Difference between revisions of "Tricomi problem"
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− | The problem related to the existence of solutions for differential equations of mixed elliptic-hyperbolic type with two independent variables in an open domain | + | <!-- |
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+ | The problem related to the existence of solutions for differential equations of mixed elliptic-hyperbolic type with two independent variables in an open domain $ \Omega $ | ||
+ | of special shape. The domain $ \Omega $ | ||
+ | can be decomposed into the union of two subdomains $ \Omega _ {1} $ | ||
+ | and $ \Omega _ {2} $ | ||
+ | by a smooth simple curve $ AB $ | ||
+ | whose end points $ A $ | ||
+ | and $ B $ | ||
+ | are different points of $ \partial \Omega $. | ||
+ | The equation is elliptic in $ \Omega _ {1} $, | ||
+ | hyperbolic in $ \Omega _ {2} $, | ||
+ | and degenerates to parabolic on the curve $ AB $. | ||
+ | The boundary $ \partial \Omega _ {1} $ | ||
+ | is the union of the curve $ AB $ | ||
+ | and a smooth simple curve $ \sigma $, | ||
+ | while $ \partial \Omega _ {2} $ | ||
+ | is the union of characteristics $ AC $ | ||
+ | and $ BC $ | ||
+ | and the curve $ AB $. | ||
+ | The desired solution must take prescribed data on $ \sigma $ | ||
+ | and on only one of the characteristics $ AC $ | ||
+ | and $ BC $( | ||
+ | see [[Mixed-type differential equation|Mixed-type differential equation]]). | ||
The Tricomi problem for the [[Tricomi equation|Tricomi equation]] | The Tricomi problem for the [[Tricomi equation|Tricomi equation]] | ||
− | + | $$ \tag{1 } | |
+ | Tu \equiv \ | ||
+ | yu _ {xx} + | ||
+ | u _ {yy} = 0 | ||
+ | $$ | ||
− | was first posed and studied by F. Tricomi [[#References|[1]]], [[#References|[2]]]. The domain | + | was first posed and studied by F. Tricomi [[#References|[1]]], [[#References|[2]]]. The domain $ \Omega $ |
+ | is bounded by a smooth curve $ \sigma \subset \{ {( x, y) } : {y = 0 } \} $ | ||
+ | with end points $ A ( 0, 0) $, | ||
+ | $ B ( 1, 0) $ | ||
+ | and characteristics $ AC $ | ||
+ | and $ BC $: | ||
− | + | $$ | |
+ | AC : x = { | ||
+ | \frac{2}{3} | ||
+ | } (- y) ^ {3/2} ,\ \ | ||
+ | BC : 1 - x = { | ||
+ | \frac{2}{3} | ||
+ | } (- y) ^ {3/2} . | ||
+ | $$ | ||
− | Under specified restrictions on the smoothness of the given functions and the behaviour of the derivative | + | Under specified restrictions on the smoothness of the given functions and the behaviour of the derivative $ u _ {y} $ |
+ | of the solution $ u $ | ||
+ | at the points $ A $ | ||
+ | and $ B $, | ||
+ | the Tricomi problem | ||
− | + | $$ \tag{2 } | |
+ | u | _ \sigma = \phi ,\ u | _ {AC } = \psi | ||
+ | $$ | ||
− | for equation (1) reduces to finding the solution | + | for equation (1) reduces to finding the solution $ u = u ( x, y) $ |
+ | of equation (1) that is regular in the domain $ \Omega ^ {+} = \Omega \cap \{ {( x, y) } : {y > 0 } \} $ | ||
+ | and that satisfies the boundary conditions | ||
− | + | $$ \tag{3 } | |
+ | u \mid _ \sigma = \phi , | ||
+ | $$ | ||
− | + | $$ | |
+ | u _ {y} ( x, 0) = \alpha D _ {0x} ^ {2/3} u | ||
+ | ( x, 0) + \psi _ {1} ( x),\ 0 \leq x \leq 1, | ||
+ | $$ | ||
− | where | + | where $ \alpha = \textrm{ const } > 0 $, |
+ | $ \psi _ {1} ( x) $ | ||
+ | is uniquely determined by $ \psi $, | ||
+ | $ D _ {0x} ^ {2/3} $ | ||
+ | is the fractional differentiation operator of order $ 2/3 $( | ||
+ | in the sense of Riemann–Liouville): | ||
− | + | $$ | |
+ | D _ {0x} ^ {2/3} \tau ( x) = \ | ||
+ | { | ||
+ | \frac{1}{\Gamma ( 1/3) } | ||
+ | } | ||
+ | { | ||
+ | \frac{d}{dx } | ||
+ | } | ||
+ | \int\limits _ { 0 } ^ { x } | ||
− | + | \frac{\tau ( t) dt }{( x - t) ^ {2/3} } | |
+ | , | ||
+ | $$ | ||
− | + | and $ \Gamma ( z) $ | |
+ | is the Euler [[Gamma-function|gamma-function]]. | ||
− | + | The solution of the problem (1), (3) reduces in turn to finding the function $ \nu ( x) = u _ {y} ( x, 0) $ | |
