of problems.
The exposition consists of five chapters and references. The first 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 fixed
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 find 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 reader’s interest.
Throughout, we let R and N denote the set of real and natural numbers respectively and
Ia = [0, a] (a > 0), R+ = [0, ∞), R1 = [1, ∞), N0 = {0, 1, 2, . . .}, Nα ,β = {α , α + 1, . . . , α +
n = β } (α ∈ N0 , n ∈ N) are the given subsets of R, and Rn 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
∂ ∂
D1 z(x, y) or z(x, y) (or zx (x, y)), D2 z(x, y) or z(x, y) (or zy (x, y)),
∂x ∂y
and
∂2
D1 D2 z(x, y) = D2 D1 z(x, y) or z(x, y) (or (or zxy (x, y))
∂ x∂ y
respectively. For any function w(n), n ∈ N0 , we define the operator Δ by
Δw(n) = w(n + 1) − w(n) and Δi w(n) = Δ(Δi−1 w(n)) for i 2.
For any function z(m, n), m, n ∈ N0 , we define the operators
Δ1 z(m, n) = z(m + 1, n) − z(m, n), Δ2 z(m, n) = z(m, n + 1) − z(m, n)
Introduction 7
and
Δ2 Δ1 z(m, n) = Δ2 (Δ1 z(m, n)).
The class of continuous functions and the class of discrete functions from the set S1 to the
set S2 are denoted by C(S1 , S2 ) and D(S1 , S2 ) 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 definitions and are finite, and hence converge. We note that the results we establish
for scalar equations can be extended without any difficulty to the case of vector valued
functions. The notation, definitions 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, reflected in the
great number of books and papers dedicated to it, see [5–10,13–18,20,23–27,33,34,36,38–
45,49,50,52–55,59–66,68,74–140] 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 fixed 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+ , E0 = Ia × Ib , E1 = (x, y, s) : 0 s x < ∞, y ∈ R+ and E2 = (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, D1 q ∈ C(E1 , R+ ); r, D1 r, D2 r, D2 D1 r ∈ C(E2 , R+ )

and c 0 is a constant. If
x x y
u(x, y) c + q(x, y, ξ )u(ξ , y) d ξ + r(x, y, σ , τ )u(σ , τ ) d τ d σ , (1.2.1)
0 0 0
9
for x, y ∈ R+ , then
x y

u(x, y) c P(x, y) exp R(s,t) dt ds , (1.2.2)
0 0
for x, y ∈ R+ , where
P(x, y) = exp(Q(x, y)), (1.2.3)
in which
x η
Q(x, y) = q(η , y, η ) + D1 q(η , y, ξ ) d ξ d η , (1.2.4)
0 0
and
x y
R(x, y) = r(x, y, x, y)P(x, y) + D1 r(x, y, σ , y)P(σ , y) d σ + D2 r(x, y, x, τ )P(x, τ ) d τ
0 x y 0
+ D2 D1 r(x, y, σ , τ )P(σ , τ ) d τ d σ . (1.2.5)

0 0
Proof. Define a function z(x, y) by

x y
z(x, y) = c + r(x, y, σ , τ )u(σ , τ ) d τ d σ , (1.2.6)
0 0
then (1.2.1) can be restated as
x
u(x, y) z(x, y) + q(x, y, ξ )u(ξ , y) d ξ . (1.2.7)
0
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 fixed 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

x y
z(x, y) c + r(x, y, σ , τ )P(σ , τ )z(σ , τ ) d τ d σ . (1.2.9)
0 0
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
x y

z(x, y) c exp R(s,t) dt ds . (1.2.10)
0 0
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

x y
u(x, y) a(x, y) + b(x, y) f (s,t)u(s,t) dt ds
0∞ 0 ∞
+ c(x, y) g(s,t)u(s,t) dt ds, (1.2.11)
0 0
for x, y ∈ R+ . If
∞ ∞
p= g(s,t) d(s,t) dt ds < 1, (1.2.12)
0 0
then
u(x, y) B(x, y) + M D(x, y), (1.2.13)
x y
B(x, y) = a(x, y) + b(x, y)A(x, y) f (s,t)a(s,t) dt ds, (1.2.14)
0 0
x y
D(x, y) = c(x, y) + b(x, y)A(x, y) f (s,t)c(s,t) dt ds, (1.2.15)
0 0
x y
A(x, y) = exp f (s,t)b(s,t) dt ds , (1.2.16)
0 0
and
∞ ∞
1
M= g(s,t)B(s,t) dt ds. (1.2.17)
1− p 0 0
As a consequence of Theorem 1.2.2, we have the following inequality.
Theorem 1.2.3. Let u, p, q, r ∈ C(E0 , R+ ). Suppose that

a b
u(x, y) p(x, y) + q(x, y) r(s,t)u(s,t) dt ds, (1.2.18)
0 0
for (x, y) ∈ E0 . If
a b
d= r(s,t)q(s,t) dt ds < 1, (1.2.19)
0 0
then

a b
1
u(x, y) p(x, y) + q(x, y) r(s,t)p(s,t) dt ds , (1.2.20)
1−d 0 0
for (x, y) ∈ E0 .
Theorem 1.2.4. Let u, p, q, r ∈ C(E0 , R+ ) and

x y s t
u(x, y) c + p(s,t) u(s,t) + q(σ , τ )u(σ , τ ) d τ d σ
0 0 0 0
a b
+ r(σ , τ )u(σ , τ ) d τ d σ dt ds, (1.2.21)
0 0
for (x, y) ∈ E0 , where c 0 is a constant. If

a b σ τ
d= r(σ , τ ) exp [p(s,t) + q(s,t)]dt ds d τ d σ < 1, (1.2.22)
0 0 0 0
then
x y

c
u(x, y) exp [p(s,t) + q(s,t)]dt ds , (1.2.23)
1−d 0 0
for (x, y) ∈ E0 .
Another useful inequality proved in [92] is embodied in the following theorem.
Theorem 1.2.5. Let u, a ∈ C(E, R+ ), b, D1 b, D2 b, D2 D1 b, e ∈ C(E2 , R+ ) and c 0 is a

constant. If
x y

u(x, y) c + a(s,t)u(s,t) + b(x, y, s,t)u(s,t)
0 0
s t

+ e(s,t, m, n)u(m, n) dn dm dt ds, (1.2.24)
0 0
for x, y ∈ R+ , then
x y

u(x, y) c exp [a(s,t) + K(s,t)] dt ds , (1.2.25)
0 0
x y
K(x, y) = b(x, y, x, y) + D1 b(x, y, m, y) dm + D2 b(x, y, x, n) dn
0 0
x y x y
+ D2 D1 b(x, y, m, n) dn dm + e(x, y, m, n) dn dm. (1.2.26)
0 0 0 0
Proof. Define 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])
D2 D1 z(x, y) = a(x, y)u(x, y) + b(x, y, x, y)u(x, y)

x y
+ D1 b(x, y, m, y)u(m, y) dm + D2 b(x, y, x, n)u(x, n) dn
0 0
x y x y
+ D2 D1 b(x, y, m, n)u(m, n) dn dm + e(x, y, m, n)u(m, n) dn dm
0 0 0 0
a(x, y)z(x, y) + b(x, y, x, y)z(x, y)

x y
+ D1 b(x, y, m, y)z(m, y) dm + D2 b(x, y, x, n)z(x, n) dn
0 0
x y x y
+ D2 D1 b(x, y, m, n)z(m, n) dn dm + e(x, y, m, n)z(m, n) dn dm
0 0 0 0
x y
a(x, y) + b(x, y, x, y) + D1 b(x, y, m, y) dm + D2 b(x, y, x, n) dn
0 0
x y x y

+ D2 D1 b(x, y, m, n) dn dm + e(x, y, m, n) dn dm z(x, y)
0 0 0 0
= [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
x y

z(x, y) c exp [a(s,t) + K(s,t)] dt ds . (1.2.28)
0 0
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

x x y
u(x, y) = f (x, y) + g(x, y, ξ , u(ξ , y)) d ξ + h(x, y, σ , τ , u(σ , τ )) d τ d σ , (1.3.1)
0 0 0
for x, y ∈ R+ , where f ∈ C(E, Rn ), g ∈ C(E1 × Rn , Rn ), h ∈ C(E2 × Rn , Rn ) 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, Rn ) which fulfil the condition
|z(x, y)| = O(exp(λ (x + y))), (1.3.2)
where λ > 0 is a constant. In the space S we define the norm
|z|S = sup [|z(x, y)| exp (−λ (x + y))] . (1.3.3)

(x,y)∈E
It is easy to see that S with norm defined 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)| N exp(λ (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, ξ , u) − g(x, y, ξ , u)| a(x, y, ξ )|u − u|, (1.3.5)
|h(x, y, σ , τ , u) − h(x, y, σ , τ , u)| b(x, y, σ , τ )|u − u|, (1.3.6)
where a ∈ C(E1 , R+ ), b ∈ C(E2 , R+ ),
(ii) for λ as in (1.3.2),
(a1 ) there exists a nonnegative constant α such that α < 1 and
x x y
a(x, y, ξ ) exp(λ (ξ + y)) d ξ + b(x, y, σ , τ ) exp(λ (σ + τ )) d τ d σ
0 0 0
α exp(λ (x + y)), (1.3.7)

(a2 ) there exists a nonnegative constant β such that
x x y

f (x, y) + g(x, y, ξ , 0) d ξ + h(x, y, σ , τ , 0) d τ d σ β exp(λ (x + y)), (1.3.8)
0 0 0

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 define the operator T by

x x y
(Tu)(x, y) = f (x, y) + g(x, y, ξ , u(ξ , y)) d ξ + h(x, y, σ , τ , u(σ , τ )) d τ d σ . (1.3.9)
0 0 0
Now we shall show that T maps S into itself. Evidently, Tu is continuous on E and Tu ∈ Rn .
We verify that (1.3.2) is fulfilled. From (1.3.9) and using the hypotheses and (1.3.4), we
have
x x y
|(Tu)(x, y)| f (x, y) + g(x, y, ξ , 0) d ξ + h(x, y, σ , τ , 0) d τ d σ
0 0 0
x x y
+ |g(x, y, ξ , u(ξ , y)) − g(x, y, ξ , 0)|d ξ + |h(x, y, σ , τ , u(σ , τ )) − h(x, y, σ , τ , 0)|d τ d σ
0 0 0
x x y
β exp(λ (x + y)) + a(x, y, ξ )|u(ξ , y)|d ξ + b(x, y, σ , τ )|u(σ , τ )|d τ d σ
0 0 0
x
β exp(λ (x + y)) + |u|S a(x, y, ξ ) exp(λ (ξ + y)) d ξ
0
x y
+ b(x, y, σ , τ ) exp(λ (σ + τ ))d τ d σ
0 0
[β + N α ] exp(λ (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
x
|(Tu)(x, y) − (T v)(x, y)| |g(x, y, ξ , u(ξ , y)) − g(x, y, ξ , v(ξ , y))|d ξ
0
x y
+ |h(x, y, σ , τ , u(σ , τ )) − h(x, y, σ , τ , v(σ , τ ))|d τ d σ
0 0
x x y
a(x, y, ξ )|u(ξ , y) − v(ξ , y)|d ξ + b(x, y, σ , τ )|u(σ , τ ) − v(σ , τ )|d τ d σ
0 0 0
x x y
|u − v|S a(x, y, ξ ) exp(λ (ξ + y)) d ξ + b(x, y, σ , τ ) exp(λ (σ + τ ))d τ d σ
0 0 0
α |u − v|S exp(λ (x + y)). (1.3.11)

From (1.3.11), we obtain
|Tu − T v|S α |u − v|S .
Since α < 1, it follows from Banach fixed point theorem (see [28, p. 37] and [151, p. 372])
that T has a unique fixed point in S. The fixed 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 defined by (1.3.3) is a variant of Bielecki’s norm [12,29], first 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
x x y
sup a(x, y, ξ ) d ξ + b(x, y, σ , τ ) d τ d σ α < 1. (1.3.12)
x,y∈R+ 0 0 0
Then the equation (1.3.1) has a unique solution u ∈ C(E, Rn ).
Proof. Consider the space C(E, Rn ) endowed with a norm · defined by

u = sup |u(x, y)|, (1.3.13)
x,y∈R+
for u ∈ C(E, Rn ). It is well known that C(E, Rn ) is a Banach space with norm (1.3.13). For
any u, v ∈ C(E, Rn ), one can easily verify from the hypotheses that, the operator T defined
by (1.3.9) for any u ∈ C(E, Rn ) satisfies
Tu − T v α u − v. (1.3.14)
This shows that T is a contraction. Therefore, (1.3.1) has a unique solution u ∈ C(E, Rn ).
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, ξ , u) − g(x, y, ξ , u)| q(x, y, ξ )|u − u|, (1.3.15)
|h(x, y, σ , τ , u) − g(x, y, σ , τ , u)| r(x, y, σ , τ )|u − u|, (1.3.16)
where q, D1 q ∈ C(E1 , R+ ) and r, D1 r, D2 r, D2 D1 r ∈ C(E2 , R+ ) and
x x y

c = sup f (x, y) + g(x, y, ξ , 0) d ξ + h(x, y, σ , τ , 0) d τ d σ < ∞. (1.3.17)
x,y∈R+ 0 0 0
If u(x, y) is any solution of equation (1.3.1) on E, then

x y
|u(x, y)| cP(x, y) exp R(s,t) dt ds , (1.3.18)
0 0
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
x x y

|u(x, y)| f (x, y) + g(x, y, ξ , 0) d ξ + h(x, y, σ , τ , 0) d τ d σ
0 0 0
x x y
+ |g(x, y, ξ , u(ξ , y)) − g(x, y, ξ , 0)|d ξ + |h(x, y, σ , τ , u(σ , τ )) − h(x, y, σ , τ , 0)|d τ d σ
0 0 0
x x y
c+ q(x, y, ξ )|u(ξ , y)|d ξ + r(x, y, σ , τ )|u(σ , τ )|d τ d σ . (1.3.19)
0 0 0
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) R(s,t) dt ds < ∞,
0 0
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 x y
|g(x, y, ξ , f (ξ , y))|d ξ + |h(x, y, σ , τ , f (σ , τ ))|d τ d σ d, (1.3.20)
0 0 0
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
x y

|u(x, y) − f (x, y)| d P(x, y) exp R(s,t) dt ds , (1.3.21)
0 0
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
x x y
w(x, y) |g(x, y, ξ , f (ξ , y))|d ξ + |h(x, y, σ , τ , f (σ , τ ))|d τ d σ
0 0 0
x
+ |g(x, y, ξ , u(ξ , y)) − g (x, y, ξ , f (ξ , y))| d ξ
0
x y
+ |h(x, y, σ , τ , u(σ , τ )) − h(x, y, σ , τ , f (σ , τ ))|d τ d σ
0 0
x x y
d+ q(x, y, ξ )w(ξ , y) d ξ + r(x, y, σ , τ )w(σ , τ ) d τ d σ . (1.3.22)
0 0 0
We call the function u ∈ C(E, Rn ) an ε -approximate solution to equation (1.3.1), if there

exists a constant ε 0 such that

x x y

u(x, y) − f (x, y) + g(x, y, ξ , u(ξ , y)) d ξ + h(x, y, σ , τ , u( σ , τ )) d τ d σ ε,
0 0 0

for x, y ∈ R+ .
The next theorem deals with the estimate on the difference between two approximate solu-
tions of equation (1.3.1).
Theorem 1.3.5. Let u1 (x, y) and u2 (x, y) be respectively, ε1 - and ε2 -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 x
y
|u1 (x, y) − u2 (x, y)| (ε1 + ε2 ) P(x, y) exp R(s,t) dt ds , (1.3.23)
0 0
Proof. Since u1 (x, y) and u2 (x, y) are respectively, ε1 - and ε2 -approximate solutions to
equation (1.3.1), we
have
x
ui (x, y) − f (x, y) + g(x, y, ξ , ui (ξ , y)) d ξ
0
x y

h(x, y, σ , τ , ui (σ , τ )) d τ d σ εi ,
+ (1.3.24)
0 0
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
ε1 + ε2
x x y

u1 (x, y) − f (x, y) + g(x, y, ξ , u1 (ξ , y)) d ξ + h(x, y, σ , τ , u1 (σ , τ )) d τ d σ
0 0 0

x x y
+ u2 (x, y) − f (x, y) + g(x, y, ξ , u2 (ξ , y)) d ξ + h(x, y, σ , τ , u2 (σ , τ )) d τ d σ
0
0 0

[u1 (x, y) − u2 (x, y)]

x x y
− f (x, y) + g(x, y, ξ , u1 (ξ , y)) d ξ + h(x, y, σ , τ , u1 (σ , τ )) d τ d σ
0 0 0
x x y

− f (x, y) + g(x, y, ξ , u2 (ξ , y)) d ξ + h(x, y, σ , τ , u2 (σ , τ )) d τ d σ
0 0 0
x

|u1 (x, y) − u2 (x, y)| − {g(x, y, ξ , u1 (ξ , y)) − g(x, y, ξ , u2 (ξ , y))} d ξ
x y
0

+ {h(x, y, σ , τ , u1 (σ , τ )) − h(x, y, σ , τ , u2 (σ , τ ))} d τ d σ . (1.3.26)
0 0
Let w(x, y) = |u1 (x, y) − u2 (x, y)|, (x, y) ∈ E. From (1.3.26) and using conditions (1.3.15),
(1.3.16), we have x
w(x, y) (ε1 + ε2 ) + |g(x, y, ξ , u1 (ξ , y)) − g(x, y, ξ , u2 (ξ , y))| d ξ
x y 0
+ |h(x, y, σ , τ , u1 (σ , τ )) − h(x, y, σ , τ , u2 (σ , τ ))| d τ d σ

0 0 x y
x
(ε1 + ε2 ) + q(x, y, ξ )w(ξ , y) d ξ + r(x, y, σ , τ )w(σ , τ ) d τ d σ . (1.3.27)
0 0 0
Now an application of Theorem 1.2.1 to (1.3.27) yields (1.3.23).
Remark 1.3.3. In case, if u1 (x, y) is a solution of equation (1.3.1), then we have ε1 = 0

and from (1.3.23) we see that u1 (x, y) → u2 (x, y) as ε2 → 0. Moreover, from (1.3.23), the
uniqueness of solutions of equation (1.3.1) follows if εi = 0 (i = 1, 2).
We next consider the following variants of equation (1.3.1)

x
u(x, y) = f (x, y) + g(x, y, ξ , u(ξ , y), μ ) d ξ
0
x y
+ h(x, y, σ , τ , u(σ , τ ), μ ) d τ d σ , (1.3.28)
0 0
and
x
u(x, y) = f (x, y) + g(x, y, ξ , u(ξ , y), μ0 ) d ξ
0 x y
+ h(x, y, σ , τ , u(σ , τ ), μ0 ) d τ d σ , (1.3.29)
0 0
for (x, y) ∈ E, where f ∈ C(E, Rn ), g ∈ C(E1 × Rn × R, Rn ), h ∈ C(E2 × Rn × R, Rn ), and

μ , μ0 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, ξ , u, μ ) − g(x, y, ξ , u, μ )| q(x, y, ξ )|u − u|, (1.3.30)

|g(x, y, ξ , u, μ ) − g(x, y, ξ , u, μ0 )| p1 (x, y, ξ )|μ − μ0 |, (1.3.31)
|h(x, y, σ , τ , u, μ ) − h(x, y, σ , τ , u, μ )| r(x, y, σ , τ )|u − u|, (1.3.32)
|h(x, y, σ , τ , u, μ ) − h(x, y, σ , τ , u, μ0 )| p2 (x, y, σ , τ )|μ − μ0 |, (1.3.33)
where p1 , q, D1 q ∈ C(E1 , R+ ), p2 , r, D1 r, D2 r, D2 D1 r ∈ C(E2 , R+ ) and

x
p1 (x, y, ξ ) d ξ M1 , (1.3.34)
0
x y
p2 (x, y, σ , τ ) d τ d σ M2 , (1.3.35)
0 0
in which M1 , M2 are nonnegative constants. Let u1 (x, y) and u2 (x, y) be the solutions of
equations (1.3.28) and (1.3.29) respectively. Then
x y

|u1 (x, y) − u2 (x, y)| (M1 + M2 )|μ − μ0 |P(x, y) exp R(s,t) dt ds , (1.3.36)
0 0
Proof. Let w(x, y) = |u1 (x, y) − u2 (x, y)|, (x, y) ∈ E. Using the facts that u1 (x, y) and
u2 (x, y) are the solutions of equations (1.3.28) and (1.3.29) and hypotheses, we have
x
w(x, y) |g(x, y, ξ , u1 (ξ , y), μ ) − g(x, y, ξ , u2 (ξ , y), μ )|d ξ
0
x
+ |g(x, y, ξ , u2 (ξ , y), μ ) − g(x, y, ξ , u2 (ξ , y), μ0 )| d ξ
0
x y
+ |h(x, y, σ , τ , u1 (σ , τ ), μ ) − h(x, y, σ , τ , u2 (σ , τ ), μ )| d τ d σ
0 0
x y
+ |h(x, y, σ , τ , u2 (σ , τ ), μ ) − h(x, y, σ , τ , u2 (σ , τ ), μ0 )| d τ d σ
0 0
x x
q(x, y, ξ )w(ξ , y) d ξ + p1 (x, y, ξ )|μ − μ0 |d ξ
0 0
x y x y
+ r(x, y, σ , τ )w(σ , τ ) d τ d σ + p2 (x, y, σ , τ )|μ − μ0 |d τ d σ
0 0 0 0
(M1 + M2 )|μ − μ0 |
x x y
+ q(x, y, ξ )w(ξ , y) d ξ + r(x, y, σ , τ )w(σ , τ ) d τ d σ . (1.3.37)
0 0 0
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
D2 D1 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) = σ (x), u(0, y) = τ (y), (1.3.39)
x
Gu(x, y) = g(x, y, ξ , u(ξ , y)) d ξ , (1.3.40)
0
x y
Hu(x, y) = h(x, y, m, n, u(m, n)) dn dm, (1.3.41)
0 0
under some suitable conditions on the functions f , g, h, σ , τ 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
x y ∞ ∞
u(x, y) = h(x, y) + F(x, y, s,t, u(s,t))dt ds + G(x, y, s,t, u(s,t))dt ds, (1.4.1)
0 0 0 0
for x, y ∈ R+ , where h ∈ C(E, Rn ), F ∈ C(E2 ×Rn , Rn ), G ∈ C(E 2 ×Rn , Rn ). 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 first 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)|u − u|, (1.4.2)
|G(x, y, s,t, u) − G(x, y, s,t, u)| r(x, y, s,t)|u − u|, (1.4.3)
where k ∈ C(E2 , R+ ), r ∈ C(E 2 , R+ ),
(b1 ) there exist nonnegative constants α1 , α2 such that α1 + α2 < 1 and
x y
k(x, y, s,t) exp(λ (s + t)) dt ds α1 exp(λ (x + y)), (1.4.4)
0∞ 0∞
r(x, y, s,t) exp(λ (s + t)) dt ds α2 exp(λ (x + y)), (1.4.5)
0 0
(b2 ) there exists a nonnegative constant β such that
x y ∞ ∞
|h(x, y)| + |F(x, y, s,t, 0)| dt ds + |G(x, y, s,t, 0)| dt ds
0 0 0 0
β exp(λ (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 define the operator T by

x y
(Tu)(x, y) = h(x, y) + 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)
0 0
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 modifications. 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, Rn ) of equation (1.4.1).
The following theorem which asserts only the uniqueness of solution of equation (1.4.1) on
E in Rn 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)|u − u|, (1.4.8)
|G(x, y, s,t, u) − G(x, y, s,t, u)| c(x, y)g(s,t)|u − u|, (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 Rn .
Proof. Let u1 (x, y) and u2 (x, y) be two solutions of equation (1.4.1). Then, we have
x y
u1 (x, y) − u2 (x, y) = {F(x, y, s,t, u1 (s,t)) − F(x, y, s,t, u2 (s,t))}dt ds
0∞ 0 ∞
+ {G(x, y, s,t, u1 (s,t)) − G(x, y, s,t, u2 (s,t))}dt ds. (1.4.10)
0 0
From (1.4.10) and using hypotheses, we have
x y
|u1 (x, y) − u2 (x, y)| b(x, y) f (s,t)|u1 (s,t) − u2 (s,t)|dt ds
0∞ 0∞
+ c(x, y) g(s,t)|u1 (s,t) − u2 (s,t)|dt ds. (1.4.11)
0 0
Here, it is easy to observe that B(x, y) and M defined 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 |u1 (x, y) − u2 (x, y)| 0, and hence u1 (x, y) = u2 (x, y). Thus there is at most one
solution to equation (1.4.1) on E in Rn .
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)
where b, f , c, g ∈ C(E, R+ ). Let p, D(x, y) be as in (1.2.12), (1.2.15) respectively and
∞ ∞
1
M1 = g(s,t)B1 (s,t) dt ds, (1.4.14)
1− p 0 0
where B1 (x, y) is defined 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)| B1 (x, y) + M1 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
x y ∞ ∞
|u(x, y)| |h(x, y)| + |F(x, y, s,t, u(s,t))| dt ds + |G(x, y, s,t, u(s,t))| dt ds
0 0 0 0
x y ∞ ∞
|h(x, y)| + b(x, y) f (s,t)|u(s,t)| dt ds + c(x, y) g(s,t)|u(s,t)| dt ds.
0 0 0 0
(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
x y ∞ ∞
h0 (x, y) = |F(x, y, s,t, h(s,t))| dt ds + |G(x, y, s,t, h(s,t))| dt ds, (1.4.17)
0 0 0 0
∞ ∞
1
M2 = g(s,t)B2 (s,t) dt ds, (1.4.18)
1− p 0 0
where B2 (x, y) is defined by the right hand side of (1.2.14) by replacing a(x, y) by h0 (x, y).
If u(x, y) is any solution of equation (1.4.1), then
|u(x, y) − h(x, y)| B2 (x, y) + M2 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
x y
v(x, y) = h(x, y) + F(x, y, s,t, v(s,t)) dt ds, (1.4.20)
0 0
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) = Q c(x, y) g(s,t) dt ds, (1.4.21)
0 0
∞ ∞
1
M3 = g(s,t)B3 (s,t) dt ds, (1.4.22)
1− p 0 0
where B3 (x, y) is defined 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)| B3 (x, y) + M3 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
x y
u(x, y) − v(x, y) = {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))
0 0

+ 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

x y
|u(x, y) − v(x, y)| a(x, y) + b(x, y) f (s,t)|u(s,t) − v(s,t)| dt ds
0∞ 0 ∞
+ c(x, y) g(s,t)|u(s,t) − v(s,t)| dt ds. (1.4.25)
0 0
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
x y
w(x, y) = h(x, y) + 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)
0 0
for (x, y) ∈ E, where h ∈ C(E, Rn ), F ∈ C(E2 × Rn , Rn ), G ∈ C(E 2 × Rn , Rn ).
(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
x y
|h(x, y) − h(x, y)| + |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 ε , (1.4.27)
0 0
where h, F, G and h, F, G are functions in equations (1.4.1) and (1.4.26) and ε > 0 is an
arbitrary small constant. Let p, D(x, y) be as in (1.2.12), (1.2.15) respectively and
∞ ∞
1
M4 = g(s,t)B4 (s,t) dt ds, (1.4.28)
1− p 0 0
where B4 (x, y) is defined by the right hand side of (1.2.14) by replacing a(x, y) by ε . 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 y
+ F(x, y, s,t, u(s,t)) − F(x, y, s,t, w(s,t))
0 0

+F(x, y, s,t, w(s,t)) − F(x, y, s,t, w(s,t)) dt ds
∞ ∞
+ {G(x, y, s,t, u(s,t)) − G(x, y, s,t, w(s,t))
0 0

+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 y
+ |F(x, y, s,t, u(s,t)) − F(x, y, s,t, w(s,t))| dt ds
0 0
x y
+ |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
0 0
x y
ε + b(x, y) f (s,t)|u(s,t) − w(s,t)|dt ds
∞ 0 ∞ 0
+c(x, y) g(s,t)|u(s,t) − w(s,t)|dt ds. (1.4.30)
0 0
Now, an application of Theorem 1.2.2 to (1.4.30) yields
|u(x, y) − w(x, y)| B4 (x, y) + M4 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 B4 (x, y) and D(x, y) are bounded
for (x, y) ∈ E and ε → 0, then |u(x, y) − w(x, y)| → 0 on E.
We next consider the following systems of Volterra-Fredholm-type integral equations

x y
z(x, y) = h(x, y) + F(x, y, s,t, z(s,t), μ ) dt ds
0 ∞ 0 ∞
+ G(x, y, s,t, z(s,t), μ ) dt ds, (1.4.32)
0 0
and
x y
z(x, y) = h(x, y) + F(x, y, s,t, z(s,t), μ0 ) dt ds
0 ∞ 0 ∞
+ G(x, y, s,t, z(s,t), μ0 ) dt ds, (1.4.33)
0 0
for (x, y) ∈ E, where h ∈ C(E, Rn ), F ∈ C(E2 × Rn × R, Rn ), G ∈ C(E 2 × Rn × R, Rn ) and
μ , μ0 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, μ ) − F(x, y, s,t, z, μ )| b(x, y) f (s,t)|z − z|, (1.4.34)
|F(x, y, s,t, z, μ ) − F(x, y, s,t, z, μ0 )| r1 (x, y, s,t)|μ − μ0 |, (1.4.35)
|G(x, y, s,t, z, μ ) − G(x, y, s,t, z, μ )| c(x, y)g(s,t)|z − z|, (1.4.36)
|G(x, y, s,t, z, μ ) − G(x, y, s,t, z, μ0 )| r2 (x, y, s,t)|μ − μ0 |, (1.4.37)

where b, f , c, g ∈ C(E, R+ ), and r1 , r2 ∈ C(E 2 , R+ ). Let p, D(x, y) be as in (1.2.12),
(1.2.15) respectively and
x y ∞ ∞

a0 (x, y) = |μ − μ0 | r1 (x, y, s,t) dt ds + r2 (x, y, s,t) dt ds , (1.4.38)
0 0 0 0

∞ ∞
1
M5 = g(s,t)B5 (s,t) dt ds, (1.4.39)
1− p 0 0
where B5 (x, y) is defined by the right hand side of (1.2.14) by replacing a(x, y) by a0 (x, y).
Let z1 (x, y) and z2 (x, y) be the solutions of equations (1.4.32) and (1.4.33) respectively.
Then
|z1 (x, y) − z2 (x, y)| B5 (x, y) + M5 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 modifications. We omit
the details.
1.5 Integrodifferential equations of hyperbolic-type
In this section, first we shall deal with the following Volterra-Fredholm-type integrodiffer-
ential equation
D2 D1 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) = α (x), u(0, y) = β (y), u(0, 0) = 0, (1.5.2)
for x ∈ Ia , y ∈ Ib , where
x y
Gu(x, y) = g(x, y, s,t, u(s,t)) dt ds, (1.5.3)
0 0
a b
Hu(x, y) = h(x, y, s,t, u(s,t)) dt ds, (1.5.4)
0 0
f ∈ C(E0 × R3 , R), g, h ∈ C(E02 × R, R), α ∈ C(Ia , R), β ∈ C(Ib , 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(E0 , R); D2 D1 u(x, y) exists and satisfies the inequality
|D2 D1 u(x, y) − f (x, y, u(x, y), Gu(x, y), Hu(x, y))| ε ,
for a given constant ε 0, where it is supposed that (1.5.2) holds. Then we call u(x, y) an
ε -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) [|u − u| + |v − v| + |w − w|] , (1.5.5)

|g(x, y, σ , τ , u) − g(x, y, σ , τ , u)| e(x, y)q(σ , τ )|u − u|, (1.5.6)
|h(x, y, σ , τ , u) − h(x, y, σ , τ , u)| m(x, y)r(σ , τ )|u − u|, (1.5.7)
where k, e, q, m, r ∈ C(E0 , R+ ). Let p(x, y) = max{k(x, y), e(x, y), m(x, y)} for (x, y) ∈ E0
and d be as in (1.2.22). Let ui (x, y) (i = 1, 2) be respectively εi -approximate solutions of
equation (1.5.1) on E0 with
ui (x, 0) = αi (x), ui (0, y) = βi (y), ui (0, 0) = 0, (1.5.8)
where αi ∈ C(Ia , R), βi ∈ C(Ib , R) such that
|α1 (x) − α2 (x) + β1 (y) − β2 (y)| δ , (1.5.9)
where δ 0 is a constant. Then

x
(ε ab + δ ) y
|u1 (x, y) − u2 (x, y)| exp [p(s,t) + q(s,t)]dt ds , (1.5.10)
1−d 0 0
for (x, y) ∈ E0 , where ε = ε1 + ε2 .
Proof. Since ui (x, y) (i = 1, 2) for (x, y) ∈ E0 are respectively, εi -approximate solutions

of equation (1.5.1) with (1.5.8), we have
|D2 D1 ui (x, y) − f (x, y, ui (x, y), Gui (x, y), Hui (x, y))| εi . (1.5.11)
Integrating both sides of (1.5.11) on E0 and using (1.5.8), we have

x y
εi xy |D2 D1 ui (s,t) − f (s,t, ui (s,t), Gui (s,t), Hui (s,t))|dt ds
0 x 0 y

{D2 D1 ui (s,t) − f (s,t, ui (s,t), Gui (s,t), Hui (s,t))}dt ds
0 0
x y

= ui (x, y) − αi (x) − βi (y) − f (s,t, ui (s,t), Gui (s,t), Hui (s,t)) . (1.5.12)
0 0
From (1.5.12) and using the elementary inequalities in (1.3.25), we observe that
x y

(ε1 + ε2 )xy u1 (x, y) − [α1 (x) + β1 (y)] − f (s,t, u1 (s,t), Gu1 (s,t), Hu1 (s,t)) dt ds
0 0
x
y
+ u2 (x, y) − [α2 (x) + β2 (y)] − f (s,t, u2 (s,t), Gu2 (s,t), Hu2 (s,t)) dt ds
0 0

x y

u1 (x, y) − [α1 (x) + β1 (y)] − f (s,t, u1 (s,t), Gu1 (s,t), Hu1 (s,t)) dt ds
0 0

x
y
− u2 (x, y) − [α2 (x) + β2 (y)] − f (s,t, u2 (s,t), Gu2 (s,t), Hu2 (s,t)) dt ds
0 0
|u1 (x, y) − u2 (x, y)| − |[α1 (x) + β1 (y)] − [α2 (x) + β2 (y)]|
x y

− f (s,t, u1 (s,t), Gu1 (s,t), Hu1 (s,t)) dt ds
0 0
x y

− f (s,t, u2 (s,t), Gu2 (s,t), Hu2 (s,t)) dt ds . (1.5.13)
0 0
Let z(x, y) = |u1 (x, y) − u2 (x, y)| for (x, y) ∈ E0 . From (1.5.13) and using the hypotheses,
we observe that
z(x, y) ε xy + |α1 (x) − α2 (x) + β1 (y) − β2 (y)|

x y
+ | f (s,t, u1 (s,t), Gu1 (s,t), Hu1 (s,t))
0 0
− f (s,t, u2 (s,t), Gu2 (s,t), Hu2 (s,t))|dt ds

x y s t
ε xy + δ + k(s,t) z(s,t) + e(s,t) q(σ , τ )z(σ , τ ) d τ d σ
0 0 0 0
a b
+m(s,t) r(σ , τ )z(σ , τ ) d τ d σ dt ds
0 0
x y s t
[ε ab + δ ] + p(s,t) z(s,t) + q(σ , τ )z(σ , τ ) d τ d σ
0 0 0 0
a b
+ r(σ , τ )z(σ , τ ) d τ d σ dt ds. (1.5.14)
0 0
Remark 1.5.1. In case if u1 (x, y) is a solution of problem (1.5.1)–(1.5.2), then we have

ε1 = 0 and from (1.5.10), we see that u2 (x, y) → u1 (x, y) as ε2 → 0 and δ → 0. Furthermore,
if we put ε1 = ε2 = 0, α1 (x) = α2 (x), β1 (y) = β2 (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
D2 D1 v(x, y) = f (x, y, v(x, y), Gv(x, y), Hv(x, y)), (1.5.15)
v(x, 0) = α (x), v(0, y) = β (y), v(0, 0) = 0, (1.5.16)
where G, H are as defined in (1.5.3), (1.5.4) and f ∈ C(E0 × R3 , R), α ∈ C(Ia , R), β ∈
C(Ib , 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 ε 0, δ 0 such that
| f (x, y, u, v, w) − f (x, y, u, v, w)| ε , (1.5.17)

|α (x) − α (x) + β (y) − β (y)| δ , (1.5.18)
where f , α , β and f , α , β 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 E0 . Then
x y
(ε ab + δ )
|u(x, y) − v(x, y)| exp [p(s,t) + q(s,t)]dt ds , (1.5.19)
1−d 0 0
for (x, y) ∈ E0 .
Proof. Let w(x, y) = |u(x, y) − v(x, y)| for (x, y) ∈ E0 . 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) |α (x) − α (x) + β (y) − β (y)|

x y
+ | 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
0 0
x y
+ | 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
0 0
x y s t
δ+ k(s,t) w(s,t) + e(s,t) q(σ , τ )w(σ , τ ) d τ d σ
0 0 0 0
a b x y
+m(s,t) r(σ , τ )w(σ , τ ) d τ d σ + ε dt ds
0 0 0 0
x y s t
ε ab + δ + p(s,t) w(s,t) + q(σ , τ )w(σ , τ ) d τ d σ
0 0 0 0
a b
+ r(σ , τ )w(σ , τ ) d τ d σ dt ds. (1.5.20)
0 0
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 , α is close to α ,
β is close to β , 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
D2 D1 u(x, y) = f k (x, y, u(x, y), Gu(x, y), Hu(x, y)), (1.5.21)

u(x, 0) = αk (x), u(0, y) = βk (y), u(0, 0) = 0, (1.5.22)
where G, H are as defined in (1.5.3), (1.5.4) and fk ∈ C(E0 × R3 , R), αk ∈ C(Ia , R), βk ∈
C(Ib , 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 εk 0, δk 0 (k = 1, 2, . . .) such that
| f (x, y, u, v, w) − fk (x, y, u, v, w)| εk , (1.5.23)

|α (x) − αk (x) + β (y) − βk (y)| δk , (1.5.24)
with εk → 0 and δk → 0 as k → ∞, where f , α , β and f k , αk , βk 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 uk (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 E0 , then uk (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
x
(εk ab + δk ) y
|uk (x, y) − u(x, y)| exp [p(s,t) + q(s,t)]dt ds , (1.5.25)
1−d 0 0
for (x, y) ∈ E0 . The required result follows from (1.5.25).
Remark 1.5.3. We note that the result obtained in Theorem 1.5.3 provide sufficient 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])
D2 D1 u(x, y) = f (x, y, u(x, y), D2 D1 u(x, y), Mu(x, y)), (1.5.26)
with the given data
u(x, 0) = σ (x), u(0, y) = τ (y), u(0, 0) = 0, (1.5.27)
x y
Mu(x, y) = g(x, y, m, n, u(m, n), D2 D1 u(m, n))dn dm, (1.5.28)
0 0
f ∈ C(E × Rn × Rn × R , R ), g ∈ C(E2 × Rn × Rn , Rn ), σ , τ ∈ C(R+ , Rn ). Obviously,
n n
xy
M0 = 0 0 g(x, y, m, n, 0, 0) dn dm. 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, Rn ) which satisfy
the equations (1.5.26) and (1.5.27). For z, D2 D1 z ∈ C(E, Rn ), we denote by |z(x, y)|0 =
|z(x, y)| + |D2 D1 z(x, y)|. Let S0 be the space of functions z, D2 D1 z ∈ C(E, Rn ) which fulfil
the condition
|z(x, y)|0 = O(exp(λ (x + y))), (1.5.29)
for (x, y) ∈ E, where λ > 0 is a constant. As in Section 1.3, in the space S0 we define the
norm
|z|S0 = sup [|z(x, y)|0 exp(−λ (x + y))] . (1.5.30)

(x,y)∈E
It is easy to see that S0 is a Banach space and
|z|S0 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) [|u − u| + |v − v|] + |w − w|, (1.5.32)

|g(x, y, m, n, u, v) − g(x, y, m, n, u, v)| h(x, y, m, n) [|u − u| + |v − v|] , (1.5.33)
where k ∈ C(E, R+ ), h ∈ C(E2 , R+ ),

(ii) for λ as in (1.5.29)
(c1 ) there exists a nonnegative constant α such that α < 1 and
x y
L(x, y) + L(s,t) dt ds α exp(λ (x + y)), (1.5.34)
0 0
for (x, y) ∈ E, where

x y
L(x, y) = k(x, y) exp(λ (x + y)) + h(x, y, m, n) exp(λ (m + n)) dn dm, (1.5.35)
0 0
(c2 ) there exists a nonnegative constant β such that

x y
|σ (x)| + |τ (y)| + | f (x, y, 0, 0, M0)| + | f (s,t, 0, 0, M0)|dt ds β exp(λ (x + y)).
0 0
(1.5.36)
Then the IBVP (1.5.26)–(1.5.27) has a unique solution u(x, y) on E in S0 .
Proof. Let u(x, y) ∈ S0 and define the operator T by

x y
(Tu)(x, y) = σ (x) + τ (y) + f (s,t, u(s,t), D2 D1 u(s,t), Mu(s,t)) dt ds. (1.5.37)
0 0
From (1.5.37), we observe that
D2 D1 (Tu)(x, y) = f (x, y, u(x, y), D2 D1 u(x, y), Mu(x, y)). (1.5.38)
Evidently Tu is continuous on E and Tu ∈ Rn . From (1.5.37), (1.5.38), using the hypothe-

ses and (1.5.31), we have
|(Tu)(x, y)|0 |σ (x)| + |τ (y)|

x y
+ | f (s,t, u(s,t), D2 D1 u(s,t), Mu(s,t)) − f (s,t, 0, 0, M0)|dt ds
0 0
x y
+ | f (s,t, 0, 0, M0)|dt ds
0 0
+| f (x, y, u(x, y), D2 D1 u(x, y), Mu(x, y)) − f (x, y, 0, 0, M0)| + | f (x, y, 0, 0, M0)|

x y s t
β exp(λ (x + y)) + k(s,t)|u(s,t)|0 + h(s,t, m, n)|u(m, n)|0 dn dm dt ds
0 0 0 0
x y
+k(x, y)|u(x, y)|0 + h(x, y, m, n)|u(m, n)|0 dn dm
0 0
x y
β exp(λ (x + y)) + |u|S0 k(x, y) exp(λ (x + y)) + h(x, y, m, n) exp(λ (m + n))dn dm
0 0
x y
s t

+ k(s,t) exp(λ (s + t)) + h(s,t, m, n) exp(λ (m + n))dn dm dt ds
0 0 0 0

x y
β exp(λ (x + y)) + N L(x, y) + L(s,t) dt ds
0 0
[β + N α ] exp(λ (x + y)). (1.5.39)
From (1.5.39), it follows that Tu ∈ S0 . This proves that the operator T maps S0 into itself.
Let u(x, y), v(x, y) ∈ S0 . From (1.5.37), (1.5.38) and using the hypotheses, we have
|(Tu)(x, y) − (T v)(x, y)|0

x y
| f (s,t, u(s,t), D2 D1 u(s,t), Mu(s,t)) − f (s,t, v(s,t), D2 D1 v(s,t), Mv(s,t))|dt ds
0 0
+| f (x, y, u(x, y), D2 D1 u(x, y), Mu(x, y)) − f (x, y, v(x, y), D2 D1 v(x, y), Mv(x, y))|
x y
s t

k(s,t)|u(s,t) − v(s,t)|0 + h(s,t, m, n)|u(m, n) − v(m, n)|0 dn dm dt ds
0 0 0 0
x y
+k(x, y)|u(x, y) − v(x, y)|0 + h(x, y, m, n)|u(m, n) − v(m, n)|0 dn dm
0 0
x y
|u − v|S0 k(x, y) exp(λ (x + y)) + h(x, y, m, n) exp(λ (m + n)) dn dm
0 0
x y
s t

+ k(s,t) exp(λ (s + t)) + h(s,t, m, n) exp(λ (m + n))dn dm dt ds
0 0 0 0

x y
= |u − v|S0 L(x, y) + L(s,t) dt ds α |u − v|S0 exp(λ (x + y)). (1.5.40)
0 0
From (1.5.40), we have
|Tu − T v|S0 α |u − v|S0 .
Since α < 1, it follows from Banach fixed point theorem (see [9, p. 37], [16, p. 372]) that
T has a fixed point in S0 . The fixed 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)| γ [|u| + |v|] + |w|, (1.5.41)

|g(x, y, m, n, u, v)| q(x, y, m, n) [|u| + |v|] , (1.5.42)
|σ (x)| + |τ (y)| δ , (1.5.43)
where γ , δ are nonnegative constants such that γ < 1 and q, D1 q, D2 q, D2 D1 q ∈ C(E2 , R+ ).

If u(x, y) is any solution of IBVP (1.5.26)–(1.5.27) on E, then
x y
δ γ
|u(x, y)|0 exp + K(s,t) dt ds , (1.5.44)
1−γ 0 0 1−γ
for (x, y) ∈ E, where K(x, y) is defined by the right hand side of (1.2.26), replacing b and e
1
by 1−γ 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 |σ (x)| + |τ (y)|
x y
+ | f (s,t, u(s,t), D2 D1 u(s,t), Mu(s,t))|dt ds +| f (x, y, u(x, y), D2 D1 u(x, y), Mu(x, y))|
0 0
x y
s t
δ+ γ |u(s,t)|0 + q(s,t, m, n)|u(m, n)|0 dn dm dt ds
0 0 0 0
x y
+γ |u(x, y)|0 + q(x, y, m, n)|u(m, n)|0 dn dm. (1.5.45)
0 0
x y

δ 1
|u(x, y)|0 + γ u(s,t)|0 + q(x, y, s,t)|u(s,t)|0
1−γ 1−γ 0 0
s t

+ q(s,t, m, n)|u(m, n)|0 dn dm ds dt. (1.5.46)
0 0
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 [|u − u| + |v − v|] + |w − w|, (1.5.47)
|g(x, y, m, n, u, v) − g(x, y, m, n, u, v)| p(x, y, m, n) [|u − u| + |v − v|] , (1.5.48)
where d is a nonnegative constant such that d < 1 and p, D1 p, D2 p, D2 D1 p ∈ C(E2 , R+ ).
Let u1 (x, y) and u2 (x, y) be the solutions of equation (1.5.26) with the given initial boundary
conditions
u1 (x, 0) = σ1 (x), u1 (0, y) = τ1 (y), u1 (0, 0) = 0, (1.5.49)
u2 (x, 0) = σ2 (x), u2 (0, y) = τ2 (y), u2 (0, 0) = 0, (1.5.50)
respectively, where σ1 , σ2, τ1 , τ2 ∈ C(R+ , Rn ) and
|σ1 (x) + τ1 (y) − σ2 (x) − τ2 (y)| μ , (1.5.51)
where μ 0 is a constant. Then
x y
μ d
|u1 (x, y) − u2 (x, y)|0 exp + K0 (s,t) dt ds , (1.5.52)
1−d 0 0 1−d
for (x, y) ∈ E, where K0 (x, y) is defined by the right hand side of (1.2.26), replacing b and
1
e by 1−d p.
Proof. From the hypotheses, we have
|u1 (x, y) − u2 (x, y)|0 |σ1 (x) + τ1 (y) − σ2 (x) − τ2 (y)|

x y
+ | f (s,t, u1 (s,t), D2 D1 u1 (s,t), Mu1 (s,t))
0 0
− f (s,t, u2 (s,t), D2 D1 u2 (s,t), Mu2 (s,t))|dt ds
+| f (x, y, u1 (x, y), D2 D1 u1 (x, y), Mu1 (x, y))
− f (x, y, u2 (x, y), D2 D1 u2 (x, y), Mu2 (x, y))|
x y

μ+ d|u1 (s,t) − u2 (s,t)|0
0 0
s t

+ p(s,t, m, n)|u1 (m, n) − u2 (m, n)|0 dn dm ds dt
0 0
+d|u1 (x, y) − u2 (x, y)|0

x y
+ p(x, y, m, n)|u1 (m, n) − u2 (m, n)|0 dn dm. (1.5.53)
0 0
|u1 (x, y) − u2 (x, y)|0
x y

μ 1
+ d|u1 (s,t) − u2 (s,t)|0 + p(x, y, s,t)|u1 (s,t) − u2 (s,t)|0
1−d 1−d 0 0
s t

+ p(x, y, m, n)|u1 (m, n) − u2 (m, n)|0 dn dm dt ds. (1.5.54)
0 0
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
a b
u(x, y) = f (x, y) + g(x, y, s,t, u(s,t), D1 u(s,t), D2 u(s,t))dt ds, (1.6.1)
0 0
where f , g are given functions and u is the unknown function to be fond (see [96]).
Throughout, we assume that f ∈ C(E0 , R), g ∈ C(E02 × R3 , R), and Di f ∈ C(E0 , R),
Di g ∈ C(E02 × R3 , R) for i = 1, 2. By a solution of equation (1.6.1) we mean a function
u ∈ C(E0 , R) which is continuously differentiable with respect to x and y for (x, y) ∈ E0
and satisfies the equation (1.6.1). For z, D1 z, D2 z ∈ C(E0 , R) we denote by |z(x, y)|1 =
|z(x, y)| + |D1 z(x, y)| + |D2 z(x, y)|. Let S1 be the space of functions z, D1 z, D2 z ∈ C(E0 , R)
which fulfil the condition
|z(x, y)|1 = O(exp(λ (x + y))), (1.6.2)
for (x, y) ∈ E0 , where λ is a positive constant. In the space S1 we define the norm
|z|S1 = max [|z(x, y)|1 exp(−λ (x + y))]. (1.6.3)

(x,y)∈E0
It is easy to see that S1 is a Banach space and
|z|S1 N, (1.6.4)
In the following theorem we give conditions under which a solution of equation (1.6.1)
exists on E0 in S1 .

