ON THE EXISTENCE OF SOLUTION OF BOUNDARY VALUE PROBLEMS
Rovshan Z. Humbataliyev Institute of Mathematics and Mechanics of NAS of Azerbaijan
[email protected] HIKARI LT D
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Rovshan Z. Humbataliyev, ON THE EXISTENCE OF SOLUTION OF BOUNDARY VALUE PROBLEMS, First published 2008. No part of this publication may be reproduced, stored in a retrieval system, or transmitted, in any form or by any means, without the prior permisson of the publisher Hikari Ltd. ISBN 978-954-91999-2-5 Typeset using LATEX. Mathematics Subject Classification: 39B42, 46C05, 36D05 Keywords: Boundary value problems, existence of solutions Published by Hikari Ltd
CONTENTS
Introduction
5
1. Chapter I
7
1.1. On generalized solution of a class of higher order operator-differtntial equations
9
1.2. On the existence of solutions of boundary value problems for a class of higher order operator-differential equations
18
1.3. On completeness of elementary generalized solution of a class of operatordifferential equations of higher order
27
2. Chapter II
39
2.1. On regular holomorphic solution of a boundary value problem for a class of operator- differential equations of higher order
40
2.2. On m-fold completeness of eigen and adjoint vectors of a class of polynomial operator bundless of higher order 2.3. On the existence of φ-solvability of boundary value problems
49 58
2.4. On some properties of regular holomorphic solutions of a class of higher order operator- differential equations
68
4 3. Chapter III
Rovshan Z. Humbataliyev
77
3.1. On the conditions of existence of smooth solutions for a class of operatordifferential equations on the axis
78
3.2. On smooth solution of boundary value problem for a class of operatordifferential equations of higher order
85
On the existence of solution of boundary value problems
5
Introduction Theory of operator-differential equations in abstract spaces that takes its origin in the papers of K. Yosida, E. Hille and R. Fillips, T. Kato and others, appeared as application of the methods of functional analysis in the theory of partial differential equations. Interest to this problem is stipulated by the fact that it allows to investigate both systems of ordinary differential equations, integro-differential equations, quasidifferential equations and others from a unique point of view. It should be noted that the questions on solvability of operator-differential equations and boundary value problems for them are of independent scientific interest. Some significant results of the theory of operator- differential equation are cited in the books of S.G. Krein, A.A. Dezin, J.L. Lions and E. Majenes, V.I. Gorbachuk and M.L. Gorbachuk, S.A. Yakubov and others. Interest to the investigations of solvability of the Cauchy problem and boundary value problems for operator-differential equations and also the increased amount of papers devoted to this theme proceed from the fact that these questions are closely mixed up with the problems of spectral theory of not selfadjoint operators and operator pencils that at the present time are one of developing sections of functional analysis. The beginning of devolepment of these theories is the known paper of the academician M.V. Keldysh. In this paper M.V. Keldysh introduced the notion of multiple completeness of eigen and adjoint vectors for a wide class of operator bundless, and also showed how the notion of n-fold completeness of eigen and adjoint vectors of operator pencil is associated with appropriate Cauchy problem. After this, there appears a great deal of papers in which significant theorems on multiple completeness, on busicity of a system of eigen and adjoint vectors and on multiple expansion in this system were obtained for different classes of operator bundless. Many problems of mechanics and mathematical physics are related to investigations of completeness of some part of eigen and adjoint vectors of operator pencils. A great deal of papers was devoted to these problems. There are some methods for solving these problems and one of them is the consideration of
6
Rovshan Z. Humbataliyev
appropriate boundary value problems on semi-axis, that arises while investigating completeness of eigen and adjoint vectors responding to eigen values from the left half-plane. This method was suggested by academican M.G. Gasymov. He showed relation of completeness of a part of eigen and adjoint vectors and solvability a boundary value problem on a semi-axis with some analytic properties of a resolvent of an operator pencil, that was developed in the S.S. Mirzoevs paper. The suggested book is devoted to similar questions of solvability of operatordifferential equations of higher order and boundary value problems for them, to investigation of spectral properties of appropriate operator pencils. A theorem of Phragmen-Lindeloff type in some vector is proved. The principal part of the investigated operator-differential equations have multiple characteristics.
7
On the existence of solution of boundary value problems
Chapter I Many problems of mechanics and mathematical physics are connected with the investigation of solvability of operator differential equations. As an example, we can show the following papers. As is known, stress-strain state of a plate may be separated into internal and external layers [1-4]. Construction of a boundary layer is related with sequential solution of plane problems of elasticity theory in a semi-strip. In Papkovich’s paper [5] and in others a boundary value problem of elasticity theory in a semi-strip x > 0, |y| ≤ 1 is reduced to the definition of Airy biharmonic functions that is found in the form u=
Im
Ck ϕk (y)eiσk x ,
σk >0
where ϕk are Papkovich functions [5-6], σk are corresponding values of a selfadjoint boundary value problem, Ck are unknown coefficients. In this connection in [6] there is a problem on representation of a pair of functions f1 and f2 in the form ∞
Ck Pk ϕk = f1 ,
k=1
∞
Ck Qk ϕk = f2 ,
(1)
k=1
where Pk , Qk are differential operators defined by boundary conditions for x = 0. In the paper [7,8] some sufficient conditions of convergence of expansion (1) is given for the cases when the coefficients Ck are obviously defined with the help of generalized orthogonality. In [9] the coefficients Ck are uniquely defined by the boundary values of a biharmonic function and its derivatives. The trace problem for a two-dimensional domain with piecewise smooth boundary was studied in the paper [10]. The paper [11] deals with differential properties of solutions of general elliptic equations in the domains with canonical and corner points. Some new results for a biharmonic equation are in [12]. Investigation of behaviour of solution of problems of elasticity theory in the vicinity of singular points of the boundary is in the papers [13-14]. M.B. Orazov [15] and S.S. Mirzoyev [16] studied the 2m
problem when a principal part of the equation is of the form: (−1)m dtd 2m + A2m
8
Rovshan Z. Humbataliyev
where A is a self-adjoint operator pencil and it has a multiple characteristics, that differs it from above-mentioned papers.
On the existence of solution of boundary value problems
§ 1.1.
9
On generalized solution of a class of
higher order operator–differential equations In this section the sufficient conditions on the existence and uniqueness of generalized solution on the axis are obtained for higher order operator differential equations the main part of which has the multi characteristic.
1.1. Some definition and auxiliary facts Let H be a separable Hilbert space, A be a positive – definite self-adjoint operator in H with domain of definition D (A). Denote by Hγ a scale of Hilbert spaces generated by the operator A, i.e. Hγ = D (Aγ ) , (γ ≥ 0) , (x, y)γ = (Aγ x, Aγ y) , x, y ∈ D (Aγ ). We denote by L2 ((a, b) ; Hγ )
(−∞ ≤ a < b ≤ +∞) a Hilbert space of
vector-functions f (t) determined in (a, b) almost everywhere with values from H measurable, square integrable in the Bochner’s sense f L2 ((a,b);H)
⎛ b ⎞1/2 = ⎝ f 2 dt⎠ . γ
a
Assume L2 ((−∞, +∞) ; H) ≡ L2 (R; H) . Further, we define a Hilbert space for natural m ≥ 1 [17].
W2m ((a; b) ; H) = u u(m) ∈ L2 ((a; b) ; H) , Am u ∈ L2 ((a, b) ; Hm ) with norm
1/2 2 . uW m ((a,b);H) = u(m) L2 ((a,b);H) + Am u2L2 ((a,b);H) 2
Here and in sequel the derivatives are understood in the sense of distributions theory [17]. Here we assume W2m ((−∞, +∞) ; H) ≡ W2m (R; H) .
10
Rovshan Z. Humbataliyev
We denote by D (R; H)a set of infinitely-differentiable functions with values in H. In the space H we consider the operator – differential equation P
m 2m d d2 2 u (t) + Aj u(2m−j) (t) = f (t) , t ∈ R = (−∞, +∞) , u (t) ≡ − 2 + A dt dt j=0 (2)
where f (t) and u (t) are vector-valued functions from H, and the coefficients A and Aj j = 0, 2m satisfy the following conditions: 1) A is a positive-definite self-adjoint operator in H ; 2) the operators Aj j = 0, 2m are linear in H. In the paper we’ll give definition of generalized solution of equation (1) and prove a theorem on the existence and uniqueness of generalized solution (1). Notice that another definition of generalized solution of operator - differential equations and their existence is given in the book [18], in the paper when m = 2 on the semi-axis R+ = (0, +∞) was studied by the author [19]. First of all we consider some facts that we’ll need in future. Denote P0
d dt
m d2 2 u (t) = − 2 + A u (t) , dt
u (t) ∈ D (R; H)
and P1
d dt
u (t) =
2m
Aj u(2m−j) (t) ,
u (t) ∈ D (R; H) .
j=0
Now let’s formulate a lemma that shows the conditions on operator coefficients (1) under which the solution of the equation from the class W2m (R; H) has sense. Lemma 1.1. Let conditions 1) and 2) be fulfilled, moreover , Bj = Aj × j = 0, m and Dj = A−m Aj Am−j j = m + 1, 2m be bounded in ×A−j H. Then a bilinear functional L (u, ψ) ≡ (P1 (d/dt) u, ψ)L2 (R;H) determined for all vector-functions u ∈ D(R; H) and ψ ∈ D (R; H) continuous on the
11
On the existence of solution of boundary value problems
space W2m (R; H) ⊕ W2m (R; H) that acts in the following way L (u, ψ) = (P1 (d/dt) u, ψ)L2 (R;H)
2m Aj u(2m−j) , ψ L2 (R;H) = = j=0
=
2m
2m (m−j) m Aj u(2m−j) , ψ L2 (R;H) . (−1) Aj u , ψ L2 (R;H) + m
j=0
j=m+1
Proof. Let u ∈ D (R; H) , ψ ∈ D (R; H). Then integrating by parts we get L (u, ψ) = (P1 (d/dt) u, ψ)L2 (R;H) =
2m
Aj u(2m−j) , ψ
L2 (R;H)
=
j=0
=
m
2m (m−j) m (−1) Aj u , ψ L2 (R;H) + Aj u(2m−j) , ψ (m) L2 (R;H) . m
j=0
(3)
j=m+1
On the other hand , for j = 0, m we apply the intermediate derivatives theorem [17] and get Aj u(m−j) , ψ (m) L2 (R;H) = Bj Aj u(m−j) , ψ m L2 (R;H) ≤ ≤ Bj · Aj u(m−j) L2 (R;H) · ψ (m) L2 (R;H) ≤ Cm−j Dj · u · ψW m (R;H) . 2
(4) And for j = m + 1, 2m we again use the theorem on intermediate derivatives [17] and get (2m−j) m m−j (2m−j) m , ψ L2 (R;H) = Dj A u , A ψ L2 (R;H) ≤ Aj u ≤ Dj Am−j u(2m−j) L2 (R;H) · Am ψL2 (R;H) ≤ ≤ C2m−j Dj · uW m (R;H) ψW2m(R;H) . 2
(5)
Since the set D (R; H) in dense in the space W2m (R; H), allowing for inequality (4) and (5) in (3) we get that the inequality L (u, ψ) ≤ const uW m (R;H) · ψW m (R;H) 2
2
12
Rovshan Z. Humbataliyev
is true for all u, ϕ ∈ W2m (R; H), i.e. L (u, ψ) continues by continuity up to a bilinear functional acting on the spaces W2m (R; H) ⊕ W2m (R; H). We denote this functional by L (u, ψ) as well. The lemma is proved. Definition 1.1. The vector function u (t) ∈ W2m (R; H) is said to be a generalized solution of (1) if for any vector-function ψ (t) ∈ W2m (R; H) it holds the identity (u, ψ)W m (R;H) +
2m−1
2
m−k (k) m−k (k) k C2m u ,A ψ L2 (R;H) = (f, ψ)L2 (R;H) , A
(6)
k=1 k where C2m =
2m(2m−1)...(2m−k+1) . k!
