Regularity of complexified hyperbolic equations with integral conditions
Nikolai Dokuchaev

TL;DR
This paper studies hyperbolic wave equations with non-local integral conditions, demonstrating that solutions can be regularized using complex exponential weights and establishing their existence, uniqueness, and regularity.
Contribution
It introduces a method to achieve regularity for complexified hyperbolic equations with integral conditions using harmonic exponential weights, extending previous results.
Findings
Existence and uniqueness of solutions proven.
Regularity of solutions established.
Method for complexified problems with integral conditions introduced.
Abstract
This paper considers hyperbolic wave equations with non-local in time conditions involving integrals with respect to time. It is shown that regularity of the solution can be achieved for complexified problem with integral conditions involving harmonic complex exponential weights. The paper establishes existence, uniqueness, and a regularity of the solutions.
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Regularity of complexified hyperbolic equations with integral conditions
Nikolai Dokuchaev
(Submitted: 8 July 2019. Revised: February 9 2021)
Abstract
This paper considers hyperbolic wave equations with non-local in time conditions involving integrals with respect to time. It is shown that regularity of the solution can be achieved for complexified problem with integral conditions involving harmonic complex exponential weights. The paper establishes existence, uniqueness, and a regularity of the solutions.
MSC subject classifications: 35L05, 35L10
Key words: complexification, elliptic operators, hyperbolic equations, non-local boundary conditions, integral conditions.
1 Introduction
The most common type of boundary conditions for evolution partial differential equations are Cauchy initial conditions. It is know that these conditions can be replaced, in some cases, by non-local conditions, for example, including integrals over time intervals. There is a significant number of works devoted to these boundary values problems.
For parabolic equations with non-local in time boundary conditions, some results and references can be found, e.g., in [9, 16]. For Schrödinger equations, some results and references can be found in, e.g., [3, 6, 10, 18]. In [3, 6, 18], the non-local in time condition was dominated by the initial value, and the approach was based on the contraction mapping theorem. In [3, 18], the nonlocal conditions connected solutions in a finite set of times. In [6], the conditions were quite general and allowed to include integrals with respect to time. In [10], integral conditions without dominating initial value have been considered.
For hyperbolic equations with mixed highest order derivative, regularity results were obtained in [2]. In [1], systems of hyperbolic equations with integral conditions have been considered.
For hyperbolic wave equations, related results and the references can be found, e.g., in [5, 4, 7, 8, 12, 13, 15, 17]. In [5, 4, 7, 8, 15], regularity results were obtained for hyperbolic wave equations with a variety of integral conditions with respect to state variables.
In [12, 13, 17], hyperbolic wave equations under integral conditions with respect to time have been considered. In [12, 13], the eigenfunction expansion method has been used, and the regularity result has been affected by the so-called ”small denominators” (”small divisors”) problem that often causes instability of solutions for hyperbolic wave equations with non-local in time conditions. The solvability was obtained in [12, 13] for the case where the spectrum for the inputs and solutions does not contain resonance points. In [17], a regularity condition without these restrictions on the spectrum have been obtained for the hyperbolic wave equation with a Laplacian. This condition imposed certain restrictions on the kernel in the integral condition which has vanish with a certain rate at the end of the time interval.
The paper readdresses the problem of regularity for solutions of boundary value problems for hyperbolic wave equations with non-local in time conditions. The paper suggests a complexification of boundary value problems that ensures regularity of the solutions. This complexification requires to consider integral conditions , for a real nonzero that can be arbitrarily small, where is the solution of the hyperbolic wave equation with real coefficients that take values in an appropriate Hilbert space. This allows to bypass, for this particular setting, the ”small denominators” (or ”small divisors”) problem. We establish existence, uniqueness, and a regularity of the solutions for the complexified equation. The proofs are based the spectral expansion, similarly to the setting from [9, 11, 14, 10]. The eigenfunction expansion for the solution is presented explicitly. This allows to derive a numerical solution.
The rest of the paper is organized as follows. In Section 2, we introduce a boundary value problem with averaging over time, and we present the main result (Theorem 1). In Section 3, we present the proofs. Section 4 gives a numerical example of the impact of the presence of small on the appearance of small denominators..
Section 5 presents conclusions and discusses future research.
Some definitions
For a Banach space , we denote the norm by . For a Hilbert space , we denote the inner product by . We denote the Lebesgue measure and the -algebra of Lebesgue sets in by and , respectively.
Let be a domain, and let be the space of complex-valued functions. Let be a self-adjoint operator defined on an everywhere closed subset of such that if is a real valued function then is also a real valued function.
