 Decaying two-sided Green function of a constant-coefficient ordinary differential equation

Let $p(D)$ be a constant-coefficient differential operator, $D=d/dt$, with distinct characteristic roots ${\lambda }_j$ having nonzero real parts. The solution of $p(D)K=\delta$ decaying at both temporal infinities iswhere $H$ is the Heaviside step function. This follows by partial fraction decomposition of $1/p(z)$ and the first-order kernels $e^{\lambda t}H(t)$ for $\mathrm{Re}\lambda <0$, or $-e^{\lambda t}H(-t)$ for $\mathrm{Re}\lambda >0$. Both first-order kernels jump by one and solve $(D-\lambda )K_{\lambda }=\delta$ as distributions.

For example, $p(D)=(D+1)(D-2)(D+2)$ givesIt is continuous together with its first derivative; its second derivative jumps by one, as required by the jump conditions for a third-order Green function. A solution of $p(D)y=f$ is the convolution $K\ast f$ when it exists. If positive-real-part roots occur, decay at both ends generally requires a nonzero negative-time branch: this is the distinction captured by causality versus stability of a Green function. A causal kernel would retain growing positive-time terms and need not have a real-axis Fourier transform.