(i) the function g in equation (1.6.1) and its derivatives Di 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)[|u − u| + |v − v| + |w − w|], (1.6.5)
and
|Di g(x, y, s,t, u, v, w) − Di g(x, y, s,t, u, v, w)|
ri (x, y, s,t)[|u − u| + |v − v| + |w − w|], (1.6.6)

(e1 ) there exists a nonnegative constant α such that α < 1 and

a b
[r(x, y, s,t) + r1 (x, y, s,t) + r2 (x, y, s,t)] exp(λ (s + t)) dt ds
0 0
α exp(λ (s + t)), (1.6.7)
for (x, y) ∈ E0 ,
(e2 ) there exists a nonnegative constant β such that
a b
| f (x, y)|1 + |g(x, y, s,t, 0, 0, 0)|1 dt ds β exp(λ (x + y)), (1.6.8)
0 0
for (x, y) ∈ E0 .
Then the equation (1.6.1) has a unique solution u(x, y) on E0 in S1 .
Proof. Let u(x, y) ∈ S1 and define the operator T by

a b
(Tu)(x, y) = f (x, y) + g(x, y, s,t, u(s,t), D1 u(s,t), D2 u(s,t)) dt ds. (1.6.9)
0 0
Differentiating both sides of (1.6.9) partially with respect to x and y, we have
a b
Di (Tu)(x, y) = Di f (x, y) + Di g(x, y, s,t, u(s,t), D1 u(s,t), D2 u(s,t)) dt ds, (1.6.10)
0 0
for i = 1, 2. Evidently Tu, Di (Tu) for i = 1, 2 are continuous on E0 and Tu, Di (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 b
+ |g(x, y, s,t, u(s,t), D1 u(s,t), D2 u(s,t)) − g(x, y, s,t, 0, 0, 0)|dt ds
0 0
a b
+ |g(x, y, s,t, 0, 0, 0)|dt ds
0 0
a b
+ |D1 g(x, y, s,t, u(s,t), D1 u(s,t), D2 u(s,t)) − D1 g(x, y, s,t, 0, 0, 0)|dt ds
0 0
a b
+ |D1 g(x, y, s,t, 0, 0, 0)|dt ds
0 0
a b
+ |D2 g(x, y, s,t, u(s,t), D1 u(s,t), D2 u(s,t)) − D2 g(x, y, s,t, 0, 0, 0)|dt ds
0 0
a b
+ |D2 g(x, y, s,t, 0, 0, 0)|dt ds
0 0
a b a b
| f (x, y)|1 + |g(x, y, s,t, 0, 0, 0)|1 dt ds + r(x, y, s,t)|u(s,t)|1 dt ds
0 0 0 0
a b a b
+ r1 (x, y, s,t)|u(s,t)|1 dt ds + r2 (x, y, s,t)|u(s,t)|1 dt ds
0 0 0 0
β exp(λ (x + y))
a b
+|u|S1 [r(x, y, s,t) + r1 (x, y, s,t) + r2 (x, y, s,t)] exp(λ (s + t)) dt ds
0 0
[β + N α ] exp(λ (x + y)). (1.6.11)
From (1.6.11), it follows that Tu ∈ S1 . This proves that the operator T maps S1 into itself.
Let u(x, y), v(x, y) ∈ S1 . From (1.6.9), (1.6.10) and using the hypotheses, we have
a b
|(Tu)(x, y) − (T v)(x, y)|1 |g(x, y, s,t, u(s,t), D1 u(s,t), D2 u(s,t))
0 0
−g(x, y, s,t, v(s,t), D1 v(s,t), D2 v(s,t))|ds dt

a b
+ |D1 g(x, y, s,t, u(s,t), D1 u(s,t), D2 u(s,t))
0 0
−D1 g(x, y, s,t, v(s,t), D1 v(s,t), D2 v(s,t))|ds dt

a b
0 0
−D2 g(x, y, s,t, v(s,t), D1 v(s,t), D2 v(s,t))|ds dt

a b
r(x, y, s,t)|u(s,t) − v(s,t)|1 dt ds
0 0
a b a b
+ r1 (x, y, s,t)|u(s,t) − v(s,t)|1 dt ds + r2 (x, y, s,t)|u(s,t) − v(s,t)|1 dt ds
0 0 0 0
a b
|u − v|S1 [r(x, y, s,t) + r1 (x, y, s,t) + r2 (x, y, s,t)] exp(λ (s + t)) dt ds
0 0
|u − v|S1 α exp(λ (x + y)). (1.6.12)
|Tu − T v|S1 α |u − v|S1 .
Since α < 1, it follows from Banach fixed point theorem (see [51, p. 372]) that T has a
unique fixed point in S1 . The fixed 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 E0 in R.
Theorem 1.6.2. Suppose that the function g in equation (1.6.1) and its derivatives
Di 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),
ri (x, y, s,t) = c(x, y)hi (s,t) for i = 1, 2, where c, h, hi ∈ C(E0 , R+ ) and
a b
d1 = [h(s,t) + h1 (s,t) + h2 (s,t)]c(s,t) dt ds < 1. (1.6.13)
0 0
Then the equation (1.6.1) has at most one solution on E0 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
a b
|u(x, y) − v(x, y)|1 |g(x, y, s,t, u(s,t), D1 u(s,t), D2 u(s,t))
0 0
−g(x, y, s,t, v(s,t), D1 v(s,t), D2 v(s,t))|dt ds
a b
0 0
−D1 g(x, y, s,t, v(s,t), D1 v(s,t), D2 v(s,t))|dt ds
a b
0 0
−D2 g(x, y, s,t, v(s,t), D1 v(s,t), D2 v(s,t))|dt ds
a b
c(x, y)h(s,t)|u(s,t) − v(s,t)|1 dt ds
0 0
a b a b
+ c(x, y)h1 (s,t)|u(s,t) − v(s,t)|1 dt ds + c(x, y)h2 (s,t)|u(s,t) − v(s,t)|1 dt ds
0 0 0 0
a b
= c(x, y) [h(s,t) + h1 (s,t) + h2 (s,t)]|u(s,t) − v(s,t)|1 dt ds. (1.6.14)
0 0
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 E0 in R.
Theorem 1.6.3. Suppose that the function g in equation (1.6.1) and its derivatives Di 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)
|Di g(x, y, s,t, u, v, w)| k(x, y)ei (s,t)[|u| + |v| + |w|], (1.6.16)
where k, e, ei ∈ C(E0 , R) and
a b
d2 = [e(s,t) + e1 (s,t) + e2 (s,t)]k(s,t) dt ds < 1. (1.6.17)
0 0
Then for every solution u ∈ C(E0 , R) of equation (1.6.1), the estimate
|u(x, y)|1 | f (x, y)|1 + k(x, y)

a b
1
× [e(s,t) + e1 (s,t) + e2 (s,t)]| f (s,t)|1 dt ds , (1.6.18)
1 − d2 0 0
holds for (x, y) ∈ E0 .
Proof. Let u ∈ C(E0 , R) be a solution of equation (1.6.1). Then from the hypotheses, we
have
a b
|u(x, y)|1 | f (x, y)| + |g(x, y, s,t, u(s,t), D1 u(s,t), D2 u(s,t))|dt ds
0 0
a b
+|D1 f (x, y)| + |D1 g(x, y, s,t, u(s,t), D1 u(s,t), D2 u(s,t))|dt ds
0 0
a b
+|D2 f (x, y)| + |D2 g(x, y, s,t, u(s,t), D1 u(s,t), D2 u(s,t))|dt ds
0 0
a b
| f (x, y)|1 + k(x, y)e(s,t)|u(s,t)|1 dt ds
0 0
a b a b
+ k(x, y)e1 (s,t)|u(s,t)|1 dt ds + k(x, y)e2 (s,t)|u(s,t)|1 dt ds
0 0 0 0
a b
= | f (x, y)|1 + k(x, y) [e(s,t) + e1 (s,t) + e2 (s,t)]|u(s,t)|1 dt ds. (1.6.19)
0 0
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 Di 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 Di g for i = 1, 2 satisfy Lipschitz type conditions.
Theorem 1.6.4. Suppose that the function g in equation (1.6.1) and its derivatives Di g
for i = 1, 2 satisfy the conditions in Theorem 1.6.2 and the condition (1.6.13) holds. If
u ∈ C(E0 , R) is any solution of equation (1.6.1) on E0 , then
|u(x, y) − f (x, y)|1 Q(x, y) + c(x, y)

a b
1
× [h(s,t) + h1 (s,t) + h2 (s,t)]Q(s,t) dt ds , (1.6.20)
1 − d1 0 0
for (x, y) ∈ E0 , where

a b
Q(x, y) = |g(x, y, σ , τ , f (σ , τ ), D1 f (σ , τ ), D2 f (σ , τ ))|1 d τ d σ , (1.6.21)
0 0
for (x, y) ∈ E0 .
Proof. Since u(x, y) is a solution of equation (1.6.1), by using the hypotheses, we have
a b
|u(x, y) − f (x, y)|1 |g(x, y, s,t, u(s,t), D1 u(s,t), D2 u(s,t))
0 0
−g(x, y, s,t, f (s,t), D1 f (s,t), D2 f (s,t))|dt ds

a b
+ |g(x, y, s,t, f (s,t), D1 f (s,t), D2 f (s,t))|dt ds
0 0
a b
0 0
−D1 g(x, y, s,t, f (s,t), D1 f (s,t), D2 f (s,t))|dt ds

a b
+ |D1 g(x, y, s,t, f (s,t), D1 f (s,t), D2 f (s,t))|dt ds
0 0
a b
0 0
−D2 g(x, y, s,t, f (s,t), D1 f (s,t), D2 f (s,t))|dt ds

a b
+ |D2 g(x, y, s,t, f (s,t), D1 f (s,t), D2 f (s,t))|dt ds
0 0
a b
Q(x, y) + c(x, y)h(s,t)|u(s,t) − f (s,t)|1 dt ds
0 0
a b
+ c(x, y)h1 (s,t)|u(s,t) − f (s,t)|1 dt ds
0 0
a b
+ c(x, y)h2 (s,t)|u(s,t) − f (s,t)|1 dt ds
0 0
a b
= Q(x, y) + c(x, y) [h(s,t) + h1 (s,t) + h2 (s,t)]|u(s,t) − f (s,t)|1 dt ds. (1.6.22)
0 0
We next consider the equation (1.6.1) and the following Fredholm-type integral equation
a b
z(x, y) = F(x, y) + G(x, y, s,t, z(s,t), D1 z(s,t), D2 z(s,t)) dt ds, (1.6.23)
0 0
for (x, y) ∈ E0 , where F ∈ C(E0 , R), G ∈ C(E02 ×R3 , R) and Di F ∈ C(E0 , R), Di G ∈ C(E02 ×
R3 , R) for i = 1, 2.
The following theorem holds.

Theorem 1.6.5. Suppose that the function g in equation (1.6.1) and its derivatives Di 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(E0 , R) of equation (1.6.23) and any solution u ∈ C(E0 , 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)
a b

1
× [h(s,t) + h1 (s,t) + h2 (s,t)][| f (s,t) − F(s,t)|1 + M(s,t)]dt ds , (1.6.24)
1 − d1 0 0
holds for (x, y) ∈ E0 , where

a b
M(x, y) = |g(x, y, σ , τ , z(σ , τ ), D1 z(σ , τ ), D2 z(σ , τ )).
0 0
−G(x, y, σ , τ , z(σ , τ ), D1 z(σ , τ ), D2 z(σ , τ ))|1 d τ d σ , (1.6.25)

for (x, y) ∈ E0 .
Proof. From the hypotheses, we have

|u(x, y) − z(x, y)|1 | f (x, y) − F(x, y)|1
a b
+ |g(x, y, s,t, u(s,t), D1 u(s,t), D2 u(s,t))−g(x, y, s,t, z(s,t), D1 z(s,t), D2 z(s,t))|dt ds,
0 0
a b
+ |g(x, y, s,t, z(s,t), D1 z(s,t), D2 z(s,t)) − G(x, y, s,t, z(s,t), D1 z(s,t), D2 z(s,t))|dt ds
0 0
a b
0 0
− D1 g(x, y, s,t, z(s,t), D1 z(s,t), D2 z(s,t))|dt ds

a b
+ |D1 g(x, y, s,t, z(s,t), D1 z(s,t), D2 z(s,t))
0 0
− D1 G(x, y, s,t, z(s,t), D1 z(s,t), D2 z(s,t))|dt ds

a b
0 0
− D2 g(x, y, s,t, z(s,t), D1 z(s,t), D2 z(s,t))|dt ds

a b
+ |D2 g(x, y, s,t, z(s,t), D1 z(s,t), D2 z(s,t))
0 0
− D2 G(x, y, s,t, z(s,t), D1 z(s,t), D2 z(s,t))|dt ds

[| f (x, y) − F(x, y)|1 + M(x, y)] + c(x, y)
a b
× [h(s,t) + h1 (s,t) + h2 (s,t)]|u(x, y) − z(x, y)|1 dt ds. (1.6.26)
0 0
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

∂ n u(s,t) ∂ m u(s,t)
g x, y, s,t, u(s,t), , ,
∂ sn ∂ sm
or

∂ n u(s,t) ∂ m u(s,t) ∂ n+m u(s,t)
g x, y, s,t, u(s,t), , , ,
∂ sn ∂ sm ∂ sn ∂ t m
under some suitable conditions. Naturally, these considerations will make the analysis
more complicated and we leave it to the reader to fill 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
a b
u(x, y) = f (x, y) + K(x, y, s,t)h(s,t, u(s,t), D1 u(s,t), D2 u(s,t)) dt ds, (1.6.27)
0 0
where f ∈ C(E0 , R), K ∈ C(E02 , R), h ∈ C(E0 × R3 , R) and assume that Di f ∈ C(E0 , R),
Di K ∈ C(E02 , 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 fixed point theorem coupled with maximum
norm. One can formulate other results given above in Theorems 1.6.2–1.6.5 for the equa-
tion (1.6.27).

(i) f , Di f ∈ C(E0 , R) for i = 1, 2,
(ii) h ∈ C(E0 × R3 , 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 [|u − u| + |v − v| + |w − w|] , (1.6.28)
(iii) K, Di K ∈ C(E02 , R) for i = 1, 2 and

a b
L |K(x, y, s,t)|1 dt ds α < 1. (1.6.29)
0 0
Then the equation (1.6.27) has a unique solution u ∈ C(E0 , R).

Proof. Let B be a Banach space of bounded functions u ∈ C(E0 , R), which are con-
tinuously differentiable with respect to x and y on E0 with maximum norm · , where
u = max(x,y)∈E0 |u(x, y)|1 . Let u ∈ B and define the operator F by
a b
(Fu)(x, y) = f (x, y) + K(x, y, s,t)h(s,t, u(s,t), D1 u(s,t), D2 u(s,t)) dt ds. (1.6.30)
0 0
Differentiating both sides of (1.6.30) partially with respect to x and y, we have
Di (Fu))(x, y) = Di f (x, y)
a b
+ Di K(x, y, s,t)h(s,t, u(s,t), D1 u(s,t), D2 u(s,t)) dt ds, (1.6.31)
0 0
for i = 1, 2. From the hypotheses, it follows that Fu, Di (Fu) (i = 1, 2) are continuous on
E0 and
a b
|(Fu))(x, y)|1 | f (x, y)|1 + |K(x, y, s,t)|1
0 0
×|h(s,t, u(s,t), D1 u(s,t), D2 u(s,t)) − h(s,t, 0, 0, 0)|dt ds

a b
| f (x, y)|1 + L |K(x, y, s,t)|1 |u(s,t)|1 dt ds
0 0
a b
| f (x, y)|1 + Lu |K(x, y, s,t)|1 dt ds < ∞. (1.6.32)
0 0
Here, we have used the fact that | f (x, y)|1 is bounded, since f , Di f ∈ C(E0 , 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 b
|K(x, y, s,t)|1 |h(s,t, u(s,t), D1 u(s,t), D2 u(s,t))
0 0
−h(s,t, v(s,t), D1 v(s,t), D2 v(s,t))|dt ds

a b
L |K(x, y, s,t)|1 |u(s,t) − v(s,t)|1 dt ds
0 0
a b
Lu − v |K(x, y, s,t)|1 dt ds
0 0
α u − v. (1.6.33)
From (1.6.33), we have Fu − Fv α u − v. Since α < 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 E0 .
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
a b
u(x, y) = f (x, y) + K(x, y, s,t)h(s,t, u(s,t)) dt ds, (1.6.34)
0 0
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 Haçia [42]
(e1 ) Let f and k be continuous functions in E and E2 respectively. If k is nonnegative, and

the continuous function u defined on E satisfies
the inequality x y
u(x, y) f (x, y) + k(x, y, s,t)u(s,t) ds dt,
0 0
for (x, y) ∈ E, then x y
u(x, y) f (x, y) + r(x, y, s,t) f (s,t) ds dt,
0 0
∞
r(x, y, s,t) = ∑ kn (x, y, s,t),
n=1
is the resolvent kernel defined by formulas
k (x, y, s,t) = k(x, y, s,t),
1x y
kn (x, y, s,t) = k(x, y, ξ , η )kn−1 (ξ , η , s,t) d ξ d η ,
0 0
for n = 2, 3, . . ..
Moreover, if f is nondecreasing with respect
to every variable, then
x y
u(x, y) f (x, y) 1 + r(x, y, s,t) ds dt ,
0 0
for (x, y) ∈ E.
(e2 ) Let a, b and f be nonnegative continuous functions in E. If the continuous function u

defined on E satisfies the inequality x y
u(x, y) f (x, y) + a(x, y) b(s,t)u(s,t) ds dt,
0 0
for (x, y) ∈ E, then x
x y y
u(x, y) f (x, y) + a(x, y) b(s,t) exp a(ξ , η )b(ξ , η ) d ξ d η f (s,t)ds dt,
0 0 s t
for (x, y) ∈ E.
Moreover, if f is nondecreasing
with respect to every
variable, then
x y x y
u(x, y) f (x, y) 1 + a(x, y) b(s,t) exp a(ξ , η )b(ξ , η ) d ξ d η ds dt ,
0 0 s t
for (x, y) ∈ E.
1.7.2 Haçia [42]
Consider the system of integral equations

n x y
ui (x, y) = wi (x, y) + ∑ ki j (x, y, s,t)ui (s,t) ds dt, (1.7.1)
j=1 0 0
for i = 1, 2, . . . , n, where functions wi and ki j are continuous in E and E2 respectively.
(e3 ) If
n
∑ max |ki j (x, y, s,t)| : 1 j n a(s,t),
i=1
where a ∈ C(E, R+ ), then the estimate

x
n n y
∑ |ui (x, y)| sup ∑ |wi (s,t)| : 0 s x, 0 t y exp
0 0
a(s,t) ds dt ,
i=1 i=1
holds for (x, y) ∈ E. Moreover, if a ∈ L(R2+ ) and

n
sup ∑ |wi (s,t)| : 0 s x < ∞, 0 t y < ∞ < ∞,
i=1
then the solution {ui (x, y)}, i = 1, 2, . . . , n, of (1.7.1) is bounded in E.
(e4 ) If
n
∑ max |ki j (x, y, s,t)| : 1 j n = b(x, y)a(s,t),
i=1
where a, b ∈ C(E, R+ ) (b = 0), then the estimate

n n
|wi (s,t)|
∑ |ui (x, y)| b(x, y) sup ∑ b(s,t) : 0 s x < ∞, 0 t y < ∞
i=1 i=1
x y

× exp a(s,t)b(s,t) ds dt ,
0 0
holds for (x, y) ∈ E. Moreover, if ab ∈ L(R2+ ) and

n
|wi (s,t)|
sup ∑ : 0 s x < ∞, 0 t y < ∞ < ∞,
i=1 b(s,t)
then the solution {ui (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, (T1 z)(x, y), (T2 z)(x, y), (T3 z)(x, y), z(x, y)), (1.7.2)
for x ∈ Iα , y ∈ Iβ , where
x y
(T1 z)(x, y) = f1 (x, y, s,t, z(s,t)) ds dt, (1.7.3)
0 0
x
(T2 z)(x, y) = f2 (x, y, s, z(s, y)) ds, (1.7.4)
0
y
(T3 z)(x, y) = f3 (x, y,t, z(x,t)) dt, (1.7.5)
0
f1 , f2 , f3 , F are given functions and z is unknown function. Let (B, · ) be a Banach
space, Δ = Iα × Iβ , Δ1 = {(x, y, s,t) : 0 s x α , 0 t y β }, Δ2 = {(x, y, s) :
0 s x α , 0 y β }, Δ3 = {(x, y,t) : 0 x α , 0 t y β }, fi ∈ C(Δi × B, B)
(i = 1, 2, 3), F ∈ C(Δ × B4 , B).
(H1 ) Suppose that
(i) there exist functions wi ∈ C(Δi × R+ , R+ ) (i = 1, 2, 3), W ∈ C(Δ × R4+ , R+ ) such that
f1 (x, y, s,t, z) − f1 (x, y, s,t, z) w1 (x, y, s,t, z − z),

f2 (x, y, s, z) − f2 (x, y, s, z) w2 (x, y, s, z − z),
f3 (x, y,t, z) − f 3 (x, y,t, z) w3 (x, y,t, z − z),
and
F(x, y, u1 , u2 , u3 , u4 ) − F(x, y, u1 , u2 , u3 , u4 )
W (x, y, u1 − u1 , u2 − u2 , u3 − u3 , u4 − u4 ),
(ii) if u ∈ C(Δ, R+ ) and
v(x, y) = W (x, y, (M1 u)(x, y), (M2 u)(x, y), (M3 u)(x, y), u(x, y)),
for (x, y) ∈ Δ, where for i = 1, 2, 3, Mi u are defined by the right hand sides in (1.7.3)–(1.7.5)
by replacing fi by wi and z by u, then v ∈ C(Δ, R+ ),
(iii) If u, v ∈ C(Δ, R+ ) and u v, then
W (x, y, M1 u, M2 u, M3 u, u) W (x, y, M1 v, M2 v, M3 v, v),
(iv) if un ∈ C(Δ, R+ ), un+1 un , n = 0, 1, 2, . . ., un → u, then
W (x, y, M1 un , M2 un , M3 un , un ) → W (x, y, M1 u, M2 u, M3 u, u).

(H2 ) Suppose that

(i) there exists a solution u ∈ C(Δ, R+ ) of the inequality
W (x, y, M1 u, M2 u, M3 u, u) + h(x, y) u,
where
h(x, y) = sup F(ξ , η , (T1 0)(ξ , η ), (T2 0)(ξ , η ), (T3 0)(ξ , η ), 0),
0ξ x
0η y
(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, (M1 u)(x, y), (M2 u)(x, y), (M3 u)(x, y), u(x, y)).
Define the sequence {zn } by
z0 (x, y) ≡ 0,
zn+1 (x, y) = F(x, y, (T1 zn )(x, y), (T2 zn )(x, y), (T3 zn )(x, y), zn (x, y)), (1.7.6)
for n = 0, 1, 2, . . .. Also define the sequence {un } by
u0 (x, y) = u(x, y),
un+1 (x, y) = W (x, y, (M1 un )(x, y), (M2 un )(x, y), (M3 un )(x, y), un (x, y)), (1.7.7)
for n = 0, 1, 2, . . ., where u(x, y) is as in hypotheses (H2 ).
(e5 ) If hypothesis (H2 ) and the conditions (ii), (iii), (iv) of hypothesis (H1 ) are satisfied,
then
0 un+1 (x, y) un (x, y) u(x, y),
for n = 0, 1, 2, . . . and
lim un (x, y) = 0,
n→∞
where the convergence is uniform in each bounded set.
(e6 ) If hypotheses (H1 ) and (H2 ) are satisfied, then there exists a continuous solution z of
equation (1.7.2) on Δ. The sequence {zn } defined by (1.7.6) converges uniformly on Δ to
z, and the following estimates
z(x, y) − zn (x, y) un (x, y), (1.7.8)
for (x, y) ∈ Δ, n = 0, 1, 2, . . ., and
z(x, y) u(x, y), (1.7.9)
for (x, y) ∈ Δ hold true. The solution z of equation (1.7.2) is unique in the class of functions
satisfying the condition (1.7.9).
(e7 ) If hypothesis (H1 ) is satisfied and the function r(x, y) ≡ 0, (x, y) ∈ Δ is the only non-
negative continuous solution of the inequality
r(x, y) W (x, y, (M1 r)(x, y), (M2 r)(x, y), (M3 r)(x, y), r(x, y)),
for (x, y) ∈ Δ, then the equation (1.7.2) has at most one solution on Δ.
Consider the nonlinear functional integral equation
z(x, y) = F(x, y, (L1 z)(x, y), (L2 z)(x, y), (L3 z)(x, y), z(g(x, y), h(x, y)), μ ), (1.7.10)
for x ∈ Iα , y ∈ Iβ , where
a(x,y) b(x,y)
(L1 z)(x, y) = f1 (x, y, s,t, z(s,t)) dt ds,
0 0
c(x,y)
(L2 z)(x, y) = f 2 (x, y, s, z(s, p(x, y))) ds,
0
d(x,y)
(L3 z)(x, y) = f 3 (x, y,t, z(q(x, y),t)) dt,
0
f1 , f2 , f3 , F, a, b, c, d, p, q, g, h are given functions, μ is a real parameter and z is the un-

known function. Let (B, · ) be a Banach space and Δ, Δi (i = 1, 2, 3) be as defined below
the equation (1.7.2). The functions a, b, c, d, p, q, g, h are defined and continuous on Δ and
a, c, q, g ∈ Iα ; b, d, p, h ∈ Iβ , fi ∈ C(Δi × B, B) (i = 1, 2, 3), F ∈ C(Δ × B4 × R, B).
(H3 ) Suppose that
(i) there exist nonnegative constants Ki , Mi (i = 1, 2, 3) and M such that
f1 (x, y, s,t, z) − f1 (x, y, s,t, z) M1 z − z,

f2 (x, y, s, z) − f2 (x, y, s, z) M2 z − z,
f3 (x, y,t, z) − f 3 (x, y,t, z) M3 z − z,
and

F(x, y, z1 , z2 , z3 , z4 , μ ) − F(x, y, z1 , z2 , z3 , z4 , μ )
K1 z1 − z1 + K2 z2 − z2 + K3 z3 − z3 + Mz4 − z4 ,
(ii) for every fixed μ ∈ R, there exist constants λ > 0, Q 0 such that

F(x, y, (L1 0)(x, y), (L2 0)(x, y), (L3 0)(x, y), 0, μ ) Q exp(λ (x + y)),
(iii) there exist constants N1 , N2 such that 0 N1 + N2 < 1 and

K1 M1 K2 M2
exp(λ [a(x, y) + b(x, y)]) + exp(λ [c(x, y) + p(x, y)])
λ2 λ
K3 M3
+ exp(λ [q(x, y) + d(x, y)]) N1 exp(λ (x + y)),
λ
M exp (λ [g(x, y) + h(x, y)]) N2 exp(λ (x + y)).

(H4 ) suppose that there exists a constant K 0 and a function P ∈ C(Δ, R+ ) such that
F(x, y, z1 , z2 , z3 , z4 , μ1 ) − F(x, y, z1 , z2 , z3 , z4 , μ2 ) P(x, y)| μ1 − μ2 |,
and
max [P(x, y) exp(−λ (x + y))] K,

(x,y)∈Δ
where λ > 0 is a constant.
(e8 ) Let S be the space defined as in Section 1.3. If hypothesis (H3 ) is satisfied, then for
every μ ∈ R, there exists exactly one solution z ∈ S of equation (1.7.10) on Δ.
(e9 ) Let S be the space defined as in Section 1.3. If hypotheses (H3 ) and (H4 ) are satisfied,
then the solution z(x, y, μ ) of equation (1.7.10) belonging to S is continuous with respect to
the variables (x, y, μ ) on Δ × R.
Consider the integrodifferential equation of the form
D2 D1 u(x, y) = f (x, y, u(x, y), (Ku)(x, y)), (1.7.11)
with the given initial boundary conditions
u(x, 0) = σ (x), u(0, y) = τ (y), u(0, 0) = 0, (1.7.12)
x y
(Ku)(x, y) = k(x, y, m, n, u(m, n)) dn dm,
0 0
k ∈ C(E2 × Rn , Rn ), f ∈ C(E × Rn × Rn , Rn ), σ , τ ∈ C(R+ , Rn ).
(e10 ) 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) [|u − u| + |v − v|] , (1.7.13)
|k(x, y, m, n, u) − k(x, y, m, n, u)| r(x, y, m, n)|u − u|, (1.7.14)
where p ∈ C(E, R+ ) and r, D1 r, D2 r, D2 D1 r ∈ C(E2 , R+ ). Let

x y

c = sup σ (x) + τ (y) + f (s,t, 0, (K0)(s,t)) dt ds < ∞,
(x,y)∈E 0 0
where σ , τ are as in (1.7.12). If u(x, y) is any solution of problem (1.7.11)–(1.7.12) on E,

then
x y s t
|u(x, y)| c 1 + p(s,t) exp [p(m, n) + A(m, n)]dn dm dt ds ,
0 0 0 0

x
A(x, y) = r(x, y, x, y) + D1 r(x, y, ξ , y) d ξ
0
y x y
+ D2 r(x, y, x, η ) d η + D2 D1 r(x, y, ξ , η ) d η d ξ . (1.7.15)
0 0 0
(e11 ) Suppose that the functions f , k in (1.7.11) satisfy the conditions (1.7.13), (1.7.14)
respectively. Let ui (x, y) (i = 1, 2) be respectively εi -approximate solutions of (1.7.11) on
E, i.e.,
|D2 D1 ui (x, y) − f (x, y, ui (x, y), (Kui )(x, y))| εi ,
on E with
ui (x, 0) = αi (x), ui (0, y) = βi (y), ui (0, 0) = 0,
where αi , βi ∈ C(R+ , Rn ) and assume that
|α1 (x) − α2 (x) + β1 (y) − β1 (y)| δ ,
where δ 0 is a constant. Then

x y
|u1 (x, y) − u2 (x, y)| e(x, y) 1 + p(s,t)
0 0
s t

× exp [p(m, n) + A(m, n)]dn dm dt ds ,
0 0
e(x, y) = (ε1 + ε2 )xy + δ ,
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
zxy (x, y) = f (x, y, z(x, y), zx (x, y), zy (x, y), (Mz)(x, y)), (1.7.16)
z(x, 0) = σ (x), z(0, y) = τ (y), σ (0) = τ (0) = c0 , (1.7.17)
for x ∈ Ia , y ∈ Ib , where
y
(Mz)(x, y) = m(y − s)g(z(x, s)) ds, (1.7.18)
0
f ∈ C(E0 × R4 , R), g ∈ C(R, R), m ∈ L2 (Ib , R), σ ∈ C1 (Ia , R), τ ∈ C1 (Ib , R). Denote by
C1,∗ (E0 , R) the space of functions u ∈ C(E0 , R) such that ux , uy , uxy exist and are continuous
on E0 with the norm

u := max max |u(x, y)|, max |ux (x, y)|, max |uy (x, y)| .
E0 E0 E0
The notation (u, ux , uy ) (v, vx , vy ) (respectively (u, ux , uy ) < (v, vx , vy )) means that
u(x, y) v(x, y), ux (x, y) vx (x, y), uy (x, y) vy (x, y) (respectively u(x, y) < v(x, y),
ux (x, y) < vx (x, y), uy (x, y) < vy (x, y) for each (x, y) ∈ E0 ) for each (x, y) ∈ E0 . A func-
tion u ∈ C1,∗ (E0 , R) is called a lower function of problem (1.7.16)–(1.7.17) on E0 if
uxy (x, y) f (x, y, u(x, y), ux (x, y), uy (x, y), (Mu)(x, y)),
ux (x, 0) σ (x),
uy (0, y) τ (y),
u(0, 0) c0 ,
and an upper function of problem (1.7.16)–(1.7.17) on E0 if the reversed inequalities hold.
(e12 ) Assume that

(i) u, v ∈ C1,∗ (E0 , R) and
uxy (x, y) < f (x, y, u(x, y), ux (x, y), uy (x, y), (Mu)(x, y)),
vxy (x, y) > f (x, y, v(x, y), vx (x, y), vy (x, y), (Mv)(x, y)),
for (x, y) ∈ E0 ,
ux (x, 0) < vx (x, 0), x ∈ Ia ,

uy (0, y) < vy (0, y), y ∈ Ib ,
u(0, 0) < v(0, 0);
(ii) f (x, y, p1 , p2 , p3 , p4 ) is nondecreasing with respect to p1 , p2 , p3 , p4 for all (x, y) ∈ E0 ;

(iii) g is nondecreasing;
(iv) m(ξ ) 0 for ξ ∈ Ib .
Then (u, ux , uy ) < (v, vx , vy ) on E0 .
(e13 ) Assume that
(i) u, v ∈ C1,∗ (E0 , R) and
uxy (x, y) f (x, y, u(x, y), ux (x, y), uy (x, y), (Mu)(x, y)),
vxy (x, y) f (x, y, v(x, y), vx (x, y), vy (x, y), (Mv)(x, y)),
for (x, y) ∈ E0 ,
ux (x, 0) vx (x, 0), x ∈ Ia ,
uy (0, y) vy (0, y), y ∈ Ib ,
u(0, 0) v(0, 0);
(iii) f (x, y, p1 , p2 , p3 , p4 ) − f (x, y, p1 , p2 , p3 , p4 ) L ∑4i=1 (pi − pi ), whenever pi , pi ∈ R,
pi pi (i = 1, 2, 3, 4) for (x, y) ∈ E0 , where L > 0 is a constant;
(iv) 0 g(ξ ) − g(ξ ) K(ξ − ξ ), whenever ξ ξ for constant K > 0;
(v) m(ξ ) 0 for ξ ∈ Ib .
Then (u, ux , uy ) (v, vx , vy ) on E0 .
(e14 ) let u, v be respectively, the lower and upper functions for problem (1.7.16)–(1.7.17)
and f , g, m as in (e13 ). Then for any solution z of problem (1.7.16)–(1.7.17), the inequalities
(u, ux , uy ) (z, zx , zy ) (v, vx , vy )
hold on E0 .
1.7.7 Brzychczy and Janus [20]
Define the operator G : C1,∗ (E0 , R) → C1,∗ (E0 , R) as, for u ∈ C1,∗ (E0 , R), let v = Gu be the
unique solution of the following linear problem (called (LP))
vxy (x, y) = F[u](x, y), (x, y) ∈ E0 ,
v(x, 0) = σ (x), x ∈ Ia ,
v(0, y) = τ (y), y ∈ Ib ,
σ (0) = τ (0) = c0 ,
where
F[u](x, y) = f (x, y, u(x, y), ux (x, y), uy (x, y), (Mu)(x, y)),
the operator M is defined by (1.7.18). It is easy to see that the solution of problem (LP) is
given by the formula
x y
v(x, y) = F[u](ξ ,t) d ξ dt + σ (x) + τ (y) − c0 .
0 0
(e15 ) Assume that
(i) there exist u0 , v0 , the lower and upper functions for problem (1.7.16)–(1.7.17) on E0
respectively;

(iii) f (x, y, p1 , p2 , p3 , p4 ) satisfies the Lipschitz condition
4
| f (x, y, p1 , p2 , p3 , p4 ) − f (x, y, p1 , p2 , p3 , p4 )| L ∑ |pi − pi |,
i=1
for (x, y) ∈ E0 , pi , pi ∈ R, where L > 0 is a constant;

(iv) 0 g(ξ ) − g(ξ ) K(ξ − ξ ), whenever ξ ξ for a constant K > 0;
(v) m(ξ ) 0 for ξ ∈ Ib .
Then, the sequences {un } and {vn } defined inductively by
u1 = Gu0 , un = Gun−1 , v1 = Gv0 , vn = Gvn−1 ,
for n = 1, 2, . . ., satisfy the following conditions:

1o ) un−1 (x, y) un (x, y), vn (x, y) vn−1 (x, y), for (x, y) ∈ E0 ;
2o ) the functions un and vn for n = 1, 2, . . . are the lower and upper functions for problem
(1.7.16)–(1.7.17) on E0 , respectively;
3o ) the following inequalities hold
Cn (x + y)n
0 vn (x, y) − un (x, y) N0 ,
n!
Cn (x + y)n
0 vnx (x, y) − unx (x, y) N0 ,
n!
Cn (x + y)n
0 vny (x, y) − uny (x, y) N0 ,
n!
for n = 1, 2, . . . and (x, y) ∈ E0 , where N0 := v0 − u0 and C is a some constant. Moreover,
a function z defined by
z(x, y) := lim un (x, y) = lim vn (x, y).

n→∞ n→∞
is the unique solution of problem (1.7.16)–(1.7.17) on E0 .
Consider the Darboux problem for the hyperbolic partial integrodifferential equation of the
form
uxy (x, y) = f (x, y, u(x, y), ux (x, y), uy (x, y), (Ωu)(x, y), μ ), (1.7.19)
u(x, 0) = σ (x), u(0, y) = τ (y), u(0, 0) = 0, (1.7.20)

x y
(Ωu)(x, y) = g(x, y, ξ , η , u(ξ , η ), uξ (ξ , η ), uη (ξ , η )) d ξ d η ,
0 0
f ∈ C(E × Rn × Rn × Rn × R × R, Rn ), g ∈ C(E2 × Rn × Rn × Rn , Rn ), σ , τ ∈ C(R+ , Rn )
n
and μ is a parameter. Let S1 be the space defined as in Section 1.6.

(e16 ) Assume that
(i) the functions f , g in (1.7.19) satisfy the conditions

| f (x, y, u1 , u2 , u3 , u4 , μ ) − f (x, y, u1 , u2 , u3 , u4 , μ )|

L |u1 − u1 | + |u2 − u2 | + |u3 − u3 | + |u4 − u4 | ,

|g(x, y, s,t, u1 , u2 , u3 ) − g(x, y, s,t, u1 , u2 , u3 )| M |u1 − u1 | + |u2 − u2 | + |u3 − u3 | ,
where L 0, M 0 are constants,
(ii) for every μ ∈ R there exist constants Q j 0 ( j = 1, 2, 3) such that
x y
|σ (x)| + |τ (y)| + | f (s,t, 0, 0, 0, (Ω0)(s,t), μ )|ds dt Q1 exp(λ (x + y)),
0 0
y
|σx (x)| + | f (x,t, 0, 0, 0, (Ω0)(x,t), μ )|dt Q2 exp(λ (x + y)),
0
x
|τy (y)| + | f (s, y, 0, 0, 0, (Ω0)(s, y), μ )|ds Q3 exp(λ (x + y)),
0
where
λ > 0 is a constant and 0 is the zero element in Rn . If α =
M
L 1 + λ2 1
λ2
+ λ < 1, then there exists a unique solution u ∈ S1 of the problem
2
(1.7.19)–(1.7.20) on E.
(e17 ) Assume that
(i) the conditions in (e16 ) hold,

(ii) there exist constants N j 0 ( j = 1, 2, 3) and the function P ∈ C(E, R+ ) such that
| f (x, y, u1 , u2 , u3 , u4 , μ1 ) − f (x, y, u1 , u2 , u3 , u4 , μ2 )| P(x, y)|μ1 − μ2 |,
for μ1 , μ2 ∈ R and
x y
P(s,t) ds dt N1 exp(λ (x + y)),
0 0
y
P(x,t) dt N2 exp(λ (x + y)),
0
x
P(s, y) ds N3 exp(λ (x + y)).
0
Then the solution u(x, y, μ ) of problem (1.7.19)–(1.7.20) belonging to S1 is continuous with
respect to the variables (x, y, μ ) 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 unified 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
(a1 ) If
x s t
u(x,t) c + r(σ , τ )u(σ , τ ) d τ d σ ds, (2.2.1)
0 0 0
for (x,t) ∈ E, then
x s t

u(x,t) c exp r(σ , τ ) d τ d σ ds , (2.2.2)
0 0 0
for (x,t) ∈ E
(a2 ) Let n(x,t) be nondecreasing in each variable x, t ∈ R+ . If
x s t
u(x,t) n(x,t) + r(σ , τ )u(σ , τ ) d τ d σ ds, (2.2.3)
0 0 0
x s t

u(x,t) n(x,t) exp r(σ , τ ) d τ d σ ds , (2.2.4)
0 0 0
for (x,t) ∈ E.
Theorem 2.2.2. Let u, p, q, r ∈ C(E, R+ ).

(a3 ) Let L ∈ C(E × R+ , R+ ) be such that
0 L(x,t, u) − L(x,t, v) M(x,t, v)(u − v), (2.2.5)
for u v 0, where M ∈ C(E × R+ , R+ ). If

x s t
u(x,t) p(x,t) + q(x,t) L(σ , τ , u(σ , τ )) d τ d σ ds, (2.2.6)
0 0 0
x s t

u(x,t) p(x,t) + q(x,t) L(σ , τ , p(σ , τ )) d τ d σ ds
0 0 0
x s t

× exp M(σ , τ , p(σ , τ ))q(σ , τ ) d τ d σ ds , (2.2.7)
0 0 0
for (x,t) ∈ E.
(a4 ) If
x s t
u(x,t) p(x,t) + q(x,t) r(σ , τ )u(σ , τ ) d τ d σ ds, (2.2.8)
0 0 0
x s t

u(x,t) p(x,t) + q(x,t) r(σ , τ )p(σ , τ ) d τ d σ ds
0 0 0
x s t

× exp r(σ , τ )q(σ , τ ) d τ d σ ds , (2.2.9)
0 0 0
for (x,t) ∈ E.
Integral inequalities and equations in two and three variables 61
Theorem 2.2.3. Let u, r ∈ C(E, R+ ) and c 0 is a constant.

(a5 ) If
x s t
u2 (x,t) c + r(σ , τ )u(σ , τ ) d τ d σ ds, (2.2.10)
0 0 0

x s t
√ 1
u(x,t) c+ r(σ , τ ) d τ d σ ds, (2.2.11)
2 0 0 0
for (x,t) ∈ E.
(a6 ) If u ∈ C (E, R1 ), c 1 and
x s t
u(x,t) c + r(σ , τ )u(σ , τ ) log u(σ , τ ) d τ d σ ds, (2.2.12)
0 0 0
u(x,t) cA(x,t) , (2.2.13)
for (x,t) ∈ E, where

x s t

A(x,t) = exp r(σ , τ ) d τ d σ ds . (2.2.14)
0 0 0
In the following theorem we present the inequality proved in [104].
Theorem 2.2.4. Let IL = [0, L], IT = [0, T ] (L > 0, T > 0) are the given subsets of R and
D = IL × IT .
(a7 ) Let u, p, q, r ∈ C(D, R+ ). If
t s L
u(x,t) p(x,t) + q(x,t) r(y, τ )u(y, τ ) dy d τ ds, (2.2.15)
0 0 0
for (x,t) ∈ D, then

t s L

u(x,t) p(x,t) + q(x,t) r(y, τ )p(y, τ ) dy d τ ds
0 0 0
t s L
× exp r(y, τ )q(y, τ ) dy d τ ds , (2.2.16)
0 0 0
for (x,t) ∈ D.
Proofs of Theorems 2.2.1–2.2.4. To prove (a1 ) and (a5 ) it is sufficient to assume that
c > 0, since the standard limiting argument can be used to treat the remaining case, see [82,
p. 108].
(a1 ) Let c > 0 and define 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),
x s
zt (x,t) = r(σ , τ )u(σ , τ ) d σ d τ ,
0 0
x t
zx (x,t) = r(σ , τ )u(σ , τ ) d τ d σ ,
0 0
t
zxx (x,t) = r(x, τ )u(x, τ ) d τ ,
0
and
zxxt (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 zxx (x,t) 0, zt (x,t) 0, z(x,t) > 0, we observe that
(see [22, p. 346])
zxxt (x,t) zxx (x,t)zt (x,t)
r(x,t) + ,
z(x,t) z2 (x,t)
i.e.,

∂ zxx (x,t)
r(x,t). (2.2.18)
∂t z(x,t)
By keeping x fixed in (2.2.18), we set t = τ and then integrating with respect to τ from 0 to
t and using the fact that zxx (x, 0) = 0, we have
t
zxx (x,t)
r(x, τ ) d τ . (2.2.19)
z(x,t) 0
Again as above, from (2.2.19) and the facts that zx (x,t) 0, z(x,t) > 0, we observe that
t
∂ zx (x,t)
r(x, τ ) d τ . (2.2.20)
∂ x z(x,t) 0
By taking t fixed in (2.2.20), set x = σ and then integrating with respect to σ from 0 to x
and using the fact that zx (0,t) = 0, we have
x t
zx (x,t)
r(σ , τ ) d τ d σ . (2.2.21)
z(x,t) 0 0
From (2.2.21), we get

x s t

z(x,t) c exp r(σ , τ ) d τ d σ ds . (2.2.22)
0 0 0
Using (2.2.22) in u(x,t) z(x,t), we get (2.2.2).
(a2 ) First we assume that n(x,t) > 0 for (x,t) ∈ E. From (2.2.3), it is easy to observe that
x s t
u(x,t) u(σ , τ )
1+ r(σ , τ ) d τ d σ ds. (2.2.23)
n(x,t) 0 0 0 n(σ , τ )
Now an application of the inequality in part (a1 ) 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].
(a3 ) Define a function z(x,t) by

x s t
z(x,t) = L(σ , τ , u(σ , τ ))d τ d σ ds, (2.2.24)
0 0 0
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

x s t
z(x,t) {L (σ , τ , p(σ , τ ) + q(σ , τ )z(σ , τ ))
0 0 0
−L(σ , τ , p(σ , τ )) + L(σ , τ , p(σ , τ ))} d τ d σ ds

x s t
L(σ , τ , p(σ , τ )) d τ d σ ds
0 0 0
x s t
+ M(σ , τ , p(σ , τ ))q(σ , τ )z(σ , τ ) d τ d σ ds. (2.2.26)
0 0 0
Clearly, the first 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 (a2 ) to (2.2.26) yields
x s t
z(x,t) L(σ , τ , p(σ , τ )) d τ d σ ds
0 0 0
x s t

× exp M(σ , τ , p(σ , τ ))q(σ , τ ) d τ d σ ds , (2.2.27)
0 0 0
for (x,t) ∈ E. Using (2.2.27) in (2.2.25), we get the required inequality in (2.2.7).
(a4 ) By taking L(σ , τ , u(σ , τ )) = r(σ , τ )u(σ , τ ) in part (a3 ) for r, u ∈ C(E, R+ ), we get the
required inequality.
(a5 ) Let c > 0 and define 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

zxxt (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 (a1 ) below (2.2.17) upto
(2.2.21) with suitable modifications (see [82, p. 528]), from (2.2.28), we get
x t
z (x,t)
x r(σ , τ ) d τ d σ . (2.2.29)
z(x,t) 0 0

√ 1 x s t
z(x,t) c + r(σ , τ ) d τ d σ ds. (2.2.30)
2 0 0 0

Using (2.2.30) in u(x,t) z(x,t), we get (2.2.11).
(a6 ) Define 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
zxxt (x,t) = r(x,t)u(x,t) log u(x,t) r(x,t)z(x,t) log z(x,t). (2.2.31)
The remaining proof can be completed by following the proof of part (a1 ) and closely
looking at the proof of Theorem 5.10.1 given in [82, p. 544].
(a7 ) Introducing the notation

L
e(τ ) = r(y, τ )u(y, τ ) dy, (2.2.32)
0
in (2.2.15), we get
t s
u(x,t) p(x,t) + q(x,t) e(τ ) d τ ds, (2.2.33)
0 0
for (x,t) ∈ D. Define
t s
z(t) = e(τ ) d τ ds, (2.2.34)
0 0
for t ∈ IT , 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
L L
z (t) = e(t) = r(y,t)u(y,t)dy r(y,t)[p(y,t) + q(y,t)z(t)]dy
0 0
L L
= r(y,t)p(y,t) dy + z(t) r(y,t)q(y,t) dy. (2.2.36)
0 0
From (2.2.36) and the fact that z(t) is nondecreasing for t ∈ IT , it is easy to see that
t s L
z(t) r(y, τ )p(y, τ ) dy d τ ds
0 0 0
t
s L
+ z(s) r(y, τ )q(y, τ ) dy d τ ds. (2.2.37)
0 0 0
Clearly, the first term on the right hand side in (2.2.37) is nonnegative and nondecreasing
in t ∈ IT . Now a suitable application of the inequality in Theorem 1.3.1 in [82] to (2.2.37)
yields
t s L

z(t) r(y, τ )p(y, τ ) dy d τ ds
0 0 0
t s L

× exp r(y, τ )q(y, τ ) dy d τ ds , (2.2.38)
0 0 0
for t ∈ IT . 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 new applications
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 = R2+ × 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.

(b1 ) If
x y b
u(x, y, z) k + f (s,t, r)u(s,t, r) dr dt ds, (2.3.1)
0 0 a
for (x, y, z) ∈ G, then

x y b

u(x, y, z) k exp f (s,t, r) dr dt ds , (2.3.2)
0 0 a
for (x, y, z) ∈ G.
(b2 ) If
x y b
u(x, y, z) p(x, y, z) + q(x, y, z) f (s,t, r)u(s,t, r) dr dt ds, (2.3.3)
0 0 a

x y b

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

× exp f (s,t, r)q(s,t, r) dr dt ds , (2.3.4)
0 0 a
for (x, y, z) ∈ G.
Theorem 2.3.2. Let u, f ∈ C(G, R+ ) and k 0, c 1 are constants.

(b3 ) If
x y b
u2 (x, y, z) k + f (s,t, r)u(s,t, r) dr dt ds, (2.3.5)
0 0 a

√ x y b
1
u(x, y, z) k+ f (s,t, r) dr dt ds, (2.3.6)
2 0 0 a
for (x, y, z) ∈ G.
(b4 ) If u(x, y, z) 1 and

x y b
u(x, y, z) c + f (s,t, r)u(s,t, r) log u(s,t, r) dr dt ds, (2.3.7)
0 0 a
xyb
u(x, y, z) cexp( 0 0 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+ ).

(b5 ) If
x ∞ b
0 y a

x ∞ b

0 y a
x ∞ b

0 y a
for (x, y, z) ∈ G.
(b6 ) If
∞ ∞ b
x y a

∞ ∞ b

x y a
∞ ∞ b

x y a
for (x, y, z) ∈ G.
Theorem 2.3.4. Let u, p, q, c, f , g ∈ C(G, R+ ).

