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\markboth{\hfil Carleman estimates and boundary observability \hfil EJDE--2000/22}
{EJDE--2000/22\hfil Paolo Albano \& Daniel Tataru \hfil}
\begin{document}
\title{\vspace{-1in}\parbox{\linewidth}{\footnotesize\noindent
{\sc  Electronic Journal of Differential Equations},
Vol.~{\bf 2000}(2000), No.~22, pp.~1--15. \newline
ISSN: 1072-6691. URL: http://ejde.math.swt.edu or http://ejde.math.unt.edu
\newline ftp  ejde.math.swt.edu \quad ftp ejde.math.unt.edu (login: ftp)}
 \vspace{\bigskipamount} \\
%
 Carleman estimates and boundary observability for a 
 coupled parabolic-hyperbolic system 
\thanks{ {\em Mathematics Subject Classifications:} 93B07, 74F05.
\hfil\break\indent
{\em Key words and phrases:} Carleman estimates, observability, thermo-elasticity.
\hfil\break\indent
\copyright 2000 Southwest Texas State University  and University of
North Texas. \hfil\break\indent
Submitted November 11, 1999. Published March 14, 2000.  \hfil\break\indent
Partially supported by the NSF grant DMS-9970297 and  
an Alfred P. Sloan fellowship.} }
\date{}
%
\author{ Paolo Albano \& Daniel Tataru }
\maketitle

\begin{abstract}
  This paper studies a problem of boundary observability for a coupled
  system of parabolic--hyperbolic type. First, we prove some Carleman
  estimates with singular weights for the heat and for the wave
  equations.  Then we combine these results to obtain an observability result
  for the system.  We conclude with a discussion about operators with constant
  coefficients.
\end{abstract}

\newtheorem{Theorem}{Theorem}[section]
\newtheorem{Definition}[Theorem]{Definition}
\newtheorem{Lemma}[Theorem]{Lemma}
\newtheorem{Corollary}[Theorem]{Corollary}


\section{Introduction}

Let $\Omega$ be an open domain in ${\mathbb R}^n$ with smooth boundary $\partial\Omega $
and let $T$ be a positive number.  Denote by $x=(x^0,\dots,x^n)$ the
coordinates in $[0,T] \times \Omega$ and $\xi =(\xi_0,\dots ,\xi_n)$
the corresponding Fourier variables. We also use the alternate
notation $t=x^0,$ $s=\xi_0$ and call $t$ the ``time'' variable, while
the other $n$ coordinates are called the ``space'' variables, denoted
by $x'=(x^1,\dots ,x^n)$ and $\xi '=(\xi_1,\dots , \xi_n )$.  By $\nu
=(\nu_0 ,\dots ,\nu_n )$ we denote the unit outer normal vector to
$[0,T]\times \partial\Omega $.


This paper is devoted to the study of the coupled parabolic-hyperbolic
system
\begin{eqnarray} 
&P(x,D)w=Q_1(x,D)\theta \quad \mbox{in } ]0,T[\times \Omega &\nonumber\\
&Q(x,D)\theta =P_1(x,D)w\quad \mbox{in } ]0,T[\times \Omega &
 \label{e:state1} \\
&w=\theta =0\quad \mbox{on } [0,T]\times \partial\Omega \,,&\nonumber 
\end{eqnarray}
where $P(x,D)$ is a second order hyperbolic operator of the form
\begin{equation}\label{def:P}
P(x,D)=\partial^2_t-\sum_{i,j=1}^n\partial_{i}
a^{ij}(x)\partial_{j}+a^0(x)\partial_t +\sum_{i=1}^na^i(x)\partial_{i}+a(x)\, ,
\end{equation} 
with
\[
\sum_{i,j=1}^n a^{ij}\eta_i \eta_j \geq c_1 |\eta |^2 \quad \forall
\eta \in {\mathbb R}^n
\]
and $Q(x,D)$ is a second order parabolic operator of the form
\begin{equation}\label{def:Q}
Q(x,D)=\partial_t -\sum_{i,j=1}^n\partial_{i}
b^{ij}(x)\partial_{j}+\sum_{i=1}^nb^i(x)\partial_{i}+b(x)\, ,
\end{equation}
with
\[
\sum_{i,j=1}^n b^{ij}\eta_i \eta_j \geq c_2 |\eta |^2 \quad \forall
\eta \in {\mathbb R}^n
\]
for some positive constants $c_1$ and $c_2$.

The coupling terms $Q_1(x,D)$ and $P_1(x,D)$ are a second order
operator (with respect to the ``space'' variables) and a first
order operator (with respect all the variables)
respectively\footnote{Alternately one can take $Q_1$ to be first order
  and $P_1$ second order and obtain similar results}.  We point out
that equations of the form (\ref{e:state1}) arise in the study of
linear thermo-elasticity (see e.g. \cite{LZ} and references
therein).

We are concerned with the following question.  Knowing that the normal
derivatives $\partial_\nu w$ and $\partial_\nu \theta$ are equal to $0$ on
$[0,T]\times \partial\Omega $ can we conclude that $w=\theta =0,$ in 
$[0,T]\times\Omega $?  More precisely, for any solution $(w,\theta )$ 
of problem (\ref{e:state1}), we want to prove an observability estimate of 
the form 
$$
\| (w,\theta )\| \le C \| \partial_\nu (w,\theta )\|_\partial
$$
where $\| \cdot \|$ and $\| \cdot \|_\partial$ are suitable interior and
boundary Sobolev norms. In other words, this would say that the
solution $(w,\theta)$ can be reconstructed in a stable fashion if one
observes its conormal derivative on the boundary. Note that the
initial data cannot be recovered stably due to the parabolic
regularizing effect. However, the final data at time $T$ can be
obtained. By duality this implies an exact null controllability result
for the adjoint problem.

\noindent 
The affirmative answer to the previous question (for sufficiently large
$T$ ) is given using a--priori estimates of Carleman type.  These
estimates have been introduced in \cite{C}, and were intensively
studied in \cite{H} (for hyperbolic and elliptic operators) and in
\cite{I} (in the case of anisotropic operators).  A general approach
to Carleman estimates for boundary value problems was developed in
\cite{T1,T3}.  Carleman estimates for the initial boundary value
problem for the heat equations have been independently obtained in
\cite{EF,E} and \cite{T4} while the analogous results in the case of
hyperbolic equations were proved in \cite{T2}.  We remark that other
approaches to the observability problem for hyperbolic equations have
been developed in \cite{L} (using multipliers method) and in
\cite{BLR} (using microlocal analysis).  For what concerns
observability estimates for the heat equations, an observability
result was proved in \cite{LR} using microlocal analysis and Carleman
estimates for elliptic equations.