Let be a set functions from such that is everywhere dense in , that the set is everywhere dense in , and that is finite and defined for as a continuous extension from .
Consider an eigenvalue problem
[TABLE]
We assume that this equation is satisfied for if
[TABLE]
Assume that there exists a basis in such that
[TABLE]
and that are eigenfunctions for (1), i.e.,
[TABLE]
for some such that as .
These assumptions imply that the operator is self-adjoint with respect to the boundary conditions defined by the choice of .
For , let be the Hilbert spaces obtained as the closure of the set in the norms
[TABLE]
respectively. According to this definition, .
Clearly, the bilinear forms , and are well defined on , and , respectively, since they can be extended continuously from .
For , and , introduce the spaces
[TABLE]
and the spaces
[TABLE]
considered as Banach spaces with the norms, respectively,
[TABLE]
2 Problem setting and the main result
Let , , , , and , be given. We consider the boundary value problem
[TABLE]
For , we accept that equation (3) is satisfied as an equality
[TABLE]
that holds in for all such that , and that conditions (4) and (4) are satisfied as equalities in .
Theorem 1
Assume that . In this case, for any and , there exists a unique solution . Moreover, there exists such that
[TABLE]
Here depends only on , and .
By Theorem 1, problem (3)-(5) is well-posed in the sense of Hadamard for and . The proof of this theorem is given below; it is based on explicit representation of the solution for given and via eigenfunction expansion. It can be noted that, since and , the solution of problem (3)-(5) is not real valued even if both and are real valued.
Remark 1
It is known that real valued problem (3)-(5) with is solvable for some real valued and but it does not feature stable solutions due to ”small denominator” problem arising for certain frequencies; see, e.g. examples in [17], p. 42. For small , the part of the solution from Remark 2 can be used as a stable approximation of the real valued solution of problem (3)-(5) with . In this case, can be considered as some small stabilizing term.
Remark 2
One can reformulate the setting with complex valued solutions as a setting with two real valued solution. Assume that , where and . Then problem (3)-(5) can be rewritten as
[TABLE]
Connection with the Cauchy problem
For and , consider a boundary problem with the Cauchy condition
[TABLE]
For , we accept again that equation (8) is satisfied as an equality (6) that holds in for all such that , and that conditions (9) and (10) are satisfied as equalities in .
Proposition 1
For any and , there exists a unique solution of problem (6)-(10). This solution is such that . Moreover, there exists such that
[TABLE]
Here depends only on , and .
The statement of Proposition 1 represents a minor modification of well known results adapted to our choice of spaces; however, we provided its proof in Section 3 below for the sake of completeness.
3 Proofs
Proof of Proposition 1. Let and be expanded as
[TABLE]
Here the coefficients are such that .
We look for the solution expanded as
[TABLE]
where are solutions of equations
[TABLE]
In this case,
[TABLE]
Let
[TABLE]
It can be seen that
[TABLE]
for some .
The coefficients and are defined from the system
[TABLE]
This gives
[TABLE]
and
[TABLE]
Hence
[TABLE]
For the case of real and , we have that .
For and such that , we have that
[TABLE]
This means that estimate (11) holds.
Clearly, equations (6)–(10) hold for the case where , , and , are replaced by their truncated expansions
[TABLE]
We have that . Estimate (18) and completeness of the Banach space ensures that in as . This is the solution (6)–(10), and that energy estimate (18) holds. This completes the proof of Proposition 1.
To proceed to the proof of Theorem 1, we need to adjust the approach used to the case of the integral boundary conditions.
Let and be expanded as
[TABLE]
Here the coefficients are such that .
We look for the solution expanded as
[TABLE]
where are the solutions of equations (14) defined by (15), where and are defined from the system
[TABLE]
Lemma 1
Solution of system (22) exists and is uniquely defined for any . Moreover, there exists that depends on and only and such that
[TABLE]
for all .
Proof of Lemma 1. Let
[TABLE]
In this case,
[TABLE]
Suppose that we can prove that
[TABLE]
In this case, for all , and there exists such that, for ,
[TABLE]
This would imply the proof of the lemma.
Let us prove that (24) holds. Let
[TABLE]
Clearly, these sets are disjoint, and the set is either an empty set or a singleton.
The assumption of Theorem 1 that excluded the case where and simultaneously, since this would imply that , or . Hence
[TABLE]
The case where
Let us consider first the case where is a singleton, i.e., or .
Let us consider the case where . In this case,
[TABLE]
where
[TABLE]
Hence We have that , since, clearly, . The case where can be considered similarly.
