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Numerical Solutions of Three Classes of Nonlinear
Parabolic Integro-Differential Equations
Numerical Solutions of Three Classes
of Nonlinear Parabolic Integro-Differential
Equations
Temur Jangveladze
Ilia Vekua Institute of Applied Mathematics of
Ivane Javakhishvili Tbilisi State University
Tbilisi, Georgia
&
Georgian Technical University
Tbilisi, Georgia
Zurab Kiguradze
Ilia Vekua Institute of Applied Mathematics of
Ivane Javakhishvili Tbilisi State University
Tbilisi, Georgia
Beny Neta
Naval Postgraduate School
Department of Applied Mathematics
Monterey, CA, U.S.A.
Academic Press is an imprint of Elsevier
32 Jamestown Road, London NW1 7BY, UK
225 Wyman Street, Waltham, MA 02451, USA
525 B Street, Suite 1800, San Diego, CA 92101-4495, USA
The Boulevard, Langford Lane, Kidlington, Oxford OX5 1GB, UK
This book and the individual contributions contained in it are protected under copyright
by the Publisher (other than as may be noted herein).
Notices
Knowledge and best practice in this field are constantly changing. As new research and
experience broaden our understanding, changes in research methods, professional
practices, or medical treatment may become necessary.
Practitioners and researchers must always rely on their own experience and knowledge
in evaluating and using any information, methods, compounds, or experiments
described herein. In using such information or methods they should be mindful of their
own safety and the safety of others, including parties for whom they have a professional
responsibility.
To the fullest extent of the law, neither the Publisher nor the authors, contributors, or
editors, assume any liability for any injury and/or damage to persons or property as a
matter of products liability, negligence or otherwise, or from any use or operation of
any methods, products, instructions, or ideas contained in the material herein.
ISBN: 978-0-12-804628-9
Temur Jangveladze,
Zurab Kiguradze,
Beny Neta
ACKNOWLEDGMENTS
Introduction
Abstract
The description of various kinds of integro-di erential equa-
tions and a brief history of their origin and applications are
given. The importance of investigations of integro-di erential
models is pointed out as well. Classi cation of integro-di eren-
tial equation is given. The main attention is paid on parabolic
type integro-di erential models. In particular, three types of
integro-di erential equations are considered. Two of them are
based on Maxwell’s equations describing electromagnetic eld
penetration into a substance. The third one is obtained by
simulation of heat ow. At the end of the chapter, as at the
end of each chapter, the comments and bibliographical notes is
given, which consists of description of references concerning to
the topic considered.
t
@ 2 U (x; t) @ 2 U (x; t) @ 2 U (x; )
Z
= + (t; )d ; (1.1)
@t2 @x2 0 @x2
" #
2
@ 2 U (x; t) @ 2 U (x; t)
Z
2 @U (x; t)
+ dx = 0; (1.2)
@t2 0 @x @x2
CHAPTER 1. INTRODUCTION 7
"Z #
2
@ 2 U (x; t) @U (x; t) @ 2 U (x; t)
a dx =0 (1.3)
@t2 0 @x @x2
and
@ 2 U (x; t) 1
a A 2 U (t) AU (t) = 0; (1.4)
@t2
where a(S) a0 = const > 0 is a known function of its argu-
ment and A is a self-adjoint positive operator, i.e., A = A > 0.
The norm used in (1.4) is the one de ned on the range of the
operator A.
In investigating (1.3) and (1.4) type models it is su cient
to mention the following publications: [9], [24], [36], [37], [55],
[61], [65], [130], [309], [327], [328], [349], [355], [356], [357], [373],
[380], [383], [390], [394], [395] though this list is not complete.
Let us note that equations (1.3) and (1.4) are also called Kirch-
ho equations. They, along with some similar equations, de-
scribe important physical processes, among which are linear and
nonlinear dynamics of di erent dimensional bodies (see, for ex-
ample, [36], [355], [373] and [471]).