We start by deriving a Carleman estimate with singular weight for the
heat equation.  Next, we deduce a similar estimate for the wave
equation.  Finally, putting together the previous estimates we get an
observability estimate for the coupled system, which, in particular,
yields an affirmative answer to our question.  We point out that the
last step will require a precise control on the constant that appear
on the Carleman estimate for the heat equation.  We conclude the paper
discussing the case when $P$ and $Q$ have constant coefficients.


\section{Notation and assumptions} 

We will use  short notation 
\[
 \partial_j=\frac{\partial}{\partial x^j}, \quad  
 u_{i_1\dots i_k}=\partial_{i_1}\dots \partial_{i_k}u\,.
\]
The symbols $u'$ and $u_t$ indicate the derivative of $u$ with
respect to $t$, $\nabla$ represents the gradient with respect
to all the variables while $\nabla' =(\partial_1, \dots \partial_n )$ is the spatial
gradient.

By $H^s$ we denote the classical Sobolev spaces, with norm $\| \cdot
\|_s$ while $\| \cdot \|$ stands for the $L^2$ norm. In the Carleman
estimates we use weighted Sobolev norms.
Given a nonnegative function $\eta$ define
$$
\| u\|_{_{k,\eta }}^2=\sum_{|\alpha| \leq k} \int \eta^{2(k-|\alpha|)} |\partial^\alpha u|^2 \,dx
$$
and the corresponding parabolic (anisotropic) norm
$$
\| u\|_{_{k,a,\eta }}^2=\sum_{|\alpha|_a \leq k} \int \eta^{2(k-|\alpha|_a)} |\partial^{\alpha} u|^2 \,dx
$$
where $\partial^\alpha =\partial^{\alpha_0}_0\dots \partial^{\alpha_n}_n$ and $|\alpha |_a=2\alpha_0+\alpha_1+\dots +\alpha_n $.  
All these norms can also be defined in a bounded domain in a
standard manner.

Denote by $p(x,\xi )$ and $q(x,\xi )$ the principal symbols of $P$ and
$Q$ respectively. They are given by
\[
p(x,\xi) = -\xi_0^2 + \sum_{i,j=1}^n a^{ij}(x) \xi_i \xi_j
\]
respectively 
\[
q(x,\xi) = i \xi_0 + \sum_{i,j=1}^n b^{ij}(x) \xi_i \xi_j
\]

As usual, a covector  $N$ is called time--like if $p(N)<0$ and
space--like if $p(N)>0$. We can split the time-like class into
forward time-like and backward time-like with respect to a reference
time-like vector field. This role is played naturally in our case
by $\partial_0$. Consequently, we say that a time-like covector $N$
is forward if $N_0 > 0$ and is backward if $N_0 < 0$. 
A hypersurface $S$ is called space--like if
$p(N)<0$ and time--like if $p(N)>0,$ where $N\in N^*S,$ the
conormal bundle. If $p(N)=0$ then the hypersurface is called
characteristic.

Next we introduce the notion of pseudoconvexity. For general operators
this is a bit more complicated, but here we give only the simpler
form which is adapted to second order hyperbolic equations.


\begin{Definition}\label{funct}
We say that the level sets of a $C^2$ function $\phi $ are  
strongly pseudoconvex 
with respect to the operator $P$ at $x$ iff 
\begin{equation}\label{1fpsc1}
\{ p ,\{ p,\phi \}\}(x,\xi )>0 \quad \mbox{ on
}\quad  
\{ \xi \neq 0\, :\, p(x,\xi )=\{ p,\phi \}(x,\xi )=0\}
\end{equation}
and 
\begin{equation}\label{1fpsc2}
 \{ \{p,\phi\},p(x,\nabla \phi)\} > 0 \ \  \mbox{ on
}\quad  
\{ p(x,\nabla \phi )=0\}
\end{equation}
\end{Definition}
Here by $\{ \cdot ,\cdot \}$ we have denoted the usual Poisson bracket 
\[
\{ p,q\} =\sum_{j=0}^n p_{\xi_j}q_{x_j}-q_{\xi_j}p_{x_j}\, .
\]


In order to derive our observability result we use the following
assumptions

\medskip \noindent  
{\bf (H1)}  the coefficients of the 
principal part of $P$ and $Q$ are of class $C^1$ while the
lower order and the coupling terms are measurable and bounded.  

\medskip \noindent {\bf (H2)} There exists a smooth\footnote{In effect
piecewise smooth and semiconvex is sufficient.}
 function $\phi$ in
$]0,T[\times \Omega$ whose level sets are pseudoconvex 
with respect to $P(x,D)$ so that
\begin{description}
\item[$(i)$] $\nabla '\phi (x)\neq 0\, ,$ for all $x\in ]0,T[\times
\Omega$.
\item[$(ii)$]  $\nabla \phi$ is forward time--like at time  $0$.
\item[$(iii)$]  $\nabla \phi$ is backward time--like at time $T$.
\end{description}
We remark that assumption $(H2)(i)$ ensures that the level sets of $\phi$ are 
pseudoconvex surfaces with respect to $Q$. 

It is well--known that the finite speed of propagation of $P$ implies that 
the ``observability time" $T$ must  be large enough.  Indeed, 
take $P_1=Q_1=0,$ 
and consider the initial value problem for the wave equation with the
Cauchy data localized in a small set away from $\partial \Omega $.
Then, it is easy to see that, for small $T,$  we get a  solution of
$Pu=0$ with $u$ not identically zero and $\| u\|_\partial =0$. 
In other words, one cannot expect that observability holds true for every
$T>0$. 

More precisely, it was proved in \cite{BLR} that one can have boundary
observability iff any bicharacteristic ray hits the boundary at least
once in a nondiffractive point. The bicharacteristic flow  is  not 
well defined if the coefficients are only $C^1$. However, if the 
coefficients are $C^2$ then  the  condition $(H2)$
guarantees that such a geometrical assumption is fulfilled.  Indeed,
let us suppose that $\gamma$ be a null bicharacteristic ray goes from
$0$ to $T$ without leaving $[0,T]\times \Omega $. Now, from assumptions
$(H2)(ii)$ and $(iii)$ it is easy to deduce that $\phi$ possesses a
maximum point at some $t\in (0,T)$.  On the other hand, the
pseudoconvexity of $\phi$ implies that $\{ p,\{ p,\phi \} \} >0$.
However, since $\{ p,\{ p,\phi \} \} (\gamma )$ is in fact the second
derivative of $\phi$ along $\gamma$ it cannot be strictly positive at
a maximum point.

