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MIXED PROBLEM FOR A 1D INHOMOGENEOUS WAVE EQUATION AT TWO COSTANT VELOCITIES WITH NONSTATIONARY CHARACTERISTIC OBLUQUE DERIVATIVES IN THE BOUNDARY MODES
СМЕШАННАЯ ЗАДАЧА ДЛЯ ОДНОМЕРНОГО НЕОДНОРОДНОГО ВОЛНОВОГО УРАВНЕНИЯ ПРИ ДВУХ ПОСТОЯННЫХ СКОРОСТЯХ С НЕСТАЦИОНАРНЫМИ ХАРАКТЕРИСТИЧЕСКИМИ КОСЫМИ ПРОИЗВОДНЫМИ В ГРАНИЧНЫХ УСЛОВИЯХ
Ломовцев Фёдор Егорович
д-р физ.-мат. наук, профессор кафедры интеллектуальных методов моделирования, профессор, Белорусский государственный университет,
Беларусь, г. Минск
Устилко Екатерина Валерьевна
аспирант кафедры интеллектуальных методов моделирования, Белорусский государственный университет,
Беларусь, г. Минск
ABSTRACT
The unique and stable classical (twice continuously differentiable) solutions of the linear mixed problem for the one-dimensional two-velocities inhomogeneous wave equation with constant coefficients at the characteristic first skew derivatives in non-stationary boundary modes of a bounded string are found in explicit form. The non-stationarity of the skew derivatives is indicated by the time dependence of their coefficients. Boundary regimes for all values of time, the characteristic oblique derivatives are directed along one of the two critical characteristics of the wave equation. A Hadamard correctness criterion is derived from the necessary and sufficient smoothness requirements and agreement conditions of the boundary data with the initial data and the right-hand side of the wave equation. A global correctness theorem for this characteristic mixed problem, in which the longer the string oscillation time, the higher the smoothness requirements and the more matching conditions its input data.
АННОТАЦИЯ
Найдены в явном виде единственные и устойчивые классические (дважды непрерывно дифференцируемые) решения линейной смешанной задачи для одномерного двухскоростного неоднородного волнового уравнения с постоянными коэффициентами при характеристических первых косых производных в нестационарных граничных режимах ограниченной струны. На нестационарность косых производных указывает зависимость их коэффициентов от времени. В граничных режимах для всех значений времени характеристические косые производные направлены вдоль одной из двух критических характеристик волнового уравнения. Выведен критерий корректности по Адамару из необходимых и достаточных требований гладкости и условий согласования граничных данных с начальными данными и правой частью волнового уравнения. Доказана глобальная теорема корректности этой характеристической смешанной задачи, в которой чем больше время колебаний струны, тем выше требования гладкости и больше условий согласования ее входных данных.
Keywords: Mixed problem, Characteristic first derivatives, Classical solution, Correctness criterion, Smoothness requirement, Global correctness theorem.
Ключевые слова: Смешанная задача, характеристическая первая производная, классическое решение, критерий корректности, условия гладкости, глобальная теорема корректности.
I. Introduction
In this paper, using F.E. Lomovtsev’s method of auxiliary mixed problems for wave equations on the semi-axis, a unique and stable classical solution of a linear mixed problem for a two-velocity (for
) inhomogeneous (for
) wave equation with constant coefficients at the characteristic oblique derivatives in non-stationary boundary modes is found in explicit form. A correctness criterion (according to Hadamard) is also established: the existence, uniqueness and stability of the classical (twice continuously differentiable) solution of this characteristic mixed problem. The non-stationarity of the oblique derivatives means that the time dependence of their coefficients, and the characteristic property of the oblique derivatives is their direction along one of the two critical characteristics of the wave equation for all values of time. The correctness criterion consists of necessary and sufficient smoothness requirements and matching conditions for the problem data of the mixed problem (the right-hand side of the equation, the initial and boundary data), which guarantee its unique and stable solvability everywhere with respect to the problem data. In the present work, complete, final results of the study of the characteristic mixed problem in the case of a bounded string are obtained for classical solutions. We call theorems of correctness of mixed problems with necessary and sufficient smoothness requirements and matching conditions global. We obtained the minimum possible necessary (obligatory) conditions on the initial, boundary data and the right-hand side of the correctness criterion, which are sufficient for its Hadamard well-posedness, using the conditions proposed by E.V. Ustilko of new criterion values
of the initial data and
