Abstract
In this work the singular Cauchy problem for the multi-dimensional Euler-Poisson-Darboux equation with spectral parameter has been investigated with the help of the generalized Erdelyi-Kober fractional operator. Solution of the considered problem is found in explicit form for various values of the parameter p of the equation.
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15.1 Introduction
For the first time the equation
where α,β,γ=const, was obtained by Euler [1] in connection with the study of the air flow in pipes of different cross sections and the vibrations of strings of variable thickness. He gave a solution of this equation for α=β=m, γ=n (m, n are natural numbers).
The same equation, but in another form
where q,p=const, was solved by Poisson [2] for q=0. He found a hyperbolic analogue of the representation of solution for this equation. In the same work he considered the equation
with n=3, p=1.
The general solution of (1) with α=β was found by Riemann [3]. He constructed the solution of the Cauchy problem with the help of auxiliary function using the method which is now called after him.
Much later, (2) with q=0, 0<p<1 appeared in the monograph by Darboux [4] in connection with studying curvature of surfaces, where it was called the Euler-Poisson equation. Subsequently, many authors began to cite equations of the forms (1), (2), (3) and their elliptic analogs, as the equations of Euler-Poisson-Darboux.
After the publication of the first issue of the book by Tricomi [5], where the problem for mixed elliptic-hyperbolic equation yu xx +u yy =0, later called as Tricomi equation, was formulated and investigated, the interest in such equations greatly increased. When studying this problem the key role is played by the equation of the form (2) and
where q=0, p=(1/6).
More bibliography in this direction can be found in the monographs by Bitsadze [6] and Smirnov [7].
The theory of equations with singular coefficients is directly connected to the theory of equation degenerating on the boundary. Using a change of variables, a wide class of degenerate equations can be reduced to equations with singular coefficients. For instance, the equation with degeneration of type and order,
by the change of variables \(t = \frac{2}{{m - k - 2}}y^{({m - k + 2})/ {2}} \) can be reduced to the equation
The main role in creating the theory of Euler-Poisson-Darboux equations was played by works of Weinstein [8–11]. In these works Weinstein investigated the Cauchy problem for (3) with various values of the parameter p, with half-homogeneous initial conditions
and found its solution in an explicit form.
There he showed also the matching formulae of the form
considering (4) with q=0, 0<p<(1/2). Note that the formula of the form (7) can be found in the work of Darboux [4].
In the work by Young [12] one can find the survey of the investigations of the singular Cauchy problem {(3), (6)}. In the works of Diaz, Weinberger [13], Blum [14], the problem {(3), (6)} was studied for various values of the parameter p.
Kapilevich [15] investigated the Cauchy problem with initial conditions
for (5), when λ≠0, 0<p<(1/2) and n=1,2.
The uniqueness of the solution of the Cauchy problem {(5), (8)} was proved in the works by Fox [16], Blum [17], Bresters [18]. However, as it was shown by Bresters [18], the solution is not unique when p<0.
In the present work, using fractional integrals, we investigate the Cauchy problem {(5), (8)} for various values of the parameters p≥0 and λ≠0.
15.2 Generalized Erdelyi-Kober Operator
In the paper [10] Weinstein found a formulae in which the connection of the solution of (2) for q=0 with fractional integrals was made for various values of the parameter p. This idea was substantially developed in the work of Erdelyi [19–22], who continued investigations by Weinstein [11], and studied properties of the differential operator
In the work of Erdelyi [22] the apparatus of fractional integration was used for developing the result by Friedlander and Heins [23], where (2) was considered for q=0.
The results of Erdelyi were generalized by Lowndes [24–26], where a generalized Erdelyi-Kober operator
was introduced and studied. Here η,α,λ∈R, such that α>0, η≥−(1/2), and J ν (z) is the Bessel function of the first kind of order ν [27–29].
Further we need the following properties of the operator (10), which were proved in [25]:
-
1.
It is obvious that for λ→0 the operator (10) coincides with the regular Erdelyi-Kober operator
$$I_{\eta, \alpha} f(x) = \frac{{2x^{ - 2(\eta + \alpha)} }}{ {\varGamma(\alpha)}}\int_0^x {\bigl(x^2 - t^2 \bigr)^{\alpha - 1} t^{2\eta + 1} f(t)dt}, $$where Γ(α) is Euler’s Gamma function.