\section{The heat equation}

Consider the parabolic initial boundary value problem
\begin{eqnarray} 
&Q(x,D)\theta (x)=f(x) \quad\mbox{in  }]0,T[\times \Omega \,, \nonumber \\
&\theta=0 \quad\mbox{on  } [0,T]\times \partial\Omega \,, &\label{eq:H}\\
&\theta (0,x')=\theta_0(x')\quad\mbox{in  }\Omega\,, \nonumber
\end{eqnarray}
with $(f,\theta_0)\in L^2([0,T]\times \Omega )\times H_0^1(\Omega )$.
Our goal is to prove a Carleman estimate of the form
$$
 \| e^{\tau \psi }\theta \| \le \,
\| e^{\tau \psi }f\| +\| e^{\tau \psi } \partial_\nu \theta \|_{_\partial} \,
,
$$
with appropriate norms and a suitable function $\psi$, uniformly
with respect to the large parameter $\tau$.  The obstruction to such
an estimate is that no Sobolev norm of the initial data can be
controlled by the right hand side.  Hence the only hope is to consider
a weight function $\psi$ which approaches $-\infty$ at time $0$.
Estimates of this type have already been proved in (\cite{EF,E} and
\cite{T4}).  The novelty here is that we give a direct proof and that
we achieve a better control of the constants arising in the estimate.

Thus, we introduce a $C^2$ function $g$ defined as
\begin{equation}\label{g}
g(t)=\left\{ \begin{array} {ll} 
\frac {1}{t} &\mbox{ for $t$ near $0$}\, ,
\\
\mbox{strictly decreasing } &\mbox{ for $t\in [0 ,\delta]$}\, ,
\\ 
1 &\mbox{ for $t\in [\delta,T-\delta ]$}\, ,
\\
\mbox{strictly increasing } &\mbox{ for $t\in [T-\delta,T]$}\, ,
\\ 
\frac {1}{T-t} &\mbox{ for $t$ near $T$}\, ,
\end{array}\right .
\end{equation}
for some $\delta > 0 $.  Let $\phi (x)$ be a
function such that
\begin{equation}\label{A}
\nabla '\phi (x)\neq  0\quad \mbox{ for all  }x\in [0,T]\times \Omega \,. 
\end{equation}
Define
\begin{equation}\label{d:psi}
\psi (x):=g(x_0)\big (e^{\lambda \phi (x)}- 2 e^{\lambda \Phi}), 
\quad \Phi = \|\phi\|_{L^\infty((0,T)\times \Omega)} \, ,
\end{equation}
The weight function $\psi$ thus defined approaches $-\infty$ at times 
$0,T$. The additional parameter $\lambda$ is essential in order to obtain
the control of the constants which enables us to handle
arbitrarily large coefficients in the coupling terms. 

\begin{Theorem}\label{hpseudo} 
  Assume that $(H1)$ is fulfilled. Let $\psi$ be given as in
  $(\ref{d:psi})$ with $\phi$ satisfying $(\ref{A})$.  Let $\theta $
  be the solution of problem $(\ref{eq:H})$. Then there exists $\lambda_0$
so that for each $\lambda > \lambda_0$ there exists $\tau(\lambda)$ so that
 for $\tau > \tau(\lambda)$ the following estimate holds uniformly
in $\lambda,\tau$:
\begin{equation}\label{H}
C\lambda \|\tau_p ^{-\frac 12} e^{\tau \psi }\theta \|^2_{_{2,\tau_p ,a}}
\le \|e^{\tau \psi }f\|^2+\int_{[0,T]\times \partial\Omega }
\tau_p e^{2\tau \psi}(\nu_i b^{ij} \phi_j) (\nu_i b^{ij} \nu_j) 
|\partial_\nu \theta |^2\,d\sigma \, , 
\end{equation}
Here $\tau_p =\lambda \tau g e^{\lambda \phi }$.
\end{Theorem} 
{\bf Proof:}  Since the estimate (\ref{H}) is independent of the lower
order terms of $Q$ we can assume that
$$
Q(x,D)=\partial_0 -\partial_i b^{ij}\partial_j\, ,
$$
where, for simplicity, we dropped the summation sign.  As usual,
with the substitution $v=e^{\tau \psi}\theta ,$ the estimate (\ref{H})
reduces to
\begin{equation}\label{goalh}
C\lambda \|\tau_p ^{-\frac 12}v\|^2_{_{2,\tau_p ,a}}\le 
 \| Q_\tau v\|^2+\int_{[0,T]\times \partial\Omega } 
\tau_p  (\nu_i b^{ij} \phi_j) (\nu_i b^{ij} \nu_j)  |\partial_\nu v|^2  \,d\sigma \, , 
\end{equation}
where $Q_\tau$ is the conjugated operator defined as 
$$
Q_\tau (x,D):=e^{\tau \psi}Q(x,D)e^{-\tau \psi}\, .
$$
Note that the definition of $v$ implies that
\begin{eqnarray} \label{e:1}
&v(0,x')=v(T,x')=0 \quad \mbox{in } \Omega &\\
&v=0 \quad \mbox{on }\ [0,T]\times \partial\Omega \, .\nonumber
\end{eqnarray}
Split $Q_\tau $ into
$$
Q_\tau (x,D)=Q_\tau ^a(x,D)+Q_\tau ^s(x,D)
$$
where
$$
Q_\tau^a(x,D)= \partial_t+\, \tau \, (\partial_i  b^{ij}(x)\, \psi_j \,
+ \psi_i  b^{ij}(x) \partial_j )\
$$
is the skew-symmetric part of $Q_\tau $ while
$$
Q_\tau ^s(x,D)=-\partial_i b^{ij}(x) \partial_j -\tau^2
\psi_i b^{ij}(x) \psi_j\, -\tau \psi_t
$$
is the symmetric part of $Q_\tau $. Since
\begin{equation}\label{Q}
\| Q_\tau v\|^2=\| Q_\tau^sv\|^2+\| Q_\tau^av\|^2+ 2     
\langle Q_\tau^av, Q_\tau^sv\rangle \, ,
\end{equation}
the crucial step of the proof will be to estimate from below $\langle
Q_\tau ^av,Q_\tau ^s v\rangle $ integrating by parts.  It is easy to
see that $\langle \partial_t  v\, ,\, Q_\tau^s v\rangle $ is a lower order term
compared to the left hand side in (\ref{goalh}) since
\begin{eqnarray*}
2 \langle \partial_t  v\, ,\, Q_\tau^s v\rangle &=& 
\langle [Q_\tau^s,\partial_t] v,v\rangle
\\ &=& -\langle (\partial_t b^{ij}) \partial_i v,\partial_j v\rangle + \langle (\partial_t(\tau^2
 \psi_i b^{ij}(x) \psi_j\, +\tau \psi_t) v,v\rangle
\end{eqnarray*}
therefore
\[
|\langle \partial_t v\, ,\, Q_\tau^s v\rangle| \leq c\|\nabla' v\|^2
+ c_\lambda \tau^2 \| g^{\frac32} v\|^2\, ,
\]
for some positive constants $c,c_\lambda $.
Similarly, for some $c_\lambda >0,$ 
\[
|\langle \, \tau  (\partial_i b^{ij}(x) \psi_j 
+ \psi_i b^{ij}(x)  \partial_j) v , \tau \psi_t v \rangle|
\leq  c_\lambda \tau^2 \| g^{\frac32} v\|^2\, .
\]