of the right-hand side of the wave equation in [1], (see Remark 1). The uniqueness of the correctness criteria (according to Hadamard) of global theorems lies in the fact that the input data of mixed problems for the oscillation equations of bounded strings are not explicitly continued outside the sets of their initial assignment, and sufficient assumptions on these data are simultaneously necessary, which guarantee their unambiguous and stable solvability everywhere. To justify the uniqueness of classical solutions and the need for correctness criteria, the input data of such mixed problems always admit smooth continuations from the half-strip of the plane to the first quarter of the plane without additional restrictions on these data (see Remark 3). In the works of other domestic and foreign authors, there are no global correctness theorems with correctness criteria (according to Hadamard) for all real-valued initial, boundary data and right-hand sides of wave equations of mixed (initial-boundary) problems and, especially, for non-stationary characteristic boundary regimes. In our works, in addition to proofs of global correctness theorems for mixed problems, explicit formulas for their classical (twice continuously differentiable) solutions are also derived. Sufficient conditions for the existence of a unique classical solution to a similar characteristic mixed problem for the simplest single-velocity (at
) homogeneous (at
) oscillation equation of a semi-bounded string were obtained in the article [2]. For the first time in this article, it was shown that a mixed problem with non-characteristic and characteristic oblique derivatives in the boundary regime has different classical (twice continuously differentiable) solutions and sufficient correctness conditions for the initial and boundary data. The characteristic oblique derivative in the boundary regime for a semi-bounded string causes higher smoothness and more matching conditions the initial and boundary data. Using special piecewise-smooth right-expanding continuations of the initial data from the segment
to the segments
, the characteristic mixed problem was solved in [3]. Moreover, it turned out that in the case of a bounded string, for example, in the mixed problem from [3] for the simplest single-velocity homogeneous oscillation equation with a characteristic oblique derivative at the left and a boundary condition of the first kind at the right ends, the smoothness of the solutions and, consequently, the initial data of this problem increases with increasing oscillation time.
The global correctness theorem for a mixed problem for the simplest single-velocity (at
) inhomogeneous (at
) oscillation equation of a bounded string with non-characteristic oblique derivatives in the boundary conditions was first proved in the dissertation of E.N. Novikov [4] in Theorem 2.2, pp. 62–77. A global correctness theorem for a similar mixed problem for the simplest single-velocity inhomogeneous oscillation equation of a bounded string with characteristic oblique derivatives in boundary conditions was obtained in an article [5]. In these two works, the method of auxiliary mixed problems for wave equations on the half-line by F.E. Lomovtsev was also used, which does not require explicit continuations of the initial data outside the sets specified in the statements of the main mixed problems.
I.S. Lomov constructed a generalized solution to the mixed problem for an inhomogeneous telegraph equation with complex-valued potential
the right-hand side of the equation and the initial displacement at zero initial velocity and two-point boundary conditions [6]. In the general case, this equation does not allow separation of variables. The series of the formal solution may diverge. It continues the right-hand side of the equation and the initial displacement in a special way to the entire real line. Following the recommendations of L. Euler, to find the sum of the series of I.S. Lomov first uses the axiom of permutation in a series of integration and summation operations, and then presents a generalized solution in the form of a series that converges absolutely and uniformly with an exponential rate. He calls a generalized solution a function that satisfies the boundary and initial conditions in the usual sense, and the telegraph equation is almost everywhere. If the wave equations and boundary conditions allow separation of independent variables, then this technique is also used to solve mixed problems in the well-known separation method of variables (Fourier method) [7]. In our characteristic mixed problem (1)–(3) with non-stationary oblique derivatives, the independent variables
and
are not separated. There are more efficient methods than the Fourier method for explicitly solving mixed problems. Almost classical (generalized) solutions of a simple mixed problem with boundary conditions of the first kind for the string vibrations equation with one variable coefficient
