The Malgrange–Ehrenpreis theorem states that every nonzero constant-coefficient linear differential operator on Euclidean space has a distributional fundamental solution. With and , the conclusion is an such that . If , simply take ; hence assume .
We construct a Hörmander staircase in frequency space. The highest-degree homogeneous part is not identically zero on real vectors, since a polynomial vanishing on all real vectors has all coefficients zero. After an orthogonal transformation of coordinates, we can arrange that . Thus, for each real , the polynomial
has degree in and the same nonzero leading coefficient , independent of . This constant leading coefficient of a polynomial is what makes a uniform staircase possible.
For a fixed , factor , counting repeated roots of a polynomial. Consider the heights , . A given root has imaginary part within distance less than one of at most one of these heights. By the pigeonhole principle, some height avoids every root, and then
This is finite-height polynomial root avoidance. Root labels need not be chosen continuously or even measurably. Instead define the closed sets
Continuity in extends the inequality from rational to every real . These Borel sets partition . The Hörmander staircase assigns the horizontal contour over ; its height is bounded by , and the denominator has the uniform lower bound . For , the transverse space is a single point and only one horizontal contour is needed.
Use the Fourier transform convention , with inverse factor . Define the candidate fundamental solution of a linear differential operator by
For a test function supported in a fixed compact set , Fourier decay in a bounded complex strip gives, for any integer ,
Indeed, this is the real Fourier transform of with reversed frequency, and repeated integration by parts with proves the estimate. Taking and using the denominator bound proves absolute convergence and a continuity estimate on . Thus is a distribution; no unsupported interpretation of a divergent inverse Fourier transform is being used.
For its distributional derivatives, the formal transpose of a differential operator is . Since
applying cancels the denominator. For each fixed , the numerator is an entire function of . The Cauchy integral theorem, applied to a rectangle between the lines and , gives
The two vertical edges tend to zero by the same bounded-strip decay. The resulting contour deformation is performed separately for each transverse frequency, so discontinuities of the staircase height introduce no additional boundary terms. Absolute convergence permits integration over the partition . The Fourier inversion theorem then yields
This proves the Malgrange–Ehrenpreis theorem. Undoing the orthogonal change of coordinates gives the fundamental solution of a linear differential operator for the original operator; the Dirac delta distribution is unchanged by that change of coordinates.
For a one-dimensional operator of degree , with leading coefficient , we may choose the single staircase contour below every pole. Take and integrate on . The corresponding formula is the Bromwich contour version of the construction above, after putting . Its poles all lie above the frequency contour. For , close that contour downwards; the exponential function decays and there are no enclosed poles. For , close upwards, where the exponential function again decays, and apply the residue theorem. The bound justifies the large arcs, including by the Jordan lemma away from their endpoints. Thus away from the retarded fundamental solution is , where
The sum is over distinct roots of a polynomial, with the residue including the whole multiplicity. For simple characteristic roots of a constant-coefficient differential equation, it reduces to . Repeated roots give exponential polynomial solutions of a constant-coefficient differential equation through differentiation of .
To establish the equality also at the origin, rather than leave a possible point-supported term undecided, verify the distributional jump formula for a Heaviside product. The residue expression is an entire function of , and
Its initial derivatives are
These identities follow by integrating over a large circle: for the integrand is , whereas for its coefficient of is . The distributional jump formula for a Heaviside product therefore gives . Moreover, since is a tempered distribution, its Fourier transform satisfies
There are no real zeros of this polynomial, so its reciprocal is the transform. This is exactly the shifted-contour construction, proving equality there as a distribution as well. Hence
The sign of matters: for the operator in the preceding solution, and the last initial derivative is .
The dispersion symmetry elimination of a boundary trace uses the symmetry of the dispersion relation
For , , so the global relation is valid at . Since , it gives
Substitution into the contour integral representation produces an unwanted integral . Its integrand is analytic in and decays on closing the contour upwards; Jordan lemma makes this integral zero for . Hence the Fokas method eliminates the unknown normal derivative:
All quantities here are determined by the prescribed initial and Dirichlet boundary data up to time .
For verification and for numerical evaluation it is useful to evaluate the spectral contour integrals, giving a half-line drift reflection kernel. Put
and define the half-line drift boundary kernel
Fubini's theorem, the Gaussian Fourier transform and contour deformation give the equivalent causal formula
For the reflected initial term, on the contour; the evaluated Gaussian supplies the necessary large- decay. If is not integrable, truncate the initial conditions first, evaluate, and pass to the limit using Gaussian bounds. No extra exponential-decay assumption on the original data is needed for this kernel formula.
The boundary kernel follows particularly simply from
This calculation independently checks both the sign and the coefficient of the boundary forcing.
Apply Fourier inversion to the global relation on the real axis, extending by zero to negative . At an interior point this gives
The finite-time spectral boundary transforms are entire functions of . Define the upper decay domain
Orient from its left infinite end through to its right infinite end, so that lies to the left. Its finite point is , not zero. On the contour, ; the factor decays because .