(b7 ) suppose that
x y b
u(x, y, z) p(x, y, z) + q(x, y, z) f (s,t, r)u(s,t, r) dr dt ds
0 0 a
∞ ∞ b
+ c(x, y, z) g(s,t, r)u(s,t, r) dr dt ds, (2.3.13)
0 0 a
for (x, y, z) ∈ G. If
∞ ∞ b
α1 = g(s,t, r)B1 (s,t, r) dr dt ds < 1, (2.3.14)
0 0 a
then
u(x, y, z) A1 (x, y, z) + D1 B1 (x, y, z), (2.3.15)
for (x, y, z) ∈ G, where
x y b
A1 (x, y, z) = p(x, y, z) + q(x, y, z) f (s,t, r)p(s,t, r) dr dt ds
0 0 a
x y b
× exp f (s,t, r)q(s,t, r) dr dt ds (2.3.16)
0 0 a
x y b
B1 (x, y, z) = c(x, y, z) + q(x, y, z) f (s,t, r)c(s,t, r) dr dt ds
0 0 a
x y b
× exp f (s,t, r)q(s,t, r) dr dt ds (2.3.17)
0 0 a
and
∞ ∞ b
1
D1 = g(s,t, r)A1 (s,t, r) dr dt ds. (2.3.18)
1 − α1 0 0 a
(b8 ) Suppose that
∞ ∞ b
x y a
∞ ∞ b
+ c(x, y, z) g(s,t, r)u(s,t, r) dr dt ds, (2.3.19)
0 0 a
∞ ∞ b
α2 = g(s,t, r)B2 (s,t, r) dr dt ds < 1, (2.3.20)
0 0 a
then
u(x, y, z) A2 (x, y, z) + D2 B2 (x, y, z), (2.3.21)
∞ ∞ b
x y a
∞ ∞ b
x y a
∞ ∞ b
x y a
∞ ∞ b
x y a
and
∞ ∞ b
1
D2 = g(s,t, r)A2 (s,t, r) dr dt ds. (2.3.24)
1 − α2 0 0 a
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(G × I, R+ ) and c 0 is a constant. If

x y b
u(x, y, z) c + p(s,t, z)u(s,t, z) + q(s,t, z, r)u(s,t, r) dr dt ds, (2.3.25)
0 0 a

x y b

u(x, y, z) c H(x, y, z) exp q(s,t, z, r)H(s,t, r) dr dt ds , (2.3.26)
0 0 a

x y

H(x, y, z) = exp p(σ , τ , z) d τ d σ . (2.3.27)
0 0
Proofs of Theorems 2.3.1–2.3.5. We give the details of the proofs of (b2 ), (b3 ), (b5 ), (b8 )
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].
(b2 ) Introducing the notation

b
E(s,t) = f (s,t, r)u(s,t, r) dr, (2.3.28)
a
the inequality (2.3.3) can be restated as
x y
u(x, y, z) p(x, y, z) + q(x, y, z) E(s,t) dt ds. (2.3.29)
0 0
Define
x y
w(x, y) = E(s,t) dt ds, (2.3.30)
0 0
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

b
wxy (x, y) = E(x, y) = f (x, y, r)u(x, y, r) dr
a
b
f (x, y, r)[p(x, y, z) + q(x, y, z)w(x, y)]dr
a
b b
= w(x, y) f (x, y, r)q(x, y, r) dr + f (x, y, r)p(x, y, r) dr. (2.3.32)
a a
Now, by following the similar arguments as in the proof of Theorem 4.3.1 given in [82,
p. 328] with suitable modifications, from (2.3.32), we obtain
x y b
w(x, y) f (s,t, r)p(s,t, r) dr dt ds
0 0 a
x y b

× exp f (s,t, r)q(s,t, r) dr dt ds . (2.3.33)
0 0 a
Now, using (2.3.33) in (2.3.31), we get the required inequality in (2.3.4).
(b3 ) Introducing the notation (2.3.28) in (2.3.5), we get

x y
u2 (x, y, z) k + E(s,t) dt ds. (2.3.34)
0 0
Let k > 0 and define
x y
m(x, y) = k + E(s,t) dt ds, (2.3.35)
0 0
then m(x, 0) = m(0, y) = k and
u2 (x, y, z) m(x, y). (2.3.36)

b b
mxy (x, y) = E(x, y) = f (x, y, r)u(x, y, r) dr m(x, y) f (x, y, r) dr. (2.3.37)
a a
The inequality (2.3.37) implies (see [82, Theorem 5.8.1, p. 527])
√
1 x y b
m(x, y) k + f (s,t, r) dr dt ds. (2.3.38)
2 0 0 a
If k 0 we carry out the above procedure with k + ε instead of k, where ε > 0 is an arbitrary
small constant, and subsequently pass to the limit as ε → 0 to obtain (2.3.6).
(b5 ) Using the notation (2.3.28) in (2.3.9), we get

x ∞
u(x, y, z) p(x, y, z) + q(x, y, z) E(s,t) dt ds. (2.3.39)
0 y
Define
x ∞
w(x, y) = E(s,t) dt ds, (2.3.40)
0 y
then w(0, y) = 0 and
u(x, y, z) p(x, y, z) + q(x, y, z)w(x, y). (2.3.41)

∞ ∞
b
wx (x, y) = E(x,t) dt = f (x,t, r)u(x,t, r) dr dt
y y a
∞
b
f (x,t, r) [p(x,t, r) + q(x,t, r)w(x,t)] dr dt
y a
∞
b ∞

b

= f (x,t, r)p(x,t, r) dr dt + w(x,t) f (x,t, r)q(x,t, r) dr dt. (2.3.42)
y a y a
By taking x = s in (2.3.42) and integrating both sides with respect to s from 0 to x, we get
x ∞
b
w(x, y) e1 (x, y) + f (s,t, r)q(s,t, r) dr w(s,t) dt ds, (2.3.43)
0 y a
where
x ∞ b
e1 (x, y) = f (s,t, r)p(s,t, r) dr dt ds. (2.3.44)
0 y a
Clearly e1 (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
x ∞ b
w(x, y) e1 (x, y) exp f (s,t, r)q(s,t, r) dr dt ds . (2.3.45)
0 y a
Using (2.3.45) in (2.3.41), we get (2.3.10).
(b8 ) Let E(s,t) be as in (2.3.28) and

∞ ∞ b
λ= g(s,t, r)u(s,t, r) dr dt ds. (2.3.46)
0 0 a
Then (2.3.19) can be restated as
∞ ∞
u(x, y, z) p(x, y, z) + q(x, y, z) E(s,t) dt ds + c(x, y, z)λ . (2.3.47)
x y
Let
∞ ∞
v(x, y) = E(s,t) dt ds, (2.3.48)
x y
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)λ . (2.3.49)
From (2.3.48), (2.3.28) and (2.3.49), we have

∞ ∞
b
vx (x, y) = − E(x,t) dt = − f (x,t, r)u(x,t, r)dr dt
y y a
∞
b
− f (x,t, r)[p(x,t, r) + q(x,t, r)v(x,t) + c(x,t, r)λ ]dr dt
y a
∞
b
=− f (x,t, r)p(x,t, r) dr dt
y a
∞
b
− f (x,t, r)[q(x,t, r)v(x,t) + c(x,t, r)λ ]dr dt. (2.3.50)
y a
By taking x = s in (2.3.50) and integrating both sides with respect to s from x to ∞ for
x ∈ R+ , we have
∞ ∞
b
v(x, y) e2 (x, y) + f (s,t, r)q(s,t, r) dr v(s,t) dt ds, (2.3.51)
x y a
where
∞ ∞ b
e2 (x, y) = f (s,t, r)[p(s,t, r) + c(s,t, r)λ ] dr dt ds. (2.3.52)
x y a
Clearly, e2 (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
∞ ∞ b

v(x, y) e2 (x, y) exp f (s,t, r)q(s,t, r) dr dt ds . (2.3.53)
x y a
Using (2.3.53), (2.3.52) in (2.3.49), we get

∞ ∞ b
u(x, y, z) p(x, y, z) + q(x, y, z) f (s,t, r){p(s,t, r) + c(s,t, r)λ } dr dt ds
x y a
∞ ∞ b

× exp f (s,t, r)q(s,t, r) dr dt ds + c(x, y, z)λ
x y a
= A2 (x, y, z) + λ B2 (x, y, z). (2.3.54)
From (2.3.46) and (2.3.54), we have

∞ ∞ b
λ= g(s,t, r)u(s,t, r) dr dt ds
0 0 a
∞ ∞ b
g(s,t, r)[A2 (s,t, r) + λ B2 (s,t, r)] dr dt ds,
0 0 a
which implies
λ D2 . (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

x y b
m(x, y, z) = c + q(s,t, z, r)u(s,t, r) dr dt ds, (2.3.56)
0 0 a

x y
u(x, y, z) m(x, y, z) + p(s,t, z)u(s,t, z) dt ds. (2.3.57)
0 0
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

x y b
m(x, y, z) c + q(s,t, z, r)H(s,t, r)m(s,t, r) dr dt ds. (2.3.59)
0 0 a
Setting
b
e(s,t) = q(s,t, z, r)H(s,t, r)m(s,t, r) dr, (2.3.60)
a
for every z ∈ I, the inequality (2.3.59) can be restated as

x y
m(x, y, z) c + e(s,t) dt ds. (2.3.61)
0 0
Let
x y
n(x, y) = c + e(s,t) dt ds, (2.3.62)
0 0
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
b
nxy (x, y) = e(x, y) = q(x, y, z, r)H(x, y, r)m(x, y, r) dr
a
b
n(x, y) q(x, y, z, r)H(x, y, r) dr. (2.3.64)
a
The inequality (2.3.64) implies (see [82, p. 325])

x y b

n(x, y) c exp q(s,t, z, r)H(s,t, r) dr dt ds , (2.3.65)
0 0 a
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

t s L
u(x,t) = f (x,t) + K(x,t, s, y, τ , u(y, τ )) dy d τ ds, (2.4.1)
0 0 0
for (x,t) ∈ D = J × I; J = [0, L], I = [0, T ], where L > 0, T > 0 are finite but can be
arbitrarily large constants and f ∈ C(D, R), K ∈ C(D × I × D × R, 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 φ ∈ C(D, R) which fulfil the condition
|φ (x,t)| = O(exp(λ (x + t))), (2.4.2)
where λ > 0 is a constant. In the space U, we define the norm
|φ |U = max [|φ (x,t)| exp(−λ (x + t))]. (2.4.3)

(x,t)∈D
It is easy to see that U is a Banach space and
|φ |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) satisfies the condition
|K(x,t, s, y, τ , u) − K(x,t, s, y, τ , v)| h(x,t, s, y, τ )|u − v|, (2.4.5)
where h ∈ C (D × I × D, R+ ),
( j1 ) there exists a nonnegative constant α < 1 such that
t s L
h(x,t, s, y, τ ) exp(λ (y + τ )) dy d τ ds α exp(λ (x + t)), (2.4.6)
0 0 0
( j2 ) there exists a nonnegative constant β such that
t s L
| f (x,t)| + |K(x,t, s, y, τ , 0)|dy d τ ds β exp(λ (x + t)), (2.4.7)
0 0 0
where f , K are as defined 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 define the operator F by

t s L
(Fu)(x,t) = f (x,t) + K(x,t, s, y, τ , u(y, τ )) dy d τ ds, (2.4.8)
0 0 0
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
modifications. 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) satisfies the condition
|K(x,t, s, y, τ , u) − K(x,t, s, y, τ , v)| q(x,t)g(y, τ )|u − v|, (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
t s L
|u(x,t) − v(x,t)| |K(x,t, s, y, τ , u(y, τ )) − K(x,t, s, y, τ , v(y, τ ))|dy d τ ds
0 0 0
t s L
q(x,t) g(y, τ )|u(y, τ ) − v(y, τ )|dy d τ ds. (2.4.10)
0 0 0
Now a suitable application of Theorem 2.2.4 part (a7 ) (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, τ , u)| q(x,t)g(y, τ )|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
t s L
|u(x,t)| | f (x,t)| + q(x,t) g(y, τ )| f (y, τ )|dy d τ ds
0 0 0
t s L

× exp g(y, τ )q(y, τ ) dy d τ ds , (2.4.12)
0 0 0
for (x,t) ∈ D.
Proof. Using the fact that u(x,t) is a solution of equation (2.4.1) and hypotheses, we have
t s L
|u(x,t)| | f (x,t)| + |K(x,t, s, y, τ , u(y, τ ))|dy d τ ds
0 0 0
t s L
| f (x,t)| + q(x,t) g(y, τ )|u(y, τ )|dy d τ ds. (2.4.13)
0 0 0
Now an application of Theorem 2.2.4 part (a7 ) 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
t s L
|u(x,t) − f (x,t)| Q(x,t) + q(x,t) g(y, τ )Q(y, τ ) dy d τ ds
0 0 0
t s L

0 0 0
for (x,t) ∈ D, where
t s L
Q(x,t) = |K (x,t, s, y, τ , f (y, τ ))| dy d τ ds, (2.4.15)
0 0 0
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
t s L
|u(x,t) − f (x,t)| |K(x,t, s, y, τ , u(y, τ )) − K (x,t, s, y, τ , f (y, τ ))| dy d τ ds
0 0 0
t s L
+ |K (x,t, s, y, τ , f (y, τ ))| dy d τ ds
0 0 0
t s L
Q(x,t) + q(x,t) g(y, τ ) |u(y, τ ) − f (y, τ )| dy d τ ds. (2.4.16)
0 0 0
An application of Theorem 2.2.4 part (a7 ) to (2.4.16) yields (2.4.14).
We call the function u ∈ C(D, R) an ε -approximate solution of equation (2.4.1), if there
ε 0 such that t s L
exists a constant

u(x,t) − f (x,t) − K(x,t, s, y, τ , u(y, τ )) dy d τ ds ε ,
0 0 0
for (x,t) ∈ D.
The relation between an ε -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) satisfies the condition (2.4.9),
(ii) the functions uε (x,t), u(x,t) ∈ C(D, R) are respectively, an ε -approximate solution and
any solution of equation (2.4.1).
Then
t s L
|uε (x,t) − u(x,t)| ε 1 + q(x,t) g(y, τ ) dy d τ ds
0 0 0
t s L

0 0 0
for (x,t) ∈ D.
Proof. Let z(x,t) = |uε (x,t) − u(x,t)|, (x,t) ∈ D. From the hypotheses, we observe that
t s L

z(x,t) = uε (x,t) − f (x,t) − K(x,t, s, y, τ , uε (y, τ )) dy d τ ds
0 0 0
t s L

+ {K(x,t, s, y, τ , uε (y, τ )) − K(x,t, s, y, τ , u(y, τ ))}dy d τ ds
0 0 0
t s L

uε (x,t) − f (x,t) − K(x,t, s, y, τ , uε (y, τ )) dy d τ ds
0 0 0
t s L
+ |K(x,t, s, y, τ , uε (y, τ )) − K(x,t, s, y, τ , u(y, τ ))|dy d τ ds
0 0 0
t s L
ε + q(x,t) g(y, τ )z(y, τ ) dy d τ ds. (2.4.18)
0 0 0
Now an application of Theorem 2.2.4 part (a7 ) to (2.4.18) yields (2.4.17).
In order to establish the dependency of solutions on parameters, we consider the equations

t s L
u(x,t) = fi (x,t) + K(x,t, s, y, τ , u(y, τ )) dy d τ ds, (2.4.19)
0 0 0
for (x,t) ∈ D, i = 1, 2; where fi ∈ C(D, R), K ∈ C(D × I × D × R, 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) satisfies the condition (2.4.9),
(ii) for i = 1, 2 the functions ui ∈ C(D, R) are respectively the εi -approximate solutions of
(2.4.19) and let f (x,t) = | f1 (x,t) − f 2 (x,t)| + ε1 + ε2 .
Then
t s L

|u1 (x,t) − u2 (x,t)| f (x,t) + q(x,t) g(y, τ ) f (y, τ ) dy d τ ds
0 0 0
t s L

0 0 0
for (x,t) ∈ D.
Proof. Let z(x,t) = |u1 (x,t) − u2 (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) | f1 (x,t) − f2 (x,t)| + ε1 + ε2

t s L
+ |K(x,t, s, y, τ , u1 (y, τ )) − K(x,t, s, y, τ , u2 (y, τ ))|dy d τ ds
0 0 0
t s L
f (x,t) + q(x,t) g(y, τ )z(y, τ ) dy d τ ds. (2.4.21)
0 0 0
Applying Theorem 2.2.4 part (a7 ) 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

t s L
w(x,t) = f (x,t) + K(x,t, s, y, τ , w(y, τ )) dy d τ ds, (2.4.22)
0 0 0
for (x,t) ∈ D, where f ∈ C(D, R), K ∈ C(D × I × D × R, 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
t s L
|u(x,t) − w(x,t)| h(x,t) + q(x,t) g(y, τ )h(y, τ ) dy d τ ds
0 0 0
t s L

× exp g(y, τ )q(y, τ ) dy d τ ds (2.4.23)
0 0 0
holds for (x,t) ∈ D, where
h(x,t) = | f (x,t) − f (x,t)|

t η L
+ |K(x,t, η , z, σ , w(z, σ )) − K(x,t, η , z, σ , w(z, σ ))|dz d σ d η , (2.4.24)
0 0 0
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 s L
+ |K(x,t, s, y, τ , u(y, τ )) − K(x,t, s, y, τ , w(y, τ ))|dy d τ ds
0 0 0
| f (x,t) − f (x,t)|
t s L
+ |K(x,t, s, y, τ , u(y, τ )) − K(x,t, s, y, τ , w(y, τ ))|dy d τ ds
0 0 0
t s L
+ |K(x,t, s, y, τ , w(y, τ )) − K(x,t, s, y, τ , w(y, τ ))|dy d τ ds
0 0 0
t s L
h(x,t) + q(x,t) g(y, τ )|u(y, τ ) − w(y, τ )|dy d τ ds. (2.4.25)
0 0 0
Now applying Theorem 2.2.4 part (a7 ) 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
x s t
u(x,t) = h(x,t) + F(x,t, σ , τ , u(σ , τ )) d τ d σ ds, (2.4.26)
0 0 0
under some suitable conditions on the functions involved in (2.4.26) and using Theo-
rem 2.2.2 part (a4 ). 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

x y b
(Lu)(x, y, z) = F(x, y, z, s,t, r, u(s,t, r)) dr dt ds, (2.5.2)
0 0 a
∞ ∞ b
(Mu)(x, y, z) = H(x, y, z, s,t, r, u(s,t, r)) dr dt ds, (2.5.3)
0 0 a
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 field 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 defined in Section 2.3 and E3 = {(x, y, z, s,t, r) ∈ G2 : 0 s x < ∞, 0 t y < ∞,
z, r ∈ I}. Throughout, we assume that e ∈ C(G, R), F ∈ C(E3 × R, R), H ∈ C(G2 × R, R).
Let Ω be the space of functions φ ∈ C(G, R) which fulfil the condition
|φ (x, y, z)| = O(exp(λ (x + y + |z|))), (2.5.4)
for (x, y, z) ∈ G, where λ > 0 is a constant. In the space Ω we define the norm
|φ |Ω = sup [|φ (x, y, z)| exp(−λ (x + y + |z|))]. (2.5.5)

(x,y,z)∈G
It is easy to see that Ω with the norm defined in (2.5.5) is a Banach space and
|φ |Ω 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)|u − u|, (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)|u − u|, (2.5.8)
where p ∈ C(E3 , R+ ), q ∈ C(G2 , R+ ),

(j1 ) there exists a nonnegative constant α such that α < 1 and
x y b
p(x, y, z, s,t, r) exp(λ (s + t + |r|)) dr dt ds
0 0 a
∞ ∞ b
+ q(x, y, z, s,t, r) exp(λ (s + t + |r|)) dr dt ds
0 0 a
α exp(λ (x + y + |z|)), (2.5.9)
(j2 ) there exists a nonnegative constant β such that
|e(x, y, z) + (L0)(x, y, z) + (M0)(x, y, z)| β exp(λ (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 Ω.
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)|u − u|, (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)|u − u|, (2.5.12)
where q, f , c, g ∈ C(G, R+ ). Let α1 , D1 , A1 , B1 be as in Theorem 2.3.4 part (b7 ). Then the

equation (2.5.1) has at most one solution on G.
Proof. Let u1 (x, y, z) and u2 (x, y, z) be two solutions of equation (2.5.1). Then by using
the hypotheses, we have
|u1 (x, y, z) − u2 (x, y, z)|
x y b
|F(x, y, z, s,t, r, u1 (s,t, r)) − F(x, y, z, s,t, r, u2 (s,t, r))| dr dt ds
0 0 a
∞ ∞ b
+ |H(x, y, z, s,t, r, u1 (s,t, r)) − H(x, y, z, s,t, r, u2 (s,t, r))| dr dt ds
0 0 a
x y b
q(x, y, z) f (s,t, r)|u1 (s,t, r) − u2 (s,t, r)| dr dt ds
0 0 a
∞ ∞ b
+c(x, y, z) g(s,t, r)|u1 (s,t, r) − u2 (s,t, r)| dr dt ds. (2.5.13)
0 0 a
Here, it is easy to see that A1 (x, y, z) and D1 defined in (2.3.16) and (2.3.18) reduces to
A1 (x, y, z) = 0 and D1 = 0. Now a suitable application of Theorem 2.3.4 part (b7 ) to (2.5.13)
yields |u1 (x, y, z) − u2 (x, y, z)| 0, and hence u1 (x, y, z) = u2 (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 α1 , B1 be as in Theorem 2.3.4 part (b7 ) and
∞ ∞ b
1
D2 = g(s,t, r)A2 (s,t, r) dr dt ds, (2.5.16)
1 − α1 0 0 a
where A2 (x, y, z) is defined 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)| A2 (x, y, z) + D2 B1 (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 x y b
|u(x, y, z)| |e(x, y, z)| + |F(x, y, z, s,t, r, u(s,t, r))| dr dt ds
0 0 a
∞ ∞ b
+ |H(x, y, z, s,t, r, u(s,t, r))| dr dt ds
0 0 a
x y b
|e(x, y, z)| + q(x, y, z) f (s,t, r)|u(s,t, r)| dr dt ds
0 0 a
∞ ∞ b
+c(x, y, z) g(s,t, r)|u(s,t, r)| dr dt ds. (2.5.18)
0 0 a
Now, an application of Theorem 2.3.4 part (b7 ) to (2.5.18) yields (2.5.17).
(2.5.11), (2.5.12). Let α1 , B1 be as in Theorem 2.3.4 part (b7 ) and
x y b
e0 (x, y, z) = |F(x, y, z, s,t, r, e(s,t, r))| dr dt ds
0 0 a
∞ ∞ b
+ |H(x, y, z, s,t, r, e(s,t, r))| dr dt ds, (2.5.19)
0 0 a
∞ ∞ b
1
1 − α1 0 0 a
e0 (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)| A3 (x, y, z) + D3 B1 (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 y b
|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
0 0 a
x y b
+ |F(x, y, z, s,t, r, e(s,t, r))| dr dt ds
0 0 a
∞ ∞ b
+ |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 a
∞ ∞ b
+ |H(x, y, z, s,t, r, e(s,t, r))| dr dt ds
0 0 a
x y b
e0 (x, y, z) + q(x, y, z) f (s,t, r)|u(s,t, r) − e(s,t, r)| dr dt ds
0 0 a
∞ ∞ b
+c(x, y, z) g(s,t, r)|u(s,t, r) − e(s,t, r)| dr dt ds. (2.5.22)
0 0 a
Applying Theorem 2.3.4 part (b7 ) 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
x y b
v(x, y, z) = e(x, y, z) + F(x, y, z, s,t, r, v(s,t, r)) dr dt ds, (2.5.23)
0 0 a
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 α1 , B1 be
as in Theorem 2.3.4 part (b7 ) and
∞ ∞ b
p(x, y, z) = Qc(x, y, z) g(s,t, r) dr dt ds, (2.5.24)
0 0 a
∞ ∞ b
1
1 − α1 0 0 a
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)| A4 (x, y, z) + D4 B1 (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 y b
|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 a
∞ ∞ b
+ |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 a
∞ ∞ b
+ |H(x, y, z, s,t, r, v(s,t, r)) − H(x, y, z, s,t, r, 0)| dr dt ds
0 0 a
x y b
q(x, y, z) f (s,t, r)|u(s,t, r) − v(s,t, r)| dr dt ds
0 0 a
∞ ∞ b
+c(x, y, z) g(s,t, r)|u(s,t, r) − v(s,t, r)| dr dt ds
0 0 a
∞ ∞ b
+c(x, y, z) g(s,t, r) |v(s,t, r)| dr dt ds
0 0 a
x y b
p(x, y, z) + q(x, y, z) f (s,t, r)|u(s,t, r) − v(s,t, r)| dr dt ds
0 0 a
∞ ∞ b
+c(x, y, z) g(s,t, r)|u(s,t, r) − v(s,t, r)| dr dt ds. (2.5.27)
0 0 a
Applying Theorem 2.3.4 part (b7 ) 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) defined in (2.5.2) is replaced by
∞ ∞ b
F(x, y, z, s,t, r, u(s,t, r)) dr dt ds,
x y a
or
x ∞ b
F(x, y, z, s,t, r, u(s,t, r)) dr dt ds.
0 y a
Furthermore, one can formulate results on the continuous dependence of solutions and ε -
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 fill in where needed.
2.6 Hyperbolic-type Fredholm integrodifferential equation
In this section we shall be concerned with the hyperbolic type Fredholm integrodifferential
equation
D2 D2 u(x, y, z) = F(x, y, z, u(x, y, z), D1 u(x, y, z), D2 u(x, y, z), (Hu)(x, y, z)), (2.6.1)
with the given data
u(x, 0, z) = σ (x, z), u(0, y, z) = τ (y, z), (2.6.2)
for x, y ∈ R+ , z ∈ I = [a, b] ⊂ R (a < b), where

b
(Hu)(x, y, z) = K(x, y, z, r, u(x, y, r), D1 u(x, y, r), D2 u(x, y, r)) dr,
a
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(G × R4 , R),
K ∈ C(G × I × R3 , R), σ , σx , τ , τy ∈ C(R+ × I, R), in which G is defined 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, D1 u, D2 u ∈ C(G, R), we denote by
|u(x, y, z)|0 = |u(x, y, z)| + |D1 u(x, y, z)| + |D2 u(x, y, z)|. Let V be the space of functions
u, D1 u, D2 u ∈ C(G, R) which fulfil the condition

|u(x, y, z)|0 = O exp(λ (x + y + |z|)) , (2.6.3)
for (x, y, z) ∈ G, where λ > 0 is a constant. In the space V we define the norm
|u|V = sup [|u(x, y, z)|0 exp(−λ (x + y + |z|))]. (2.6.4)

(x,y,z)∈G
It is easy to see that V with norm defined 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, u1 , u2 , u3 , u4 ) − F(x, y, z, u1 , u2 , u3 , u4 )|
L(x, y, z) [|u1 − u1 | + |u2 − u2 | + |u3 − u3 | + |u4 − u4 |] , (2.6.6)
|K(x, y, z, r, u1 , u2 , u3 ) − K(x, y, z, r, u1 , u2 , u3 )|
M(x, y, z, r)[|u1 − u1 | + |u2 − u2 | + |u3 − u3 |], (2.6.7)
where L ∈ C(G, R+ ), M ∈ C(G × I, R+ ),

( j1 ) there exist nonnegative constants αi (i = 1, 2, 3) such that
x y
P(s,t, z) dt ds α1 exp(λ (x + y + |z|)), (2.6.8)
0 0
y
P(x,t, z) dt α2 exp(λ (x + y + |z|)), (2.6.9)
0
x
P(s, y, z) ds α3 exp(λ (x + y + |z|)), (2.6.10)
0
where
b

P(x, y, z) = L(x, y, z) exp(λ (x + y + |z|)) + M(x, y, z, r) exp(λ (x + y + |r|))dr ,
a
(j2 ) there exist nonnegative constants βi (i = 1, 2, 3) such that

x y
|σ (x, z) + τ (y, z) − σ (0, z)| + |F(s,t, z, 0, 0, 0, (H0)(s,t, z))|dt ds
0 0
β1 exp(λ (x + y + |z|)), (2.6.11)
y
|σx (x, z)| + |F(x,t, z, 0, 0, 0, (H0)(x,t, z))|dt β2 exp(λ (x + y + |z|)), (2.6.12)
0x
|τy (y, z)| + |F(s, y, z, 0, 0, 0, (H0)(s, y, z))|ds β3 exp(λ (x + y + |z|)), (2.6.13)
0
where σ , τ are as in (2.6.2).
If α = α1 + α2 + α3 < 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 define the operator T by
(Tu)(x, y, z) = σ (x, z) + τ (y, z) − σ (0, z)

x y
+ F(s,t, z, u(s,t, z), D1 u(s,t, z), D2 u(s,t, z), (Hu)(s,t, z)) dt ds. (2.6.14)
0 0
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 fulfilled. From (2.6.14), hypotheses and (2.6.5), we have
|(Tu)(x, y, z)| |σ (x, z) + τ (y, z) − σ (0, z)|

x y
+ |F(s,t, z, u(s,t, z), D1 u(s,t, z), D2 u(s,t, z), (Hu)(s,t, z))
0 0
−F(s,t, z, 0, 0, 0, (H0)(s,t, z))|dt ds

x y
+ |F(s,t, z, 0, 0, 0, (H0)(s,t, z))|dt ds
0 0
β1 exp(λ (x + y + |z|))
x y b
+ L(s,t, z) |u(s,t, z)|0 + M(s,t, z, r)|u(s,t, r)|0 dr dt ds
0 0 a
x y
β1 exp(λ (x + y + |z|)) + |u|V P(s,t, z) dt ds
0 0
[β1 + N α1 ] exp(λ (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
y
|D1 (Tu)(x, y, z)| |σx (x, z)| + |F(x,t, z, u(x,t, z), D1 u(x,t, z), D2 u(x,t, z), (Hu)(x,t, z))
0
y
−F(x,t, z, 0, 0, 0, (H0)(x,t, z))|dt + |F(x,t, z, 0, 0, 0, (H0)(x,t, z))|dt
0
y
β2 exp(λ (x + y + |z|)) + |u|V P(x,t, z) dt
0
[β2 + N α2 ] exp(λ (x + y + |z|)). (2.6.16)
Similarly, we obtain
|D2 (Tu)(x, y, z)| [β3 + N α3 ] exp(λ (x + y + |z|)). (2.6.17)
From (2.6.15)–(2.6.17), we observe that
|Tu|V [β1 + β1 + β1 + N α ].
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) − (T u)(x, y, z)|

x y
|F(s,t, z, u(s,t, z), D1 u(s,t, z), D2 u(s,t, z), (Hu)(s,t, z))
0 0
−F(s,t, z, u(s,t, z), D1 u(s,t, z), D2 u(s,t, z), (Hu)(s,t, z))|dt ds

x y
|u − u|V P(s,t, z) dt ds
0 0
|u − u|V α1 exp(λ (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

D1 (Tu)(x, y, z) − D1 (T u)(x, y, z) |u − u|V α2 exp(λ (x + y + |z|)) (2.6.19)
and
|D2 (Tu)(x, y, z) − D2 (T u)(x, y, z)| |u − u|V α3 exp(λ (x + y + |z|)). (2.6.20)
From (2.6.18)–(2.6.20), we obtain
|Tu − T u|V α |u − u|V . (2.6.21)
Since α < 1, from (2.6.21), it follows from Banach fixed point theorem (see [51, p. 372])
that T has a unique fixed point in V . The fixed 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 fixed 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])
D2 D1 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

b
(hu)(x, y, z) = k(x, y, z, r, u(x, y, r)) dr,
a
f ∈ C(G × R2 , R), k ∈ C(G × I × 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)|u − u| + |v − v|, (2.6.23)
|k(x, y, z, r, u) − k(x, y, z, r, u)| q(x, y, z, r)|u − u|, (2.6.24)
where p ∈ C(G, R+ ), q ∈ C(G × I, R+ ) and

∞ ∞
p(s,t, z) dt ds < ∞,
0 0
∞ ∞ b
q(s,t, z, r)H(s,t, r) dr dt ds < ∞, (2.6.25)
0 0 a
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 u1 (x, y, z) and u2 (x, y, z) be two solutions of problem (2.6.22)–(2.6.2) on G.

Using these facts and the hypotheses, we have
x y
|u1 (x, y, z) − u2 (x, y, z)| f (s,t, z, u1 (s,t, z), (hu1 )(s,t, z))
0 0

− f (s,t, z, u2 (s,t, z), (hu2 )(s,t, z))dt ds
x y
p(s,t, z)|u1 (s,t, z) − u2 (s,t, z)| + |(hu1 )(s,t, z) − (hu2 )(s,t, z| dt ds
0 0
x y
b

p(s,t, z)|u1 (s,t, z) − u2 (s,t, z)| + q(s,t, z, r)|u1 (s,t, r) − u2 (s,t, r)|dr dt ds.
0 0 a
(2.6.26)
Now an application of Theorem 2.3.5 (when c = 0) to (2.6.26) yields |u1 (x, y, z) −
u2 (x, y, z)| 0, which implies u1 (x, y, z) = u2 (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, σ , τ 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)
|σ (x, z) + τ (y, z) − σ (0, z)| c, (2.6.29)
where p ∈ C(G, R+ ), q ∈ C(G × I, 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
x y b
|u(x, y, z)| cH(x, y, z) exp q(s,t, z, r)H(s,t, r) dr dt ds , (2.6.30)
0 0 a
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
x y
|u(x, y, z)| |σ (x, z) + τ (y, z) − σ (0, z)| + | f (s,t, z, u(s,t, z), (hu)(s,t, z))|dt ds
0 0
x y b
c+ p(s,t, z)|u(s,t, z)| + q(s,t, z, r)|u(s,t, r)|dr dt ds. (2.6.31)
0 0 a
Applying Theorem 2.3.5 to (2.6.31) yields (2.6.30).
The following theorem deals 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) = σ (x, z), v(0, y, z) = τ (x, z), (2.6.32)

respectively, where σ , τ , σ x , τ y ∈ C(R+ × I, R) and

σ (x, z) + τ (y, z) − σ (0, z) − {σ (x, z) + τ (y, z) − σ (0, z)} d, (2.6.33)
where d 0 is a constant. Then

x y b

|u(x, y, z) − v(x, y, z)| dH(x, y, z) exp q(s,t, z, r)H(s,t, r)dr dt ds , (2.6.34)
0 0 a
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)| |σ (x, z) + τ (y, z) − σ (0, z) − {σ (x, z) + τ (y, z) − σ (0, z)}|
x y
+ | 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
0 0
x y
d+ p(s,t, z)|u(s,t, z) − v(s,t, z)|
0 0
b
+ q(s,t, z, r)|u(s,t, r) − v(s,t, r)|dr dt ds. (2.6.35)
a
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 2.6.2–2.6.4 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 Haçia and Kaczmarek [41]
(h1 ) Let u, w, a, b ∈ C(E, R+ ) and b(x, y) > 0. If u(x, y) satisfies

x y
u(x, y) w(x, y) + b(x, y) a(s,t)u(s,t) ds dt,
0 0
then
x y

u(x, y) b(x, y)h(x, y) exp a(s,t)b(s,t) ds dt ,
0 0
where

w(s,t)
h(x, y) = sup : 0 s x, 0 t y .
b(s,t)
(h2 ) Let u, w ∈ C(E, R+ ), K ∈ C(E2 , R+ ) and
p(x, y) = sup K(x, y, s,t) > 0.
0sx
0ty
If u(x, y) satisfies
x y
u(x, y) w(x, y) + K(x, y, s,t)u(s,t) ds dt,
0 0
then

x y
w(s,t)
u(x, y) p(x, y) sup : 0 s x, 0 t y exp p(s,t) ds dt .
p(s,t) 0 0
2.7.2 Haçia [40]
(h3 ) Let f be a continuous function in D = {(x,t) : a x b, t 0} and K be nonnegative

and continuous in Ω = {(x,t, y, s) : a x, y b, 0 s t < ∞}. If the continuous function u
satisfies the inequality
t b
u(x,t) f (x,t) + K(x,t, y, s)u(y, s) dy ds,
0 a
t b
u(x,t) f (x,t) + r(x,t, y, s) f (y, s) dy ds,
0 a
where
∞
r(x,t, y, s) = ∑ Kn (x,t, y, s),
n=0
is the resolvent kernel defined by formulas
K0 (x,t, y, s) = K(x,t, y, s),
t b
Kn (x,t, y, s) = K(x,t, p, q)Kn−1 (p, q, y, s) d p dq,
s a
for n = 1, 2, . . ..
(h4 ) Let u, f , A, B be continuous in D and A · B is nonnegative. If u satisfies the inequality

t b
u(x,t) f (x,t) + A(x,t) B(y, s)u(y, s) dy ds,
0 a
t b t b

u(x,t) f (x,t) + A(x,t) B(y, s) exp A(z, τ )B(z, τ ) dz d τ f (y, s) dy ds,
0 a s a
for (x,t) ∈ D.
2.7.3 Haçia [40]
Consider the following nonlinear integral equation of the Volterra-Fredholm-type

t b
u(x,t) = f (x,t) + K(x,t, y, s, u(y, s)) dy ds, (2.7.1)
0 a
with assumptions:
(γ1 ) f and K are continuous in D and Ω × R respectively,
(γ2 ) |K(x,t, y, s, u)| B(y, s)|u|,
(γ3 ) |K(x,t, y, s, u) − K(x,t, y, s, u)| B(y, s)|u − u|,
where B is continuous and integrable in D.
(h5 ) If assumptions (γ1 ) and (γ2 ) are satisfied, then a solution u(x,t) of equation (2.7.1) is
bounded in D and
t b

|u(x,t)| ψ (t) exp B(y, s) dy ds ,
0 a
where ψ (t) = sup{| f (x,t)| : a x b, 0 s t}.
(h6 ) If assumptions (γ1 ) and (γ3 ) are satisfied, then the equation (2.7.1) has at most one
solution, which is stable.

x s t
u(x,t) = h(x,t) + F(x,t, σ , τ , u(σ , τ )) d τ d σ ds, (2.7.2)
0 0 0
where h ∈ C(R2+ , R), F ∈ C(R4+ × R, R) and u is the unknown function.
(h7 ) Suppose that the functions F, h in equation (2.7.2) satisfy the conditions
|F(x,t, σ , τ , u) − F(x,t, σ , τ , v)| q(x,t)r(σ , τ )|u − v|, (2.7.3)

x s t

h(x,t) + F(x,t, σ , τ , 0) d τ d σ ds p(x,t),
0 0 0

where p, q, r ∈ C(R2+ , R+ ). If u(x,t) is any solution of equation (2.7.2) for (x,t) ∈ R2+ ,
then
x s t

|u(x,t)| p(x,t) + q(x,t) r(σ , τ )p(σ , τ ) d τ d σ ds
0 0 0
x s t

× exp r(σ , τ )q(σ , τ ) d τ d σ ds ,
0 0 0
for (x,t) ∈ R2+ .

(h8 ) Let ui (x,t) (i = 1, 2) be respectively εi -approximate solutions of equation (2.7.2) for

(x,t) ∈ R2+ i.e.,

x s t

ui (x,t) − h(x,t) + F(x,t, σ , τ , u ( σ , τ )) d τ d σ ds εi ,
0 0 0
i
for (x,t) ∈ R2+ . Suppose that the function F in equation (2.7.2) satisfies the condition
(2.7.3). Then
x s t

|u1 (x,t) − u2 (x,t)| (ε1 + ε2 ) 1 + q(x,t) r(σ , τ ) d τ d σ ds
0 0 0
x s t

× exp r(σ , τ )q(σ , τ ) d τ d σ ds ,
0 0 0
for (x,t) ∈ R2+ .

x y b
u(x, y, z) = h(x, y, z) + F(x, y, z, s,t, r, u(s,t, r)) dr dt ds, (2.7.4)
0 0 a
for (x, y, z) ∈ G, where h ∈ C(G, R), F ∈ C(G2 × R, R) and G is as defined in section 2.3.
(h9 ) Suppose that the function F in equation (2.7.4) satisfies 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)|u − v|, (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

x y b
|u(x, y, z) − h(x, y, z)| d(x, y, z) + q(x, y, z) f (s,t, r) d(s,t, r) dr dt ds
0 0 a
x y b

× exp f (s,t, r)q(s,t, r) dr dt ds ,
0 0 a
x y b
d(x, y, z) = |F(x, y, z, s,t, r, h(s,t, r))| dr dt ds.
0 0 a
(h10 ) Suppose that the function F in equation (2.7.4) satisfies the condition (2.7.5). Then
for every given solution v ∈ C(G, R) of equation
x y b
v(x, y, z) = g(x, y, z) + L(x, y, z, s,t, r, v(s,t, r)) dr dt ds,
0 0 a
where g ∈ C(G, R), L ∈ C(G2 × 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)]

x y b

+q(x, y, z) f (s,t, r)[h(s,t, r) + d(s,t, r)] dr dt ds
0 0 a
x y b

0 0 a
holds for (x, y, z) ∈ G, in which
h(x, y, z) = |h(x, y, z) − g(x, y, z)|,
x y b
d(x, y, z) = |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,
0 0 a
for (x, y, z) ∈ G.
(h11 ) Let u, p, q ∈ C(G, R+ ) and L ∈ C (G × R+ , R+ ) be such that

0 L(x, y, z, u) − L(x, y, z, v) M(x, y, z, v)(u − v), (2.7.6)
for u v 0, where M ∈ C(G × R+ , R+ ) and G is as defined in section 2.3. If
x y b
u(x, y, z) p(x, y, z) + q(x, y, z) L(s,t, r, u(s,t, r)) dr dt ds,
0 0 a
x y b

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

× exp M(s,t, r, p(s,t, r))q(s,t, r) dr dt ds ,
0 0 a
for (x, y, z) ∈ G.
(h12 ) Let u, f , g ∈ C(G, R+ ) and L is as defined in (h11 ), which verifies the condition (2.7.6)
and k 0 is a real constant. If
x y b
u (x, y, z) k + 2
2 2
[ 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,
0 0 a
x y b

u(x, y, z) n(x, y) + f (s,t, r)L(s,t, r, n(s,t)) dr dt ds
0 0 a
x y b

× exp f (s,t, r)M(s,t, r, n(s,t)) dr dt ds ,
0 0 a
for (x, y, z) ∈ G, where M ∈ C(G × R+ , R+ ) and
x y b
n(x, y) = k + g(σ , τ , η ) d η d τ d σ ,
0 0 a
for x, y ∈ R+ .
(h13 ) Let u, p, q, c, f , g ∈ C(G, R+ ) and suppose that

x ∞ b
0 y a
∞ ∞ b
+c(x, y, z) g(s,t, r)u(s,t, r) dr dt ds,
0 0 a
for (x, y, z) ∈ G, where G is as defined in section 2.3. If
∞ ∞ b
α3 = g(s,t, r)B3 (s,t, r) dr dt ds < 1,
0 0 a
then
u(x, y, z) A3 (x, y, z) + D3 B3 (x, y, z),

x ∞ b

0 y a
x ∞ b

0 y a
x ∞ b

0 y a
x ∞ b

0 y a
and
∞ ∞ b
1
D3 = g(s,t, r)A3 (s,t, r) dr dt ds.
1 − α3 0 0 a
(h14 ) Let u, p, c, g ∈ C(G, R+ ) and suppose that
∞ ∞ b
u(x, y, z) p(x, y, z) + c(x, y, z) g(s,t, r)u(s,t, r) dr dt ds,
0 0 a
∞ ∞ b
α0 = g(s,t, r)c(s,t, r) dr dt ds < 1,
0 0 a
then

∞ ∞ b
1
u(x, y, z) p(x, y, z) + c(x, y, z) g(s,t, r)p(s,t, r) dr dt ds ,
1 − α0 0 0 a
for (x, y, z) ∈ G.
Consider the following integral equation

x ∞ b
u(x, y, z) = h(x, y, z) + F(x, y, z, s,t, r, u(s,t, r)) dr dt ds, (2.7.7)
0 y a
with assumptions
(δ1 ) h ∈ C(G, R), F ∈ C(G2 × R, R),
(δ2 ) |F(x, y, z, s,t, r, u)| q(x, y, z) f (s,t, r)|u|,
(δ3 ) |F(x, y, z, s,t, r, u) − F(x, y, z, s,t, r, v)| q(x, y, z) f (s,t, r)|u − v|,
where q, f ∈ C(G, R+ ) and G is as defined in section 2.3.
(h15 ) Suppose that the assumptions (δ1 ) and (δ2 ) are satisfied. If u(x, y, z) is any solution
of equation (2.7.7) on G, then
x ∞ b

|u(x, y, z)| |h(x, y, z)| + q(x, y, z) f (s,t, r)|h(s,t, r)| dr dt ds
0 y a
x ∞ b

0 y a
for (x, y, z) ∈ G.
(h16 ) If assumptions (δ1 ) and (δ3 ) are satisfied, 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
reader’s 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
t
u(t, x) = f (t, x) + k(t, x, s, y)g(u(s, y)) dy ds, (3.1.1)
0 B
where B is a bounded domain in Rn , 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 field.
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 Rn defined by

n
B = ∏ [ai , bi ] (ai < bi ),
i=1
x = (x1 , . . . , xn ) (xi ∈ R) is a variable point in B and dx = dx1 · · · dxn .

For any continuous function z : B → R, we denote by B z(x) dx the n-fold integral
bn b1
··· z(x1 , . . . , xn ) dx1 · · · dxn .
an a1
Let D0 = R+ × B, Ω = {(t, x, s, y) : 0 s t < ∞; x, y ∈ B} and denote by D1 h(t, x, s, y)

the partial derivative of a function h(t, x, s, y) defined on Ω with respect to the first variable.
The first theorem deals with the inequalities given in [99].
Theorem 3.2.1. Let u, p, q, f ∈ C (D0 , R+ ).

(c1 ) Let L ∈ C (D0 × R+ , R+ ) be such that
0 L(t, x, u) − L (t, x, v) M (t, x, v) (u − v), (3.2.1)
for u v 0, where M ∈ C (D0 × R+ , R+ ). If

t
u(t, x) p(t, x) + q(t, x) L(s, y, u(s, y)) dy ds, (3.2.2)
0 B
for (t, x) ∈ D0 , then

t
u(t, x) p(t, x) + q(t, x) L(s, y, p(s, y))
0 B
t
× exp M(τ , z, p(τ , z))q(τ , z) dz d τ dy ds, (3.2.3)
s B
for (t, x) ∈ D0 .
(c2 ) If
t
u(t, x) p(t, x) + q(t, x) f (s, y)u(s, y) dy ds, (3.2.4)
0 B

t
u(t, x) p(t, x) + q(t, x) f (s, y)p(s, y)
0 B
t
× exp f (τ , z)q(τ , z) dz d τ dy ds, (3.2.5)
s B
for (t, x) ∈ D0 .
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(D0 , R+ ).

(c3 ) If
t
u(t, x) p(t, x) + q(t, x) [ f (s, y)u(s, y) + g(s, y)] dy ds, (3.2.6)
0 B

t
u(t, x) p(t, x) + q(t, x) [ f (s, y)p(s, y) + g(s, y)]
0 B
t
s B
for (t, x) ∈ D0 .
(c4 ) Let c 0 and 0 < α < 1 be real constants. If
t
u(t, x) c + [ f (s, y)u(s, y) + g(s, y)uα (s, y)]dy ds, (3.2.8)
0 B

t t
u(t, x) exp f (τ , z)dz d τ c1−α + (1 − α ) g(s, y)
0 B 0 B
s 1
1−α
× exp −(1 − α ) f (τ , z)dz d τ dy ds , (3.2.9)
0 B
for (t, x) ∈ D0 .
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 α = 1, 1 < α < ∞ 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
t
u(t, x) c exp f (τ , z) dz d τ , (3.2.10)
0 B
and
t 1
1−α
u(t, x) c1−α + (1 − α ) g(s, y) dy ds , (3.2.11)
0 B
for (t, x) ∈ D0 .
Theorem 3.2.3. Let u, f , g ∈ C(D0 , R+ ) and k 0, c 1, β > 1 be real constants.

(c5 ) If
t
uβ (t, x) kβ + β f (s, y)u(s, y) + g(s, y)uβ (s, y) dy ds, (3.2.12)
0 B
t t
u(t, x) exp g(τ , z) dz d τ kβ −1 + (β − 1) f (s, y)
0 B 0 B
s 1
β −1
× exp −(β − 1) g(τ , z) dz d τ dy ds , (3.2.13)
0 B
for (t, x) ∈ D0 .
(c6 ) If u ∈ C(D0 , R1 ) and
t
u(t, x) c + f (s, y)u(s, y) log u(s, y) dy ds, (3.2.14)
0 B
t
u(t, x) cexp( 0 B f (s,y) dy ds)
, (3.2.15)
for (t, x) ∈ D0 .
Remark 3.2.2. If we take g = 0 in (3.2.12), then the bound obtained in (3.2.13) reduces
to
t 1
β −1
u(t, x) kβ −1 + (β − 1) f (s, y) , (3.2.16)
0 B
for (t, x) ∈ D0 . By taking g = 0 and β = 2 in part (c5 ), 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(D0 , R+ ).

(c7 ) Suppose that
t
u(t, x) p(t, x) + q(t, x) f (s, y)u(s, y) dy ds
0∞ B
+ r(t, x) g(s, y)u(s, y) dy ds, (3.2.17)
0 B
for (t, x) ∈ D0 . If
∞
d= g(s, y)K2 (s, y) dy ds < 1, (3.2.18)
0 B
then
u(t, x) K1 (t, x) + DK2 (t, x), (3.2.19)

for (t, x) ∈ D0 , where

t
K1 (t, x) = p(t, x) + q(t, x) f (s, y)p(s, y)
0 B
t
s B
t
K2 (t, x) = r(t, x) + q(t, x) f (s, y)r(s, y)
0 B
t
s B
and
∞
1
D= g(s, y)K1 (s, y) dy ds. (3.2.22)
1−d 0 B
(c8 ) Suppose that
∞
u(t, x) p(t, x) + r(t, x) g(s, y)u(s, y) dy ds, (3.2.23)
0 B
for (t, x) ∈ D0 . If
∞
d0 = g(s, y)r(s, y) dy ds < 1, (3.2.24)
0 B
then

∞
1
u(t, x) p(t, x) + r(t, x) g(s, y)p(s, y) dy ds , (3.2.25)
1 − d0 0 B
for (t, x) ∈ D0 .
Remark 3.2.3. By taking g = 0 in Theorem 3.2.4 part (c7 ), we get the inequality given in
Theorem 3.2.1 part (c2 ).
The next two theorems deal with the integral inequalities established in [116].
Theorem 3.2.5. Let u ∈ C(D0 , R+ ), k, D1 k ∈ C(Ω, R+ ) and c 0 is a real constant.

(c9 ) If
t
u(t, x) c + k(t, x, s, y)u(s, y) dy ds, (3.2.26)
0 B
t

u(t, x) c exp A(σ , x) d σ , (3.2.27)
0

t
A(t, x) = k(t, x,t, y) dy + D1 k(t, x, s, y) dy ds, (3.2.28)
B 0 B
for (t, x) ∈ D0 .
(c10 ) Let g ∈ C(R+ , R+ ) be a nondecreasing function, g(u) > 0 on (0, ∞). If
t
u(t, x) c + k(t, x, s, y)g(u(s, y)) dy ds, (3.2.29)
0 B
for (t, x) ∈ D0 , then for 0 t t1 ; t, t1 ∈ R+ , x ∈ B,
t
u(t, x) W −1 W (c) + A(σ , x) d σ , (3.2.30)
0
where
r
ds
W (r) = , r > 0, (3.2.31)
r0 g(s)
r0 > 0 is arbitrary and W −1 is the inverse of W and A(t, x) is given by (3.2.28) and t1 ∈ R+
is chosen so that
t
W (c) + A(σ , x) d σ ∈ Dom W −1 ,
0
for all t ∈ R+ lying in the interval 0 t t1 and x ∈ B.
Theorem 3.2.6. Let u ∈ C(D0 , R+ ); k, D1 k ∈ C(Ω, R+ ) and c 0 is a real constant.

(c11 ) If
t
u2 (t, x) c + k(t, x, s, y)u(s, y) dy ds, (3.2.32)
0 B
t
√ 1
u(t, x) c+ A(σ , x) d σ , (3.2.33)
2 0
for (t, x) ∈ D0 , where A(t, x) is given by (3.2.28).
(c12 ) Let g(u) be as in part (c10 ). If
t
u2 (t, x) c + k(t, x, s, y)u(s, y)g(u(s, y)) dy ds, (3.2.34)
0 B

√ 1 t
u(t, x) W −1 W c + A(σ , x) d σ , (3.2.35)
2 0
where W, W −1 , A(t, x) are as in part (c10 ) and t2 ∈ R+ is chosen so that
√ 1 t
W c + A(σ , x) d σ ∈ Dom W −1 ,
2 0
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(D0 , R+ ).