are sought in the work of V.S. Rykhlov [8]. The Riemann formulas of explicit classical (twice continuously differentiable) solutions with correctness criteria (necessary and sufficient conditions) of the first and second mixed problems for a single-velocity telegraph equation with all variable coefficients are derived in articles [9] and [10], respectively. Riemann solved only the Cauchy problem for hyperbolic equations.
In the works [3, 7, 8, 11] and the works of other authors, there are no complete correctness criteria for Hadamard (necessary and sufficient smoothness requirements and matching conditions for the consistency of the right-hand sides of the equations, initial and boundary data) even in the case of non-characteristic mixed problems for the oscillation equations of a bounded string in the set of classical (twice continuously differentiable) solutions. In global Theorem 2 of this paper, we derive and prove a correctness criterion with formulas for classical solutions of the characteristic mixed problem (1)–(3).
2. The main characteristic mixed problem for the inhomogeneous oscillation equation of a bounded string with non-stationary characteristic first derivatives at the ends
The following characteristic mixed problem is investigated:
(1)
(2)
(3)
where the initial data of the mixed problem
,
,
,
are given real functions of their variables
are coefficients of the boundary conditions
,
are real functions of variable
and constant wave velocities
We denote partial derivatives of the corresponding orders of functions by subscripts with respect to the specified variables. The first partial derivative
with respect to the time variable
in the boundary conditions (3) denotes the action of dynamic forces at the ends
and
strings. The mixed problem (1)–(3) is characteristic, because in the boundary conditions (3) for
and
for all
the oblique derivatives from the first partial derivatives
and
are directed along the characteristics
of equation (1).
Definition 1. We will call the classical solution of the characteristic mixed problem (1)–(3) in a half-strip of the plane
a twice continuously differentiable function
satisfying equation (1) at the interior points
of the set
and initial conditions (2) and boundary conditions (3) in the sense of the limits of the corresponding differential expressions of the values
at the interior points
for
for all specified boundary points
of the set ![]()
It is required to find classical solutions
and establish a correctness criterion according to Hadamard, i.e. necessary and sufficient conditions on the problem data
for the characteristic mixed problem (1)–(3) on
to have a unique solution, continuous in ![]()
To solve problem (1)–(3) using the method of auxiliary mixed problems for a semi-bounded string, the upper half-strip
we replace the time-expanding set of closed rectangles
where
Then we divide these rectangles
into smaller rectangles
with height
The resulting rectangles are divided by characteristics into the following three triangles:
![]()
![]()
![]()
![]()
At the first stage of proof, solutions and correctness conditions of the main mixed problems for the org are derivedlimited segment
in the first rectangle
by narrowing the solutions and correctness conditions of the auxiliary mixed problems to the corresponding two trapezoids of the rectangle
. At the second stage, recurrent formulas for solutions and correctness conditions of the main mixed problems for the limited segment
in the remaining rectangles
are constructed and their proof is carried out by the method of mathematical induction.
3. Auxiliary characteristic mixed problem
The classical solution and the well-posedness criterion of problem (1)–(3) can be derived from the classical solution and the correctness criterion of the auxiliary mixed problem in the first quadrant of the plane
:
(4)
(5)
(6)
where the coefficients
,
are
times continuously differentiable real functions of the variable
, the input data of the mixed problem
,
,
,
are given real functions of the variables
and constant wave velocities
In the boundary mode (6) the first oblique derivative is directed along the critical characteristic
of equation (4) for ![]()
We denote by
the set of all
times continuously differentiable functions on the subset
of the plane
.
Definition 2. A smooth solution from the class of functions
of the auxiliary mixed problem (4)–(6) on
is a function
,
satisfying equation (4) in the usual sense on
and the initial conditions (5) and the boundary regime (6) in the sense of the limits of the corresponding differential expressions of its values
at the interior points
for
for all boundary points
of the set
specified in them.
It is required to find smooth solutions
explicitly and establish a correctness criterion by Hadamard, i.e. necessary and sufficient conditions on the input data
so that the mixed problem (4)–(6) on
has a unique smooth solution
, continuous in
.
Equation (4) in the plane
of variables
has two different families of characteristics:
![]()
To solve the inhomogeneous equation (4) on
, a particular classical solution
on
is used, given by the formulas