-
2.
The following equalities hold true:
$$J_{i\lambda} (\eta + \alpha, \beta)J_\lambda (\eta, \alpha) = J_\lambda (\eta + \alpha, \beta)J_{i\lambda} (\eta, \alpha ) = I_{\eta, \alpha + \beta}, $$where i is the imaginary unit, α,β,λ∈R.
-
3.
From the latter equality, using the property J 0(η,0)=E, where E is unique operator, one can pre-define the operator J λ (η,α) for α<0 in the following way:
$$ J_\lambda (\eta,\alpha)f(x) = x^{ - 2(\eta + \alpha)} \biggl( { \frac{d}{{2xdx}}} \biggr)^m x^{2(\eta + \alpha + m)} J_\lambda (\eta, \alpha + m)f(x), $$(11)where −m<α<0, m=1,2,… .
-
4.
From the property 3, the relations for inverse operator
$$J_{i\lambda}^{ - 1} (\eta,\alpha) = J_\lambda (\eta + \alpha, - \alpha),\qquad J_\lambda^{ - 1} (\eta,\alpha) = J_{i\lambda} (\eta + \alpha, - \alpha) $$follow.
In the work [26] Lowndes proved the following lemma:
Lemma 1
Let α>0, f(x)∈C 2(0,b), b>0, let the function x 2η+1 f(x) be integrable in a neighborhood and let x 2η+1 f′(x)→0 as x→0. Then
where \(B_{\eta}^{(x)}\) is the operator of Bessel which is defined by (9).
Using this lemma Lowndes solved the Cauchy problem {(5), (8)} for p=0.
Further we need the following form of the formula (10):
where \(\bar{J}_{\nu}(z)\) is the Bessel-Clifford function, which can be written by the Bessel function as: \(\bar{J}_{\nu}(z) = \varGamma(\nu + 1)(z/2)^{ - \nu} J_{\nu}(z)\).
15.3 Application of the Erdelyi-Kober Operator for Solving the Cauchy Problem
For the construction of the solution of the problem {(5), (8)}, corresponding to various values of the parameter p, first we give some properties of the solution of (5), [9].
We denote by u(x,t;p), w(x,t;p) the solutions of (5) for a given value of p.
-
1.
If u(x,t;1−p) is a solution of the equation \(L_{1 - p}^{\lambda}(u) = 0\), then the function w(x,t;p)=t 1−2p u(x,t;1−p) will be a solution of the equation \(L_{p}^{\lambda}(w) = 0\) and vice versa, if w(x,t;p) is a solution of the equation \(L_{p}^{\lambda}(w) = 0\), then u(x,t;1−p)=t 2p−1 w(x,t;p) will be a solution of the equation \(L_{1 - p}^{\lambda}(u) = 0\).
-
2.
If u(x,t;p) is a solution of the equation \(L_{p}^{\lambda}(u) = 0\), then the function
$$u(x,t;1 + p) = \biggl( {\frac{1}{t}\frac{\partial}{ {\partial t}}} \biggr)u(x,t;p) $$will be a solution of the equation \(L_{1 +p}^{\lambda}(u) = 0\) and vice versa, if u(x,t;1+p) is a solution of the equation \(L_{1 + p}^{\lambda}(u) = 0\), then there exists always a solution u(x,t;p) of the equation \(L_{p}^{\lambda}(u) = 0\).
Now we begin the investigation of the problem {(5), (8)}. Assume that the solution of the problem {(5), (6)} exists. We look for this solution as a generalized Erdelyi-Kober operator:
where α,η∈R are numbers to be specified later and, moreover, α>0, η≥−(1/2), V(x,t) is a twice continuously differentiable unknown function.
Substituting (14) into (5) and initial condition (6), and applying Lemma 1 we find the unknown function V(x,s), so that it satisfies the equation
and the initial conditions
Further, we choose parameters α, η such that the function u(x,t) defined by (14) satisfies (5) and the initial conditions (8).