In other questions connected with hereditary phenomena,
one nds the integro-di erential equations of a parabolic type,
which were investigated by Evans [160]. These equations look
like
Z t 2
@U (x; t) @ 2 U (x; t) @ U (x; )
2
+ A(t; )d = 0; (1.5)
@t @x t0 @x2
@W (x; t)
+r [a(S(x; t))r W (x; t)] = 0;
@t (1.6)
r W (x; t) = 0;
where Z t
S(x; t) = jr W (x; )j2 d : (1.7)
0
In system (1.6), r W and r W are the usual vector oper-
ators with respect to the variables x = (x1 ; x2 ; x3 ): Even one-
dimensional scalar version of this model is very complicated and
its investigation has been possible yet only for special cases. The
one-dimensional scalar case of the model (1.6), (1.7) has the fol-
lowing form
" Z ! #
t 2
@U (x; t) @ @U (x; ) @U (x; t)
= a d ; (1.8)
@t @x 0 @x @x
began in the works [138], [187], and [188]. Since then many
scienti c publications were devoted to the investigation of exis-
tence and uniqueness of their solutions under various types of
initial and boundary conditions. In this respect, especially sig-
ni cant are the works [49], [50], [141], [146], [147], [219], [220],
[238], [254], [256], [302], [303], [304], [305], [306], [307], [322],
[333], [334], and reference therein. Authors of this book have
also made contribution in this direction, for example, see [137],
[138], [139], [140], [141], [145], [146], [147], [186], [187], [188],
[219], [220], [223], [238], [247], [248], [253], [254], [256], [261],
and reference therein.
Making certain physical assumptions in mathematical de-
scription of the above-mentioned process of penetration of elec-
tromagnetic eld into a substance, Laptev [306] has constructed
a new integro-di erential model, which represents a general-
ization of the system introduced in [187] and [188]. Founded
on Maxwell’s system the following parabolic integro-di erential
model is obtained
Z tZ
@W (x; t)
=a jr W (x; )j2 dxd W (x; t): (1.9)
@t 0
Z t
@U (x; t)
=r a jrU (x; )j2 d rU (x; t) (1.10)
@t 0
and
Z tZ
@U (x; t)
=a jrU (x; )j2 dxd U (x; t); (1.11)
@t 0
respectively.
In equations (1.10) and (1.11) we have x = (x1 ; : : : ; xn ) and
the vector operator rU is given by
@U (x; t) @U (x; t)
rU = gradU = ;:::; = (D1 U; : : : ; Dn U ) :
@x1 @xn
Some generalizations of the models (1.6)-(1.11) are given in
the works [137], [139], [145], [219], [305], and [306]. One kind of
these models has the forms:
n
@U (x; t) X
Di a(S(x; t)) jrU (x; t)jq 2
Di U (x; t)
@t i=1 (1.12)
= f (x; t)
and
n
@U (x; t) X
a(S(t)) Di jrU (x; t)jq 2
Di U (x; t)
@t i=1 (1.13)
= f (x; t);
CHAPTER 1. INTRODUCTION 11
where Z t
S(x; t) = jrU (x; )jq d
0
and Z tZ
S(t) = jrU (x; )jq d :
0
The models of type (1.6)-(1.13) are complex and have been
intensively studied by many authors. The existence and unique-
ness of global solutions of initial-boundary value problems for
equations and systems of type (1.6) - (1.13) were studied in
[49], [50], [137], [138], [139], [140], [141], [145], [186], [187],[188],
[219], [223], [238], [247], [248], [253], [261], [302], [303], [304],
[305], [306], [307], [322], [333], [334], and in a number of other
works as well.
The existence theorems that are proved in [137], [138], [139],
[140], [141], [145], [187], [188], and [219] are based on a-priori
estimates, modi ed Galerkin’s method and compactness argu-
ments as in [327], [328], [461], and [462] for nonlinear elliptic
and parabolic equations.
For equation (1.8) with nonhomogeneous right-hand side and
a(S) = 1 + S, or for equation (1.13) in the one-dimensional
case with q = 2, such theorem for rst initial-boundary value
problem is proved in section 3.6.
