\documentclass[reqno]{amsart}
\usepackage{hyperref}

\AtBeginDocument{{\noindent\small
\emph{Electronic Journal of Differential Equations},
Vol. 2018 (2018), No. 65, pp. 1--11.\newline
ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu}
\thanks{\copyright 2018 Texas State University.}
\vspace{8mm}}

\begin{document}
\title[\hfilneg EJDE-2018/65\hfil Spectral property of a Frankl type problem]
{Spectral properties of a Frankl type problem for parabolic-hyperbolic equations}

\author[M. A. Sadybekov, G. Dildabek, M. B . Ivanova \hfil EJDE-2018/65\hfilneg]
{Makhmud A. Sadybekov, Gulnar Dildabek, Marina B. Ivanova}

\address{Makhmud Sadybekov (corresponding author)\newline
Institute of Mathematics and Mathematical Modeling,
125 Pushkin str., 050010 Almaty, Kazakhstan}
\email{sadybekov@math.kz}

\address{Gulnar Dildabek \newline
Institute of Mathematics and Mathematical Modeling,
125 Pushkin str., 050010 Almaty, Kazakhstan. \newline
Al-Farabi Kazakh National
University, Almaty, Kazakhstan}
\email{dildabek.g@gmail.com}

\address{Marina B. Ivanova \newline
Institute of Mathematics and Mathematical Modeling,
125 Pushkin str., 050010 Almaty, Kazakhstan.\newline
South-Kazakhstan State Pharmaceutical Academy,
1 al-Farabi sq., 160019,
Shymkent, Kazakhstan}
\email{marina-iv@mail.ru}

\dedicatory{Communicated by Ludmila S. Pulkina}

\thanks{Submitted December 14, 2017. Published March 10, 2018.}
\subjclass[2010]{35M10, 35M12}
\keywords{Equation of the mixed type; parabolic-hyperbolic equation;
\hfill\break\indent Non-local boundary value problem;
  Frankl type problem; spectral properties; eigenvalues}

\begin{abstract}
 In this article we study spectral properties of non-local boundary-value
 problem for an equation of parabolic-hyperbolic type.
 The non-local condition binds the solution values at points on boundaries
 of the parabolic and hyperbolic parts of the domain with each other.
 Nonlocal boundary conditions of such type are called Frankl-type conditions.
 This problem was first  formulated by  Kal'menov and Sadybekov who proved
 the unique strong solvability. In this article we investigate one particular
 case of this problem, for which we show that the problem does not
 have eigenvalues.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{lemma}[theorem]{Lemma}
\newtheorem{definition}[theorem]{Definition}
\allowdisplaybreaks

\section{Introduction}\label{intro}

 The theory of equations of the mixed type is one of the well-developed 
sections of the modern theory of partial differential equations. 
This happens because of the appearance of many applied problems 
such mathematical modeling  lead to the studying various types of
equations in  domains of changing independent variables. 
Therefore scientists are interested in problems of mixed type.

In 1902  Chaplygin was the first to point out the importance
of studying equations of the mixed type in his paper ``On gas
jet``. Researching boundary value problems for equations of the
mixed type began from works of  Tricomi,  Gellerstedt in
20th-30th of the last century. A new stage of developing this
theory was founded by papers of Lavrent'ev,  Bitsadze,
Frankl,  Babenko, where the practical significance of
some essential issues of this theory was indicated alongside with
theoretical researches of these issues. For the most part, these
works were devoted to the theoretical and applied aspects of
equations of the mixed elliptic-hyperbolic type.

Researching equations of a parabolic-hyperbolic type has gained a
rapid development quite recently. These problems are of particular
interest due to their application to various problems of mechanics
and physics. For example, such problems arise in studying the
movement of weak compressible fluid in a channel surrounded by a
porous medium: in the channel the pressure of the fluid satisfies
the wave equation, but in the porous medium this pressure is
described by a diffusion equation.

Essential contribution to the development of the theory of
boundary value problems for parabolic-hyperbolic equations was
done by  Salakhitdinov,  Dzhuraev, Nakhushev. They
justified the well-posedness of formulated problems  by the method
of reduction to integral equations.  Issues of well-posed
solvability of problems were researched  on the basis of solution
representation in the form of bilinear series in papers of
Moiseev,  Kapustin,  Sabitov.