For the boundary term, write . Between the real axis and , , so this factor has no exponential growth. Contour deformation and Jordan lemma, with the usual cutoffs for oscillatory integrals, therefore give
This is the requested complex-plane representation with the unknown finite-time spectral boundary transform still present. The decay domain must agree with the sign of the drift in the dispersion relation.
The unknown Neumann boundary condition can be removed by the Fokas method. Evaluate the global relation for the half-line free Schrodinger equation at :
Consequently . In the representation from part (a), the last term has integral , by the Cauchy integral theorem and Jordan lemma. It is analytic in the upper half-plane, and the exponential decays on the closing first-quadrant arc. Hence an expression involving only the given data is
One may replace by in the upper limit defining : the contribution of boundary times closes to zero in , since then decays there. Using makes causality transparent.
For an explicit proof of uniform convergence, it is useful to apply boundary lifting before inversion. Set , , , and
The compatibility condition gives . The Fourier sine transform of satisfies , with initial value . The integrating factor therefore gives the equivalent representation
This last integral is absolutely and uniformly convergent for , under concrete sufficient hypotheses , decay of the boundary terms, and . Indeed, two integrations by parts give for . Another integration by parts, this time in , gives
Thus the initial term is uniformly and the forcing term uniformly . For , use and the bounded time integral. An integrable majorant proves the claimed uniform convergence and permits evaluation at both boundaries.
At , Fourier sine inversion gives . At , the integral vanishes, giving , including the compatible corner. To verify the equation, note that and the transformed equation implies
Adding the lifted part gives . Under the stated smoothness, this holds classically in the interior; differentiated spectral integrals can first be Gaussian-regularized, or read in the sine-transform sense and then identified with the smooth solution. Uniform convergence of itself does not require claiming uniform convergence of every differentiated integral at the corner.
Use Fourier inversion with the stated Fourier transform convention:
For , close the contour integral in the lower half-plane, where decays. Jordan lemma eliminates the large semicircle. The contour is clockwise, so the residue theorem supplies times the residue at . That simple pole has
Consequently
The minus sign uses both the clockwise orientation and the residue ; it is consistent with the full odd function away from zero.
Integrate over the upper semicircle. Jordan lemma removes the arc, and the pole at has residue . Hence
The cosine contribution is odd, while the sine contribution is even. Therefore
Jordan lemma states that if and is analytic in the upper half-plane outside a fixed circle, with
then on the upper semicircle ,
Indeed, . Using symmetry and on gives
The residue of at an isolated singularity is the coefficient of in its Laurent series, equivalently
If , the Taylor expansion of the analytic function shows that
For the real integral, apply contour integration in the upper half-plane to
Jordan's lemma removes the semicircular arc. The only enclosed singularity is the double pole at , whose residue is
The residue theorem therefore gives
Its real part vanishes because is an odd function, while its imaginary part is the requested integral. Hence
For , close the -contour in the upper half-plane. Jordan lemma removes the large semicircle, and the only enclosed pole is the order- pole at . By the residue at a pole of order n,
The residue theorem therefore gives
To continue the integral itself, move the -contour downward locally as approaches and crosses the real axis, always keeping the pole above the contour. This analytic continuation by contour deformation defines
where passes below . Closing upward continues to enclose the pole, even when , so
there as well. The right-hand side is an entire function, so it is the unique analytic continuation of to the whole complex plane.
If , the same upper-half-plane contour calculation gives
If , the pole lies below the real integration contour. Closing upward encloses no pole, so Jordan lemma and the Cauchy integral theorem give
Hence at a real point the upper and lower boundary values satisfy
Thus crossing from the upper half-plane to the lower half-plane produces the negative of this jump.
An analytic continuation must be holomorphic, hence continuous, across every point where it is defined. The undeformed real-axis formula for has the nonzero jump above, while the continuation constructed in part (c) retains below the axis. Therefore cannot be the analytic continuation of .
Consider the meromorphic function
Close the contour with a large semicircle in the upper half-plane, indenting above the three real pole . The large-arc integral vanishes by Jordan's lemma, while the upper-half-plane indentation rule gives
The three residue are
Their sum is , so the residue theorem yields
The real part of the integrand is an odd function, so its full-line principal value is zero. Its imaginary part,
is an even function. Taking imaginary parts and halving the full-line integral therefore gives
Close the contour in the upper half-plane. The degree assumption and Jordan lemma make the integral over the large semicircle tend to zero, while the absence of real zeros avoids indentations of the contour. The residue theorem therefore gives
Repeated roots are handled by the usual higher-order residue formula.
With the stated Fourier transform convention, Fourier inversion gives
For , close the contour in the upper half-plane. Jordan lemma removes the semicircle contribution, and the only enclosed pole is . Its residue is
The residue theorem therefore yields