To find the solvability conditions of equation (2) we prove the following Lemma by using the method of the paper [16]. Lemma 1.2. For any u (t) ∈ W2m (R; H) there hold the following estimates m−j (j) m/2 A u L2 (R;H) ≤ dm,j |||u|||W m (R;H) , j = 0, m ,
(7)
2
where |||u|||W m (R;H) = 2
u2W m (R;Hm ) 2
+
2m−1
2 ck2m Am−k u(k)
1/2
L2 (R;H)
,
k=1
and the numbers from inequalities (7) are determined as follows j m−j j m m · m−j , j = 1, m − 1 m m dm,j = 1, j = 0, m Proof. Obviously, the norm |||u|||W m(R;H) is equivalent to the norm uW m (R;H) . 2
2
Then it follows from the intermediate derivatives theorem that the final numbers bj =
sup
0=u∈W2m (R;H)
m−j (j) A u L2 (R;H) · u−1 W m (R;H) , j = 0, m. 2
m/2
Show that bj = dm,j , j = 0, m. Then u (t) ∈ D (R; H). For all β ∈ [0, b−2 j ), where
−m/2 m/2 bj = sup ξ j ξ 2 + 1 = dm,j , ξ∈R
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On the existence of solution of boundary value problems
we use the Plancherel theorem and get 2m 2 2 k m−k k A C2m ξ uˆ (ξ) L2 (R;H) − |||u|||W m (R;H) − β Am−j u(j) L2 (R;H) = 2
k=0
2m 2 m−k k k A −β Am−j ξ j uˆ (ξ) L2 (R;H) = C2m ξ uˆ (ξ) , Am−k ξ k uˆ (ξ) L2 (R;H) − k=0
−β Am−j ξ j uˆ (ξ) , Am−j ξ j uˆ (ξ) L2 (R;H) = +∞ 2 (ξ E + A2 )m − βξ 2j A(2m−j) uˆ (ξ) , uˆ (ξ) L2 (R;H) dξ, =
(8)
−∞
where uˆ (ξ) is a Fourier transformation of the vector-function u (t). Since for β ∈ [0, b−2 j ) it follows from the spectral expansion of the operator A that
m ξ 2 E + A2 − βξ 2j A2(m−j) x, x =
+∞
ξ 2 + μ2
m
− βξ 2j μ2(m−j) (dEμ x, x) =
−∞
∞ ∞ 2 ξ 2j μ2(m−j) 2 2 2 2 1−β 2 ξ (dE 1 − βb ξ (dEμ x, x) , = + μ x, x) ≥ + μ μ μ j (ξ + μ2 ) μ0
μ0
then equality (7) yields 2 |||u|||2W m (R;H) ≥ β Am−j u(j) L2 (R;H) , 2
(9)
−2 for all β ∈ [0, b−2 j and u(t) ∈ D(R; H). Passing to the limit as β → bj we get
2 −m/2 |||u|||2W m (R;H) ≥ dm,j Am−j u(j) L2 (R;H) . 2
Hence it follows m−j (j) 2 m/2 A u L2 (R;H) ≤ dm,j |||u|||2W m (R;H) , j = 0, m . 2
(10)
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Rovshan Z. Humbataliyev
Show that inequalities (10) are exact. To this end, for the given ε > 0 we show the existence of the vector-function uε (t) ∈ W2m (R; H) , such that m−j (j) 2 u L2 (R;H) < 0. E (uε ) = |||u|||2W m (R;H) − (d−m m,j + ε) A 2
(11)
We’ll look for uε (t) in the form uε (t) = gε (t) ϕε (t) , where gε (t) is a scalar function from the space W2m (R) and ϕε ∈ H2m , where ϕε = 1. Using the Plancherel theorem, we write E (uε ) in the equivalent form E (uε ) =
+∞
ξ 2 E + A2
m
2j 2m−2j ϕε , ϕε |ˆ gε (ξ)|2 dξ. − d−m m,j + ε ξ A
−∞
Note that uˆ (ξ) and gˆε (ξ) are the Fourier transformations of the vectorfunctions u (t) and gε (t), respectively. Notice that if A has even if one even value μ, then for ϕε we can choose appropriate eigen-vector ϕε = ϕ (ϕ = 1) . Indeed, then at the point ξ0 = (j/m)1/2 · μ
−
ξ02 E + A2
d−m m,j
+ε
m
2j 2m−2j m − d−m ϕε , ϕε = ξ02 + μ2 − m,j + ε ξ0 A
ξ02j μ2m−2j
−m 2 ξ02j μ2m−2j 2 m 1 − dm,j + ε < 0. (12) = ξ0 + μ (ξ 2 + μ2 )m
If the operator A has no eigen-value, for μ ∈ σ (A) and for any δ > 0 we can construct a vector ϕδ , ϕδ = 1, such that Aδ ϕδ = μm ϕδ + 0 (1, δ) , δ → 0, m = 1, 2, ... In this case, and for ξ0 = (j/m)1/2 μ =
ξ 2 E + A2
m
2j 2m−2j − d−m ϕδ , ϕδ = m,j + ε ξ0 A
2j 2m−2j + 0 (1, δ) . + ε ξ μ ξ02 + μ2 − d−m m,j
Thus, for small δ > 0 it holds inequality (12). Consequently, for any ε > 0 there will be found a vector ϕε (ϕε = 1), for which
ξ 2 E + A2
m
2j 2m−2j ϕε , ϕε < 0 − d−m m,j + ε ξ0 A
(13)
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On the existence of solution of boundary value problems
Now for ξ = ξ0 we construct gε (t). Since the left hand side of inequality (13) is a continuous function from the argument ξ, it is true at some vicinity of the point ξ0 . Assume that inequality (13) holds in the vicinity (η1 , η2 ). Then we construct gˆ (ξ)-infinitely-differentiable function of argument ξ with support in (η1 , η2 ) and denote it by 1 gε (t) = √ 2π
η2 gˆ (ξ) eiξt dξ. η1
It follows from the Paley-Wiener theorem that gε (t) ∈ W2m (R) and obviously E (uε ) = E (ge , ϕε ) = η2 =
ξ 2 E + A2
m
2j 2m−2j ϕε , ϕε |ˆ gε (ξ)|2 dξ < 0, − d−m m,j + ε ξ A
η1
i.e. inequalities (10) are exact. The lemma is proved.
1.2. The basic result Now let’s prove the main theorem. Theorem 2.1. Let A be a positive-definite self-adjoint operator in H, the operators Bj = Aj · A−j j = 0, m and Dj = A−m Aj Am−j j = m + 1, 2m be bounded in H and it hold the inequality γ=
m
m/2 dm,j
Bj +
j=0
2m
m/2
dm,2m−j Dj < 1,
(14)
j=m+1
where the numbers dm,j are determined from lemma 1.2. Then equation (2) has a unique generalized solution and the inequality uW m (R;H) ≤ const f L2 (R;H) 2
holds. Proof. Show that for γ < 1 for all vector-functions ψ ∈ W2m (R; H) it holds the inequality (P (d/dt) ψ, ψ)L2 (R;H) ≡
16
Rovshan Z. Humbataliyev
≡
ψ2W m (R;H) 2
+
2m
k m−k (k) 2 C2m ψ + L (ψ, ψ) ≥ C ψ2W m (R;H) , A L2 (R;H) 2
k=1
where C > 0 is a constant number. Obviously, 2 (P (d/dt) ψ, ψ)L2 (R;H) ≥ |||ψ|||W m (R;H) − |L (ψ, ψ)| . 2
(15)
Since m 2m (m−j) (m) (2m−j) |L (ψ, ψ)| < ,ψ , ψ L2 (R;H) , Aj ψ + Aj ψ L2 (R;H) j=0
j=m+1
then we use lemma 1.2 and get m 2m m/2 m/2 Bj dm,j + Dj dm,2m−j |||ψ|||2W m (R;H) = |L (ψ, ψ)| ≤ 2
j=0
j=m+1
= γψW2m(R;H) .
(16)
Allowing for inequality (16) in (15) , we get 2 (P (d/dt) ψ, ψ)L2 (R;H) ≥ (1 − γ) |||ψ|||W m (R;H) . 2
(17)
Further, we consider the problem P0 (d/dt) u (t) = f (t) , where f (t) ∈ L2 (R; H). It is easy to see that the vector - function 1 u0 (t) = 2π
+∞ +∞ 2 2 m f (s) e−2(s−ξ) dsdξ ξ +A −∞
−∞
belongs to the space W2m (R; H) and satisfies the condition
(u0 , ψ) = (f, ψ) .
(18)
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On the existence of solution of boundary value problems
Now we’ll look for the generalized solution of equation (1) in the form u = u0 + ξ0 , where ξ0 ∈ W2m (R; H). Putting this expression into equality (5), we get (P (d/dt) u, ψ)L2 (R;H) = −L (u0 , ψ) , ψ ∈ W2m (R; H) .
(19)
The right hand-side is a continuous functional in W2m (R; H), the left handside satisfies Lax-Milgram [20] theorem’s conditions by inequality (17). Therefore, there exists a unique vector - function u (t) ∈ W2m (R; H) satisfying equality (19). On the other hand , for ψ = u it follows from inequality (17) that 2 2 (P (d/dt) u, u)L2 (R;H) = (f, u)L2 (R;H) ≥ C |||u|||W m (R;H) ≥ C uW m (R;H) , 2
then hence it follows uW m (R;H) ≤ const f L2 (R;H) . 2
The theorem is proved.
2
18
Rovshan Z. Humbataliyev
§ 1.2. On the existence of solutions of boundary value problems for a class of higher order operator-differential equations In this section we give the sufficient conditions on the existence and uniqueness of generalized solutions of boundary value problems of one class of higher order operator-differential equations at which the equation describes the process of corrosive fracture of metals in aggressive media and the principal part of the equation has a multiple characteristic.
2.1. Problem statement Let H be a separable Hilbert space, A be a positive definite self-adjoint operator in H with domain of definition D(A). By Hγ we denote a scale of Hilbert spaces generated by the operator A, i.e. Hγ = D(Aγ ), (γ ≥ 0), (x, y)γ = = (Aγ x, Aγ y) , x, y ∈ D(Aγ ). By L2 ((a, b); H) (−∞ ≤ a < b ≤ ∞) we denote a Hilbert space of vector-functions f (t), determined in (a, b) almost everywhere with values in H, measurable, square integrable in Bochner sense ⎛ b ⎞1/2 = ⎝ f 2 dt⎠ . f L2 ((a,b);H)
γ
a
Then we determine a Hilbert space for natural m ≥ 1 [17]
W2m ((a, b); H) = u/u(m) ∈ L2 ((a, b); H) , Am u ∈ L2 ((a, b); Hm ) with norm
1/2 2 . uW m ((a,b);H) = u(m) L2 ((a,b);H) + Am u2L2 ((a,b);H) 2
Here and in sequel, derivatives are understood in the distributions theory sense [17]. Assume L2 ((0, ∞); H) ≡ L2 (R+ ; H), L2 ((−∞, ∞); H) ≡ L2 (R; H), W2m ((0, ∞); H) ≡ W2m (R+ ; H) , W2m ((−∞, +∞); H) ≡ W2m (R; H) .
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On the existence of solution of boundary value problems
Then we determine the spaces
= u|u ∈ W2m (R+ ; H) , u(ν) (0) = 0, ν = 0, m − 1 . W2m R+ ; H; {ν}m−1 ν=0 is a Obviously, by the trace theorem [17] the space W2m R+ ; H; {ν}m−1 ν=0 closed subspace of the Hilbert space W2m (R+ ; H) . Let’s define a space of D ([a, b]; Hγ )-times infinitely differentiable functions for a ≤ t ≤ b with values in Hγ having a compact support in [a, b]. As is known a linear set D ([a, b]; Hγ ) is everywhere dense in the space W2m ((a, b); H) , [17]. It follows from the trace theorem that the space
= u|u ∈ D (R+ ; Hm ) , u(ν) (0) = 0, ν = 0, m − 1 D R+ ; Hm ; {ν}m−1 ν=0 and also everywhere is dense in the space. In the Hilbert space H we consider the boundary value problem
d2 − 2 + A2 dt
m u(t) +
m
Aj u(m−j) (t) = 0, t ∈ R+ = (0, +∞),
(20)
j=1
u(ν) (0) = ϕν , ν = 0, m − 1, ϕν ∈ Hm−ν−1/2 .
(21)
Here we assume that the following conditions are fulfilled: 1) A is a positive-definite self-adjoint operator with completely continuous inverse C = A−1 ∈ σ∞ ; 2) The operators Bj = A−j/2 Aj A−j/2 j = 2k, k = 1, m and Bj = A−(j−1)/2 Aj A−(j−1)/2
j = 2k − 1, k = 1, m − 1 ;
3) The operators (B + Em ) are bounded in H. Equation (20) descries a process of corrosion fracture in aggressive media that was studied in the paper [21].
20
Rovshan Z. Humbataliyev
2.2. Some definition and auxiliary facts Denote P0
d dt
P1
u(t) ≡
d dt
d2 − 2 + A2 dt
u(t) ≡
m−1
m u(t), u(t) ∈ D (R+ ; Hm ) ,
Aj u(m−j) (t), u(t) ∈ D (R+ ; Hm ) ,
(22)
(23)
j=1
Lemma 2.1. Let A be a positive-definite self-adjoint operator, the opera tors Bj = A−j/2 Aj A−j/2 j = 2k, k = 1, m and Bj = A−(j−1)/2 Aj A−(j−1)/2 j = 2k − 1, k = 1, m − 1 be bounded in H. Then a bilinear functional P1 (u, ψ) ≡ (P1 (d/dt)u, ψ)L2 (R+ ;H) determined for all vector-functions u ∈ D (R+ ; Hm ) and ψ ∈ D R+ ; Hm ; {ν}m−1 ν=0 up continues by continuity on the space W2m (R+ ; H) ⊕ W2m R+ ; Hm ; {ν}m−1 ν=0 to bilinear functional P1 (u, ψ) acting in the following way
P1 (u, ψ) =
(−1)m−j/2 Aj u(m−j/2) , ψ (m−j/2) L2 +
(j=2k)
+
(−1)m−(j+1)/2 Aj u(m−(j−1)/2) , ψ (m−(j−1)/2) L2 .
(24)
j=(2k−1)
Here in the first term, the summation is taken over even j, in the second term over odd j.
Proof. Let u ∈ D(R+ ; Hm ), ψ ∈ D R+ ; Hm ; {ν}m−1 ν=0 . After integration
by parts we have P1 (u, ψ)L2 ≡ (P1 (d/dt)u, ψ)L2 =
m
Aj u(m−j) , ψ
L2
=
j=0
= +
(−1)m−j/2 Aj u(m−j/2) , ψ (m−j/2) L2 +
(j=2k)
(−1)m−(j+1)/2 Aj u(m−(j−1)/2) , ψ (m−(j−1)/2) L2 .
j=(2k−1)
21
On the existence of solution of boundary value problems
Since
P1 (u, ϕ) =
(−1)m−j/2 Bj Aj/2 u(m−j/2) , Aj/2 ψ (m−j/2) L2 +
(j=2k)
+
(−1)m−(j+1)/2 Bj Aj u(m−(j−1)/2) , A(j−1)/2 ψ (m−(j−1)/2) L2 ,
j=(2k−1)
from belongless of u ∈ D (R+ ; Hm ) and ψ ∈ D R+ ; Hm ; {ν}m−1 by intermeν=0 diate derivatives theorem [17] it follows that
|P1 (u, ϕ)| ≤
(j=2k)
+
Bj Aj/2 u(m−j/2) L2 Aj/2 ψ (m−j/2) L2 +
Bj A(j+1)/2 u(m−(j−1)/2) L2 A(j−1)/2 ψ (m−(j−1)/2) L2 ≤
j=(2k−1)
≤ const uW m (R+ ;H) ψW m (R+ ;H) , 2
2
i.e. P1 (u, ϕ) is continuous in the space D(R+ ; Hm )⊕D R+ ; Hm ; {ν}m−1 ν=0 there fore it continues by continuity on the space W2m (R+ ; H)⊕W2m R+ ; H; {ν}m−1 ν=0 . The lemma is proved. Definition 2.1. The vector-function u(t) ∈ W2m (R+ ; H) is said to be a generalized solution of (20), (21), if lim u(ν) (t) − ϕν H t→0
m−ν−1/2
= 0, ν = 0, m − 1
and for any ψ(t) ∈ W2m R+ ; H; {ν}m−1 it is fulfilled the identity ν=0 u, ψ = (u, ψ)W2m(R+ ;H) +
m−1
p (m−p) p (m−p) p A u Cm ,A ψ + P1 (u, ψ) = 0, L2 (R+ ;H)
p=1
where p Cm
m(m − 1)...(m − p + 1) = = p!
m p
.