  Then it remains
to estimate
$$
- \tau \,\langle (\partial_i b^{ij} \psi_j + \psi_i b^{ij}
  \partial_j\,) v ,\, (\partial_k\, b^{kl} \partial_l +\tau^2\psi_k  b^{kl}
 \psi_l) v\rangle \, .
$$
Compute first the leading zero order terms. Integrating by parts, 
we get 
\[
-  \tau \, \langle (\partial_i 
 b^{ij} \psi_j  + \psi_i  b^{ij}  \partial_j) v\, ,\, 
\tau^2 \psi_k b^{kl} \psi_l v\rangle =  
\tau^3 \, \langle b^{ij} \psi_j v,\, (\partial_i \psi_k b^{kl} \psi_l) v\rangle \, .
\]
Since $\psi_k = \lambda g(x_0) \phi_k e^{\lambda \phi(x)}$, the highest order
terms occur when the derivative falls on the exponential. Hence we get
\begin{equation}
-  \tau \, \langle (\partial_i 
 b^{ij} \psi_j  + \psi_i  b^{ij}  \partial_j) v\, ,\, 
\tau^2\psi_k  b^{kl}\psi_l v\rangle =  
2\lambda \langle \tau_p^3 \big ( \phi_i b^{ij} \phi_j\big )^2 v\, , \, 
v\rangle +R
\label{e:2}
\end{equation}
where $R$ stands for lower order terms,
\[
R=O(\|\tau_p ^{-\frac 12}v\|^2_{_{2,\tau_p ,a}}).
\]
Now compute the leading first order terms integrating by parts
the expression
\[
- \tau \,\langle (\partial_i  b^{ij}\, \psi_j + \psi_i \, b^{ij}\,
\partial_j ) v\, ,\, \partial_k b^{kl} \partial_l v \rangle \, .
\]
Since one operator is selfadjoint and the other is skew-adjoint,
we need to compute their commutator.
This might seem complicated at first; however, it simplifies
considerably once we observe that every time a derivative falls 
on the coefficients $b^{ij}$ we produce a lower order term.
Furthermore, since $\psi_k = \lambda g(x_0) \phi_k e^{\lambda \phi(x)}$,
only the derivatives falling on the exponential contribute to the
leading order terms, since they are the only ones to contain
an additional factor of $\lambda$. Taking these observations into account,
it is not difficult to conclude that
\begin{eqnarray}
\lefteqn{ - \tau \,\langle(\partial_i   b^{ij}\, \psi_j + \psi_i \, b^{ij}\,
\partial_j ) v  ,\, \partial_k b^{kl} \partial_l v \rangle  
} \nonumber\\
&=&\tau \int_{[0,T]\times \partial\Omega }\psi_i b^{ij} \nu_j v_k b^{kl} v_l  
-2\psi_i b^{ij} v_j \nu_k b^{kl} v_l d \sigma   \label{e:3}\\ 
&&+ 2 \lambda^2 \tau \langle g e^{\lambda \phi} \phi_i b^{ij} \partial_j v, \phi_k b^{kl}\partial_l v
\rangle  + R\, . \nonumber
\end{eqnarray}



Hence, if we put together (\ref{e:2}) and (\ref{e:3}) and use the 
homogeneous Dirichlet boundary condition for the boundary term then
we get
\begin{eqnarray*}
\lefteqn{ 4 \lambda \int_{[0,T]\times \Omega } \tau_p^3 |v|^2 
+ \tau_p |\phi_i b^{ij} v_j|^2\,dx  }\\
&\leq& 2  \langle Q_\tau ^av,Q_\tau ^s v\rangle
+ 2  \int_{[0,T]\times \partial\Omega } \tau_p (\nu_i b^{ij} \phi_j) (\nu_i b^{ij} \nu_j) 
|\partial_\nu \theta |^2\, d\sigma  + R   
\end{eqnarray*}
Substituting this in (\ref{Q}) we obtain
\begin{eqnarray*}
\lefteqn{ 4 \lambda \int_{[0,T]\times \Omega } \tau_p^3 |v|^2 
+ \tau_p |\phi_i b^{ij}
v_j|^2\,dx + \| Q_\tau ^s v\|^2 +\| Q_\tau ^a v\|^2  }\\
&\leq& \|Q_\tau v\|^2+ 2 \int_{[0,T]\times \partial\Omega }  
\tau_p (\nu_i b^{ij} \phi_j) (\nu_i b^{ij} \nu_j) |\partial_\nu \theta |^2\, 
d\sigma + R \, .
\end{eqnarray*}
In the first term on the left we already control the appropriate
weighted $L^2$ norm of $v$.  The corresponding norm of $\partial_t v$ is easily
obtained from the second and the fourth term, while the weighted $L^2$
norms of $\partial' v$, respectively ${\partial'}^2 v$ are obtained in an elliptic
fashion from the first and the third term to obtain
\[
C\lambda \|\tau_p ^{-\frac 12}v\|^2_{_{2,\tau_p ,a}}  \le 
 \| Q_\tau v\|^2+2
\int_{[0,T]\times \partial\Omega }  \tau_p (\nu_i b^{ij} \phi_j) 
(\nu_i b^{ij} \nu_j) 
|\partial_\nu \theta |^2\,  d\sigma +R\, .
\] 
Now the lower order terms in $R$ are negligible (i.e. much smaller than the
left hand side) for sufficiently large
$\lambda$, $\tau$ and we obtain (\ref{goalh}). \hfill$\diamondsuit$



\section{The wave equation}

In this section we study the initial boundary value problem
\begin{eqnarray}
&P(x,D)w (x)=f(x) \quad\mbox{in  } ]0,T[\times \Omega \,,&\nonumber\\
&w=0 \quad\mbox{on  } [0,T]\times \partial\Omega \,, &\label{eq:W} \\
&(w(0,x'), w'(0,x'))=(w_0(x'), w_1(x'))\quad\mbox{in  }\Omega\,,&\nonumber
\end{eqnarray}
with $(f,w_0,w_1)\in L^2([0,T]\times \Omega )\times H_0^1(\Omega )\times
L^2(\Omega )$. Our goal is to show that some weighted $H^1$ norm of
$w$ is estimated by the sum of the $L^2$ boundary norm of the normal
derivative of $w$ with the $L^2$ norm of $f$. More precisely we will
prove the wave equation analogue of Theorem \ref{hpseudo} of the
previous section.  Carleman estimates for the wave equation are
well-known.  Here the additional difficulty comes from the singular
weight that we plug into the estimate.