(c13 ) If
u(t, x) p(t, x)
t
s

+q(t, x) f (s, y) u(s, y) + q(s, y) g(τ , z)u(τ , z) dz d τ dy ds, (3.2.36)
0 B 0 B

t
u(t, x) p(t, x) + q(t, x) p(s, y) [ f (s, y) + g(s, y)]
0 B
t
× exp q(τ , z)[ f (τ , z) + g(τ , z)]dz d τ dy ds, (3.2.37)
s B
for (t, x) ∈ D0 .
(c14 ) If
u(t, x) p(t, x)
t s
τ σ

+q(t, x) f (τ , y) u(τ , y) + q(τ , y) g(ξ , z)u(ξ , z) dz d ξ dy d τ , (3.2.38)
0 0 B 0 0 B

t s
u(t, x) p(t, x) + q(t, x) p(τ , y)[ f (τ , y) + g(τ , y)]dy d τ
0 0 B
t s
× exp q(τ , y)[ f (τ , y) + g(τ , y)]dy d τ , (3.2.39)
0 0 B
for (t, x) ∈ D0 .
Proofs of Theorems 3.2.1–3.2.7. The proofs resemble one another, we give the details for
(c1 ), (c3 ), (c5 ), (c7 ), (c9 ), (c11 ), (c13 ) only; the proofs of other inequalities can be completed
by following the proofs of the above inequalities, see also [82,87].
(c1 ) Setting

e(s) = L(s, y, u(s, y)) dy, (3.2.40)
B
t
u(t, x) p(t, x) + q(t, x) e(s) ds. (3.2.41)
0
Define
t
m(t) = e(s) ds, (3.2.42)
0
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) = L(t, y, u(t, y)) dy L(t, y, p(t, y) + q(t, y)m(t)) dy
B 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 + L(t, y, p(t, y)) dy
B
B
= m(t) M(t, y, p(t, y))q(t, y) dy + L(t, y, p(t, y)) dy. (3.2.44)
B B
The inequality (3.2.44) implies (see [82, Theorem 1.3.2])
t t
m(t) L(s, y, p(s, y)) exp M(τ , z, p(τ , z))q(τ , z) dz d τ dy ds, (3.2.45)
0 B s B
for (t, x) ∈ D0 . Using (3.2.45) in (3.2.43), we get the required inequality in (3.2.3).
(c3 ) Setting

e1 (s) = [ f (s, y)u(s, y) + g(s, y)]dy,
B
and following the proof of part (c1 ) with suitable changes we get the required inequality in
(3.2.7).
(c5 ) Introducing the notation

e2 (s) = f (s, y)u(s, y) + g(s, y)uβ (s, y) dy, (3.2.46)
B
in (3.2.12), we get
t
uβ (t, x) kβ + β e2 (s) ds.
0
Let k > 0 and define
t
z(t) = kβ + β e2 (s), (3.2.47)
0
then z(0) = kβ and
uβ (t, x) z(t), (3.2.48)
for (t, x) ∈ D0 . From (3.2.47), (3.2.46), (3.2.48), we observe that
z (t) = β e2 (t)

=β f (t, y)u(t, y) + g(t, y)uβ (t, y) dy
B 1
β f (t, y)(z(t)) β + g(t, y)z(t) dy
B
1
= β z(t) g(t, y) dy + (z(t)) β f (t, y) dy . (3.2.49)
B B

t t
z(t) exp β g(τ , z) dz d τ kβ −1 + (β − 1) f (s, y)
0 B 0 B
s β
β −1
× exp −(β − 1) g(τ , z) dz d τ dy ds . (3.2.50)
0 B
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 + ε instead of k, where ε > 0 is an arbitrary small constant, and
then pass to the limit as ε → 0 to obtain (3.2.13).
(c7 ) Let
t
w(t) = f (s, y)u(s, y) dy ds, (3.2.51)
0 ∞ B
λ= g(s, y)u(s, y) dy ds, (3.2.52)
0 B
u(t, x) p(t, x) + q(t, x)w(t) + r(t, x)λ . (3.2.53)
Introducing the notation

e3 (s) = f (s, y)u(s, y) dy, (3.2.54)
B
in (3.2.51), we get
t
w(t) = e3 (s) ds. (3.2.55)
0
From (3.2.55), (3.2.54) and (3.2.53), we have

w (t) = e3 (t) = f (t, y)u(t, y) dy f (t, y)[p(t, y) + q(t, y)w(t) + r(t, y)λ ]dy
B B

= w(t) f (t, y)q(t, y) dy + f (t, y) [p(t, y) + r(t, y)λ ] dy. (3.2.56)
B B
t t
w(t) f (s, y)[p(s, y) + r(s, y)λ ] exp f (τ , z)q(τ , z) dz d τ dy ds
0 B s B
t t
= f (s, y)p(s, y) exp f (τ , z)q(τ , z) dz d τ dy ds
0 B s B
t t
+λ f (s, y)r(s, y) exp f (τ , z)q(τ , z) dz d τ dy ds. (3.2.57)
0 B s B
From (3.2.53) and (3.2.57), we get
u(t, x) p(t, x) + q(t, x)


t t
× f (s, y)p(s, y) exp f (τ , z)q(τ , z) dz d τ dy ds
0 B s B
t t
+λ f (s, y)r(s, y) exp f (τ , z)q(τ , z) dz d τ dy ds + r(t, x)λ
0 B s B
= K1 (t, x) + λ K2 (t, x). (3.2.58)

∞
λ g(s, y)[K1 (s, y) + λ K2 (s, y)]dy ds,
0 B
which implies
λ D. (3.2.59)
Using (3.2.59) in (3.2.58), we get (3.2.19).
(c9 ) Setting

E(t, s) = k(t, x, s, y)u(s, y) dy, (3.2.60)
B
for every x ∈ B, the inequality (3.2.26) can be restated as
t
u(t, x) c + E(t, s) ds. (3.2.61)
0
Define
t
z(t) = c + E(t, s) ds, (3.2.62)
0
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
t
z (t) = E (t,t) + D1 E (t, s) ds
0
t

= k(t, x,t, y)u(t, y) dy + D1 k(t, x, s, y)u(s, y) dy ds
B 0 B
t
k(t, x,t, y)z(t) dy + D1 k(t, x, s, y)z(s) dy ds
B 0 B
A(t, x)z(t). (3.2.64)
The inequality (3.2.64) implies

t

z(t) c exp A(σ , x) d σ . (3.2.65)
0
(c11 ) Let E(t, s) be given by (3.2.60). Then (3.2.32) can be restated as

t
u2 (t, x) c + E (t, s) ds. (3.2.66)
0
Let c > 0 and define 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 (c9 ), we get

z (t) A(t, x) z(t). (3.2.67)

t
√ 1
z(t) c+ A(σ , x) d σ . (3.2.68)
2 0

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 (c5 ).
(c13 ) Introducing the notation

s
E0 (s) = f (s, y) u(s, y) + q(s, y) g(τ , z)u(τ , z) dz d τ dy, (3.2.69)
B 0 B

t
u(t, x) p(t, x) + q(t, x) E0 (s) ds. (3.2.70)
0
Define
t
m(t) = E0 (s) ds, (3.2.71)
0
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) ∈ D0 . From (3.2.71), (3.2.69) and (3.2.72), we observe that

t
m (t) = E0 (t) = f (t, y) u(t, y) + q(t, y) g(τ , z)u(τ , z) dz d τ dy
B 0 B

f (t, y) p(t, y) + q(t, y)m(t)
B
t

+q(t, y) g(τ , z)[p(τ , z) + q(τ , z)m(τ )]dz d τ dy, (3.2.73)
0 B
for t ∈ R+ Introducing the notation

r(τ ) = g(τ , z) [p(τ , z) + q(τ , z)m(τ )] dz, (3.2.74)
B
the inequality (3.2.73) can be written as

t
m (t) f (t, y) p(t, y) + q(t, y) m(t) + r(τ ) d τ dy, (3.2.75)
B 0
for t ∈ R+ . Define
t
v(t) = m(t) + r(τ ) d τ , (3.2.76)
0
then m(t) v(t), v(0) = m(0) = 0 and

m (t) f (t, y) [p(t, y) + q(t, y)v(t)]dy. (3.2.77)
B
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)

f (t, y)[p(t, y) + q(t, y)v(t)]dy + g(t, z)[p(t, z) + q(t, z)m(t)]dz
B
B
v(t) q(t, y)[ f (t, y) + g(t, y)]dy + p(t, y)[ f (t, y) + g(t, y)]dy. (3.2.78)
B B
t
v(t) p(s, y)[ f (s, y) + g(s, y)]
0 B
t
× exp q(τ , z)[ f (τ , z) + g(τ , z)]dz d τ dy ds. (3.2.79)
s B
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 = (x1 , . . . , xn ) be any point in Rn+ , Di = ∂ xi , Dn · · · D1 = ∂ xn · · · ∂∂x for 1 i n,
1
B0,x = {x ∈ Rn+ : 0 < x < ∞}, Ha,b = ∏m
i=1 [ai , bi ] ⊂ R (ai < bi ) and H = R+ × Ha,b . For
m n

the functions u(s) and v(t) defined on B0,x and Ha,b we denote by B0,x u(s) ds, Ha,b v(t) dt
the n-fold and m-fold integrals
x1 xn b1 bm
··· u(s1 , . . . , sn ) dsn · · · ds1 , ··· v(t1 , . . . ,tm ) dtm · · · dt1
0 0 a1 am
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(D0 , R+ ) and c 0 be a constant.

(d1 ) Let L ∈ C(D0 × R+ , R+ ) satisfies the condition (3.2.1) in Theorem 3.2.1 part (c1 ). If
t s
u(t, x) p(t, x) + q(t, x) L(τ , y, u(τ , y)) dy d τ ds, (3.3.1)
0 0 B
t s
u(t, x) p(t, x) + q(t, x) L(τ , y, p(τ , y)) dy d τ ds
0 0 B
t s
× exp M(τ , y, p(τ , y))q(τ , y) dy d τ ds , (3.3.2)
0 0 B
for (t, x) ∈ D0 .
(d2 ) Let g ∈ C(R+ , R+ ) be a nondecreasing function, g(u) > 0 on (0, ∞). If
t s
u(t, x) c + f (τ , y)g(u(τ , y)) dy d τ ds, (3.3.3)
0 0 B
t s
u(t, x) W −1 W (c) + f (τ , y) dy d τ ds , (3.3.4)
0 0 B
where W, W −1 are as in Theorem 3.2.5 part (c10 ) and t1 ∈ R+ is chosen so that

t s
W (c) + f (τ , y) dy d τ ds ∈ Dom W −1 , (3.3.5)
0 0 B
for all t ∈ R+ lying in 0 t t1 and x ∈ B.
Theorem 3.3.2. Let u, f ∈ C(D0 , R+ ) and c 0 be a constant.

(d3 ) If
t s
u2 (t, x) c + f (τ , y)u(τ , y) dy d τ ds, (3.3.6)
0 0 B
t s
√ 1
u(t, x) c+ f (τ , y) dy d τ ds, (3.3.7)
2 0 0 B
for (t, x) ∈ D0 .
(d4 ) Let g(u) be as in part (d2 ). If
t s
u2 (t, x) c + f (τ , y)u(τ , y)g(u(τ , y)) dy d τ ds, (3.3.8)
0 0 B

√ 1 t s
u(t, x) W −1 W c + f (τ , y) dy d τ ds , (3.3.9)
2 0 0 B
where W, W −1 are as in part (d2 ) and t2 ∈ R+ is chosen so that
√ 1 t s
W c + f (τ , y) dy d τ ds ∈ Dom W −1 ,
2 0 0 B
for all t ∈ R+ lying in 0 t t2 and x ∈ B.
Theorem 3.3.3. Let u ∈ C(D0 , R1 ), f ∈ C(D0 , R+ ) and c 1 be a constant.

(d5 ) If
t s
u(t, x) c + f (τ , y)u(τ , y) log u(τ , y) dy d τ ds, (3.3.10)
0 0 B

t s
f (τ ,y) dy d τ ds)
u(t, x) cexp( 0 0 B , (3.3.11)
for (t, x) ∈ D0 .
(d6 ) Let g(u) be as in part (d2 ). If
t s
u(t, x) c + f (τ , y)u(τ , y)g(log u(τ , y)) dy d τ ds, (3.3.12)
0 0 B

t s
u(t, x) exp W −1 W (log c) + f (τ , y) dy d τ ds , (3.3.13)
0 0 B
where W, W −1 are as in part (d2 ) and t3 ∈ R+ be chosen so that

t s
W (log c) + f (τ , y) dy d τ ds ∈ Dom W −1 ,
0 0 B
The following theorems contain the inequalities given in [119].
Theorem 3.3.4. Let u, f ∈ C(H, R+ ) and c 0 is a constant.

(d7 ) If

u(x, y) c + f (s,t)u(s,t) dt ds, (3.3.14)
B0,x Ha,b
for (x, y) ∈ H, then

u(x, y) c exp f (s,t) dt ds , (3.3.15)
B0,x Ha,b
for (x, y) ∈ H.
(d8 ) If c 1, u 1 and

u(x, y) c + f (s,t)u(s,t) log u(s,t) dt ds, (3.3.16)
B0,x Ha,b

exp B f (s,t) dt ds
u(x, y) c 0,x Ha,b , (3.3.17)
for (x, y) ∈ H.
Theorem 3.3.5. (d9 ) Let u, f ∈ C(H, R+ ); c, p, q be positive constants and suppose that

u p (x, y) c + f (s,t)uq (s,t) dt ds, (3.3.18)
B0,x Ha,b
for (x, y) ∈ H. If 0 < q < p, then

1
p−q p−q p−q
u(x, y) (c) p + f (s,t) dt ds , (3.3.19)
p B0,x Ha,b
for (x, y) ∈ H.
(d10 ) Let u, p, q, f ∈ C(H, R+ ) and L ∈ C(H × R+ , R+ ) be such that
0 L(x, y, u) − L(x, y, v) M(x, y, v)(u − v), (3.3.20)
for u v 0, where M ∈ C(H × R+ , R+ ). If

u(x, y) p(x, y) + q(x, y) L(s,t, u(s,t)) dt ds, (3.3.21)
B0,x Ha,b

u(x, y) p(x, y) + q(x, y) L (s,t, p(s,t)) dt ds
B0,x Ha,b

× exp M(s,t, p(s,t))q(s,t) dt ds , (3.3.22)
B0,x Ha,b
for (x, y) ∈ H.
Proofs of Theorems 3.3.1–3.3.5. To prove (d2 )–(d4 ), (d7 ), it is sufficient to assume that
c > 0, since the standard limiting argument can be used to treat the remaining case, see [82,
p. 108].
(d1 ) Setting

r(τ ) = L(τ , y, u(τ , y)) dy, (3.3.23)
B
t s
u(t, x) p(t, x) + q(t, x) r(τ ) d τ ds. (3.3.24)
0 0
Define
t s
z(t) = r(τ ) d τ ds, (3.3.25)
0 0
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) = 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 + L(t, y, p(t, y)) dy
B B

z(t) M(t, y, p(t, y))q(t, y) dy + L(t, y, p(t, y)) dy. (3.3.27)
B B
From (3.3.27) and using the fact that z(t) is nondecreasing in t ∈ R+ , it is easy to see that
t s
z(t) L(τ , y, p(τ , y)) dy d τ ds
0 0 B
t
s
+ z(s) M(τ , y, p(τ , y))q(τ , y) dy d τ ds. (3.3.28)
0 0 B
Clearly, the first 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
t s
z(t) L(τ , y, p(τ , y)) dy d τ ds
0 0 B
t s
× exp M(τ , y, p(τ , y))q(τ , y) dy d τ ds . (3.3.29)
0 0 B
(d2 ) Setting

r1 (τ ) = f (τ , y)g(u(τ , y)) dy, (3.3.30)
B
t s
u(t, x) c + r1 (τ )d τ ds. (3.3.31)
0 0
Let c > 0 and define by z(t) the right hand side of (3.3.31). Following the proof of part (d1 )
given above, we get

z (t) = r1 (t) = f (t, y)g(u(t, y)) dy g(z(t)) f (t, y) dy. (3.3.32)
B B
From (3.3.32) and using the fact that z(t) is nondecreasing in t ∈ R+ , it is easy to see that
t
s
z(t) c + g (z(s)) f (τ , y) dy d τ ds. (3.3.33)
0 0 B
Now a suitable application of the inequality in [82, Theorem 2.3.1] to (3.3.33) yields
t s
z(t) W −1 W (c) + f (τ , y) dy d τ ds . (3.3.34)
0 0 B
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 (c5 ). The subinterval
0 t t1 is obvious.
(d3 ) setting

r2 (τ ) = f (τ , y)u(τ , y) dy, (3.3.35)
B
t s
u2 (t, x) c + r2 (τ )d τ ds. (3.3.36)
0 0
Let c > 0 and define 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 (d1 ), we get

z (t) = r2 (t) = f (t, y)u(t, y) dy z(t) f (t, y) dy. (3.3.37)
B B
By taking t = τ in (3.3.37) and integrating it over τ from 0 to t and using the fact that z(t)
is nondecreasing in t ∈ R+ , we get
t
z (t) z(t) f (τ , y) dy d τ . (3.3.38)
0 B
The inequality (3.3.38) implies (see [82, p. 233])

√ 1 t s
z(t) c + f (τ , y) dy d τ ds. (3.3.39)
2 0 0 B

The required inequality in (3.3.7) follows by using (3.3.39) in u(t, x) z(t).
(d4 ) Setting

r3 (τ ) = f (τ , y)u(τ , y)g(u(τ , y)) dy, (3.3.40)
B
t s
u2 (t, x) c + r3 (τ ) d τ ds. (3.3.41)
0 0
Let c > 0 and define by z(t) the right hand side of (3.3.41). Following the proof of part
(d1 ), we get

z (t) = r3 (t) z(t) g z(t) f (t, y) dy. (3.3.42)
B
From (3.3.42) and using the fact that z(t) is nondecreasing in t ∈ R+ , it is easy to observe
that
z (t) t
g z(t) f (τ , y) dy d τ . (3.3.43)
z(t) 0 B
From (3.3.43), we get

√ 1 t s
z(t) c + g z(s) f (τ , y) dy d τ ds. (3.3.44)
2 0 0 B
Now a suitable application of the inequality in [82, Theorem 2.3.1] to (3.3.44) yields

√ 1 t s
z(t) W −1 W c + f (τ , y) dy d τ ds . (3.3.45)
2 0 0 B

Using (3.3.45) in u(t, x) z(t), we get (3.3.9).
(d5 ) Setting

r4 (τ ) = f (τ , y)u(τ , y) log u(τ , y) dy, (3.3.46)
B
t s
u(t, x) c + r4 (τ ) d τ ds. (3.3.47)
0 0
Let c > 0 and define by z(t) the right hand side of (3.3.47). Following the proof of (d1 ) and
using the fact that u(t, x) z(t), we have

z (t) = r4 (t) = f (t, y)u(t, y) log u(t, y) dy z(t) log z(t) f (t, y) dy. (3.3.48)
B B
From (3.3.48) and using the fact that z(t) is nondecreasing in t ∈ R+ , it is easy to observe
that
t
z (t) z(t) log z(t) f (τ , y) dy d τ , (3.3.49)
0 B
which implies
t
s
log z(t) log c + log z(s) f (τ , y) dy d τ ds. (3.3.50)
0 0 B
Now by following the proof of Theorem 3.8.2 given in [82, p. 269] we get
t s
f (τ ,y) dy d τ ds)
z(t) cexp( 0 0 B . (3.3.51)
Using (3.3.51) in u(t, x) z(t), we get the required inequality in (3.3.11).
(d6 ) The proof can be completed by following the proof of (d5 ) 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 (d7 ) and (d9 ); the proofs of (d8 ) and (d10 ) can be completed
by following the proofs of (d7 ) and (d9 ) and closely looking at the proofs of (d5 ) and (d1 ).
(d7 ) Introducing the notation

R1 (s) = f (s,t)u(s,t) dt, (3.3.52)
Ha,b
in (3.3.14), we get

u(x, y) c + R1 (s) ds, (3.3.53)
B0,x
for (x, y) ∈ H. Let c > 0 and define

z(x) = c + R1 (s) ds, (3.3.54)
B0,x
for x ∈ Rn+ , 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])

Dn · · · D1 z(x) = R1 (x) = f (x,t)u(x,t) dt z(x) f (x,t) dt. (3.3.56)
Ha,b Ha,b
From (3.3.56), it is easy to observe that

z(x) c + z(s) f (s,t) dt ds. (3.3.57)
B0,x Ha,b
Now a suitable application of Theorem 4.9.1 part (i) in [82, p. 397] to (3.3.57) yields

z(x) c exp f (s,t) dt ds . (3.3.58)
B0,x Ha,b
Using (3.3.58) in (3.3.55) yields (3.3.15).
(d9 ) Introducing the notation

R2 (s) = f (s,t)uq (s,t) dt, (3.3.59)
Ha,b

u p (x, y) c + R2 (s) ds. (3.3.60)
B0,x
Define

z(x) = c + R2 (s) ds, (3.3.61)
B0,x
for x ∈ Rn+ , 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
q

Dn · · · D1 z(x) = R2 (x) = f (x,t)uq (x,t) dt (z(x)) p f (x,t) dt.
Ha,b Ha,b
i.e.,

Dn · · · D1 z(x)
f (x,t) dt.
q (3.3.63)
(z(x)) Ha,b p
Now by following the similar arguments as in the proofs of Theorems 4.9.1 and 5.9.1 given
in [82] with suitable modifications, from (3.3.63), we obtain

p−q p−q p−q
(z(x)) p − (c) p f (s,t) dt ds,
p B0,x Ha,b
for x ∈ Rn+ , which implies
p
p−q p−q p−q
z(x) (c) p + f (s,t) dt ds . (3.3.64)
p B0,x Ha,b
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

t
u(t, x) = f (t, x) + F(t, x, s, y, u(s, y)) dy ds, (3.4.1)
0 B
often arise from mathematical modeling of many physical and biological phenomena, see
[5,16–18,28,31,32] and the related references given therein. In (3.4.1) f , F are given func-
tions, B is as defined in section 3.2 and u is the unknown function. We assume that
f ∈ C(D0 , Rn ), F ∈ C(Ω × Rn , Rn ), where D0 , Ω are as defined in section 3.2. Let Z be
the space of functions φ ∈ C(D0 , Rn ) which fulfil the condition
|φ (t, x)| = O(exp(λ (t + |x|))), (3.4.2)
where λ > 0 is a constant. In the space Z we define the norm
|φ |Z = sup [|φ (t, x)| exp(−λ (t + |x|))]. (3.4.3)

(t,x)∈D0
It is easy to see that Z with norm defined in (3.4.3) is a Banach space and
|φ |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) satisfies the condition
|F(t, x, s, y, u) − F(t, x, s, y, v)| h(t, x, s, y)|u − v|, (3.4.5)
where h ∈ C(D20 , R+ ),
(a1 ) there exists a nonnegative constant α < 1 such that
t
h(t, x, s, y) exp(λ (s + |y|)) dy ds α exp(λ (t + |x|)), (3.4.6)
0 B
(a2 ) there exists a nonnegative constant β such that
t
| f (t, x)| + |F(t, x, s, y, 0)|dy ds β exp(λ (t + |x|)), (3.4.7)
0 B
where f , F are as defined in equation (3.4.1).
Then the equation (3.4.1) has a unique solution u(t, x) in Z on D0 .
Proof. Let u ∈ Z and define the operator T by

t
(Tu)(t, x) = f (t, x) + F(t, x, s, y, u(s, y)) dy ds, (3.4.8)
0 B
for (t, x) ∈ D0 . From (3.4.8) and using the hypotheses, we have
t
|(Tu)(t, x)| | f (t, x)| + |F(t, x, s, y, u(s, y)) − F(t, x, s, y, 0)|dy ds
0 B
t
+ |F(t, x, s, y, 0)|dy ds
0 B
t
β exp(λ (t + |x|)) + |u|Z h(t, x, s, y) exp(λ (s + |y|)) dy ds
0 B
[M α + β ] exp(λ (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

t
|(Tu)(t, x) − (T v)(t, x)| |F(t, x, s, y, u(s, y)) − F(t, x, s, y, v(s, y))|dy ds
0 B
t
|u − v|Z h(t, x, s, y) exp(λ (s + |y|)) dy ds
0 B
α |u − v|Z exp(λ (t + |x|)). (3.4.10)
From (3.4.10), it follows that
|Tu − T v|Z α |u − v|Z .
Since α < 1, it follows from Banach fixed point theorem (see [28] and [51]) that T has a
unique fixed point in Z. The fixed 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 (D0 , Rn ) 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
t
u(t, x) = f (t, x) + G(t, x, s, u(s, x)) ds
0
t
+ H(t, x, y, u(t, y)) dy + F(t, x, s, y, u(s, y)) dy ds, (3.4.11)
B 0 B
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) satisfies the condition
|F(t, x, s, y, u) − F(t, x, s, y, v)| k(t, x, s, y)|u − v|, (3.4.12)
where k, D1 k ∈ C(Ω, R+ ). Let

t

c = sup f (t, x) + F(t, x, s, y, 0) dy ds < ∞, (3.4.13)
(t,x)∈D0 0 B
where f , F are the functions in equation (3.4.1). If u(t, x) is any solution of equation (3.4.1)
on D0 , then
t

|u(t, x)| c exp A(σ , x) d σ , (3.4.14)
0
Proof. Using the fact that u(t, x) is a solution of equation (3.4.1) on D0 and hypotheses,
we have
t

|u(t, x)| f (t, x) + F(t, x, s, y, 0) dy ds
0 B
t
+ |F(t, x, s, y, u(s, y)) − F(t, x, s, y, 0)|dy ds
0 B
t
c+ k(t, x, s, y)|u(s, y)|dy ds. (3.4.15)
0 B
Now an application of the inequality in Theorem 3.2.5 part (c9 ) 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
t
d = sup |F(t, x, s, y, f (s, y))|dy ds < ∞, (3.4.16)
(t,x)∈D0 0 B
where f , F are the functions in equation (3.4.1). If u(t, x) is any solution of equation (3.4.1)
on D0 , then
t

|u(t, x) − f (t, x)| d exp A(σ , x) d σ , (3.4.17)
0

Proof. Let z(t, x) = |u(t, x) − f (t, x)| for (t, x) ∈ D0 . Using the fact that u(t, x) is a solution
of equation (3.4.1) and hypotheses, we have
t
z(t, x) |F(t, x, s, y, u(s, y)) − F(t, x, s, y, f (s, y))|dy ds
0 B
t
+ |F(t, x, s, y, f (s, y))|dy ds
0 B
t
d+ k(t, x, s, y)z(s, y) dy ds. (3.4.18)
0 B
We call the function u ∈ C(D0 , Rn ) an ε -approximate solution of equation (3.4.1) if there


t

u(t, x) − f (t, x) + F(t, x, s, y, u(s, y)) dy ds ε,
0 B

for (t, x) ∈ D0 .
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 u1 (t, x) and u2 (t, x) be respectively ε1 - and ε2 -approximate solutions
of equation (3.4.1) on D0 . Suppose that the function F in equation (3.4.1) satisfies the
condition (3.4.12). Then
t

|u1 (t, x) − u2 (t, x)| (ε1 + ε2 ) exp A(σ , x) d σ , (3.4.19)
0
Proof. Since u1 (t, x) and u2 (t, x) are respectively, ε1 - and ε2 -approximate solutions of
equation (3.4.1) on D0 , we have

t

ui (t, x) − f (t, x) + F(t, x, s, y, u (s, y)) dy ds εi , (3.4.20)
0 B
i
for i = 1, 2. From (3.4.20) and using the elementary inequalities in (1.3.25), we observe
that

t

ε2 + ε2 u1 (t, x) − f (t, x) + F(t, x, s, y, u1 (s, y)) dy ds
0 B

t

+ u2 (t, x) − f (t, x) + F(t, x, s, y, u2 (s, y)) dy ds
0 B

t

[u1 (t, x) − u2 (t, x)] − f (t, x) + F(t, x, s, y, u1 (s, y)) dy ds
0 B

t

− f (t, x) + F(t, x, s, y, u2 (s, y)) dy ds
0 B
t

|u1 (t, x) − u2 (t, x)| − {F(t, x, s, y, u1 (s, y)) − F(t, x, s, y, u2 (s, y))}dy ds. (3.4.21)
0 B
Let w(t, x) = |u1 (t, x) − u2 (t, x)| for (t, x) ∈ D0 . From (3.4.21) and using (3.4.12), we have
t
w(t, x) (ε2 + ε2 ) + |F(t, x, s, y, u1 (s, y)) − F(t, x, s, y, u2 (s, y))|dy ds
0 B
t
(ε2 + ε2 ) + k(t, x, s, y)w(s, y) dy ds. (3.4.22)
0 B
Remark 3.4.2. In case u1 (t, x) is a solution of equation (3.4.1), then we have ε1 = 0 and
from (3.4.19), we see that u2 (t, x) → u1 (t, x) as ε2 → 0. Moreover, from (3.4.19) it follows
that if ε1 = ε2 = 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
t
v(t, x) = f (t, x) + F(t, x, s, y, v(s, y)) dy ds, (3.4.23)
0 B
where f ∈ C(D0 , Rn ), F ∈ C(Ω × Rn , Rn ).
The following result that relates the solutions of equations (3.4.1) and (3.4.23) holds.
(3.4.12) and there exist constants δi 0 (i = 1, 2) such that
| f (t, x) − f (t, x)| δ1 , (3.4.24)
t
|F(t, x, s, y, p) − F(t, x, s, y, p)|dy ds δ2 , (3.4.25)
0 B
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 D0 , then
t
|u(t, x) − v(t, x)| (δ1 + δ2 ) exp A(σ , x) d σ , (3.4.26)
0

Proof. Let r(t, x) = |u(t, x) − v(t, x)|, (t, x) ∈ D0 . Using the facts that u(t, x), v(t, x) are
respectively the solutions of equations (3.4.1), (3.4.23) on D0 and hypotheses, we have
r(t, x) | f (t, x) − f (t, x)|

t
+ |F(t, x, s, y, u(s, y)) − F(t, x, s, y, v(s, y))|dy ds
0 B
t
+ |F(t, x, s, y, v(s, y)) − F(t, x, s, y, v(s, y))|dy ds
0 B
t
(δ1 + δ2 ) + k(t, x, s, y)r(s, y) dy ds. (3.4.27)
0 B
We now consider the system of nonlinear Volterra-Fredholm integral equations of the form
t
u(t, x) = f (t, x) + [k(t, x, s, y)u(s, y) + F(t, x, s, y, u(s, y))]dy ds, (3.4.28)
0 B
as a perturbation of the linear system of Volterra-Fredholm integral equations
t
v(t, x) = f (t, x) + k(t, x, s, y)v(s, y) dy ds, (3.4.29)
0 B
where f , F are as given in equation (3.4.1) and k ∈ C(Ω, 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, u1 ) − F(t, x, s, y, u2 )| q(t, x)h(s, y)|u1 − u2 |, (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(D0 , R+ ). Let v(t, x) be a solution of equation (3.4.29) on D0 such that

|v(t, x)| M, where M 0 is a constant and
t
p(t, x) = Mq(t, x) h(s, y) dy ds. (3.4.32)
0 B
If u(t, x) is any solution of equation (3.4.28) on D0 , then
t
|u(t, x) − v(t, x)| p(t, x) + q(t, x) [h(s, y) + g(s, y)]p(s, y)
0 B
t
× exp [h(τ , z) + g(τ , z)]q(τ , z) dz d τ dy ds, (3.4.33)
s B
for (t, x) ∈ D0 .
Proof. From the hypotheses, we observe

that t
|u(t, x) − v(t, x)| |k(t, x, s, y)| |u(s, y) − v(s, y)|dy ds
t 0 B
+ |F(t, x, s, y, u(s, y)) − F(t, x, s, y, v(s, y))|dy ds

0 B
t
+ |F(t, x, s, y, v(s, y)) − F(t, x, s, y, 0)|dy ds
0 B
t
q(t, x) g(s, y)|u(s, y) − v(s, y)|dy ds
t 0 B t
+q(t, x) h(s, y)|u(s, y) − v(s, y)|dy ds + q(t, x) h(s, y)|v(s, y)|dy ds
0 B 0 B
t
p(t, x) + q(t, x) [h(s, y) + g(s, y)]|u(s, y) − v(s, y)|dy ds. (3.4.34)
0 B
Remark 3.4.3. We note that the inequality in Theorem 3.2.5 part (c9 ) 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 ofthe forms
t s
u(t, x) = h(t, x) + F(t, x, τ , y, u(τ , y)) dy d τ ds, (3.5.1)
0 0 B
and
u(x, y) = f (x, y) + K(x, y, s,t, u(s,t)) dt ds, (3.5.2)
B0,x Ha,b
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 definitions given in sections 3.2 and 3.4 and the concept
of the ε -approximate solution extended in a natural way to equations (3.5.1) and (3.5.2).
We assume that h ∈ C(D0 , Rn ), F ∈ C(Ω × Rn , Rn ), f ∈ C(H, Rn ), K ∈ C(H 2 × Rn , Rn ).
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, unified
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 (d1 ) and
(d10 ).
Lemma 3.5.1. Let u, p, q, g ∈ C (D0 , R+ ) . If

t s
u(t, x) p(t, x) + q(t, x) g(τ , y)u(τ , y) dy d τ ds,
0 0 B

t s
u(t, x) p(t, x) + q(t, x) g(τ , y)p(τ , y) dy d τ ds
0 0 B
t s
× exp g(τ , y)q(τ , y) dy d τ ds ,
0 0 B
for (t, x) ∈ D0 .
Lemma 3.5.2. Let u, p, q, g ∈ C(H, R+ ). If

u(x, y) p(x, y) + q(x, y) g(s,t)u(s,t) dt ds,
B0,x Ha,b

u(x, y) p(x, y) + q(x, y) g(s,t)p(s,t) dt ds
B0,x Ha,b

× exp g(s,t)q(s,t) dt ds ,
B0,x Ha,b
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).
Theorem 3.5.1. Let ui (t, x) (i = 1, 2) be respectively εi -approximate solutions of equation

(3.5.1) on D0 . Suppose that the function F in equation (3.5.1) satisfies the condition
|F(t, x, τ , y, u) − F(t, x, τ , y, v)| q(t, x)g(τ , y)|u − v|, (3.5.3)
where q, g ∈ C(D0 , R+ ). Then

t s
|u1 (t, x) − u2 (t, x)| (ε1 + ε2 ) 1 + q(t, x) g(τ , y) dy d τ ds
0 0 B
t s
× exp g(τ , y)q(τ , y) dy d τ ds , (3.5.4)
0 0 B
for (t, x) ∈ D0 .
Proof. Since ui (t, x)(i = 1, 2) are respectively εi -approximate solutions of equation

(3.5.1), we have

t s

ui (t, x) − h(t, x) + F(t, x, τ , y, u (τ , y)) dy d τ ds εi .
0 0 B
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
|u1 (t, x) − u2 (t, x)| (ε1 + ε2 )

t s
+ |F(t, x, τ , y, u1 (τ , y)) − F(t, x, τ , y, u2 (τ , y))|dy d τ ds. (3.5.5)
0 0 B
Let w(t, x) = |u1 (t, x) − u2 (t, x)|, (t, x) ∈ D0 . From (3.5.5) and using (3.5.3), we have
t s
w(t, x) (ε1 + ε2 ) + q(t, x) g(τ , y)w(τ , y) dy d τ ds. (3.5.6)
0 0 B
Now an application of Lemma 3.5.1 to (3.5.6) yields (3.5.4).
Remark 3.5.1. When u1 (t, x) is a solution of equation (3.5.1), we have ε1 = 0 and from
(3.5.4), we see that u2 (t, x) → u1 (t, x) as ε2 → 0. Furthermore, if we put ε1 = ε2 = 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

t s
v(t, x) = h(t, x) + F(t, x, τ , y, v(τ , y)) dy d τ ds, (3.5.7)
0 B 0
where h ∈ C(D0 , Rn ), F ∈ C(Ω × R , R ).
n 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) satisfies (3.5.3) and there
exist constants δi 0 (i = 1, 2) such that
|h(t, x) − h(t, x)| δ1 , (3.5.8)

t s
|F(t, x, τ , y, z) − F(t, x, τ , y, z)|dy d τ ds δ2 , (3.5.9)
0 0 B
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) ∈ D0 ,
be solutions of equations (3.5.1) and (3.5.7) respectively. Then
t s
|u(t, x) − v(t, x)| (δ1 + δ2 ) 1 + q(t, x) g(τ , y) dy d τ ds
0 0 B
t s
0 0 B
for (t, x) ∈ D0 .
Proof. Let r(t, x) = |u(t, x) − v(t, x)|, (t, x) ∈ D0 . 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 s
+ |F(t, x, τ , y, u(τ , y)) − F(t, x, τ , y, v(τ , y))|dy d τ ds
0 0 B
t s
+ |F(t, x, τ , y, v(τ , y)) − F(t, x, τ , y, v(τ , y))|dy d τ ds
0 0 B
t s
(δ1 + δ2 ) + q(t, x) g(τ , y)r(τ , y) dy d τ ds. (3.5.11)
0 0 B
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-
isfies the condition
|F(t, x, τ , y, u) − F(t, x, τ , y, v)| q(t, x)g(τ , y)|u − v|, (3.5.12)
where q, g ∈ C(D0 , 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 D0 . Then
t s
|u(t, x) − v(t, x)| δ1 1 + q(t, x) g(τ , y) dy d τ ds
0 0 B
t s
0 0 B
for (t, x) ∈ D0 .
The proof of the above theorem is similar to that of Theorem 3.5.2, with suitable modifica-
tions, and hence we omit the details.
We next consider the equations

t s
u(t, x) = h(t, x) + F(t, x, τ , y, u(τ , y), μ ) dy d τ ds, (3.5.14)
0 0 B
t s
u(t, x) = h(t, x) + F(t, x, τ , y, u(τ , y), μ0 ) dy d τ ds, (3.5.15)
0 0 B
for (t, x) ∈ D0 , where h ∈ C(D0 , Rn ), F ∈ C(Ω × Rn × R, Rn ) and μ , μ0 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, τ , y, u, μ ) − F(t, x, τ , y, u, μ )| q0 (t, x)g0 (τ , y)|u − u|, (3.5.16)
|F(t, x, τ , y, u, μ ) − F(t, x, τ , y, u, μ0 )| N|μ − μ0 |, (3.5.17)
where q0 , g0 ∈ C(D0 , R+ ) and N 0 is a constant. Let u1 (t, x) and u2 (t, x) be the solutions
of equations (3.5.14) and (3.5.15) respectively. Then
t s
|u1 (t, x) − u2 (t, x)| N|μ − μ0 | 1 + q0 (t, x) g0 (τ , y) dy d τ ds
0 0 B
t s
× exp g0 (τ , y)q0 (τ , y) dy d τ ds , (3.5.18)
0 0 B
for (t, x) ∈ D0 .
Proof. Let z(t, x) = |u1 (t, x)−u2 (t, x)|, (t, x) ∈ D0 . Using the facts that u1 (t, x) and u2 (t, x)
are respectively the solutions of equations (3.5.14) and (3.5.15) and the hypotheses, we
have
t s
z(t, x) |F(t, x, τ , y, u1 (τ , y), μ ) − F(t, x, τ , y, u2 (τ , y), μ )|dy d τ ds
0 0 B
t s
+ |F(t, x, τ , y, u2 (τ , y), μ ) − F(t, x, τ , y, u2 (τ , y), μ0 )|dy d τ ds
0 0 B
t s
N|μ − μ0 | + q0 (t, x) g0 (τ , y)z(τ , y) dy d τ ds. (3.5.19)
0 0 B
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 3.5.1–3.5.4 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)|u − v|, (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)| |K(x, y, s,t, u(s,t)) − K(x, y, s,t, v(s,t))|dt ds
B0,x Ha,b

q(x, y) g(s,t)|u(s,t) − v(s,t)|dt ds. (3.5.21)
B0,x Ha,b
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) g(s,t)| f (s,t)|dt ds
B0,x Ha,b

× exp g(s,t)q(s,t) dt ds , (3.5.23)
B0,x Ha,b
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)| + |K(x, y, s,t, u(s,t))|dt ds
B0,x Ha,b

| f (x, y)| + q(x, y) g(s,t)|u(s,t)|dt ds. (3.5.24)
B0,x Ha,b
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) g(s,t)Q(s,t) dt ds
B0,x Ha,b

× exp g(s,t)q(s,t) dt ds , (3.5.25)
B0,x Ha,b
for (x, y) ∈ H, where

Q(x, y) = |K(x, y, σ , τ , f (σ , τ ))|d τ d σ , (3.5.26)
B0,x Ha,b
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)| |K(x, y, s,t, f (s,t))|dt ds
B0,x Ha,b

+ |K(x, y, s,t, u(s,t)) − K(x, y, s,t, f (s,t))|dt ds
B0,x Ha,b

Q(x, y) + q(x, y) g(s,t)|u(s,t) − f (s,t)|dt ds, (3.5.27)
B0,x Ha,b
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
x 1 b1
u(x1 , y1 ) = f (x1 , y1 ) + K(x1 , s1 , y1 , u(s1 , y1 )) dy1 ds1 , (3.5.28)
0 a1
u(x1 , x2 , y1 ) = f (x1 , x2 , y1 )
x 1 x 2 b1
+ K(x1 , x2 , s1 , s2 , y1 , u(s1 , s2 , y1 )) dy1 ds2 ds1 , (3.5.29)
0 0 a1
u(x1 , x2 , y1 , y2 ) = f (x1 , x2 , y1 , y2 )
x1 x2 b1 b2
+ K(x1 , x2 , s1 , s2 , y1 , y2 , u(s1 , s2 , y1 , y2 ))dy2 dy1 ds2 ds1 . (3.5.30)
0 0 a1 a2
3.6 General Volterra-Fredholm-type integral equations
Consider the general nonlinear Volterra-Fredholm-type integral equations of the forms:

t
u(t, x) = h(t, x) + F(t, x, s, y, u(s, y), (Tu)(s, y)) dy ds, (3.6.1)
0 B
and
t
u(t, x) = e(t, x) + G(t, x, s, y, u(s, y)) dy ds
0 B
∞
+ L(t, x, s, y, u(s, y)) dy ds, (3.6.2)
0 B
where
t
(Tu)(t, x) = K(t, x, τ , z, u(τ , z)) dz d τ , (3.6.3)
0 B
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 definitions given in sections 3.2 and 3.4 without further
mention. We assume that h, e ∈ C(D0 , Rn ), K ∈ C(Ω × Rn , Rn ), F ∈ C(Ω × Rn × Rn , Rn ),
G ∈ C(Ω × Rn , Rn ), L ∈ C(D20 × Rn , Rn ). 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) [|u − u| + |v − v|] , (3.6.4)
and
|K(t, x, τ , z, u) − K(t, x, τ , z, u)| m(t, x, τ , z)|u − u|, (3.6.5)
where r, m ∈ C(Ω, R+ ),
(b1 ) there exists a nonnegative constant α < 1 such that
t t
r(t, x, s, y) exp(λ (s + |y|)) + m(s, y, τ , z) exp(λ (τ + |z|)) dz d τ dy ds
0 B 0 B
α exp(λ (t + |x|)), (3.6.6)
(b2 ) there exists a nonnegative constant β such that

t
|h(t, x)| + |F(t, x, s, y, 0, (T 0)(s, y))|dy ds β exp(λ (t + |x|)), (3.6.7)
0 B
where h, F are as defined in equation (3.6.1).

Under the assumptions (i) and (ii) the equation (3.6.1) has a unique solution u(t, x) on D0
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) [|u − u| + |v − v|] , (3.6.8)
|K(t, x, τ , z, u) − K(t, x, τ , z, u)| q(t, x)g(τ , z)|u − u|, (3.6.9)
where q, f , g ∈ C(D0 , R+ ). Let

t

c = sup h(t, x) + F(t, x, s, y, 0, (T 0)(s, y)) dy ds < ∞, (3.6.10)
(t,x)∈D0 0 B
where h, F are the functions in equation (3.6.1). If u(t, x) is any solution of equation (3.6.1)
on D0 , then
t
|u(t, x)| c 1 + q(t, x) [ f (s, y) + g(s, y)]
0 B
t
× exp q(τ , z)[ f (τ , z) + g(τ , z)]dz d τ dy ds , (3.6.11)
s B
for (t, x) ∈ D0 .
Proof. Using the fact that u(t, x) is a solution of equation (3.6.1) and hypotheses, we have
t

|u(t, x)| h(t, x) + F(t, x, s, y, 0, (T 0)(s, y)) dy ds
0 B
t
+ |F(t, x, s, y, u(s, y), (Tu)(s, y)) − F(t, x, s, y, 0, (T 0)(s, y))| dy ds
0 B
t
c + q(t, x) f (s, y)
0 B
s
× |u(s, y)| + q(s, y) g(τ , z)|u(τ , z)|dz d τ dy ds. (3.6.12)
0 B
Now applying Theorem 3.2.7 part (c13 ) to (3.6.12) yields (3.6.11).
In the next theorem we will employ Theorem 3.2.7 part (c13 ) to obtain the uniqueness of
(3.6.8), (3.6.9) respectively. Then the equation (3.6.1) has at most one solution on D0 .
Proof. Let u1 (t, x) and u2 (t, x) be two solutions of equation (3.6.1) on D0 and w(t, x) =
|u1 (t, x) − u2 (t, x)|, (t, x) ∈ D0 . From the hypotheses, we have
t
w(t, x) |F(t, x, s, y, u1 (s, y), (Tu1 )(s, y)) − F(t, x, s, y, u2 (s, y), (Tu2 )(s, y))|dy ds
0 B
t s
q(t, x) f (s, y) w(s, y) + q(s, y) g(τ , z)w(τ , z) dz d τ dy ds. (3.6.13)
0 B 0 B
Now applying Theorem 3.2.7 part (c13 ) (with p(t, x) = 0) to (3.6.13) yields |u1 (t, x) −
u2 (t, x)| 0, which implies u1 (t, x) = u2 (t, x). Thus there is at most one solution to equation
(3.6.1) on D0 .
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
t
v(t, x) = h(t · x) + F(t, x, s, y, v(s, y), (T v)(s, y)) dy ds, (3.6.14)
0 B
t
(T v)(t, x) = K(t, x, τ , z, v(τ , z)) dz d τ , (3.6.15)
0 B
h ∈ C(D0 , Rn ), K ∈ C(Ω × Rn , Rn ), F ∈ C(Ω × Rn × Rn , Rn ).
(3.6.8), (3.6.9) respectively. Furthermore, suppose that v(t, x) is a given solution of equation
(3.6.14) on D0 and
t
|h(t, x) − h(t, x)| + |F(t, x, s, y, v(s, y), (T v)(s, y))
0 B
−F(t, x, s, y, v(s, y), (T v)(s, y))|dy ds ε , (3.6.16)
where h, F, Tu and h, F, T v are as in equations (3.6.1) and (3.6.14) respectively and ε > 0
is an arbitrary small constant. Then the solution u(t, x) of equation (3.6.1) on D0 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) ∈ D0 . Using the hypotheses, we have
w(t, x) |h(t, x) − h(t, x)|

t
+ |F(t, x, s, y, u(s, y), (Tu)(s, y)) − F(t, x, s, y, v(s, y), (T v)(s, y))|dy ds
0 B
t
+ |F(t, x, s, y, v(s, y), (T v)(s, y)) − F(t, x, s, y, v(s, y), (T v)(s, y))|dy ds
0 B
t s
ε + q(t, x) f (s, y) w(s, y) + q(s, y) g(τ , z)w(τ , z) dz d τ dy ds. (3.6.17)
0 B 0 B
Now using Theorem 3.2.7 part (c13 ) to (3.6.17) yields

t
|u(t, x) − v(t, x)| ε 1 + q(t, x) [ f (s, y) + g(s, y)]
0 B
t
× exp q(τ , z)[ f (τ , z) + g(τ , z)]dz d τ dy ds , (3.6.18)
s B
for (t, x) ∈ D0 . 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)|u − v|, (3.6.19)

|L(t, x, s, y, u) − L(t, x, s, y, v)| r(t, x)g(s, y)|u − v|, (3.6.20)
where q, f , r, g ∈ C(D0 , R+ ),
(ii) the functions ui (t, x) ∈ C(D0 , Rn ) (i = 1, 2) be respectively εi -approximate solutions of
equation (3.6.2) on D0 ,
(iii) let d, K2 (t, x) be as in (3.2.18), (3.2.21) respectively and
∞
1
D1 = g(s, y)A1 (s, y) dy ds, (3.6.21)
1−d 0 B
where A1 (t, x) is defined by the right hand side of (3.2.20) by replacing p(t, x) by ε1 + ε2 .
Then
|u1 (t, x) − u2 (t, x)| A1 (t, x) + D1 K2 (t, x), (3.6.22)
for (t, x) ∈ D0 .
Proof. Since ui (t, x) (i = 1, 2) are respectively εi -approximate solutions of equation

(3.6.2), we have

t

ui (t, x) − e(t, x) + G(t, x, s, y, ui (s, y)) dy ds
0 B
∞

+ L(t, x, s, y, ui (s, y)) dy ds εi . (3.6.23)
0 B
From (3.6.23) and following the proof of Theorem 3.4.4, we get
|u1 (t, x) − u2 (t, x)| ε1 + ε2

t
+ |g(t, x, s, y, u1 (s, y)) − g(t, x, s, y, u2 (s, y))|dy ds
0 B
∞
+ |L(t, x, s, y, u1 (s, y)) − L(t, x, s, y, u2 (s, y))|dy ds. (3.6.24)
0 B
Let w(t, x) = |u1 (t, x) − u2 (t, x)|, (t, x) ∈ D0 . From (3.6.24) and using (3.6.19), (3.6.20), we
have
t
w(t, x) (ε1 + ε2 ) + q(t, x) f (s, y)w(s, y) dy ds
0 B
∞
+r(t, x) g(s, y)w(s, y) dy ds. (3.6.25)
0 B
Now an application of Theorem 3.2.4 part (c7 ) 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,
(ii) the functions uε (t, x) and u(t, x) be respectively an ε -approximate solution and any
solution of equation (3.6.2) on D0 ,
∞
1
D2 = g(s, y)A2 (s, y) dy ds, (3.6.26)
1−d 0 B
where A2 (t, x) is defined by the right hand side of (3.2.20) by replacing p(t, x) by ε . Then
|uε (t, x) − u(t, x)| A2 (t, x) + D2 K2 (t, x), (3.6.27)
for (t, x) ∈ D0 .
Proof. Let w(t, x) = |uε (t, x) − u(t, x)|, (t, x) ∈ D0 . From the hypotheses, we observe that
t

w(t, x) = uε (t, x) − e(t, x) − G(t, x, s, y, uε (s, y)) dy ds
0 B
∞

− L(t, x, s, y, uε (s, y)) dy ds
0 B
t
+ |G(t, x, s, y, uε (s, y)) − G(t, x, s, y, u(s, y))|dy ds
0 B
∞
+ |L(t, x, s, y, uε (s, y)) − L(t, x, s, y, u(s, y))|dy ds
0 B
t ∞
ε + q(t, x) f (s, y)w(s, y) dy ds + r(t, x) g(s, y)w(s, y) dy ds. (3.6.28)
0 B 0 B
Now an application of Theorem 3.2.4 part (c7 ) to (3.6.28) yields (3.6.27).
In the following theorem we present conditions for continuous dependence on parameters

of solutions of equations
t ∞
u(t, x) = ei (t, x) + G(t, x, s, y, u(s, y)) dy ds + L(t, x, s, y, u(s, y)) dy ds, (3.6.29)
0 B 0 B
for (t, x) ∈ D0 , i = 1, 2; where ei ∈ C(D0 , Rn ) 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,
(ii) the functions ui (t, x)(i = 1, 2) are respectively the εi -approximate solutions of equations
in (3.6.29) corresponding to i = 1, 2,
∞
1
D3 = g(s, y)A3 (s, y) dy ds, (3.6.30)
1−d 0 B
where A3 (t, x) is defined by the right hand side of (3.2.20) by replacing p(t, x) by ε1 + ε2 +
|e1 (t, x) − e2 (t, x)|.
Then
|u1 (t, x) − u2 (t, x)| A3 (t, x) + D3 K2 (t, x), (3.6.31)
for (t, x) ∈ D0 .
The proof follows by the similar arguments as in the proof of Theorem 3.6.6 with suitable
modifications. Here, we omit the details.
3.7 Miscellanea
3.7.1 Bacoţiu [7]
Let (X, X ) be a Banach space. Consider the nonlinear integral equation of Volterra-
Fredholm-type
t
u(t, x) = g(t, x, u(t, x)) + H(t, x, s, u(s, x)) ds
0
t b
+ K(t, x, s, y, u(s, y), u(φ1 (s, y), φ2 (s, y))) dy ds, (3.7.1)
0 a
for all (t, x) ∈ [0, T ] × [a, b] := D; u ∈ C(D, X ), where b > a > 0 and T > 0. Assume that
2
(i) g ∈ C(D × X , X), H ∈ C(D × [0, T ] × X , X), K ∈ C(D × X 2 , X), φ1 ∈ C(D, [0, T ]) and
φ2 ∈ C(D, [a, b]);
(ii) there exists Lg > 0 such that
g(t, x, u) − g(t, x, v)X Lg u − vX ,
for all (t, x) ∈ D and u, v ∈ X;

(iii) there exists LH > 0 such that
H(t, x, s, u) − H(t, x, s, v)X LH u − vX ,
for all (t, x, s) ∈ D × [0, T ] and u, v ∈ X;

(iv) there exists LK > 0 such that
K(t, x, s, y, u, u) − K(t, x, s, y, v, v)X LK [u − vX + u − vX ] ,

2
for all (t, x, s, y) ∈ D and u, v, u, v ∈ X;
(v) Lg < 1;
(vi) there exists τ > 0 such that

t
1 b−a b
α = Lg + LH + LK + max exp(τ [φ1 (s, y) − t])dy ds : t ∈ [0, T ] LK < 1.
τ τ 0 a
Then (3.7.1) has a unique solution u ∈ C(D, X).
3.7.2 Kauthen [50]
Consider the linear Volterra-Fredholm integral equation

t
u(t, x) = f (t, x) + K(t, s, x, ξ )u(s, ξ ) d ξ ds, (3.7.2)
0 Ω
where Ω is a closed subset of Rn (with n = 1, 2, 3) with assumptions
(i) f ∈ C(I × Ω), where I = [0, T ],
(ii) K ∈ C(D × Ω2 ), where D = {(t, s) : 0 s t T } and Ω2 = Ω × Ω.
Then the equation (3.7.2) has a unique solution u ∈ C(I × Ω) and this solution is given by
t
u(t, x) = f (t, x) + R(t, s, x, ξ ) f (s, ξ ) d ξ ds,
0 Ω
for (t, x) ∈ I × Ω, where the resolvent kernel R ∈ C(D × Ω2 ) associated with the kernel
K(t, s, x, ξ ) is the limit of the Neumann series for K and solves the resolvent equation
t
R(t, s, x, ξ ) = K(t, s, x, ξ ) + K(t, v, x, z)R(v, s, z, ξ )dz dv,
0 Ω
on D × Ω2 .
3.7.3 Diekmann [31]
Consider the nonlinear integral equation

t
u(t, x) = g(u(t − τ , ξ ))S0 (ξ )A(τ , x, ξ ) d ξ d τ + f (t, x), (3.7.3)
0 Ω
where Ω is a closed subset of Rn . Let BC(Ω) denote the Banach space of the bounded
continuous functions on Ω equipped with supremum norm and CT = C([0, T ], BC(Ω)) be
the Banach space of continuous functions on [0, T ] with values in BC(Ω), equipped with
the norm
zCT = sup z[t]BC(Ω) .