Unlike the theory of local boundary value problems, nonlocal
boundary value problems are much less researched. In gas dynamics
 Frankl (in 1945) for the first time set a boundary value
problem for the Chaplygin equation
\[
k(y)u_{xx}-u_{yy}= 0,
\]
where $k(0)=0$, $k'(y)>0$. In this problem
as a carrier of nonlocal boundary condition ("jump of sealing")
\[
u(0,y)-u(0,-y)=f(y)
\]
is a part $-a<y<a$ of the boundary $x=0$ of the domain consisting
of parts of the boundary of subdomains of ellipticity and
hyperbolicity of the equation  \cite{0-1,0-2}. Therefore the
nonlocal boundary conditions of such type, that is, binding values
of functions on the boundary of domains of equations of various
type, are called conditions of the Frankl type.

 Pulkin and  Lerner (1966) for the general
Lavrent'ev-Bitsadze equation formulated and investigated problems
in which the Franklle condition is replaced by the Tricomi
condition, and different conditions are given on the remaining
sections of the boundary \cite{0}.

Publications on this subject are quite extensive. From the recent
publications related to the theme we can note the papers
\cite{4,1,5,7,3,2,6}. However in these papers the nonlocal
problems were considered in rectangular domains. But in our
formulation of the problem the hyperbolic part coincides with a
characteristic triangle. Throughout this note we mainly use
techniques from our works \cite{8,10,11,13,14,12,9} .


\section{Formulation of the problem and main result on its solvability}
\label{sec:1}

Let $\Omega \subset R^2$ be a finite domain bounded
for $y>0$ by the segments $AA_0$, $A_0B_0$, $B_0B$, $A=(0,0)$,
$A_0=(0,1)$, $B_0=(1,1)$, $B=(1,0)$ and for $y<0$ by the
characteristics $AC: x+y=0$ and $BC: x-y=1$ of an equation of
the mixed parabolic-hyperbolic type
\begin{equation} \label{e1}
Lu=\bigg\{ \begin{gathered}
u_x-u_{yy},\quad y>0 \\
u_{xx}-u_{yy},\quad y<0 \end{gathered} \bigg\}=f(x,y).
\end{equation}
This is an equation of the mixed type. The
equation  refers to the first kind because the line of change of
type $y=0$ is not a characteristic of the equation.


By $W^l_2(\Omega )=H^l(\Omega )$ we denote the Sobolev
space with the norm ${\|\cdot \|}_l$,
$W^0_2(\Omega )=L_2(\Omega )$;
${\Omega}_1=\Omega \cap\{y>0\}$,  ${\Omega }_2=\Omega \cap\{y<0\}$.

Consider the following nonlocal boundary value problem being the
generalization of an analogue of the Frankl problem for the
parabolic-hyperbolic equation \eqref{e1}. This problem was first
formulated by  Kal'menov and Sadybekov \cite{10,11} .
\smallskip


\noindent\textbf{Problem $F$.} Find a solution to \eqref{e1} satisfying
classical boundary conditions
\begin{equation} \label{e2}
u\big|_{AA_0}=0,\quad u_y\big|_{A_0B_0}=0,
 \end{equation}
and the non-local boundary condition
\begin{equation} \label{e3}
\alpha u({\theta }_0(t))+\beta
u({\theta }_1(t))=\gamma u(\theta (t)),\quad 0\le t\le 1,
\end{equation}
where $\theta(t)=(t,1)$, ${\theta}_0(t)=(t/2,-t/2)$,
${\theta}_1(t)=(\frac{t+1}{2},\frac{t-1}{2})$;
$\alpha$, $\beta$ and $\gamma$ are given
numbers.
\smallskip

It is easy to see that $\theta (t)\in A_0B_0$,
${\theta }_0(t)\in AC$, ${\theta }_1(t)\in BC$.
Therefore the non-local boundary condition \eqref{e3} binds with each
other values of the sought-for solution on the parabolic part of
the boundary $A_0B_0$ and on the hyperbolic parts of the boundary
of the domain (at the characteristics $AC$ and $BC$).

