STABILITY OF BOUNDARY-VALUE PROBLEMS FOR THIRD-ORDER PARTIAL DIFFERENTIAL EQUATIONS

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Electronic Journal of Differential Equations, Vol. 217 (217), No. 53, pp. 1 11. ISSN: 172-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu STABILITY OF BOUNDARY-VALUE PROBLEMS FOR THIRD-ORDER PARTIAL DIFFERENTIAL EQUATIONS ALLABEREN ASHYRALYEV, KHEIREDDINE BELAKROUM, ASSIA GUEZANE-LAKOUD Communicated by Ludmila S. Pulkina Abstract. We consider a boundary-value problem for the third-order partial differential equation d 3 u(t) dt 3 + Au(t) = f(t), < t < 1, u() = ϕ, u(1) = ψ, u (1) = ξ in a Hilbert space H with a self-adjoint positive definite operator A. Using the operator approach, we establish stability estimates for the solution of the boundary value problem. We study three types of boundary value problems and obtain stability estimates for the solution of these problems. 1. Introduction Boundary value problems for third order partial differential equation have been considered in fields of sciences and engineering, such as modern physics, chemical diffusion and mechanic fluids. The well-posedness of various boundary-value problems for partial differential and difference equations has been studied extensively by many researchers 1, 2, 3, 16, 18, 19, 2, 22, 23, 25 and the references therein. The following boundary-value problem for a third order partial differential equation with three points boundary condition is studied in 23, c 3 u(x, t) t 3 + x ( a(x, t), u(x, t) x ) = f(x, t), u(x, t)dx =, t, T, c < 1, T >, u u(x, ) =, (x, ) =, (x, T ) =, x, 1, t t2 where a(x, t) and its derivatives satisfy the condition < a < a(x, t) < a 1, (a(x, t)) x b, and f(x, t) is given smooth function in, 1, T, It was obtained the approximate solution of the considered problem, the authors established a bounded linear operator and an orthogonal basis to use the reproducing kernel space method, numerical results are also given. 2 u 21 Mathematics Subject Classification. 35G15, 47A62. Key words and phrases. Stability; boundary value problem; Hilbert space; third order partial differential equation; self-adjoint positive definite operator. c 217 Texas State University. Submitted December 14, 216. Published February 21, 217. 1

2 A. ASHYRALYEV, KH. BELAKROUM, A. GUEZANE-LAKOUD EJDE-217/53 There are several methods for solving partial differential equations. For instance, the method of operator as a tool for investigation of the stability of partial differential equation in Hilbert and Banach space has been systematically devoted by several authors (see for example 4, 5, 6, 7, 8, 1, 11, 12, 14, 15, 17, 21, 24 and the references therein). In this article we consider the boundary-value problem for third-order partial differential equation d 3 u(t) dt 3 + Au(t) = f(t), < t < 1, u() = ϕ, u(1) = ψ, u (1) = ξ (1.1) in a Hilbert space H with a self-adjoint positive definite operator A δi, where δ >. We are interested in the stability of the solution of problem (1.1). A function u(t) is a solution of problem (1.1) if the following conditions are satisfied: (i) u(t) is thrice continuously differentiable on the interval (, 1) and continuously differentiable on the segment, 1. The derivatives at the end points of the segment are understood as the appropriate unilateral derivatives. (ii) The element u(t) belongs to D(A) for all t, 1, and function Au(t) is continuous on the segment, 1. (iii) u(t) satisfies the equation and boundary conditions (1.1). The outline of this article is as follows. In Section 2 the main theorem on stability of problem (1.1) is established. Section 3 proves the stability estimates for the solution of three problems for partial differential equations of third order in t. Conclusion presents in Section 4. 2. Main theorem on stability Let us prove some lemmas needed in the sequel. Lemma 2.1 (15). For t the following estimate holds exp{±ita 1/3 } H H 1. (2.1) Lemma 2.2 (6). The operator defined by the formula has a bounded inverse T = 1 and = 1 3 {I (ae (1+a)B + āe (1+ā)B )} Here a = 1 2 + i 3 2, ā = 1 2 i 3 2, B = A1/3. 3 T H H. (2.2) (3/2)δ1/3 1 2e Lemma 2.3. Suppose that ϕ D(A), ψ D(A), ξ D(A) and f(t) is continuously differentiable on, 1. Then there is unique solution of problem (1.1)

EJDE-217/53 STABILITY OF THIRD-ORDER PARTIAL DIERENTIAL EQUATIONS 3 and u(t) = e Bt u() + 1 1 + a B 1 (e (1 t)b e (a+t)b )(u (1) + Bu(1)) + 1 a ā B 2 { 1 1 + a (e (1 t)ab e (a+t)b ) 1 + a (e (1 t)āb e (ā+t)b )}(u (1) + ābu (1) ab 2 u(1)) a ā B 2 t 1 1 + a (e (t s)b e (t+sa)b ) f(s)ds, 1 + a (e (t s)b e (t+sa)b ) where { u (1) = T B 2 e B u() + 1 1 + a B(I e (a+1)b )(u (1) + Bu(1)) + 1 { 1 a ā 1 + a (a2 I e (a+1)b ) 1 + a (a2 I e (ā+1)b ) } (ābu (1) ab 2 u(1)) a ā B 1 e (1+a)B e (1+a)B 1 + a (e (a+1)b I) + 1 1 + a (e (a+1)b I) f(1) a ā B 2 1 1 + a (I e (a+1)b ) 1 + a (I e (a+1)ab ) f (1) 1 a ā 1 + a (e (1 s)b e (sa+1)b ) } 1 + a (e (1 s)b e (sa+1)b ) f(s)ds. (2.3) (2.4) Proof. Obviously, it can be written as the equivalent boundary-value problem for the system of first order differential equations du(t) + Bu(t) = v(t), u() = ϕ, u(1) = ψ, dt dv(t) abv(t) = w(t), u (1) = ξ, dt dw(t) ābw(t) = f(t), < t < 1. dt Integrating these equations, we can write w(t) = e (1 t)āb w(1) v(t) = e (1 t)ab v(1) u(t) = e Bt u() + t t t Applying system of equations (2.5), we obtain v(1) = u (1) + Bu(1), e (s t)āb f(s)ds, e (p t)ab w(p)dp, e (t p)b v(p)dp. w(1) = v (1) abv(1) = u (1) + ābu (1) ab 2 u(1). (2.5) (2.6)

4 A. ASHYRALYEV, KH. BELAKROUM, A. GUEZANE-LAKOUD EJDE-217/53 Then, we have w(t) = e (1 t)āb u (1) + ābu (1) ab 2 u(1) Using formulas (2.6), (2.7), we obtain t e (s t)āb f(s)ds. (2.7) v(t) = 1 a ā B 1( e (1 t)ab e (1 t)āb) (u (1) + ābu (1) ab 2 u(1)) + e (1 t)ab (u (1) + Bu(1)) a ā B 1 t (e (s t)ab e (s t)āb )f(s)ds. (2.8) Using formulas (2.6), (2.8), we obtain formula (2.3). Taking the second order derivative and putting t = 1, we obtain the following operator equation with respect to u (1). u (1) = B 2 e B u() + 1 1 + a B(I e (a+1)b )(u (1) + Bu(1)) + 1 { 1 a ā 1 + a (a2 I e (a+1)b ) 1 + a (a2 I e (ā+1)b ) } (u (1) + ābu (1) ab 2 u(1)) Since a ā B 1 e (1+a)B e (1+a)B 1 + a (e (a+1)b I) + 1 1 + a (e (a+1)b I) a ā B 2 1 a ā f(1) 1 + a (I e (a+1)b ) 1 1 + a (e (1 s)b e (sa+1)b ) f(s)ds. 1 + a (e (1 s)b e (sa+1)b ) 1 + a (I e (a+1)ab ) f (1) 1 { 1 = I a ā 1 + a (a2 I e (a+1)b ) 1 + a (a2 I e (ā+1)b ) } = 3 {I (ae (1+a)B + āe (1+ā)B )} (2.9) has a bounded inverse T = 1, using lemma 2.2, we obtain formula (2.4). The proof is complete. Now, we formulate the main theorem. Theorem 2.4. ϕ D(A), ψ D(A), ξ D(A 2/3 ) and f(t) is continuously differentiable on, 1. Then there is a unique solution of problem (1.1) and the following inequalities hold max u(t) H M t 1 { ϕ H + B 1 ξ H + B 4 f (1) H + ψ H } + max t 1 B 2 f(t) H, (2.1)

EJDE-217/53 STABILITY OF THIRD-ORDER PARTIAL DIERENTIAL EQUATIONS 5 u(t) max t 1 d3 dt 3 H + max Au H t 1 M { Aϕ H + Aψ H + A 2/3 ξ H + f() H + max f } (2.11) (t) H, t 1 where M does not depend on f(t), ϕ, ψ, ξ. Proof. First, we estimate u(t) H for t, 1. Applying (2.3), (2.1) and triangle inequality, we obtain u(t) H e Bt H H ϕ H + 1 1 + a e (1 t)b e (a+t)b H H B 1 ξ + ψ H + 1 1 { e (1 t)ab e (a+t)b H H + e (1 t)ab a ā 1 + a e (a+t)b H H }( B 2 u (1) H + ā B 1 ξ H + a ϕ H ) + 1 1 a ā 1 + a t e (sa+t)b H H B 2 f(s) H ds e (t s)b e (sa+t)b H H + e (t s)b (2.12) M{ ϕ H + B 1 ξ H + ψ H + max t 1 B 2 f(t) H + B 2 u (1) H } for any t, 1. Applying formula (2.4), estimate (2.2), and the triangle inequality, we obtain B 2 u (1) H { T H H e B H H ϕ H + 1 1 + a I e (a+1)b H H B 1 ξ + ψ H + 1 1 a ā 1 + a { a2 I e (a+1)b H H + a 2 I e (a+1)b H H } ( ā B 1 ξ H + a ϕ H ) + 1 1 1 e (1 s)b a ā 1 + a e (sa+1)b H H + e (1 s)b e (sa+1)b H H B 2 f(s) H ds + 1 e (a+1)b e (1+a)B H H + 1 I e (a+1)b H H a ā 1 + a + I e (a+1)b H H B 3 f(1) H + 1 1 { I e (a+1)b H H a ā 1 + a + I e (a+1)b } } H H B 4 f (1) H M{ ϕ H + B 1 ξ H + ψ H + B 4 f (1) H + max t 1 B 2 f(t) H }. (2.13) From estimates (2.12) and (2.13) it follows estimate (2.1). Second, we estimate Au(t) H for t, 1. Since t 1 ( e (t s)b e (t+sa)b) ( e (t s)b e (t+sa)b) f(s)ds, 1 + a 1 + a

6 A. ASHYRALYEV, KH. BELAKROUM, A. GUEZANE-LAKOUD EJDE-217/53 from formula (2.9) it follows that u(t) = e Bt u() + 1 1 + a B 1 (e (1 t)b e (a+t)b )(u (1) + Bu(1)) + 1 a ā B 2{ 1 1 + a (e (1 t)ab e (a+t)b ) 1 + a (e (1 t)āb e (ā+t)b ) } (u (1) + ābu (1) ab 2 u(1)) a ā B 3 1 1 + a (I + ae (1+a)tB ) 1 + a (I + ae (1+a)tB )f(t) 1 + a 1 + a + a t 1 1 + a e tb f() 1 + a (e (t s)b + ae (t+sa)b ) 1 + a (e (t s)b + ae (t+sa)b ) f (s)ds. (2.14) In the similarly manner, applying (2.14), (2.1) and the triangle inequality, we obtain Au(t) H M{ Aϕ H + B 2 ξ H + Aψ H + f() H + max t 1 f (t) H + Bu (1) H } (2.15) for any t, 1. Applying formula (2.9), estimate (2.2), and the triangle inequality, we obtain Bu (1) H M{ Aϕ H + B 2 ξ H + Aψ H + f() H + max t 1 f (t) H }. (2.16) Applying estimates (2.15) and (2.16), we obtain max Au(t) H M { Aϕ H + B 2 ξ H + Aψ H + f() H + max f (t) H }. t 1 t 1 From this, (1.1) and the triangle inequality it follows that u(t) max t 1 d3 dt 3 H max Au(t) H + max f(t) H t 1 t 1 The proof is complete. M 1 { Aϕ H + B 2 ξ H + Aψ H + f() H + max t 1 f (t) H }. 3. Applications In this section we consider three applications of Theorem 2.4. First application. We consider the nonlocal boundary-value problem for a third-order partial dierential equation, 3 u(t, x) t 3 (a(x)u x (t, x)) x + δu(t, x) = f(t, x), < t, x < 1, u(, x) = ϕ(x), u(1, x) = ψ(x), u t (1, x) = ξ(x), x 1,. (3.1) u(t, ) = u(t, 1), u x (t, ) = u x (t, 1), t 1 This problem has a unique smooth solution u(t, x) for smooth a(x) a >, x (, 1), δ >, a(1) = a(), ϕ(x), ψ(x), ξ(x) (x, 1) and f(t, x) (t (, 1), x (, 1)) functions. This allows us to reduce problem (1.1) in a Hilbert space H = L 2, 1 with a self-adjoint positive definite operator A x defined by (3.1). Let us give a number of results from the abstract Theorem 2.4.

EJDE-217/53 STABILITY OF THIRD-ORDER PARTIAL DIERENTIAL EQUATIONS 7 Theorem 3.1. For the solution of (3.1), the following two stability inequalities hold: max u(t, ) L 2,1 M max f(t, ) L 2,1 + f t (1, ) L2,1 t 1 t 1 (3.2) + ϕ L2,1 + ψ L2,1 + ξ L2,1, max u(t, ) u W t 1 2 2,1 + max t 1 3 t 3 (t, ) L 2,1 M max f t(t, ) L2,1 + f(, ) L2,1 + ϕ W 2 t 1 2,1 + ψ W 2 2,1 + ξ W 2 2,1, where M does not depend on f(t, x) and ϕ(x), ψ(x), ξ(x). Proof. Problem (3.1) can be written in the abstract form (3.3) d 3 u(t) dt 3 + Au(t) = f(t), t 1, u() = ϕ, u(1) = ψ, u (1) = ξ (3.4) in the Hilbert space L 2, 1, for all square integrable functions defined on, 1. Here the self-adjoint positive definite operator A = A x defined by with domain A x u(x) = (a(x)u x ) x + δu(x) (3.5) D(A x ) = {u(x) : u, u x, (a(x)u x ) x L 2, 1, u() = u(1), u () = u (1)}. where f(t) = f(t, x) and u(t) = u(t, x) are respectively known and unknown abstract functions defined on, 1 with H = L 2, 1. Therefore, estimates (3.2)-(3.3) follow from estimates (2.1)-(2.11). The proof is complete. Second application. Let Ω R n be a bounded open domain with smooth boundary S, Ω = Ω S. In, 1 Ω, we consider the boundary-value problem for a third-order partial differential equation 3 u(t, x) t 3 (a r (x)u xr (t, x)) xr = f(t, x), x = (x 1,..., x n ) Ω, < t < 1, u(, x) = ϕ(x), u(1, x) = ψ(x), u t (1, x) = ξ(x), x Ω, u(t, x) =, x S, t 1, (3.6) where a r (x), x Ω, ϕ(x), ψ(x), ξ(x), x Ω and f(t, x) (x, 1), x Ω are given smooth functions and a r (x) >. We introduce the Hilbert space L 2 ( Ω), the space of integrable functions defined on Ω equipped with norm ( ) 1/2. f L2( Ω) = f(x) 2 dx 1... dx n x Ω

8 A. ASHYRALYEV, KH. BELAKROUM, A. GUEZANE-LAKOUD EJDE-217/53 Theorem 3.2. For the solution of (3.6) the following two stability inequalities hold: max u(t, ) L t 1 2( Ω) M 2 max f(t, ) L t 1 2( Ω) + f t (1, ) L2( Ω) (3.7) + ϕ L2( Ω) + ψ L2( Ω) + ξ L2( Ω), max u(t, ) u W t 1 2 2,1 + max t 1 3 t 3 (t, ) L 2( Ω) M 2 max f t(t, ) L2( Ω) + f(, ) L2( Ω) + ϕ W 2 t 1 2 ( Ω) + ψ W 2 2 ( Ω) + ξ W 2 2 ( Ω), where M 2 does not depend on f(t, x) and ϕ(x), ψ(x), ξ(x). (3.8) Proof. Problem (3.6) can be written in abstract form (3.4) in Hilbert space L 2 ( Ω) with self-adjoint positive definite operator A = A x defined by the formula A x u(x) = (a r (x)u xr ) xr (3.9) with domain D(A x ) = { u(x) : u(x), u xr (x), (a r (x)u xr ) xr L 2 ( Ω), 1 r n, u(x) =, x S }. Here f(t) = f(t, x) and u(t) = u(t, x) are known and unknown respectively abstract functions defined on, 1 with the value in H = L 2 ( Ω). So, estimates (3.7)- (3.8) follow from estimates (2.1)-(2.11) and from the coercivity inequality for the solution of the elliptic differential problem in L 2 ( Ω). Theorem 3.3. For the solution of the elliptic differential problem (a r (x)u xr ) xr = w(x), x Ω, u(x) =, x S the coercivity inequality u xrx r M w L2(Ω) L 2(Ω) is valid 26. Here M does not depend on w(x). Third application. We consider the boundary-value problem for a third-order partial differential equation 3 u(t, x) t 3 (a r (x)u xr (t, x)) xr + δu(t, x) = f(t, x), x = (x 1,..., x n ) Ω, < t < 1, u(, x) = ϕ(x), u(1, x) = ψ(x), u t (1, x) = ξ(x), x Ω, (3.1) u (t, x) =, x S, t 1, n where a r (x), x Ω, ϕ(x), ψ(x), ξ(x), x Ω and f(t, x) (x, 1), x Ω are given smooth functions and a r (x) >, n is the normal vector to S.