22
Rovshan Z. Humbataliyev
First of all we consider the problem m d d2 2 P0 u(t) = 0, t ∈ R+ = (0, +∞), u(t) = − 2 + A dt dt u(ν) (0) = ϕν ,
ν = 0, m − 1.
(25) (26)
It holds
Theorem 2.1. For any collection ϕν ∈ Hm−ν−1/2 ν = 0, m − 1 problem (25), (26) has a unique generalized solution.
Proof. Let c0 , c1 , ..., cm−1 ∈ Hm−ν−1/2 ν = 0, m − 1 , e−At be a holomor-
phic semi-group of bounded operators generated by the operator (−A). Then the vector-function −tA
u0 (t) = e
t tm−1 m−1 cm−1 c0 + Ac1 + ... + A 1! (m − 1)!
belongs to the space W2m (R+ ; H). Really, using spectral expansion of the operator A we see that each term tm−ν Am−ν e−tA ∈ W2m (R+ ; H) for cν ∈ Hm−1/2 ν = 0, m − 1 . (m − ν)! Then it is easily verified that u0 (t) is a generalized solution of equation (25), i.e. it satisfies the relation (u0 , ϕ)W2m + m
for any ϕ ∈ W2
m−1
(p) p Cm Am−p u0 , Am−p ϕ(p) = 0
p=1
R+ ; H; {ν}m−1 ν=0 .
Show that u(ν) (0) = ϕν , ν = 0, m − 1.For this purpose we must determine the vectors cν ν = 0, m − 1 from condition (26). Obviously, in order to determine the vectors cν ν = 0, m − 1 from condition (26) we get a system of equations with respect to the vectors ⎛ E 0 ⎜ ⎜ −E E ⎜ ⎜ ⎜ E −E ⎜ .. .. ⎜ . . ⎜ ⎜ ⎜ 1 2 ⎝ (−1)m−1 E (−1)m−2 E m−1 m−2
···
⎞ 0
⎟ 0 ⎟ ⎟ ⎟ ··· 0 ⎟ ⎟ .. ⎟ × .. . ⎟ . ⎟ ⎟ ··· E ⎠ ···
23
On the existence of solution of boundary value problems
⎛ ⎜ ⎜ ⎜ ⎜ ×⎜ ⎜ ⎜ ⎝
c0 c1 c2 .. .
⎞
⎛
⎞
ϕ0
⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟ ⎜ ⎟=⎜ ⎟ ⎜ ⎟ ⎜ ⎠ ⎝
⎟ ⎟ ⎟ ⎟ ⎟, ⎟ ⎟ ⎠
A−1 ϕ1 A−2 ϕ2 .. .
(27)
A−(m−1) ϕm−1
cm−1
where E is a unique operator in H and
p
p . Since the prin= Cm−s
m−s cipal determinant of the operator is invertible, we can uniquely determine ν = 0, m − 1 . Obviously, for any ν the vector A−(m−ν) ϕν ∈ Hm−1/2 , cν
since ϕν ∈ Hm−ν−1/2 . As the vector at the right hand side of the equation (27) belongs to the space m Hm−1/2 ⊕ ... ⊕ Hm−1/2 = Hm−1/2 , m times as a then taking into account the fact that the principal operator matrix E is a unique matrix product of the invertible scalar matrix by matrix where E m in Hm−1/2 , then it is unique. Therefore, each vector cν ν = 0, m − 1 is a linear combination of elements A−(m−ν) ϕν ∈ Hm−1/2 , that is why the vector cν ν = 0, m − 1 is determined uniquely and belongs to the space Hm−1/2 . The theorem is proved. In the space W2m R+ ; H; {ν}m−1 we define a new norm ν=0 |u|W m (R+ ;H) = 2
u2W m (R+ ;H) 2
+
m−1
p m−p (p) 2 Cm u A L2 (R+ ;H)
1/2 .
p=1
By the intermediate derivatives theorem [17] the norms |u|W m (R+ ;H) and 2 . Therefore, the uW m (R+ ;H) are equivalent in the space W2m R+ ; H; {ν}m−1 ν=0 2
numbers
=
sup 0=u∈W2m (R+ ;H;{ν}m−1 ν=0 )
Nj R+ ; {ν}m−1 = ν=0 m−j (j) A u L2 (R+ ;H) |u|−1 W m (R+ ;H) , j = 0, m. 2
are finite. The next lemma enables to find exact values of these numbers.
24
Rovshan Z. Humbataliyev
are determined as follows: Lemma 2.2. The numbers Nj R+ ; {ν}m−1 ν=0 m/2 = dm,j , Nj R+ ; {ν}m−1 ν=0 where j m−j j m m−j m m
dm,j =
m
, j = 1, m − 1
1,
j = 0, m
Using the method of the papers [16, 22] the lemma is easily proved.
2.3. The basic results Now, let’s prove the principal theorems. Theorem 2.2. Let A be a positive-definite self-adjoint operator, the opera tors Bj = A−j/2 Aj A−j/2 j = 2k, k = 0, m and Bj = A−(j−1)/2 Aj A−(j−1)/2 j = 2k − 1, k = 1, m − 1 be bounded in H and it hold the inequality α=
m
Cj Bm−j < 1,
j=1
where Cj =
m/2
dm,j/2 , j = 2k, k = 0, m m/2 dm,(j−1)/2 dm,(j+1)/2 , j = 2k − 1, k = 1, m − 1
and j m−j j m m−j m m
dm,j =
1
m
,
,
j = 1, m − 1
.
j = 0, m
Then for any ϕν ∈ D Am−n−1/2 , ν = 0, m − 1 problem (20), (21) has a unique generalized solution and it holds the inequality uW m (R+ ;H) ≤ const
m−1
2
ϕm−ν−1/2 .
ν=0
Proof. Let ψ ∈ D R+ ; H; {ν}m−1 ν=0 . Then for any ψ Re P (ψ, ψ) = Re P0 (ψ, ψ) + Re P1 (ψ, ψ) =
25
On the existence of solution of boundary value problems
m m d d ψ, − + A ψ + = − +A dt dt m 2 d + Re P1 (ψ, ψ) ≥ − + A ψ − | Re P1 (ψ, ψ)| ≥ dt m 2 d ψ − |P1 (ψ, ψ)|L2 (R+ ;H) . ≥ − +A dt L2 (R+ ;H) Since by lemma 2.2 k (m−k) A ψ
m/2
L2 (R+ ;H)
≤ dm,m−k uW m (R+ ;H) , 2
then ⎛ ≤⎝
|P1 (ψ, ψ)| ≤
m/2
Bm−j dm,m−k +
(j=2k)
⎞
Bm−j dm,m−k+1 dm,m−k−1⎠ ψ2W m . m/2
m/2
2
(j=2k−1)
Here d0,0 = dm,m = 1 and dm,k =
k m
mk
m−k m
m−k m ,
k = 1, m − 1 ,
thus |P1 (ψ, ψ)| ≤
m
Cj Bm−j ,
j=1
where ⎧ ⎨ dm/2 , j = 2k, k = 0, m m,j/2
m/2 Cj = m/2 ⎩ dm/2 , j = 2k − 1, k = 1, m − 1. m,(j+1)/2 dm,(j−1)/2 Consequently |P1 (ψ, ψ)| ≤ α ψ2W m (R+ ;H) . 2
Then Re P (ψ, ψ)L2 (R+ ;H) ≥ (1 − α)P0 (ψ, ψ)L2 (R+ ;H) .
(28)
26
Rovshan Z. Humbataliyev
Now we look for a generalized solution of problem (20), (21) in the form u(t) = u0 (t) + θ(t), where u0 (t) is a generalized solution of problem (25), (26) and θ(t) ∈ ∈ W2m R+ ; H; {ν}m−1 ν=0 . To define θ(t) we get relation θ; ψ = (θ, ψ)W m (R+ ;H) +
m−1
2
m−p p A Cm θ, Am−p ψ + P1 (θ, ψ) = P1 (u0 , ψ).
p=1
(29) Since the right hand side of the equality is a continuous functional in R+ ; H; {ν}m−1 ν=0 , and the left hand side θ; ψ is a bilinear functional ⊕ W2m R+ ; H; {ν}m−1 in the space W2m R+ ; H; {ν}m−1 ν=0 ν=0 , then by inequalW2m
ity (28) it satisfies conditions of Lax-Milgram theorem [21]. Consequently, there exists a unique vector-function θ(t) ∈ W2m R+ ; H; {ν}m−1 ν=0 that satisfies equality (29) and u(t) = u0 (t) + θ(t) is a generalized solution of problem (20), (21). Further, by J(R+ ; H) we denote a set of generalized solutions of problem m−1 = ⊕ Hm−k−1/2 acting in (20), (21) and define the operator Γ : J(R+ ; H) → H k=0 (k) m−1 the following way Γu = u (0) k=0 . Obviously J(R+ ; H) is a closed set and by the trace theorem ΓuH ≤ C uW m (R+ ;H) . Then by the Banach theorem 2 → J(R+ ; H). on the inverse operator there exists the inverse operator Γ−1 : H Consequently
|u|W m (R+ ;H) ≤ const
m−1
2
ϕm−k−1/2 .
k=0
The theorem is proved. Remark. From the proof we can show that for m = 2, c1 = c3 = 1/2, c2 = 1/4, c4 = 1.
On the existence of solution of boundary value problems
27
§ 1.3. On completeness of elementary generalized solutions of a class of operator-differential equations of higher order In this section we give definition of m- fold completeness and prove a theorem on completeness of elementary generalized solution of corresponding boundary value problems at which the equation describes the process of corrosive fracture of metals in aggressive media and the principal part of the equation has a multiple characteristic.
3.1. Problem statement Let H be a separable Hilbert space, A be a positive definite self-adjoint operator in H with domain of definition D(A). By Hγ we denote a scale of Hilbert spaces generated by the operator A, i.e. Hγ = D(Aγ ), (γ ≥ 0), (x, y)γ = = (Aγ x, Aγ y) , x, y ∈ D(Aγ ). By L2 ((a, b); H) (−∞ ≤ a < b ≤ ∞) we denote a Hilbert space of vector-functions f (t), determined in (a, b) almost everywhere with values in H, measurable, square integrable in Bochner sense ⎛ b ⎞1/2 f L2 ((a,b);H) = ⎝ f 2γ dt⎠ . a
Then we determine a Hilbert space for natural m ≥ 1 [17]
W2m ((a, b); H) = u/u(m) ∈ L2 ((a, b); H) , Am u ∈ L2 ((a, b); Hm ) with norm
1/2 2 . uW m ((a,b);H) = u(m) L2 ((a,b);H) + Am u2L2 ((a,b);H) 2
Here and in sequel, derivatives are understood in the distributions theory sense [17]. Assume L2 ((0, ∞); H) ≡ L2 (R+ ; H), L2 ((−∞, ∞); H) ≡ L2 (R; H),
28
Rovshan Z. Humbataliyev
W2m ((0, ∞); H) ≡ W2m (R+ ; H) , W2m ((−∞, +∞); H) ≡ W2m (R; H) . Then we determine the spaces
= u|u ∈ W2m (R+ ; H) , u(ν) (0) = 0, ν = 0, m − 1 . W2m R+ ; H; {ν}m−1 ν=0 is a Obviously, by the trace theorem [17] the space W2m R+ ; H; {ν}m−1 ν=0 closed subspace of the Hilbert space W2m (R+ ; H) . Let’s define a space of D ([a, b]; Hγ )-times infinitely differentiable functions for a ≤ t ≤ b with values in Hγ having a compact support in [a, b]. As is known a linear set D ([a, b]; Hγ ) is everywhere dense in the space W2m ((a, b); H) , [17]. It follows from the trace theorem that the space
= u|u ∈ D (R+ ; Hm ) , u(ν) (0) = 0, ν = 0, m − 1 D R+ ; Hm ; {ν}m−1 ν=0 and also everywhere is dense in the space. Let’s consider a polynomial operator pencil m 2 2 m + Aj λm−j . P (λ) = −λ E + A
(30)
j=1
Bind the polynomial pencil (30) with the following boundary value problem m m d2 2 u(t) + Aj u(m−j) (t) = 0, t ∈ R+ = (0, +∞), (31) − 2 +A dt j=1 u(ν) (0) = ϕν , ν = 0, m − 1, ϕν ∈ Hm−ν−1/2 .
(32)
Here we assume that the following conditions are fulfilled: 1) A is a positive-definite self-adjoint operator with completely continuous inverse C = A−1 ∈ σ∞ ; 2) The operators Bj = A−j/2 Aj A−j/2 j = 2k, k = 1, m and Bj = A−(j−1)/2 Aj A−(j−1)/2
j = 2k − 1, k = 1, m − 1 ;
3) The operators (B + Em ) are bounded in H. Equation (31) descries a process of corrosion fracture in aggressive media that was studied in the paper [21].
