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| In [[mathematical analysis]] a '''pseudo-differential operator''' is simultaneously an extension of the concept of [[differential operator]] and of that of a [[singular integral operator]]. Pseudo-differential operators are used extensively in the theory of [[partial differential equations]] and [[quantum field theory]].
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| ==Motivation==
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| ===Linear differential operators with constant coefficients===
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| Consider a linear [[differential operator]] with constant coefficients,
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| :<math> P(D) := \sum_\alpha a_\alpha \, D^\alpha </math>
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| which acts on smooth functions <math>u</math> with compact support in '''R'''<sup>''n''</sup>.
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| This operator can be written as a composition of a [[Fourier transform]], a simple ''multiplication'' by the
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| polynomial function (called the '''[[Fourier multiplier|symbol]]''')
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| :<math> P(\xi) = \sum_\alpha a_\alpha \, \xi^\alpha, </math> | |
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| and an inverse Fourier transform, in the form: | |
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| {{NumBlk|:|<math> \quad P(D) u (x) =
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| \frac{1}{(2 \pi)^n} \int_{\mathbb{R}^n} \int_{\mathbb{R}^n} e^{i (x - y) \xi} P(\xi) u(y)\, dy \, d\xi </math>|{{EquationRef|1}}}}
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| Here,
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| α = (α<sub>1</sub>, … ,α<sub>''n''</sub>) is a [[multi-index]], <math>a_\alpha</math> are complex numbers, and
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| :<math>D^\alpha=(-i \partial_1)^{\alpha_1} \dots (-i \partial_n)^{\alpha_n}</math>
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| is an iterated partial derivative, where ∂<sub>''j''</sub> means differentiation with respect to the ''j''-th variable. We introduce the constants <math>-i</math> to facilitate the calculation of Fourier transforms.
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| ;Derivation of formula ({{EquationNote|1}})
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| The Fourier transform of a smooth function ''u'', [[compact support|compactly supported]] in '''R'''<sup>''n''</sup>, is
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| :<math>\hat u (\xi) := \int e^{- i y \xi} u(y) \, dy</math>
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| and [[Fourier's inversion formula]] gives
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| :<math>u (x) = \frac{1}{(2 \pi)^n} \int e^{i x \xi} \hat u (\xi) d\xi =
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| \frac{1}{(2 \pi)^n} \iint e^{i (x - y) \xi} u (y) \, dy \, d\xi </math>
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| By applying ''P''(''D'') to this representation of ''u'' and using
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| :<math>P(D_x) \, e^{i (x - y) \xi} = e^{i (x - y) \xi} \, P(\xi) </math>
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| one obtains formula ({{EquationNote|1}}).
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| ===Representation of solutions to partial differential equations===
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| To solve the partial differential equation
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| :<math> P(D) \, u = f </math>
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| we (formally) apply the Fourier transform on both sides and obtain the ''algebraic'' equation
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| :<math> P(\xi) \, \hat u (\xi) = \hat f(\xi). </math>
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| If the symbol ''P''(ξ) is never zero when ξ ∈ '''R'''<sup>''n''</sup>, then it is possible to divide by ''P''(ξ):
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| :<math> \hat u(\xi) = \frac{1}{P(\xi)} \hat f(\xi) </math>
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| By Fourier's inversion formula, a solution is
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| :<math> u (x) = \frac{1}{(2 \pi)^n} \int e^{i x \xi} \frac{1}{P(\xi)} \hat f (\xi) \, d\xi.</math>
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| Here it is assumed that:
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| # ''P''(''D'') is a linear differential operator with ''constant'' coefficients,
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| # its symbol ''P''(ξ) is never zero,
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| # both ''u'' and ƒ have a well defined Fourier transform.
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| The last assumption can be weakened by using the theory of [[distribution (mathematics)|distribution]]s.
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| The first two assumptions can be weakened as follows.
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| In the last formula, write out the Fourier transform of ƒ to obtain
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| :<math> u (x) = \frac{1}{(2 \pi)^n} \iint e^{i (x-y) \xi} \frac{1}{P(\xi)} f (y) \, dy \, d\xi.</math>
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| This is similar to formula ({{EquationNote|1}}), except that 1/''P''(ξ) is not a polynomial function, but a function of a more general kind.