Due to the assumption (H2) we can find a small $\delta > 0$ so that
$\nabla \phi$ is forward time-like in $[0,\delta]$ and backward time-like
in $[T-\delta ,T]$. Corresponding to this $\delta$ we consider the same
weight
function $\psi$ as in the previous section.
 
\begin{Theorem}\label{wpseudo}
  Assume that $(H1)$ and $(H2)$ are fulfilled and let $\psi$ be as in
  $(\ref{d:psi})$. Let $w$ be the solution of equation $(\ref{eq:W})$.
  Then there exists $\lambda_0$
so that for each $\lambda > \lambda_0$ there exists $\tau(\lambda)$ so that
 for $\tau > \tau (\lambda )$ the following estimate holds uniformly
in $\lambda,\tau$.
\begin{equation}\label{CarlemanW}
C\| \tau_h^{\frac 12}e^{\tau \psi}w\|_{_{1,\tau_h }}^2   \leq 
\| e^{\tau \psi}f\|^2+
\int_{[\delta,T-\delta]\times \partial\Omega } \tau_h e^{2\tau \psi }(\nu_i a^{ij} \phi_j) 
(\nu_i a^{ij} \nu_j) |\partial_\nu w|^2\, 
d\sigma \, ,  
\end{equation}
Here $\tau_h=\tau (\lambda  g e^{\lambda \phi} + |g_t| e^{\lambda\Phi})$
has size comparable to $\tau \nabla \psi$.
\end{Theorem} 
%
{\bf Proof:} Since lower order terms in $P$ do not affect the estimate
(\ref{CarlemanW}) we can assume that $P$ takes the form
$$
P(x,D)=\partial_0^2-\partial_i a^{ij} \partial_j\, .
$$
With the substitution $v=e^{\tau \psi }w ,$ the estimate
(\ref{CarlemanW}) reduces to
$$
C\| \tau_h^{\frac 12} v\|_{_{1,\tau_h }}^2\le \| P_\tau v\|^2+ \int_{[\delta,T-\delta]\times
\partial\Omega } 
\tau_h (\nu_i a^{ij} \phi_j) (\nu_i a^{ij} \nu_j) |\partial_\nu v|^2\,d\sigma \, ,
$$
where $P_\tau(x,D)$ is the conjugated operator defined as
$$
P_\tau (x,D)=e^{\tau \psi}P(x,D)e^{-\tau \psi } \,.
$$
Decompose $P_\tau (x,D)$ as follows
$$
P_\tau (x,D) =P_\tau^s (x,D)+P_\tau^a (x,D)\, ,
$$
where
$$
P_\tau^a (x,D)=-\tau [\partial_0  \psi_t  +\psi_t \partial_t  -\psi_i a^{ij}\partial_j
-\partial_i a^{ij} \psi_j ]
$$
is the skew--symmetric part of $P_\tau (x,D)$ and
$$
P_\tau^s (x,D)=P(x,D)+\tau^2 (\psi_t^2-\psi_j a^{jk} \psi_j\psi_k ) 
$$
is the symmetric part.  We divide the time interval in three
regions.  First, we prove an estimate in $[0,\delta]$; the similar
estimate holds in $[T-\delta,T]$. Next we estimate $w$ in the remaining
region $[\delta,T-\delta]$. Finally, we add together the three estimates to
get (\ref{CarlemanW}).

\paragraph{Step 1:}
For weighted norms on a fixed time slice we introduce the notation
\begin{equation}
\label{I}
 \|v\|_{1,\tau_h,t}^2=\int_{\Omega } |\nabla v (t,x')|^2+ \tau_h^2 v^2(t,x') 
\,dx' \, ,
\end{equation}
We claim that, for small $\delta$ and sufficiently large $\lambda $
and $\tau $ the following estimate holds in $[0,\delta ]\times \Omega $:

\begin{equation}\label{w2}
C \| \tau_h v\|^2_{_{1,\tau_h}} \leq \|P_\tau (x,D)v\|_{}^2+
\|\tau_h ^{\frac{1}{2}} v\|_{1,\tau_h ,\delta}^2
\end{equation}
for some constant $C > 0$.  To prove this we estimate
from below the scalar product
of $P_\tau (x,D)v$ with $ \tau_h (\tau \psi_t - \partial_t)v$,
\[
\langle P_\tau (x,D)v, \tau_h (\tau \psi_t v - v_t)\rangle =
\langle (P_\tau^s (x,D)+ P_\tau^a (x,D)) v, \tau_h (\tau \psi_t - \partial_t) v\rangle
\]
  The terms
involving a selfadjoint and a skew-adjoint operator can be integrated
by parts to get
\[
|\langle P_\tau^s v, - \tau_h v_t \rangle + \langle P_\tau^a v, - \tau \tau_h
\psi_t v \rangle| \leq \tau^{-1} c_\lambda \| \tau_h v\|_{1,\tau_h}^2 + 
c \| \tau_h^\frac12 v\|_{1,\tau_h,\delta}^2
\]
for some constants $c_\lambda, c>0$ ( we get no contribution on the lateral
boundary due to the homogeneous Dirichlet boundary condition and no
contribution at time $0$ since $v$ vanishes there of infinite order ).
The rest is a quadratic form
\begin{eqnarray*}
\lefteqn{Q(v,v) }\\
&=& \langle P_\tau^s v, \tau_h \tau \psi_t v \rangle - \langle
P_\tau^a v, \tau_h v_t \rangle   \\
&=& -\langle \tau \psi_t \partial_t v, \tau_h \partial_t v \rangle 
+ \langle \tau \psi_t \partial_i v, \tau_h a^{ij} \partial_j v \rangle + 
\tau^2 \langle \tau \psi_t  v, \tau_h (\psi_t^2- \psi_i a^{ij} \psi_j) v \rangle 
\\ &&- 2 \tau \langle
 \psi_i a^{ij} \partial_j v, \tau_h v_t \rangle + \mbox{lower order terms}
\end{eqnarray*}
with the symbol
$q(x,\xi)= \tau_h ( p_\tau^s \tau \psi_t + p_\tau^a i\xi_0)$. 
This is positive because $\nabla \psi$ is forward time-like in
$[0,\delta]$. Indeed,
\begin{eqnarray*}
\tau_h^{-1}  q(x,\xi )
&\geq &\tau \psi_t \Big ( a^{jk}\xi_j \xi_k -\xi_0^2+c_1\tau_h^2 \Big )-
i\xi_0 \Big ( 2\tau i\xi_0\psi_t -2\tau i a^{jk}\psi_j \xi_k 
\Big )\\
& = & \tau \psi_t (\xi_0^2+ a^{jk}\xi_j \xi_k+ c_1\tau_h^2)-
2 \tau \xi_0 \psi_j a^{jk} \xi_k \\
& \geq & \tau \psi_t (\xi_0^2+ a^{jk}\xi_j \xi_k+c_1 \tau_h^2) -
\tau \sqrt{a^{jk}\psi_j \psi_k}\Big (\xi_0^2+a^{jk}\xi_j \xi_k  \Big) \\
& \geq & \tau (\psi_t-\sqrt{a^{jk}\psi_j \psi_k}) (\xi_0^2+ a^{jk}\xi_j 
\xi_k+c_1 \tau_h^2)   \\
& \geq &c \tau_h (\xi_0^2+ a^{jk}\xi_j \xi_k+ \tau_h^2).  
\end{eqnarray*}
Putting together the two pieces of information above we get
\begin{equation}\label{a}
c \| \tau_h  v\|_{1,\tau_h} 
\leq  \langle P_\tau (x,D)v\, ,\, \tau_h (\tau \psi_t   -  \partial_t)v\rangle  
+ \| \tau_h^\frac12 v\|_{1,\tau_h,\delta}
\end{equation}
for sufficiently large $\tau$. This implies (\ref{w2}).