![]()

(7)
Using a modified characteristic method, the following theorem was proved in [1].
Theorem 1. Let in the boundary regime (6) the coefficients
, ![]()
In order for the characteristic mixed problem (4)–(6) in
to have a unique and stable in
solution
, it is necessary and sufficient that the following smoothness requirements be satisfied
(8)
![]()
(9)
matching conditions
(10)
![]()
(11)
![]()

(12)
and integral smoothness requirements
(13)

(14)

(15)
where all partial derivatives of
and
up to and including order
must be continuous on the characteristic
Then the smooth solution
of the mixed problem (4)–(6) in
is the function
(16)


(17)
The article [1] defines the following criterial values of the initial data
and the right-hand side
under the matching conditions (12) of Theorem 1 for the auxiliary characteristic mixed problem (4)–(6).
Definition 3. Finite real numbers
values of derivatives of order
of functions
from (9) for
under the matching conditions (12) for
are called the criterion values of the characteristic mixed problem (4)–(6) on
, respectively, for the initial data
and the right-hand side
of the equation.
Example 1. Let the coefficients and input data in the mixed problem (4)–(6) be the following values
![]()
Then for the Cauchy problem (4), (5) with initial displacements
on the set
, according to formula (16) of Theorem 1, we obviously have smooth solutions
![]()
In the case of characteristic boundary conditions (6), when solving the mixed problem (4)–(6) on the set
, we have following solutions for smoother initial displacements
and smoother boundary data
using formula (17) of Theorem 1

because the function
at
is equal to
In this case, on
, there exist smooth first partial derivatives of the solutions
at
![]()
![]()
Therefore, for these solutions
the boundary regime (6) is satisfied
![]()

The resulting identity
is then extended by limiting with respect to
and
to all initial displacements
with the additional smoothness requirement
from (9) of Theorem 1 and boundary data ![]()
Here it is important to say right away that for all less smooth data
the solutions
from (17) of the mixed problem (4)–(6) on the set
are smooth, i.e.
due to the smoothness
from the additional smoothness requirements (9).
Remark 1. With the criterion values
E.V. Ustilko from [1] simplifies the notation of the matching conditions for
times continuously differentiable solutions of our auxiliary characteristic mixed problem (4)–(6). The disadvantage of these criterion values is that they also contain smooth partial derivatives of lower orders of the initial data and the right-hand side of the equation, the existence of which is beyond doubt. This disadvantage is absent in the above-mentioned article with T.S. Tochko [5], where other criterion values
for
for
proposed by F.E. Lomovtsev for the single-speed wave equation with
. These criterion values contain partial derivatives of the initial data and the right-hand side of the wave equation of only higher orders and terms of dubious smoothness caused by the characteristic nature of the oblique derivative in the boundary condition (18) of the article [5]. For example, in it the criterial values
are the limits of the corresponding sums of partial derivatives of orders
only for
Remark 2.3 in [5] states that for
for all even
the criterial values
are

where
and the symbol
denotes the value of the derivative with respect to the vector
at
of the sums of partial derivatives of orders
of the function
satisfying the smoothness requirements (16), (17) of the article [5]. In this article, T.S. Tochko derived the compatibility conditions (6) with her functions
for even
and odd
from (7), and also proved her auxiliary theorem 2.1.
Remark 2. The authors of the article [1] checked the validity of the matching conditions (10)–(12) and the classical solutions (16), (17) from the above formulated theorem 1 on a personal computer in the Wolfram Mathematica computer algebra system.
4. Correctness criterion for the main characteristic mixed problem
We will prove the global correctness theorem for the mixed problem (1)–(3) using the auxiliary mixed problem (4)–(6). The theorem uses particular classical solutions
of the non-homogeneous two-speed (
) of wave equation (1)


and the following functions
![]()

Theorem 2. Let in the boundary regimes (3) the real coefficients
,
In order for the characteristic mixed problem (1)–(3) in
had a unique and stable classical solution
for the problem data
,
,
,
,
necessary and sufficient requirements must be met:
(18)
(19)
(20)

(21)

(22)
![]()
(23)
![]()
(24)
![]()


(25)
By this solution
of the mixed problem (1)–(3) on
is the function

(26)