29
On the existence of solution of boundary value problems
3.2. Some definition and auxiliary facts Denote
P0
d dt
u(t) ≡
P1
d dt
u(t) ≡
d2 − 2 + A2 dt m−1
m u(t), u(t) ∈ D (R+ ; Hm ) ,
Aj u(m−j) (t), u(t) ∈ D (R+ ; Hm ) ,
(33)
(34)
j=1
Definition 3.1. The vector-function u(t) ∈ W2m (R+ ; H) is said to be a generalized solution of (31), (32), if lim u(ν) (t) − ϕν H t→0
m−ν−1/2
= 0, ν = 0, m − 1
it is fulfilled the identity and for any ψ(t) ∈ W2m R+ ; H; {ν}m−1 ν=0 u, ψ = (u, ψ)W2m(R+ ;H) +
m−1
p (m−p) p (m−p) p A u Cm ,A ψ + P1 (u, ψ) = 0, L2 (R+ ;H)
p=1
where m(m − 1)...(m − p + 1) p = = Cm p!
m p
.
Definition 3.2. If a non-zero vector ϕ0 = 0 is a solution of the equation P (λ0 )ϕ0 = 0 then λ0 is said to be an eigen-value of the pencil P (λ) and ϕ0 an eigen-vector responding to the number λ0 . Definition 3.3. The system {ϕ1 , ϕ2 , ..., ϕm } ∈ Hm is said to be a chain of eigen and adjoint vectors ϕ0 if it satisfies the following equations q 1 di P (λ)|λ=λ0 · ϕq−i = 0, i i dλ i=0
q = 1, m.
Definition 3.4. Let {ϕ0 , ϕ1 , ..., ϕm } be a chain of eigen and adjoint vectors responding to eigenvalues λ0 , then vector-functions h t th−1 λ0 t ϕ0 + ϕ1 + ... + ϕn , ϕh (t) = e h! (h − 1)!
h = 0, m
30
Rovshan Z. Humbataliyev
satisfy equation (31) and are said to be its elementary solutions responding to the eigen value λ0 . Obviously, elementary solutions ϕh (t) have traces in the zero (ν)
ϕh =
dν ϕh |t=0 , dtν
ν = 0, m − 1.
(ν)
By means of ϕh we define the vectors
# $ (0) (1) ϕ h = ϕh , ϕh , h = 0, m ⊂ H m = H ... × H . × m times h responding to all eigen Later by K(Π− ) we denote all possible vectors ϕ values from the left half-plane (Π− = {λ/Re λ < 0}) . Definition 3.5. The system K(Π− ) is said to be m-fold complete in the m
trace space, if the system K(Π− ) is complete in the space ⊕ Hm−i−1/2 . i=0
It holds Lemma 3.1. Let conditions 1)-2) be fulfilled and α=
m
Cj Bm−j < 1,
j=1
where Cj =
m/2
j = 2k, k = 0, m dm,j/2 , m/2 dm,(j−1)/2 dm,(j+1)/2 , j = 2k − 1, k = 1, m − 1
and j m−j j m m−j m dm,j =
m
1
m
,
,
j = 1, m − 1
j = 0, m
Then for any ψ ∈ W2m R+ ; Hm ; {ν}m−1 it holds the inequality ν=0 Re P (ψ, ψ) ≥ (1 − α)P0 (ψ, ψ), where m m d d P0 (ψ, ψ) = − +A ψ, − + A ψ dt dt L2
(35)
31
On the existence of solution of boundary value problems
and P (u, ψ) = P0 (u, ψ) + P1 (u, ψ) moreover P1 (u, ψ) is determined from lemma 2.1. Proof. Let ψ ∈ D R+ ; Hm ; {ν}m−1 ν=0 . Then for any ψ Re P (ψ, ψ) = Re P0 (ψ, ψ) + Re P1 (ψ, ψ) = m m d d = − +A ψ, − + A ψ + dt dt L2 m 2 d ψ + Re P1 (ψ, ψ) ≥ − + A − |P1 (ψ, ψ)| . dt L2 Since k (m−k) A ψ ≤ dm/2 u m m,m−k W L2 2
then ⎛ ≤⎝
|P1 (ψ, ψ)| ≤
m/2
Bj dm,m−j/2 +
(j=2k)
⎞
Bj dm,m−(j−1)/2 dm,m−(j+1)/2 ⎠ ψW m . m/2
m/2
2
(j=2k−1)
Here d0,0 = dm,m = 1, thus |P1 (ψ, ψ)| ≤
m
Bm−j Cj ,
j=0
where Cj =
m/2
dm,j/2 , j = 2k, k = 0, m m/2 , j = 2k − 1, k = 1, m − 1. dm,(j+1)/2 dm,(j−1)/2
Thus |P1 (ψ, ψ)L2 | ≤ α ψ2W m (R+ ;H) . 2
Thus P (ψ, ψ)L2 (R+ ;H) ≥ (1 − α)P0 (ψ, ψ)L2 (R+ ;H) .
32
Rovshan Z. Humbataliyev
The lemma is proved. Lemma 3.2. Let the conditions of lemma 2 be fulfilled. Then for any x ∈ Hm and ξ ∈ R it holds the inequality (P (iξ)X, X)H > (1 − α) (P0 (iξ)X, X)H . Proof. It follows from the conditions that for all ψ(t) ∈ W2m R+ ; H; {ν}m−1 ν=0 it holds the inequality (P (ψ, ψ))L2 (R+ ;H) ≥ (1 − α)P0(ψ, ψ)L2 (R+ ;H) .
(36)
Let ψ(t) = g(t)·X, X ∈ Hm and a scalar function g(t) ∈ W2m R+ ; H; {ν}m−1 ν=0 . Then from (7)we get (P (iξ)g(t) · X, g(t) · X)L2 (R+ ;H) ≥ (1 − α) (P0 (iξ) · X, X) g(t)2L2 (R+ ;H) ,
then (P (iξ)X, X) g(t)2L2 (R+ ;H) ≥ (1 − α) (P0 (iξ)X, X) g(t)2L2 (R+ ;H) , i.e. (P (iξ)X, X) ≥ (1 − α) (P0 (iξ)X, X) The lemma is proved. Lemma 3.3. Let conditions 1)-3) and solvability conditions be fulfilled, then estimation Am p−1 (iξ)Am ≤ const is true. The proof of this lemma is easily obtained from Keldysh lemma [23,24] and lemma 3.1.
3.4. The basic result Now, let’s prove the principal theorems. It holds the following theorem. Theorem 3.1. Let conditions 1)-2) be fulfilled, solvability conditions and one of the following conditions hold a) A−1 ∈ σp (0 ≤ p < 1);
On the existence of solution of boundary value problems
33
b) A−1 ∈ σp (0 ≤ p < ∞) and Bj ∈ σ∞ . Then the system of eigen and adjoint vectors from K(Π− ) is complete in the trace space. Proof. Denote L(λ) = A−m p(λ)Am , where m m 2 2 λm−j T j , L(λ) = −λ C + E + j=1
and Tj =
C m−1/2 Bj C m−1/2 for j = 2k, k = 1, m C m−(j−1)/2 Bj C m−(j−1)/2 for j = 2k − 1, k = 1, m − 1.
Obviously Tj ∈ σp/m−j . Then L−1 (λ) is represented in the form of relation of two entire functions of order p and minimal order p. Then Am−1/2 p−1 (λ)Am−1/2 = A−1/2 Am p−1 (λ)Am A−1/2 is also represented in the relation of two entire functions of order p and of minimal type for order p. The proof of m-fold completeness of the system K(Π− ) is equivalent to the proof of the fact that for any ϕ0 , ϕ1 , ..., ϕm−1 from holomorphic property of the vector-function −1 f (λ), f (λ) , F (λ) = L∗ (λ) where f (λ) =
m−1
λj C j+1/2 ϕj .
j=0
For Π− = {λ/ Re λ < 0} it follows that ϕj = 0. The theorem is proved. Now we use theorem 2.2 and theorem 3.1 and prove the completeness of elementary solutions of problem (32), (33).
34
Rovshan Z. Humbataliyev
Theorem 3.2. Let the conditions of theorem 2.2 be fulfilled. Then elementary solutions of problem (32), (33) is complete in the space of generalized solutions. Proof. It is easy to see that if there exists a generalized solution, then uW m (R+ ;H) ≤ const
m−1
2
ϕj m−j−1/2 .
j=0
Then it follows from the trace theorem [17] and these inequalities that Ck
m−1
ϕν m−ν−1/2 ≤ uW m (R+ ;H) = Ck
m−1
2
ν=0
ϕν m−ν−1/2 .
(37)
ν=0
Further, from the theorem on the completeness of the system K(Π− ) it follows that for any collection {ϕν }m−1 ν=0 and ϕν ∈ Hm−ν−1/2 there is such a number N and Ck (ε, N) that N (ν) Ck ϕi,j,h < ε/m, ϕν −
ν = 0, m − 1.
k=1
Then it follows from (37) that N (ν) Ck ϕi,j,h ≤ ε. u(t) − k=1
The theorem is proved. References
1. Aksentian O.K., Vorovich I.I. Stress state of a small thickness plate. Prikl. Math. and Mech., 1963, v. 23, ISSUE 6. (in Russian) 2. Vorovich I.I., Malkina O.S. Stress state of a thick plate. Prikl. Math. and Mech., 1967, v. 31, ISSUE 2. (in Russian). 3. Papkovich P.F. On a form of solution of a plane problem of elasticity theory for a rectangular strip. Dokl. SSSR, 1940, v. 27, No 4. (in Russian).
35
On the existence of solution of boundary value problems
4. Papkovich P.F. Two problems of bend theory of thin elastic plates. Prikl. Math. and Mech., 1941, v. 5, ISSUE 3. (in Russian) 5. Smith R.S.T. The bending of a semi-infinite strip. Austral. J. Sci. Res. ser., A, 1952, v. 5, No 2. 6. Greenberg G.A. On a method suggested by P.F. Papkovich for solving a plane problem of elasticity theory for a rectangular domain and bending problems of a rectangular thin plate with two fixed edges, and some of its generalizations. Prikl. Math. and Mech., 1953, v. 17, ISSUE 2. (in Russian) 7. Vorovich I.I. Some mathematical problems of theory of plates and shells. Mekh. twerdogo tela. (Solid mechanics). Proc. of II All Union Conference in theoretical and applied mechanics. M., Nauka, 1966. (in Rissian). (l)
8. Yakovlev G.N. Boundary properties of functions from class Wp
in
domains with corner points. Dokl. AN SSSR, 1961, v. 140, No 1. (in Russian) 9. Kondrat’ev V.A. Boundary value problems for elliptic equations in domains with conical and corner points. Trudy Mas. Math. Obsh., 1967, v. 16. (in Russian). 10. Kovalchuk V.E. On behavior of solution of the first basic problem of elasticity theory for a long rectangular plate. Prikl. Math. and Mech., 1969, v. 33, ISSUE 3. (in Russian) 11. Alexandrov V.N., Vorovich V.V. Contact problems of elasticity theory for non-classic domains. In book: ”Strength and plasticity”. M., Nauka, 1971. (in Russian) 12. Vorovich I.I. On some mixed problems of elasticity theory for strip. In. ”Continium mechanics and related problems of analysis” (to 80-th anniversary
36
Rovshan Z. Humbataliyev
of acad. N.I.Muskheleshvili). M., Nauka, 1972. (in Russian) 13. Orazov M.B. On completeness of elementary solutions for some operatordifferential equations on a semi-axis and segment. Dokl. AN SSSR, 1979, v.245, No 4. (in Russian). 14. Mirzoyev S.S. On correct solvability conditions of boundary value problems for operator – differential equations. Dokl. AN SSSR, 1983, vol.273, No 2. (in Russian). 15. Lions J.-L., Majenes E. Inhomogenous boundary value problems and their applications. M., ”Mir”, 1971. (in Russian). 16. Gorbachuk V.I., Gorbachuk M.L.: Boundary value problems for differential – operator equations. Kiev, “Naukova Dumka”, 1984. (Russian). 17. Gumbataliyev R.Z.: On generalized solutions for a class of fourth order operator-differential equations. J. Izv. AN Azerb., ser. phys.-tech. math. nauk, vol.XYIII,No2,1998, p.18-21 (Russian) 18. Bers L., John F., Schechter M. Partial equations. M., Mir, 1966. (in Russian). 19. Talibli L.Kh. On determening the time to corrosion fracture of metals. Transactions of NAS of Azerbaijan, 2003, v. XXIII, No 1. 20. Mirzoyev S.S. On the norms of operators of intermediate derivatives. Transac. of NAS of Azerb., 2003, v.XXIII, No 1. 21. Gasymov M.G. On multiple completeness of a part of eigen and adjoint functions of differential operator pencils. Dokl. AN SSSR, 1972, v. 2-3, No 6. (in Russian)
On the existence of solution of boundary value problems
37
22. Keldysh M.V. On eigen values and eigen functions of some class of not self-adjoint equations. Dokl. AN SSSR, 1951, v. 77, No 1. (in Rissian). 23. Gumbataliyev R.Z. On the existence of solutions of boundary value problems for a class of high order operator operator-differential equations. Applied Mathematical Sciences, Ruse, 2008, v.2, No 14.
38
Rovshan Z. Humbataliyev
.
On the existence of solution of boundary value problems
39
Chapter II In this chapter we’ll give definition of regular holomorphic solutions of boundary value problems and prove theorems on existence and uniqueness of solutions in terms of coefficients of the studied higher order operator– differential equations. In addition we’ll investigate φ-solvability of boundary value problems in a sector. Further we prove theorem on m- fold completeness of a part of eigen and adjoint vectors for high order operator pencils responding to eigen- values from some angular sector, moreover a principal part of polynomial pencils has a multiple characteristics. Therewith we’ll use main methods of M.G.Gasymov [1] and S.S.Mirzoyev [2,3] papers. We’ll prove a Phragmen- Lindelof type theorem.
