- About this Journal ·
- Abstracting and Indexing ·
- Aims and Scope ·
- Article Processing Charges ·
- Author Guidelines ·
- Bibliographic Information ·
- Citations to this Journal ·
- Contact Information ·
- Editorial Board ·
- Editorial Workflow ·
- Free eTOC Alerts ·
- Publication Ethics ·
- Recently Accepted Articles ·
- Reviewers Acknowledgment ·
- Submit a Manuscript ·
- Subscription Information ·
- Table of Contents

International Journal of Stochastic Analysis

Volume 2010 (2010), Article ID 519684, 16 pages

http://dx.doi.org/10.1155/2010/519684

## The Rothe's Method to a Parabolic Integrodifferential Equation with a Nonclassical Boundary Conditions

Department of Mathematics, University of Larbi Ben M'Hidi, Oum El Bouagui 04000, Algeria

Received 26 February 2009; Revised 17 August 2009; Accepted 10 December 2009

Academic Editor: Alexander M. Krasnosel'skii

Copyright © 2010 Abdelfatah Bouziani and Rachid Mechri. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

#### Abstract

This paper is devoted to prove, in a nonclassical function space, the weak solvability of parabolic integrodifferential equations with a nonclassical boundary conditions. The investigation is made by means of approximation by the Rothes method which is based on a semidiscretization of the given problem with respect to the time variable.

#### 1. Introduction

The purpose of this paper is to study the solvability of the following equation: with the initial condition and the integral conditions where is an unknown function, , , and are given functions supposed to be sufficiently regular, while and are suitably defined functions satisfying certain conditions to be specified later and is a positive constant.

Since 1930, various classical types of initial boundary value problems have been investigated by many authors using Rothe time-discretization method; see, for instance, the monographs by Rektorys [1] and Kačur [2] and references cited therein. The linear case of our problem, that is, , appears, for instance, in the modelling of the quasistatic flexure of a thermoelastic rod (see [3]) and has been studied, firstly, by the second author with a more general second-order parabolic equation or a 2m-parabolic equation in [3–5] by means of the energy-integrals method and, secondly, by the two authors via the Rothe method [6–8]. For other models, we refer the reader, for instance, to [9–12], and references therein.

The paper is organized as follows. In Section 2, we transform problem (1.1)–(1.3) to an equivalent one with homogeneous integral conditions, namely, problem (2.3). Then, we specify notations and assumptions on data before stating the precise sense of the desired solution. In Section 3, by the Rothe discretization in time method, we construct approximate solutions to problem (2.3). Some a priori estimates for the approximations are derived in Section 4, while Section 5 is devoted to establish the existence and uniqueness of the solution.

#### 2. Preliminaries, Notation, and Main Result

It is convenient at the beginning to reduce problem (1.1)–(1.3) with inhomogeneous integral conditions to an equivalent one with homogeneous conditions. For this, we introduce a new unknown function by setting

where

Then, the function is seen to be the solution of the following problem:

where Hence, instead of looking for the function we search for the function The solution of problem (1.1)–(1.3) will be simply given by the formula

We introduce the function spaces, which we need in our investigation. Let and be the standard function spaces. We denote by the linear space of continuous functions with compact support in . Since such functions are Lebesgue integrable, we can define on the bilinear form given by where

The bilinear form (2.5) is considered as a scalar product on for which is not complete.

*Definition 2.1. *We denote by a completion of for the scalar product (2.5), which is denoted by , called the Bouziani space or the space of square integrable primitive functions on By the norm of function from we understand the nonnegative number
where denotes the norm of in

For , we have the elementary inequality

We denote by the space of functions which are square integrable in the Bochner sense, with the scalar product

Since the space is a Hilbert space, it can be shown that is a Hilbert space as well. The set of all continuous abstract functions in equipped with the norm

is denoted . Let be the set which we define as follows:

Since is the null space of the continuous linear mapping : , , it is a closed linear subspace of , consequently is a Hilbert space endowed with the inner product . Strong or weak convergence is denoted by or , respectively. The letter will stand for a generic positive constant which may be different in the same discussion.

Lemma 2.2 (Gronwall's lemma). *
Let , , be real integrable functions on the interval If
** then
**In particular, if is a constant and is nondecreasing, then
**
Let be a sequence of real nonnegative numbers satisfying
**where, , and are positive constants, such that . Then
**takes place for all *

In the sequel, we make the following assumptions.