(27)



(28)
Here
are restrictions of the solution
respectively to triangles
with recurrent initial data:
![]()
![]()
(29)
Proof. At the first step of mathematical induction we find the formulas for the solution, necessary and sufficient conditions for its existence, stability and uniqueness in the rectangle
for problem (1)–(3).
For
formulas (26), (27) coincide with the restrictions to the trapezoid
, respectively, of formulas (16) , (17) for
and
. Necessary and sufficient conditions (18)–(25) for
coincide with conditions (8)–(15) for
and
from Theorem 1 for
and ![]()
Smoothness requirements (18)–(22) for
ensure twice continuous differentiability of the function
in the triangles
and
. In turn, the matching conditions (23)–(25) for
guarantee the continuity of the function
itself and its first and second partial derivatives on the common side of the triangles
and
, which is located on the critical characteristic
.
To find the classical solution of the original problem consisting of equation (1), initial conditions (2), and the second boundary condition at
from (3) in the trapezoid
, we make a change of variable
:
(30)
(31)
[
(32)
The resulting mixed problem (30)–(32) is equivalent to the original problem (1)–(3) for the new function
with new problem data:
,
. The trapezoid
consists of two triangles
The formula for the unique and a stable classical solution
and the correctness criterion of problem (30)–(32) are obtained from Theorem 1, for
,
, using the problem data specified above. We also replace
with
and
with
.
As a result of these substitutions from formula (16) for triangle
we find the function
(33)
In the resulting formula, we return to the original data
from the data
and make the inverse substitution
. After performing these actions, the function presented in formula (33) becomes a function
of the form (26) for
. Projecting formula (17) onto the triangle
with
,
,
and replacing
with
and
with
, we similarly obtain the function




which by replacing
with
and
is reduced to a function
of the form (28) for ![]()
If in the restriction of the integral smoothness requirements (13)–(15) for
on the trapezoid
for problem (30)–(32) take
instead of
then after the transition from
to
and the change of variable
they are transformed into the integral smoothness requirements (20)–(22) for
on the trapezoid ![]()
In the problem (30)–(32) on the trapezoid
for
the matching conditions (10)–(12) for
and
as a result of the change of variable
and the transition from
to
obviously become the matching conditions (23)–(25) for ![]()
Therefore, the equality of the functions
on
obtained above, together with the smoothness requirements (18)–(22) and the matching conditions (23)–(25) for
indicate the twice continuous differentiability of the functions
and
not only in the triangles
and
but also on their common side, which is on the characteristic
Thus, Theorem 2 is valid in the rectangle
.
At the next stage of the proof of the Theorem 2 using the method of mathematical induction, we assume that Theorem 2 is valid in the rectangle
Then we will show its validity on the rectangle ![]()
In Theorem 2 on rectangles
, the smoothness of the classical solution
from (26)–(28) changes
together with the smoothness of the recurrent initial data
from (29), the right-hand side
of the equation and the boundary data
from (18). Therefore, under the agreement conditions (25) of Theorem 2, according to Theorem 1 with Definition 3 on
there exist finite real criterial values
of the characteristic mixed problem (1)–(3) on
These criterial values
are the values of the derivatives with respect to
of order
from functions
from (19) of Theorem 2 for
.
The mixed problem (1)–(3) in the rectangle
for the function
by changing the variable
is reduced to the next mixed problem for the function
(34)
(35)
(36)
in the rectangle
with the right-hand side
of the equation and boundary data
![]()
![]()
By the hypothesis of mathematical induction, there exists a unique and stable classical solution
of the auxiliary mixed problem (34)–(36) in
for
, given by formulas (26)–(28) from Theorem 2 for
and with
instead of ![]()

(37)


(38)