The case where
Let us consider the case where . By the definitions, it follows that . In this case,
[TABLE]
and
[TABLE]
Let us consider first the case where . In this case, we have that
[TABLE]
By the assumptions on and , . Hence
[TABLE]
where .
Using a similar approach where , we obtain that
[TABLE]
Hence the statement of Lemma 1 holds for .
The case where
Let us consider the most typical case where , i.e.
[TABLE]
In particular, we have in this case that and for all in this case.
Let us show first that the values are separated from zero for large . We have that
[TABLE]
where
[TABLE]
Hence
[TABLE]
where
[TABLE]
Clearly, we have that and as . Let and . We have that and
[TABLE]
Further, we have that
[TABLE]
Since , it follows that and . It follows that there exists such that
[TABLE]
Hence
[TABLE]
To complete the proof, it suffices to show that for . We have that
[TABLE]
where
[TABLE]
Let us show that for all . Suppose that . In this case,
[TABLE]
Suppose that equations (30) hold and that . In this case, and . This implies that and that either or . Similarly, suppose that equations (30) hold and that . In this case, and . This implies that . Again, it follows either or . Hence in both cases, since, as is shown above, if or for some .
Therefore, it suffices to consider the case where and and .
The equation for in (30) gives that
[TABLE]
i.e.
[TABLE]
where . Then the equation for in (30) gives that
[TABLE]
This can be rewritten as
[TABLE]
Hence
[TABLE]
and
[TABLE]
This implies that
[TABLE]
This would imply that and , and this in turn would imply that either or . However, this case is excluded for . Therefore, and for . Hence
[TABLE]
Hence (24) holds. This completes the proof of Lemma 1.
We are now in the position to prove Theorem 1.
Proof of Theorem 1. Let be defined by (21),(15),(22). We have that, for the case of and this is a unique solution problem of (3)–(5) as well as problem (6)–(10) with ; this can be shown similarly to the proof of Proposition 1. The identity is straightforward for truncated eigenfunction expansions with finite number of terms. On the next step, the extension on the case of infinite expansions is ensured by the energy estimates.
We have that
[TABLE]
By Lemma 1, it follows that for some that depends on , , , and . Hence
[TABLE]
for some , , and , that depend on , , , and . By Lemma 1, estimate (7) holds. This completes the proof of Theorem 1.
4 A numerical example of impact of the presence of
Consider a toy example for the problem
[TABLE]
where . This is a special case of problem (3)-(5) with , , . It is known that and , , are the corresponding eigenvalues and eigenfunctions Respectively, .
For simplicity, we assume that . In this case, , in the notations of the proof of Theorem 1. In addition, we assume that . The solution constructed in the proof of Theorem 1 is defined by (26) and (33), i.e.,
[TABLE]
where
[TABLE]
and where and are defined from the system (26), (27) such that
[TABLE]
where defined by (27), i.e.
[TABLE]
Let . As can be seen from the proof of Lemma 1, this values should be separated from zero to ensure regularity of solutions claimed in Theorem 1.
If , then the problem of small denominators arises: for any , as and hence .
In particular, for , we estimated numerically that for and that for . For , we estimated numerically that for and that for .
This illustrates that that the impact of including even a small enough can prevent appearance of ”small denominators” (small divisors).
5 Conclusions and discussion
The paper establishes solvability and regularity of a complexified boundary value problem for linear hyperbolic wave equations where a Cauchy condition is replaced by a integral condition for the solution. It is shown that this new problem is well-posed in a wide class of solutions given the presence of the weight function , where can be arbitrarily small; the only condition is that . This leads to complex valued solutions of the boundary value problem with this integral condition. This boundary value problem would be equivalent to a boundary value problem for a system of two real valued hyperbolic equations, for the real and imaginary parts of the complex valued solution respectively, with an integral condition connecting solutions. In this case, the real part of the solution can be considered as an approximation as of the solution of the real valued solution with . The setting considered in the paper allows many modifications and extensions. Most likely, the results can be extended on the case where the eigenvalues for can be non-positive, and where the weight in (5) is replaced by for . We leave it for the future research.
So far, we have considered the case where the solutions can be expanded via the basis from the eigenfunctions. It would be interestingly to extend the result on the more general case, as it was done in [11] for wave equations with two point conditions. We leave it for the future research as well.
Acknowledgment
This work was supported in part by the Zhejiang University/University of Illinois at Urbana-Champaign Institute.
The reference list from the paper itself. Each links out to its DOI / PubMed record.
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