Note that for $\gamma=0$ the boundary conditions in the hyperbolic
part of the domain of the form
\[
\alpha u({\theta }_0(t))+\beta u({\theta }_1(t))=0
\]
are well-known and called boundary conditions with displacement.
They were first introduced by Nakhushev for a wave equation
(see \cite{15}). The particular case of Problem $F$ for
$\alpha+\beta=2\gamma$ was considered in \cite{8}  and there the
unique strong solvability of the problem is proved.

\begin{definition} \label{def1}\rm
A function   $u(x,y)$ from the class
\[
{u\in W=C^1(\overline{\Omega })\cap C^{1,2}_{x,y}
(\overline{\Omega }}_1)\cap C^2({\overline{\Omega}}_2),
\]
 satisfying the boundary conditions \eqref{e2}--\eqref{e3} of the
problem and turning  \eqref{e1} into an identity we will call
 \emph{a classical solution} to Problem $F$.
\end{definition}

\begin{definition} \label{def2} \rm
A function ${u\in L}_2(\Omega )$ we will call \emph{a strong solution}
to Problem $F$ if there exists a sequence of functions $\{u_n\}$, $u_n\in
W$ satisfying the boundary conditions \eqref{e2}--\eqref{e3} of the problem such
that sequences $u_n$ and ${Lu}_n$ reduce in $L_2(\Omega)$ to the functions
$u$ and $f$, respectively.
\end{definition}

Kal'menov and Sadybekov \cite{10,11} proved
the unique strong solvability of the problem.

\begin{theorem}[\cite{10,11}]  \label{thm2.1}
Let $\alpha+\beta\neq 0$. Then

(a) For any function ${f\in L}_2(\Omega )$ there exists
a unique strong solution $u(x,y)$ to Problem $F$. This solution
belongs to the class  ${H^1(\Omega )\cap H^{1,2}_{x,y}
(\Omega }_1)\cap C(\overline{\Omega })$, and satisfies
the inequality
\begin{equation} \label{e4}
{\|u\|}_1\le C {\|f\|}_0.
\end{equation}

 (b) For any function ${f\in C}^1(\overline{\Omega} )$, $f(A)=0$,
there exists a unique classical solution $u(x,y)$ to Problem $F$. This solution
is stable in the norm
\begin{equation}\label{e5}
{\|u\|}_{C(\overline{\Omega} )}\le C {\|f\|}_{C(\overline{\Omega})}.
\end{equation}
\end{theorem}

By  $L$  denote a closure in $L_2(\Omega )$ of the
differential operator given on functions $\{u_n\}$,
$u_n\in W$ satisfying the boundary conditions \eqref{e2}--\eqref{e3}.
From item (a) of Theorem \ref{thm2.1} follows that the operator $L$ is invertible and
${L}^{-1}$ is a compact operator. Therefore the spectrum of the
operator $L$ can consist of only eigenvalues. Naturally there
arises a question on existence of eigenvalues of the operator $L$
and, consequently, of Problem $F$.

Unlike the theory of solvability, spectral issues of problems for
equations of the mixed type are less studied. The papers by
Kal'menov \cite{16,17}, Moiseev \cite{18},  Ponomarev
\cite{19}  have made a sifnificant contribution to this direction.
The main bibliography on these issues is given in the monograph of
 Moiseev \cite{20}.

Note that for $\beta=\gamma=0$ Problem $F$ coincides with the
Tricomi problem, and for $\alpha=\gamma=0$ it coincides with the
Tricomi problem with data on an opposite characteristics. The
strong solvability of particular cases of the problem for
$\alpha=\gamma=0$ and for $\beta=\gamma=0$ has been researched in
paper by Sadybekov, Toizhanova (Dildabek) \cite{21}.
It is shown that for $\beta=\gamma=0$ the problem is Volterra, and
for $\alpha=\gamma=0$ the problem has an eigenvalue. This method
was used in \cite{22}  for proving the Volterra property of some
problems with the Bitsadze-Samarskii-type conditions for a mixed
parabolic-hyperbolic equation.

In the next section we present another particular case of Problem
$F$ for $\gamma\neq0$ which does not have eigenvalues. In virtue
of compactness of the operator ${L}^{-1}$ it will mean that
${L}^{-1}$ is a Volterra operator. Thus Problem $F$ in this case
is Volterra.