40
Rovshan Z. Humbataliyev
§2.1. On regular holomorphic solution of a boundary value problem for a class of operator- differential equations of higher order In this section we give definition of regular holomorfic solutions of a boundary value problem and determine the conditions under which these solutions exists. 1.1. Introduction and problem statement. Let H be a separable Hilbert space, A be a positive-definite self- adjoint operator in H, and Hγ be a scale of Hilbert spaces generated by the operator A, i.e. Hγ = D (Aγ ), (x, y)γ = (Aγ x, Aγ y), x, y ∈ D (Aγ ). In the space H we consider an operator–differential equation d P u (τ ) ≡ dτ m 2m−1 d2 2 u (τ ) + A2m−j u(j) (τ ) = f (τ ) , τ ∈ Sα ≡ − 2 +A dτ j=1
(38)
with boundary conditions
u(ν) (0) = 0,
ν = 0, m − 1,
(39)
where u (τ ) and f (τ ) are holomorphic in the angle
Sα = {λ/|arg λ| < α, 0 < α < π/2} and are vector- functions with values in H, the derivatives are understood in the sense of complex analysis [4]. We denote
⎧ ⎨ H2 (α) =
⎩
∞ f (τ ) / sup |ϕ| m) ,
ν=0
tpq,j (β) =
∞
(−1)ν Cp+ν (β)Cq−ν−1 (β)
(Cν = 0, ν < 0, ν > m)
ν=0
for p = q rpq,j (β) =
∞
(−1)ν Reαp+ν,j (β)αq−ν−1 (β)
ν=0
tpq,j (β) =
∞
(−1)ν ReCp+ν (β)Cq−ν−1 (β) ,
ν=0
and for p < q we assume rpq,j (β) = rqp,j (β),
tpq = tqp .
The next lemma follows from 2.2. . Then for any u (τ ) ∈ W22m (α) it holds the Lemma 2.3. Let β ∈ 0, b−2 j equality 2 1 P0 (d/dτ ) u (τ )2α − β A2m−j u(j) (τ ) α = φj (d/dt; uα (t))2L2 (R+ ;H) + 2 1 + φj (d/dt; β; A) u−α (t)2L2 (R+ ;H) + (Mj (β) ϕ, ˜ ϕ) ˜ 2 m−1 where ϕ˜ = A2m−j−1/2 u(j) (0) j=0 , Mj (β) = 12 [˜ u−1 ˜α + u˜α sj (β) u˜−1 α sj (β) u α ] and sj (β) is determined from (43) u˜α ≡ diag 1, eiα , e2iα , ..., ei(m−1)α .
46
Rovshan Z. Humbataliyev
The proof of lemma 2.3 follows from lemma 2.2. and the fact that
A2m−j−1/2 uj−α (0) = uα A2m−j−1/2 u(j) (0) = uα ϕ˜
and
˜ A2m−j−1/2 uj−α (0) = u−α A2m−j−1/2 u(j) (0) = u−α ϕ.
1.3. The basic result By μj,m (β) we denote a matrix obtained by rejecting the first m rows and columns from Mj (β). It holds Theorem 2.1. Let A be a self- adjoint positive –definite operator, the opera j = 1, 2m − 1 be bounded in H and the inequality tors Bj = Aj A−j σ=
2m−1
χj B2m−j < 1,
(44)
j=0
is full filled, where the numbers χj are determined as follows bj if det μj,m (β) = 0 χj ≥ −1/2 otherwise μα −1/2
here μj
is the least root of the equation det μj,m (β) = 0. Then the problem
(38), (39) is regularly holomorphically solvable.
◦ 2m Proof. It follows from lemma 2.3 that for u (τ ) ∈W 2 (α)and β ∈ 0, b−2 j
it holds the inequality 2 1 P0 (d/dτ )2α − β A2m−j u(j) α = φj (d/dt; β; A) uα (t)2L2 (R+ ;H) + 2 1 + φj (d/dt; β; A) u−α (t)2L2 (R+ ;H) + (μj,m (β) ϕ, ˜ ϕ) ˜ Hm , (45) 2 m−1 where, ϕ˜ = A2m−j−1/2 u(j) (0) j=0 . We can easily verify that μj,m (0) is a positive operator. Then λ1 (0) is east is the least eigen value of the matrix μj,m (0) is positive as well. There fore, for each β > 0 λ1 (β) > 0. For estimating χj we consider two cases.
47
On the existence of solution of boundary value problems
−2 . Then from definition of χj it follows that 1) If χj > bj , then χ−2 j ∈ 0, bj ◦ 2m −2 for all χ−2 ; b (τ ) ∈ there exists a vector-function u W β 2 (α) such that j j 2 P0 (d/dτ ) u (τ )2α < β A2m−j u(j) α . Then it follows from the equality (45) that 1 1 φj (d/dt; β; A) uα 2L2 (R+ ;H) + φj (d/dt; β; A) u−α 2L2 (R+ ;H) + (μj,m (β) ϕ˜β , ϕ˜β ) < 0, 2 2 −2 the last eigen value λ1 (β) < 0. ˜ ϕ) ˜ < 0. Thus, for β ∈ χ−2 i.e.(μj,m (β) ϕ, j , bj It follows from the continuity of λ1 (β) that the function λ1 (β) vanisnes of , i.e. at the points det μj,m (β) = 0. Thus, in this case the some points 0, b−2 j . Since the equation det μj,m (β) = 0 has a solution from the interval 0, b−2 j ◦ 2m
last of them is the number μα , then χ−2 j ≥ μα . Thus, for u (τ ) ∈W 2 (α) 2m−j (j) A u (τ ) α ≤ μ−1/2 P0 u (τ )α α 2) Let χj < bj . Then of the equation det μj,m (β) = 0 has a solution −1/2 from the interval 0, b−2 , then χj ≤ bj < μj . But if det μj,m (β) = 0 for j , then μj,m (β) is positive for all β ∈ 0, b−2 . Therefore it follows β ∈ 0, b−2 j j ◦ 2m from the equality (45) in this case that for all u (τ ) ∈W 2 (α) and β ∈ 0, b−2 j 2 P0 (d/dτ ) u (τ )2α − β A2m−j u(j) (τ ) α > 0. Passing to limit as β → b−2 j we have 2m−j (j) A u (τ ) α ≤ βP0 u (τ )α , ◦ 2m
i.e. χj ≤ bj . Thus, for all u (τ ) ∈W 2 (α) it holds the inequality 2m−j (j) A u (τ ) α ≤ χj P0 u (τ )α ,
j = 1, 2m − 1,
where χj is determined from the condition of the theorem. Now we look for the solution of the boundary value problem (38), (39) in the form of the equation P0 u (τ ) + P1 u (τ ) = f (τ ) ,
◦ 2m
u (τ ) ∈W 2 (α) ,
f (τ ) ∈ H2 (α)
48
Rovshan Z. Humbataliyev
where m d2 2 u (τ ) , P0 u (τ ) ≡ − 2 + A dτ
P1 u (τ ) ≡
2m−1
A2m−j u(j) (τ ) .
j=1
By lemma 2.1 the operator P0−1 exists and is bounded. Then after substitution P0 u (τ ) = υ (τ ) we obtain a new equation in H2 (α) υ (τ ) + P1 P0−1υ (τ ) = f (τ ) or
E + P1 P0−1 υ (τ ) = f (τ ) .
Since
2m−1 2m−1 (j) P1 P0−1 υ = P1 u = A u ≤ B2m−j × 2m−j α α j=1
α
j=1
2m−1 A2m−j u(j) ≤ B2m−j χj P0 uα = σP0 uα = συα , α j=1
and by the condition of the theorem σ < 1, the operator E + P1 P0−1 is invertible in H2 (α). Hence we find u (τ ) = P0−1 E + P1 P0−1 f (τ ) where it follows that |u|α ≤ constf α . The theorem is proved.
49
On the existence of solution of boundary value problems
§2.2. On m-fold completeness of eigen and adjoint vectors of a class of polynomial operator bundles of higher order 2.1 Introduction and problem statement Let H be a separable Hilbert space, A be a self-adjoint positive definite operator in H with completely continuous inverse A−1 . Let’s denote by Hγ a Hilbert scale generated by the operator A. Let Sα = {λ/|arg λ| < α}, 0 < α <
π/2 be some sector from a complex plane, and S˜α = λ/|arg λ − π| < π − α . 2
In the given paper shall search m-fold completeness of eigen and adjoint vectors of the bundle
2
2 m
P (λ) = −λ E + A
+
2m−1
λj A2m−j
(46)
j=0
corresponding to eigen values from the sector S˜α . To this end we introduce some notation and denotation. In the sequel, we shall assume the fulfillment of the following conditions: 1) A is a self-adjoint positive definite operator; 2) A−1 is a completely continuous operator; 3) The operators Bj = Aj A−j , j = 1, 2m are bounded in H. Denote by L2 (R+ ; H) a Hilbert space whose elements u (t) are measurable and integrable in the sense of Bochner, i.e. ⎧ ⎫ ⎛∞ ⎞1/2 ⎪ ⎪ ⎨ ⎬ 2 ⎝ ⎠ u (t)H dt 2m)
ν=0
tpq,j (β) =
∞
(−1)ν cp+υ,j (β)cq−ν−1 (β)
(cυ = 0, υ < 0, υ > 2m)
ν=0
for p = q
rpq,j (β) =
∞ ν=0
(−1)ν Reαp+υ,j (β)αq−ν−1 (β)
52
Rovshan Z. Humbataliyev
tpq,j (β) =
∞
(−1)ν Recp+υ,j (β)cq−ν−1 (β)
ν=0
and for p < q
rpq,j (β) = rpq,j (β),
tpq,j (β) = tpq,j (β)
moreover αk (β) and ck are the coefficients of the polynomial ϕ0 (λ) and F (λ; β). The following theorem is obtained from the results of the papers [2] and [5]. Theorem 2.1. Let A be a self-adjoint, positive definite operator, the operators Bj = Aj A−j j = 1, 2m be bounded in H and the inequality 2m
χj Bj < 1,
j=1
be fulfilled, where the numbers χ are determined as bj , if det Mj,m (β) = 0 χj ≥ −1/2 μj , in otherwise −1/2
Here μj
(49)
is the least root of the equationMj,m (β) = 0. Then problem
(47)-(48) is regularly solvable. In order to study m- fold completeness of a system of eigen and self-adjoint vectors corresponding to eigen-values from the sector S˜α , we have to investigate some analytic properties of the
resolvent. Definition 2.2. Let K S˜α be a system of eigen and adjoint vectors corresponding to eigen values from the sector S˜α . If for any collection of m vectors from the holomorphy of the vector-function R (λ) =
2m−1
2m−j−1/2 −1 ∗ A p (λ) A2m−j−1/2 λj ψ j
j=0
in the sector S˜α it yields that K S˜α in strongly m-fold complete in H. Note that this definition is a prime generalization of m-hold completeness of the system in H in the sense of M.V. Keldysh and in fact it means that the
53
On the existence of solution of boundary value problems
derivatives of the chain in the sense of M.V. Keldysh are complete in the space m−1 ˜ = ⊕ Hm−j−1/2 . of traces H j=0
It holds the following theorem on an analytic property of the resolvent. Theorem 2.2. Let the conditions 1)-3) be fulfilled and it holds the inequality 2m−1
bj B2m−j < 1,
j=0
where
ξ 2j/m bj = sup 1 + ξ 4 + 2ξ 2 cos 2α ξ∈R
m/2 ,
j = 0, 2m
Besides, let one of the following conditions be fulfilled: a)A−1 ∈ σp b) A−1 ∈ σp
(0 < p < π/ (π − 2α)) ; j = 0, 2m are completely continuous (0 < p < ∞) , Bj
operators in H Then the resolvent of the operator pencil p (λ) posseses the following properties: 1) A2m p−1 (λ) is represented in the form of relation of two entire functions of order not higher than p and has a minimal type order p; 2) there exists a system {Ω} of rays from the sector S˜α where the rays + * $ # π 3π −α , Γ π2 +α = λ/ arg λ = + α , Γ 3π −α = λ/ arg λ = 2 2 2 are also contained, and the angle between the neighboring rays is no greater than π/p and the estimation −1 p (λ) ≤ const|λ|−2m 2m −1 A p (λ) ≤ const holds on these rays. Proof. Since P (λ) A−2m = (E + B2m ) (E + T (λ)) ,
54
Rovshan Z. Humbataliyev
where T (λ) =
2m
cj A−j ,
j=1
cj =
⎧ −1 ⎪ Aj−2m , ⎪ ⎨ (E + B2m ) B j −1 ⎪ ⎪ ⎩ (E + B2m )
Bj + (−1)j
2m
j = 1, 3, .., 2m − 1, 2m
E
j
A−2j , j = 2, 4, .., 2m − 2.
Then applying Keldysh lemma [6], we get that A2m p−1 (λ) = (E + T (λ))−1 (E + B2m )−1 is represented in the form of relation of two entire functions of order not higher than p and of minimal type at order p. On the other hand p (λ) = p0 (λ) + p1 (λ) , therefore −1 −1 p−1 (λ) = p−1 0 (λ) E + p1 (λ) p0 (λ) −1 −1 A2m p−1 (λ) = A2m p−1 . 0 (λ) E + p1 (λ) p0 (λ) Since by fulfilling the condition a) of the theorem we get on the rays Γ π2 +α π 3π and Γ 3π (i.e. for λ = rei( 2 +α) , λ = rei( 2 −α) ) 2
−α
2m−1 p1 (λ) p−1 (λ) ≤ B2m−j λj A2m−j p−1 0 0 (λ) H→H , j=0
therefore we should first estimate the norm λj A2m−j p−1 (λ) 0 H→H π
on the rays Γ π2 +α and Γ 3π −α . Let λ = rei( 2 +α) ∈ Γ π2 +α . 2
(50)
55
On the existence of solution of boundary value problems
Then it follows from the spectral expansion of the operator A 2 2m−j 2 −m λj A2m−j p−1 (λ) λ −λ = sup μ + μ j = 0 H→H μ∈τ (A)
−m − m2 j 2m−j 4 4 2 2 = sup r j μ2m−j r 2 e2iα + μ2 = sup r r μ + μ + 2r μ cos 2α = μ∈τ (A)
μ∈τ (A)
⎛ ⎜ = sup ⎝ μ∈τ (A)
2j m
2(2m−j) m
⎞ m2
r μ ⎟ ⎠ 4 2 1 + μr + 2 μr cos 2α
= bj .