0tT
When looking at u as an element of CT , 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 defined by
t
Qu[t](x) = g(u[t − τ ](ξ ))S0 (ξ )A(τ , x, ξ ) d ξ d τ .
0 Ω
Assume that
(i) S0 ∈ L∞ (Ω); S0 is nonnegative,
(ii) g : R → R is continuous; g(0) = 0,
(iii) A(·, ·, ·) is defined and nonnegative on [0, ∞) × Ω × Ω; for every x ∈ Ω and every T > 0,
A(·, x, ·) ∈ L1 ([0, T ] × Ω),
(iv) let
t
η (t, x) = A(τ , x, ξ )d ξ d τ
0 Ω
and T > 0 be arbitrary, then the family of functions on [0, T ], {η (·, x) : x ∈ Ω} is uniformly
bounded and equicontinuous.
(v) For every T > 0 and every ε > 0 there exists δ = δ (ε , T ) > 0 such that if x1 , x2 ∈ Ω
and |x1 − x2 | < δ , then
T
|A(τ , x1 , ξ ) − A(τ , x2 , ξ )|d ξ d τ < ε ,
0 Ω
(vi) f : [0, ∞) → BC(Ω) is continuous.
Then
1. For every T > 0 and every u ∈ CT , Qu ∈ CT .
2. Suppose g is locally Lipschitz continuous, then there exists a T > 0 such that (3.7.3) has
a unique solution u in CT and the mapping f → u is continuous from CT into CT .
3. Suppose g is uniformly Lipschitz continuous, then (3.7.3) has a unique continuous
solution u : [0, ∞) → BC(Ω).
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 definition
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 definition 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(Ω) is uniformly bounded and
equicontinuous and that A satisfies
(vii) for each x ∈ Ω

t ∞
A(τ , x, ·) d τ → A(τ , x, ·) d τ ,
0 0
in L1 (Ω) as t → ∞, and for some C > 0,
∞
sup A(τ , x, ξ ) d τ d ξ < C.
x∈Ω Ω 0
(viii) For each ε > 0 there exists δ = δ (ε ) > 0 such that if x1 , x2 ∈ Ω and |x1 − x2 | < δ ,
then
∞
|A(τ , x1 , ξ ) − A(τ , x2 , ξ )|d τ d ξ < ε .
Ω 0
Then the solution u of (3.7.3) is defined on [0, ∞) and there exists u[∞] ∈ BC(Ω) such that,
as t → ∞, u[t] → u[∞] in BC(Ω) if Ω is compact, and uniformly on compact subsets of Ω if
Ω is not compact. Moreover, u[∞] satisfies the limit equation
∞
u[∞](x) = g(u[∞](ξ ))S0 (ξ ) A(τ , x, ξ ) d τ d ξ + f [∞](x).
Ω 0
Under the notations as in section 3.2, let u ∈ C(D0 , R1 ), k, D1 k ∈ C(Ω, R+ ) and c 1 is a

constant.
(f1 ) If t
u(t, x) c + k(t, x, s, y)u(s, y) log u(s, y) dy ds,
0 B
t
u(t, x) cexp( 0 A(σ ,x) d σ ),
(f2 ) Let g(u) be as in Theorem 3.2.5 part (c10 ). If
t
u(t, x) c + k(t, x, s, y)u(s, y)g(log u(s, y)) dy ds,
0 B
t
−1
u(t, x) W W (log c) + A(σ , x) d σ ,
0
where W, W −1 , A(t, x) are as in Theorem 3.2.5 and t1 ∈ R+ is chosen so that
t
W (log c) + A(σ , x) d σ ∈ Dom W −1 ,
0
for all t ∈ R+ lying in the interval 0 t t1 , 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.
(f3 ) Let L ∈ C(H × R+ , R+ ) satisfies the condition
(3.3.20) in Theorem 3.3.5. If
ur (x, y) p(x, y) + q(x, y) L(s,t, u(s,t)) dt ds,
B0,x Ha,b

r − 1 p(s,t)
u(x, y) p(x, y) + q(x, y) L s,t, + dt ds
B0,x Ha,b r r
1
r − 1 p(s,t) q(s,t) r
× exp M s,t, + dt ds ,
B0,x Ha,b r r r
for (x, y) ∈ H, where M is the function given in Theorem 3.3.5.
(f4 ) If
ur (x, y) p(x, y) + q(x, y) f (s,t)u(s,t) dt ds,
B0,x Ha,b

r − 1 p(s,t)
u(x, y) p(x, y) + q(x, y) + f (s,t)
dt ds
B0,x Ha,b r r
1
q(s,t) r
× exp f (s,t) dt ds ,
B0,x Ha,b r
for (x, y) ∈ H.
Under the notations as in section 3.2, consider the Volterra-Fredholm-type integral equa-
tions
t
v(t, x) = h1 (t, x) + L(t, x, s, y, v(s, y)) dy ds, (3.7.5)
0 B
t
w(t, x) = h2 (t, x) + M(t, x, s, y, w(s, y)) dy ds, (3.7.6)
0 B
with assumptions
(i) h1 , h2 ∈ C(D0 , R), L, M ∈ C(Ω × R, R),
(ii) the function L in equation (3.7.5) satisfies 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(D0 , R+ ).
Then for every given solution w ∈ C(D0 , R) of equation (3.7.6) and v ∈ C(D0 , R) a solution
of equation (3.7.5), the estimate
|v(t, x) − w(t, x)| [h(t, x) + r(t, x)]

t t
+q(t, x) f (s, y)[h(s, y) + r(s, y)] exp f (τ , z)q(τ , z) dz d τ dy ds,
0 B s B
holds for (t, x) ∈ D0 , in which
h(t, x) = |h1 (t, x) − h2 (t, x)|,

t
r(t, x) = |L(t, x, s, y, w(s, y)) − M(t, x, s, y, w(s, y))|dy ds,
0 B
for (t, x) ∈ D0 .
Consider the Volterra-Fredholm integral equation of the form

t
u(t, x) = G(t, x; s, y)F(s, y, u(s, y)) dy ds
0 Ω
t
+ G(t, x; s, y)ψ (s, y) dy ds + G(t, x; 0, y)u0 (y) dy, (3.7.7)
0 ∂Ω Ω
arising in the study of nonlinear parabolic system
∂u
− Lu = F(t, x, u), t ∈ (0, T ], x ∈ Ω. (3.7.8)
∂t
with the given boundary and initial conditions

∂u
+ b(x)u = c0 (x), t ∈ (0, T ], x ∈ ∂ Ω, (3.7.9)
∂ν
u(0, x) = u0 (x), x ∈ Ω, (3.7.10)
where Ω is a bounded domain in Rn and ∂ Ω is a smooth boundary of Ω and L is the

uniformly elliptic operator of the form
n
∂2 n
∂
L= ∑ ai j (x) + ∑ ai (x)
∂ xi ∂ x j i=1 ∂ xi
.
i, j=1
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 ] × Ω and D is the closure of D and in (3.7.7), G is the
∂w
fundamental solution of ∂t − Lw = 0. The second integral in (3.7.7) is a single layer
potential with the density ψ (t, x) which can be determined from the following Volterra-
type integral equation
t
ψ (t, x) = R(t, x; s, y)ψ (s, y) dy ds + H(t, x, u(t, x)),
0 ∂Ω
where

∂
R(t, x; s, y) = 2 G(t, x; s, y) + b(x)G(t, x; s, y) ,
∂ν
t
H(t, x, u(t, x)) = R(t, x; 0, y)u0 (y) dy + R(t, x; s, y)F(s, y, u(s, y)) dy ds − c0 (x).
Ω 0 Ω
In fact ψ is given by (see [37, p. 145])
t
ψ (t, x) = H(t, x, u(t, x)) + 2 R(t, x; s, y)H(s, y, u(s, y)) dy ds.
0 ∂Ω
Consider the equation (3.7.7), under the following assumptions:
(H1 ) the function F satisfies the condition
|F(t, x, u) − F(t, x, v)| g(t, x)|u − v|,
where g ∈ C(D, R+ ),
(H2 ) there exist nonnegative constants Qi (i = 1, 2, 3) and a constant μ > 0 such that
t
|G(t, x; s, y)|g(s, y) exp( μ (s + |y|)) dy ds Q1 exp( μ (t + |x|)),
0 Ω
t
s

|G(t, x; s, y)| exp(μ (s + |y|)) + 2 |R(s, y; τ , z)| exp(μ (τ + |z|))dz d τ dyds
0 ∂Ω 0 ∂Ω
Q2 exp(μ (t + |x|)),
t
|R(t, x; s, y)|g(s, y) exp(μ (s + |y|)) dy ds Q3 exp(μ (t + |x|)),
0 Ω
(H3 ) there exist nonnegative constants N1 , N2 such that
t
|G(t, x; 0, y)||u0 (y)|dy + |G(t, x; s, y)||F(s, y, 0)|dyds N1 exp( μ (t + |x|)),
Ω 0 Ω
t
|R(t, x; 0, y)||u0 (y)|dy + |R(t, x; s, y)||F(s, y, 0)|dyds + |c0 (x)| N2 exp( μ (t + |x|)).
Ω 0 Ω
(f5 ) Suppose that the assumptions (H1 )–(H3 ) hold and assume that 0 Q1 + Q2 Q3 < 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 defined 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 flow in materi-
als with memory, control and optimization theories, reaction diffusion processes, epi-
demic models and various other fields 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 [1,5,8,9,31–33,59–
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 definitions in section 3.2 without further mention. Moreover, we denote by
I = [a, b] ⊂ R (a < b), G = R+ × I and Ω0 = {(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(G × I, R+ ) and c 0 is a constant.

(p1 ) If
t b
u(t, x) c + f (s, x)u(s, x) + h(s, x, y)u(s, y) dy ds, (4.2.1)
0 a
for (t, x) ∈ G, then

t b

u(t, x) cF(t, x) exp h(s, x, y)F(s, y) dy ds , (4.2.2)
0 a
for (t, x) ∈ G, where

t

F(t, x) = exp f (σ , x) d σ . (4.2.3)
0
(p2 ) Let g ∈ C(R+ , R+ ) be nondecreasing submultiplactive function and g(u) > 0 on (0, ∞).
If
t b
u(t, x) c + f (s, x)u(s, x) + h(s, x, y)g(u(s, y)) dy ds, (4.2.4)
0 a
for (t, x) ∈ G, then for 0 t t1 ; t, t1 ∈ R+ , x ∈ I,

t b
−1
u(t, x) F(t, x)W W (c) + h(s, x, y)g(F(s, y)) dy ds , (4.2.5)
0 a
where F(t, x) is given by (4.2.3) and W, W −1 are as in Theorem 3.2.5 part (c10 ) and t1 ∈ R+
is chosen so that
t b
W (c) + h(s, x, y)g(F(s, y)) dy ds ∈ Dom W −1 ,
0 a
for all t ∈ R+ lying in the interval 0 t t1 and x ∈ I.
Theorem 4.2.2. Let u ∈ C(D0 , R+ ); r, D1 r ∈ C(Ω0 , R+ ), k, D1 k ∈ C(Ω, R+ ) and c 0 is

a constant.
(p3 ) If
t t
u(t, x) c + r(t, x, s)u(s, x) ds + k(s, x, s, y)u(s, y) dy ds, (4.2.6)
0 0 B
t

u(t, x) cP(t, x) exp A(σ , x) d σ , (4.2.7)
0
P(t, x) = exp(Q(t, x)), (4.2.8)
in which
t η
Q(t, x) = r(η , x, η ) + D1 r(η , x, ξ ) d ξ d η , (4.2.9)
0 0
Parabolic-type integrodifferential equations 145
and
t
A(t, x) = k(t, x,t, y)P(t, y) dy + D1 k(t, x, s, y)P(s, y) dy ds, (4.2.10)
B 0 B
for (t, x) ∈ D0 .
(p4 ) Let g(u) be as in Theorem 4.2.1 part (p2 ). If
t t
u(t, x) c + r(t, x, s)u(s, x) ds + k(t, x, s, y)g(u(s, y)) dy ds, (4.2.11)
0 0 B
t
u(t, x) P(t, x)W −1 W (c) + A(σ , x) d σ , (4.2.12)
0
where P(t, x) is given by (4.2.8); W, W −1 are as in part (p2 ) and t2 ∈ R+ is chosen so that
t
W (c) + A(σ , x) d σ ∈ Dom W −1 ,
0
for all t ∈ R+ lying in the interval 0 t t2 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 (p2 ), (p3 )
only, the proofs of (p1 ), (p4 ) can be completed by following the proofs of these inequalities
and the results given in Chapter 3, sections 3.2 and 3.3.
(p2 ) Define a function m(t, x) by

t b
m(t, x) = c + h(s, x, y)g(u(s, y)) dy ds, (4.2.13)
0 a
t
u(t, x) m(t, x) + f (s, x)u(s, x) ds. (4.2.14)
0
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)

t b
m(t, x) c + h(s, x, y)g (F(s, y)m(s, y)) dy ds
0 a
t b
c+ h(s, x, y)g(F(s, y))g (m(s, y)) dy ds. (4.2.16)
0 a
Setting
b
e(s) = h(s, x, y)g(F(s, y))g (m(s, y)) dy, (4.2.17)
a
for every x ∈ I, the inequality (4.2.16) can be restated as

t
m(t, x) c + e(s) ds. (4.2.18)
0
Let
t
z(t) = c + e(s) ds, (4.2.19)
0
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
= h(t, x, y) g(F(t, y)) g(m(t, y)) dy
a
b
g(z(t)) h(t, x, y) g(F(t, y)) dy. (4.2.21)
a
Now by following the proof of Theorem 2.3.1 given in [82, p. 107], we get
t b
z(t) W −1 W (c) + h(s, x, y)g(F(s, y)) dy ds . (4.2.22)
0 a
The desired inequality in (4.2.5) follows from (4.2.22), (4.2.20) and (4.2.15).
(p3 ) Define a function n(t, x) by

t
n(t, x) = c + k(t, x, s, y)u(s, y) dy ds, (4.2.23)
0 B
t
u(t, x) n(t, x) + r(t, x, s)u(s, x) ds. (4.2.24)
0
From the hypotheses, it is easy to observe that n(t, x) is nonnegative for (t, x) ∈ D0 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

t
n(t, x) c + k(t, x, s, y)P(s, y)n(s, y) dy ds. (4.2.26)
0 B
Now a suitable application of Theorem 3.2.5 part (c9 ) to (4.2.26) yields
t
n(t, x) c exp A(σ , x) d σ . (4.2.27)
0
4.3 Integrodifferential equation of Barbashin-type
E.A. Barabashin [8] first initiated the study of the integrodifferential equation of the form

∂ b
u(t, x) = c(t, x)u(t, x) + k(t, x, y)u(t, y) dy + f (t, x), (B)
∂t a
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])
b
∂
u(t, x) = f (t, x, u(t, x)) + g(t, x, y, u(t, y)) dy + h(t, x), (4.3.1)
∂t a
which satisfies the initial condition
u(0, x) = u0 (x), (4.3.2)
for (t, x) ∈ Δ, where f ∈ C(Δ × R, R), g ∈ C(Δ × I × R, R), h ∈ C (Δ, R), u0 ∈ C(I, R)
are given functions and u is the unknown function to be found, in which I = [a, b] ⊂ R
(a < b) and Δ = 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(Δ, R) which fulfil the condition
|z(t, x)| = O(exp(λ (t + |x|))), (4.3.3)
where λ > 0 is a constant. In the space E we define the norm
|z|E = sup |z(t, x)|(exp(−λ (t + |x|))). (4.3.4)

(t,x)∈Δ
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)|u − u|, (4.3.5)
|g(t, x, y, u) − g(t, x, y, u)| k(t, x, y)|u − u|, (4.3.6)
where c ∈ C(Δ, R+ ), k ∈ C(Δ × I, R+ ),


(l1 ) there exists a nonnegative constant α such that α < 1 and
t b
c(s, x) exp(λ (s + |x|)) + k(s, x, y) exp(λ (s + |y|)) dy ds
0 a
α exp(λ (t + |x|)), (4.3.7)
(l2 ) there exists a nonnegative constant β such that

t b
|φ (t, x)| + | f (s, x, 0)| + |g(s, x, y, 0)|dy ds β exp(λ (t + |x|)), (4.3.8)
0 a
for (t, x) ∈ Δ, where

t
φ (t, x) = u0 (x) + h(s, x) ds, (4.3.9)
0
in which h, u0 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 Δ in E.
Proof. Let u ∈ E and define the operator T by

t b
(Tu)(t, x) = φ (t, x) + f (s, x, u(s, x)) + g(s, x, y, u(s, y)) dy ds,
0 a
for (t, x) ∈ Δ, where φ (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 modifications. 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
t
b

d = sup |φ (t, x)| + | f (s, x, 0)| + |g(s, x, y, 0)|dy ds < ∞, (4.3.10)
(t,x)∈Δ 0 a
where φ (t, x) is given by (4.3.9). If u(t, x) is any solution of problem (4.3.1)–(4.3.2) on Δ,

then
t b

|u(t, x)| dC(t, x) exp k(s, x, y)C(s, y) dy ds , (4.3.11)
0 a
for (t, x) ∈ Δ, where

t

C(t, x) = exp c(s, x) ds . (4.3.12)
0
Proof. Using the fact that u(t, x) is a solution of problem (4.3.1)–(4.3.2) and hypotheses,
we observe that
t b
|u(t, x)| |φ (t, x)| + | f (s, x, 0)| + |g (s, x, y, 0)| dy ds
0 a
t b
+ | f (s, x, u(s, x)) − f (s, x, 0)| + |g(s, x, y, u(s, y)) − g (s, x, y, 0)| dy ds
0 a
t b
d+ c(s, x)|u(s, x)| + k(s, x, y)|u(s, y)|dy ds. (4.3.13)
0 a
Now an application of the inequality in Theorem 4.2.1 part (p1 ) 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 Δ. In Theorem 4.3.2 in addition, if we assume
that
∞ ∞ b
c(s, x) ds < ∞, k(s, x, y)C(s, y) dy ds < ∞,
0 0 a
for every x ∈ I, then the solution u(t, x) of problem (4.3.1)–(4.3.2) is bounded on Δ.
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, u0 in (4.3.1)–(4.3.2) satisfy the con-
ditions (4.3.5), (4.3.6) and
b

t
d = sup | f (s, x, φ (s, x))| + |g(s, x, y, φ (s, y))|dy ds < ∞, (4.3.14)
(t,x)∈Δ 0 a
where φ (t, x) is defined by (4.3.9). If u(t, x) is any solution of problem (4.3.1)–(4.3.2) on

Δ, then
t b

|u(t, x) − φ (t, x)| dC(t, x) exp k(s, x, y)C(s, y) dy ds , (4.3.15)
0 a
for (t, x) ∈ Δ, where C(t, x) is given by (4.3.12).
Proof. Let e(t, x) = |u(t, x) − φ (t, x)|, (t, x) ∈ Δ. Using the fact that u(t, x) is a solution of
problem (4.3.1)–(4.3.2) and hypotheses, we observe that

t
e(t, x) | f (s, x, u(s, x)) − f (s, x, φ (s, x)) + f (s, x, φ (s, x))|
0
b

+ |g(s, x, y, u(s, y)) − g(s, x, y, φ (s, y)) + g(s, x, y, φ (s, y))|dy ds
a
t b
| f (s, x, φ (s, x))| + |g (s, x, y, φ (s, y))| dy ds
0 a
t

+ | f (s, x, u(s, x)) − f (s, x, φ (s, x))|
0
b

+ |g(s, x, y, u(s, y)) − g(s, x, y, φ (s, y))|dy
a
t b
d+ c(s, x)e(s, x) + k(s, x, y)u(s, y) dy ds. (4.3.16)
0 a
Let u(t, x) ∈ C (Δ, R) ; ∂∂t u(t, x) exists on Δ and satisfies the inequality
b
∂
u(t, x) − f (t, x, u(t, x)) − g(t, x, y, u(t, y)) dy − h(t, x) ε ,
∂t a
for a given constant ε 0, where it is supposed that (4.3.2) holds. Then we call u(t, x) the
ε -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 ui (t, x) (i = 1, 2), (t, x) ∈ Δ be respectively εi -approximate solutions of (4.3.1)
with
ui (0, x) = ui (x), (4.3.17)
where ui ∈ C (I, R) and

t
φi (t, x) = ui (x) + h(s, x) ds. (4.3.18)
0
Suppose that
|φ1 (t, x) − φ2 (t, x)| δ , (4.3.19)
where δ 0 is a constant and
M = sup [(ε1 + ε2 )t + δ ] < ∞. (4.3.20)

t∈R+
Then
t b

|u1 (t, x) − u2 (t, x)| MC(t, x) exp k(s, x, y)C(s, y) dy ds , (4.3.21)
0 a

Proof. Since ui (t, x) (i = 1, 2), (t, x) ∈ Δ are respectively εi -approximate solutions of

(4.3.1) with (4.3.17), we have
b
∂
ui (t, x) − f (t, x, ui (t, x)) − g(t, x, y, u (t, y)) dy − h(t, x) εi . (4.3.22)
∂t a
i
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
t b

εi t ∂ ui (s, x) − f (s, x, ui (s, x)) − g(s, x, y, ui (s, y)) dy − h(t, x) ds
0
∂s a
t
b
∂

ui (s, x) − f (s, x, ui (s, x)) − g (s, x, y, ui (s, y)) dy − h(t, x) ds
0 ∂ s a
t b

= ui (t, x) − φi (t, x) − f (s, x, ui (s, x)) + |g(s, x, y, ui (s, y))|dy ds . (4.3.23)
0 a
From (4.3.23) and using the elementary inequalities in (1.3.25), we observe that
(ε1 + ε2 )t
t b

u1 (t, x) − φ1 (t, x) − f (s, x, u1 (s, x)) + g (s, x, y, u1 (s, y)) dy ds
0 a
t b

+ u2 (t, x) − φ2 (t, x) − f (s, x, u2 (s, x)) + g (s, x, y, u2 (s, y)) dy ds
0 a

t b

u1 (t, x) − φ1 (t, x) − f (s, x, u1 (s, x)) + g (s, x, y, u1 (s, y)) dy ds
0 a

t b

− u2 (t, x) − φ2 (t, x) − f (s, x, u2 (s, x)) + g (s, x, y, u2 (s, y)) dy ds
0 a
|u1 (t, x) − u2 (t, x)| − |φ1 (t, x) − φ2 (t, x)|

t b

− f (s, x, u1 (s, x)) + g (s, x, y, u1 (s, y)) dy ds
0 a
t b

− f (s, x, u2 (s, x)) + g (s, x, y, u2 (s, y)) dy ds . (4.3.24)
0 a
Let u(t, x) = |u1 (t, x) − u2 (t, x)|, (t, x) ∈ Δ. From (4.3.24) and using the hypotheses, we
observe that
t b
u(t, x) (ε1 + ε2 )t + δ + c(s, x)u(s, x) + k(s, x, y)u(s, y) dy ds
0 a
t b
M+ c(s, x)u(s, x) + k(s, x, y)u(s, y) dy ds. (4.3.25)
0 a
Remark 4.3.2. In case u1 (t, x) is a solution of (4.3.1) with u1 (0, x) = u1 (x), then we have
ε1 = 0 and from (4.3.21), we see that u2 (t, x) → u1 (t, x) as ε2 → 0 and δ → 0. Furthermore,
if we put
(i) ε1 = ε2 = 0, u1 (x) = u2 (x) in (4.3.21), then the uniqueness of solutions of (4.3.1) is
established and
(ii) ε1 = ε2 = 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

b
∂
v(t, x) = f (t, x, v(t, x)) + g(t, x, y, v(t, y)) dy + h(t, x), (4.3.26)
∂t a
with the initial condition
v(0, x) = v0 (x), (4.3.27)
for (t, x) ∈ Δ, where f ∈ C(Δ × R, R), g ∈ C(Δ × I × R, R), h ∈ C(Δ, R), v0 ∈ 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 ε i 0, δ i 0 (i = 1, 2) such that
| f (t, x, u) − f (t, x, u)| ε 1 , (4.3.28)
|g(t, x, y, u) − g(t, x, y, u)| ε 2 , (4.3.29)
|h(t, x) − h(t, x)| δ 1 , (4.3.30)
|u0 (x) − v0 (x)| δ 2 , (4.3.31)
where f , g, h, u0 and f , g, h, v0 are the functions in (4.3.1)–(4.3.2) and (4.3.26)–(4.3.27)

and

M = sup δ 1 + ε 1 + ε 2 (b − a) t + δ 2 < ∞. (4.3.32)
t∈R+
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) ∈ Δ. Then
t b

|u(t, x) − v(t, x)| MC(t, x) exp k(s, x, y)C(s, y) dy ds , (4.3.33)
0 a

Proof. Let z(t, x) = |u(t, x) − v(t, x)|, (t, x) ∈ Δ. 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
t t

z(t, x) u0 (x) + h(s, x) ds − v0 (x) − h(s, x) ds
0 0
t

+ | f (s, x, u(s, x)) − f (s, x, v(s, x))| + | f (s, x, v(s, x)) − f (s, x, v(s, x))|
0
b

+ {|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
a
t
|u0 (x) − v0 (x)| + |h(s, x) − h(s, x)|ds
0
t b
+ c(s, x)z(s, x) + ε 1 + {k(s, x, y)z(s, y) + ε 2 } dy ds
0 a
t b
δ 2 + δ 1 t + ε 1 t + ε 2 (b − a)t + c(s, x)z(s, x) + k(s, x, y)z(s, y) dy ds
0 a
t b
M+ c(s, x)z(s, x) + k(s, x, y)z(s, y) dy ds. (4.3.34)
0 a
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, u0 are respectively close
to f , g, h, v0 ; 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

b
∂
u(t, x) = f (t, x, u(t, x), μ ) + g (t, x, y, u(t, y), μ ) dy + h(t, x), (4.3.35)
∂t a
b
∂
u(t, x) = f (t, x, u(t, x), μ0 ) + g (t, x, y, u(t, y), μ0 ) dy + h(t, x), (4.3.36)
∂t a
with the given initial condition (4.3.2), where f ∈ C(Δ×R×R, R), g ∈ C(Δ×I ×R×R, R),
h ∈ C(Δ, R) and μ , μ0 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, μ ) − f (t, x, u, μ )| c(t, x)|u − u|, (4.3.37)
| f (t, x, u, μ ) − f (t, x, u, μ0 )| n1 (t, x)|μ − μ0 |, (4.3.38)
|g(t, x, y, u, μ ) − g(t, x, y, u, μ )| k(t, x, y)|u − u|, (4.3.39)
|g(t, x, y, u, μ ) − g(t, x, y, u, μ0 )| n2 (t, x, y)|μ − μ0 |, (4.3.40)
where c, n1 ∈ C(Δ, R+ ), k, n2 ∈ C(Δ × I, R+ ) and

t b
N = sup n1 (s, x) + n2 (s, x, y) dy ds < ∞.
(t,x)∈Δ 0 a
Let u1 (t, x) and u2 (t, x) be respectively, the solutions of (4.3.35)–(4.3.2) and (4.3.36)–
(4.3.2) on Δ. Then
t b

|u1 (t, x) − u2 (t, x)| |μ − μ0 |NC(t, x) exp k(s, x, y)C(s, y) dy ds , (4.3.41)
0 a
for (t, x) ∈ Δ, 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) = |u1 (t, x)− u2 (t, x)|, (t, x) ∈ Δ. Using the facts that u1 (t, x) and u2 (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
t
w(t, x) [| f (s, x, u1 (s, x), μ ) − f (s, x, u2 (s, x), μ )|
0
+| f (s, x, u2 (s, x), μ ) − f (s, x, u2 (s, x), μ0 )|

b
+ {|g(s, x, y, u1 (s, y), μ ) − g(s, x, y, u2 (s, y), μ )|
a
+|g(s, x, y, u2 (s, y), μ ) − g(s, x, y, u2 (s, y), μ0 )|} dy] ds

t
[c(s, x)|u1 (s, x) − u2 (s, x)| + n1 (s, x)|μ − μ0 |
0
b
+ k(s, x, y)|u1 (s, y) − u2 (s, y)| + n2 (s, x, y)|μ − μ0 | dy ds
a
t b
|μ − μ0 |N + c(s, x)w(s, x) + k(s, x, y)w(s, y) dy ds. (4.3.42)
0 a
Now an application of the inequality in Theorem 4.2.1 part (p1 ) 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 (p3 ), one can
obtain results similar to those given above to the following Barbashin-type integrodifferen-
tial equation

∂
u(t, x) = f (t, x, u(t, x)) + k(t, x, y, u(t, y)) dy + h(t, x), (4.3.43)
∂t B
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 Rn . 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 findining 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
t t b
w(t, x) = g(t, x) + c(t, x)w(τ , x) d τ + k(t, x, y)w(τ , y) dy d τ , (4.4.1)
0 0 a
where
b
g(t, x) = f (t, x) + c(t, x)u0 (x) + k(t, x, y)u0 (y) dy. (4.4.2)
a
Throughout this section, we shall use the notations and definitions 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])
t t
u(t, x) = h(t, x) + f (t, x, s, u(s, x)) ds + g(t, x, s, y, u(s, y)) dy ds, (4.4.3)
0 0 B
for (t, x) ∈ D0 , where h ∈ C(D0 , R), f ∈ C(Ω0 × R, R), g ∈ C(Ω × R, R) are given functions
and u is the unknown function to be found, in which Ω0 = {(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)|u − u|, (4.4.4)

|g(t, x, s, y, u) − g(t, x, s, y, u)| k(t, x, s, y)|u − u|, (4.4.5)
and
t t
d = sup |h(t, x)| + | f (t, x, s, 0)|ds + |g(t, x, s, y, 0)|dy ds < ∞, (4.4.6)
(t,x)∈D0 0 0 B
where r ∈ C(Ω0 , R+ ), k ∈ C(Ω, R+ ); D1 r, D1 k exist and D1 r ∈ C(Ω0 , R+ ), D1 k ∈

C(Ω, R+ ). If u(t, x) is any solution of equation (4.4.3) on D0 , then
t
|u(t, x)| dP(t, x) exp A(σ , x) d σ , (4.4.7)
0
for (t, x) ∈ D0 , 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
t
|u(t, x)| |h(t, x)| + | f (t, x, s, u(s, x)) − f (t, x, s, 0) + f (t, x, s, 0)|ds
0
t
+ |g(t, x, s, y, u(s, y)) − g(t, x, s, y, 0) + g(t, x, s, y, 0)|dy ds
0 B
t t
|h(t, x)| + | f (t, x, s, 0)|ds + |g(t, x, s, y, 0)|dy ds
0 0 B
t t
+ | f (t, x, s, u(s, x)) − f (t, x, s, 0)|ds + |g(t, x, s, y, u(s, y)) − g(t, x, s, y, 0)|dy ds
0 0 B
t t
d+ r(t, x, s)|u(s, x)|ds + k(t, x, s, y)|u(s, y)|dy ds. (4.4.8)
0 0 B
Now an application of Theorem 4.2.2 part (p3 ) 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
t t
d = sup | f (t, x, s, h(s, x))|ds + |g(t, x, s, y, h(s, y))|dy ds < ∞. (4.4.9)
(t,x)∈D0 0 0 B
If u(t, x) is any solution of equation (4.4.3) on D0 , then

t
|u(t, x) − h(t, x)| dP(t, x) exp A(σ , x) d σ , (4.4.10)
0

Proof. Let z(t, x) = |u(t, x) − h(t, x)|, (t, x) ∈ D0 . Using the fact that u(t, x) is a solution
of (4.4.3) and hypotheses, we observe that
t
z(t, x) | f (t, x, s, u(s, x)) − f (t, x, s, h(s, x)) + f (t, x, s, h(s, x))|ds
0
t
+ |g(t, x, s, y, u(s, y)) − g(t, x, s, y, h(s, y)) + g(t, x, s, y, h(s, y))|dy ds
0 B
t t
| f (t, x, s, h(s, x))|ds + |g(t, x, s, y, h(s, y))|dy ds
0 0 B
t
+ | f (t, x, s, u(s, x)) − f (t, x, s, h(s, x))|ds
0
t
+ |g(t, x, s, y, u(s, y)) − g(t, x, s, y, h(s, y))|dy ds
0 B
t t
d+ r(t, x, s)z(s, x) ds + k(t, x, s, y)z(s, y) dy ds. (4.4.11)
0 0 B
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) satisfies the condition
|h(t, x)| M exp(−α t), (4.4.12)
for (t, x) ∈ D0 , where α > 0, M 0 are constants,

(iii) the functions r, D1 r, k, D1 k be as in Theorem 4.4.1 and
∞
sup Q(t, x) < ∞, A(σ , x) d σ < ∞, (4.4.13)
(t,x)∈D0 0
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(α (t − s)) and k exp(α (t − s)). If u(t, x) is any solution
of (4.4.3) on D0 , then it tends exponentially toward zero as t → ∞.
Proof. From the hypotheses, we observe that

t
|u(t, x)| |h(t, x)| + | f (t, x, s, u(s, x)) − f (t, x, s, 0)|ds
0
t
+ |g(t, x, s, y, u(s, y)) − g(t, x, s, y, 0)|dy ds
0 B
t t
M exp(−α t) + r(t, x, s)|u(s, x)|ds + k(t, x, s, y)|u(s, y)|dy ds. (4.4.14)
0 0 B

t
|u(t, x)| exp(α t) M + r(t, x, s) exp(α (t − s))|u(s, x)| exp(α s) ds
0
t
+ k(t, x, s, y) exp(α (t − s))|u(s, y)| exp(α s) dy ds. (4.4.15)
0 B
Now an application of Theorem 4.2.2 part (p3 ) to (4.4.15) yields

t
|u(t, x)| exp(α t) MP(t, x) exp A(σ , x) d σ , (4.4.16)
0
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(−α 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 ui (t, x) (i = 1, 2) be respectively εi -approximate solutions of equa-
tion (4.4.3) on D0 , i.e.,
t t

ui (t, x) − h(t, x) − f (t, x, s, ui (s, x)) ds − g(t, x, s, y, ui (s, y)) dy ds εi , (4.4.17)
0 0 B
on D0 for constants εi 0. Then

t

|u1 (t, x) − u2 (t, x)| (ε1 + ε2 )P(t, x) exp A(σ , x) d σ , (4.4.18)
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 (p3 ). We leave the details to the reader.
Remark 4.4.1. In case u1 (t, x) is a solution of equation (4.4.3), then we have ε1 = 0 and
from (4.4.18) we see that u2 (t, x) → u1 (t, x) on D0 as ε2 → 0. Moreover, from (4.4.18) it
follows that if ε1 = ε2 = 0, then the uniqueness of solutions of (4.4.3) is established.
Consider the equation (4.4.3) together with the following integral equation
t t
v(t, x) = h(t, x) + f (t, x, s, v(s, x)) ds + g(t, x, s, y, v(s, y)) dy ds, (4.4.19)
0 0 B
for (t, x) ∈ D0 , where h ∈ C(D0 , R), f ∈ C(Ω0 ×R, R), g ∈ C(Ω×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 ε i 0, (i = 1, 2), δ 0 such that
| f (t, x, s, u) − f (t, x, s, u)| ε 1 , (4.4.20)
|g(t, x, s, y, u) − g(t, x, s, y, u)| ε 2 , (4.4.21)
|h(t, x) − h(t, x)| δ , (4.4.22)
where f , g, h and f , g, h are functions involved in (4.4.3) and (4.4.19) and

n
M = sup δ + t ε 1 + ε 2 ∏(bi − ai ) < ∞. (4.4.23)
t∈R+ i=1
Let u(t, x) and v(t, x) be respectively the solutions of (4.4.3) and (4.4.19) on D0 . Then
t
|u(t, x) − v(t, x)| MP(t, x) exp A(σ , x) d σ , (4.4.24)
0
Proof. Let z(t, x) = |u(t, x) − v(t, x)|, (t, x) ∈ D0 . Using the hypotheses, we observe that
z(t, x) |h(t, x) − h(t, x)|

t
+ | f (t, x, s, u(s, x)) − f (t, x, s, v(s, x)).
0
+ f (t, x, s, v(s, x)) − f (t, x, s, v(s, x))|ds

t
+ g(t, x, s, y, u(s, y)) − g(t, x, s, y, v(s, y))
0 B
+g(t, x, s, y, v(s, y)) − g(t, x, s, y, v(s, y))|dy ds

t
δ+ | f (t, x, s, u(s, x)) − f (t, x, s, v(s, x))|ds
0
t
+ | f (t, x, s, v(s, x)) − f (t, x, s, v(s, x))|ds
0
t
+ |g(t, x, s, y, u(s, y)) − g(t, x, s, y, v(s, y))| dy ds
0 B
t
+ |g(t, x, s, y, v(s, y)) − g(t, x, s, y, v(s, y))| dy ds
0 B
t t t t
δ+ r(t, x, s)z(s, x) ds + ε 1 ds + k(t, x, s, y)z(s, y) dy ds + ε 2 dy ds
0 0 0 B 0 B
t t
M+ r(t, x, s)z(s, x) ds + k(t, x, s, y)z(s, y) dy ds. (4.4.25)
0 0 B
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
t t
u(t, x) = hi (t, x) + f (t, x, s, u(s, x)) ds + g(t, x, s, y, u(s, y)) dy ds, (4.4.26)
0 0 B
for (i = 1, 2), (t, x) ∈ D0 , where hi ∈ C(D0 , R) and the functions f , g are as defined in
(4.4.3).
(4.4.5) and there exists a constant δ 0 such that
|h1 (t, x) − h2 (t, x)| δ , (4.4.27)
for (t, x) ∈ D0 . Let ui (t, x) (i = 1, 2) be respectively εi – approximate solutions of (4.4.26).

Then
t

|u1 (t, x) − u2 (t, x)| (δ + ε1 + ε2 )P(t, x) exp A(σ , x) d σ , (4.4.28)
0

Proof. Let z(t, x) = |u1 (t, x) − u2 (t, x)|, (t, x) ∈ D0 . Following the proof of Theorem 3.4.4
and using the hypotheses, we obtain
t
z(t, x) |h1 (t, x) − h2 (t, x)| + ε1 + ε2 + | f (t, x, s, u1 (s, x)) − f (t, x, s, u2 (s, x))|ds
0
t
+ |g(t, x, s, y, u1 (s, y)) − g(t, x, s, y, u2 (s, y))|dy ds
0 B
t t
δ + ε1 + ε2 + r(t, x, s)z(s, x) ds + k(t, x, s, y)z(s, y) dy ds. (4.4.29)
0 0 B
Now applying Theorem 4.2.2 part (p3 ) 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 significant source of parabolic
type integrodifferential equations is provided by the study of equation of the form
t
u(t, x) = f (t, x) + P(t, x, s, u(s, x)) ds + Q(t, x, y, u(s, y)) dy
0 B
t
+ F(t, x, s, y, u(s, y)) dy ds, (4.4.30)
0 B
and variants thereof under some suitable conditions. It is hoped and expected that the
analysis presented above in Theorems 4.4.1–4.4.6 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 (p3 ), 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
− Lu = f (x,t, u) + (Hu)(x,t) (t > 0, x ∈ Ω), (4.5.1)
∂t
with the given boundary conditions
∂u
B[u] = d(x) + u = 0 (t > 0, x ∈ ∂ Ω), (4.5.2)
∂τ
u(x, 0) = u0 (x), x ∈ Ω, (4.5.3)
where Ω is a bounded domain in Rn , ∂ Ω the sufficiently smooth boundary of Ω, τ is the

outward normal unit vector on the boundary ∂ Ω and
n
∂2 n
∂
L= ∑ ai j (x) + ∑ ai (x)
∂ xi ∂ x j i=1 ∂ xi
− a0 (x), (4.5.4)
i, j=1
is the uniformly elliptic operator.
Let D = Ω × (0, T ], D = Ω × [0, T ], S = ∂ Ω × (0, T ], where T > 0 is a finite but can be

arbitrarily large and Ω is the closure of Ω. Denote by C2 (D) the class of functions which
are continuous in D, continuously differentiable in t and twice continuously differentiable
∂u
in x and for (x,t) ∈ D and ∂τ exists on ∂ Ω. Throughout assume that the coefficients of L
and the first order derivatives of ai j are Hölder continuous in Ω (of exponent α , 0 < α < 1),

the matrix ai j is symmetric positive definite in Ω, a0 (x) 0 in Ω, f is Hölder continuous
in (x,t, u) in every bounded subset of Ω × R+ × Rn , the operator Hu is uniformly Hölder
continuous with respect to u ∈ Rn and for (x,t) ∈ Ω × R+ , the boundary ∂ Ω is of class

C2+α , d ∈ H 1+α (∂ Ω) and u0 ∈ H 2+α Ω and satisfies boundary condition (4.5.2) at t = 0,

where C2+α , H 2+α Ω , H 1+α (∂ Ω) are the function spaces defined 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 ∈ C2 (D) which
satisfies (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
t
(Hu)(x,t) = u(x,t)h x,t, k(x,t, s)u(x, s) ds ,
0
or
t
(Hu)(x,t) = h x,t, k(x,t, s)u(x, s) ds ,
0
or variants thereof (see [59,60,75 ]), where all the functions are Hölder continuous and
defined on the respective domains of their definitions.
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 ∈ C2 (D) is called an upper solution of (4.5.1)–(4.5.3) if

∂w
− Lw f (x,t, w) + (Hw)(x,t), (x,t) ∈ D, (4.5.5)
∂t
B [w] 0, (x,t) ∈ S, (4.5.6)
w(x, 0) u0 (x), x ∈ Ω. (4.5.7)

Similarly, the function v ∈ C2 (D) is called a lower solution of (4.5.1)–(4.5.3) if it satisfies
all the reversed inequalities in (4.4.5)–(4.4.7).
The functions u, u ∈ C2 (D) are called maximal and minimal solutions of (4.5.1)–(4.5.3),
respectively, if every other solution u ∈ C2 (D) of (4.5.1)–(4.5.3) satisfies the relation
u(x,t) u(x,t) u(x,t) for (x,t) ∈ D.
We list for convenience the following assumptions:
(H1 ) the functions v, w ∈ C2 (D) with v w on D are lower and upper solutions of (4.5.1)–
(4.5.3),
(H2 ) for each i, fi (x,t, u1 )− fi (x,t, u2 ) −M(u1i −u2i ) whenever v(x,t) u2 u1 w(x,t)
for (x,t) ∈ D, where M 0 is a constant,
(H3 ) for each i, the operator Hi u is monotone nondecreasing in u, whenever v(x,t) u
w(x,t) for (x,t) ∈ D.
For any η ∈ C2 (D) such that v η w on D, consider the linear system

∂ ui
− Lui = fi (x,t, η ) + (Hi η )(x,t) − M(ui − ηi ), (x,t) ∈ D, (4.5.8)
∂t
B[ui ] = 0, (x,t) ∈ S, (4.5.9)
ui (x, 0) = u0i (x), x ∈ Ω. (4.5.10)

For a known η 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 η ∈ C2 (D) such that v η w on D, define
the mapping A by
Aη = u, (4.5.11)
where u is the unique solution of (4.5.8)–(4.5.10). This mapping will be used to define
the sequences that converge to the minimal and maximal solutions of (4.5.1)–(4.5.3). To
achieve this, we first prove the following lemma.
Lemma 4.5.1. Assume that the hypotheses (H1 )–(H3 ) hold. Then
(i) the unique solution u of (4.5.8)–(4.5.10) satisfies 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 ∈ C2 (D) : v(x,t) u w(x,t), (x,t) ∈ D .
Proof. (i) We shall first show that v(x,t) u(x,t) for (x,t) ∈ D. Setting pi = vi − ui , we
get
∂ pi
Lvi + fi (x,t, v) + (Hi v)(x,t) − Lui − fi (x,t, η ) − (Hi η )(x,t) + M(ui − ηi )
∂t
Lpi + M(ηi − vi ) + (Hi η )(x,t) − (Hi η )(x,t) + M(ui − ηi )
= Lpi − M pi .
This implies
∂ pi
− Lpi + M pi 0,
∂t
and also we observe that B[pi ] 0, pi (x, 0) 0. Hence by the maximum principle (see
[125]) pi 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 η = v. Now, we

shall prove that v u for (x,t) ∈ D. Setting pi = vi − ui , we get
∂ pi
Lvi + fi (x,t, v) + (Hi v)(x,t) − Lui − f i (x,t, v) − (Hi v)(x,t) + M(ui − vi )
∂t
= Lpi − M pi .
This implies
∂ pi
− Lpi + M pi 0,
∂t
and also we observe that B[pi ] 0, pi (x, 0) 0. Hence by the maximum principle pi 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 η1 , η2 ∈ C2 (D) be such that η1 , η2 ∈ U(v, w) and η1 η2 . Let Aη1 = u1 and
Aη2 = u2 , where u1 and u2 are the unique solutions of (4.5.8)–(4.5.10) corresponding to η1
and η2 , respectively. Then setting pi = u1i − u2i , we get
∂ pi
= Lu1i + f i (x,t, η1 ) + (Hi η1 )(x,t) − M(u1i − η1i )
∂t
−Lu2i − fi (x,t, η2 ) − (Hi η2 )(x,t) + M(u2i − η2i )
Lpi − { fi (x,t, η2 ) − fi (x,t, η1 )} + (Hi η2 )(x,t) − (Hi η2 )(x,t)
−M(u1i − η1i ) + M(u2i − η2i )
Lpi + M(η2i − η1i ) − M(u1i − η1i ) + M(u2i − η2i )

= Lpi − M pi .
This implies
∂ pi
− Lpi + M pi 0,
∂t
and also we have B[pi ] = 0, pi (x, 0) = 0. Hence, by the maximum principle pi 0, i =
1, 2, . . . , n, which implies u1 (x,t) u2 (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 define the sequences

vn = Avn−1 , wn = Awn−1 ,
with v0 = v and w0 = w. It is easy to observe that the sequences {vn } and {wn } are mono-
tone nondecreasing and nonincreasing respectively, and v vn wn 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 wn and u vn 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 (H1 )–(H3 ) hold. Then the sequence {wn }
converges uniformly from above to a maximal solution u of (4.5.1)–(4.5.3), while the se-
quence {vn } 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 v1 · · · vn · · · u u u · · · wn · · · w1 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
(H4 ) f (x,t, ξ1 ) − f (x,t, ξ2 ) c1 (ξ1 − ξ2 ),
(H ξ1 )(x,t) − (H ξ1 )(x,t) c2 (ξ1 − ξ2 ),
whenever v ξ2 ξ1 w on D, where c1 and c2 are nonnegative constants, then we have
the uniqueness result.
Theorem 4.5.2. Assume that the hypotheses (H1 )–(H4 ) hold. Then the maximal and
minimal solutions of (4.5.1)–(4.5.3) coincide. Furthermore, if (H2 ) and (H4 ) hold for v = 0
and every finite w, then (4.5.1)–(4.5.3) has a unique nonnegative solution.
Proof. Let λ be a constant satisfying λ > c + c1 + c2 and let z = e−λ t (u − u). Then
∂z
− Lz + (λ − c1 − c2 )z
∂t
= e−λ t [ f (x,t, u) − f (x,t, u) + (Hu)(x,t) − (Hu)(x,t)] − (c1 + c2 )z
e−λ t [c1 (u − u) + c2 (u − u)] − (c1 + c2 )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 definition 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
Lφ + λ φ = 0, x ∈ Ω; B [φ ] = 0, x ∈ ∂ Ω, (4.5.12)
where L and B are defined 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 φ corresponding to
the least eigenvalue λ0 of (4.5.12). It is well known that λ0 is real and positive and φ
is (or can be chosen) positive in Ω (see [125]). When d(x) > 0 the maximum principle
implies that φ (x) > 0 on Ω. We normalize φ so that max{φ (x) : x ∈ Ω} = 1 and write
φm ≡ min{φ (x) : x ∈ Ω}. Notice that φm > 0 when d > 0 on ∂ Ω.
Theorem 4.5.3. Assume that the hypotheses of Theorem 4.5.1 hold. Let u(x,t) be
(λ0 −b)
nonnegative solution of (4.5.1)–(4.5.3) and d(x) > 0. Let β > 0, b < λ0 , α = 2 ,
(λ0−b)2
δ= 4β be such that for t > 0, x ∈ Ω,
f (x,t, ξ ) bξ , ξ 0, (4.5.13)
t
(H ξ )(x,t) β δ ξ 2 e−α s ds, ξ 0. (4.5.14)
0
Then for any constant k > 0,
0 u(x,t) ke−α t φ (x) (t 0, x ∈ Ω), (4.5.15)
whenever 0 u0 (x) kφ (x).

Proof. To prove (4.5.15) it suffices to show that w(x,t) = δ e−α t φ (x) is an upper solution.
Clearly, the inequalities (4.5.6), (4.5.7) are satisfied. We observe that
∂w
− Lw = δ e−α t [−αφ (x) − Lφ (x)] ,
∂t
and in view of the assumptions (4.5.13) and (4.5.14) we need only to show that
t
−αφ (x) − Lφ (x) bφ (x) + β δ φ 2 (x) e−α s ds.
0
Since φ 1, −Lφ = λ0 φ , the inequality holds if

βδ
(λ0 − b − α ) 1 − e−α t , t > 0.
α
(λ0 −b) (λ0 −b)2
An optimal choice of α , δ is given by α = 2 , δ = 4β . 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
− Lu = Φ(x,t, u, Fu), (x,t) ∈ D, (4.5.16)
∂t
∂u
B[u] = a + bu = h(x,t), (x,t) ∈ S, (4.5.17)
∂τ
u (x.0) = u0 (x), x ∈ Ω, (4.5.18)
where
n
∂2 n
∂
L= ∑ ai j (x,t) + ∑ ai (x,t)
∂ xi ∂ x j i=1 ∂ xi
,
i, j=1
is the uniformly elliptic operator whose coefficients are as defined above with suitable
modifications (see also [37,57,122,125]), a, b are nonnegative constants, h ∈ H 1+α (s), Φ
is Hölder continuous in (x,t, ω , ξ ) in every bounded subset of Ω × R+ × Rn × Rn and the
operator F may in particular be of the form
t
Fu(x,t) = k1 (x,t, s, u(x, s)) ds,
0
or

Fu(x,t) = k2 (x,t, y, u(y,t)) dy,
Ω
or variants thereof, in which k1 , k2 are defined on the respective domains of their definitions.
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 σ + ∈ C2 (D) is called an upper solution of problem (4.5.16)–(4.5.18) if

∂σ+
− Lσ + Φ(x,t, σ + , F σ + ), (x,t) ∈ D, (4.5.19)
∂t
B[σ + ] h(x,t), (x,t) ∈ S, (4.5.20)
σ + (x, 0) u0 (x), x ∈ Ω. (4.5.21)
Similarly, the function σ − ∈ C2 (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:

(G1 ) the functions σ − , σ + ∈ C2 (D) with σ − (x,t) σ + (x,t) on D are lower and upper
solutions of (4.5.16)–(4.5.18),
(G2 ) for each i, Φi (x,t, u, Fu)− Φi (x,t, u, Fu) −N(ui −ui ), for every (x,t) ∈ D, whenever
σ − (x,t) u u σ + (x,t), where N 0 is a constant,
(G3 ) the operator Fu is monotone increasing on U (σ − , σ + ) and for each i, Φi (x,t, u, v) is
monotone nondecreasing in v.
For any η ∈ C2 (D) such that σ − η σ + on D, consider the following linear system
∂ ui
− Lui = Φi (x,t, η , F η ) − N(ui − ηi ), (x,t) ∈ D, (4.5.22)
∂t
B [ui ] = h(x,t), (x,t) ∈ S, (4.5.23)
ui (x, 0) = u0i (x), x ∈ Ω. (4.5.24)
For a known function η , the assumptions on Φ and F ensure (see [37,57,122]) the existence
of a unique solution of (4.5.22)–(4.5.24). For each η ∈ C2 (D) such that σ − η σ + on
D, define the mapping P by
Pη = 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 (G1 )–(G3 ) hold. Then
(i) the unique solution u of (4.5.22)–(4.5.24) satisfies σ − (x,t) u(x,t) σ + (x,t), (x,t) ∈
D;
(ii) σ − Pσ − , σ + Pσ + on D;
(iii) P is monotone operator on the set of functions U(σ − , σ + ).
From Lemma 4.5.2, we can define the sequences
σn− = Pσn−1
−
, σn+ = Pσn−1
+
,
with σ0− = σ − and σ0+ = σ + . By following the similar observations below Lemma 4.5.1
on the sequences {σn− }, {σn+ }, 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 (G1 )–(G3 ) hold. Then the sequence {σn+ },
converges uniformly from above to the maximal solution u+ of (4.5.16)–(4.5.18), while
the sequence {σn− } 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(σ − , σ + ),
then
σ − σ1− · · · σn− · · · u− u u+ · · · σn+ · · · σ1+ σ + ,
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:
t
ut = a(x,t, u, ux )uxx + b(x,t, u, ux ) + c(x, τ , u, ux ) d τ , (4.6.1)
0
in QT ,
u(0,t) = f1 (t), 0 t T, (4.6.2)

u(1,t) = f2 (t), 0 t T, (4.6.3)
u(x, 0) = u0 (x), 0 x 1, (4.6.4)
where QT = [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
α
C2+α ,1+ 2 (QT ) is used. The notations of the norms in Banach spaces C(QT ), C2,1 (QT ),
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.
(H1 ) 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) A1 > 0,

(ii) |b(x,t, u, p)| A2 [1 + |u| + |p|],
(iii) |c(x,t, u, p)| A3 [1 + |u| + |p|], for (x,t, u, p) ∈ QT × R2 , where A1 , A2 and A3 are
three absolute constants.
(H2 ) the functions f1 (t), f2 (t) ∈ C2 [0, T ], u0 (x) ∈ C2+α [0, 1] and the consistency conditions
f1 (0) = u0 (0), f 2 (0) = u0 (1),
f 1 (0) = a(0, 0, u0 (0), u0 (0))u0 (0) + b(0, 0, u0 (0), u0 (0)),
and
f 2 (0) = a(1, 0, u0 (1), u0 (1))u0 (1) + b(1, 0, u0 (1), u0 (1)),
are satisfied.
We need the following well known inequalities to establish the results.
1. Young’s inequality: If a 0, b 0, then, for any η > 0,

ar s b
s
ab η + η − r ,
r s
where r > 1, s > 1 and 1r + 1s = 1.
2. Interpolation inequalities: If u(x) ∈ H 1 (0, 1), then
2 1
uL∞ (0,1) CuH3 1 (0,1) uL31 (0,1) .
α
We first establish a global a priori bound for the solution u(x,t) in C2+α ,1+ 2 (QT ) based on
an integral calculation, imbedding inequalities and Schauder estimates under the hypothe-
ses (H1 )–(H2 ).
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 first deduce the following result.
Lemma 4.6.1. Under the assumptions (H1 )–(H2 ), u(x,t) satisfies the following inequal-
ity:
1
u2xx dx dt + sup u2x (x,t) dx C1 , (4.6.5)
QT 0tT 0
where C1 depends only on the Ai (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 final constants unless stated other-
wise.
Let v(x,t) = (1 − x) f 1 (t) + x f 2 (t) and w(x,t) = u(x,t) − v(x,t), (x,t) ∈ QT . Then w(x,t) is
a solution of the following problem:
t
wt = awxx + b − vt + c (x, τ , w + v, wx + vx ) d τ , (4.6.6)
0
w(0,t) = w(1,t) = 0, 0 t T, (4.6.7)
w(x, 0) = u0 (x) − [(1 − x) f 1 (0) + x f2 (0)] = w0 (x) (say), 0 x 1. (4.6.8)
Multiplying equation (4.6.6) by wxx and integrating it over QT , we obtain, employing the
Cauchy–Schwarz inequality with small parameter ε > 0 and the assumption (H1 ) that

A1 w2xx dx dt − wt wxx dx dt
QT QT

ε w2xx dx dt +C(ε ) 1 + w2 + w2x
QT QT
t
2
+ A3 (1 + |w| + |wx |) d τ dx dt. (4.6.9)
0
Observe that
1 1
1 1
− wt wxx dx dt = wx (x, T )2 dx − w0 (x)2 dx, (4.6.10)
QT 2 0 2 0

w2 dx dt C w2x dx dt, (4.6.11)
QT QT
and that
t
2 T 1 t
(1 + |w| + |wx |) d τ dx dt 2t (1 + w2 + w2x ) d τ dx dt
QT 0 0 0 0
T 1 t
2T [1 + w2 + w2x ]d τ dx dt
0 0 0
T 1
≡ 2T (T − τ )[1 + w2 + w2x ]dx dt
0 0
T 1
2T 2 [1 + w2 + w2x ]dx dt. (4.6.12)
0 0
Combining (4.6.10)–(4.6.12) by choosing ε = 1

4A1 , we have from (4.6.9) that
1
A1
w2xx dx dt + wx (x, T )2 dx (1 + T 2 )C w2x dx dt + (1 + T 2 )C.
2 QT 0 QT
Since T is arbitrary, Gronwall’s inequality (see [82]) implies that

1
wx (x,t)2 dx C(T ).
0
Therefore,

wx (x,t)2 dx dt C, (4.6.13)
QT
and
1
w2xx dx dt + sup w2x (x,t) dx C. (4.6.14)
QT 0tT 0
This concludes the estimate (4.6.5) since u(x,t) = w(x,t) + v(x,t) on QT .
Corollary 4.6.1. There exists a positive constant C2 such that
u(x,t)C(QT ) C2 , (4.6.15)
where C2 depends on the same quantities as C1 .
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 ux .
Lemma 4.6.2. There exists a constant C3 such that
ux C(QT ) C3 , (4.6.16)
where the dependency of C3 is the same as C1 .
Proof. Let p > 2 be an arbitrary even integer. Since

T 1 T 1
d p
wx dx dt = pwxp−1 wxt dx dt
0 dt 0 0 0
T 1 T x=1

=− p(p − 1)wxp−2 wxx wt dx dt + pwxp−1 wt dt
0 0 0 x=0
T 1 t
=− p(p − 1)wxp−2 wxx awxx + b − vt + c d τ dx dt, (4.6.17)
0 0 0
it follows that
1 T 1
wxp (x, T ) dx + A1 p(p − 1)wxp−2 w2xx dx dt
1
0
T 0 0
t

w0 (x) p dx + p(p − 1)wxp−2 wxx b − vt + cd τ dx dt
0
0
0
1 T 1
w0 (x) p dx + ε p(p − 1)wxp−2 w2xx dx dt
0 0 0
T 1 t 2
+C(ε ) p(p − 1)wxp−2 b − vt + cd τ dx dt. (4.6.18)
0 0 0
A2
Choosing ε = 2 and using (H1 ), we find
1
A1 T 1
wxp (x, T ) dx + p(p − 1)wxp−2 w2xx dx dt
0 2 0 0
1 T 1

p
w0 (x) dx +C p(p − 1)wx
p−2
1 + w2 + w2x
0 0 0
t
2
+ (1 + |w| + |wx |) d τ dx dt. (4.6.19)
0
Let
T 1 t
2
I= wxp−2 (1 + |w| + |wx |) d τ dx dt.
0 0 0
Then
T 1 t
I 2T T +C2 + wx d τ dx dt
wxp−2
2 2
0 0 0
T 1 T 1 t
CT (1 + T ) wxp−2 dx dt + 2T wxp−2 w2x d τ dx dt
0 0 0 0 0
≡ CT (1 + T )I1 + 2T I2 .
p p
Using Young’s inequality with r = p−2 , s = 2 and η = 1, we have
T 1 t
I2 = wxp−2 w2x d τ dx dt
0 0 0
T 1
t p
p−2 p 2 2
wx + wx d τ
2
dx dt
0 0 p p 0
T 1 T 1 t
p−2
wxp dx dt + t 2 wxp d τ dx dt
0 0 0 0 0
T 1 T 1 t
p−2
wxp dx dt + T 2 wxp d τ dx dt
0 0 0 0 0
T 1 T 1
p−2
wxp dx dt + T 2 (T − τ )wxp dx d τ
0 0 0 0
p
T 1
1+T 2 wxp dx dt. (4.6.20)
0 0
For the moment, we restrict T by 0 < T T0 = 1 (say). Under this condition, it follows
from (4.6.19)–(4.6.20) and T ∈ [0, T0 ] arbitrary that
1
A1
sup wxp (x,t) dx + p(p − 1)wxp−2 wxx dx dt
0tT 0 2 QT
1 T 1
w0 (x) p dx +C p(p − 1)wxp−2 1 + w2x dx dt, (4.6.21)
0 0 0
where C depends only on C2 and known data. Assume that w(x,t)L∞ (QT )

max 1, T1 w0 (x)0 (here 0 < T T0 = 1 is a fixed number). Otherwise, we already
have the estimate (4.6.16) on the interval [0, T0 ]. Then
1 T 1 T 1
A1
sup wxp dx + p(p − 1)wxp−2 w2xx dx dt C p(p − 1)wxp dx dt
0tT 0 2 0 0 0 0
T
C p(p − 1)wx (·,t)Lp∞ (0,1) dt. (4.6.22)
0
If the interpolation inequality is employed, we have
p p 23 p 13
2 2
wx C wx2 1 wx 1 ,
L∞ (0,1) H (0,1) L (0,1)
i.e.,
p 43 p 23
2
wx Lp∞ (0,1) C wx2 1 wx 1
H (0,1) L (0,1)
p 2

Cη wx2 1 +Cη −2 wx p p ,
H (0,1) L 2 (0,1)
where the last inequality is obtained from Young’s inequality for r = 32 and s = 3. Note that
p 2 1 p 2 1
2 p −1
wx 1 = wx2 wxx dx + wxp dx.
H (0,1) 0 2 0
As a consequence, it follows that
1 T 1
A1
sup wxp dx + p(p − 1)wxp−2 w2xx dx dt
0tT 0 2 0 0
T 1 T 1
p2
Cp(p − 1) η wxp−2 w2xx dx dt + η wxp dx dt
4 0 0 0 0
T
+Cp(p − 1)η −2
p
wx p dt.
0 L 2 (0,1)
A1
If now η is chosen as η = min 1
2CT0 , p2C , then
1 T 1
sup wxp dx + p(p − 1) wxp−2 w2xx dx dt Cp(p − 1)η −2 T sup wx p p
0tT 0 0 0 0tT L 2 (0,1)
p
Cp4 sup wx p ,
0tT L 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

1 p1
k
p = pk = 2k and αk = sup wxpk dx .
0tT 0
If we take the pk -th root of both sides of above inequality, we obtain

1
αk Cp4k pk αk−1 .
Now
+∞ 1
1
∑+∞ 1
∏ C pk
+∞
= C∑k=1 2 C,
k=1 p k
=C k
k=1
and
+∞ 4 +∞ 4k
∏ pk k = 2∑k=1 2k C,
p
k=1
since
+∞ +∞
k 4k
∑ 2k
2 k
, =4∑
k=1 k=1
1
is convergent. Thus it follows that, for dk = Cp4k pk ,

k
αk dk αk−1 ∏ d α1 C α1 .
=1
As
lim αk = wx L∞ (QT ) ,

k→+∞
and α1 C1 by Lemma 4.6.1, it follows that
Q
wx 0 T Cα1 C. (4.6.23)
Note that for the interval [T0 , 2T0 ], we can repeat the above procedure and obtain previously
the same inequality (4.6.23). After finitely many steps, one has the estimate (4.6.16).
Lemma 4.6.3. There exist constants C4 and α (0 < α < 1), which depend on the same
quantities as Ci (i = 1, 2, 3), such that
u 1+α , 1+ α C4 , (4.6.24)

C 2 (QT )
and hence
ux α, α C4 . (4.6.25)
C 2 (QT )
Proof. Let
t
μ = max |a(x,t, u, ux )| + |b(x,t, u, ux )| + |c(x, τ , u, ux )|d τ .
(x,t)∈QT 0
|u|C2
|ux |C3
Lemma 4.6.2 implies that μ 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 C5 such that
u α C5 , (4.6.26)
C2+α ,1+ 2 (QT )
where C5 depends only on the same quantities as Ci , i = 1, 2, 3, 4.
Proof. By Lemma 4.6.3, we know that a(x,t, u(x,t), ux (x,t)) and b(x,t, u(x,t), ux (x,t))
α
are uniformly Hölder continuous in QT with exponents α and 2 with respect to x and t,
respectively. Considering equation (4.6.1) as a linear equation
t
ut = auxx + b + cd τ ,
0
with initial-boundary conditions (4.6.2)–(4.6.4), we employ the Schauder estimate to obtain

t

u 2+α ,1+ α2 C 1+
cd τ α . (4.6.27)
C (QT ) 0 α, 2
C (QT )
α
Note that, for any function g(x,t) ∈ Cα , 2 (QT ), we have the property
t
1− α2
g(x, τ ) d τ g(x, 0) + T + T g α . (4.6.28)
0 α, α C[0,1] α ,
C 2 (QT )
C 2 (QT )
As a consequence
t
α
c(x, τ , u, ux ) d τ C 1 + T + T 1− 2 c(x,t, u, ux ) α, α
α C (QT )
Cα , 2 (QT )
2
0

α
C 1 + T + T 1− 2 u 1+α , 1+ α ,
C 2 (QT )
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 4.6.1–4.6.4, we establish the following existence theorem.
Theorem 4.6.1. Under hypotheses (H1 )–(H2 ), there exists a solution u(x,t) ∈
α
C2+α ,1+ 2 (QT ) to the problem (4.6.1)–(4.6.4).
Proof. Define the operator Lλ by

t
Lλ u = ut − [auxx + b + λ c d τ ].
0
Let
∑(λ ) = {λ ∈ [0, 1] : the problem (4.6.1)λ –(4.6.4) is solvable},

where (4.6.1)λ is the equation Lλ u = 0. By the standard continuation method (∑(λ ) is not
empty, ∑(λ ) is open and also closed), it follows that ∑(λ ) ≡ [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 infinitely differ-
entiable in all of their arguments and that the boundary values f1 (t) and f 2 (t) belong to
C∞ (0, T ]. Then the solution u(x,t) is infinitely differentiable with respect to x and t on the
region QT ∩ {(x,t) : t > 0}.
α
Proof. Since u ∈ C2+α ,1+ 2 (QT ), we can differentiate equation (4.6.1) with respect to t
and then v = ut satisfies
vt = avxx + [a p uxx + b p ]vx + [au uxx + bu]v + [at uxx + bt + c(x,t, u, ux )] in QT , (4.6.29)
v(0,t) = f1 (t), 0 t T, (4.6.30)
v(1,t) = f2 (t), 0 t T. (4.6.31)
Since the coefficients of equation (4.6.29) are Hölder continuous with respect to x and t,
α
the Schauder estimate for a parabolic equation implies that the solution v ∈ C2+α ,1+ 2 (QT ).
α
Hence u ∈ C4+α ,2+ 2 (QT ). We can repeat this procedure and obtain v ∈ C+∞,+∞ (QT ∩ {t :
t > 0}). It follows that u(x,t) ∈ C+∞,+∞ (QT ∩ {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 ( f1 (t), f2 (t), u0 (x)) and ( f1∗ (t), f2∗ (t), u∗0 (x)) are two known
sets of initial-boundary values which satisfy (H2 ). 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) α
C2+α ,1+ 2 (QT )

C f 1 (t) − f1∗ (t) α + f2 (t) − f2∗ (t) 1+ α2
C1+ 2 [0,T ] C [0,T ]

∗
+ u0 (x) − u0 (x)C2+α [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) ∈ QT . Then w(x,t) satisfies
wt = awxx + b∗ (x,t)wx + c∗ (x,t)w + d ∗ (x,t) in QT , (4.6.33)
w(0,t) = f1 (t) − f1∗ (t), 0 t T, (4.6.34)

w(1,t) = f2 (t) − f2∗ (t), 0 t T, (4.6.35)
w(x, 0) = u0 (x) − u∗0 (x), 0 x 1, (4.6.36)
where
1
b∗ (x,t) = b p (x,tu∗ , zux + (1 − z)u∗x ) dz
0
1

+ a p (x,t, u∗ , zux + (1 − z)u∗x ) dz u∗xx ,
0
1
c∗ (x,t) = bu (x,t, zu + (1 − z)u∗ , ux ) dz
0
1

+ au (x,t, zu + (1 − z)u∗ , ux ) dz u∗xx ,
0
t
d ∗ (x,t) = [d1 (x, τ )wx + d2 (x, τ )w] d τ ,
0
1
d1 (x,t) = c p (x,t, u∗ , zux + (1 − z)u∗x ) dz,
0
1
d2 (x,t) = cz (x,t, zu + (1 − z)u∗ , ux ) dz.
0
The estimate (4.6.24) implies that all the Hölder moduli of the coefficients in (4.6.33) are
dominated by known data. From the Schauder estimate for the linear parabolic equation
(4.6.33), we have
2
u 2+α ,1+ α C ∑ fi (t) − fi∗ (t) 1+ α
C 2 (QT ) C 2 [0,T ]
i=1
+u0 (x) − u∗0 (x)C2+α [0,1] + d ∗ (x,t) α, α .

C 2 (QT )
The inequalities (4.6.26) and (4.6.28) yield

α

d ∗ (x,t) α , α2 C w(x, 0)C[0,1] + T + T 1− 2 u 2+α ,1+ α2 .
C (QT ) C (QT )
α

Therefore, when T is small enough so that T + T 1− 2 C 12 we have the desired result.
By taking a finite 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

x ∞
∂ 1
f (t, x) = φ (x − y, y) f (t, x − y) f (t, y) dy − f (t, x) φ (x, y) f (t, y) dy, (4.7.1)
∂t 2 0 0
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
(H1 ) the function φ (x, y) is continuous and symmetric in the quadrant x 0, y 0, and
verifies 0 φ (x, y) A, x 0, y 0, where A is a positive number,
(H2 ) f0 (x) is continuous, bounded and integrable on x 0,
(H3 ) f0 (x) 0 for x 0.
Under the hypotheses (H1 )–(H3 ), there exists a solution f (t, x) of equation (4.7.1), satisfy-
ing (4.7.2), which is defined for x 0, t 0, is continuous, bounded, nonnegative, analytic
in t for each fixed x 0 and integrable in x for each t 0. Moreover, the solution is unique.
Consider the parabolic-type Fredholm integral equation

b
∂
u(x,t) = F x,t, u(x,t), K(x,t, y, u(y,t)) dy , (4.7.3)
∂t a
with the given initial condition
u(x, 0) = φ (x), (4.7.4)
for (x,t) ∈ Δ, where φ ∈ C(I, R), K ∈ C(Δ × I × R, R), F ∈ C(Δ × R2 , R) in which I = [a, b]
(a < b), Δ = I × R+ . Assume that
(G1 ) 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)|u − u| + |v − v|],

|K(x,t, y, u) − K(x,t, y, u)| r(x,t, y)|u − u|,
where p ∈ C(Δ, R+ ), r ∈ C(Δ × I, R+ );

(G2 ) for λ as in section 4.3:
(i) there exists a nonnegative constant α such that α < 1 and
t b
p(x, s) exp(λ (|x| + s)) + r(x, s, y) exp(λ (|y| + s)) dy ds α exp(λ (|x| + t)),
0 a
(ii) there exists a nonnegative constant β such that

t b

|φ (x)| + F x, s, 0, K(x, s, y, 0) dy ds β exp(λ (|x| + t)),
0 a
for (x,t) ∈ Δ.
Under assumptions (G1 )–(G2 ), the problem (4.7.3)–(4.7.4) has a unique solution on Δ in
E, where E is the space of functions as defined in section 4.3.
Under the notations as in section 4.5, consider the following nonlinear integrodifferential
system of the form
t
∂u
− Lu = F x,t, u, K(x,t, s, u(x, s)) dx ds (t > 0, x ∈ Ω), (4.7.5)
∂t 0 Ω

∂u
B[u] = α1 (x) + α2 (x)u = 0 (t > 0, x ∈ ∂ Ω), (4.7.6)
∂τ
u(x, 0) = u0 (x), x ∈ Ω, (4.7.7)
where L denote the uniformly elliptic operator defined by

n
∂2 n
∂
L= ∑ ai j (x) + ∑ ai (x)
∂ xi ∂ x j i=1 ∂ xi
, (4.7.8)
i, j=1
on the bounded domain Ω in Rn , τ is the outward normal unit vector on the boundary
∂ Ω; αi (x) 0 (i = 1, 2) with α1 (x) + α2 (x) = 0 on ∂ Ω; the coefficients of L and the first
partial derivatives of ai j are Hölder continuous (of exponent α ∈ (0, 1)) in Ω; the matrix
(ai j ) is symmetric positive definite in Ω; K and F are Hölder continuous in every bounded
subset of Ω × R2+ × R and Ω × R+ × R2 respectively; the boundary ∂ Ω is of class of C2+α ,

αi ∈ H 1+α (∂ Ω), and u0 ∈ H 1+α Ω satisfies (4.7.6) at t = 0.
Assume that
(H1 ) there exist pair of functions v, w ∈ C2 (D) with v w on D such that
t
∂w
− Lw F x,t, w, K(x,t, s, w(x, s)) dx ds , (x,t) ∈ D,
∂t 0 Ω
B[w] 0, (x,t) ∈ S,
w(x, 0) u0 (x), x ∈ Ω;
and
t
∂v
− Lv F x,t, v, K(x,t, s, v(x, s)) dx ds , (x,t) ∈ D,
∂t 0 Ω
B[v] 0, (x,t) ∈ S,
v(x, 0) u0 (x), x ∈ Ω;
(H2 ) the function K(x,t, s, u) is monotone nondecreasing in u for fixed x, t, s and the func-
tion F(x,t, u, ξ ) is monotone nondecreasing in ξ for fixed x, t, u;
(H3 ) for a given constant M 0,
F(x,t, u, ξ ) − F(x,t, u, ξ ) −M(u − u),
whenever v(x,t) u u w(x,t) for (x,t) ∈ D.
For any η ∈ C2 (D) such that v η w on D, consider the following linear system
t
∂u
− Lu = F x,t, η , K(x,t, s, η ) dx ds − M(u − η ), (x,t) ∈ D, (4.7.9)
∂t 0 Ω
B[u] = 0, (x,t) ∈ S, (4.7.10)
u(x, 0) = u0 (x), x ∈ Ω. (4.7.11)
For a known η the above assumptions ensures the existence of a unique solution of (4.7.9)–
(4.7.11) (see [37,57 ]). For each η ∈ C2 (D) such that v η w on D, define the mapping
A by
Aη = u,
where u is the unique solution of (4.7.9)–(4.7.11).
(g1 ) Assume that the hypotheses (H1 )–(H3 ) hold. Then

(i) the unique solution u of (4.7.9)–(4.7.11) satisfies 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 ∈ C2 (D) : v(x,t) u w(x,t), (x,t) ∈ D}.
In view of (g1 ), we can define the sequences
vn = Avn−1 , wn = Awn−1 ,
with v0 = v and w0 = w.
(g2 ) Assume that the hypotheses (H1 )–(H3 ) hold. Then the sequence {wn } converges uni-
formly from above to a maximal solution u of (4.7.5)–(4.7.7), while the sequence {vn }
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 v1 · · · vn · · · u u u · · · wn · · · w1 w,
on D
Under the notations as in section 4.5, consider the following nonlinear coupled parabolic
integrodifferential equations of the form
∂u
− Lu = F(x,t, u, v, M[u, v](x,t)), (4.7.12)
∂t
∂v
= H(x,t, u, v, N[u, v](x,t)), (4.7.13)
∂t
for (x,t) ∈ D, with the given boundary and initial conditions
∂u
B[u] = + b(x)u = c0 (x,t), (x,t) ∈ S, (4.7.14)
∂τ
u(x, 0) = u0 (x), v(x, 0) = v0 (x), x ∈ Ω, (4.7.15)
where
t
M[u, v](x,t) = f (x,t, y, s, u(y, s), v(y, s)) dy ds,
0 Ω
t
N[u, v](x,t) = h(x,t, y, s, u(y, s), v(y, s)) dy ds,
0 Ω
and L is the uniformly elliptic operator as defined in (4.7.8); f , h and F, H are real
valued Hölder continuous in (x,t, y, s, u, v) and (x,t, u, v, r) in every bounded subset of
Ω × R+ × Ω × R+ × R2 and Ω × R+ × R3 respectively; b(x) 0 on ∂ Ω, b ∈ H 1+α (∂ Ω),

c0 ∈ H 1+α (s), u0 , v0 ∈ H 2+α Ω and u0 satisfies the boundary condition u(x, 0) = u0 (x) at
t = 0. Assume that
(H4 ) there exist pair of functions σ = (u, v), σ = (u, v); u, u ∈ C2 (D) and v, v ∈ C(D) with
σ σ on D such that
∂u
− Lu F(x,t, u, v, M[u, v](x,t)), (x,t) ∈ D,
∂t
∂v
H(x,t, u, v, N[u, v](x,t)), (x,t) ∈ D,
∂t
B[u] c0 (x,t), (x,t) ∈ S,
u(x, 0) u0 (x), v(x, 0) v0 (x), x ∈ Ω,

and
∂u
− Lu F(x,t, u, v, M[u, v](x,t)), (x,t) ∈ D,
∂t
∂v
H(x,t, u, v, N[u, v](x,t)), (x,t) ∈ D,
∂t
B[u] c0 (x,t), (x,t) ∈ S,
u(x, 0) u0 (x), v(x, 0) v0 (x), x ∈ Ω;

(H5 ) the functions f (x,t, y, s, u, v), h(x,t, y, s, u, v) both are monotone nondecreasing in u
and v;
(H6 ) 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;
(H7 ) the functions F and H satisfy
F(x,t, u1 , v, r) − F(x,t, u2 , v, r) −Q(u1 − u2 ),
whenever u(x,t) u2 u1 u(x,t) for (x,t) ∈ D, and
H(x,t, u, v1 , r) − H(x,t, u, v2 , r) −Q(v1 − v2 ),
whenever v(x,t) v2 v1 v(x,t) for (x,t) ∈ D, where Q 0 is a constant.
For a given function z = (ξ , η ); ξ ∈ C2 (D), η ∈ C(D) such that σ z σ on (x,t) ∈ D,
where σ = (u, v), σ = (u, v), consider the following linear system
∂u
− Lu = F(x,t, ξ , η , M[ξ , η ](x,t)) − Q(u − ξ ), (4.7.16)
∂t
∂v
= H(x,t, ξ , η , N[ξ , η ](x,t)) − Q(v − η ), (4.7.17)
∂t
for (x,t) ∈ D, with the given boundary and initial conditions
B[u] = c0 (x,t), (x,t) ∈ S, (4.7.18)
u(x, 0) = u0 (x), v(x, 0) = v0 (x), x ∈ Ω. (4.7.19)

For a known function z = (ξ , η ) the above assumptions ensures (see [37, 57]) the existence
of a unique solution of (4.7.16)–(4.7.19). For each z = (ξ , η ), ξ ∈ C2 (D), η ∈ C(D) such
that σ z σ on D, define the mapping A by
Az = σ ,
where σ = (u, v) is the solution of (4.7.16)–(4.7.19).
(g3 ) Assume that the hypotheses (H4 )–(H7 ) hold. Then

(i) the unique solution σ = (u, v) of (4.7.16)–(4.7.19) satisfies σ (x,t) σ (x,t) σ (x,t),
(x,t) ∈ D;
(ii) σ Aσ , σ Aσ on D;
(iii) A is monotone operator on the set of functions

Δ = σ = (u, v) : σ σ σ ; u ∈ C2 (D), v ∈ C(D) ,
on D.
In view of (g3 ), we can define the sequences
σ n = Aσ n−1 , σ n = Aσ n−1 ,
where σ n = (un , vn ), σ n = (un , vn ) with σ 0 = σ and σ 0 = σ .
(g4 ) Assume that the hypotheses (H4 )–(H7 ) hold. Then the sequence {(un , vn )} con-
verges uniformly from above to a maximal solution (α , β ) of (4.7.12)–(4.7.15), while
the sequence {(un , vn )} converges uniformly from below to a minimal solution (α , β ) of
(4.7.12)–(4.7.15). Furthermore, if σ = (u, v) is any solution of (4.7.12)–(4.7.15) such that
σ ∈ Δ, then
u u1 · · · un · · · α u α · · · un · · · u1 u,
v v1 · · · vn · · · β v β · · · vn · · · v1 v,
on D.
4.7.5 Cannon and Lin [23]
Under the standard notations for Hölder classes defined in Chapter 1 of [57], consider the
linear integrodifferential equation of parabolic type
t
ut (x,t) = A(x,t)u(x,t) + B(x,t, τ )u(x, τ ) d τ + f (x,t), (4.7.20)
0
in QT = Ω × (0, T ], where T > 0 and Ω is a bounded open subset of Rn with regular
boundary ∂ Ω and QT is the closure of QT ,
n n
Au = ∑ ai j (x,t)uxi x j (x,t) + ∑ ai (x,t)uxi (x,t) + a(x,t)u(x,t), (4.7.21)
i, j=1 i=1
n
B(x,t, τ )u(x, τ ) = ∑ bi j (x,t, τ )uxi x j (x, τ )
i, j=1
n
+ ∑ bi (x,t, τ )uxi (x, τ ) + b(x,t, τ )u(x, τ ). (4.7.22)
i=1
The equation (4.7.20) is considered together with the following three types of boundary
conditions:
(L) u(x, 0) = u0 (x), x ∈ Ω,
u(x,t) = φ (x,t), (x,t) ∈ ST = ∂ Ω × [0, T ];
(M) u(x, 0) = u0 (x), x ∈ Ω,

n
∑ ci (x,t)uxi (x,t) cos(xi , ν ) + c(x,t)u(x,t) = Φ(x,t),(x,t) ∈ ST ;
i=1
(N) u(x, 0) = u0 (x), x ∈ Ω,
n
∑ ci (x,t)uxi (x,t) cos(xi , ν ) + c(x,t)u(x,t)
i=1
t

n
+
0
∑ di (x,t, τ )uxi (x, τ ) + d(x,t, τ )u(x, τ ) d τ = Φ(x,t), (x,t) ∈ ST ;
i=1
where

n

∑ ci (x,t) cos(xi , ν ) δ ,
i=1
for some positive constant δ and ν (x) = (ν1 (x), . . . , νn (x)) is the outer normal direction to
∂ Ω.
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
ut (x,t) = A(x,t)u(x,t) + f (x,t). (4.7.23)
Assume that
α
(H1 ) u0 ∈ H 2+α Ω ; ai j , ai , a, f ∈ H α , 2 (QT ) and
α0 |ξ |2 ai j ξi ξ j α1 |ξ |2 ,
for (x,t) ∈ QT , α0 , α1 are positive constants and ξ ∈ Rn ;

α
(H2 ) Φ ∈ H 2+α ,1+ 2 ST ;
(H3 ) bi j (x,t, ·), bi (x,t, ·), b(x,t, ·) ∈ C([0, T ]) uniformly for (x,t) ∈ QT and bi j (·, ·, τ ),
α
bi (·, ·, τ ), b(·, ·, τ ) ∈ H α , 2 (QT ) uniformly for τ ∈ [0, T ];
(1+α )
(H4 ) ci , c, Φ ∈ H 1+α , 2 ST ;
(H5 ) di (x,t, ·), d(x,t, ·) ∈ C([0, T ]) uniformly on ST and di (·, ·, τ ), d(·, ·, τ ) ∈
(1+α )
H 1+α , 2 (ST ) uniformly for τ ∈ [0, T ].
Problem (4.7.20)–(L) or (4.7.23)–(L) is said to satisfy condition (C1 ) if

(C1 ) u0 (x) = Φ(x, 0), Φt (x, 0) = Au0 + f (x, 0),
and problem (4.7.20)–(M) or (4.7.20)–(N) or (4.7.23)–(M) is said to satisfy condition (C2 )

if
(C2 ) ∑ni=1 ci (x, 0)u0xi (x) cos(xi , ν ) + c(x, 0)u0 (x) = Φ(x, 0).
(g5 ) For 0 < α < 1, assume that ∂ Ω ∈ H 2+α . Under assumptions (H1 )–(H3 ) and (C1 ), there
α
exists a unique smooth solution u in H 2+α ,1+ 2 (QT ) for problem (4.7.20)–(L).
(g6 ) For 0 < α < 1, assume that ∂ Ω ∈ H 2+α . Under assumptions (H1 ), (H3 )–(H4 ) and (C2 ),
α
there exists a unique smooth solution u in H 2+α ,1+ 2 (QT ) for problem (4.7.20)–(M).
(g7 ) For 0 < α < 1, assume that ∂ Ω ∈ H 2+α . Under assumptions (H1 ), (H3 )–(H5 ) and (C2 ),
α
there exists a unique smooth solution u in H 2+α ,1+ 2 (QT ) for problem (4.7.20)–(N).
4.7.6 Roux and Thomée [126]
Consider the semilinear parabolic integrodifferential equation

t
∂
u(x,t) + Au(x,t) = f (t, s, x, u(x, s)) ds, (4.7.24)
∂t 0
for x ∈ Ω, 0 t T , where A is a self-adjoint elliptic second order partial differential

operator with smooth, time-independent coefficients of the form

d
∂ ∂u
Au = ∑ ai j + a0 u, a0 0,
i, j=1 ∂ xi ∂xj
in a domain Ω ⊂ Rd with smooth boundary ∂ Ω, and f is a given smooth function of its

arguments that is bounded together with a sufficient number of its derivatives. The equation
(4.7.24) is considered together with the Dirichlet type boundary condition
u = 0 on ∂ Ω for 0 t T, (4.7.25)
and with the initial condition
u(x, 0) = v(x) in Ω. (4.7.26)
For the numerical solution of this problem by the Galerkin finite element method we shall
assume that we are given a family of subspaces Sh of H01 (Ω) with the approximation prop-
erty that, for some r 2,
inf {v − χ + hv − χ 1 } C hs vs ,

χ ∈Sh
for v ∈ H s (Ω) ∩ H01 , 1 s r. Here · denotes the norm in L2 (Ω) and · s that in
H s (Ω) (see [57]). With (·, ·) the standard inner product in L2 (Ω) and A(·, ·) the positive
definite bilinear form on H01 (Ω) × H01 (Ω) defined by the operator A, we may then pose the
semidiscrete problem of finding uh : [0, T ] → Sh such that, with f (t, s, u) = f (t, s, x, u(x, s)),
t
∂ uh
, χ + A(uh , χ ) = ( f (t, s, uh ), χ ) ds, (4.7.27)
∂t 0
for all χ ∈ Sh , 0 t T ,
uh (0) = vh , (4.7.28)
where vh is a suitable approximation of v in Sh .
(g8 ) Let uh 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
t
uh (t) − u(t) Cvh − v +Chr vr + ut r ds,
0
holds for 0 t T .
4.7.7 Yin [141]
Let T > 0 and QT = Ω × (0, T ], where Ω is an open bounded region in Rn with a smooth
boundary S = ∂ Ω and ST = S × [0, T ]. Consider the following integrodifferential equation
∂
ut − ai (x,t, u, ux ) − a(x,t, u, ux )
∂ xi
t
∂
= bi (x,t, τ , u, ux ) + b(x,t, τ , u, ux ) d τ , (x,t) ∈ QT , (4.7.29)
0 ∂ xi
u(x,t) = 0, (x,t) ∈ ST , (4.7.30)
u(x, 0) = u0 (x), x ∈ Ω. (4.7.31)
A function u(x,t) in V2 (QT ) = L∞ (0, T ; L2 (Ω)) ∩ L2 (0, T ; H01 (Ω)) is said to be a weak so-
lution of (4.7.29)–(4.7.31), if u(x,t) satisfies
T t t
−uφt + ai + bi d τ φxi − a + bd τ φ dx dt
0 Ω 0 0

= u0 (x)φ (x, 0) dx − u(x, T )φ (x, T ) dx,
Ω Ω
for any φ (x,t) ∈ H 1 (0, T ; H01 (Ω)).
Assume that
(H1 ) the functions ai , a and bi , b are differentiable with respect to all of their arguments in
QT × R × Rn and QT × R+ × R × Rn , respectively;
(H2 ) the following ellipticity assumption and the growth conditions hold:
n
∑ [ai (x,t, u, p1 ) − ai (x,t, u, p2 )](p1 − p2 ) a0 (p1 − p2 )2 ,
i=1
n
∑ [|ai (x,t, u, p)| + |bi (x,t, τ , u, p)|] + |a| + |b| A0 [1 + |u| + |p|] ;
i=1
n
∑ |bip (x,t, τ , u, p)| B0 ,
i=1
where a0 , A0 and B0 are positive constants;

(H3 ) u0 (x) ∈ H01 (Ω).
Under the hypotheses (H1 )–(H3 ), the problem (4.7.29)–(4.7.31) admits a unique weak so-
lution.
4.7.8 Yin [141]
Let T > 0 and QT = Ω × (0, T ], where Ω is an open bounded region on Rn with a smooth
boundary S = ∂ Ω and ST = S × [0, T ]. Consider the following initial-boundary value prob-
lem:
t
ut − Δu − f (u) = [b(t, τ )Δu]d τ , (x,t) ∈ QT , (4.7.32)
0
u(x,t) = 0, (x,t) ∈ ST , u(x, 0) = u0 (x), x ∈ Ω, (4.7.33)
with the assumptions

(G1 ) the function b(t, τ ) is differentiable on R2 ;
(G2 ) f (u) is differentiable and there exist positive constants A0 and M such that
f (u) A0 for |u| M;

(G3 ) u0 (x) ∈ C2+α Ω (Ω is the closure of Ω) and the following compatibility conditions
hold
u0 (x) = 0, Δu0 (x) + f (u0 ) = 0 on S.
Under the hypotheses (G1 )–(G3 ), 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 [1,5,27,31–33,59–63,121,122,124,126,131–
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 reader’s 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 fixed 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 fixed point theorems, see [51,54]. Besides the existence problems, there are
many basic questions which are significant with respect to the theory itself or to applica-
tions to it. In practice it is often difficult to obtain explicitly the solutions, and thus need a
new insight to handle the qualitative properties of their solutions. The method of finite 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 N20 , R+ and c 0 is a real constant.
(q1 ) If
n−1 s−1 m−1
u(n, m) c + ∑ ∑∑ f (σ , τ )u(σ , τ ), (5.2.1)
s=0 σ =0 τ =0
for (n, m) ∈ N20 , then

n−1 s−1 m−1
u(n, m) c ∏ 1 + ∑∑ f (σ , τ ) , (5.2.2)
s=0 σ =0 τ =0
for (n, m) ∈ N20 .

(q2 ) Let e(n, m) be nondecreasing in each variable n, m ∈ N0 . If
n−1 s−1 m−1
u(n, m) e(n, m) + ∑ ∑∑ f (σ , τ )u(σ , τ ), (5.2.3)
s=0 σ =0 τ =0

n−1 s−1 m−1
u(n, m) e(n, m) ∏ 1 + ∑∑ f (σ , τ ) , (5.2.4)
s=0 σ =0 τ =0
for (n, m) ∈ N20 .
Theorem 5.2.2. Let u, p, q, f ∈ D(N20 , R+ ).

(q3 ) Let L ∈ D(N20 × R+ , R+ ) be such that
0 L (n, m, u) − L(n, m, v) M(n, m, v)(u − v), (5.2.5)
for u v 0, where M ∈ D(N20 × R+ , R+ ). If

n−1 s−1 m−1
u(n, m) p(n, m) + q(n, m) ∑ ∑ ∑ L(σ , τ , u(σ , τ )), (5.2.6)
s=0 σ =0 τ =0

n−1 s−1 m−1
u(n, m) p(n, m) + q(n, m) ∑ ∑ ∑ L(σ , τ , p(σ , τ ))
s=0 σ =0 τ =0

n−1 s−1 m−1
×∏ 1+ ∑ ∑ M(σ , τ , p(σ , τ ))q(σ , τ ) , (5.2.7)
s=0 σ =0 τ =0
for (n, m) ∈ N20 .

Multivariable sum-difference inequalities and equations 193
(q4 ) If
n−1 s−1 m−1
u(n, m) p(n, m) + q(n, m) ∑ ∑∑ f (σ , τ )u(σ , τ ), (5.2.8)
s=0 σ =0 τ =0

n−1 s−1 m−1
u(n, m) p(n, m) + q(n, m) ∑∑∑ f (σ , τ )p(σ , τ )
s=0 σ =0 τ =0

n−1 s−1 m−1
×∏ 1+ ∑∑ f (σ , τ )q(σ , τ ) , (5.2.9)
s=0 σ =0 τ =0
for (n, m) ∈ N20 .
Theorem 5.2.3. Let u, f ∈ D(E, R+ ) and c 0 is a real constant, where E = N0 × Nα ,β .

(q5 ) If
n−1 β
u(n, m) c + ∑ ∑ f (s,t)u(s,t), (5.2.10)
s=0 t=α
for (n, m) ∈ E, then

n−1 β
u(n, m) c ∏ 1 + ∑ f (s,t) , (5.2.11)
s=0 t=α
for (n, m) ∈ E.
(q6 ) Let g ∈ C(R+ , R+ ) be nondecreasing function, g(u) > 0 on (0, ∞). If
n−1 β
u(n, m) c + ∑ ∑ f (s,t)g(u(s,t)), (5.2.12)
s=0 t=α
for (n, m) ∈ E, then for 0 n n1 ; n, n1 ∈ N0 , m ∈ Nα ,β ,

n−1 β
u(n, m) W −1
W (c) + ∑ ∑ f (s,t) , (5.2.13)
s=0 t=α
where
r
dz
W (r) = , r > 0, (5.2.14)
r0 g(z)
r0 > 0 is arbitrary and W −1 is the inverse of W and n1 ∈ N0 is chosen so that
n−1 β
W (c) + ∑ ∑ f (s,t) ∈ Dom W −1 ,
s=0 t=α
for all n ∈ N0 lying in 0 n n1 and m ∈ Nα ,β .

Theorem 5.2.4. Let u, f , c be as in Theorem 5.2.3.

(q7 ) If
n−1 β
u2 (n, m) c + ∑ ∑ f (s,t)u(s,t), (5.2.15)
s=0 t=α
√ 1 n−1 β
u(n, m) c+ ∑ ∑ f (s,t),
2 s=0
(5.2.16)
t=α
for (n, m) ∈ E
(q8 ) Let g be as in part (q6 ). If
n−1 β
u2 (n, m) c + ∑ ∑ f (s,t)u(s,t)g(u(s,t)), (5.2.17)
s=0 t=α
for (n, m) ∈ E, then for 0 n n2 ; n, n2 ∈ N0 , m ∈ Nα ,β ,

√ 1 n−1 β
u(n, m) W −1
W ( c) + ∑ ∑ f (s,t) , (5.2.18)
2 s=0 t=α
where W, W −1 are as in part (q6 ) and n2 ∈ N0 is chosen so that
√ 1 n−1 β
W c + ∑ ∑ f (s,t) ∈ Dom W −1 ,
2 s=0 t=α
for all n ∈ N0 lying in 0 n n2 and m ∈ Nα ,β .
Theorem 5.2.5. (q9 ) Let u, p, q, f ∈ D(E, R+ ). If

n−1 s−1 β
u(n, m) p(n, m) + q(n, m) ∑ ∑∑ f (σ , τ )u(σ , τ ), (5.2.19)
s=0 σ =0 τ =α

n−1 s−1 β
u(n, m) p(n, m) + q(n, m) ∑∑∑ f (σ , τ )p(σ , τ )
s=0 σ =0 τ =α

n−1 s−1 β
× ∏ 1+ ∑∑ f (σ , τ )q(σ , τ ) , (5.2.20)
s=0 σ =0 τ =α
for (n, m) ∈ E.
(q10 ) Let u, f , c be as in Theorem 5.2.3 and h ∈ D(E × Nα ,β , R+ ). If

n−1 β
u(n, m) c + ∑ f (s, m)u(s, m) + ∑ h(s, m, y)u(s, y) , (5.2.21)
s=0 y=α

n−1 β
u(n, m) cF(n, m) ∏ 1 + ∑ h(s, m, y)F(s, m) , (5.2.22)
s=0 y=α
for (n, m) ∈ E, where
n−1
F(n, m) = ∏ [1 + f (σ , m)].
σ =0
Proofs of Theorems 5.2.1-5.2.5. We give the proofs of (q1 ), (q3 ), (q6 ), (q7 ), (q10 ) 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 (q1 ), (q5 )–
(q7 ), (q10 ), it is sufficient to assume that c > 0, since the standard limiting arguments can
be used to treat the remaining case, see [85, p. 300].
(q1 ) Let c > 0 and define 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),
n−1 s−1
Δ2 z(n, m) = ∑∑ f (σ , m)u(σ , m),
s=0 σ =0
n−1 m−1
Δ1 z(n, m) = ∑∑ f (σ , τ )u(σ , τ ),
σ =0 τ =0
m−1
Δ21 z(n, m) = ∑ f (n, τ )u(n, τ ),
τ =0
and
Δ2 Δ21 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 Δ21 z(n, m) 0 we
observe that (see [85, p. 324])
Δ21 z(n, m + 1) Δ21 z(n, m)
− f (n, m). (5.2.24)
z(n, m + 1) z(n, m)
Keeping n fixed in (5.2.24), set m = τ and sum over τ from 0 to m − 1 and use the fact that
Δ21 z(n, 0) = 0, to obtain the estimate
Δ21 z(n, m) m−1

∑ f (n, τ ). (5.2.25)
z(n, m) τ =0
From (5.2.25) and in view of the facts that z(n, m) z(n + 1, m) and Δ1 z(n, m) 0, we
observe that
Δ1 z(n + 1, m) Δ1 z(n, m) m−1
− ∑ f (n, τ ). (5.2.26)
z(n + 1, m) z(n, m) τ =0
Keeping m fixed in (5.2.26), set n = σ and sum over σ from 0 to n − 1 and use the fact that
Δ1 z(0, m) = 0, to obtain the estimate
Δ1 z(n, m) n−1 m−1

∑ ∑ f (σ , τ ). (5.2.27)
z(n, m) σ =0 τ =0

n−1 m−1
z(n + 1, m) 1 + ∑∑ f (σ , τ ) z(n, m). (5.2.28)
σ =0 τ =0
Now keeping m fixed in (5.2.28), set n = s and substitute s = 0, 1, 2, . . . , n − 1 successively
to obtain the estimate

n−1 s−1 m−1
z(n, m) c ∏ 1 + ∑∑ f (σ , τ ) . (5.2.29)
s=0 σ =0 τ =0
Using (5.2.29) in u(n, m) z(n, m), we get (5.2.2).
(q3 ) Define a function z(n, m) by

n−1 s−1 m−1
z(n, m) = ∑ ∑ ∑ L(σ , τ , u(σ , τ )), (5.2.30)
s=0 σ =0 τ =0
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)

n−1 s−1 m−1
z(n, m) ∑∑∑ L(σ , τ , p(σ , τ ) + q(σ , τ )z(σ , τ ))
s=0 σ =0 τ =0

−L(σ , τ , p(σ , τ )) + L(σ , τ , p(σ , τ ))
n−1 s−1 m−1

∑ ∑ ∑ L(σ , τ , p(σ , τ ))
s=0 σ =0 τ =0
n−1 s−1 m−1

+∑ ∑ ∑ M(σ , τ , p(σ , τ ))q(σ , τ )z(σ , τ ). (5.2.32)
s=0 σ =0 τ =0
Clearly the first term on the right hand side in (5.2.32) is nonnegative and nondecreasing in
n, m ∈ N0 . Now a suitable application of the inequality in part (q2 ) to (5.2.32) yields

n−1 s−1 m−1
z(n, m) ∑ ∑ ∑ L(σ , τ , p(σ , τ ))
s=0 σ =0 τ =0

n−1 s−1 m−1
×∏ 1+ ∑ ∑ M(σ , τ , p(σ , τ ))q(σ , τ ) . (5.2.33)
s=0 σ =0 τ =0
(q6 ) Setting
β
e(s) = ∑ f (s,t)g(u(s,t)), (5.2.34)
t=α

n−1
u(n, m) c + ∑ e(s). (5.2.35)
s=0
Let c > 0 and define
n−1
z(n) = c + ∑ e(s), (5.2.36)
s=0
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 ∈ N0 , we
observe that
β β
Δz(n) = e(n) = ∑ f (n,t)g(u(n,t)) g(z(n)) ∑ f (n,t).
t=α t=α
Now, by following the proof of Theorem 2.3.1 given in [85], we get

n−1 β
z(n) W −1 W (c) + ∑ ∑ f (s,t) , (5.2.38)
s=0 t=α
for 0 n n1 . Using (5.2.38) in (5.2.37), we get (5.2.13).
(q7 ) Setting
β
E(s) = ∑ f (s,t)u(s,t), (5.2.39)
t=α
n−1
u2 (n, m) c + ∑ E(s). (5.2.40)
s=0

Let c > 0 and define by z(n) the right hand side of (5.2.40), then z(0) = c, u(n, m) z(n)
and we observe that
β β
Δz(n) = E(n) = ∑ f (n,t)u(n,t) z(n) ∑ f (n,t).
t=α t=α
Now by following the proof of Theorem 3.3.1 given in [85], we obtain
√ 1 n−1 β
z(n) c+ ∑ ∑ f (s,t),
2 s=0
(5.2.41)
t=α

for n ∈ N0 . Using (5.2.41) in u(n, m) z(n), we get the required inequality in (5.2.16).
(q10 ) 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 (q6 ) given above with suitable
modifications, 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 = N02 ×

Nα ,β .
(r1 ) If
m−1 n−1 β
u(m, n, k) c + ∑∑∑ f (s,t, r)u(s,t, r), (5.3.1)
s=0 t=0 r=α
for (m, n, k) ∈ H, then

n−1 n−1 β
u(m, n, k) c ∏ 1 + ∑ ∑ f (s,t, r) , (5.3.2)
s=0 t=0 r=α
for (m, n, k) ∈ H.
(r2 ) If
m−1 n−1 β
u(m, n, k) p(m, n, k) + q(m, n, k) ∑∑∑ f (s,t, r)u(s,t, r), (5.3.3)
s=0 t=0 r=α

m−1 n−1 β
u(m, n, k) p(m, n, k) + q(m, n, k) ∑∑∑ f (s,t, r)p(s,t, r)
s=0 t=0 r=α

m−1 n−1 β
× ∏ 1+ ∑ ∑ f (s,t, r)q(s,t, r) , (5.3.4)
s=0 t=0 r=α
for (m, n, k) ∈ H.
Theorem 5.3.2. Let u, f ∈ D(H, R+ ) and c 0, d 1 are real constants.