\section{Absence of eigenvalues}\label{sec:2}

Consider a particular case of Problem $F$, when
$\beta=0$. In virtue of the condition $\alpha+\beta\neq 0$ from
Theorem \ref{thm2.1} one can consider that $\alpha=1$.
\smallskip

\noindent\textbf{Problem $F_0$.}
Find a solution to \eqref{e1} satisfying the boundary conditions
\begin{gather} \label{e2b}
u\big|_{AA_0}=0,\quad u_y\big|_{A_0B_0}=0, \\
\label{e3b}
u({\theta }_0(t))=\gamma u(\theta (t)),\quad 0\le t\le 1,
\end{gather}
where
 $\theta (t)=(t,1)$, ${\theta }_0(t)=(t/2,-t/2)$,
$\gamma$ are given numbers.

For proving the Volterra property of Problem $F_0$ we need to
obtain a representation of the inverse operator ${L}^{-1}$. A part
of the following theorem can be obtained, as a particular case,
from \cite{10,11}. But we prove this result anew because it is
important to obtain a form of solution in the integral form.

\begin{theorem}  \label{thm3.1}
For any function ${f\in L}_2(\Omega)$ there exists a unique strong
solution $u(x,y)$ to Problem $F_0$. This solution belongs to the class
 ${H^1(\Omega)\cap H^{1,2}_{x,y}\ (\Omega }_1)\cap C(\overline{\Omega })$,
satisfies  inequality \eqref{e4} and can be represented in the form
\begin{equation}\label{e8}
u(x,y)=\int_{\Omega}{K(x,y;x_1,y_1)}f(x_1,y_1)dx_1dy_1,
\end{equation}
where  ${K\in L}_2(\Omega \times \Omega )$.
\end{theorem}

\begin{proof}
The proof will be given in several stages.

\subsection{Reducing to an integral equation}\label{sec:2.1}

At first let ${f\in C}^1(\overline{\Omega} )$,
$f(A)=0$.  By the unique solvability of the Cauchy
problem for a wave equation, the solution to \eqref{e1} for $y<0$ is
represented according to the d'Alembert formula
\begin{equation}\label{e5_0}
 u(x,y)=-\int^{\eta }_{\xi }{d{\xi}_1\int^{\eta }_{{\xi }_1}{f_1({\xi }_1,{\eta
}_1)d{\eta }_1}}+\frac{1}{2}[\tau (\xi
)+\tau (\eta )]-\frac{1}{2}\int^{\eta
}_{\xi }{\nu (s)ds},
\end{equation}
where
\begin{gather*}
\tau (x)=u(x,0),\quad \tau (0)=0,\quad \xi =x+y,\quad \eta =x-y,\\
\nu (x)=\frac{\partial u}{\partial y}(x,0),\quad
f_1(\xi ,\eta )= \frac{1}{4}f(\frac{\xi +\eta }{2},\frac{\xi -\eta }{2}).
\end{gather*}
Hence, taking into account $\tau (0)=0$, by direct
calculation, we obtain
\begin{equation} \label{e5_1}
u({\theta }_0(t))=\frac{1}{2}\tau (t)-\frac{1}{2}\int^t_0{\nu (s)ds}
 -  \int^t_0{d{\xi }_1\int^t_{{\xi}_1}{f_1({\xi }_1,{\eta }_1)d{\eta }_1}}.
\end{equation}
This is the basic relation for $\tau (t)$ and $\nu(t)$ obtained from
the hyperbolic part of the domain.

In the parabolic part of the domain we consider a problem with
mixed boundary condition:
\begin{quote}
Find in ${\Omega }_1$ a solution to the heat equation
\begin{equation} \label{e8_1}
u_x-u_{yy}=f(x,y),
\end{equation}
satisfying the homogeneous initial-boundary conditions
\eqref{e2} and non-homogeneous boundary condition
\begin{equation} \label{e9}
 u(x,0)=\tau (x),\quad 0\le x\le 1.
\end{equation}
\end{quote}

It is evident that the natural condition of the sequence $\tau
(0)=0$ is a necessary condition of the solution
existence. Further we will assume that this condition holds.