So, we get from inequality (50) 2m−1 p1 (λ) p−1 (λ) ≤ B2m−j bj < γ < 1. 0 j=0
Therefore on this ray −1 p (λ) ≤ p−1 (λ) 0
1 −1 −1 . E + p (λ)p (λ) ≤ p−1 1 0 0 (λ) γ
On the other hand, on the ray Γ π2 +α it holds the estimation −1 2 1 −m p (λ) = −λ E + A2 = sup . m 0 μ∈σ(A) (λ4 + μ4 + 2λ2 μ2 cos 2α) 2 If cos 2α ≥ 0 0 ≤ α ≤ π4 , then 1 sup m ≤ μ∈σ(A) (λ4 + μ4 + 2λ2 μ2 cos 2α) 2 1 −2m . sup m ≤ const|λ| 4 4 2 μ∈σ(A) (λ + μ ) It is analogously proved that on these rays 2m −1 A p (λ) = const.
56
Rovshan Z. Humbataliyev
The theorem is proved. 2.3. The basic theorem Theorem 2.3.Let conditions 1)-3) be fulfilled and it holds 2m−1
χj B2m−j < 1,
j=0
where the numbers χj are determined from formula (49). Besides, one of the conditions a) or b) of theorem 2.2 is fulfilled. Then the system K S˜α is strongly m-fold complete in H. Proof. Prove the theorem by contradiction. Then there exist vectors k = 0, m − 1 H2m−k−1/2 for which even if one of them differs from zero ψk and R (λ) =
m−1
2m−k−1/2 −1 ∗ A p (λ) λk A2m−j−1/2 ψk
j=0
is a holomorphic vector-function in the sector S˜α . By theorem 2.2 and PhragmenLindelof theorem in the sector R (λ) the S˜α has the estimation R (λ) ≤ const|λ|−1/2 . On the other hand, by theorem 2.1. problem (38)-(39) has a unique regular ∧
solution u (z) for any ψk ∈ H2m−k−1/2 . Denote by u (λ) its Laplace transformation. Then u (z) is represented as 1 1 ∧ λz u (λ)e dλ − u (z) = 2πi 2πi Γ π +1
Γ 3π −α
2
∧
∧
u (λ)eλz dλ,
2
where u (λ) = p−1 (λ) g (λ) and g (λ) =
m−1 ,
λm−j Qj u(j) (0), Qj are some oper-
j=0
ators, obviously, for t > 0 m−1 k=0
u
(k)
(t) , ψk
H2m−k−1/2
1 = 2πi
Γα
λt ¯ e dt. g (λ) , R λ
On the existence of solution of boundary value problems
57
¯ Since the functions υ (λ) = g (λ) , R λ is an entire function and on Γα H
it holds the estimation υ (λ) ≤ c|λ|2m−1 , then υ (λ) =
m−1
aj λj .
j=0
Since υ (λ)eλt dλ = 0, Γ2
then for t > 0 m−1
(k) u (t) , ψk
j=0
= 0. H2m−k−1/2
Passing to the limit as t → 0, we get that m−1
ψk H2m−k−1/2 = 0,
k=0
i.e. all ψk = 0, k = 0, m − 1. The theorem is proved.
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Rovshan Z. Humbataliyev
§ 2.3. On the existence of φ-solvability of boundary value problems In this section sufficient conditions are found for φ-solvability of boundary value problems for a class of higher order differential equations whose main part contains a multi charachteristic.
3.1. Introduction and problem statement In the present paper, using the method in the paper [1] we study the existence of holomorphic solution of the operator-differential equations m 2m−1 d d2 2 u(z) + Aj u(2m−j) (z), z ∈ S(α,β) , (51) P u(z) ≡ − 2 + A dz dz j=1 with initial-boundary conditions u(Sν) (0) = 0,
ν = 0, m − 1,
(52)
where A is a positive-definite selfadjoint operator, Aj (j = 0, m − 1) are linear operators in an abstract separable space H, u(z) and f (z) are H−valued holomorphic functions in the domain S(α,β) = {z/ − β < arg z < α} , 0 ≤ α
cE
(c > 0), Aj
(69)
j = 1, 2n − 1 are linear, generally speak-
ing, unbounded operators, f (t) ∈ W2s (R; H), u (t) ∈ W22n+s (R; H). Here S is a fixed positive integer. Definition 1.1. If the vector- function u (t) ∈ W22n+s (R; H) satisfies equation (38) at all t ∈ (−∞, +∞), then we’ll call u (t) the smooth solution of equation (38).
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On the existence of solution of boundary value problems
1.2. Some auxiliary facts We prove first the following lemma, that we’ll need later on. Denote by n d d2 2 u (t) , P0 u (t) = − 2 + A dt dt P1
d dt
u (t) =
2n−1
A2n−j u(j) (t) ,
u (t) ∈ W22n+s (R; H) ,
(70)
u (t) ∈ W22n+s (R; H) .
(71)
j=1
Lemma 1.1. The operator P0 (d/dt) defined by equality (70), is an isomorphism from the space W22n+s (R; H) to W2s (R; H). Proof. By virtue W22n+s (R; H) n 2 s n 2 s d d2 d2 2 2 2 P0 (d/dt) uW s = A − 2 + A u + s − 2 + A u = 2 dt dt dt l2 l2 2 2 n n q 2(n−q)+s (2q) q 2n (2n−q+s) Cn A u + Cn A u = ≤ q=0
q=0
L2
L2
n n 2 2n+s (2n−q+s) 2 2(n−q)+s (q) A A u L2 + u ≤ const L2 q=0
where Cnq =
q=0
n(n−1)...(n−q+1) . q!
Applying the theorem on intermediate derivatives
[2] we get that P0 (d/dt) u2W s ≤ constu2W 2n+s , 2
2
i.e. the operator P0 (d/dt):W22n+s (R; H) → W22s (R; H) is continuous. Let u (t) ∈ W22n+s (R; H). Then we denote by P0 (d/dt) u (t) = g (t). Evidently after Fourier transformation we have ∧
∧
∧
∧
P0 (−iξ) u (ξ) = g (ξ) or u (ξ) = P0−1 (−iξ) g (ξ) . By Plancherel theorem the inequality ∧ 2 ∧ 2 g (t)2W s (R;H) = ξ s g (ξ) + As g (ξ) 2 L2 (R;H)
L2 (R;H)
≤ const,
(72)
(73)
80
Rovshan Z. Humbataliyev
should be fulfilled. On the other hand, from (72) we have 2 ∧ 2 u (t)2W 2n+s = ξ 2n+s u (ξ)L2 + A2n+s u (ξ) = 2 L2 2 2 ∧ ∧ 2n+s −1 −1 2n+s = ξ P0 (−iξ) g (ξ) + A P0 (−iξ) g (ξ) ≤ (74) L2 L2 2 2 2 2n −1 ∧ 2 ∧ ≤ sup ξ P0 (−iξ) ξ s g (ξ) + sup A2n P0−1 (−iξ) As g (ξ) . L2
ξ∈R
L2
ξ∈R
In turn, at ξ ∈ R 2n −1 A P0 (−iξ) ≤ sup σ 2n (−iξ − σ)−n (−iξ + σ)−n = σ∈σ(A)
2n 2 σ2 n 2 −n = sup σ (ξ + σ ) ≤ sup ξ2 +σ2 < 1
(75)
σ>0
σ∈σ(A)
and 2n −1 ξ p0 (−iξ) ≤ sup ξ 2n (−iξ − σ)−n (−iξ + σ)−n = σ∈σ(A) 2 n 2n 2 −n = sup ξ (ξ + σ 2 ) ≤ sup ξ2ξ+σ2 ≤ 1.
(76)
σ>0
σ∈σ(A)
Allowing for inequalities (75) and (76) in (74) we get ∧ 2 ∧ 2 u (t)2W 2n+s ≤ ξ s g (ξ) + As g (ξ) = g (t)2W s , 2 2 L2
(77)
L2
i.e. u (t) ∈ W22n+s (R; H). Evidently 1 u (t) = √ 2π
∞
∧
P0−1 (−iξ) g (ξ) dξ
−∞
satisfies the equation P0 (d/dt) u (t) = g (t) almost everywhere in R. Further it follows from Banach theorem that this mapping, i.e. the mapping P0 (d/dt) u (t) = g (t) is an isomorphism. The lemma is proved.
j = 1, 2n − 1 Lemma 1.2. Let the operators Bj = Aj A−j , Dj = As Aj A−(j+s) j = 1, 2n − 1 . Then the be bounded in H, i.e. Aj ∈ L (Hj H) ∩ (Hj+s , Hs ) operator P1 (d/dt) defined by equality (71) is bounded from W22n+s (R; H) to W2s (R; H).
81
On the existence of solution of boundary value problems
Proof. Since u (t) ∈ W22n+s (R; H), then the inequality 2 2 2n−1 2n−1 2 (j+s) s j P1 (d/dt) u (t)W s = A2n−j u + A A2n−j u ≤ 2 j=1 j=1 L2 (R;H) L2 (R;H) 2n−1 A2n−j A−(2n−j) A2n−j u(j+s) 2 ≤ 2n + L2
j=1
2n−1 2 As A2n−j A−(2n−j) A2n−j u(j+s) ≤ +2n L2 j=1
≤ 2n
2n−1
−(2n−j) 2 s −(2n+s−j) 2 A A2n−j A max A2n−j A ×
j=1
2 2 × A2n+s−j u(j) L2 + A2n−j u(j+s) L2 ,
(78)
holds. Then it follows from the theorem on intermediate derivatives that 2n+s−j (j) 2 A u L2 ≤ Kj u2W 2n+s , 2
2n−j (j+s) 2 A ≤ Kj u2 2n+s , u W L2 2
where the number Kj > 0, Kj+s > 0. Allowing for these inequalities in (78), we complete the proof the lemma. From lemmas 1.1 and 1.2 we get Corollary.The operator P (d/dt) defined by equation (38), by fulfilling conditions of lemma 1.2 is bounded from the space W22n+s (R; H) to W2s (R; H). Lemma 1.3.The operator A2n−j dtjj is a bounded operator from the space W22n+s (R; H) d
to W2s (R; H) and it holds the exact inequality 2n−j (j) A u (t) W s(R;H) ≤ dn2n,j p0 (d/dt) u (t)W s (R;H) , 2
2
where d2n,j =
j 2ni 2n−j 2n−j 2n 2n
Proof. Consider in
2n 2n+s W2
, j = 1, 2n − 1.
(R; H) the functional
Ej (u, β) = P0 u2W s − β A2n−j u(j) (t) W s , 2
2
j = 1, 2n − 1
82
Rovshan Z. Humbataliyev
where β ∈ 0; d−n 2n,j . Then ds 2 2n+s−j (j) 2 2 s u L2 − Ej (u; β) = dt s P0 (d/dt) u L + A P0 (d/dt) uL2 − β A 2 2 2 2n−j (j+s) 2 ∧ ∧ s s = u u (−iξ) A −β A (ξ) (ξ) u P (−iξ) + P (−iξ) − 0 0 L2 L2 L2 j+s 2n−j ∧ 2 2n+s−j j ∧ 2 u (ξ) = ξ u (ξ) + ξ A −β A , L2 L2
∧
.∞ ∧ 2n (ξ 2s E + A2s ) (ξ 2 E + A2 ) − βξ 2j A4−2j u (ξ) , u (ξ) dξ ≡ = −∞
.∞ ∧ ∧ ≡ Pj (β; ξ; A) u (ξ) , u (ξ) dξ −∞j
(79) where 1 2 2n Pj (β; ξ; A) = (ξ 2s + μ2s ) (ξ 2 + μ2 ) − βξ 2j μ4n−2j = 3 4 . 2j 2n+s t = (ξ 2 + μ2 ) 1 − βsup (t2 +1) > (ξ 2 + μ2 ) 1 − βd−n 2n 2n,j > 0
(80)
t>0
It follows from the spectral theory of self- adjoint operators that at ξ ∈ R and β ∈ 0; d−n 2n,j Pj (β; −iξ; A) > 0 Thus, it follows from equation (79) that at ξ ∈ R and β ∈ 0; d−n 2n,j the equality 2 Ej (u; β) ≡ P0 (d/dt) u2W s (R;H) − β A2n−j u(j+s) W s (R;H) > 0, 2
2
j = 1, 2n − 1
holds. Going over to the limit at β → d−2n 2n,j we get 2n−j (j) A u
W2s
≤ dn2n,j P0 (d/dt) uW s , 2
j = 1, 2n − 1.
(81)
The exactness of inequality (81) is proved similar to the paper [1]. Thus, lemma 1.3 is proved.