(r3 ) If
m−1 n−1 β
u2 (m, n, k) c + ∑∑∑ f (s,t, r)u(s,t, r), (5.3.5)
s=0 t=0 r=α
√ 1 m−1 n−1 β
u(m, n, k) c+ ∑ ∑ ∑ f (s,t, r),
2 s=0
(5.3.6)
t=0 r=α
for (m, n, k) ∈ H.
(r4 ) If u(m, n, k) 1 and
m−1 n−1 β
u(m, n, k) d + ∑∑∑ f (s,t, r)u(s,t, r) log u(s,t, r), (5.3.7)
s=0 t=0 r=α

m−1 n−1 β
∏s=0 1+∑t=0 ∑r=α f (s,t,r)
u(m, n, k) d , (5.3.8)
for (m, n, k) ∈ H.
Theorem 5.3.3. Let u, p, q, f ∈ D(H, R+ ).

(r5 ) If
m−1 ∞ β
u(m, n, k) p(m, n, k) + q(m, n, k) ∑ ∑ ∑ f (s,t, r)u(s,t, r), (5.3.9)
s=0 t=n+1 r=α

m−1 ∞ β
u(m, n, k) p(m, n, k) + q(m, n, k) ∑ ∑ ∑ f (s,t, r)p(s,t, r)
s=0 t=n+1 r=α

m−1 ∞ β
× ∏ 1+ ∑ ∑ f (s,t, r)q(s,t, r) , (5.3.10)
s=0 t=n+1 r=α
for (m, n, k) ∈ H.
(r6 ) If
∞ ∞ β
u(m, n, k) p(m, n, k) + q(m, n, k) ∑ ∑ ∑ f (s,t, r)u(s,t, r), (5.3.11)
s=m+1 t=n+1 r=α

∞ ∞ β
u(m, n, k) p(m, n, k) + q(m, n, k) ∑ ∑ ∑ f (s,t, r)p(s,t, r)
s=m+1 t=n+1 r=α

∞ ∞ β
× ∏ 1+ ∑ ∑ f (s,t, r)q(s,t, r) , (5.3.12)
s=m+1 t=n+1 r=α
for (m, n, k) ∈ H.
Theorem 5.3.4. Let u, p, q, c, f , g ∈ D(H, R+ ).

(r7 ) Suppose that
m−1 ∞ β
u(m, n, k) p(m, n, k) + q(m, n, k) ∑ ∑ ∑ f (s,t, r)u(s,t, r)
s=0 t=n+1 r=α
∞ ∞ β
+c(m, n, k) ∑ ∑ ∑ g(s,t, r)u(s,t, r), (5.3.13)
s=0 t=0 r=α
for (m, n, k) ∈ H. If
∞ ∞ β
β1 = ∑ ∑ ∑ g(s,t, r)B1 (s,t, r) < 1, (5.3.14)
s=0 t=0 r=α
then
u(m, n, k) A1 (m, n, k) + D1 B1 (m, n, k), (5.3.15)
for (m, n, k) ∈ H, where

m−1 ∞ β
A1 (m, n, k) = p(m, n, k) + q(m, n, k) ∑ ∑ ∑ f (s,t, r)p(s,t, r)
s=0 t=n+1 r=α

m−1 ∞ β
× ∏ 1+ ∑ ∑ f (s,t, r)q(s,t, r) , (5.3.16)
s=0 t=n+1 r=α

m−1 ∞ β
B1 (m, n, k) = c(m, n, k) + q(m, n, k) ∑ ∑ ∑ f (s,t, r)c(s,t, r)
s=0 t=n+1 r=α

m−1 ∞ β
× ∏ 1+ ∑ ∑ f (s,t, r)q(s,t, r) , (5.3.17)
s=0 t=n+1 r=α
and
∞ ∞ β
1
D1 = ∑ ∑ ∑ g(s,t, r)A1 (s,t, r).
1 − β1 s=0 t=0
(5.3.18)
r=α
(r8 ) Suppose that
∞ ∞ β
u(m, n, k) p(m, n, k) + q(m, n, k) ∑ ∑ ∑ f (s,t, r)u(s,t, r)
s=m+1 t=n+1 r=α
∞ ∞ β
+c(m, n, k) ∑ ∑ ∑ g(s,t, r)u(s,t, r), (5.3.19)
s=0 t=0 r=α
for (m, n, k) ∈ H. If
∞ ∞ β
β2 = ∑ ∑ ∑ g(s,t, r)B2 (s,t, r) < 1, (5.3.20)
s=0 t=0 r=α
then
u(m, n, k) A2 (m, n, k) + D2 B2 (m, n, k), (5.3.21)
for (m, n, k) ∈ H, where

∞ ∞ β
A2 (m, n, k) = p(m, n, k) + q(m, n, k) ∑ ∑ ∑ f (s,t, r)p(s,t, r)
s=m+1 t=n+1 r=α

∞ ∞ β
× ∏ 1+ ∑ ∑ f (s,t, r)q(s,t, r) , (5.3.22)
s=m+1 t=n+1 r=α

∞ ∞ β
B2 (m, n, k) = c(m, n, k) + q(m, n, k) ∑ ∑ ∑ f (s,t, r)c(s,t, r)
s=m+1 t=n+1 r=α

∞ ∞ β
× ∏ 1+ ∑ ∑ f (s,t, r)q(s,t, r) , (5.3.23)
s=m+1 t=n+1 r=α
and
∞ ∞ β
1
D2 = ∑ ∑ ∑ g(s,t, r)A2 (s,t, r).
1 − β2 s=0 t=0
(5.3.24)
r=α
Theorem 5.3.5. Let u, p ∈ D(H, R+ ), q ∈ D(H × Nα ,β , R+ ), and c 0 is a real constant.

If

m−1 n−1 β
u(m, n, z) c + ∑∑ p(s,t, z)u(s,t, z) + ∑ q(s,t, z, r)u(s,t, r) , (5.3.25)
s=0 t=0 r=α
for (m, n, z) ∈ H, then

m−1 n−1 β
u(m, n, z) cL(m, n, z) ∏ 1 + ∑ ∑ q(s,t, z, r)L(s,t, r) , (5.3.26)
s=0 t=0 r=α
for (m, n, z) ∈ H, where

m−1 n−1
L(m, n, z) = ∏ 1 + ∑ p(σ , τ , z) .
σ =0 τ =0
Proofs of Theorems 5.3.1–5.3.5. We give the details of the proofs for (r1 ), (r4 ) and (r5 )
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 modifications, see also [85,87].
(r1 ) Introducing the notation

β
e(s,t) = ∑ f (s,t, r)u(s,t, r), (5.3.27)
r=α
in (5.3.1), we get
m−1 n−1
u(m, n, k) c + ∑ ∑ e(s,t), (5.3.28)
s=0 t=0
for (m, n, k) ∈ H. Let c > 0 and define
m−1 n−1
v(m, n) = c + ∑ ∑ e(s,t), (5.3.29)
s=0 t=0
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])
Δ2 Δ1 v(m, n) = e(m, n)
β
= ∑ f (m, n, r)u(m, n, r)
r=α
β
v(m, n) ∑ f (m, n, r). (5.3.31)
r=α
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 modifications.

β
e(s,t) = ∑ f (s,t, r)u(s,t, r) log u(s,t, r), (5.3.32)
r=α
in (5.3.7), we get
m−1 n−1
u(m, n, k) d + ∑ ∑ e(s,t). (5.3.33)
s=0 t=0
Define
m−1 n−1
w(m, n) = d + ∑ ∑ e(s,t), (5.3.34)
s=0 t=0
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])
Δ2 Δ1 w(m, n) = e(m, n)
β
= ∑ f (m, n, r)u(m, n, r) log u(m, n, r)
r=α
β
w(m, n) ∑ f (m, n, r) log w(m, n). (5.3.36)
r=α
The remaining proof can be completed by following the proof of Theorem 5.5.1 given in
[85].

β
e0 (s,t) = ∑ f (s,t, r)u(s,t, r), (5.3.37)
r=α
m−1 ∞
u(m, n, k) p(m, n, k) + q(m, n, k) ∑ ∑ e0 (s,t). (5.3.38)
s=0 t=n+1
Define
m−1 ∞
ψ (m, n) = ∑ ∑ e0 (s,t), (5.3.39)
s=0 t=n+1
then ψ (0, n) = 0 and
u(m, n, k) p(m, n, k) + q(m, n, k)ψ (m, n). (5.3.40)
∞
Δ1 ψ (m, n) = ∑ e0 (m,t)
t=n+1

∞ β
= ∑ ∑ f (m,t, r)u(m,t, r)
t=n+1 r=α

∞ β
∑ ∑ f (m,t, r)[p(m,t, r) + q(m,t, r)ψ (m,t)]
t=n+1 r=α

∞ β ∞ β
= ∑ ∑ f (m,t, r)p(m,t, r) + ∑ ∑ f (m,t, r)q(m,t, r)ψ (m,t) . (5.3.41)
t=n+1 r=α t=n+1 r=α
0 to m − 1, m ∈ N0 , we get
By taking m = s in (5.3.41) and then taking sum over s from
m−1 ∞ β m−1 ∞ β
ψ (m, n) ∑ ∑ ∑ f (s,t, r)p(s,t, r) + ∑ ∑ ∑ f (s,t, r)q(s,t, r)ψ (s,t)
s=0 t=n+1 r=α s=0 t=n+1 r=α

m−1 ∞ β
= E(m, n) + ∑ ∑ ψ (s,t) ∑ f (s,t, r)q(s,t, r) , (5.3.42)
s=0 t=n+1 r=α
where
m−1 ∞ β
E(m, n) = ∑ ∑ ∑ f (s,t, r)p(s,t, r). (5.3.43)
s=0 t=n+1 r=α
Clearly, E(m, n) is nonnegative, nondecreasing in m and nonincreasing in n for m, n ∈ N0 .
Now a suitable application of the inequality given in Theorem 5.4.1 part (a1 ) in [87, p. 266]
to (5.3.42) yields
m−1 ∞ β
ψ (m, n) E(m, n) ∏ 1 + ∑ ∑ f (s,t, r)q(s,t, r) . (5.3.44)
s=0 t=n+1 r=α
Using (5.3.44), (5.3.43) in (5.3.40), we get (5.3.10).
5.4 Multivariable sum-difference inequalities
Let Ni [αi , βi ] = {αi , αi + 1, . . . , βi } (αi < βi ), αi , βi ∈ N0 for i = 1, . . . , m and G =

i=1 Ni [αi , βi ] ⊂ R . Let E = N0 × G, Ω = {(n, x, s · y) : 0 s n < ∞, x, y ∈ G} for
∏m m
s, n ∈ N0 and for the function r defined on Ω, we define Δ1 r(n, x, s, y) = r(n + 1, x, s, y) −

r(n, x, s, y). For any function w defined on G we denote the m-fold sum over G with respect
β β
to the variable y = (y1 , . . . , ym ) ∈ G by ∑G w(y) = ∑y11=α1 · · · ∑ymm=αm w(y1 , . . . , ym ). Clearly,
∑G w(y) = ∑G w(x) for x, y ∈ G. The main objective of this section is to provide some basic
finite 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, Δ1 h ∈ D (Ω, R+ ) and c 0 is a real constant.

(s1 ) If
n−1
u(n, x) c + ∑ ∑ h(n, x, s, y)u(s, y), (5.4.1)
s=0 G
for (n, x) ∈ E, then
n−1
u(n, x) c ∏ 1 + A(σ , x) , (5.4.2)
σ =0
for (n, x) ∈ E, where
n−1
A(n, x) = ∑ h(n + 1, x, n, y) + ∑ ∑ Δ1 h(n, x, s, y), (5.4.3)
G s=0 G
for (n, x) ∈ E.
(s2 ) Let g ∈ C(R+ , R+ ) be nondecreasing function, g(u) > 0 on (0, ∞). If
n−1
u(n, x) c + ∑ ∑ h(n, x, s, y)g(u(s, y)), (5.4.4)
s=0 G
for (n, x) ∈ E, then for 0 n n1 ; n, n1 ∈ N0 , x ∈ G,

n−1
u(n, x) W −1
W (c) + ∑ A(σ , x) , (5.4.5)
σ =0
where r
ds
W (r) = , r > 0, (5.4.6)
g(s)
r0
r0 > 0 is arbitrary and W −1 is the inverse of W , A(n, x) is given by (5.4.3) and n1 ∈ N0 be
chosen so that
n−1 −1
W (c) + ∑ A(σ , x) ∈ Dom W ,
σ =0
for all n ∈ N0 lying in 0 n n1 and x ∈ G.
Theorem 5.4.2. Let u, h, Δ1 h and c be as in Theorem 5.4.1.

(s3 ) If
n−1
u2 (n, x) c + ∑ ∑ h(n, x, s, y)u(s, y), (5.4.7)
s=0 G
√ 1 n−1
2 σ∑
u(n, x) c+ A(σ , x), (5.4.8)
=0
for (n, x) ∈ E, where A(n, x) is given by (5.4.3).
(s4 ) Let g be as in Theorem 5.4.1 part (s2 ). If
n−1
u2 (n, x) c + ∑ ∑ h(n, x, s, y)u(s, y)g(u(s, y)), (5.4.9)
s=0 G

√ 1 n−1
u(n, x) W −1
W c + ∑ A(σ , x) , (5.4.10)
2 σ =0
where W, W −1 , A(n, x) are as in part (s2 ) and n2 ∈ N0 be chosen so that
√ 1 n−1
W c + ∑ A(σ , x) ∈ Dom W −1 ,
2 σ =0
Theorem 5.4.3. Let u ∈ D(E, R1 ), h, Δ1 h ∈ D(Ω, R+ ) and c 1 be a real constant.

(s5 ) If
n−1
u(n, x) c + ∑ ∑ h(n, x, s, y)u(s, y) log u(s, y), (5.4.11)
s=0 G
n−1
u(n, x) c∏σ =0 [1+A(σ ,x)] , (5.4.12)
for (n, x) ∈ E, where A(n, x) is given by (5.4.3).
(s6 ) Let g be as in Theorem 5.4.1 part (s2 ). If
n−1
u(n, x) c + ∑ ∑ h(n, x, s, y)u(s, y)g(log u(s, y)), (5.4.13)
s=0 G

n−1
u(n, x) exp W −1
W (log c) + ∑ A(σ , x) , (5.4.14)
σ =0
where W, W −1 , A(n, x) are as in part (s2 ) and n3 ∈ N0 be chosen so that
n−1
W (log c) + ∑ A(σ , x) ∈ Dom W −1 ,
σ =0
Theorem 5.4.4. (s7 ) Let u, p, q, f , g ∈ D(E, R+ ) and

n−1 s−1
u(n, x) p(n, x) + q(n, x) ∑ ∑ f (s, y) u(s, y) + q(s, y) ∑ ∑ g(τ , z)u(τ , z) , (5.4.15)
s=0 G τ =0 G
for (n, x) ∈ E. Then

n−1
u(n, x) p(n, x) + q(n, x) ∑ ∑ p(s, y)[ f (s, y) + g(s, y)]
s=0 G

n−1
× ∏ 1 + ∑ q(σ , z)[ f (σ , z) + g(σ , z)] , (5.4.16)
σ =s+1 G
for (n, x) ∈ E.
(s8 ) Let u, p, q, f , g ∈ D(E, R+ ) where E = N02 × G and suppose that
n−1 m−1
u(n, m, x) p(n, m, x) + q(n, m, x) ∑ ∑ ∑ f (s,t, y)
s=0 t=0 G

s−1 t−1
× u(s,t, y) + q(s,t, y) ∑ ∑ ∑ g(σ , τ , z)u(σ , τ , z) , (5.4.17)
σ =0 τ =0 G
for (n, m, x) ∈ E. Then
u(n, m, x) p(n, m, x) + q(n, m, x)

n−1 m−1
× ∑ ∑ ∑ p(s,t, y)[ f (s,t, y) + g(s,t, y)]
s=0 t=0 G

n−1 m−1
× ∏ 1+ ∑ ∑ q(s,t, y)[ f (s,t, y) + g(s,t, y)] , (5.4.18)
s=0 t=0 G
for (n, m, x) ∈ E.
Theorem 5.4.5. Let u, a, b, c, p, q ∈ D(E, R+ ).

(s9 ) Suppose that
n−1 ∞
u(n, x) a(n, x) + b(n, x) ∑ ∑ p(s, y)u(s, y) + c(n, x) ∑ ∑ q(s, y)u(s, y), (5.4.19)
s=0 G s=0 G
for (n, x) ∈ E. If
∞
d= ∑ ∑ q(s, y)B(s, y) < 1, (5.4.20)
s=0 G
then
u(n, x) A(n, x) + DB(n, x), (5.4.21)


n−1 n−1
A(n, x) = a(n, x) + b(n, x) ∑ ∑ p(s, y)a(s, y) ∏ 1 + ∑ p(σ , y)b(σ , y) , (5.4.22)
s=0 G σ =s+1 G

n−1 n−1
B(n, x) = c(n, x) + b(n, x) ∑ ∑ p(s, y)c(s, y) ∏ 1 + ∑ p(σ , y)b(σ , y) , (5.4.23)
s=0 G σ =s+1 G
for (n, x) ∈ E and

1 ∞
D= ∑ ∑ q(s, y)A(s, y).
1 − d s=0
(5.4.24)
G
(s10 ) If
n−1
u(n, x) a(n, x) + b(n, x) ∑ ∑ p(s, y)u(s, y), (5.4.25)
s=0 G

n−1 n−1
u(n, x) a(n, x) + b(n, x) ∑ ∑ p(s, y)a(s, y) ∏ 1 + ∑ p(σ , y)b(σ , y) , (5.4.26)
s=0 G σ =s+1 G
for (n, x) ∈ E.
Proofs of Theorems 5.4.1–5.4.5. Below, we give the proofs of the inequalities in (s1 ),
(s2 ), (s7 ), (s9 ) 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 (s1 )–(s4 ), it is sufficient to assume that c > 0, since the standard
limiting argument can be used to treat the remaining case, see [85, p. 300].
(s1 ) Setting
e(n, s) = ∑ h(n, x, s, y)u(s, y), (5.4.27)

G
for every x ∈ G, the inequality (5.4.1) can be restated as

n−1
u(n, x) c + ∑ e(n, s). (5.4.28)
s=0
Let c > 0 and define

n−1
z(n) = c + ∑ e(n, s), (5.4.29)
s=0
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 ∈ N0 , we
observe that
n−1
Δz(n) = e(n + 1, n) + ∑ Δ1 e(n, s)
s=0

n−1
= ∑ h(n + 1, x, n, y)u(n, y) + ∑ Δ1 ∑ h(n, x, s, y)u(s, y)
G s=0 G
n−1
∑ h(n + 1, x, n, y)z(n) + ∑ ∑ Δ1 h(n, x, s, y)z(s)
G s=0 G

n−1
∑ h(n + 1, x, n, y) + ∑ ∑ Δ1 h(n, x, s, y) z(n)
G s=0 G
= 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
n−1
z(n) c ∏ 1 + A(σ , x) . (5.4.32)
σ =0
(s2 ) Setting
e(n, s) = ∑ h(n, x, s, y)g(u(s, y)), (5.4.33)

G
for every x ∈ G, the inequality (5.4.4) can be restated as
n−1
u(n, x) c + ∑ e(n, s). (5.4.34)
s=0
Let c > 0 and define by z(n) the right hand side of (5.4.34). Following the proof of (s1 )
given above, we get
Δz(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

n−1
z(n) W −1 W (c) + ∑ A(σ , x) , (5.4.36)
σ =0
on 0 n n1 . Using (5.4.36) in u(n, x) z(n), we get the desired inequality in (5.4.5).
(s7 ) Introducing the notation

s−1
e(s) = ∑ f (s, y) u(s, y) + q(s, y) ∑ ∑ g(τ , z)u(τ , z) , (5.4.37)
G τ =0 G
in (5.4.15), we get
n−1
u(n, x) p(n, x) + q(n, x) ∑ e(s), (5.4.38)
s=0
for (n, x) ∈ E. Define

n−1
r(n) = ∑ e(s), (5.4.39)
s=0
for n ∈ N0 , 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
Δr(n) = e(n)

n−1
= ∑ f (n, y) u(n, y) + q(n, y) ∑ ∑ g(τ , z)u(τ , z)
G τ =0 G

∑ f (n, y) p(n, y) + q(n, y)r(n)
G

n−1
+q(n, y) ∑ ∑ g(τ , z)[p(τ , z) + q(τ , z)r(τ )]
τ =0 G

n−1
= ∑ f (n, y) p(n, y) + q(n, y) + r(n) + ∑ ∑ g(τ , z)[p(τ , z) + q(τ , z)r(τ )] . (5.4.41)
G τ =0 G
Define
n−1
v(n) = r(n) + ∑ ∑ g(τ , z)[p(τ , z) + q(τ , z)r(τ )], (5.4.42)
τ =0 G
for n ∈ N0 , then v(0) = r(0) = 0, r(n) v(n) and from (5.4.41), we get
Δr(n) ∑ f (n, y)[p(n, y) + q(n, y)v(n)]. (5.4.43)

G
From (5.4.42), (5.4.43) and the fact that r(n) v(n), n ∈ N0 , we observe that
Δv(n) = Δr(n) + ∑ g(n, z)[p(n, z) + q(n, z)r(n)]

G
v(n) ∑ q(n, y)[ f (n, y) + g(n, y)] + ∑ p(n, y)[ f (n, y) + g(n, y)]. (5.4.44)
G G
Now a suitable application of Theorem 1.2.1 given in [85, p. 11] with v(0) = 0 to (5.4.44)
yields
n−1
v(n) ∑ ∑ p(s, y)[ f (s, y) + g(s, y)]
s=0 G

n−1
× ∏ 1 + ∑ q(σ , z)[ f (σ , z) + g(σ , z)] . (5.4.45)
σ =s+1 G
Using the fact that r(n) v(n) and (5.4.40), (5.4.45) we get the required inequality in
(5.4.16).
(s9 ) Let
n−1
z(n) = ∑ ∑ p(s, y)u(s, y), (5.4.46)
s=0 G
∞
λ= ∑ ∑ q(s, y)u(s, y). (5.4.47)
s=0 G
Then (5.4.19) can be restated as
u(n, x) a(n, x) + b(n, x)z(n) + c(n, x)λ . (5.4.48)
Introducing the notation
e0 (s) = ∑ p(s, y)u(s, y), (5.4.49)

G
in (5.4.46), we get
n−1
z(n) = ∑ e0 (s). (5.4.50)
s=0
Δz(n) = e0 (n)
= ∑ p(n, y)u(n, y)
G
∑ p(n, y)[a(n, y) + b(n, y)z(n) + c(n, y)λ ]

G
= z(n) ∑ p(n, y)b(n, y) + ∑ p(n, y)[a(n, y) + c(n, y)λ ]. (5.4.51)

G G
Now, applying the inequality in Theorem 1.2.1 given in [85, p. 11] with z(0) = 0 to (5.4.51)
yields

n−1 n−1
z(n) ∑ ∑ p(s, y)[a(s, y) + c(s, y)λ ] ∏ 1 + ∑ p(σ , y)b(σ , y)
s=0 G σ =s+1 G

n−1 n−1
= ∑ ∑ p(s, y)a(s, y) ∏ 1 + ∑ p(σ , y)b(σ , y)
s=0 G σ =s+1 G

n−1 n−1
+λ ∑ ∑ p(s, y)c(s, y) ∏ 1 + ∑ p(σ , y)b(σ , y) . (5.4.52)
s=0 G σ =s+1 G
From (5.4.48) and (5.4.52), we have

n−1 n−1
u(n, x) a(n, x) + b(n, x) ∑ ∑ p(s, y)a(s, y) ∏ 1 + ∑ p(σ , y)b(σ , y)
s=0 G σ =s+1 G

n−1 n−1
+λ ∑ ∑ p(s, y)c(s, y) ∏ 1 + ∑ p(σ , y)b(σ , y) + c(n, x)λ
s=0 G σ =s+1 G
= A(n, x) + λ B(n, x). (5.4.53)

∞
λ ∑ ∑ q(s, y)[A(s, y) + λ B(s, y)],
s=0 G
which implies
λ 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, first we shall deal with the following initial value problem (see [100])
Δ2 Δ1 u(m, n) = f (m, n, u(m, n), Gu(m, n)), (5.5.1)
with
u(m, 0) = α (m), u(0, n) = β (n), α (0) = β (0), (5.5.2)
for m, n ∈ N0 , where
m−1 n−1
Gu(m, n) := ∑ ∑ g(m, n, σ , τ , u(σ , τ )), (5.5.3)
σ =0 τ =0
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 finite difference methods and also appear in their own right. We assume that
f ∈ D(N20 × R2 , R), g ∈ D(N40 × R, R), α , β ∈ D(N0 , 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 finite
difference inequality with explicit estimate given in [87].
Let u ∈ D(N20 , R) and Δ2 Δ1 u(m, n) for m, n ∈ N0 exist and satisfy the inequality
|Δ2 Δ1 u(m, n) − f (m, n, u(m, n), Gu(m, n))| ε ,
for a given constant ε 0, where it is assumed that (5.5.2) holds. Then we call u(m, n) an
ε -approximate solution of (5.5.1).
The following finite 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(N20 , R+ ); q, Δ1 q, Δ2 q, Δ2 Δ1 q ∈ D(N40 , R+ ). If a(m, n) is

nondecreasing in each variable m, n ∈ N0 and

m−1 n−1 s−1 t−1
u(m, n) a(m, n) + ∑ ∑ p(s,t) u(s,t) + ∑ ∑ q(s,t · σ , τ )u(σ , τ ) , (5.5.4)
s=0 t=0 σ =0 τ =0
for m, n ∈ N0 , then

m−1 n−1 s−1 t−1
u(m, n) a(m, n) 1 + ∑ ∑ p(s,t) ∏ 1+ ∑ [p(ξ , η ) + T q(ξ , η )] , (5.5.5)
s=0 t=0 ξ =0 η =0
m−1
T q(m, n) := q(m + 1, n + 1, m, n) + ∑ Δ1 q(m, n + 1, σ , n)
σ =0
n−1 m−1 n−1

+ ∑ Δ2 q(m + 1, n, m, τ ) + ∑ ∑ Δ2Δ1 q(m, n, σ , τ ). (5.5.6)
τ =0 σ =0 τ =0
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) [|u − u| + |v − v|] , (5.5.7)
|g(m, n, σ , τ , u) − g(m, n, σ , τ , u)| q(m, n, σ , τ )|u − u|, (5.5.8)

where p ∈ D(N20 , R+ ), q ∈ D(N40 , R+ ) with Δ1 q, Δ2 q, Δ2 Δ1 q ∈ D(N40 , R+ ). For i = 1, 2, let

ui (m, n) (m, n ∈ N0 ) be respectively εi -approximate solutions of (5.5.1) with
ui (m, 0) = αi (m), ui (0, n) = βi (n), αi (0) = βi (0), (5.5.9)
for m, n ∈ N0 , where αi , βi ∈ D(N0 , R) satisfy
|α1 (m) − α2 (m) + β1 (n) − β2 (n)| δ , (5.5.10)
in which δ 0 is a constant. Then
|u1 (m, n) − u2 (m, n)| ((ε1 + ε2 )mn + δ )

m−1 n−1 s−1 t−1
× 1+ ∑ ∑ p(s,t) ∏ 1+ ∑ [p(ξ , η ) + T q(ξ , η )] , (5.5.11)
s=0 t=0 ξ =0 η =0
for m, n ∈ N0 , where T q(m, n) is given by (5.5.6).
Proof. Since ui (m, n) (i = 1, 2) for m, n ∈ N0 , are respectively εi -approximate solutions

of equation (5.5.1) with (5.5.9), we have
|Δ2 Δ1 ui (m, n) − f (m, n, ui (m, n), Gui (m, n))| εi .
Now keeping m fixed in the above inequality, setting n = t and taking sum on both sides
over t from 0 to n − 1, then keeping n fixed in the resulting inequality and setting m = s and
taking sum over s from 0 to m − 1 and using (5.5.9), we observe that
m−1 n−1
εi mn ∑ ∑ |Δ2 Δ1 ui (s,t) − f (s,t, ui (s,t), Gui (s,t))|
s=0 t=0

m−1 n−1

∑ ∑ {Δ2 Δ1 ui (s,t) − f (s,t, ui (s,t), Gui (s,t))}
s=0 t=0

m−1 n−1

= ui (m, n) − [αi (m) + βi (n)] − ∑ ∑ f (s,t, ui (s,t), Gui (s,t)) . (5.5.12)
s=0 t=0

From this inequality and using the elementary inequalities in (1.3.25), we observe that

m−1 n−1

(ε1 + ε2 )mn u1 (m, n) − [α1 (m) + β1 (n)] − ∑ ∑ f (s,t, u1 (s,t), Gu1 (s,t))
s=0 t=0

m−1 n−1

+ u2 (m, n) − [α2 (m) + β2 (n)] − ∑ ∑ f (s,t, u2 (s,t), Gu2 (s,t))
s=0 t=0

m−1 n−1

u1 (m, n) − [α1 (m) + β1 (n)] − ∑ ∑ f (s,t, u1 (s,t), Gu1 (s,t))
s=0 t=0

m−1 n−1

− u2 (m, n) − [α2 (m) + β2 (n)] − ∑∑ f (s,t, u2 (s,t), Gu2 (s,t))

s=0 t=0
|u1 (m, n) − u2 (m, n)| − |α1 (m) + β1 (n) − {α2 (m) + β2 (n)}|

m−1 n−1 m−1 n−1

− ∑ ∑ f (s,t, u1 (s,t), Gu1 (s,t)) − ∑ ∑ f (s,t, u2 (s,t), Gu2 (s,t)) . (5.5.13)
s=0 t=0 s=0 t=0

Let u(m, n) = |u1 (m, n) − u2 (m, n)| for m, n ∈ N0 . From (5.5.13) and using the hypotheses,
we observe that
m−1 n−1
u(m, n) (ε1 + ε2 )mn + δ + ∑ ∑ | f (s,t, u1 (s,t), Gu1 (s,t)) − f (s,t, u2 (s,t), Gu2 (s,t))|
s=0 t=0

m−1 n−1 s−1 t−1
(ε1 + ε2 )mn + δ + ∑ ∑ p(s,t) u(s,t) + ∑ ∑ q(s,t, σ , τ )u(σ , τ ) . (5.5.14)
s=0 t=0 σ =0 τ =0
Remark 5.5.1. In case u1 (m, n) is a solution of (5.5.1)–(5.5.2), then we have ε1 = 0 and

from (5.5.11), we see that u2 (m, n) → u1 (m, n) as ε2 → 0 and δ → 0. Furthermore, if we
put
(i) ε1 = ε2 = 0, α1 (m) = α2 (m), β1 (n) = β2 (n) in (5.5.11), then the uniqueness of solutions
of (5.5.1)–(5.5.2) is established, and
(ii) ε1 = ε2 = 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
Δ2 Δ1 v(m, n) = f (m, n, v(m, n), Gv(m, n)), (5.5.15)
v(m, 0) = α (m), v(0, n) = β (n), α (0) = β (0), (5.5.16)
for m, n ∈ N0 , where G is given by (5.5.3) and f ∈ D(N20 × R2 , R), α , β ∈ D(N0 , 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 ε 0, δ 0 such that
| f (m, n, u, w) − f (m, n, u, w)| ε , (5.5.17)
|α (m) − α (m) + β (n) − β (n)| δ , (5.5.18)

where f , α , β and f , α , β 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 ∈
N0 . Then
|u(m, n) − v(m, n)|

m−1 n−1 s−1 t−1
(ε mn + δ ) 1 + ∑ ∑ p(s,t) ∏ 1+ ∑ [p(ξ , η ) + T q(ξ , η )] , (5.5.19)
s=0 t=0 ξ =0 η =0
for m, n ∈ N0 , where T q(m, n) is given by (5.5.6).
Proof. Let e(m, n) = |u(m, n) − v(m, n)| for m, n ∈ N0 . 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) |α (m) − α (m) + β (n) − β (n)|
m−1 n−1
+ ∑ ∑ | f (s,t, u(s,t), Gu(s,t)) − f (s,t, v(s,t), Gv(s,t))|
s=0 t=0
m−1 n−1
+ ∑ ∑ | f (s,t, v(s,t), Gv(s,t)) − f (s,t, v(s,t), Gv(s,t))|
s=0 t=0

m−1 n−1 s−1 t−1
(ε mn + δ ) + ∑ ∑ p(s,t) e(s,t) + ∑ ∑ q(s,t, σ , τ )e(σ , τ ) . (5.5.20)
s=0 t=0 σ =0 τ =0
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 , α is close to α , β is close to β ,
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

Δ2 Δ1 w(m, n) = f k (m, n, w(m, n), Gw(m, n)), (5.5.21)
w(m, 0) = αk (m), w(0, n) = βk (n), αk (0) = βk (0), (5.5.22)

for m, n ∈ N0 , k = 1, 2, . . ., where G is given by (5.5.3) and f k ∈ D(N20 × R2 , R), αk , β k ∈
D(N0 , 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 εk 0, δk 0 (k = 1, 2, . . .) such that
| f (m, n, u, v) − f k (m, n, u, v)| εk , (5.5.23)
|α (m) − αk (m) + β (n) − βk (n)| δk , (5.5.24)
with εk → 0 and δk → 0 as k → ∞, where f , α , β and fk , αk , βk are respectively as in

(5.5.1)–(5.5.2) and in (5.5.21)–(5.5.22). If wk (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 ∈ N0 , then wk (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
|wk (m, n) − u(m, n)|

m−1 n−1 s−1 t−1
(εk mn + δk ) 1 + ∑ ∑ p(s,t) ∏ 1+ ∑ [p(ξ , η ) + T q(ξ , η )] , (5.5.25)
s=0 t=0 ξ =0 η =0
for m, n ∈ N0 , where T q(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 sufficient
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
Δ2 Δ1 u(m, n) = f (m, n, u(m, n), Gu(m, n), μ ), (5.5.26)

Δ2 Δ1 u(m, n) = f (m, n, u(m, n), Gu(m, n), μ0 ), (5.5.27)
with the initial conditions (5.5.2), where Gu(m, n) is given by (5.5.3), f ∈ D(N20 × R2 ×
R, R) and μ , μ0 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 μ , μ0 .
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, μ ) − f (m, n, u, v, μ )| p(m, n) [|u − u| + |v − v|] , (5.5.28)

| f (m, n, u, v, μ ) − f (m, n, u, v, μ0 )| r(m, n)|μ − μ0 |, (5.5.29)
where p, r ∈ D(N20 , R+ ). Let u1 (m, n) and u2 (m, n) be the solutions of (5.5.26)–(5.5.2) and
of (5.5.27)–(5.5.2) respectively. Then
|u1 (m, n) − u2 (m, n)|

m−1 n−1 s−1 t−1
a(m, n) 1 + ∑ ∑ p(s,t) ∏ 1+ ∑ [p(ξ , η ) + T q(ξ , η )] , (5.5.30)
s=0 t=0 ξ =0 η =0
m−1 n−1
a(m, n) = |μ − μ0 | ∑ ∑ r(s,t), (5.5.31)
s=0 t=0
for m, n ∈ N0 .
Proof. Let e(m, n) = |u1 (m, n) − u2 (m, n)| for m, n ∈ N0 . Using the facts that u1 (m, n)
and u2 (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
m−1 n−1
e(m, n) ∑ ∑ | f (s,t, u1 (s,t), Gu1 (s,t), μ ) − f (s,t, u2(s,t), Gu2(s,t), μ )|
s=0 t=0
m−1 n−1
+ ∑ ∑ | f (s,t, u2(s,t), Gu2 (s,t), μ ) − f (s,t, u2(s,t), Gu2 (s,t), μ0 )|
s=0 t=0

m−1 n−1 s−1 t−1
a(m, n) + ∑ ∑ p(s,t) e(s,t) + ∑ ∑ q(s,t, σ , τ )e(σ , τ ) . (5.5.32)
s=0 t=0 σ =0 τ =0
dency of solutions of (5.5.26)–(5.5.2) and (5.5.27)–(5.5.2) on the parameters μ , μ0 .
Remark 5.5.4. We note that the results given above can be extended very easily to study
the sum-difference equation
Δ2 Δ1 u(m, n) + Δ2 (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 defined by (5.5.3) and H is given by
∞ ∞
Hu(m, n) := ∑ ∑ h(m, n, σ , τ , u(σ , τ )), (5.5.34)
σ =0 τ =0
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 finite 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])
a b
u(m, n) = f (m, n) + ∑ ∑ g(m, n, s,t, u(s,t), Δ1 u(s,t), Δ2 u(s,t)), (5.5.35)
s=0 t=0
where f , g are given functions and u is the unknown function. Let H = N0,a × N0,b and for
any function w : H → R, we denote by |w(m, n)|0 = |w(m, n)| + |Δ1 w(m, n)| + |Δ2 w(m, n)|
/ H. It is assumed that f , Δi f ∈ D(H, R) and
and assume that w(m, n) = 0 for (m, n) ∈
g, Δi g ∈ D(H 2 × R3 , 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 Δi u(m, n) (i = 1, 2) exist and
satisfies 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
a b
Δi u(m, n) = Δi f (m, n) + ∑ ∑ Δi g(m, n, s,t, u(s,t), Δ1 u(s,t), Δ2 u(s,t)), (5.5.36)
s=0 t=0
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 finite 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

a b
z(m, n) p(m, n) + q(m, n) ∑ ∑ r(s,t)z(s,t), (5.5.37)
s=0 t=0
for (m, n) ∈ H. If
a b
d= ∑ ∑ r(s,t)q(s,t) < 1, (5.5.38)
s=0 t=0
then

1 a b
z(m, n) p(m, n) + q(m, n) ∑ ∑ r(s,t)p(s,t) ,
1 − d s=0
(5.5.39)
t=0
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 Δi 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) [|u − u| + |v − v| + |w − w|] , (5.5.40)

and
|Δi g(m, n, s,t, u, v, w) − Δi g(m, n, s,t, u, v, w)|
c(m, n)hi (s,t) [|u − u| + |v − v| + |w − w|] , (5.5.41)

where c, h, hi ∈ D(H, R+ ) and
a b
d1 = ∑ ∑ [h(s,t) + h1(s,t) + h2 (s,t)] c(s,t) < 1. (5.5.42)
s=0 t=0
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)

a b
1
× ∑ ∑ [h(s,t) + h1 (s,t) + h2(s,t)] Q(s,t) ,
1 − d1 s=0
(5.5.43)
t=0
for (m, n) ∈ H, where
a b
Q(m, n) = ∑ ∑ |g(m, n, σ , τ , f (σ , τ ), Δ1 f (σ , τ ), Δ2 f (σ , τ ))|0 , (5.5.44)
s=0 t=0
for (m, n) ∈ H.
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
a b
v(m, n) = F(m, n) + ∑ ∑ G(m, n, s,t, v(s,t), Δ1 v(s,t), Δ2 v(s,t)), (5.5.45)
s=0 t=0
for (m, n) ∈ H, where F, Δi F ∈ D(H, R); G, Δi G ∈ D(H 2 × R3 , R) for i = 1, 2.
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)]

a b
1
+c(m, n) ∑ ∑ [h(s,t) + h1 (s,t) + h2 (s,t)]
1 − d1 s=0 t=0

× [| f (s,t) − F(s,t)|0 + M(s,t)] , (5.5.46)
holds for (m, n) ∈ H, where

a b
M(m, n) = ∑ ∑ |g(m, n, σ , τ , v(σ , τ ), Δ1v(σ , τ ), Δ2 v(σ , τ ))
σ =0 τ =0
− G(m, n, σ , τ , v(σ , τ ), Δ1 v(σ , τ ), Δ2 v(σ , τ ))|0 , (5.5.47)

for (m, n) ∈ H.
We next consider the following Fredholm type sum-difference equations

a b
z(m, n) = f (m, n) + ∑ ∑ g(m, n, s,t, z(s,t), Δ1 z(s,t), Δ2 z(s,t), μ ), (5.5.48)
s=0 t=0
a b
z(m, n) = f (m, n) + ∑ ∑ g(m, n, s,t, z(s,t), Δ1 z(s,t), Δ2 z(s,t), μ0 ), (5.5.49)
s=0 t=0
for (m, n) ∈ H, where f , Δi f ∈ D(H, R); g, Δi g ∈ D(H 2 × R3 × R, R) for i = 1, 2 and μ , μ0
are parameters.
Theorem 5.5.7. Suppose that the function g in (5.5.48), (5.5.49) and Δi g for i = 1, 2
satisfy the conditions
|g(m, n, s,t, u, v, w, μ ) − g(m, n, s,t, u, v, w, μ )|
c(m, n)h(s,t) [|u − u| + |v − v| + |w − w|] , (5.5.50)
|g(m, n, s,t, u, v, w, μ ) − g(m, n, s,t, u, v, w, μ0 )| γ (m, n, s,t)|μ − μ0 |, (5.5.51)

and
|Δi g(m, n, s,t, u, v, w, μ ) − Δi g(m, n, s,t, u, v, w, μ )|
c(m, n)hi (s,t) [|u − u| + |v − v| + |w − w|] , (5.5.52)
|Δi g(m, n, s,t, u, v, w, μ ) − Δi g(m, n, s,t, u, v, w, μ0 )| γi (m, n, s,t)|μ − μ0 |, (5.5.53)

where c, h, hi ∈ D(H, R+ ); γ , γi ∈ D(H , R+ ). Let 2
a b
P(m, n) = |μ − μ0 | ∑ ∑ [γ (m, n, σ , τ ) + γ1(m, n, σ , τ ) + γ2 (m, n, σ , τ )] , (5.5.54)
σ =0 τ =0
and suppose that
a b
d2 = ∑∑ h(s,t) + h1 (s,t) + h2 (s,t) c(s,t) < 1. (5.5.55)
s=0 t=0
Let z1 (m, n) and z2 (m, n) be the solutions of (5.5.48) and (5.5.49) respectively on H. Then
|z1 (m, n) − z2 (m, n)|0 P(m, n) + c(m, n)

a b
1
× ∑ ∑ [h(s,t) + h1(s,t) + h2 (s,t)]P(s,t) ,
1 − d2 s=0
(5.5.56)
t=0
for (m, n) ∈ H.
Proofs of Theorems 5.5.4–5.5.7. Here we present the proof of Theorem 5.5.7 only; the
proofs of Theorems 5.5.4–5.5.6 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) = z1 (m, n) − z2 (m, n). Using the facts that z1 (m, n) and z2 (m, n) are the solu-
tions of (5.5.48) and (5.5.49) on H and the hypotheses, we have
a b
|w(m, n)|0 ∑ ∑ |g(m, n, s,t, z1 (s,t), Δ1z1 (s,t), Δ2 z1 (s,t), μ )
s=0 t=0
−g(m, n, s,t, z2 (s,t), Δ1 z2 (s,t), Δ2 z2 (s,t), μ )|

a b
+ ∑ ∑ |g(m, n, s,t, z2 (s,t), Δ1 z2 (s,t), Δ2 z2 (s,t), μ )
s=0 t=0
−g(m, n, s,t, z2 (s,t), Δ1 z2 (s,t), Δ2 z2 (s,t), μ0 )|

a b
+ ∑ ∑ |Δ1 g(m, n, s,t, z1 (s,t), Δ1 z1 (s,t), Δ2 z1 (s,t), μ )
s=0 t=0
−Δ1 g(m, n, s,t, z2 (s,t), Δ1 z2 (s,t), Δ2 z2 (s,t), μ )|

a b
s=0 t=0
−Δ1 g(m, n, s,t, z2 (s,t), Δ1 z2 (s,t), Δ2 z2 (s,t), μ0 )|

a b
s=0 t=0
−Δ2 g(m, n, s,t, z2 (s,t), Δ1 z2 (s,t), Δ2 z2 (s,t), μ )|

a b
s=0 t=0
−Δ2 g(m, n, s,t, z2 (s,t), Δ1 z2 (s,t), Δ2 z2 (s,t), μ0 )|

a b a b
∑ ∑ c(m, n)h(s,t)|w(s,t)|0 + ∑ ∑ γ (m, n, s,t)|μ − μ0 |
s=0 t=0 s=0 t=0
a b a b
+ ∑ ∑ c(m, n)h1 (s,t)|w(s,t)|0 + ∑ ∑ γ1 (m, n, s,t)|μ − μ0 |
s=0 t=0 s=0 t=0
a b a b
+ ∑ ∑ c(m, n)h2 (s,t)|w(s,t)|0 + ∑ ∑ γ2 (m, n, s,t)|μ − μ0 |
s=0 t=0 s=0 t=0
a b
= P(m, n) + c(m, n) ∑ ∑ h(s,t) + h1 (s,t) + h2 (s,t) |w(s,t)|0 . (5.5.57)
s=0 t=0
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
n−1
u(n, x) = h(n, x) + ∑ ∑ F(n, x, s, y, u(s, y)), (5.6.1)
s=0 G
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 ε -approximate solution to equation (5.6.1), if there


n−1

u(n, x) − h(n, x) + ∑ ∑ F(n, x, s, y, u(s, y)) ε ,
s=0 G

for (n, x) ∈ E.
First we shall give the following theorem which deals with the relation between an ε -
approximate solution and a solution of equation (5.6.1).
(i) the function F in (5.6.1) satisfies the condition
|F(n, x, s, y, u) − F(n, x, s, y, v)| b(n, x)p(s, y)|u − v|, (5.6.2)
where b, p ∈ D(E, R+ );
(ii) the functions uε (n, x), u(n, x) ∈ D(E, R) are respectively, an ε -approximate solution
and any solution of equation (5.6.1).
Then

n−1 n−1
|uε (n, x) − u(n, x)| ε 1 + b(n, x) ∑ ∑ p(s, y) ∏ 1 + ∑ p(σ , y)b(σ , y) , (5.6.3)
s=0 G σ =s+1 G
for (n, x) ∈ E.
Proof. Let e(n, x) = |uε (n, x) − u(n, x)| for (n, x) ∈ E. From the hypotheses, we observe
that

n−1

e(n, x) = uε (n, x) − h(n, x) − ∑ ∑ F(n, x, s, y, uε (s, y))
s=0 G

n−1

+ ∑ ∑ {F(n, x, s, y, uε (s, y)) − F(n, x, s, y, u(s, y))}
s=0 G

n−1

uε (n, x) − h(n, x) + ∑ ∑ F(n, x, s, y, uε (s, y))
s=0 G

n−1
+ ∑ ∑ |F(n, x, s, y, uε (s, y)) − F(n, x, s, y, u(s, y))|
s=0 G
n−1
ε + b(n, x) ∑ ∑ p(s, y)e(s, y). (5.6.4)
s=0 G
Now an application of the inequality in Theorem 5.4.5 part (s10 ) 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) satisfies the condition (5.6.2);

(ii) the functions ui (n, x) ∈ D(E, R) for i = 1, 2 are the εi -approximate solutions of (5.6.1).
Then

n−1
|u1 (n, x) − u2 (n, x)| (ε1 + ε2 ) 1 + b(n, x) ∑ ∑ p(s, y)
s=0 G

n−1
× ∏ 1 + ∑ p(σ , y)b(σ , y) , (5.6.5)
σ =s+1 G
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 (s10 ). We omit the details.
Remark 5.6.1. If we take ε1 = ε2 = 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 satisfies 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
n−1
|u(n, x) − h(n, x)| a(n, x) + b(n, x) ∑ ∑ p(s, y)a(s, y)
s=0 G

n−1
× ∏ 1 + ∑ p(σ , y)b(σ , y) (5.6.6)
σ =s+1 G
n−1
a(n, x) = ∑ ∑ |F(n, x, s, y, h(s, y))| ,
s=0 G
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
n−1
|u(n, x) − h(n, x)| ∑ ∑ |F(n, x, s, y, u(s, y)) − F(n, x, s, y, h(s, y))|
s=0 G
n−1
+ ∑ ∑ |F(n, x, s, y, h(s, y))|
s=0 G
n−1
a(n, x) + b(n, x) ∑ ∑ p(s, y)|u(s, y) − h(s, y)|, (5.6.7)
s=0 G
for (n, x) ∈ E. Now an application of the inequality in Theorem 5.4.5 part (s10 ) to (5.6.7)
yields (5.6.6).
Consider the equation (5.6.1) and the following Volterra-Fredholm-type sum-difference

equation
n−1
v(n, x) = h(n, x) + ∑ ∑ F(n, x, s, y, v(s, y)), (5.6.8)
s=0 G
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) satisfies the condition (5.6.2).
Furthermore, suppose that
n−1
|h(n, x) − h(n, x)| + ∑ ∑ |F(n, x, s, y, v(s, y)) − F(n, x, s, y, v(s, y))| ε , (5.6.9)
s=0 G
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 ε > 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)|

n−1
+ ∑ ∑ |F(n, x, s, y, u(s, y)) − F(n, x, s, y, v(s, y))|
s=0 G
n−1
+ ∑ ∑ |F(n, x, s, y, v(s, y)) − F(n, x, s, y, v(s, y))|
s=0 G
n−1
ε + b(n, x) ∑ ∑ p(s, y)z(s, y). (5.6.10)
s=0 G
Now an application of the inequality in Theorem 5.4.5 part (s10 ) to (5.6.10) yields

n−1
|u(n, x) − v(n, x)| ε 1 + b(n, x) ∑ ∑ p(s, y)
s=0 G
n−1
× ∏ 1 + ∑ p(σ , y)b(σ , y) , (5.6.11)
σ =s+1 G
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

n−1
z(n, x) = g(n, x) + ∑ ∑ F(n, x, s, y, u(s, y), μ ), (5.6.12)
s=0 G
n−1
z(n, x) = g(n, x) + ∑ ∑ F(n, x, s, y, u(s, y), μ0 ), (5.6.13)
s=0 G
for (n, x) ∈ E, where g ∈ D(E, R), F ∈ D(E 2 × R2 , R) and μ , μ0 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, μ ) − F(n, x, s, y, v, μ )| b(n, x)p(s, y)|u − v|, (5.6.14)

|F(n, x, s, y, u, μ ) − F(n, x, s, y, u, μ0 )| c(s, y)|μ − μ0 |, (5.6.15)
where b, p, c ∈ D(E, R+ ). Let z1 (n, x) and z2 (n, x) be the solutions of equations (5.6.12)
and (5.6.13) respectively on E. Assume that
n−1
∑ ∑ c(s, y) M, (5.6.16)
s=0 G
where M 0 is a constant. Then

n−1
|z1 (n, x) − z2 (n, x)| M|μ − μ0 | 1 + b(n, x) ∑ ∑ p(s, y)
s=0 G

n−1
× ∏ 1 + ∑ p(σ , y)b(σ , y) , (5.6.17)
σ =s+1 G
for (n, x) ∈ E.
Proof. Let z(n, x) = |z1 (n, x) − z2 (n, x)| for (n, x) ∈ E. Using the facts that z1 (n, x) and
z2 (n, x) are the solutions of equations (5.6.12) and (5.6.13) and hypotheses, we have
n−1
z(n, x) ∑ ∑ |F(n, x, s, y, z1(s, y), μ ) − F(n, x, s, y, z2 (s, y), μ )|
s=0 G
n−1
+ ∑ ∑ |F(n, x, s, y, z2 (s, y), μ ) − F(n, x, s, y, z2 (s, y), μ0 )|
s=0 G
n−1 n−1
b(n, m) ∑ ∑ p(s, y)|z1 (s, y) − z2 (s, y)| + ∑ ∑ c(s, y)|μ − μ0 |
s=0 G s=0 G
n−1
M|μ − μ0 | + b(n, m) ∑ ∑ p(s, y)z(s, y). (5.6.18)
s=0 G
Now an application of the inequality in Theorem 5.4.5 part (s10 ) 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
n−1 ∞
w(n, x) = f (n, x) + ∑ ∑ F(n, x, s, y, w(s, y)) + ∑ ∑ H(n, x, s, y, w(s, y)), (5.6.19)
s=0 G s=0 G
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)|u − v|, (5.6.20)

|H(n, x, s, y, u) − H(n, x, s, y, v)| c(n, x)q(s, y)|u − v|, (5.6.21)
where b, p, c, q ∈ D(E, R+ ). Let d, D, A(n, x), B(n, x) be defined as in Theorem 5.4.5 part
(s9 ). 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 defined as in Theorem 5.4.5 part (s9 ) and
n−1 ∞
r(n, x) = ∑ ∑ |F(n, x, s, y, f (s, y))| + ∑ ∑ |H(n, x, s, y, f (s, y))|, (5.6.22)
s=0 G s=0 G
1 ∞
D2 = ∑ ∑ q(s, y)A2(s, y),
1 − d s=0
(5.6.23)
G
where A2 (n, x) is defined 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)| A2 (n, x) + D2 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 defined as in Theorem 5.4.5 part (s9 ) and
∞
a(n, x) = | f (n, x) − h(n, x)| + Qc(n, x) ∑ ∑ q(s, y), (5.6.25)
s=0 G
1 ∞
D3 = ∑ ∑ q(s, y)A3(s, y),
1 − d s=0
(5.6.26)
G
where A3 (n, x) is defined 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)| A3 (n, x) + D3 B(n, x), (5.6.27)
for (n, x) ∈ E.
Proofs of Theorems 5.6.6–5.6.8. 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)|

n−1
+ ∑ ∑ |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)|
s=0 G
n−1
| f (n, x) − h(n, x)| + b(n, x) ∑ ∑ p(s, y)|w(s, y) − u(s, y)|
s=0 G
∞ ∞
+c(n, x) ∑ ∑ q(s, y)|w(s, y) − u(s, y)| + c(n, x) ∑ ∑ q(s, y)|u(s, y)|
s=0 G s=0 G
n−1
a(n, x) + b(n, x) ∑ ∑ p(s, y)|w(s, y) − u(s, y)|
s=0 G
∞
+c(n, x) ∑ ∑ q(s, y)|w(s, y) − u(s, y)|. (5.6.28)
s=0 G
Now an application of the inequality in Theorem 5.4.5 part (s9 ) 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 (s7 ) to for-
mulate results similar to those given in Theorems 5.6.1–5.6.5 for the solutions of Volterra-
Fredholm-type sum-difference equation of the form
n−1
u(n, x) = h(n, x) + ∑ ∑ F(n, x, s, y, u(s, y), Tu(s, y)), (5.6.29)
s=0 G
n−1
Tu(n, x) := ∑ ∑ L(n, x, τ , z, u(τ , z)), (5.6.30)
τ =0 G
under some suitable conditions on the functions involved in (5.6.29).
5.7 Miscellanea
Let u, r ∈ D(N20 , R+ ) and c 0 is a real constant.