Considering that the function $\tau (x)$ is well-known,
we calculate $\nu (x)= \frac{\partial u}{\partial y}(x,0)$.

This is a mixed initial-boundary value problem for the heat
equation. Its Green's function has the form \cite[p. 198]{23}:
\begin{equation} \label{10}
\begin{aligned}
G(x,y,y_1)
&==\sum^{+\infty }_{n=-\infty }
\frac{(-1)^n}{2\sqrt{\pi x}}
\Big[\exp\big\{-\frac{{(y-y_1+2n)}^2}{4x}\big\} \\
&\quad - \exp\big\{-\frac{{(y+y_1+2n)}^2}{4x}\big\}\Big].
\end{aligned}
\end{equation}

Therefore for the solution to problem \eqref{e8_1},
\eqref{e2}, \eqref{e9} we have the representation
\begin{equation}  \label{10-1}
\begin{aligned}
u(x,y)&=\int^x_0{dx_1\int^1_0{G(x-x_1,y,y_1)f(x_1,y_1)dy_1}} \\
&\quad +\int^x_0{G_{y_1}(x-s,y,0)\tau(s)ds}.
\end{aligned}
\end{equation}
Hence for $y\to 1$ we find
\begin{equation} \label{e24}
\begin{aligned}
u(\theta (t))
&= \int^t_0{dx_1\int^1_0{G(t-x_1,1,y_1)f(x_1,y_1)dy_1}} \\
&\quad + \int^t_0 G_{y_1}(t-s,1,0)\tau(s)ds,
\end{aligned}
\end{equation}
and differentiating with respect to $y$ and letting $y\to 0$, we obtain
\begin{equation} \label{e24_1}
\nu(x)= \frac{\partial}{\partial y}\int^x_0{G_{y_1}(x-s,y,0)\tau(s)ds}
\big|_{y=0}+\Phi_1(x),
\end{equation}
where
\[
\Phi_1(x)=\frac{\partial}{\partial y}\int^x_0{dx_1
\int^1_0{G(x-x_1,y,y_1)f(x_1,y_1)dy_1}}\big|_{y=0}.
\]
Formulas \eqref{e24} and \eqref{e24_1} give the
basic relation for $\tau (t)$ and $\nu (t)$
obtained from the parabolic part of the domain.

Substituting \eqref{e5_1} and \eqref{e24} into the boundary
condition \eqref{e3}, after differentiating, taking into
account $\tau(0)=0$, we obtain

\begin{equation}\label{13}
\tau' (t)-\nu (t)-2\gamma \int^t_0{G_{y_1}(t-s,1,0)\tau'(s)ds}=2F(t),
\end{equation}
where $F(t)=F_1(t)+F_2(t)$, with
\begin{gather*}
F_1(t)=\gamma\frac{d}{dt}\int^t_0{dx_1\int^1_0{G(t-x_1,1,y_1)f(x_1,y_1)dy_1}},\\
F_2(t)=  \int^t_0{f_1({\xi }_1,t)d\xi_1}.
\end{gather*}
We transform the first summand in the right-hand part of
\eqref{e24_1}. For this purpose, taking into account
$\tau (0)=0$ and the explicit form of the Green's function
\eqref{10}, by integrating by parts, we transform
\[
\int^t_0{G_{y_1}(t-s,y,0)\tau(s)ds}=\int^t_0{G_1(t-s,y){\tau}'(s)ds},
\]
 where
\[
G_1(t-s,y)
=-\frac{2}{\sqrt{\pi }}\sum^{-1}_{n=-\infty }(-1)^n
{\int^{\frac{y+n}{2\sqrt{(t-s)}}}_{-\infty}{e^{-z^2}}dz}
  + \frac{2}{\sqrt{\pi }}\sum^{+\infty
}_{n=0}(-1)^n{\int^{+\infty}_{\frac{y+n}{2\sqrt{(t-s)}}}{e^{-z^2}}dz}.
\]
Hence it is easy to obtain that
\[
\frac{\partial}{\partial
y}\int^t_0{G_{y_1}(t-s,y,0)\tau(s)ds}\big|\
_{y=0}=-\int^t_0 k(t-s)\tau'(s)ds,
\]
where
\[
k(t-s)=\frac{1}{\sqrt{\pi (t-s)}}
\sum^{+\infty }_{n=-\infty
}(-1)^n{\exp\Big\{-\frac{n^2}{4(t-s)}\Big\}},
\]
and formula \eqref{e24_1} takes the form
\begin{equation} \label{16}
\nu(t)= -\int^t_0
k(t-s)\tau'(s)ds+\Phi_1(t).
\end{equation}
Substituting the obtained result from \eqref{16} into \eqref{13},
we obtain the integral equation
\begin{equation} \label{17}
\tau' (t)+\int^t_0
k(t-s)\tau'(s)ds- 2\gamma
\int^t_0{G_{y_1}(t-s,1,0)\tau'(s)ds}=2\Phi(t),\end{equation}
where
\begin{equation} \label{17_1}
\Phi(t)=F(t)+\frac{1}{2}\Phi_1(t).
\end{equation}