1.3. The basic theorem Now prove the basic theorem.
83
On the existence of solution of boundary value problems
Theorem 1.1. Let A be a positive definite self-adjoint operator, the operators Bj = Aj A−j , Dj = As Aj A−(j+s) j = 1, 2n − 1 be bounded in H, i.e. Aj ∈ L (Hj H) ∩ (Hj+s, Hs ) j = 1, 2n − 1 and the inequality α=
2n−1
max{B2n−j , D2n−j }d−n 2n,j < 1,
(82)
j=1
hold. Then equation (69) have a unique regular solution u (t) ∈ W22n+s (R; H) at any f (t) ∈ W22s (R; H) and the inequality uW 2n+s (R;H) ≤ constf W s(R;H) 2
(83)
2
hold. Proof. It follows from lemma 1.1 that the operator is an isomorphism P0 (d/dt):W22n+s (R; H) → W2s (R; H). Write equation (69) in the form P0 (d/dt) u (t) + P1 (d/dt) u (t) = f (t)
(84)
Denote by P0 (d/dt) u (t) = υ (t). Then equation (84) has the form υ + P1 P0−1υ = f Show that P1 P0−1 W s (R;H)→W s(R;H) < 1. Evidently 2
2
2n−1 P1 P −1υ s = P1 u s < A2n−j u(j) s ≤ 0 W W W 2
≤
2
j=1
2
2n−1
1/2 A2n−j u(j+s) 2 + As A2n−j u(j) 2 ≤ L2 L2
j=1
≤
2n−1
# $ max A2n−j H2n−j →H A2n−j H2n+s−j →H ×
j=1
2 2 1/2 = × A2n+s−j u(j) L2 + A2n−j u(j+s) L2
84
Rovshan Z. Humbataliyev
=
2n−1
max{B2n−j , D2n−j } A2n−j u(j) W s . 2
j=1
But from lemma 1.3 and the last inequality it follows that 2n−1 P1 P0−1 υ s ≤ {B2n−j , D2n−j }d−n 2n,j < 1. W 2
j=1
Thus, the operator E + P1 P0−1 is invertible in the spaceW2s . Then −1 υ = E + P1 P0−1 f, and −1 u = P0−1 E + P1 P0−1 f. On the other hand υW 2n+s (R;H) 2
−1 −1 −1 ≤ P0 W s→W 2n+s E + P1 P0 2
The theorem is proved.
2
W2s →W2s
f W s ≤ constf W s 2
2
85
On the existence of solution of boundary value problems
§3.2. On smooth solution of boundary value problem for a class of operator- differential equations of high order 2.1. Introduction and problem statement. “‘Let H be a separable Hilbert space, A be a positive- definite self- adjoint operator in H. By Hγ denote a scale of Hilbert spaces generated by the operators A, i.e. Hγ = D (Aγ ), (x, y)γ = (Aγ x, Aγ y), (x, y) ∈ D (Aγ ). By L2 (R+ ; H) we denote a Hilbert space of vector- functions determined R+ = (0, +∞) strongly measurable and quadratically integrable by Bochner with square, moreover ⎛ f L2 (R;H) = ⎝
∞
⎞1/2 f 2H dt⎠
< ∞.
−0
Following [2] we determine a Hilbert space W2l
W2l (R+ ; H) = u/u(l) ∈ L2 (R+ ; H) , Al u ∈ L2 (R+ ; H) with norm uW l (R+ ;H) 2
1/2 (l) 2 l 2 = A u L2 (R+ ;H) + u L2 (R+ ;H) ,
l = 1, 2, ...
Let’s consider the following boundary value problem n 2n−1 d d2 2 u(t) + A2n−j u(j) (t) = f (t), t ∈ R+ , (85) P u(t) = − 2 + A dt dt j=1 u(ν) (0) = 0,
ν = 0, n − 1,
(86)
moreover f (t) ∈ W2s (R+ ; H), u (t) ∈ W2n+s (R+ ; H), where s ≥ 1 is a natural j = 1, 2m − 1 are linear in the space H. number, Aj 2.2. Some auxiliary facts. Denote by d2n,j =
j 2n
2ni
2n − j 2n
2n−j 2n ,
j = 1, 2n − 1,
(87)
86
Rovshan Z. Humbataliyev
and consider for β ∈ 0; d−2n 2n,j the following operator pencils
2n Pj (λ; β; A) = −λ2 E + A2 − β (iλ)2n A4−2j (iλ)2s E + A2s .
(88)
As is known, the pencil Pj (λ; β; A) has no on operaturm an imaginary axis and we can represent it in the form Pj (λ; β; A) = Fj (λ; β; A) Fj (−λ; β; A) where Fj (λ; β; A) = (λE − w1 A) ... (λE − wn+s A) , j = 1, n + s. Indeed, for ξ ∈ R = (−∞, +∞) and μ ∈ σ (λ) the
Rewj < 0,
characteristic polynomial Pj (iξ; β; μ) is of the form
2 2 2n 2j 4n−2j ξ 2s + μ2s = Pj (iξ; β; A) − ξ + μ − βξ μ 1 2 ξ 2j μ4−2j = (ξ + μ ) (ξ + μ ) 1 − β (ξ2 +μ2 )2n > (ξ 2 + μ2 ) (ξ 2s + μ2s ) × 3 4 η2j × 1 − βsup (1+η2 )2n . 2
2
2s
2s
η>0
Let’s consider the function f (η) =
η 2j , (1 + η 2 )2n
η > 0.
Obviously, it follows from the equation f (η) = 0 that 2jη 2j−1 (η 2 + 1)
2n
−
2η2η (1 + η)2n−1 η 2j = 0, i.e. j (1 + η 2 ) − 2nη 2 = 0 or η 2 = j (2n − j). Then
1/2 j the function f (η) takes its maximal value at the point η = 2n−j . Thus j
j
j ( 2n−j ) ( 2nj ) fmax (η) = 2n − 2n = j 2n 1+ 2n−j ) ( ( 2n−j ) 2n j 2nj 2n 2n−j 2n−j 2n = d2n = 2n,j . 2n 2n
Therefore for β ∈ 0; d−2n 2n,j 2μ 2s ξ + μ2s 1 − βd2n Pj (iξ; β; A) = ξ 2 + μ2 2n,j > 0.
87
On the existence of solution of boundary value problems
Thus, it follows from the spectral expansion of A that Pj (iξ; β; A) > 0 for ξ ∈ R. On the other hand, a characteristic polynomial 2 1 2n Pj (λ; β; μ) = (iλ)2s + μ2s (−λ2 + μ2 ) − β (iλ)2j μ4−2j = 2 1 s , 5 2n = (λ − ξq μ) (−λ − ξq μ) (−λ2 + μ2 ) − β (iλ)2j μ4−2j , q=1
where Reξq < 0
q = 1, s , moreover ξq is a root of equation (−1)s λs +1 = 0.
Denote 2n − β (iλ)2j μ4−2j , φj (λ; β; μ) = −λ2 + μ2
j = 1, 2n − 1.
and the roots of the Then, obviously φj (iξ; β; μ) > 0 for β ∈ 0; d−2n 2n,j equation φj (λ; β; μ) = 0 are of the form λj = μwj j = 1, 2n . On the other hand, if λj = μwj , a root of equation φj (λ; β; μ) = 0 is located symmetric with respect to a real axis and origin of coordinates. Hence it follows that if j = 1, n then Rewj < 0
φj (λ; β; μ) =
n ( j=1
(λ − wj μ)
n (
(−λ − wj μ).
j=1
Thus
ψj (λ; β; μ) =
n ( j=1
(λ − ξq μ)
n ( j=1
(λ − wj μ) =
n (
(λ − wj μ),
w0 = −1
j=1
It follows from the spectral expansion of the operator A that
Pj (λ; β; A) = ψj (λ; β; A) ψj (−λ; β; A) ,
(89)
moreover ψj (λ; β; A) =
s ( q=1
n n+s ( (λ − ξq A) (λE − wj A) = αj (β) λj An + 1 − j, j=1
j=0
(90)
88
Rovshan Z. Humbataliyev
where all αj (β) are real, L0 (β) = 1, αn (β) = 1. Lemma 2.1.The Cauchy problem ⎧ ⎪ ⎪ ⎨ ψj (d/dt; β; A) u (t) = 0
u(ν) (0) = 0, ν = 0, n − 1 , ⎪ ⎪ ⎩ u(ν) (0) = A−(2n−ν−1/2) ϕ ν
(91)
for all ϕν ∈ H has a unique solution from the space W2n+s (R+ ; H). Proof. Obviously ξq = ξp
(q = p). Further, we prove that the roots of the
equation, ψj (λ; β; A) = 0 (μ ∈ σ (A))are prime. It suffices to prove that for j 2j 4−2j 2 2 2n β ∈ 0; d−2n =0 2n,j all the roots of the equation (−λ + μ ) − β (−1) λ μ are prime. Really
−λ2 + μ2
2n
= β (−1)j λ2j μ4n−2j
2n−1 2n −λ2 + μ2 = β (−1)j λ2j−1 μ4n−2j Since β = 0, then β (−1)j λ2j μ4n−2j = (−1)j+1 β 2j−2
j 4n−2j 2 μ −λ + μ2 . 2n
Hence, for β = 0 we have λ2 = −
j μ2 . 2n − j
Substituting this expression into the first equation, we have 2j 2n j j j j 2 2 μ +μ = β (−1) (−1) μ4n−2j μ2j ⇒ β = d−2n 2n,j . 2n − j 2n − j Thus, ψj (d/dt; β; A) = 0 has a general solution of the form
u (t) =
n+s
eτj tA cj ,
cj ∈ H2n+s−1/2 ,
j=1
where τ1 = ξ1 , τ2 = ξ2 , ..., τs = ξs , τs+1 = w1 , ..., τs+n = wn . Here we assume the initial conditions u(ν) (0) = 0,
ν = 0, n − 1 and u(ν) (0) = A2n−ν−1/2 ϕν we
get a system of equations n+s j=1
τjν Aν cj = ξν,
89
On the existence of solution of boundary value problems
where ξν = 0, ν = 0, n − 1: ξν = A2n+s−ν−1/2 ϕν , ν = n, 2n + s − 1 or n+s
τjν cj = A−ν ξν,
ν = 0, 2n + s − 1.
j=1
Having solved this system we easily get the vector cj . The lemma is proved. Corollary. The coefficients of the polynomial ψj (λ; β; A) satisty the following conditions ⎧ m ⎪ ⎪ ∞ ⎨ C2n , m = j A˜m (β) = αm+ν,j (β) αm−ν,j (β) = −β, m = j ⎪ ⎪ ν=−∞ ⎩ C m − β, m = 0, 2n − 1, 2n
where m C2n =
(2n − 1) (2n − 2) ... (2n − m + 1) . m!
The proof of this corollary follows from the expansion (89) by comparing the coefficients of the same degress of λ. Lemma 2.2.For all u (t) ∈ W22n+s (R+ ; H) it holds the equality 2n 2n 2 2 , , A˜q A2n−q+s u(q) L2 (R+ ;H) + A˜l A2n−l u(l+s) L2 (R+ ;H) − P0 u (t)2W s(R+ ;H) = 2
q=0
l=0
˜ ϕ) ˜ n2n+s where (Q0 ϕ, ⎛ ⎜ ⎜ ⎜ ⎜ ⎜ ⎜ ⎜ Q0 = ⎜ ⎜ ⎜ ⎜ ⎜ ⎜ ⎜ ⎝
0 Pj,r
=
⎞
⎛
s
⎟ ⎜ 0... 0 0... 0 0 ⎟ ⎜ 0...0 ⎟ ⎜ 0 ⎟ ⎜ 0... 0 0... 0 ⎟ ⎜ ................................. ⎟ ⎜ ................................. 0 0 0 P2n,2 ...P2n,2n 0...0 ⎟ P2n,1 ⎟+⎜ 0 0 0 ⎟ ⎜ 0 P1,1 ... P1,2n−1 P1,2n ⎜ 0... 0 0... 0 0...0 ⎟ ⎜ ⎟ ⎜ 0... 0 0 0 0 P2,1 ... P2,2n−1 P2,2n ⎟ ⎜ ⎟ ⎜ .................................... ⎟ ⎝ .................................... ⎠ 0 0... 0 0...0 0 0 0 ... P2n,2n−1 P2n,2n 0... 0 P2n,2 s 0 P1,1 0 P2,1
∞ ν=−∞
0 0 P1,2 ...P1,2n 0 0 P2,2 ...P2,2n
0...0
(−1)ν θj+ν θr−ν−1 ,
1 ≤ r ≤ j ≤ n;
0 0 Pj,r = Pr,j ,
1≤j≤r≤n
⎞ ⎟ ⎟ ⎟ ⎟ ⎟ ⎟ ⎟ ⎟ ⎟ ⎟ ⎟ ⎟ ⎟ ⎠
90
Rovshan Z. Humbataliyev
A˜q =
∞
ν
(−1) θq+ν θq−ν ,
θq =
ν=−∞
Cnm ,
q = 2m
0,
q = 2m
Proof. Let u (t) ∈ W22n+s (R+ ; H).Then, obviously 2 n 2 n s d2 d2 2 2 (s) = A − 2 + A u + − 2 + A u = dt dt
P0 u2W s 2
L2
L2
2 2 n n q 2n−2q+s (q) q 2n−2q (2q+s) Cn A u + Cn A u = = q=0
L2
q=0
L2
2 2 2n 2n = Qq A2n−2q+s u(q) + Qq A2n−2q u(q+s) , q=0
L2
where
θq =
q=0
(92)
L2
Cnm ,
q = 2m, m = 0, n
0,
q = 2m
.
On the other, using the results of the paper [1] we have 2 2n 2n 2 2n−2q+s (q) A˜q A2n−2q+s u(q) L2 − (R0 ϕ˜0 , ϕ˜0 )H 2n , Qq A u = q=0
q=0
L2
2 2n 2n 2 2n−2q (q+s) Q A u = A˜q A2n−2q u(q+s) L2 − (R0 ϕ˜s , ϕ˜s )H 2n q q=0
q=0
L2
where
H
2n
= H ⊕ ... ⊕ H , 2n
R0 = p0j,r ,
A˜q =
∞
(−1)ν θq−ν θq+ν
(θs = 0, s < 0, s > 2n) ,
ν=−∞
1 ≤ j ≤ r ≤ 2n,
ϕ˜0 = A2n−ν−1/2+s u(ν) (0) ,
ν = 0, 2n − 1,
91
On the existence of solution of boundary value problems
ϕ˜s = A2n−ν−1/2+s u(ν+s) (0) ,
ν = 0, 2n − 1.