(39)
In formulas (37)–(39) we perform the reverse transition from
,
to
for
and make the inverse substitution
As a result, we obtain formulas (26)–(28) for ![]()
Formulas (37)–(39) for
and with the variable
instead of the variable
, define a twice continuously differentiable function
with respect to
and
on the rectangle
by the induction hypothesis, due to the twice continuous differentiability of
in
, and also smoothness of the initial data
and
, which are expressed in (29) through the function
Considering the sufficient smoothness of the replacement
we conclude from here that formulas (26)–(28) for
from Theorem 2 also give a twice continuously differentiable function
with respect to
and
on the rectangle ![]()
Necessary and sufficient requirements for smoothness and consistency (18)–(25) for
from Theorem 2 for the mixed problem (1)–(3) in
are easily derived by replacing
from the necessary and sufficient requirements of smoothness and consistency (18)–(25) for
and with the variable
instead of the variable
for the mixed problem (34)–(36) in
.
It remains to verify that functions (26)–(28) are twice continuously differentiable for
on the common side
of rectangles
and
On the common side
of these rectangles the equalities are obviously true
(40)
for all
Differentiating these equalities (40) the appropriate number of times with respect to
and
using equation (1), we obtain the values of the partial derivatives
![]()
![]()
![]()
![]()
From these equalities we conclude that functions (26)–(28) are twice continuously differentiable on the common side
of rectangles
and
Theorem 2 is proved.
Remark 3. The uniqueness of classical solutions and the necessity of correctness criteria for our mixed problem (1)–(3) require a proof of the possibility of smooth continuations of its classical solutions outside the upper half-strip of the plane
without additional restrictions on the right-hand side of the equation, initial and boundary data. It is illustrated by the example of the first mixed problem at the end of the article [12]. In the mixed problem (1)–(3) of this paper, the rectangles
for
become a half-strip
of the first quarter of the plane
Therefore, we need continuations of its initial data with
on
for which the unique solutions of our auxiliary mixed problem (4)–(6) belong to the sets
There are infinitely many such smooth extensions of the right-hand side
to
and initial data
for
. For example, to have smooth continuations
of the right-hand side
of the wave equation (1) from
to the first quadrant plane
it is sufficient to first smoothly continue the values
along
to some half-strip
of points
for
to functions from
by the method of continuation by reflection and then by cutting off an infinitely differentiable function to functions
from [11], pp. 24–31. Thus, in Theorem 2, our new continuation in the form of a recurrence of the initial data and the right-hand side along the positive time coordinate
axis in the explicit formulas of solutions is preferable to any continuation of the initial data and the right-hand side of the equation along the
axis.
Remark 4. The authors of this article checked the validity of the matching conditions (23)–(25) and classical solutions (26)–(28) of the proven Theorem 2 on a personal computer in the Wolfram Mathematica computer algebra system.
Corollary 1. If the right-hand side
in
depends only on
or
and
then the assertion of Theorem 2 is valid without the integral smoothness requirements (20)–(22).
Proof. When the right-hand side
in
depends only on
or
then in Theorem 2 the integral smoothness requirements (20)–(22) are satisfied. This is proven by replacing the integration variables in the same way as in Corollary 5 of the article [13].
Corollary 2. If the hight-hand side
of the equation (1) in
depends on
and
then under the smoothness conditions (20)–(22) of Theorem 2, the membership of expressions with integrals of the function
in the sets
is equivalent to their membership in the sets
or
, respectively, for
and
Here
and
are sets of
times continuously differentiable functions with respect to
or continuous functions with respect to
and continuous functions with respect to
or
times continuously differentiable functions with respect to
on
.
Proof. The proof of our Сorollary 2 is similar to the proof of Сorollary 6 in the above-mentioned article [13].
5. Conclusion. In this paper, explicit formulas (26)–(28) of the unique and stable classical solution
are derived without continuations along the
axis of the initial data and the right-hand sides of the wave equation of the mixed problem (1)–(3) with time-dependent real coefficients in the boundary condition (3) with characteristic first oblique derivatives at the ends of a bounded string. For the unique and stable everywhere solvability of this mixed problem, necessary and sufficient smoothness requirements (18)–(22) are found for the right-hand side
of the equation, the initial data
and the boundary data
and the agreement conditions (23)–(25) of the boundary conditions (3) with the initial conditions (2) and equation (1). The advantage of the method of auxiliary mixed problems is the projection of their results onto rectangles and the continuation of the input data of mixed problems along the positive time coordinate
axis. They are preferable to traditional periodic and any other continuations of the initial data and right-hand sides of the wave equations along the
axis.
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