+ | from some [[Singular integral equation|singular integral equation]]. This equation in the case when $ \sigma $ | ||
+ | is the curve | ||
+ | |||
+ | $$ | ||
+ | \sigma _ {0} = \ | ||
+ | \left \{ { | ||
+ | ( x, y) } : { | ||
+ | \left ( x - { | ||
+ | \frac{1}{2} | ||
+ | } \right ) ^ {2} + | ||
+ | { | ||
+ | \frac{4}{9} | ||
+ | } y ^ {3} = { | ||
+ | \frac{1}{4} | ||
+ | } , y \geq 0 | ||
+ | } \right \} | ||
+ | $$ | ||
has the form | has the form | ||
− | + | $$ | |
+ | \nu ( x) + | ||
+ | { | ||
+ | \frac{1}{\pi \sqrt 3 } | ||
+ | } | ||
+ | \int\limits _ { 0 } ^ { 1 } | ||
+ | \left ( { | ||
+ | \frac{t}{x} | ||
+ | } \right ) ^ {2/3} | ||
+ | \left ( | ||
+ | { | ||
+ | \frac{1}{t - x } | ||
+ | } - { | ||
+ | \frac{1}{t + x - 2x } | ||
+ | } | ||
+ | \right ) | ||
+ | \nu ( t) dt = f ( x), | ||
+ | $$ | ||
− | where | + | where $ f ( x) $ |
+ | is expressed explicitly in terms of $ \phi $ | ||
+ | and $ \psi $, | ||
+ | and the integral is understood in the sense of the Cauchy principal value (see [[#References|[1]]]–[[#References|[4]]]). | ||
− | In the proof of the uniqueness and existence of the solution of the Tricomi problem, in addition to the Bitsadze extremum principle (see [[Mixed-type differential equation|Mixed-type differential equation]]) and the method of integral equations, the so-called | + | In the proof of the uniqueness and existence of the solution of the Tricomi problem, in addition to the Bitsadze extremum principle (see [[Mixed-type differential equation|Mixed-type differential equation]]) and the method of integral equations, the so-called $ a $ |
+ | $ b $ | ||
+ | $ c $ | ||
+ | method is used, the essence of which is to construct for a given second-order differential operator $ L $( | ||
+ | for example, $ T $) | ||
+ | with domain of definition $ D ( L) $, | ||
+ | a first-order differential operator | ||
− | + | $$ | |
+ | l = a ( x, y) | ||
+ | { | ||
+ | \frac \partial {\partial x } | ||
+ | } + | ||
+ | b ( x, y) | ||
+ | { | ||
+ | \frac \partial {\partial y } | ||
+ | } + c ( x, y),\ \ | ||
+ | ( x, y) \in \Omega , | ||
+ | $$ | ||
with the property that | with the property that | ||
− | + | $$ | |
+ | \int\limits _ \Omega | ||
+ | lu \cdot Lu dx dy \geq \ | ||
+ | C \| u \| ^ {2} \ \ | ||
+ | \textrm{ for } \textrm{ all } \ | ||
+ | u \in D ( L), | ||
+ | $$ | ||
− | where | + | where $ C = \textrm{ const } > 0 $ |
+ | and $ \| \cdot \| $ | ||
+ | is a certain norm (see [[#References|[5]]]). | ||
The Tricomi problem has been generalized both to the case of mixed-type differential equations with curves of parabolic degeneracy (see [[#References|[6]]]) and to the case of equations of mixed hyperbolic-parabolic type (see [[#References|[7]]]). | The Tricomi problem has been generalized both to the case of mixed-type differential equations with curves of parabolic degeneracy (see [[#References|[6]]]) and to the case of equations of mixed hyperbolic-parabolic type (see [[#References|[7]]]). | ||
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====References==== | ====References==== | ||
<table><TR><TD valign="top">[1]</TD> <TD valign="top"> F. Tricomi, "On second-order linear partial differential equations of mixed type" , Moscow-Leningrad (1947) (In Russian; translated from Italian)</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top"> F.G. Tricomi, "Equazioni a derivate parziale" , Cremonese (1957)</TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top"> A.V. Bitsadze, "Zum Problem der Gleichungen vom gemischten Typus" , Deutsch. Verlag Wissenschaft. (1957) (Translated from Russian)</TD></TR><TR><TD valign="top">[4]</TD> <TD valign="top"> A.V. Bitsadse, "Equations of mixed type" , Pergamon (1964) (Translated from Russian)</TD></TR><TR><TD valign="top">[5]</TD> <TD valign="top"> L. Bers, "Mathematical aspects of subsonic and transonic gas dynamics" , Wiley (1958)</TD></TR><TR><TD valign="top">[6]</TD> <TD valign="top"> A.M. Nakhushev, "A boundary value problem for an equation of mixed type with two lines of degeneracy" ''Soviet