(p1 ) If
n−1 s−1 m−1
u2 (n, m) c + ∑ ∑ ∑ r(σ , τ )u(σ , τ ),
s=0 σ =0 τ =0

√ 1 n−1 s−1 m−1
u(n, m) c + ∑ ∑ ∑ r(σ , τ ),
2 s=0 σ =0 τ =0
for (n, m) ∈ N20 .
(p2 ) Suppose that u 1 and c 1. If

n−1 s−1 m−1
u(n, m) c + ∑ ∑ ∑ r(σ , τ )u(σ , τ ) log u(σ , τ ),
s=0 σ =0 τ =0
u(n, m) cB(n,m) ,
for (n, m) ∈ N20 , where

n−1 s−1 m−1
B(n, m) = ∏ 1 + ∑ ∑ r(σ , τ ) .
s=0 σ =0 τ =0
Let u, p, q, f , g ∈ D(H, R+ ), where H = N20 × Nα ,β ; 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)(u − v),
for u v 0, where M ∈ D(H × R+ , R+ ).
(p3 ) If
x−1 y−1 β
u(x, y, z) p(x, y, z) + q(x, y, z) ∑ ∑ ∑ L(s,t, r, u(s,t, r)),
s=0 t=0 r=α
for (x, y, z) ∈ H, then

x−1 y−1 β
u(x, y, z) p(x, y, z) + q(x, y, z) ∑ ∑ ∑ L(s,t, r, p(s,t, r))
s=0 t=0 r=α

x−1 y−1 β
×∏ 1+ ∑ ∑ M(s,t, r, p(s,t, r))q(s,t, r) ,
s=0 t=0 r=α
for (x, y, z) ∈ H.
(p4 ) If
x−1 y−1 β
u2 (x, y, z) k2 + 2 ∑ ∑ ∑ [g(s,t, r)u(s,t, r) + f (s,t, r)u(s,t, r)L(s,t, r, u(s,t, r))],
s=0 t=0 r=α
for (x, y, z) ∈ H, then

x−1 y−1 β
u(x, y, z) n0 (x, y) + ∑∑∑ f (s,t, r)L(s,t, r, n0 (s,t))
s=0 t=0 r=α

x−1 y−1 β
×∏ 1+ ∑ ∑ f (s,t, r)M(s,t, r, n0 (s,t)) ,
s=0 t=0 r=α
for (x, y, z) ∈ H, where
x−1 y−1 β
n0 (x, y) = k + ∑ ∑ ∑ g(σ , τ , ω ),
σ =0 τ =0 ω =α
for x, y ∈ N0 .
Under the notations as in section 5.4, let u, p, q, f ∈ D(E, R+ ) and c 0 is a real constant.
(p5 ) Let L ∈ D(E × R+ , R+ ) be such that
0 L(n, x, u) − L(n, x, v) M(n, x, v)(u − v),
for u v 0, where M ∈ D(E × R+ , R+ ). If

n−1 s−1
u(n, x) p(n, x) + q(n, x) ∑ ∑ ∑ L(τ , y, u(τ , y)),
s=0 τ =0 G

n−1 s−1
u(n, x) p(n, x) + q(n, x) ∑ ∑ ∑ L(τ , y, p(τ , y))
s=0 τ =0 G

n−1 s−1
× ∏ 1 + ∑ ∑ M(τ , y, p(τ , y))q(τ , y) ,
s=0 τ =0 G
for (n, x) ∈ E.
(p6 ) Let g be as in Theorem 5.4.1 part (s2 ). If
n−1 s−1
u(n, x) c + ∑ ∑ ∑ f (τ , y)g(u(τ , y)),
s=0 τ =0 G
for (n, x) ∈ E, then for 0 n n1 ; n, n1 ∈ N0 , x ∈ G

n−1 s−1
u(n, x) W −1
W (c) + ∑ ∑ ∑ f (τ , y) ,
s=0 τ =0 G
where W, W −1 are as in Theorem 5.4.1 part (s2 ) and n1 ∈ N0 be chosen so that

n−1 s−1 −1
W (c) + ∑ ∑ ∑ f (τ , y) ∈ Dom W ,
s=0 τ =0 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.
(p7 ) Let L ∈ D(E × R+ , R+ ) be such that
0 L(n, x, u) − L(n, x, v) M(n, x, v)(u − v),
for u v 0, where M ∈ D(E × R+ , R+ ). If

n−1
u(n, x) p(n, x) + q(n, x) ∑ ∑ L(s, y, u(s, y)),
s=0 G

n−1 n−1
u(n, x) p(n, x) + q(n, x) ∑ ∑ L(s, y, p(s, y)) ∏ 1 + ∑ M(σ , y, p(σ , y))q(σ , y) ,
s=0 G σ =s+1 G
for (n, x) ∈ E.
(p8 ) If
n−1
u2 (n, x) k2 + 2 ∑ ∑ f (s, y)u2 (s, y) + g(s, y)u(s, y) ,
s=0 G

n−1 n−1 n−1
u(n, x) k ∏ 1 + ∑ f (s, y) + ∑ ∑ g(s, y) ∏ 1 + ∑ f (σ , y) ,
s=0 G s=0 G σ =s+1 G
for (n, x) ∈ E.
Consider the initial value problem

Δ2 Δ1 u(m, n) = f (m, n, u(m, n), Δ1 u(m, n)), (5.7.1)
with
u(m, 0) = σ (m), u(0, n) = τ (n), u(0, 0) = 0, (5.7.2)
for m, n ∈ N0 , where f , σ , τ are given functions and u is the unknown function and f ∈

D N20 × R2 , R , σ , τ ∈ D(N0 , R).
(p9 ) Assume that
| f (m, n, u, v) − f (m, n, u, v)| p(m, n) [|u − u| + |v − v|] ,
where p ∈ D(N20 , R+ ). Then the problem (5.7.1)–(5.7.2) has at most one solution on N20 .
(p10 ) Assume that
| f (m, n, u, v)| r(m, n) [|u| + |v|] ,
|σ (m)| + |τ (n)| + |Δσ (m)| k,

where r ∈ D(N20 , R+ ) and k 0 is a constant. If u(m, n) is any solution of problem (5.7.1)–
(5.7.2), then

m−1 n−1
|u(m, n)| + |Δ1 u(m, n)| kq(m, n) ∏ 1 + ∑ r(s,t)q(s,t) ,
s=0 t=0
m−1
q(m, n) = ∏ [1 + r(m,t1 )],
t1 =0
for m, n ∈ N0 .
Consider the initial value problem
Δ2 Δ1 u(m, n) = F(m, n, u(m, n), Δ2 Δ1 u(m, n)), (5.7.3)
with
u(m, 0) = α (m), u(0, n) = β (n), u(0, 0) = 0, (5.7.4)
for m, n ∈ N0 , where f , α , β are given functions, u is the unknown function and F ∈

D(N20 × R2 , R), α , β ∈ D(N0 , R).
(p11 ) Let ui (m, n) ∈ D(N20 , R) (i = 1, 2) be respectively εi -approximate solutions of equation
(5.7.3) i.e.
|Δ2 Δ1 ui (m, n) − F(m, n, ui (m, n), Δ2 Δ1 ui (m, n))| εi
for given constants εi 0, with
ui (m, 0) = αi (m), ui (0, n) = βi (n), ui (0, 0) = 0,
where αi , βi ∈ D(N0 , R) and such that
|α1 (m) − α2 (m) + β1 (n) − β2 (n)| δ ,
where δ 0 is a constant. Suppose that the function F in (5.7.3) satisfies the condition
|F(m, n, u, v) − F(m, n, u, v)| p(m, n) [|u − u| + |v − v|] , (5.7.5)
where p ∈ D(N20 , R+ ) satisfies p(m, n) < 1 for m, n ∈ N0 . Then
|u1 (m, n) − u2 (m, n)| + |Δ2 Δ1 u1 (m, n) − Δ2 Δ1 u2 (m, n)|

m−1 n−1 n−1 n−1
L(m, n) + E(m, n) ∑ ∑ p(s,t)L(s,t) ∏ 1 + ∑ p(s,t)E(s,t) ,
s=0 t=0 s=0 t=0
(ε1 + ε2 )(mn + 1) + δ 1
L(m, n) = , E(m, n) = . (5.7.6)
1 − p(m, n) 1 − p(m, n)
Consider the initial value problem (5.7.3)–(5.7.4) together with the following initial value
problem
Δ2 Δ1 v(m, n) = G(m, n, v(m, n), Δ2 Δ1 v(m, n)), (5.7.7)
with
v(m, 0) = α (m), v(0, n) = β (n), v(0, 0) = 0, (5.7.8)

for m, n ∈ N0 , where G ∈ D(N20 × R2 , R), α , β ∈ D(N0 , R).

(p12 ) Suppose that the function F in (5.7.3) satisfies the condition (5.7.5) and there exist
constants ε 0, δ 0 such that
|F(m, n, u, v) − G(m, n, u, v)| ε ,
|α (m) − α (m) + β (n) − β (n)| δ ,
where F, α , β and G, α , β 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 ∈ N0 .
Then
|u(m, n) − v(m, n)| + |Δ2 Δ1 u(m, n) − Δ2 Δ1 v(m, n)|

m−1 n−1 n−1 n−1
L(m, n) + E(m, n) ∑ ∑ p(s,t)L(s,t) ∏ 1 + ∑ p(s,t)E(s,t) ,
s=0 t=0 s=0 t=0
ε (mn + 1) + δ
L(m, n) = ,
1 − p(m, n)
and E(m, n) is as in (5.7.6).
Consider the sum-difference equation

m−1 s−1 β
v(m, x) = f (m, x) + ∑ ∑ ∑ K(m, x, s, τ , y, v(τ , y)), (5.7.9)
s=0 τ =0 y=α
for (m, x) ∈ H = Na,b × Nα ,β , where f , K are given functions, v is the unknown function
and f ∈ D(H, R), K ∈ D(H × Na,b × H × R, R).
(p13 ) Assume that the function K in (5.7.9) satisfies the condition
|K(m, n, s, τ , y, v) − K(m, n, s, τ , y, w)| q(m, x)g(τ , y)|v − w|,
where q, g ∈ D(H, R+ ). Then the equation (5.7.9) has at most one solution on H.
(p14 ) Assume that the function K in (5.7.9) satisfies the condition
|K(m, n, s, τ , y, v)| q(m, x)g(τ , y)|v|,
where q, g ∈ D(H, R+ ). If v(m, x) is any solution of equation (5.7.9) on H, then

m−1 s−1 β m−1 s−1 β
|v(m, n)| | f (m, x)|+q(n, x) ∑ ∑ ∑ g(τ , y)| f (τ , y)| ∏ 1+ ∑ ∑ g(τ , y)q(τ , y) ,
s=0 τ =0 y=α s=0 τ =0 y=α
for (m, x) ∈ H.
Under the notations as in section 5.4, consider the sum-difference equation of the form
n−1
u(n, x) = h(n, x) + ∑ ∑ H(n, x, s, y, u(s, y)), (5.7.10)
s=0 G
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).
(p15 ) Suppose that the function H in equation (5.7.10) satisfies 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 (p7 ). Then for every solution u ∈ D(E, R) of
equation (5.7.10), the estimate

n−1 n−1
|u(n, x)| |h(n, x)|+b(n, x) ∑ ∑ L(s, y, |h(s, y)|) ∏ 1 + ∑ M(σ , y, |h(σ , y)|)b(σ , y) ,
s=0 G σ =s+1 G
holds for (n, x) ∈ E, where M is as in (p7 ).
Consider the equation (5.7.10) together with the following sum-difference equation
n−1
w(n, x) = h(n, x) + ∑ ∑ K(n, x, s, y, w(s, y)), (5.7.11)
s=0 G
for (n, x) ∈ E, where h ∈ D(E, R), K ∈ D(E 2 × R, R).

(p16 ) Suppose that the function H in (5.7.10) satisfies the condition
|H(n, x, s, y, u) − H(n, x, s, y, w)| b(n, x)L(s, y, |u − w|),
where b ∈ D(E, R+ ) and L is as in part (p7 ). 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)| [h0 (n, x) + r(n, x)]
n−1 n−1
+b(n, x) ∑ ∑ L (s, y, [h0 (s, y) + r(s, y)]) ∏ [1 + M(σ , y, [h0 (σ , y) + r(σ , y)])] ,
s=0 G σ =s+1
holds for (n, x) ∈ E, where
h0 (n, x) = |h(n, x) − h(n, x)|,
n−1
r(n, x) = ∑ ∑ |H(n, x, s, y, w(s, y)) − K[h0 (s, y) + r(s, y)]|,
s=0 G
and M is as in part (p7 ).

5.8 Notes
Although some books and papers contains some basic results on partial finite 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 3.2–3.4 deals with a large number of fundamental finite 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.
Bibliography
[1] P. Acquisapace, Existence and maximal time regularity for linear parabolic integrodifferential
equations, J. Integral Equations 10 (1985), 5–43.
[2] R.P. Agarwal, Difference Equations and Inequalities, Marcel and Dekker, Inc., New York,
1992.
[3] R.P. Agarwal and P.J.Y. Wong, Advanced Topics in Difference Equations, Kluwer Academic
Publishers, Dordrecht, 1997.
[4] G. Andrews, On existence of solution to the equation utt = uxxt + σ (ux )x , J. Differential Equa-
tions 35 (1980), 200–231.
[5] J.M. Appell, A. S. Kalitvin and P. P. Zabrejko, Partial integral operators and integro-differential
equations, Marcel and Dekker, Inc., New York, 2000.
[6] K.E. Atkinson, A survey of numerical method for the solution of Fredholm integral equation
of the second kind, Philadelphia, 1976.
[7] C. Bacoţiu, On mixed nonlinear integral equations of Volterra-Fredholm type with modified
argument, Studia Univ. Babeş-Bolyai, Mathematica LIV (2009), 29–41.
[8] E.A. Barbashin, On conditions for the conservation of stability of solutions to integro-
differential equations (in Russian), Izv. VUZov Mat. 1 (1957), 25–34.
[9] E.A. Barbashin and L.Kh. Liberman, On the stability of solutions of systems of integro-
differential equations (in Russian), Nauchn. Dokl. Vyssh. Shkoly Fiz.-Mat. Nauk 3
(1958), 18–22.
[10] P.R. Beesack, Systems of multidimensional Volterra integral equations and inequalities, Non-
linear Analysis TMA 9 (1985), 1451–1486.
[11] A. Bica, V.A. Cǎuş and S. Mureşan, Applications of a trapezoid inequality to neutral Fred-
holm integro-differential equations in Banach spaces, J. Inequal. Pure Appl. Math. 7 (5)
(2006), Art. 173.
[12] A. Bielecki, Une remarque sur la méthod de Banach-Cacciopoli-Tikhonov dans la théorie des
équations différentilles ordinaries, Bull. Acad. Polon. Sci. Math. Phys. Astr. 4 (1956),
261–264.
[13] H. Brezis and F.E. Browder, Nonlinear integral equations and systems of Hammerstein type,
Advances in Math. 18 (1975), 115–147.
[14] H. Brunner, A survey of recent advances in numerical treatment of Volterra integral and inte-
grodifferential equations, J. Comput. Appl. Math. 8 (1982), 76–102.
[15] H. Brunner and P.J. Vander Houwen, The numerical solution of Volterra equations, CWI
Monographs, Vol. 3, North-Holland, Amsterdam, 1986.
[16] H. Brunner, On the numerical solution of nonlinear Volterra-Fredholm integral equations by
colloction methods, SIAM J. Numer. Anal. 27 (1990), 987–1000.
[17] H. Brunner and E. Messina, Time-stepping methods for Volterra-Fredholm integral equations,
237
Rediconti di Math. Ser VII, 23 (2003), 329–342.

[18] H. Brunner, Collocation methods for Volterra integral and related functional differential equa-
tions, Cambridge Univ. Press, Cambridge, 2004.
[19] T. A. Burton, Volterra integral and Differential Equations, Academic Press, New York, 1983.
[20] S. Brzychczy and J. Janus, Monotone iterative methods for nonlinear integro-differential hy-
perbolic equations, Univ. Iagell. Acta Math. Fasc. 37 (1999), 425–461.
[21] B. Cahlon and D. Westreich, Complete continuity of integro-differential operators with dis-
continuous kernels and collectively compact approximations, J. Math. Anal. Appl. 71
(1979), 313–332.
[22] J.R. Cannon and Y. Lin, Classical and weak solutions for one-dimensional pseudo-parabolic
equations with typical boundary data, Annali di Mathematica pura ed applicata (IV),
vol. CLII (1988), 375–385.
[23] J.R. Cannon and Y. Lin, Smooth solution for an integro-differential equation of parabolic type,
Diff. and Inte. Eqs. 2 (1989), 111–121.
[24] A Cordone, E. Messina and E. Russo, A fast iterative method for discretized Volterra-Fredholm
integral equations, J. Comput. Appl. Math. 189 (2006), 568–579.
[25] C.-J. Chen, On a generalized integro-differential equation of Barbashin type, Zeitschr. Anal.
Anw. 14 (1995), 899–912.
[26] C.-J. Chen, Nonlinear integro-differential equations of Barbashin type: topological and mono-
tonicity methods, J. Integral Eqs. and Appl. 8 (1996), 287–305.
[27] M. G. Crandall, S. O. Londen and J. A. Nohel, An abstract nonlinear Volterra integrodifferen-
tial equation, J. Math. Anal. Appl. 64 (1978), 701–735.
[28] C. Corduneanu, Integral Equations and Applications, Cambridge Univ. Press, Cambridge,
1991.
[29] C. Corduneanu, Bielecki’s method in the theory of integral equations, Ann. Univ. Mariae
Curie-Sklodowskia, Sec. A, 38 (1984), 23–40.
[30] P. J. Davis and P. Rabinowitz, Methods of numerical integration, second edition, Academic
Press, 1984.
[31] O. Diekmann, Thresholds and travelling waves for the geographical spread of infection, J.
Math. Biology 6 (1978), 109–130.
[32] O. Diekmann, Run for your life. A note on the asymptotic speed of propagation of an epidemic,
J. Differential Equations 33 (1979), 58–73.
[33] J. Douglas, Jr. and B.F. Jones, Jr., Numerical methods for integro-differential equations of
parabolic and hyperbolic types, Numer. Math. 4 (1962), 96–102.
[34] H. Du and M. Cui, A method of solving nonlinear mixed Volterra-Fredholm integral equation,
Appl. Math. Sciences 1 (2007), 2505–2516.
[35] Y. Ebihara, On some nonlinear evolution equations with the strong dissipation II, J. Differential
Equations 34 (1979), 339–352.
[36] M.M. El-Borai, M.A. Abdou and M.M. El-Kojok, On a discussion of nonlinear integral equa-
tion of type Volterra-Fredholm, J. KSIAM 10 (2006), 59–83.
[37] A. Friedman, Partial Differential Equations of Parabolic type, Prentice-Hall, Inc., Englewood
Cliffs, N.J., 1964.
[38] G. Gripenberg, S.-O. Londen and O. Staffanas, Volterra Integral and Functional Equations,
Cambridge Univ. Press, Cambridge, 1990.
[39] R. B. Guenther and J. W. Lee, Partial Differential Equations of Mathematical Physics and
Integral Equations, Prentice-Hall, Englewood Cliffs, N.J., 1998.
[40] L. Haçia, On some integral inequalities and applications, J. Math. Anal. Appl. 206 (1997),
611–622.
[41] L. Haçia and L. Kaczmarek, On the boundedness of solutions for systems of two dimensional
Volterra integral equations, Fasci. Math. Nr. 28 (1998), 43–55.
Bibliography 239
[42] L. Haçia, On Volterra inequalities and their applications, Int. J. Math. Math. Sci. 2004:3, 117–
134.
[43] L. Haçia, On approximate solution for integral equations of mixed type, Z. Angew. Math.
Mech. 76 (1996), 415–416.
[44] M. Hadizadeh, Posteriori error estimates for the nonlinear Volterra-Fredholm integral equa-
tions, Comput. Math. Appl. 45 (2003), 677–687.
[45] M. L. Heard, On a nonlinear integrodifferential equation, J. Math. Anal. Appl. 26 (1969),
170–189.
[46] P. Henrici, Discrete variable methods in ordinary differential equations, John Wiley, New York,
1962.
[47] F.H. Hildbrand, Finite-difference Equations and Simulations, Prentice-Hall, Englewood Cliffs,
1968.
[48] M. Ismatov, A mixed problem for the equation describing sound propagation in viscous gas,
(English translation) Differential Equations 20 (1984), 1023–1035.
[49] Z. Kamont and M. Kwapisz, On non-linear Volterra integral-functional equations in several
variables, Ann. Polon. Math. 40 (1981), 1–29.
[50] J.P. Kauthen, Continuous time collocation methods for Volterra-Fredholm integral equations,
Numer. Math. 56 (1989), 409–424.
[51] W.G. Kelley and A.C. Peterson, Difference Equations: An Introduction with Applications,
Academic Press, San Diego, 1991.
[52] M. Kwapisz and J. Turo, Some integral-functional equations, Funkcial. Ekvac. 18 (1975),
107–162.
[53] M. Kwapisz, On the error evaluation of approximate solutions of discrete equations, Nonlinear
Analysis TMA 13 (1989), 1317–1327.
[54] M. Kwapisz, Some existence and uniqueness results for boundary value problems for differ-
ence equations, Appl. Anal. 37 (1990), 169–182.
[55] M. Kwapisz, Weighted norms and existence and uniqueness of L p solutions for integral equa-
tions in several variables, J. Differential Equations, 97 (1992), 246–262.
[56] M.A. Krasnoselskii, Topological methods in the theory of nonlinear integral equations, Perg-
amon Press, Oxford, 1964.
[57] O.A. Ladyženskaja, V.A. Solonnikov and N.N. Uralceva, Linear and Quasilinear Equations of
Parabolic type, Amer. Math. Soc., Providence, R. I., 1968.
[58] M. Lees, Approximate solutions of parabolic equations, J. Soc. Ind. Appl. Math. 7 (1959),
167–183.
[59] J.J. Levin and J.A. Nohel, On a system of integrodifferential equations occurring in reactor
dynamics, J. Math. Mech. 9 (1960), 347–368.
[60] J.J. Levin and J.A. Nohel, The integrodifferential equations of a class of nuclear reactors with
delayed neutrons, Arch. Rational Mech. Anal. 31 (1968), 151–172.
[61] R.S. Levitin, T.L. Perel’man and I.V. Travnickaja, On a limiting condition of a class of in-
tegrodifferential equation with a nonintegrable kernel, Sovit Math. Dokl. 14 (1973),
170–174.
[62] L.H. Liberman, On the stability of solutions of integrodifferential equations, Izv. Vys. Ucebn.
Zave. Math. No. 3-4 (1958), 142–151.
[63] Y.P. Lin, A mixed type boundary problem describing the propagation of disturbances in vis-
cous media I, weak solution for Quasi-linear equations, J. Math. Anal. Appl. 135 (1988),
644–653.
[64] D.L. Lovelady, A fixed point theorem, a perturbed differential equation, and a multivariable
integral equation, Trans. Amer. Math. Soc. 182 (1973), 71–83.
[65] N. Lungu and I.A. Rus, On a functional Volterra-Fredholm integral equation, via Picard oper-
ators, J. Math. Inequalities 3 (2009), 519–527.
[66] K. Maleknejad and M. Hadizadeh, A new computational method for Volterra-Fredholm inte-
gral equations, Comput. Math. Appl. 38 (1999), 1–8.
[67] R.E. Mickens, Difference Equations, Van Nostrand Comp., New York, 1987.
[68] S. McKee, T. Tang and T. Diogo, An Euler-type method for two-dimensional Volterra integral
equations of the first kind, IAM Jour. Numer. Anal. 20 (2000), 423–440.
[69] V.P. Mikhaǐlov, Partial Differential Equations, Mir, Moscow, 1978.
[70] R.K. Miller, Nonlinear Volterra integral equations, W. A. Benjamin, Menlo Park, CA, 1971.
[71] L.M. Milne Thomson, The calculus of Finite Differences, Macmillan, London, 1960.
[72] D.S. Mitrinović, Analytic Inequalities, Springer-Verlag, Berlin-New York, 1970.
[73] D.S. Mitrinović, J. E. Pečarić and A. M. Fink, Inequalities Involving Functions and their Inte-
grals and Derivatives, Kluwer Academic Publishers, Dordrecht, 1991.
[74] B.G. Pachpatte, Estimates on the solutions of a nonlinear integrodifferential system occuring
in reactor dynamics, Journal of M.A.C.T. 19 (1986), 1–9.
[75] B.G. Pachpatte, On a nonlinear diffusion system arising in reactor dynamics, J. Math. Anal.
Appl. 94 (1983), 501–508.
[76] B.G. Pachpatte, On some applications of Ważewski method for multiple Volterra integral equa-
tions, An. Sti. Univ. Al. I. Cuza Iaşi Math. 29 (1983), 75–83.
[77] B.G. Pachpatte, The method of upper and lower solutions for coupled reaction-diffusion equa-
tions, Jour. Math. Phys. Sci. 18 (1984), 485–499.
[78] B.G. Pachpatte, On a nonlinear functional integral equation in two variables, An. Sti. Univ. Al.
I. Cuza Iaşi Math. 30 (1984), 31–38.
[79] B.G. Pachpatte, On mixed Volterra-Fredholm type integral equations, Indian J. Pure Appl.
Math. 17 (1986), 488–496.
[80] B.G. Pachpatte, On nonlinear coupled parabolic integro-differential equations, Jour. Math.
Phys. Sci. 21 (1987), 49–79.
[81] B.G. Pachpatte, On a certain boundary value problem for third order partial differential equa-
tion in one space variable, Soochow Jour. Math. 18 (1992), 195–204.
[82] B.G. Pachpatte, Inequalities for Differential and Integral Equations, Mathematics in Science
and Engineering series, Vol. 197, Academic Press Inc., San Diego CA, 1998.
[83] B.G. Pachpatte, On mixed problem for a class of nonlinear partial differential equations, J.
Natural and Physical Sci. 13 (1999), 121–132.
[84] B.G. Pachpatte, Darboux problem for hyperbolic partial integrodifferential equations, J. Natu-
ral and Physical Sci. 14 (2000), 59–70.
[85] B.G. Pachpatte, Inequalities for Finite Difference Equations, Marcel Dekker Inc., New York,
2002.
[86] B.G. Pachpatte, Mathematical Inequalities, North-Holland Mathematical Library, Elsevier Sci-
ence B. V. Amsterdam, 2005.
[87] B.G. Pachpatte, Integral and Finite Difference Inequalities and Applications, North-Holland
Mathematics Studies, Vol. 205, Elsevier Science B. V. Amsterdam, 2006.
[88] B.G. Pachpatte, On a certain finite difference equation in two independent variables, Bul. Inst.
Polit. Iaşi Math. Meca. Theor. Fiz. LIII (2007), 35–44.
[89] B.G. Pachpatte, On Volterra-Fredholm integral equation in two variables, Demonstratio Math-
ematica XL (2007), 839–852.
[90] B.G. Pachpatte, On Fredholm type integrodifferential equation, Tamkang Jour. Math. 39
(2008), 85–94.
[91] B.G. Pachpatte, On Volterra and Fredholm type integrodifferential equations, Tamsui Oxford
Jour. Math. Sci. 24 (2008), 289–310.
[92] B.G. Pachpatte, On neutral type hyperbolic integrodifferential equation, Fasc. Math., Nr. 40
(2008), 57–69.
[93] B.G. Pachpatte, A note on some new multidimensional sum-difference inequalities, Bul. Inst.
Bibliography 241
Polit. Iaşi, Math. Meca. Theor. Fizica LV (LIX), Fasc. 3 (2009), 43–50.
[94] B.G. Pachpatte, On a mixed sum-difference equation of Volterra-Fredholm type, Sarajevo Jour.
Math. 5 (17) (2009), 55–62.
[95] B.G. Pachpatte, New integral and finite difference inequalities in three variables, Demonstratio
Mathematica XLII (2009), 339–349.
[96] B.G. Pachpatte, On Fredholm type integral equation in two variables, Differential Equations
and Applications 1 (2009), 27–39.
[97] B.G. Pachpatte, Volterra integral and integrodifferential equations in two variables, J. Inequal.
Pure Appl. Math. 10 (4) (2009), Art. 108.
[98] B.G. Pachpatte, On a parabolic type Fredholm integrodifferential equation, Numer. Funct.
Anal. and Optimization 30 (2009), 136–147.
[99] B.G. Pachpatte, Growth estimates on mixed Volterra-Fredholm type integral inequalities, Fasc.
Math. Nr. 42 (2009), 63–72.
[100] B.G. Pachpatte, On error evoluation of approximate solutions of a certain sum-difference equa-
tion in two variables, Elect. J. Differential Eqs. Vol. 2009 (2009), No. 104, pp. 1–8.
[101] B.G. Pachpatte, New estimates on certain fundamental finite difference inequalities, Tamsui
Oxford Jour. Math. Sci. 25 (2009), 351–361.
[102] B.G. Pachpatte, On some fundamental integral and finite difference inequalities in three vari-
ables, Tamsui Oxford Jour. Math. Sci. 26 (2010), 21–40.
[103] B.G. Pachpatte, On a general mixed Volterra-Fredholm integral equation, An. Sti. Univ. Al. I.
Cuza Iaşi Math. LVI (2010), 17–24.
[104] B.G. Pachpatte, Integral equation arising in the theory of partial differential equations, Fasc.
Math. Nr. 43 (2010), 115–126.
[105] B.G. Pachpatte, New bounds on certain fundamental integral inequalities, J. Math. Inequal. 4
(2010), 405–412.
[106] B.G. Pachpatte, On a new inequality applicable to certain Volterra-Fredholm type sum-
difference equations, Tamsui Oxford Jour. Math. Sci. 26 (2010), 173–184.
[107] B.G. Pachpatte, Explicit estimates on some mixed integral inequalities, Elect. J. Differential
Eqs. Vol. 2010 (2010), No. 10, pp. 1–13.
[108] B.G. Pachpatte, Inequalities applicable to certain integral equations, Tamkang Jour. Math. to
appear.
[109] B.G. Pachpatte, On a general partial integral equation of Barbashin type, Tamsui Oxford Jour.
Math. Sci. 27 (2011), 99–115.
[110] B.G. Pachpatte, On a parabolic integrodifferential equation of Barbashin type, Comment.
Math. Univ. Carolin, to appear.
[111] B.G. Pachpatte, On hyperbolic type Fredholm integrodifferential equation, General Mathe-
matics, submitted.
[112] B.G. Pachpatte, New inequalities applicable to certain integral equations in three variables,
Inequality Theory and Applications, Vol. 6, Nova Sci. Publishers, New York, to appear.
[113] B.G. Pachpatte, Some basic theorems on Fredholm type sum-difference equation in two vari-
ables, Inequality Theory and Applications, Vol. 6, Nova Sci. Publishers, New York, to
appear.
[114] B.G. Pachpatte, New inequalities applicable to certain mixed sum-difference equations, Facta
Univ (Nis) ser Math. information, submitted.
[115] B.G. Pachpatte, On a nonlinear Volterra integral equation in two variables, Sarjevo Jour. Math.
Vol. 6 (19) (2010), 59–73.
[116] B.G. Pachpatte, Inequalities applicable to mixed Volterra-Fredholm type integral equations,
Sarjevo Jour. Math. Vol. 6 (19) (2010), 265–279.
[117] B.G. Pachpatte, On approximate solutions of certain mixed type integrodifferential equations,
An. Sti. Univ. Al. I. Cuza Iaşi, Math., to appear.
[118] B.G. Pachpatte, On a neutral type finite difference equation, Fasc. Math., submitted.
[119] B.G. Pachpatte, On some new mixed Volterra-Fredholm type integral inequalities, Facta Univ.
(Nis)Ser. Math. Inf., submitted.
[120] B. Palczewski, On uniqueness and successive
y
approximations in the Darboux problem for
the equation uxy = f x, y, u, ux , uy , 0x 0 g(x, y, s,t, u(s,t), us (s,t), ut (s,t))dsdt , Ann.
Polon. Math. 17 (1965), 1–11.
[121] C.V. Pao, Solution of a nonlinear integrodifferential system arising in nuclear reactor dynam-
ics, J. Math. Anal. Appl. 48 (1974), 470–492.
[122] C.V. Pao, Nonlinear Parabolic and Elliptic Equations, Plenum Press, New York, 1992.
[123] H. Pecher, On global regular solutions of third order partial differential equation, J. Math.
Anal. Appl. 73 (1980), 278–299.
[124] V.P. Politjukov, On the theory of upper and lower solutions and the solvability of quasilinear
integro-differential equations, Math. USSR Sbornik 35 (1979), 497–507.
[125] M.H. Protter and H.F. Weinberger, Maximum principles in differential equations, Prentice-
Hall, Englewood Cliffs, N.J., 1967.
[126] M.N. Le Roux and V. Thomée, Numerical solution of semilinear integrodifferential equations
of parabolic type with nonsmooth data, SIAM J. Numer. Anal. 26 (1989), 1291–1309.
[127] I. Sloan and V. Thomée, Time discretization of an integro-differential equation of parabolic
type, SIAM J. Numer. Anal. 23 (1986), 1052–1061.
[128] M.B. Suryanarayana, On multidimensional integral equations of Volterra type, Pacific Jour.
Math. 4 (1972), 809–828.
[129] I.-V. Suveika, Mixed problems for an equation describing the propagation of disturbances in
viscous media (English Translation), Differential Equations 19 (1982), 337–347.
[130] H.R. Thieme, A model for the spatial spread of an epidemic, J. Math. Biol. 4 (1977), 337–351.
[131] V. Thomée and N.-Y. Zhang, Error estimates for semidiscrete finite element methods for
parabolic integrodifferential equations, Math. Comput. 53 (No. 187) (1989), 121–139.
[132] V. Thomée, On the numerical solution of integro-differential equations of parabolic type, In-
ternational Series of Numer. Math. 86 (1988), 477–493.
[133] V. Volterra, Theory of functionals and integral and integro-differential Equations, Dover Publ.,
New York, 1959.
[134] W. Walter, Differential and Integral Inequalities, Springer-Verlag, Berlin, New York, 1970.
[135] W. Walter, On nonlinear Volterra integral equations in several variables, Jour. Math. Mech. 16
(1967), 967–985.
[136] M.W. Wazwaz, A reliable treatment for mixed Volterra-Fredholm integral equations, Appl.
Math. Comput. 127 (2002), 405–414.
[137] Y. Yamada, Some remarks on the equation ytt − σ (yx )yxx − yxtx = f , Osaka J. Math. 17 (1980),
303–323.
[138] E.G. Yanik and G. Fairweather, Finite element methods for parabolic and hyperbolic partial
integro-differential equations, Nonlinear Analysis TMA 12 (1988), 785–809.
[139] M.H. Yazdi and K. Gelian, Error estimate in the sinc collocation method for Volterra-Fredholm
integral equations based on de transformation, Electronic Trans. Numer. Anal. 30
(2008), 75–87.
[140] H.-M. Yin, The classical solutions for nonlinear parabolic integrodifferential equations, J. In-
tegral Equations and Applications, 1 (1988), 249–263.
[141] H.-M. Yin, Weak and classical solutions of some nonlinear Volterra integrodifferential equa-
tions, Commumun. Partial Diff. Eqs. 17 (1992), 1369–1385.
[142] P.P. Zabrejko, Iteration methods for the solutions of operator equations and their applications
to ordinary and partial differential equations, Rend. Math. Univ. Roma 12 (1992), 381–
387.
Subject Index
A D
analytic tools, 59 Darboux problem, 55
approximate solutions, 17, 18, 27, 28, 52, 75, dependency of solutions, 19, 20, 26, 36, 76, 88,
76, 83, 92, 119, 122–124, 132–134, 150, 89, 125, 126, 152–154, 212, 214, 216–218,
151, 158, 160, 212, 213, 222, 223, 232, 235 221, 225, 226
approximation of solutions, 211 difference equation, 5, 191, 217–220, 222,
224–226, 228, 233–235
B differential equations, 1, 15, 87, 97
Banach fixed point theorem, 6, 9, 15, 34, 39, difference between two approximate
44, 86, 117 solutions, 17, 27, 119, 123, 132,
space of bounded functions, 45 150, 158, 212, 223
spaces, 14, 16, 32, 37, 48, 50, 73, 79, 84, diffusion, 97, 141, 143, 161
116, 135, 136, 147, 169, 170 Dirichlet boundary data, 3
Barbashin-type, 4 type boundary condition, 186
equation, 4, 147, 155, 189 dynamic equations, 1, 95, 97, 191
integrodifferential equation, 147, 153, 155, dynamical systems, 59
189
basic integral inequalities, 9, 57, 59, 95, 97, E
143, 189 elementary inequalities, 18, 28, 119, 124, 151,
behavior of solutions, 5, 59, 161, 189, 222 213
Bielecki-type norm, 6, 15 elliptic second order partial differential
boundary and initial conditions, 4, 35, 36, 51, operator, 186
52, 55, 140, 143, 176, 180, 182, 183, 187 empty sums and products, 7
epidemic models, 143
C epidemiology, 97
characteristic data, 1, 2 error evaluation, 27, 212, 235
classical mechanics, 1 estimate on the solution, 16, 22, 23, 34, 40, 41,
closeness of solutions, 29, 124, 152, 159, 214 74, 80, 117, 127, 129, 148, 155, 223
compactness of the operator, 5 Euclidean space, 6
continuous dependence of solutions, 24, 35, 44, existence of a solution, 1, 122, 162, 191, 218
76, 83, 122, 131, 160, 177, 224 and uniqueness of solutions, 14, 15, 21, 22,
continuously differentiable, 37, 45, 162 27, 83, 87, 116, 147, 155
contraction mapping, 15, 16, 21, 45, 74, 86, of a unique solution, 14, 32, 44, 73, 79, 84,
148 87, 129, 163, 168, 181, 183
convergence properties, 27, 212
coupled parabolic integrodifferential equations,
182
243
explicit estimates, 5, 6, 9, 57, 59, 65, 95, 97, lower solution, 162, 163, 168, 189
126, 141, 143, 189, 191, 212, 235
M
F mathematical models, 1
finite difference equations, 5, 235 maximal solution, 165, 169, 182, 184
difference methods, 211 and minimal solution, 162, 163, 165, 167,
Fredholm type, 3, 97 169
integral equation, 37, 42 method of continuity, 170
integrodifferential equation, 3, 37, 83, 87 of integral inequalities, 97
type integral equation, 179 of successive approximations, 5
type sum-difference equations, 217, 219, minimal solution, 162, 163, 165, 167, 169, 182,
220 184
mixed Volterra-Fredholm integral equations
G Volterra-Fredholm type integral inequalities,
Galerkin finite element method, 186 108
Green’s function, 3 Volterra-Fredholm-type integral equations,
3, 6, 97, 116, 117, 141
H Volterra-Fredholm-type integral inequalities,
Hölder continuous, 162, 167, 176, 177, 180, 6
182 monotone method, 162, 168
classes, 184 multidimensional, 1, 95
Hammerstein type integral equation, 46 multivariable integral and integrodifferential
hyperbolic equation, 1 equations, 1
integrodifferential equation, 31 sum-difference equations, 191
partial integrodifferential equation, 55 sum-difference inequalities, 6, 204
type, 3 sum-difference inequalities and equations, 6
I N
inequalities, 5, 18, 28, 54, 119, 124, 213 Neumann series, 136
with explicit estimates, 6, 9, 59, 97, 141, neutral type hyperbolic integrodifferential
191, 235 equation, 31
initial value problem, 211, 215, 231, 232 nonexpansive and monotone mappings, 5
boundary conditions, 1, 4, 35, 36, 51, 52, 55, numerical methods, 222
140, 143, 176, 187
boundary value problem, 169, 188, 235 O
integral equation, 97, 128, 135, 136, 141, 189 outward normal unit vector, 162, 180
equation of Barbashin-type, 189
inequalities, 97, 101, 102, 141 P
integrodifferential equations, 1–4, 6, 9, 20, 31, parabolic differential equations, 97
51, 52, 83, 87, 141, 143, 147, 152, 153, 155, boundary value problem, 170
161, 167, 169, 179, 182, 184, 186, 187, 189, integrodifferential equations, 143, 161, 182,
211 184, 186, 189
equation of Barbashin-type, 4, 147, 153, type Fredholm integral equation, 179
155, 189 type integrodifferential equations, 4, 6
system, 4, 180 partial differential equations, 141, 185, 235
interpolation inequalities, 174 derivative, 6, 98, 180
integral equation, 155
L integral operators, 1
Lipschitz condition, 55 integrodifferential equations, 141, 189, 211
type conditions, 23, 41, 223 physical and biological phenomena, 1, 116, 189
Subject Index 245
pseudo-parabolic equation, 2 two variables, 6, 9, 27, 44, 46, 57, 191, 235
and three independent variables, 6, 95
Q
qualitative theory, 1, 5, 122, 235 U
behavior, 5, 59 uniqueness of solutions, 14, 15, 19, 21, 22, 27,
properties, 1, 5, 6, 9, 13, 21, 37, 57, 59, 83, 29, 39, 40, 74, 79, 83, 87, 116, 120, 124,
87, 95, 97, 122, 129, 132, 141, 147, 126, 130, 147, 152, 155, 159, 214, 223
155, 189, 191, 217, 222 upper solution, 162, 166–168
and lower solutions, 162, 163, 168, 189
R
reaction diffusion processes, 143 V
reactor dynamics, 4, 161, 162, 189 Volterra type, 3, 57, 97
-Fredholm-type integral equation, 3, 6, 21,
S 24, 26, 91, 97, 116, 117, 120–122,
Schauder estimate, 169, 170, 176–178 128, 135, 139–141
science and engineering, 143, 189 -Fredholm-type integral inequalities, 6, 108
self-adjoint, 186 -Fredholm-type integrodifferential
sum-difference equations, 6, 191, 204, equations, 27
216–220, 233–235 -Fredholm-type sum-difference equations,
inequalities, 6, 191, 204 222, 224–226, 228
inequalities in three variables, 198 type integral equation, 23
inequalities in two variables, 191
Y
T Young’s inequality, 170, 173, 174
time-independent coefficients, 186

(Atlantis Studies in Mathematics For Engineering and Science, Volume 9) B.G. Pachpatte - Multidimensional Integral Equations and Inequalities-Atlantis Press (2011)

Uploaded by

Document Information

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

(Atlantis Studies in Mathematics For Engineering and Science, Volume 9) B.G. Pachpatte - Multidimensional Integral Equations and Inequalities-Atlantis Press (2011)

Uploaded by

Copyright:

Available Formats

ATLANTIS S TUDIES IN M ATHEMATICS FOR E NGINEERING AND S CIENCE

S ERIES E DITOR : C.K. C HUI

Stanford University, USA

Aims and scope of the series

Atlantis Studies in Mathematics for Engineering and Science

2. Integral inequalities and equations in two and three variables 59

3. Mixed integral equations and inequalities 97

4. Parabolic-type integrodifferential equations 143

4.5 Integrodifferential equation of the type arising in reactor dynamics . . . . . . . . . 161

5. Multivariable sum-difference inequalities and equations 191

In studying mathematical models of various dynamic equations, it is often desirable not

In [28, p. 20] C. Corduneanu pointed out that, by means of the substitution u =

uxt + a0 (x,t)ux + b0 (x,t)ut = c0 (x,t, u), (1)

considered on the semi-strip 0 x , 0 t < ∞, with the given characteristic data

u(x, 0) = u1 (x), u(0,t) = u0 (t), (2)

takes the form

vxt + a(x,t)vx = c(x,t, v), (3)

u(x, 0) = φ (x), 0 x 1, (7)

u(0,t) = f (t), 0 t T, (8)

ux (0,t) = g(t), 0 t T, (9)

Au = a1 ut + a2 uxt + a3 uxx + a4 ux + a5 u, (10)

QT = (0, 1) × (0, T ], T > 0 and f , g, φ , F and ai (i = 1, . . . , 5) are given functions. In [22],

G(x,t) = φ (x) − φ (0) − φ (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

utt (x,t) − auxxt (x,t) = F(x,t, u(x,t)), (13)

u(x, 0) = φ (x), ut (x, 0) = ψ (x), x ∈ [0, L], (14)

and boundary conditions

u(0,t) = u(L, T ) = 0, t ∈ [0, T ]. (15)

D.L. Lovelady [64] studied the hyperbolic-type Fredholm integrodifferential equation

u(s, 0, z) = σ (s, z), u(0,t, z) = τ (t, z), (18)

In [31], O. Diekmann analyzed a model of spatio-temporal development of an epidemic.

Another significant source of parabolic-type integrodifferential equations is provided by

Δ2 Δ1 z(m, n) = Δ2 (Δ1 z(m, n)).

Integral equations in two variables

1.2 Basic integral inequalities

We start with the following inequality established in [111].

Theorem 1.2.1. Let u ∈ C(E, R+ ); q, D1 q ∈ C(E1 , R+ ); r, D1 r, D2 r, D2 D1 r ∈ C(E2 , R+ )

P(x, y) = exp(Q(x, y)), (1.2.3)

+ D2 D1 r(x, y, σ , τ )P(σ , τ ) d τ d σ . (1.2.5)

Proof. Define a function z(x, y) by

u(x, y) P(x, y)z(x, y). (1.2.8)

From (1.2.6) and (1.2.8), we have

Using (1.2.10) in (1.2.8), we get the required inequality in (1.2.2).

Theorem 1.2.2. Let u, a, b, c, f , g ∈ C(E, R+ ) and

u(x, y) B(x, y) + M D(x, y), (1.2.13)

As a consequence of Theorem 1.2.2, we have the following inequality.

Theorem 1.2.3. Let u, p, q, r ∈ C(E0 , R+ ). Suppose that

Theorem 1.2.4. Let u, p, q, r ∈ C(E0 , R+ ) and

for (x, y) ∈ E0 , where c 0 is a constant. If

Another useful inequality proved in [92] is embodied in the following theorem.

Theorem 1.2.5. Let u, a ∈ C(E, R+ ), b, D1 b, D2 b, D2 D1 b, e ∈ C(E2 , R+ ) and c 0 is a

D2 D1 z(x, y) = a(x, y)u(x, y) + b(x, y, x, y)u(x, y)

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

= [a(x, y) + K(x, y)]z(x, y), (1.2.27)

1.3 Volterra-type integral equation

Consider the integral equation of the form

for x, y ∈ R+ , where f ∈ C(E, Rn ), g ∈ C(E1 × Rn , Rn ), h ∈ C(E2 × Rn , Rn ) are the given

|z(x, y)| = O(exp(λ (x + y))), (1.3.2)

where λ > 0 is a constant. In the space S we define the norm

|z|S = sup [|z(x, y)| exp (−λ (x + y))] . (1.3.3)

Theorem 1.3.1. Suppose that

α exp(λ (x + y)), (1.3.7)

Proof. Consider the space C(E, Rn ) endowed with a norm · defined by