EJDE-217/53 STABILITY OF THIRD-ORDER PARTIAL DIERENTIAL EQUATIONS 9 Theorem 3.4. For the solution of (3.1), the following two stability inequalities hold: max u(t, ) L t 1 2( Ω) M 3 max f(t, ) L t 1 2( Ω) + f t (1, ) L2( Ω) (3.11) + ϕ L2( Ω) + ψ L2( Ω) + ξ L2( Ω), max u(t, ) u W t 1 2 2,1 + max t 1 3 t 3 (t, ) L 2( Ω) M 3 max f t(t, ) L2( Ω) + f(, ) L2( Ω) + ϕ W 2 t 1 2 ( Ω) + ψ W 2 2 ( Ω) + ξ W 2 2 ( Ω), where M 3 does not depend on f(t, x) and ϕ(x), ψ(x), ξ(x). (3.12) Proof. Problem (3.1) can be written in the abstract form (3.4) in the Hilbert space L 2 ( Ω) with a self-adjoint positive definite operator A = A x defined by the formula m A x u(x) = (a r (x)u xr ) xr + δu(x) (3.13) with domain { D(A x ) = u(x) : u(x), u xr (x), (a r (x)u xr ) xr L 2 ( Ω), 1 r m, u } n =, x S. Here f(t) = f(t, x) and u(t) = u(t, x) are respectively known and unknown abstract functions defined on, 1 with the value in H = L 2 ( Ω). So, estimates (3.11)- (3.12) follow from estimates (2.1)-(2.11) and from the coercivity inequality for the solution of the elliptic differential problem in L 2 ( Ω). Theorem 3.5. For the solution of the elliptic differential problem (a r (x)u xr ) xr + δu(x) = w(x), x Ω, u(x) =, x S n the coercivity inequality u xrx r M w L2(Ω) L 2(Ω) is valid 26. Here M does not depend on w(x) Conclusions. This article is devoted to the stability of the boundary value problem for a third order partial differential equation. Theorem on stability estimates for the solution of this problem is established. Three applications of the main theorem to a third order partial differential equations are given. Theorems on stability estimates for solutions of these partial differential equations are obtained. In papers 9, 6, three step difference schemes generated by Taylor s decomposition on three points for the numerical solution of local and nonlocal boundary value problems of the linear ordinary differential equation of third order were investigated. Note that Taylor s decomposition on four points is applicable for the construction of difference schemes of problem (1.1). Operator method of 1 permits to establish the stability of these difference problem for the approximation problem of (1.1).

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EJDE-217/53 STABILITY OF THIRD-ORDER PARTIAL DIERENTIAL EQUATIONS 11 23 Jing Niu, Ping Li; Numerical algorithm for the third-order partial differential equation with three-point boundary value problem, Abstract and Applied Analysis, 45 (214),1-7. DOI: 1.1155/214/63671. 24 L. S. Pulkina; Initial-boundary value problem with a nonlocal boundary condition for a multidimensional hyperbolic equation, Differential Equations, 44 (8) (28), 1119-1125. DOI: 1.1134/S122661889. 25 A. L. Skubachevskii; Boundary value problems for elliptic functional-differential equations and their applications, Russian Mathematical Surveys, 71(5)(431) (216), 3 112. DOI: http://dx.doi.org/1.4213/rm9739 (in Russian). 26 P.E. Sobolevskii; Difference Methods for the Approximate Solution of Differential Equations, Voronezh State University Press, Voronezh, Russia, 1975. (in Russian). Allaberen Ashyralyev Department of Mathematics, Near East University, Nicosia, TRNC, Mersin 1, Turkey. Institute of Mathematics and Mathematical Modeling, 51, Almaty, Kazakhstan E-mail address: allaberen.ashyralyev@neu.edu.tr Kheireddine Belakroum Department of Mathematics, Frères Mentouri University, Constantine, Algeria E-mail address: belakroumkheireddine@yahoo.com Assia Guezane-Lakoud Laboratory of Advanced Materials, Mathematics Department, Faculty of Sciences, Badji Mokhtar Annaba University, P.O. Box 12, Annaba, 23, Algeria E-mail address: a guezane@yahoo.fr