Thus we proved the lemma and u (t) ∈ W22n+s (R+ ; H) it holds the Lemma 3.2.For all β ∈ 0; d−2n 2n,j inequality ˜ ϕ) ˜ H 2n+s = ψ (d/dt; β; A) u (t)2W s + (Qj (β) ϕ, 2n−j2 (j) 2 2 u s = P0 u s − β A W2
(93)
W2
where Qj (β) = Mj (β) − Q0 , Mj (β) = (mj,r (β))2n+s j,r=1 , mj,r (β) = mr,j (β), j ≤ r and Q0 is determined from lemma 3.2. Proof of this lemma follows from simple calculations used in the paper [2], definition of A˜j (β) and corollary of lemma 3.2. It holds Theorem 3.1.The operator P0 , determined in the form n ◦ d2 2 2n+s u (t) , u (t) ∈ W2 (R+ ; H) P0 u (t) = P0 (d/dt) u (t) ≡ − 2 + A dt ◦ 2n+s
realzies an isomorphism between the spaces W 2
(R+ ; H) and W2s (R+ ; H).
◦ 2n+s
Proof. Let’s consider the equation P0 u = 0, W 2
d2 − 2 + A2 dt
u(ν) (0) = 0,
(R+ ; H), i.e.
n u (t) = 0,
(94)
ν = 0, n − 1.
(95)
Obviously, equation (94) has a general solution in the form u0 (t) − e−tA ξ0 + tAξ1 + ... + tn−1 An−1 ξn−1 ,
ξ0 , ..., ξn−1 ∈ H2n+s−1/2 .
It follows from condition (95) that ξν = 0, ν = 0, n − 1, i.e. u0 (t) = 0. On the other hand, it is easy to see that a theorem on intermediate derivatives [2] yield
92
Rovshan Z. Humbataliyev
P0 u2W s 2
2 2n m 2n−m (m) = C2n A u m=0
≤ constu2W s . 2
W2s
Now, let’s show that the equation P0 u = f is solvable for all f (t) ∈ W2s (R+ ; H), u (t) ∈ W22n+s (R+ ; H). As first we consider the equation n d2 2 P0 (d/dt) u˜ (t) = − 2 + A u˜ (t) = f˜ (t) , dt
t ∈ R = (−∞, +∞) ,
(96)
where f˜ (t) =
f (t) ,
t>0
0,
t≤0
Show that equation (96) has the solution u˜ (t) ∈ W22n+s (R+ ; H) that satisfies it for all t ∈ R. Really, by means of the Fourier transformation we get 1 u˜ (t) = 2π
∞
ξ 2 E 2 + A2
−n ∧ f˜ (ξ) eiξt dξ,
t ∈ R.
−∞
Obviously
˜ u2W 2n+s 2
2 ∧ (2n+s) 2 2n+s 2 2n+s + A (−iξ) = u˜ + u ˜ (s) = u ˜ (ξ) L2 L2 L2
∧ 2 s˜ ξ f (ξ) + H→H
2 −n 2 + A2n+s u˜ (s) L2 ≤ sup ξ 2n ξ 2E + A2 ξ∈R
L2
∧ 2 s˜ A f (ξ) . H→H
−n 2 +sup A2n ξ 2 E + A2 ξ∈R
On the other hand, for ξ ∈ R
l2
(97)
93
On the existence of solution of boundary value problems
2n 2 2n 2 2 −n 2 −n = sup ξ ξ + μ ≤1 ξ ξ E + A μ∈σ(A)
and 2n 2 2n 2 2 −n 2 −n = sup μ ξ + μ ≤1 A ξ E + A μ∈σ(A)
Therefore, it follows from inequality (97) that
˜ u2W 2n+s (R;H) 2
∧ 2 ∧ 2 2 s˜ s˜ = ξ f (ξ) + A f (ξ) = f˜ 2s W2 (R;H) L2
L2
Consequently u˜ (t) ∈ W22n+s (R+ ; H). Denote contraction of u˜ (t) in R+ = [0, ∞) by υ (t). Then, obviously υ (t) ∈ W22n+s (R+ ; H). Now, let’s look for the solution of the equation n d2 2 P0 u (t) = − 2 + A u (t) = f (t) , dt
t ∈ R+
in the form u (t) = υ (t) + e−tA ξ0 + tAξ1 + ... + tn−1 An−1 ξn−1 , where ξ0 , ..., ξn−1 ∈ H2n+s−1/2 . Hence we can easily find in a unique way all ξk ,
k = 0, n − 1 from the initial conditions u(ν) (0) = 0, ν = 0, n − 1. ◦ 2n+s
Since the mapping W 2 (R+ ; H) → W22s (R+ ; H) is continuous and one- toone, then it follows from the Banach theorem that there exists the inverse ◦ 2n+s
P0−1 : W2s (R+ ; H) →W 2
(R+ ; H). The theorem is proved.
3.3. The basic result It follows from the theorem on intermediate derivatives [2] that for u (t) ∈ W22n+s (R+ ; H) 2n−j (j) 2 A u (t)
W2s (R+ ;H)
≤ constu2W 2n+s (R+ ;H) . 2
94
Rovshan Z. Humbataliyev
On the other hand, it follows from theorem 3.1. that the norms P0 uW 2n+s (R;H) ◦ 2n+s
2
and uW 2n+s (R;H) are equivalent on the space W 2 2
(R+ ; H) i.e.
c1 uW 2n+s ≤ P0 uW 2s ≤ c2 uW 2n+s ,
(c1 , c2 > 0) .
2
2
2
Then the theorem on intermediate derivatives [2] gives that the following numbers ◦ (s)
N j (R+ ; H) =
sup
◦ 2n 0=u(t)∈W 2 (R+ ;H)
2n−j (j) u (t) A
W2s (R+ ;H)
p0 u−1 W s (R+ ;H) , 2
j = 1, 2n − 1
◦ (s)
are finite. Now, let’s prove a theorem on finding the numbers N j (R+ ; H), j = 1, 2n − 1. Theorem 3.2.It holds the equality ⎧ ⎨ dn if det Q β; {ν}n−1 = 0, β ∈ 0, d−2n (s) ◦ 2n,j 2n,j ν=0 . N j (R+ ; H) = −1/2 ⎩ μ◦ in the contrary case , 2n,j n−1 is a matrix obtained from Q (β) by rejecting the first n where Q R; {ν}ν=0 ◦ −1/2 rows and columns, and μ2n,j is the least root of the equation det Q β; {ν}n−1 ν=0 = 0 from the interval 0, d−2n 2n,j . Proof. In the previous section the proved that in the space W22n+s (R+ ; H) the numbers ◦ (s)
N j (R; H) =
sup 0=u(t)∈W22n+s (R;H)
2n−j (j) n A u W s(R;H) p0 u−1 W 2s (R;H) = d2n,j . 2
2
Then, obviously, in the space ◦ 2n+s
W2
R+ ; H; 0, 2n + s − 1 =
# = u/u ∈ W22n+s (R+ ; H) , u(ν) (0) = 0,
ν = 0, 2n + s − 1
the numbers ◦ (s)
n N j (R+ ; H; 0, 2n + s − 1) = d2n,j
$
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On the existence of solution of boundary value problems ◦ (s)
Really, if N j = dn2n,j then for ∀ε > 0 we can find such a finite function υε (t) ∈ W22n+s (R+ ; H)that υε (t) = 0, |t| > 0 (ε > 0) therefore A2n−j υ (j) 2 2s P0 (d/dt) υε 2W 2s (R+ ;H) − d−2 < ε. ε 2n,j + ε W (R+ ;H) 2
2
◦ 2n+s
Then assuming υ˜ε (t) = υε (t − 2N ) ∈W 2
R+ ; H; 0, 2n − 1 we see that
2n−j (j) 2 A P0 (d/dt) υ˜ε 2W 2s (R+ ;H) − d−2n υ˜ε W s < ε, 2n,j + ε 2
2
(98)
follows from the last inequality. On the other hand, it follows from lemma 3.3. ◦ 2n+s
that for all u ∈W 2
it holds
2 P0 (d/dt) u2W 2s (R+ ;H) ≥ β A2n−j u(j) W s(R+ ;H) 2
2
Passing to limit as β → d−2n 2n,j from the last inequality we get ◦ (s)
Nj
R+ ; H; 0, 2n + s − 1 > d−n 2n,j .
(99)
It follows from (98) and (99) that ◦ (s)
−n N j (R+ ; H) = d2n,j ◦ 2n+s
Since W 2
(100)
◦ 2n+s (R+ ; H) obviously R+ ; H; 0, 2n + s − 1 ⊂W 2
◦ (s)
◦ (s)
−n N j (R+ ; H) ≥ d2n,j =N j
R+ ; H; 0, 2n + s − 1 .
Further, it follows from lemma 3.3 and equality (93), that n−1 Q β; {ν}ν=0 ϕ, ˜ ϕ˜ H 2n+s > 0, then 2 n−1 ψ (d/dt; β; A) u2W s + Q β; {ν}ν=0 ϕ, ˜ ϕ˜ H 2n+s = P0 u2W s − β A2n−j u(j) W s > 0. 2
2
2
Passing to limit at the first part of the last relation w have that for all ◦ 2n+s
u ∈W 2
(R+ ; H) it holds the inequality 2n−j (j) A u
W2s (R+ ;H)
2 ≤ d−n 2n,j P0 uW s (R+ ;H) , 2
96
Rovshan Z. Humbataliyev
i.e.
◦ (s)
◦ (s)
−n −n N j (R+ ; H) ≤ d2n,j . But since N j (R+ ; H) ≥ d2n,j then hence it follows ◦ (s) n−1 > 0 for β ∈ 0, d−2n that Nj (R+ ; H) = d−n 2n,j if Q β; {ν}0 2n,j . On the other (s) −2 ◦ (s) ◦ −n ∈ 0; d−2n hand obviously, N j (R+ ; H) ≥ d2n,j therefore N j (R+ ; H) 2n,j . −2 ◦ (s) Show that for β ∈ 0; N j (R+ ; H)
Q β; {ν}0n−1 > 0.
◦ (s) Really, for β ∈ 0; N j (R+ ; H) ψ
(d/dt; β; A) u2W s 2
+ Q β; {ν}n−1 ϕ, ˜ ϕ ˜ ν=0
−2
H 2n+s
≥
P0 u2W s 2
1−β
◦ (s) Nj
−2 (R+ ; H) > 0.
Then, applying lemma 3.1 we get that for the solution of the Cauchy problem for all ϕ˜ it holds the inequality Q β; {ν}n−1 ˜ ϕ˜ > 0, ν=0 ϕ,
◦ (s) i.e. for β ∈ 0; N j (R+ ; H)
−2
> 0. Thus the matrix Q β; {ν}n−1 ν=0
n−1 n−1 −2n N j (R+ ; H) = d2n,j if Q β; {ν}ν=0 > 0 and this means that det Q β; {ν}ν=0 = −n > 0 for all β ∈ 0, d2n,j , then 0. On the other hand, if Q β; {ν}n−1 ν=0 ◦ (s) ◦ (s) −n (R+ ; H) < d−2n Nj N j (R+ ; H) ∈ d2n,j . Then for 2n,j therefore ◦ (s)
β∈
◦ (s)
Nj
−2
(R+ ; H)
; d−2n 2n,j
◦ (s)
from the definition of the number N j (R+ ; H)
it follows that there exists such wβ (t) vector-function that P0 (d/dt) wβ 2W s 2
2n−j (j) 2 < β A wβ s . W2
Then, it follows from lemma 3.3. that for β ∈
◦ (s)
N j (R+ ; H)
˜ ϕ˜ < 0. ψ (d/dt; β; A) wβ 2W s + Q β; {ν}n−1 ν=0 ϕ, 2
−2
; d−2n 2n,j
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On the existence of solution of boundary value problems
Consequently, for β ∈
◦ (s)
−2
N j (R+ ; H)
; d−2n 2n,j
Q β; {ν}n−1 ˜β , ϕ˜β < 0. ν=0 ϕ
◦ (s) Nj
−2
Thus, the λ1 (β) least eigen value changes its sign for β0 = (R+ ; H) . Since this point is the last root of the equation det Q β; {ν}n−1 ν=0 = 0, the theorem is proved. Now, let’s formulate a theorem on solvability of the problem (85), (86). Theorem 3.3. Let A be a self-adjoint positive- definite operator, the operators Bj = Aj A−j and Dj = As Aj A−(j+s) j = 1, 2n − 1 be bounded in H and it hold the inequality α=
2n−1
◦ (s) max B2n−j ; D2n−j N j (R+ ; H) < 1
j=1 ◦ (s)
where the numbers N j are defined from theorem 3.2. Then for any t ∈ R+ there exists a vector-function u (t) ∈ W22n+s (R; H) that satisfies the equation (85) for all f (t) ∈ W22s (R; H) and boundary conditions in the sense of convergence
lim u(ν) 2n+s−ν−1/2 = 0, ν = 0, n − 1 t→0
and it holds the inequality uW 2n+s (R+ ;H) ≤ const f W s (R+ ;H) . 2
2
The proof of this theorem word by word repeats the proof of the theorem from the previous section and we don’t cite it here. References
1. Mirzoyev S.S. The problems of the theory of solvability of boundary value problems for operator differential equations in a Hilbert space and related spectral problems. The author’s thesis for doctor’s dissertation. BSU, 1994, 32p.
98
Rovshan Z. Humbataliyev
2. Lions J.-L., Majenes E. Inhomogeneous boundary value problems and their applications. M; “Mir”, 1971, 371 p. 3. Humbataliyev R.Z. On the conditions of existence of smooth solutions for a class of operator-differential equations on the whole axis. Transactions of NAS of Azerb., v.XXIII, No 1, pp.59-66, 2003.