\paragraph{Step 2:}
Let us now consider the behaviour of $w$ for $t$ in $[\delta
,T-\delta]$.  We claim that the following estimate holds in
$[\delta ,T-\delta]\times \Omega$:
\begin{eqnarray*}
\lefteqn{ C_2( \| \tau_h^\frac {1}{2} v\|_{1,\tau_h }^2 +  
\|\tau_h^\frac{1}{2} v\|_{1,\tau_h ,\delta}^2 +
\|\tau_h^{\frac{1}{2}} v\|_{1,\tau_h ,T-\delta}^2) } \\
&\leq& C_3 \| P_\tau (x,D)v \|^2+
2\tau \int_{[\delta ,T-\delta]\times \partial\Omega } \tau_h (a^{kl}\nu_k \nu_l
) (a^{kl} \phi_k \nu_l)  |\partial_\nu v|^2 
\end{eqnarray*}
for some positive constants $C_2,C_3$.

First we observe that it suffices to prove that there exists a smooth
function $\chi$ such that for large enough $\tau$,
\begin{eqnarray}
\lefteqn{ C( \| \tau_h^\frac {1}{2} v\|_{_{1,\tau_h }}^2 +  
\|\tau_h ^\frac{1}{2} v\|_{1,\tau_h ,\delta}^2 +
\|\tau_h ^{\frac{1}{2}} v\|_{1,\tau_h ,T-\delta}^2 + \|P_\tau ^a v\|^2 ) 
}\label{s1,2} \\
&\leq& \langle P_\tau v,(2P_\tau ^a+\tau_h \chi)v\rangle 
+ 2 \displaystyle{ \int_{[\delta ,T-\delta]\times \partial\Omega }}  
 \tau_h (a^{kl}\nu_k \nu_l) (a^{kl} \phi_k \nu_l) |\partial_\nu v|^2\,
 d\sigma   \nonumber 
\end{eqnarray}
We decompose $P_\tau =P_\tau^s +P_\tau^a$. The term 
$\langle P_\tau^a v, \tau_h \chi v \rangle$ is a lower order term;
indeed, integration by parts yields
\[
|\langle P_\tau^a v, \tau_h h v \rangle| \leq \lambda \|\tau_h v\|^2 +\|\tau_h v(\delta)\|^2
+\|\tau_h v(T-\delta)\|^2  
\]
Then it suffices to show that
\begin{eqnarray}
\lefteqn{ C( \| \tau_h^\frac {1}{2} v\|_{_{1,\tau_h }}^2 +  
\|\tau_h ^\frac{1}{2} v\|_{1,\tau_h ,\delta}^2 +
\|\tau_h ^{\frac{1}{2}} v\|_{1,\tau_h ,T-\delta}^2) } \nonumber\\
&\leq&\langle P_\tau^s v,(2P_\tau ^a+\tau_h \chi)v\rangle 
+ \|\tau_h^{-\frac12} P_\tau^a v\|^2   \label{s1,2a} \\
&&+2 \displaystyle{ \int_{[\delta ,T-\delta]\times \partial\Omega }}  
 \tau_h (a^{kl}\nu_k \nu_l
) (a^{kl} \phi_k \nu_l) |\partial_\nu v|^2\,d\sigma  \nonumber  
\end{eqnarray}
Now we integrate by parts in the inner product above and use the
homogeneous Dirichlet boundary condition exactly as in the parabolic
case. Then the right hand side in (\ref{s1,2a}) reduces to the
integral of an algebraic quadratic form in $v$, $\nabla v$, i.e.
\begin{eqnarray*}
\lefteqn{\langle P_\tau^s v,(2P_\tau ^a+\tau_h \chi)v\rangle 
+ \|\tau_h^{-\frac12} 
P_\tau^a v\|^2  +2 \displaystyle{ \int_{[\delta ,T-\delta]\times \partial\Omega }}  
 \tau_h (a^{kl}\nu_k \nu_l) (a^{kl} \phi_k \nu_l) |\partial_\nu v|^2\,d\sigma 
 }
\\
&=&\displaystyle{\int_{\{T-\delta\}\times \Omega } G_1 (\nabla v,\tau_h v)
dx'  
- \int_{ \{\delta\}\times \Omega } G_1(\nabla v,\tau_h v)dx' }
\\
&+& \displaystyle{\int_{[\delta,T-\delta]\times \Omega }G(\nabla v,\tau_h
v) dx 
+
\int_{[\delta ,T-\delta ]\times \partial\Omega } \tau_h 
(a^{kl}\nu_k \nu_l) (a^{kl} \phi_k \nu_l) |\partial_\nu v|^2\, d\sigma .}
\end{eqnarray*}
Here $G$ is an interior quadratic form and $G_1$ is a boundary
quadratic form.   The quadratic form $G$,
$$
(\nabla v,\tau_h v)\to G(\nabla v,\tau_h v)=g^{ij}(x) \partial_i v 
\partial_j v+ g^i (x) \partial_i v\,  \tau_h v+g(x)
\tau_h^2v^2
$$
has its symbol given by
$$
g(x,\xi ,\tau )=\frac 1i \{ p_\tau^s\,
,\, p_\tau^a\}+ \frac 1{\tau_h} |p_\tau ^a|^2 +\tau_h p^s_\tau \chi\, .
$$
On the other hand for $G_1$ we get the symbol
$$
g_1(x,\xi ,\tau ) = - p^s_\tau \tau \psi_t - p^a_\tau i\xi_0
$$
At time $\delta$, $\nabla \psi$ is forward time-like, which implies
that the symbol of $G_1$ is negative,
\[
g_1(x,\xi,\tau) \leq -c \tau_h (\xi^2 + \tau_h^2)
\]
At time $T-\delta$, $\nabla \psi$ is backwards time-like, and the
symbol of $G_1$ is positive.