Functions and are Lipschitz continuous, that is,

The mapping is Lipschitz continuous in both variables, that is,

for all , , and satisfies

for all and all , where and are positive constants.

and

We will be concerned with a weak solution in the following sense.

*Definition 2.3. *A function is called a weak solution to problem (2.3) if the following conditions are satisfied:(i),(ii) is strongly differentiable a.e. in and ,(iii) in ,(iv)the identity
holds for all and a.e. .

To close this section, we announce the main result of the paper.

Theorem 2.4. *Under assumptions , problem (2.3) admits a unique weak solution , in the sense of Definition (2.3).*

#### 3. Construction of an Approximate Solution

In order to solve problem (2.3) by the Rothe method, we proceed as follows. Let be a positive integer, we divide the time interval into subintervals , , where and . Then, for each problem (2.3) may be approximated by the following recurrent sequence of time-discretized problems. Successively, for , we look for functions such that starting from

where , , . For this, multiplying for all (3.1) by and integrating over , we get

Noting that, using a standard integration by parts, we have

Carrying out some integrations by parts and invoking (3.6), we obtain for each term in (3.5) and for the last one

By virtue of (3.7) and (3.8), (3.5) becomes or

Let and be two functions defined by

It is easy to see that the bilinear form is *continuous* on and *V*-*elliptic*, and the form is *continuous* for each . Then, Lax-Milgram lemma guarantees the existence and uniqueness of , for all .

#### 4. A Priori Estimates

Lemma 4.1. *There exists such that, for all and all , the solution of the discretized problem (3.1)–(3.4) satisfies the estimates
*

*Proof. *Testing the difference (3.9)-(3.9) with , taking into account assumptions and the Cauchy-Schwarz inequality, we obtain
where
Multiplying the left-hand side of the last inequality with and adding the terme
we get
Applying the last inequality recursively, it follows that
or, by virtue of Lemma 2.2 there exists such that
where
and so our proof is complete.

We address now the question of convergence and existence.

#### 5. Convergence and Existence

Now let us introduce the Rothe function obtained from the functions by piecewise linear interpolation with respect to time

as well the step functions , , , and defined as follows:

Corollary 5.1. *There exist such that the estimates
**
hold for all .*

*Proof. *For the inequalities (5.5), (5.6), and (5.7) see [6, Corollary 4.2.], whereas for the last inequality, assumption and estimate (4.1) guarantee the desired result.

Proposition 5.2. *The sequence converges in the norm of the space to some function and the error estimate
**
takes place for all .*

*Proof. *By virtue of (5.2), (5.3), and (5.4) the variational equation (3.9) may be rewritten in the form
for a.e. In view of (5.10), using (5.6) and (5.8) with the fact that
we obtain
Now, for , being two positive integers, testing the difference (5.10)-(5.10) with which is in with the help of the Cauchy-Schwarz inequality and taking into account that
and, by virtue of (5.12) we obtain after some rearrangements
To derive the required result, we need to estimate the third and the last terms in the right-hand side, for this, let be arbitrary but fixed in without loss of generality we can suppose that there exist three positive integers and , such that
Hence, using (5.4) we can write
By virtue of assumption and the fact that , there exist such that
Therefore, recalling assumptions , and having in mind that we estimate
from where, we derive for all Taking the supremum with respect to from to in the right-hand side, invoking the fact that and estimate (5.7), we obtain
so that
Let , from assumption it follows that
Ignoring the second term in the left-hand side of (5.14) which is clearly positive and using estimates (5.5), (5.7), (5.21), and (5.22) yield
Integrating this inequality with respect to time from 0 to and invoking the fact that we get
whence
Accordingly, by Gronwall's lemma we obtain
consequently
takes place for all . This implies that is a Cauchy sequence in the Banach space , and hence it converges in the norm of this latter to some function . Besides, passing to the limit in (5.27), we obtain the desired error estimate, which finishes the proof.

Now, we present some properties of the obtained solution.

The limit-function from Proposition 5.2, possesses the following properties:

(i),(ii) is strongly differentiable a.e. in and ,(iii) in for all ,(iv), in for all ,(v) in .*Proof. *On the basis of estimates (5.5) and (5.6), uniform convergence statement from Proposition 5.2, and the continuous embedding , the assertions of the present theorem are a direct consequence of [2, Lemma 1.3.15].