The asymptotic behavior as t ! 1 of the solutions of such
models has been the object of intensive research in recent years,
see [28], [29], [31], [32], [33], [34], [35], [139], [141], [145], [146],
[147], [217], [218], [219], [220], [223], [227], [228], [229], [231],
[232], [233], [234], [235], [236], [237], [238], [239], [240], [241],
[242], [243], [245], [246], [247], [248], [251], [252], [253], [254],
[256], [257], [261], [276], [277], [278], [280], [282], [283], and ref-
erence therein.
Another model considered in this book and studied by one
of the authors of this monograph [376] is
12 CHAPTER 1. INTRODUCTION
Z t
@U (x; t) @ @U (x; )
= a(t ) d + f (x; t): (1.14)
@t 0 @x @x
Truth to tell, we did have some dull days, and no mistake; but of
course we should have had them in garrison or on board ship.
Fortunately, however, to relieve the monotony of our stay, a regular
world in miniature gathered about us, for we had eager visitors,
courtiers, accredited traders, not to speak of other guests we might
have had if we had chosen.
I must now introduce a few of these people. Two men played a
very important part in our existence at Fort Archinard. These two
were Osman and Pullo. The former was the man from Say, the
Koyrabero who had been waiting for us before we reached Sansan-
Haussa, no doubt to spy on us, and who had come down to Say with
us on the Davoust; a vulgar fellow, without either dignity or
intelligence, he played the ignoble rôle of go-between all the time we
were in the neighbourhood. Of Songhay race, with a dash of the
Fulah in his composition, he had the duplicity of the latter, whilst
retaining all the stupidity of the former.
He was physically a handsome fellow, with fine features, as black
as a crow, but he was getting old now, and was afflicted not only with
tubercular disease, but also with a kind of leprosy, which did not
prevent him from shaking hands with us three times a day.
He often came with a marabout named Ali, who was further gone
in consumption than himself.
Pullo, or Pullo Sidibé, to give his full title, was a very different kind
of man. Tall, thin, with a comparatively pale complexion, he wore a
filthy chechia or native cap a little on one side. He had a way of
moving his arms up and down like a semaphore, and really rather
resembled a big scarecrow in rags. With a mysterious air, such as a
Sibyl might wear, he was constantly taking one or another of us
aside to some corner, or to an ant-hill or mound, far from indiscreet
listeners, to impart in a solemn manner some utterly incredible false
news of which we shall have an example to give presently. I must
mention, too, the way in which he used to smile when we pointed out
to him in a friendly way the mistakes he had made. “Ah,” he would
say to me laughing, “I shall never go back to my fields as long as you
are here, I shall never look after my flock again. You are my milch
cow, you are my great lugan.”
He was at no pains to disguise the true motives for his devotion,
and we were at least able to hope to bind him to us by self-interest.
Osman and Pullo had certain qualities in common, for both were
equally covetous of presents, and equally ready to tell lies with
imperturbable seriousness; but whereas Pollo carried on his
deceptions with the air of a grand seignior and the smile of a
superior man, such as a Fulah might wear who had been brought in
contact with the Tuaregs, Osman showed his avarice and venality
without the slightest attempt at disguise.
The two enjoyed a monopoly of the news, generally false, as I
have already said, brought to us from the Say market. They hit upon
another dodge too, and a very lucrative one; this was to introduce to
us envoys more or less genuine, and more or less interesting, from
the chiefs of the outlying districts and villages. At first Pullo or
Khalifa, as he was also called, worked at this trade alone, and it
would be our first amusement in the morning to climb the ant-hill in
front of the fort and look out for him. We generally saw him pretty
soon, his approach heralded by a red spot on the horizon.
I read in my notes of May 16—“At about eight o’clock, far away on
the borders of the wood in the direction of Say, we see approaching
the thin figure of Pullo Sidibé, surmounted by his dirty fez, balanced
in an uncertain kind of way upon his head. He is followed by a
gentleman in a clean white bubu. ‘Page, pretty page,’ we cry, ‘what
news do you bring?’
With this extraordinary personage everything is possible. I expect
some morning to hear him announce with the air of some herald of a
great embassy, “Amadu Cheiku! the Emir el Munemin, or perhaps
even the Grand Turk, or her Majesty the Queen!”