Hence, in order to get (\ref{s1,2}) it suffices to choose the function
$\chi$ independent of $\lambda,\tau$ so that the symbol $g(x,\xi ,\tau )$ is a
positive quadratic form in $(\xi ,\tau )$. Computing $g$ explicitly
yields
\begin{eqnarray*}
g(x,\xi,\tau) &=& \tau_h \Big ( (1+\lambda) |\{p,\phi\}|^2 + \chi
p(x,\xi)+ \{p,\{p,\phi\}\}\Big ) \\
 &&+ \tau_h^3 \Big (4\lambda p^2(\nabla \phi)-\chi p(\nabla \phi)
 - \{p(\nabla \phi),\{p,\phi \} \}\Big )
\end{eqnarray*}
If we use the second part of the pseudoconvexity condition
we see that the coefficient of $\tau_h^3$ is positive 
for sufficiently large $\lambda$. It remains to look at the coefficient of
$\tau_h$, namely
\[
(1+\lambda ) |\{p,\phi\}|^2 + \chi p(x,\xi) + \{p,\{p,\phi\} \} 
\]  


The pseudoconvexity condition states that
\begin{equation}\label{psi}
\{p,\{p,\phi\}\}(x,\xi )>0\quad  \mbox{whenever} \quad p(x,\xi )
= \{p,\phi\}=0,\,  \xi \neq 0\, .
\end{equation}
The following Lemma shows the way we use this condition.

\begin{Lemma}\label{l:1}
  Assume that (\ref{psi}) above holds. Then there exists $\lambda >0$ and a
  smooth function $\chi$ such that
\begin{equation}\label{psi2}
0< (1+\lambda ) |\{p,\phi\}|^2 + \chi p(x,\xi) 
+ \{p,\{p,\phi\} \}
\end{equation}
\end{Lemma}
{\bf Proof of Lemma \ref{l:1}:} Note first that it suffices to
prove (\ref{psi2}) for fixed $x;$ these local versions of (\ref{psi2})
can then be put together using a suitable partition of unit. \par \noindent
According to (\ref{psi}) if $\lambda$ is large enough then we have that
\begin{eqnarray*}
&q(x,\xi )=(1+\lambda ) |\{p,\phi\}|^2  
+ \{p,\{p,\phi\} \}>0\quad \mbox{whenever}&
\\
&p(x,\xi )=0, \, \xi \neq 0\,\  .&
\end{eqnarray*}
Look now at the zero set $Z_\sigma $ for
$$
q(x,\xi)+\sigma p(x,\xi).
$$
If $\sigma$ is small enough the $Z_\sigma$ is contained in $\{
p(x,\xi)>0\},$ while if $\sigma$ is large enough then $Z_\sigma$ is
contained in $\{ p(x,\xi)<0\}$. Then there are two possibilities.
\begin{description}
  
\item[a)] There exists some $\sigma$ such that $Z_\sigma =\emptyset $.
  Then the conclusion of the lemma follows.
\item[b)] There exists some $\sigma$ such that $Z_\sigma$ intersects
  both $\{ p(x,\xi)>0\}$ and $\{ p(x,\xi)<0\}$.
\end{description}
Since $Z_\sigma$ cannot intersect $\{ p(x,\xi)=0\},$ it follows that
it is projectively disconnected. But this is impossible, for the zero
set of a quadratic form in ${\mathbb R}^n$ is always projectively
connected.
Then, we deduce that (\ref{s1,2}) holds.

\paragraph{Step 3:}
Add up the estimates in the two cases. \hfill$\diamondsuit$

\section{The observability estimate}

In this section we prove the observability result for the system
(\ref{e:state1}). 

\begin{Theorem} \label{obs}
  Assume that $(H1)$ and $(H2)$ are fulfilled and let $\psi$ be as in
  $(\ref{d:psi})$.  Then there exists $\lambda_0$ so that for each $\lambda >
  \lambda_0$ there exists $\tau(\lambda)$ so that for 
$\tau > \tau (\lambda )$  the
  following estimate holds uniformly in $\lambda,\tau$ for all solutions
  $(w,\theta )$ of the system (\ref{e:state1})
\begin{eqnarray}\label{CarlemanHW}
\lefteqn{\| e^{\tau \psi }w\|_{_{1,\tau_h}}^2+\| e^{\tau \psi }
\tau_p^{-\frac 12}\theta \|_{_{2,a,\tau_p }}^2 } \\
&\leq& C(\int_{[\delta,T-\delta]\times \partial\Omega }  e^{2\tau \psi }
(\nu_i a^{ij} \phi_j) (\nu_i a^{ij} \nu_j) |\partial_\nu w|^2\, 
d\sigma \nonumber \\ 
&&+ \int_{[0,T]\times \partial\Omega } \tau_p e^{2\tau \psi }(\nu_i b^{ij} \phi_j) 
(\nu_i b^{ij} \nu_j) |\partial_\nu \theta|^2\,
d\sigma ) \nonumber
\end{eqnarray}  
\end{Theorem}

This estimate shows that  solutions to (\ref{e:state1}) can be 
reconstructed  in a stable manner if one observes their normal derivative
on the boundary. As one can see from the above estimate, this observation
needs not be on the entire boundary; it suffices to observe the
hyperbolic, respectively the parabolic equation in the regions $\Gamma_h$,
respectively $\Gamma_p$ given by
\[
\Gamma_h = \{ x \in \partial\Omega;\ \phi_i a^{ij} \nu_j > 0\}, \quad
\Gamma_p = \{ x \in \partial\Omega;\ \phi_i b^{ij} \nu_j > 0\}, 
\]
Combining the straightforward energy estimates with (\ref{CarlemanHW})
we obtain the following consequence.

\begin{Corollary}
 Assume that $(H1)$ and $(H2)$ are fulfilled.  Then for all solutions 
$(w,\theta )$ of the system (\ref{e:state1}) we have
\[
\|\nabla w(T)\|_{L^2(\Omega)} + \|\nabla'\theta(T)\|_{L^2(\Omega)}
\leq c (\|\partial_\nu w\|_{L^2(\Gamma_h)} + \|\partial_\nu \theta\|_{L^2(\Gamma_p)})
\] 
\end{Corollary}