Math. Dokl.'' , '''7''' : 5 (1966) pp. 1142–1145 ''Dokl. Akad. Nauk SSSR'' , '''170''' (1966) pp. 38–40</TD></TR><TR><TD valign="top">[7]</TD> <TD valign="top"> T.D. Dzhuraev, "Boundary value problems for equations of mixed and mixed-composite type" , Tashkent (1979) (In Russian)</TD></TR></table> | <table><TR><TD valign="top">[1]</TD> <TD valign="top"> F. Tricomi, "On second-order linear partial differential equations of mixed type" , Moscow-Leningrad (1947) (In Russian; translated from Italian)</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top"> F.G. Tricomi, "Equazioni a derivate parziale" , Cremonese (1957)</TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top"> A.V. Bitsadze, "Zum Problem der Gleichungen vom gemischten Typus" , Deutsch. Verlag Wissenschaft. (1957) (Translated from Russian)</TD></TR><TR><TD valign="top">[4]</TD> <TD valign="top"> A.V. Bitsadse, "Equations of mixed type" , Pergamon (1964) (Translated from Russian)</TD></TR><TR><TD valign="top">[5]</TD> <TD valign="top"> L. Bers, "Mathematical aspects of subsonic and transonic gas dynamics" , Wiley (1958)</TD></TR><TR><TD valign="top">[6]</TD> <TD valign="top"> A.M. Nakhushev, "A boundary value problem for an equation of mixed type with two lines of degeneracy" ''Soviet Math. Dokl.'' , '''7''' : 5 (1966) pp. 1142–1145 ''Dokl. Akad. Nauk SSSR'' , '''170''' (1966) pp. 38–40</TD></TR><TR><TD valign="top">[7]</TD> <TD valign="top"> T.D. Dzhuraev, "Boundary value problems for equations of mixed and mixed-composite type" , Tashkent (1979) (In Russian)</TD></TR></table> | ||
− | |||
− | |||
====Comments==== | ====Comments==== |
Latest revision as of 08:26, 6 June 2020
The problem related to the existence of solutions for differential equations of mixed elliptic-hyperbolic type with two independent variables in an open domain $ \Omega $
of special shape. The domain $ \Omega $
can be decomposed into the union of two subdomains $ \Omega _ {1} $
and $ \Omega _ {2} $
by a smooth simple curve $ AB $
whose end points $ A $
and $ B $
are different points of $ \partial \Omega $.
The equation is elliptic in $ \Omega _ {1} $,
hyperbolic in $ \Omega _ {2} $,
and degenerates to parabolic on the curve $ AB $.
The boundary $ \partial \Omega _ {1} $
is the union of the curve $ AB $
and a smooth simple curve $ \sigma $,
while $ \partial \Omega _ {2} $
is the union of characteristics $ AC $
and $ BC $
and the curve $ AB $.
The desired solution must take prescribed data on $ \sigma $
and on only one of the characteristics $ AC $
and $ BC $(
see Mixed-type differential equation).
The Tricomi problem for the Tricomi equation
$$ \tag{1 } Tu \equiv \ yu _ {xx} + u _ {yy} = 0 $$
was first posed and studied by F. Tricomi [1], [2]. The domain $ \Omega $ is bounded by a smooth curve $ \sigma \subset \{ {( x, y) } : {y = 0 } \} $ with end points $ A ( 0, 0) $, $ B ( 1, 0) $ and characteristics $ AC $ and $ BC $:
$$ AC : x = { \frac{2}{3} } (- y) ^ {3/2} ,\ \ BC : 1 - x = { \frac{2}{3} } (- y) ^ {3/2} . $$
Under specified restrictions on the smoothness of the given functions and the behaviour of the derivative $ u _ {y} $ of the solution $ u $ at the points $ A $ and $ B $, the Tricomi problem
$$ \tag{2 } u | _ \sigma = \phi ,\ u | _ {AC } = \psi $$
for equation (1) reduces to finding the solution $ u = u ( x, y) $ of equation (1) that is regular in the domain $ \Omega ^ {+} = \Omega \cap \{ {( x, y) } : {y > 0 } \} $ and that satisfies the boundary conditions
$$ \tag{3 } u \mid _ \sigma = \phi , $$
$$ u _ {y} ( x, 0) = \alpha D _ {0x} ^ {2/3} u ( x, 0) + \psi _ {1} ( x),\ 0 \leq x \leq 1, $$
where $ \alpha = \textrm{ const } > 0 $, $ \psi _ {1} ( x) $ is uniquely determined by $ \psi $, $ D _ {0x} ^ {2/3} $ is the fractional differentiation operator of order $ 2/3 $( in the sense of Riemann–Liouville):
$$ D _ {0x} ^ {2/3} \tau ( x) = \ { \frac{1}{\Gamma ( 1/3) } } { \frac{d}{dx } } \int\limits _ { 0 } ^ { x } \frac{\tau ( t) dt }{( x - t) ^ {2/3} } , $$
and $ \Gamma ( z) $ is the Euler gamma-function.