All went well for some time with Pullo, but when Osman realized
the rewards to be obtained by bringing news or envoys, he set up as
a rival to our first friend. The envoys, who were generally picked up
in the Friday market at Say, now came in pairs, each with his own
showman.
PULLO KHALIFA.
After this opposition was set up, a syndicate was of course sure to
follow. I suspect, however, that if Osman sometimes got the
chestnuts out of the fire, it was generally Khalifa who ate them.
I had to dwell rather fully on these two fellows, they played such a
very preponderant part in our lives, but there were others of
secondary rank, so to speak, of whom I must say a few words.
To begin with, there was the acting chief of the opposite village
named Mamadu, as at least half of his fellow-believers are. With a
clear complexion and an intelligent expression, he was still a regular
scamp, ready to lend himself to any treachery. In the Fulah language
there is a word which means “give a little present so as to get a very
big one.” I am not sure whether there is any word corresponding to
this in Songhay, but there is not the slightest doubt that the
Koyraberos know how to practise the manœuvre suggested by the
word, and Mamadu was an adept at it. On one occasion, however,
his hopes of a present were disappointed, and he was guilty of a
very great mistake. We simply had to turn him out of the camp, and
from that moment he became all submission to us. Our coolies in
their free-spoken way nicknamed him the blackguard Mamadu, and
no doubt he had well merited the epithet by some dastardly deed
they knew of.
Amongst our constant visitors was
one quite small boy, the son of the
famous Abd el Kader of Timbuktu,
who had been the guest of the French
Geographical Society there, a
corresponding member of that of
Paris, the great diplomatist who had
been made a plenipotentiary in spite
of himself, and who had acted as
guide to my friend Caron in his grand
journey. Abd el Kader, when driven
from Timbuktu, wandered about in the
districts near the bend of the river. No
doubt under pretence of making a
A TYPICAL KOURTEYE.
pilgrimage to Mecca, he lived like a
true marabout at the expense of the
natives, seducing many women, and leaving many children behind
him whose mothers he had deserted. It is said that he is now with
Samory.
His little son to whom I referred above was called “the Arabu.” He
was very proud of his parentage, and looked upon his father as a
saint. Though small for his age, he had a big head of the shape
known as hydrocephalic, and was a very sensible, intelligent little
fellow, with quite refined instincts. From our first arrival at Say he had
bravely come to see us on our barges, and though he was trembling
in all his limbs as he spoke, he explained his position clearly to us.
We made a great fuss over him, giving him sugar to eat. The gamins
of Say looked upon him as partly a white, and partly what they call a
tubabu. Strange to say, when there was any difficulty with the
market-women, who sometimes made
a great noise, singing seditious songs
and dancing to their accompaniment,
shouting out praises of Aliburi or
Amadu, it was always the little Arabu
who was deputed to go and pacify
them. As he expressed it, “the son of
an ambassador, I too am an
ambassador!”
This child grew quite fond of us.
Being on his father’s side of more or
less Twat origin, he considered
himself a white man like ourselves,
and of all our guests he was perhaps
the only disinterested one, if we say
nothing about the sugar.
Amongst the Koyraberos, it is the
children, boys or girls, who are the
THE ARABU.
most attractive. The little negroes are
innocent enough up to twelve or
thirteen years old, and are often very
bright and intelligent. But when they reach the age at which they are
considered men and women, the indulgence of their passions
brutalizes the males, whilst the females are worn out by the number
of children they all have. The fatalism of the Mahommedans gives
them also something of the wan expression of oxen who expect they
know not what. I believe the negro race might be very greatly
improved by the careful selection of children before they are
subjected to evil influences. A careful education of such selected
boys and girls would, in the course of a few generations, result in the
growing up of useful citizens and intelligent workers for the common
good.