\subsection{Constructing a solution to the problem}\label{sec:2.2}

It is easy to see that $k(t-s)$ is a
kernel with a weak polar peculiarity, and the function
$G_{y_1}(t-s,1,0)$ is infinitely continuously
differentiable for all $s\leq t\leq 1$. Therefore  \eqref{17}
is an integral Volterra equation of the second kind
\begin{equation} \label{17_2}
\tau' (t)-\int^t_0 k_1(t-s)\tau'(s)ds=2\Phi(t),\end{equation}
where
\begin{equation} \label{17_3}
k_1(t-s)=-k(t-s)+2\gamma
G_{y_1}(t-s,1,0),
\end{equation}
\begin{align*}
\Phi(t)&=\gamma\frac{d}{dt}\int^t_0{dx_1\int^1_0{G(t-x_1,1,y_1)f(x_1,y_1)dy_1}}
+\int^t_0{f_1({\xi }_1,t)d\xi_1} \\
&\quad +\Big(\frac{\partial}{\partial
y}\int^t_0{dx_1\int^1_0{G(t-x_1,y,y_1)f(x_1,y_1)dy_1}}\Big)\Big|_{y=0},
\end{align*}
which always has a unique solution. It is easy to see that the
kernel $K(x-t)$ is a kernel with weak peculiarity.
Therefore there exists the unique strong solution to
\eqref{17_2} and has the form
\begin{equation}
\tau'(t)=2\Phi (t)+2\int^t_0{\Gamma(t-s)\Phi
(s)ds}, \label{GrindEQ__15}
\end{equation}
where $\Gamma(t)$ is a resolvent of \eqref{17_2}:
\[
\Gamma(t)=\sum^{\infty }_{j=1}{k_j(t)},\quad
k_{j+1}(t)=\int^t_0{k_1(t-s)k_j(s)ds,\quad j\in N}.
\]
And the smoothness of this solution depends on the class to which
$\Phi(t)$ belongs.


\begin{lemma}[\cite{10,11}]  \label{lem3.2}
Let ${f\in C}^1(\overline{\Omega} )$, $f(A)=0$, then
 $\Phi(t)\in C^1[0,1]$ and satisfies estimates
\begin{gather} \label{18}
\|\Phi(t)\|_{C[0,1]}\leq C \|f\|_{C(\overline{\Omega})}, \\
\label{19}
\|\Phi(t)\|_{L_2(0,1)}\leq C \|f\|_0.
\end{gather}
\end{lemma}

A proof of the above lemma is obtained by direct calculations,
estimating each of summands \eqref{17_1} \cite{10} and \cite{11}.


On the basis of this lemma there always exists a unique solution
$\tau' (t)$ to  \eqref{17}. This solution (depending
on the smoothness of $\Phi(t)$) belongs to the class
$\tau' (t)\in C^1[0,1]$ or $\tau' (t)\in L_2(0,1)$
and by  \eqref{18} and \eqref{19}, it satisfies
\begin{equation} \label{20}
\|\tau'(t)\|_{C[0,1]}\leq C \|f\|_{C(\overline{\Omega})},
\end{equation}
or
\begin{equation} \label{21}
\|\tau'(t)\|_{L_2(0,1)}\leq C \|f\|_0.
\end{equation}
Taking into account  $\tau (0)=0$, we find a unique $\tau(t)$.

