XII Workshop on Partial Differential Equations 2013

The lack of observability to nite-difference semi-discretizations

applied to a system of two coupled conservative hyperbolic equations
FORTES, Joo Carlos
1,
, ALMEIDA JNIOR, Dilberto
1,
,
1 .PPGME/UFPA

e-mail: joaocarlos.fortes@yahoo.com.br

e-mail: dilberto@ufpa.br
INTRODUCTION
Let us consider the 1-d coupled wave equations
u
tt
u
xx
+ v = 0, in (0, L) (0, T), (1)
v
tt
v
xx
+ u = 0, in (0, L) (0, T), (2)
u(0, t) = u(L, t) = 0, v(0, t) = v(L, t) = 0, 0 < t < T, (3)
u(, 0) = u
0
(), u
t
(, 0) = u
1
(), v(, 0) = v
0
(), v
t
(, 0) = v
1
(),
(4)
where > 0 is the coupling constant. Here, t and x are the
time and space variables, respectively. The functions u(x, t)
and v(x, t) are the displacements of two vibrating strings,
measured from their equilibrium positions. The distributed
springs linking the two vibrating strings are the coupling
terms, i.e., (uv).This system is motivated by analogous
problem in ordinary differential equations for coupled har-
monic oscillators and their applications in engineering are
various. The energy of solutions of system (1)(4) is given
by
E(t) :=
1
2

L
0
u
2
t
dx+
1
2

L
0
u
2
x
dx+
1
2

L
0
v
2
t
dx+
1
2

L
0
v
2
x
dx+

L
0
uvdx.
(5)
THE POSITIVITY OF ENERGY
AND THE OBSERVABILITY
INEQUALITIES
Theorem 1. For all
2
/L
2
holds
E(t)

2
L
2
2
2

L
0
u
2
x
dx +

L
0
v
2
x
dx

0, t [0, T].
Theorem 2. For
2
/L
2
and for all T > 2L

2

2
L
2
holds
E(0) C(T)

T
0

L
0
uvdxdt +
L
2

T
0
u
2
x
(L, t) dt +
L
2

T
0
v
2
x
(L, t) dt

,
for all solutions of (1)(4) where C(T) =

2
L
2
T(
2
L
2
) 2L
2
.
Theorem 3. For
2
/L
2
and for all T > 4L

2

2
L
2
holds
E(0) D(T)

0
L

0
(u
2
t
+ v
2
t
)dxdt +
L
2

T
0
u
2
x
(L, t) dt +
L
2

T
0
v
2
x
(L, t) dt

,
for all solutions of (1)(4) where D(T) =

2
L
2
T(
2
L
2
) 4L
2
.
FINITE-DIFFERENCE
SEMI-DISCRETIZATION
Using nite differences at semi-discrete level, we consider
the following approximations of 1-d coupled wave equations
(1)(4):
u

j
(t)
h
u
j
(t) + v
j
(t) = 0, j = 1, ..., J, (6)
v

j
(t)
h
v
j
(t) + u
j
(t) = 0, j = 1, ..., J, (7)
u
0
(t) = u
J+1
(t) = 0, v
0
(t) = v
J+1
(t) = 0, 0 < t < T, (8)
u
j
(0) = u
0
j
, u

j
(0) = u
1
j
, v
j
(0) = v
0
j
, v

j
(0) = v
1
j
, (9)
The energy of (6)(9) is given by
E
h
(t) :=
h
2
J

j=0

|u

j
(t)|
2
+

u
j+1
(t) u
j
(t)
h

2
+ |v

j
(t)|
2
+

v
j+1
(t) v
j
(t)
h

2
+ 2u
j
(t)v
j
(t)

,
and it is a conservative function of the time t for system
(6)(9). Our aim here is build a semi-discrete counterpart
to inequality (6) and analyze its possible uniformity with re-
spect to mesh size h. We look for a semi-discrete version
of (6) from scheme (6)(9), namely, a uniform observability
inequality. More precisely, do we have
E
h
(0) C

T
0
h
J

j=0
u
j
(t)v
j
(t) dt +
L
2

T
0

u
J
(t)
h

2
dt +
L
2

T
0

v
J
(t)
h

2
dt

,
with a constant C = C(T) > 0 independent of the initial
conditions and of mesh size h.
THE POSITIVITY OF ENERGY
AND THE LACK OF
OBSERVABILITY
Proposition 1 (Positivity of E
h
(t)). For any h > 0 and
(u
j
, v
j
), j, solution of (6)(9) holds
E
h
(t)

2
L
2

2
h
2
J

j=0

u
j+1
(t) u
j
(t)
h

2
+

v
j+1
(t) v
j
(t)
h

0,
(10)
since
2
/L
2
.
Theorem 4. For any T > 0 we have
sup
(u
j
, v
j
) solves (6) (9)
E
h
(0)
2h
J

j=0

T
0
u
j
(t)v
j
(t)dt +

T
0

u
J
(t)
h

2
dt +

T
0

v
J
(t)
h

2
dt
,
as h 0.
REFERENCE
[1.] J.A. Infante and E. Zuazua: Boundary observability for
the space semi-discretizations of the 1-D wave equation, Math.
Model. Num. An. 33(1999), 407438;
[2.] M. Naja: The study of stabilizability of the coupled wave
equations under various end conditions, The 3 IEEE Conference
on Decision and Control, Dec. (l992), pp. 374-379