The solution of the problem (1), (3) reduces in turn to finding the function $ \nu ( x) = u _ {y} ( x, 0) $ from some singular integral equation. This equation in the case when $ \sigma $ is the curve
$$ \sigma _ {0} = \ \left \{ { ( x, y) } : { \left ( x - { \frac{1}{2} } \right ) ^ {2} + { \frac{4}{9} } y ^ {3} = { \frac{1}{4} } , y \geq 0 } \right \} $$
has the form
$$ \nu ( x) + { \frac{1}{\pi \sqrt 3 } } \int\limits _ { 0 } ^ { 1 } \left ( { \frac{t}{x} } \right ) ^ {2/3} \left ( { \frac{1}{t - x } } - { \frac{1}{t + x - 2x } } \right ) \nu ( t) dt = f ( x), $$
where $ f ( x) $ is expressed explicitly in terms of $ \phi $ and $ \psi $, and the integral is understood in the sense of the Cauchy principal value (see [1]–[4]).
In the proof of the uniqueness and existence of the solution of the Tricomi problem, in addition to the Bitsadze extremum principle (see Mixed-type differential equation) and the method of integral equations, the so-called $ a $ $ b $ $ c $ method is used, the essence of which is to construct for a given second-order differential operator $ L $( for example, $ T $) with domain of definition $ D ( L) $, a first-order differential operator
$$ l = a ( x, y) { \frac \partial {\partial x } } + b ( x, y) { \frac \partial {\partial y } } + c ( x, y),\ \ ( x, y) \in \Omega , $$
with the property that
$$ \int\limits _ \Omega lu \cdot Lu dx dy \geq \ C \| u \| ^ {2} \ \ \textrm{ for } \textrm{ all } \ u \in D ( L), $$
where $ C = \textrm{ const } > 0 $ and $ \| \cdot \| $ is a certain norm (see [5]).
The Tricomi problem has been generalized both to the case of mixed-type differential equations with curves of parabolic degeneracy (see [6]) and to the case of equations of mixed hyperbolic-parabolic type (see [7]).
References
[1] | F. Tricomi, "On second-order linear partial differential equations of mixed type" , Moscow-Leningrad (1947) (In Russian; translated from Italian) |
[2] | F.G. Tricomi, "Equazioni a derivate parziale" , Cremonese (1957) |
[3] | A.V. Bitsadze, "Zum Problem der Gleichungen vom gemischten Typus" , Deutsch. Verlag Wissenschaft. (1957) (Translated from Russian) |
[4] | A.V. Bitsadse, "Equations of mixed type" , Pergamon (1964) (Translated from Russian) |
[5] | L. Bers, "Mathematical aspects of subsonic and transonic gas dynamics" , Wiley (1958) |
[6] | A.M. Nakhushev, "A boundary value problem for an equation of mixed type with two lines of degeneracy" Soviet Math. Dokl. , 7 : 5 (1966) pp. 1142–1145 Dokl. Akad. Nauk SSSR , 170 (1966) pp. 38–40 |
[7] | T.D. Dzhuraev, "Boundary value problems for equations of mixed and mixed-composite type" , Tashkent (1979) (In Russian) |
Comments
Using a functional-analytic method, S. Agmon [a5] has investigated more general equations. Fourier integral operators were used by R.J.P. Groothuizen [a2].
For additional references see also Mixed-type differential equation.
References
[a1] | P.R. Garabedian, "Partial differential equations" , Wiley (1964) |
[a2] | R.J.P. Groothhuizen, "Mixed elliptic-hyperbolic partial differential operators: a case-study in Fourier integral operators" , CWI Tracts , 16 , CWI , Amsterdam (1985) (Thesis Free University Amsterdam) |
[a3] | M.M. Smirnov, "Equations of mixed type" , Amer. Math. Soc. (1978) (Translated from Russian) |
[a4] | T.V. Gramtcheff, "An application of Airy functions to the Tricomi problem" Math. Nachr. , 102 (1981) pp. 169–181 |
[a5] | S. Agmon, "Boundary value problems for equations of mixed type" G. Sansone (ed.) , Convegno Internaz. Equazioni Lineari alle Derivati Parziali (Trieste, 1954) , Cremonese (1955) pp. 65–68 |
Tricomi problem. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Tricomi_problem&oldid=49034