Fundamental solution of a linear differential operator

A fundamental solution of a linear differential operator $P(D)$ is a distribution $E$ satisfying $P(D)E={\delta }_0$.

The locally integrable function $E(z)=1/(\pi z)$ on the plane is a fundamental solution for the Wirtinger derivative ${\partial }_{\bar{z}}=({\partial }_x+i{\partial }_y)/2$. Let $L=(4\pi {)}^{-1}\log (x^2+y^2)$ be the fundamental solution of the Laplace equation. Its first distributional derivatives agree with its ordinary ones: deleting a radius-$\epsilon$ disk in integration by parts gives an error $O(\epsilon |\log \epsilon |)$, tending to zero. Hence $E=4{\partial }_{z}L$ andThe analogous fundamental solution for ${\partial }_z$ is $1/(\pi \bar{z})$. The singular support of each kernel is exactly $\{0\}$: they are smooth elsewhere, and smoothness near zero would make their Wirtinger derivatives smooth there, contradicting the Dirac delta distribution identity.

Target: Distributional Cauchy-Riemann lemma. Parent: Cauchy-Riemann equations. Intended file: analysis.bigb.

Every nonzero constant-coefficient linear partial differential operator has a distributional fundamental solution.

Let $P({\xi }^{\prime },z)$ be a polynomial that is monic in the complex variable $z$. A Hörmander staircase partitions the real ${\xi }^{\prime }$-space into measurable sets ${\Delta }_j$ and assigns bounded heights $c_j$ so that $P({\xi }^{\prime },s+i{c}_j)$ stays uniformly away from zero for ${\xi }^{\prime }\in {\Delta }_j$ and $s\in \mathbb{R}$. Integrating $1/P$ over the resulting union of horizontal contours constructs a fundamental solution of a linear differential operator.

Suppose $P({\xi }^{\prime },z)$ has degree $m$ in $z$ and a nonzero constant leading coefficient $a$. Among the $m+1$ heights $h_{\ell }=3\ell$, at least one satisfiesat each real ${\xi }^{\prime }$. Factor into $m$ linear factors with multiplicity. Each root's imaginary part can be within distance less than one of at most one candidate height. The pigeonhole principle leaves a height whose distance from every root is at least one, proving the product bound. The height can be chosen measurably: the set where a candidate succeeds is the closed intersection of $|P({\xi }^{\prime },q+i{h}_{\ell })|\ge |a|$ over rational $q$, and selecting the first successful candidate gives a Borel set partition. This avoids any need for continuous global root labels.

A retarded fundamental solution is supported in a chosen forward region, such as $[0,\infty )$ for an ordinary differential operator.

For inverse time Fourier transform $\int \hat{G}(\omega )e^{-i\omega t}d\omega /(2\pi )$, a causal stable oscillator has its poles below the real frequency axis. Undamped real poles are therefore displaced by the prescription $\omega \mapsto \omega +i0$ in its frequency polynomial. For $t>0$, closing the contour below encloses poles with clockwise orientation; for $t<0$, closing above gives zero. Changing the transform's sign reverses the corresponding prescription. For a positive oscillator operator ${\partial }_t^2+{\omega }_0^2$, the inverse is $[{\omega }_0^2-(\omega +i0{)}^2{]}^{-1}$ and its time response is $\Theta (t)\sin ({\omega }_{0}t)/{\omega }_0$.

For $P(z)=a_N{z}^N+\cdots +a_0$ with $N\ge 1$ and $a_N\ne 0$, the unique retarded fundamental solution is $E=Hu$, where $P(D)u=0$, $u^{(j)}(0)=0$ for $j<N-1$, and $u^{(N-1)}(0)=1/a_N$. The distributional jump formula for a Heaviside product gives $P(D)E={\delta }_0$. Its explicit expression isThe residue theorem gives the initial derivatives from the coefficients at infinity. Equivalently, the inverse Fourier transform is integrated below all its poles, producing support of a distribution in $[0,\infty )$. Uniqueness follows because the difference of two retarded solutions is an analytic homogeneous solution vanishing on the negative half-line.