\paragraph{Proof of Theorem~\ref{obs}:} 
Applying Theorem~\ref{wpseudo} to $\tau_h^{-1/2}w$ we deduce that  
\begin{eqnarray*}
\| e^{\tau \psi }w\|_{_{1,\tau_h }}^2&\leq& c_1 \| e^{\tau \psi }
([P,\tau_h^{-\frac 12}]+\tau_h^{-\frac 12}P )w\|^2 \\ 
&&+ c_2\int_{[\delta,T-\delta]\times \partial\Omega }  
e^{2\tau \psi }(\nu_i a^{ij} \phi_j) 
(\nu_i a^{ij} \nu_j) |\partial_\nu w|^2\, d\sigma  
\end{eqnarray*}
For large enough $\tau$ the commutator is small compared to the
left hand side therefore we get
\begin{equation}\label{123}
\|e^{\tau \psi }w\|_{_{1,\tau_h }}^2\le\| e^{\tau \psi }\tau_h^{-1/2} Q_1
\theta \|^2 +
  \int_{[\delta,T-\delta]\times \partial\Omega }  e^{2\tau \psi }(\nu_i a^{ij} \phi_j) 
(\nu_i a^{ij} \nu_j) |\partial_\nu w|^2\, 
d\sigma .  
\end{equation}
On the other hand, Theorem~\ref{hpseudo} implies that  
\begin{eqnarray}\label{1234}
\lefteqn{\lambda  \| e^{\tau \psi }\tau_p^{-1/2}\theta \|_{2,a,\tau_p}^2 }\\
&\le& c_1\| e^{\tau \psi }P_2 w\|^2\, + c_2 \int_{[0,T]\times \partial\Omega } \tau_p e^{2\tau \psi }(\nu_i b^{ij} \phi_j) 
(\nu_i b^{ij} \nu_j) |\partial_\nu \theta|^2\,d\sigma \nonumber
\end{eqnarray}
Then, the conclusion follows by adding $(\ref{123})$ and
(\ref{1234}) provided that $\lambda$ is sufficiently large. The fact
that $\tau_h \geq \tau_p$ is essential.\hfill$\diamondsuit$

 \section{The constant coefficient case}
 
 In this section we consider the following system of linear
 thermoelasticity
\begin{eqnarray}
&w_{tt}- \Delta w+\alpha \Delta \theta =0\quad \mbox{in }]0,T[\times \Omega &
\nonumber \\
&\theta_t-\nu \Delta \theta +\beta w_t=0\quad \mbox{in }]0,T[\times \Omega 
\label{e:state2}\\
&w=\theta =0\quad \quad \mbox{on } [0,T]\times \partial\Omega \,, \nonumber 
\end{eqnarray}
where the coupling parameters $\alpha ,\beta$ and the the viscosity
$\nu$ are assumed to be positive constants. For simplicity, let us
suppose that $0\notin \Omega $\footnote{This is strictly speaking not
  necessary. To avoid it one needs to work with a piecewise smooth
  $\phi$.} and define
\begin{equation}\label{ud}
\psi (x)=g(x_0)\{ e^{\lambda \phi (x)}- 2e^{\lambda \Phi }\} 
\end{equation}
with $\phi (x)=|x'|^2- c(t-\frac T2)^2,$ and $g$ defined as in formula
$(\ref{g})$.
 

\begin{Theorem}
  Let $(w,\theta )$ be a solution of $(\ref{e:state2})$ and let $\psi$
  be as in (\ref{ud}). Assume that, for some
  $c\in ]0, 1[$,
\begin{equation}\label{nd}
cT>2 \sup_{x'\in \Omega } |x'|\, .
\end{equation}
Then there exists $\lambda_0$ so that for each $\lambda > \lambda_0$ there exists
$\tau(\lambda)$ so that for $\tau > \tau (\lambda )$ the following
estimate holds uniformly in $\lambda,\tau$ 
\begin{equation}\label{CarlemanHW1}
\| e^{\tau \psi }w\|_{_{1,\tau_h}}^2+\| e^{\tau \psi }\tau_p^{-\frac 12}\theta
\|_{_{2,a,\tau_p }}^2 \leq
C\int_\Gamma  e^{2\tau \psi } (|\partial_\nu w|^2 + \tau_p |\partial_\nu \theta|^2\,) 
d\sigma \, 
\end{equation}  
where $\Gamma =\{ x\in [0,T]\times \partial\Omega \, :\, \partial_\nu \phi (x)>0\}$.
\end{Theorem}
{\bf Proof:} It suffices to show that assumption $(H2)$ is fulfilled
and to use Theorem~\ref{obs}.  First, we observe that the function
$\phi$ defined above satisfies $(H2)(i)$.  Moreover, since
\[ 
-p( \nabla \phi )=4c^2\Big (t-\frac T2 \Big )^2-4|x' |^2\geq 4c^2\Big
( t-\frac T2 \Big )^2-4 \sup_{x'\in \Omega } |x'|^2
\]
$(\ref{nd})$ imply that the vector $\nabla \phi$ is time--like and
$(H2)(ii),$ $(iii)$ are fulfilled.  It remains to verify that the
function $\phi$ is pseudoconvex with respect to the wave operator
$\partial_t^2-\Delta$ in $]0,T[\times \Omega $. We have that
\[
\{ p,\phi \}=4 \xi '\cdot x' +4c\xi_0 \Big ( t-\frac T2 \Big )\, .
\]
Moreover, the fact that $c<1$ implies that
\[
\{ p, \{ p,\phi \} \} =8 (| \xi '|^2-c \xi_0^2)>0
\]
for $p(\xi )=0$. Hence, condition $(\ref{1fpsc1})$ is satisfied.  On
the other hand,
\[
p( \nabla \phi )= |2x'|^2- |2c (t-T/2)|^2
\]
and $c<1$ imply that
$$- \{ p(\nabla \phi ),\{ p\, ,\, \phi \} \} =8 (| 2x'|^2- c|2c
(t-T/2)|^2)>0$$
on $p( \nabla \phi )=0$. Thus $(\ref{1fpsc2})$ is fulfilled and the
proof is complete.  \hfill$\diamondsuit$


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\noindent{\sc Paolo Albano }\\ 
Dipartimento di Matematica,  Universit\`a di Roma ``Tor Vergata'', Italy\\
 e-mail: albano@axp.mat.uniroma2.it  \smallskip

\noindent{\sc Daniel Tataru }\\
Department of Mathematics, Northwestern University \\
2033 Sheridan Road, 
Evanston, IL 60208-2730, USA\\
e-mail: tataru@math.nwu.edu 



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