Now the solution to Problem $F$ is reestablished in ${\Omega }_1$
as a solution to the first initial-boundary value problem by
formula \eqref{10-1}. We find the value of $\nu(x)$ from
\eqref{16}. Therefore in the domain ${\Omega }_2$ the solution to
Problem $F$ is uniquely reestablished as the solution to the
Cauchy problem by the d'Alembert formula \eqref{e5_0}.

From the solution properties of the first initial-boundary value
problem for the heat equation it follows that the solution to
Problem $F$ belongs to the classes of smoothness indicated in the
Theorem and (by  inequalities \eqref{20} and \eqref{21})
satisfies estimates \eqref{e4} and \eqref{e5}.

Let us show that for ${f\in L}_2(\Omega )$ the found
solution is strong. Since $C^1_0(\overline{\Omega })$
is dense in $L_2(\Omega )$, then for any function
${f\in L}_2(\Omega )$ there exists a sequence of
functions ${f_n\in C}^1_0(\overline{\Omega })$ such
that $\|f_n-f\|\to 0$, $n\to \infty$. By $u_n$ we
denote the classical solution to Problem $F$ when the right-hand
part is $f_n$. Such solution exists by virtue of the
above-mentioned proof of the theorem and $u_n\in W$ for all
${f_n\in C}^1_0(\overline{\Omega })$.

By  inequality \eqref{e4} we have
\[
{\|u_n-u\|}_1\le c{\|f_n-f\|}_0\to 0, \quad n\to \infty.
\]
Consequently, $\{u_n\}$ is the sequence corresponding
to the definition of  strong solution. Therefore Problem $F$ is
strongly solvable for any right-hand part $f$, and the strong
solution belongs to the class
${H^1(\Omega )\cap H^{1,2}_{x,y}\ (\Omega }_1)\cap C(\overline{\Omega })$.
The existence and uniqueness of the strong solution of Problem $F$
is proved.

Let us obtain now a solution in the form \eqref{e8}. From
\eqref{GrindEQ__15}, taking into account $\tau(0)=0$,
after simple transformations, we obtain
\begin{equation} \label{GrindEQ__16}
\tau (x)=\int^x_0{\Gamma_1(x-t)\Phi (t)dt},
\end{equation}
where
$$
\Gamma_1(x)=2+2\int^x_0\Gamma(t)dt.
$$

Substituting the value $\Phi (t)$ into
\eqref{GrindEQ__16}, after evident transformations, we come to
the form
\begin{align*}
\tau (x)&= \int^x_0{d\xi_1}\int^x_{\xi_1} \Gamma_1(x-\xi_1)
 f_1(\xi_1,\eta_1)d\eta_1 \\
&\quad +2\gamma\int^x_0 dx_1\int^1_0G(x-x_1,1,y_1)f(x_1,y_1)dy_1 \\
&\quad +\gamma\int^x_0 dx_1\int^1_0 \Big(\int_{x_1}^x
\Gamma_1(x-t) G(t-x_1,1,y_1)dt\Big)f(x_1,y_1)dy_1 \\
&\quad +\frac{1}{2}\int^x_0 dx_1\int^1_0 \Big(\int_{x_1}^x
\Gamma_1(x-t) \big(\frac{\partial}{\partial y}G(t-x_1,y,y_1)\big)
 \big|_{y=0}~dt\Big)f(x_1,y_1)dy_1.
\end{align*}
Substituting this quantity into \eqref{e9} and into
\eqref{16}, we obtain formula \eqref{e8}, where the detailed form
of the kernel $K(x,y;x_1,y_1)$ can be written in the
explicit form. We will not show this form here due to its
bulkiness.