Theorem 5.3. *Under Assumptions , (2.3) admits a unique weak solution, namely, the limit function from Proposition 5.2, in the sense of Definition 2.3.*

*Proof. *We have to show that the limit function satisfies all the conditions (i), (ii), (iii), and (iv) of Definition 2.3. Obviously, in light of the properties of the function listed in Theorem 5.3, the first two conditions of Definition 2.3 are already seen. On the other hand, since in as and, by construction, , it follows that , so the initial condition is also fulfilled, that is, Definition 2.3(iii) takes place. It remains to see that the integral identity (2.21) is obeyed by . For this, integrating (5.10) over and using the fact that , we get
consequently, after some rearrangements
Let and denote the functions
To investigate the desired result, we prove some convergence statements. Using (5.2), (5.4), and (5.30) we have for all
Taking into account (5.5), (5.9), and assumptions , it follows that
Thanks to (5.31) and (5.32) we obtain
On the other hand, in view of the assumed Lipschitz continuity of , we have
Now, the sequences , , and are uniformly bounded with respect to both and , so the Lebesgue theorem of majorized convergence is applicable to (5.29). Thus, having in mind (5.7), (5.9), (5.33), and (5.34), we derive that
takes place for all and . Finally, differentiating (5.35) with respect to we get
The uniqueness may be argued in the usual manner. Indeed, exploiting an idea in [11], consider and two different solutions of (2.3), and define then, we have
Choosing as a test function, with the aid of Cauchy-Schwarz inequality and assumption , we obtain
Let such that
integrating (5.38) over , , using (5.39), and invokingassumption , we get
consequently, with the fact that
Choosing as a constant verifying the condition
we have, by virtue of (5.41)
taking into account that , we obtain
Following the same lines as for , we deduce that
therefore, we derive , on , then . This achives the proof.

#### References

- K. Rektorys,
*The Method of Discretization in Time and Partial Differential Equations*, vol. 4 of*Mathematics and Its Applications (East European Series)*, D. Reidel, Dordrecht, The Netherlands, 1982. View at MathSciNet - J. Kačur,
*Method of Rothe in Evolution Equations*, vol. 80 of*Teubner-Texte zur Mathematik*, BSB B. G. Teubner Verlagsgesellschaft, Leipzig, Germany, 1985. View at MathSciNet - A. Bouziani, “On the quasi static flexure of a thermoelastic rod,”
*Communications in Applied Analysis for Theory and Applications*, vol. 6, no. 4, pp. 549–568, 2002. View at MathSciNet - A. Bouziani, “Mixed problem with boundary integral conditions for a certain parabolic equation,”
*Journal of Applied Mathematics and Stochastic Analysis*, vol. 9, no. 3, pp. 323–330, 1996. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet - A. Bouziani and N.-E. Benouar, “Sur un problème mixte avec uniquement des conditions aux limites intégrales pour une classe d'équations paraboliques,”
*Maghreb Mathematical Review*, vol. 9, no. 1-2, pp. 55–70, 2000. View at MathSciNet - N. Merazga and A. Bouziani, “Rothe method for a mixed problem with an integral condition for the two-dimensional diffusion equation,”
*Abstract and Applied Analysis*, vol. 2003, no. 16, pp. 899–922, 2003. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet - N. Merazga and A. Bouziani, “Rothe time-discretization method for a nonlocal problem arising in thermoelasticity,”
*Journal of Applied Mathematics and Stochastic Analysis*, vol. 2005, no. 1, pp. 13–28, 2005. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet - N. Merazga and A. Bouziani, “On a time-discretization method for a semilinear heat equation with purely integral conditions in a nonclassical function space,”
*Nonlinear Analysis*, vol. 66, no. 3, pp. 604–623, 2007. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet - D. Bahaguna, A. K. Pani, and V. Raghavendra, “Rothe's method to semilinear hyperbolic integrodifferential equations,”
*Journal of Applied Mathematics and Stochastic Analysis*, vol. 3, no. 4, pp. 245–252, 1990. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet - D. Bahuguna and V. Raghavendra, “Rothe's method to parabolic integrodifferential equations via abstract integrodifferential equations,”
*Applicable Analysis*, vol. 33, no. 3-4, pp. 153–167, 1989. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet - D. Bahuguna and R. Shukla, “Method of semidiscretization in time for quasilinear integrodifferential equations,”
*International Journal of Mathematics and Mathematical Sciences*, vol. 2004, no. 9, pp. 469–478, 2004. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet - D. Bahuguna and S. K. Srivastava, “Approximation of solutions to evolution integrodifferential equations,”
*Journal of Applied Mathematics and Stochastic Analysis*, vol. 9, no. 3, pp. 315–322, 1996. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet