Green’s Function of the Cauchy Problem for Equations with Dissipative Parabolicity, Negative Genus, and Variable Coefficients
Abstract
Green’s function of the Cauchy problem is constructed by the method of successive approximations, and its main properties are studied for a new class of linear differential equations with dissipative parabolicity and negative genus, whose coefficients are bounded, continuous in time, and infinitely differentiable by the spatial variable of the function. This class covers Shilov parabolic equations, as well as the class of the Zhitomirskii parabolic Shilov-type equations with variable coefficients and negative genus, and successfully complements the Petrovsky class of parabolic equations.
1. Introduction
Unlike the 2b-parabolic Petrovsky equations with partial derivatives, in Shilov parabolic equations, the order p may no longer coincide with the parabolicity index h, which causes the effect of “parabolic dissipation” measured by special characteristics of the equation—its genus μ [1, 2]: 1 − (p − h) ≤ μ ≤ 1.
Another anomalous phenomenon of equations with dissipative parabolicity is their parabolic instability in relation to changing coefficients, even those with zero derivative. Hou-Sin noted this in the article [4]; here, he also gives an example of a parabolically unstable system.
The study of the Cauchy problem for the Shilov parabolic equations was carried out in many research papers. In particular, the classes of uniqueness and correctness of this problem are described in [2]. Properties of the solutions’ stabilization under special Λ-conditions were studied in [5, 6]. In [7], the principle of solution localization on the initial hyperplane is established. Abstract theory of the Cauchy problem in Banach spaces is developed in [8, 9]. The question of correct solvability of the Cauchy problem for equations with inhomogeneity is studied in [10]. The nonlocal Cauchy problem with impulse action is studied in [11, 12].
The presence of parabolic dissipation in the equation significantly complicates the process of its study, particularly in spreading a number of well-known results of the classical theory of the Cauchy problem for Petrovsky parabolic equations [13–15]. The problem of developing the classical theory of boundary value problems, in particular, the Cauchy problem for equations with variable coefficients, is still open. The first results in this direction were obtained by Zhitomirskii back in the 1950s [3], who singled out a class of equations that are parabolically resistant to the changes in their coefficients and established the correct solvability of the Cauchy problem in the class of bounded equations with finite smoothness functions. The Zhitomirskii class generalizes and extends the Shilov class of equations with constant coefficients; however, Zhitomirskii’s research was conducted only in the case of time-independent coefficients, while the solution of the Cauchy problem was constructed by the method of successive approximations without using Green’s function of the problem. Note that the presence of Green’s function enables to obtain more general results, so the construction of this function is important.
This paper deals with a general class of linear differential equations with dissipative parabolicity, negative genus, and smooth bounded variable coefficients, which naturally extends the well-known Zhitomirskii class and generalizes the Shilov class. For this class, Green’s function of the Cauchy problem (hereinafter GFCP) is constructed by the method of successive approximations and its properties are studied based on it. The obtained results are important for the development of the classical theory of the Cauchy problem for equations with dissipative parabolicity and variable coefficients.
The method of researching GFCP for equations with variable coefficients is developed in [16–18].
2. Preliminary Information
Suppose is the real space of dimension n with a scalar product (⋅, ⋅) and the norm , is the complex space, and is the set of all n-dimensional multi-indices; , l > 0, ; λ≔1/(1 − μ/h) and γ≔1/(h − μ). We will also need sets and .
- (1)
Coefficients a0,k(t) and a1,k(x; t) of equation (2) on the set Π[0; T] are complex-valued functions that are continuous by the variable t, infinitely differentiable by the variable x, and are bounded together with their derivatives.
- (2)
The order p1 of the group of junior members of equation (2) is less than h: p1 < h.
Let us formulate the following statement.
Theorem 1 (see [20].)Let equation (4) be an {p, h}-parabolic one with genus μ < 0, and let α ≥ 0 and l ≥ 0 be such randomly fixed numbers that (αh − l)μ ≥ αh and l ≤ 1 + αh; then
It should be noted that Zhitomirskii estimates (1) for the case μ < 0 follow directly from (10) for α = 0, q = 0, and l = 0.
Corollary 2 (see [20].)For {p, h}-parabolic equation (4) with genus μ < 0, there exist such positive constants c, B, and δ that for all , , τ ∈ [0; T), and t ∈ (τ; T] the estimate
Definition 3 (see [21].)We call function Z defined on the set a GFCP for equation (3) if Z as a function (x; t) satisfies equation (3) on the set Π(τ; T], τ ∈ [0; T), and the boundary relation
The task is to construct the function Z for equation (3) and study its main properties. For that, the following estimates [15] will be needed:
These estimates are performed for all , 0 ≤ τ < β < t ≤ T, and ε ∈ (0; 1), while the value of cε depends only on ε.
3. Method of Successive Approximations
Estimates of the derivatives of the function obtained in [20] allow us to construct the GFCP for equation (2) with genus μ < 0 according to the scheme developed in [21] for the case of nonnegative genus μ.
To determine the convergence of the series (20) and to substantiate the correctness of the previously performed transformations, first the properties of repeated kernels Kl should be studied.
Now the expression is to be estimated.
Now we continue finding estimates of the expression suitable for establishing the differentiability of the function Φ by spatial variables.
These estimates are correct for all , , t ∈ (τ; T], and τ ∈ (0; T].
The fixed estimates of the derivatives of repeated kernels enable to formulate the following auxiliary statement.
Lemma 4. The functional series (20) absolutely coincides on the set . Its sum Φ(x, t; ξ, τ) on this set is an infinitely differentiable function for spatial variables x and ξ for which the following estimates are correct:
Proof. Using estimates (38), (41), and (45), as well as the equality
Hence, we get the absolute convergence of the series (20) on the set .
Now we shall arbitrarily fix the point (x0; ξ0) from and consider the sphere of radius δ > 0 centered at this point. For the infinite differentiability of the function Φ at the point (x0; ξ0), with fixed t ∈ (τ; T] and τ ∈ (0; T], it is sufficient to establish uniform convergence in of the formally differentiated series (20): . However, this convergence becomes obvious if we consider estimates (38), (41), and (45).
Then, using estimates (38), (41), and (45) once again, we obtain the following estimates for and :
Therefore, the fulfillment of estimate (46) is established.
In a similar way, using the corresponding estimates (34), (41), and (44), we assure ourselves of the correctness of estimate (47).
Corollary 5. The integral equation (18) has the solution Φ.
We also note that the statements of Lemma 4 together with estimate (12) provide for all the absolute convergence of the integral that defines the potential W from equality (16). Thus, the function Z(x, t; ξ, τ) is correctly defined by formula (16) on the entire set .
The following statement is correct.
Theorem 6. The function Z(x, t; ξ, τ) on the set is infinitely differentiable by spatial variables ξ and x, and the following holds for its derivatives:
Proof. The problem of differentiability of the function Z by spatial variables is a problem about the possibility of differentiation by these variables under the sign of the integral in the volume potential W. To ensure this possibility, it is enough to establish uniform convergence of the integral
Using the relation
This estimate ensures the uniform convergence of the integral I∗ with respect to the variables x and ξ, and hence the infinite differentiability by these variables of the function Z on the set .
As for statement (51), it becomes obvious if we take into account estimates (12) and (54) and the inequality
A simple analysis of the proof of the previous theorem convinces of the correctness of such a conclusion.
Corollary 7. The equality
4. Properties of the Volume Potential in relation to the Time Variable
The following auxiliary statements are important when studying the properties of the function Z(x, t; ξ, τ) with respect to the variables t and τ.
Lemma 8. The function Φ(x, t; ξ, τ) is uniformly continuous with respect to by the variable t on the set (τ; T] for each fixed τ ∈ (0; T], and the following inequality is correct:
Proof. It is enough to substantiate the correctness of the estimate (57), from which the indicated uniform continuity of the function Φ becomes obvious.
Taking into account the absolute convergence of the series (20), for , t > τ, we obtain the following relation:
The common term of the series from the previous inequality should be estimated. We denote by ω0(⋅) the common modulus of continuity for the variable t of the coefficients of equation (2) and set
Further, we shall use the following relations:
They are correct for all 0 ≤ τ < t ≤ T, 0 < |ζ| < (t − τ)/2 and θ ∈ (0; 1].
We shall first consider the case ζ > 0. Directly from the differentiability by t of the function and Lagrange mean value theorem (intermediate point theorem), we arrive at the following representation:
Hence, taking into account the boundedness and continuity of the coefficients of equation (2) and inequality (12) and the fact that is a solution of equation (4), for 0 < ζ < (t − τ)/2, , we obtain the following estimate:
Next, taking into account the structure of repeated kernels Kl, we obtain the inequality
Using estimates (15) and (38), we find that
According to the representation (61) and the inequalities (12), (15), and (38), we obtain estimates
Therefore, there exists such a positive constant δ that for and ε ∈ (0; 1) there is a value with which for all 0 < ζ < (t − τ)/2 and the estimate
This estimate ensures the existence of such positive constants c0, δ0 and numbers l0 that for and 0 < ζ < (t − τ)/2, the following inequality holds true:
Hence, using (12), (62), and (63), as well as the limitation and continuity of the coefficients of equation (2), and thinking in a similar way to obtaining the estimate (45), we arrive at the following estimate:
In conclusion, we note that the obtained estimates (68)–(70) for a positive ζ ensure the fulfillment of inequality (57).
In the case of ζ < 0, inequality (57) is established in a similar way.
Lemma 9. The function
Proof. Directly from estimate
Using the fact that the function is a solution of equation (4), the limitation and continuity of the coefficients of this equation, and Lagrange mean value theorem and the formula for integration by parts, we obtain the following estimate:
Hence, taking into account the inequalities (12), (15), and (46), for 0 < |ζ| < (t − β)/2, , and β ∈ (τ; t), 0 ≤ τ < t ≤ T, we obtain the estimate
Therefore, the function is continuously differentiable by the variable t on the set (β; T] for each fixed τ ∈ [0; T), β ∈ (τ; T), x, and .
Further, using the representation
These estimates guarantee the continuity of the function with respect to the parameter β on the interval (τ; t).
We should now prove the fulfillment of the limit equality (72). For this, we will use the fact that belongs to the space as a convolution of the elements of this space because and
Let
Taking into account the equality and the properties of the operator F, we come to the conclusion that to prove the boundary relation (72), it is sufficient to determine the fulfillment of the relation
-
(I) For each fixed , t ∈ (τ; T], and τ ∈ [0; T), the relation
() -
is fulfilled (here we are talking about a uniform direction with respect to η on each compact ).
-
(II) , 0 < (t − β) ≪ 1, , |q| ≤ p:
Since
The first boundary relation with (84) is obvious.
According to Lemma 8 statement, for all and , we have the following estimates:
Therefore, the second boundary relation from (84) also holds.
Thus, the fulfillment of statement (I) is established.
Further, according to inequality (46), for all , , τ ∈ [0, T), t ∈ (τ; T], and , we find the following estimate:
Therefore, statement (II) is also fulfilled.
Lemma 10. The volume potential W is a differentiable function by the variable t on (τ; T] such that
Proof. Let us use the definition of the derivative:
It is necessary to prove the existence of this limit. However, the specified limit will exist if the corresponding one-sided limits I+ and I− are equal to each other:
First, we check if there exists the boundary I+. For this, we will use the following representation:
Hence, according to the statement of Lemma 9 and the average value of the integral, we arrive at the following ratios:
Thus, taking into account the continuity of the derivative by the variable t (see Lemma 9), as well as the equality (74), to prove the correctness of
To do this, we estimate the integrand from the left side of this equality. Using the equality (74) and the fact that is a solution of equation (4) again, as well as estimates (73), (12), and (46), highlighting everywhere the dependence on ζ, we obtain the following estimate:
The obtained estimate characterizes the uniform convergence of the integral from the left side of the equality (95) and ensures the fulfillment of this equality.
Therefore, the right-hand limit I+ exists, and
In a similar way, using the representation
5. Green’s Function of the Cauchy Problem
We formulate the main result in the form of the following statement.
Proof. Taking into account that is a solution of equation (4) and taking into account equality (18), Lemma 10, and Corollary 7, for all , τ ∈ [0, T), and (x; t) ∈ Π(τ, 0], we obtain the correctness of such transformations:
Therefore, the function Z(x, t; ξ, τ), as a function of the variables (x; t) on the set Π(τ, T], is an ordinary solution of equation (2) at each fixed point (τ; ξ) ∈ Π(τ, T].
Now we make sure that the boundary relation
Since is the GFCP, then the following relation is correct:
Therefore, to prove statement (100), it is sufficient to establish the following boundary relation:
By analogy to establishing estimate (2.47) from [21], we arrive at the existence of a constant c0 such that for all β ∈ [τ; t], 0 ≤ τ < t ≤ T, and , the estimate
Using the estimates (12), (103) and the corresponding Fubini theorem, we obtain the following estimates:
In this way, we come to the implementation of the ratio (102).
Finally, we note that the order p1 of the group of junior members of the equations considered by Zhitomirskii in [3] when μ < 0 satisfies condition
6. Conclusions
The class of differential equations (2) with dissipative parabolicity and negative genus considered in the paper is quite wide. It unifies and significantly expands the known classes of Shilov and Zhitomirskii parabolic equations with genus μ < 0. The parabolic stability of such equations with respect to the change of the junior coefficients and the estimate (12) of the parametric are sufficient to ensure the convergence of the process of successive approximations of the construction of the classical GFCP Z. Also, these conditions made it possible to find out the necessary smoothness of the function Z(x, t; ξ, τ) in a traditional way and to substantiate its property of δ-similarity with respect to t.
Estimates (51) of the derivatives of Z obtained here allow us to draw an important conclusion that even in the case of the negative genus μ, the GFCP Z has the typical exponential behavior for parabolic equations with respect to the spatial variable x.
The presence of GFCP Z allows us to successfully solve a number of important problems of the classical theory of the Cauchy problem for equation (2). In particular, to find sets of initial data of the Cauchy problem with which it will be correctly solved, to study the properties of the solutions of this problem, and to solve certain optimization problems for the equations (2).
Disclosure
This study was part of the employment at Chernivtsi National University.
Conflicts of Interest
The authors declare that they have no conflicts of interest.
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Data Availability
The data used in the research to support the findings of this study are purely bibliographic and from scientific publications, which are included in the article with their respective citations.