Let η=(n/2)−1, α=p−(n−1)/2 and p>(n−1)/2. Then (15) is transformed to the Darboux equation. It is known from [30] that the solution of the problem {(15), (16)} in this case is unique and represented by M n (x,t;τ), which is the spherical mean of the function τ(x) in the space R n, by the formula
where \(\vert {\xi - x} \vert ^{2} = \sum_{k = 1}^{n} {(\xi _{k} - x_{k} )^{2} }\), dω is the area-element of the unit sphere, and ω n =2π n/2/Γ(n/2) is the area of its surface.
It is easy to verify that the function M n (x,s;τ) satisfies the initial conditions
Substituting (17) into the equality (14) we obtain
If τ(x)∈C 2(R n), then by virtue of Lemma 1, the function (19) will be a regular solution of (5) satisfying the initial conditions (6).
Note that in the case when p<(n−1)/2, the function (19) will be the solution of the problem {(5), (6)}, if one uses the pre-definition of the operator (14) for α<0 based on (11):
where −m<α<0, m=1,2,3… . In this case we choose m to be the smallest positive integer satisfying the inequality p+m>(n−1)/2.
Here one can see that the range of the parameter p depends on the dimension of the space R n. There is a question: how to find the solution of the considered problem for any n, if the range of the parameter p is fixed in advance, for instance, 0<p<1/2?
In this case we choose the parameter η so that the function u(x,t) which is defined by (14) satisfies (5) and the initial conditions (6).
Let η=−1/2, then the parameter α=p and (15) can be transformed to the n-dimensional wave equation.
In this case the solution of the problem {(15), (16)} for odd n has the form ([30]):
where γ 1=1/[1⋅3⋅⋯⋅(n−2)].
Let n=2m+1, then the solution (20) has the form
The solution of the problem {(15), (16)} for even n can be written as ([30]):
where γ 2=1/[2⋅4⋅⋯⋅(n−2)].
Let n=2m, then the solution (22) will have the form
Combining solutions (21) and (23), we obtain
where
Substituting (24) into the formula (14) we have
The following lemmas hold true:
Lemma 2
If τ(x) is m times continuously differentiable, then
Proof
Considering (17) and (18) we rewrite the function T(x,s) as T(x,s)=s 2m−1 T 0(x,s), where
Then
Further, considering the equality
we obtain \(( {\frac{1}{s}\frac{\partial}{{\partial s}}} )^{m - 1} T(x,s) = O(s)\), from which the statement of the Lemma 2 follows. □
Lemma 3
Under the conditions of Lemma 2 the equality
holds true.
Proof
We prove this lemma using the method of mathematical induction. First, we prove that (25) is true for m=1.
Consider the function
where ε is a small enough positive real number.
Applying integration by parts to the latter integral and considering statements of the Lemma 2, we obtain
Further, taking into account the following easily checkable equalities
we have
From here, by virtue of p>0, after ε→0 we get
Assume that formula (26) holds for m=k−1. We prove that it is valid also for m=k:
Further, considering (27) we get the statement of Lemma 3. □
Now, applying Lemma 3 to (25) we obtain
Let n=2m+1. Then, substituting the value of the function T(x,s) into (28) we deduce
We now construct a solution of (5) for odd n satisfying the conditions
where ν(x)∈C [n/2]+1(R n) is a given function, and [n/2] means the integer part of the number n/2.
Let function u(x,t;1−p) be a solution of the equation \(L_{1 - p}^{\lambda}(u) = 0\) satisfying conditions (6). Then by virtue of the property 1 of (5), the function w(x,t;p)=t 1−2p u(x,t;1−p) will be a solution of the equation \(L_{p}^{\lambda}(w) = 0\), satisfying conditions (30). Further, substituting (1−2p)τ(x) to ν(x), we get
Thus, if τ(x)∈C [n/2]+2(R n), ν(x)∈C [n/2]+1(R n), then the sum of the functions (29) and (31) for odd n is a solution of (5), satisfying conditions (8).
Let n=2m. Then, substituting the value of the function T(x,s) into formula (28) we obtain
Changing the order of integration by the Dirichlet formula we have
We now evaluate the inner integral. Using the expansion of the Bessel-Clifford function into a series, and calculating the obtained integral we get
Substituting (33) into (32) we obtain
Similarly, as in the case when n is odd, for even n we get a solution of the problem (5), (30) as
Thus, if τ(x)∈C [n/2]+2(R n), ν(x)∈C [n/2]+1(R n), then the sum of the functions (34) and (35) for even n will be the solution of (5) satisfying conditions (8).