It may be that the decline in the intelligence of negroes is partly
the result of the way the children are carried about in infancy by their
mothers. They ride pig-a-back all day long, kept in place by a cotton
band fastened above the breasts of the mother, who takes no notice
of them even when they cry. The women do everything, wash, beat
the linen, cook and pound the grain, with their children tied to them in
this fashion. The head of the poor little one comes out above the
bandage, and is shaken and flung backwards and forwards at every
blow of the pestle. It really is very likely that this perpetual motion
injures the brain of the growing child, and accounts for the
degeneration of the race.
However that may be, the constant pressure on the breasts of the
mother leads to their rapid disfigurement; they look quite old before
they have reached middle life. Every one knows that negresses often
give the breast to their babies over their shoulders or even from
under the arm-pit.
So far the French have taken no steps for the effective occupation
of Say, and Amadu Cheiku has been undisputed master of the
country ever since the breaking at Sinder of the power of Madidu
over the Tuaregs. Dunga was the first place in which the Toucouleurs
settled for any time. After their exodus many circumstances
combined in favour of their chief. Driven from Sego, Nioro, and
Massina by the French, as a punishment for his many crimes and
treacheries, he took refuge at Duentza near Dori, but as, like a good
marabout, he tried (from religious motives of course) to poison the
chief and reign in his stead, he was expelled from the town and had
once more to flee for his life. Many of his people deserted him and
returned to Massina. Wandering as a fugitive from village to village
he passed his days begging from hut to hut, trying in vain to win
back the deserters.
The Toucouleurs found it difficult to get a living now, for no one
would treat them as marabouts any longer. The Fulahs of Torodi
refused to let them pass. Ibrahim Galadio, whose influence was
preponderant throughout the country, was not favourable to the
Toucouleurs, and they now took possession of Larba in independent
Songhay, but the Logomaten, or the Tuaregs of Bokar Wandieïdu,
defeated them with much bloodshed and took three hundred of them
prisoners.
The toils were closing in upon Amadu Cheiku, who, taught caution
by experience, expected to find the French skirmishers at his heels
before they were really there. Things did indeed look black for him,
when a saviour suddenly arose in the person of the chief of Say, who
had won back Galadio and Amiru of Torodi to the cause of the true
religion, and at the very time that he was signing a treaty with the
French, gave passage to Amadu, against whom he had been
pretending to need our help.
Amadu crossed the river, and was hospitably received by the
people of Djerma, who gave him the village of Dungu for himself and
his people.
Profiting by family quarrels, the wily chief soon became master,
and presently took possession of the big village of Karma, and it was
not until they were all taken prisoners, that the Djermankobes
discovered that they had been warming and feeding a serpent.
Now Amadu is once more a great marabout in right of his
inheritance from his father, El Hadj Omar. He is also a formidable
military chief, able to put five hundred guns into the field, for he has
that number of Toucouleur warriors under him. His word is
paramount from Sinder to Kibtachi. Unfortunate circumstances,
including the blood shed by the Christians, have won to his side the
whole of the Mussulman population, and besides his five hundred
guns, he can dispose of from ten to twenty thousand so-called
archers or men armed with spears.
His aim, or rather that of his principal adviser, Aliburi, who is really
the organizer of everything, seems to be to join hands on the one
side with Samory, and on the other with the Sultan of Sokoto, from
whom, however, he is divided by the Kebbi, Mauri, and Gober.
Moreover, Samory has a brother who was the leader of the column
which took to flight after the French success at Nioro. He will achieve
his ends unless we can prevent it, for his confederation is
strengthened by the fact that all are united in devotion to the
Mussulman faith, whilst the various native tribes combined against
him, though they are individually braver and stronger, have nothing
to bind them together or to lead them to act in concert.
If this union be brought about, the three great slave-dealers of
Western Africa—Samory, Amadu, and the Emir el Munemin of
Sokoto, will be combined against all comers, and we may expect to
see the complete depopulation of the Niger districts above Say.
Amadu has already begun his operations down-stream, where the
banks are deserted, the villages in ruins, and, where once the
Toucouleurs women came to draw water and to wash their clothes,
grow quantities of wild flowers and creepers.
Let us hope, however, that the recent occupation of Fandu, and
the French policy of establishing an effective protectorate over the
negro races may produce a salutary effect.[10]
The only man in a position to make head against Amadu was
Ibrahim Galadio, a stranger to the country, whose father had fled
there, chased from Massina by the Fulahs of Amadu, the great
founder of the ephemeral dynasty of Hamda-Allahi. Galadio has
guns, Galadio has a tata, he is as strong as the Toucouleurs, and no
one would be able to understand his rallying to the cause of Amadu
Cheiku, and submitting to him, if it were not for the prestige still
attached to the name of that chief’s father, El Hadj Omar. Yet the
former Sultan of Sego is, as every one knows, a Mussulman, with
neither faith nor belief in any law, stained with numerous crimes, a
traitor to his father, cursed even by him, cruel to his women, the
murderer of his brothers, avaricious in dealing with his sofas, and
above all the founder of a heresy.
The Torodi are hand and glove with the Tuaregs, and the people
of Say side with them, but the latter are not of much account as
warriors. Say is really nothing more than a hot-house for breeding
second-rate and intolerant marabouts. No tam-tams, no games are
allowed in it, and only on account of its past has it some little historic
importance.
A FEMALE TUAREG BLACKSMITH IN THE SERVICE OF
IBRAHIM GALADIO.
Abdulaye, who was a big, well-built Wolof, had but one ambition
during our stay at Fort Archinard, and that was to be allowed to go
and smash in the jaw of his fellow-countryman Aliburi, a native of his
own village. This Aliburi is a tool of Amadu, chief champion of the
war to the death with the French, so Abdulaye wishes to kill him if his
master is not to be got at. “Aliburi,” he would say, “is a bad Wolof.”
When the camp was cleaned and tidied up, the native traders,
male and female, came with their wares, for we had started a market
at Fort Archinard. When our occupation began, one of our chief fears
was that we should suffer from famine through Amadu’s declared
hostility to us. True, there was a village opposite to our camp, and if
the worst came to the worst, we could always make an armed
requisition in Say itself. But I was very averse to any such measures.
They would have been far too great a departure from the pacific
tactics we had so far pursued, and which were enjoined by our
instructions. I was anxious to preserve that attitude, and to carry out
my instructions to the letter. The people at Say seemed at the first
very unwilling to sell us anything. They, of course, ran considerable
risk of being robbed on their way to us, indeed this really did happen
more than once, and the chief of Say, though he did not forbid their
coming to our camp, did not encourage it, so that those who did
venture asked extortionate prices, thirty-five to forty cubits, or about
twenty-one yards of stuff for a sheep, for instance; but we were able
to buy good food for ourselves and our men, which was the most
important thing after all.
The first thing in the morning we used to see the native traders
squatting on the bank opposite Fort Archinard waiting for the little
barge worked by a few men, to go over and fetch them. Most of
these merchants I must add were women, and I really do think that
before they left Say they must have passed an examination in
ugliness, for I never saw such frights anywhere as our first lady
visitors here. As time goes on I know many discover something like
beauty in native women, and there are some who think them as
good-looking as their sisters of pale complexions. Even those who
do not exactly admire them are interested in them because they are
types of a race, but for all that, negresses, like English women when
they are ugly at all, are really revoltingly ugly.
OUR MARKET AT FORT ARCHINARD.
Well, ugly or not, our market-women soon set out their wares on a
kind of platform a little up-stream from the camp. The bugnul, or
negro trader, has his own particular mode of proceeding; he does not
expect to be spoken to, everything is done by gesture. The djula, or
merchant, crouches on the ground, with his wares spread out in front
of him. The buyer passes along, looks at the wares, and offers his
cowries or cloth in exchange. If the price is suitable the bargain is
concluded, if not the djula shakes his head, making a sign, signifying
“No,” and the would-be buyer goes away or squats down himself to
await his time. Sometimes the price is lowered, or the purchaser
adds a few cowries to his original offer. There is none of the noise
usual in European markets, none of the flow of language so
characteristic of them. Each party to a bargain tries to tire out the
other, but neither of them wastes any words.
MARKET AT FORT ARCHINARD.