From the analysis of the kernel representation it is easy to see
that
\[
K(x,y;x_1,y_1)\in L_2(\Omega \times \Omega).
\]
Herewith it is easy to see that the kernel
$K(x,y;x_1,y_1)$ can be represented in the form
\begin{equation} \label{3.14}
\begin{aligned}
K(x,y;x_1,y_1)
&=\theta(y)\Bigl\{\theta(y_1
)\theta(x-x_1 ) G_{11} (x-x_1,y,y_1 ) \\
&\quad +\theta(-y_1 )\theta(x-\eta_1
) G_{12} (x-x_1,y,y_1)\Bigr\} \\
&\quad + \theta(-y)\Bigl\{\theta(y_1 )\theta(\xi-x_1 ) G_{21} (x-x_1,y,y_1 )\\
&\quad +\theta(-y_1 )\theta(\eta-\eta_1 )  G_{22}(x-x_1,y,y_1)\Bigr\},
\end{aligned}
\end{equation}
where $G_{kn} (x-x_1,y,y_1 )\in L_2(\Omega_k\times\Omega_n)$,
$k,n=1,2$; $\theta(\cdot)$ is a Heaviside step function.
The proof is complete.
\end{proof}

\subsection{Theorem on absence of eigenvalues}
\label{sec:2.3}

\begin{theorem} \label{thm3.3}
 The inverse operator $L^{-1}$ of Problem
$F_0$ defined by \eqref{e8} is Volterra (that is, compact and
quasinilpotent).
\end{theorem}

\begin{proof}
Since $K(x,y;x_1,y_1)\in L_2(\Omega \times \Omega )$,  the operator $L^{-1}$ is a
Gilbert-Schmidt operator. Consequently, it is compact. For proving
the theorem it is sufficient to show that the operator $L^{-1}$
does not have eigenvalues.
We need the following definitions and theorem from \cite{24}.

\begin{definition} \label{def3} \rm
 Let $S\subset\Omega\times\Omega$. The
kernel $K(P_1,P_2 )$ is called $S$-kernel, if
$K(P_1,P_2 )\in L_2 (\Omega\times\Omega)$ and $K(P_1,P_2 )=0$ for
$(P_1,P_2 )\in S$.
\end{definition}

\begin{definition}  \label{def4} \rm
The open set $S\subset\Omega\times\Omega$ is called a set of type $V$,
if any $S$-kernel does not have eigenvalues.
\end{definition}

As in \cite{24}, we introduce the notation:
$P_1 \overset{S}{\to} P_2$, if $(P_1,P_2 )\in S$, and
$P_1 \overset{S}{\leftarrow}  P_2$, if $(P_1,P_2 )\notin S$.

\begin{theorem}[\cite{24}] \label{thm3.4}
For the set $S$ to be a set of type $V$ it is necessary and sufficient
that for any $k\geq 1$ from conditions
\begin{equation} \label{3.15}
P_1 \overset{S}{\to} P_2\overset{S}{\to} P_3 \overset{S}{\to} \ldots \overset{S}{\to} P_k
\end{equation}
it follows that $P_k \overset{S}{\leftarrow}  P_1$.
\end{theorem}

We use this theorem for our operator $L^{-1}$. Consider the
sequence of points $P_i=(x_i,y_i )$, $i=\overline{1,k}$. Let the
condition \eqref{3.15} hold for any $k\geq 1$. Then for $i<j$  the
relation
\begin{equation} \label{3.16}
 x_i>x_j,  \quad     i<j.
\end{equation}
follows from the condition $(P_i,P_j)\in S$.

Let us prove that the condition $(P_k,P_1 )\notin S$ follows from
\eqref{3.15}. Using the explicit form \eqref{3.14} of the kernel
$K(x_k,y_k;x_1,y_1 )$, by direct calculation we make sure that the
fulfillment of the condition \eqref{3.16} is sufficient for
\[
K(x_k,y_k;x_1,y_1 )=0, \quad \text{if } (P_k,P_1 )\notin S .
\]
Consequently, \eqref{3.14} defines $S$-kernel not having
eigenvalues, and the operator $L^{-1}$ is Volterra.
The proof is complete.
\end{proof}


\subsection*{Acknowledgements}
The authors were supported in parts by the MES RK grant AP05133271
as well as by the MES RK target grant BR05236656.

The result of this paper was first presented at the 43rd
International Conference ``Applications of Mathematics in
Engineering and Economics'' (AMEE'17) (Sozopol, Bulgaria, Jun
08--13, 2017). A brief overview of its content was announced in
the materials of this conference \cite{8-1} (M. Saprygina changed
her maiden name to Ivanova).

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\end{document}