The formulae (29) and (31) for odd n, and formulae (34) and (35) for even n were obtained for 0<p<(1/2). For other values of the parameter p≠(1/2),(3/2),… , the solution will be defined by the analytic continuation of the operator J λ (η,α) in the parameter α=p.
When τ(x) and ν(x) are arbitrary functions, then the sum of the functions (29) and (31) for odd n, and formulae (34), (35) for even n, respectively, give the general solution of (5). Assume that p=(1/2). Then these sums contain only one arbitrary function. Therefore, it is not a general solution of (5) for p=(1/2).
Naturally, it is interesting to find a general solution of (5) for p=(1/2), because with the help of the general solution for any equation one can find information on correct initial and boundary problems for this equation.
Let n be odd. Then by virtue of \(\bar{J}_{(-1/2)}(z)=\cos(z)\) from the formula (29) for arbitrary φ(x)∈C [n/2]+2(R n), it follows that the function u(x,t) defined by the formula
will be a solution of (5).
In order to construct a second linear-independent solution of (5), we replace in formulae (29) and (31) the functions τ(x) and ν(x) by an arbitrary function g(x)∈C [n/2]+2(R n) and rewrite it as
where
Calculating the derivatives appearing in equality (39) we deduce
where A k (\(k=\overline{1,n}\)) are some constants.
By virtue of (18), from the latter equality it follows that the function P n (x,s;g) satisfies the conditions
It is obvious that the linear combination of the expressions (37) and (38) of the form
will be a solution of (5). We rewrite this combination as
Considering
passing to the limit as p→(1/2), and taking into consideration the equalities
we deduce from (40) that
Here
and ψ(z)=[Γ′(z)/Γ(z)] is the logarithmic derivative of the Gamma-function ([27]).
Consequently, in the case p=(1/2) and odd n, the general solution of (5), in accordance with (36) and (41), has the form
where P n (x,s;f) is the function, defined by (39), and φ(x), g(x) are arbitrary functions from the class of functions C [n/2]+2(R n).
Now consider the case when n is even, p=(1/2). In this case one of the solutions of (5) will be the function:
which follows from (34) at p=(1/2), here φ(x)∈C [n/2]+2(R n) is an arbitrary function.
With the aim to find a second linearly-independent solution of (5), we replace in formulae (34), (35), the functions τ(x) and ν(x) by an arbitrary function g(x)∈C [n/2]+2(R n), and rewrite them as
where \(\sigma={\lambda t \sqrt{1 - z^{2} }}\),
Calculating all the necessary derivatives in (47) we obtain
where C k (\(k=\overline{1,n}\)) are some well-defined constants.
By virtue of (18), from the latter equality it follows that the function Q n (x,s;g) satisfies the conditions
The following linear combination of the functions (45), (46),
will be a solution of (5).
In the equality (48) we pass to the limit as p→(1/2), and we have
where B 0(σ) is the function defined by (42), \(\sigma=\lambda t \sqrt{1-z^{2}}\),
such that B ∗(σ)=O(σ 2[C+lnσ]), C=const.
Consequently, in the case p=(1/2) and even n, the general solution of (5), in accordance with (44), (49), has the form
where Q n (x,s;φ) is the function defined by (47), and φ(x), g(x) are arbitrary functions from C [n/2]+2(R n).
From formulae (43) and (50), which give the general solution of (5) for p=(1/2), it follows that the Cauchy problem for this equation with initial conditions (8) is not correctly formulated. In this case the initial conditions should be given in a modified form. Precisely, in the case when n is odd, they should be given in the form of
and in the case when n is even, in the form of
Here W 1 and W 2 are functions which are defined by (41) and (49), respectively.
Remark
Using property 2 of (5) in the case when p=l+(1/2), l=1,2,… , one can find a formula for a general solution of this equation.
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Urinov, A.K., Karimov, S.T. (2013). Solution of the Cauchy Problem for Generalized Euler-Poisson-Darboux Equation by the Method of Fractional Integrals. In: Reissig, M., Ruzhansky, M. (eds) Progress in Partial Differential Equations. Springer Proceedings in Mathematics & Statistics, vol 44. Springer, Heidelberg. https://doi.org/10.1007/978-3-319-00125-8_15
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