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| ==Definition of pseudo-differential operators==
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| Here we view pseudo-differential operators as a generalization of differential operators.
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| We extend formula (1) as follows. A '''pseudo-differential operator''' ''P''(''x'',''D'') on '''R'''<sup>''n''</sup> is an operator whose value on the function ''u(x)'' is the function of ''x'':
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| {{NumBlk|:|<math>\quad P(x,D) u (x) =
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| \frac{1}{(2 \pi)^n} \int_{\mathbb{R}^n} \int_{\mathbb{R}^n} e^{i (x - y) \xi} P(x,\xi) u(y) \, dy \, d\xi </math>|{{EquationRef|2}}}}
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| where the symbol ''P''(''x'',ξ) in the integrand belongs to a certain ''symbol class''.
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| For instance, if ''P''(''x'',ξ) is an infinitely differentiable function on '''R'''<sup>''n''</sup> × '''R'''<sup>''n''</sup> with the property
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| :<math> |\partial_\xi^\alpha \partial_x^\beta P(x,\xi)| \leq C_{\alpha,\beta} \, (1 + |\xi|)^{m - |\alpha|} </math>
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| for all ''x'',ξ ∈'''R'''<sup>''n''</sup>, all multiindices α,β. some constants ''C''<sub>α, β</sub> and some real number ''m'', then ''P'' belongs to the symbol class <math>\scriptstyle{S^m_{1,0}}</math> of [[Hörmander]]. The corresponding operator ''P''(''x'',''D'') is called a '''pseudo-differential operator of order m''' and belongs to the class | |
| <math>\scriptstyle{\Psi^m_{1,0}}.</math> | |
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| ==Properties==
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| Linear differential operators of order m with smooth bounded coefficients are pseudo-differential
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| operators of order ''m''.
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| The composition ''PQ'' of two pseudo-differential operators ''P'', ''Q'' is again a pseudo-differential operator and the symbol of ''PQ'' can be calculated by using the symbols of ''P'' and ''Q''. The adjoint and transpose of a pseudo-differential operator is a pseudo-differential operator.
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| If a differential operator of order ''m'' is [[elliptic differential operator|(uniformly) elliptic]] (of order ''m'') | |
| and invertible, then its inverse is a pseudo-differential operator of order −''m'', and its symbol can be calculated. This means that one can solve linear elliptic differential equations more or less explicitly
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| by using the theory of pseudo-differential operators. | |
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| Differential operators are ''local'' in the sense that one only needs the value of a function in a neighbourhood of a point to determine the effect of the operator. Pseudo-differential operators are ''pseudo-local'', which means informally that when applied to a [[Schwartz distribution|distribution]] they do not create a singularity at points where the distribution was already smooth.
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| Just as a differential operator can be expressed in terms of ''D'' = −id/d''x'' in the form
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| :<math>p(x, D)\,</math>
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| for a [[polynomial]] ''p'' in ''D'' (which is called the ''symbol''), a pseudo-differential operator has a symbol in a more general class of functions. Often one can reduce a problem in analysis of pseudo-differential operators to a sequence of algebraic problems involving their symbols, and this is the essence of [[microlocal analysis]].
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| ==Kernel of pseudo-differential operator==
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| Viewed as a mapping, a pseudo-differential operator can be represented by a [[Integral kernel|kernel]]. The singularity of the kernel on the diagonal depends on the degree of the corresponding operator. In fact, if the symbol satisfies the above differential inequalities with m ≤ 0, it can be shown that the kernel is a [[Singular integral|singular integral kernel]]. The kernels can be used for characterization of boundary data for inverse boundary problems.
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| ==See also== | |
| * [[Differential algebra]] for a definition of pseudo-differential operators in the context of differential algebras and differential rings.
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| * [[Fourier transform]]
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| * [[Fourier integral operator]]
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| * [[Oscillatory integral operator]]
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| * [[Sato's fundamental theorem]]
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| ==Further reading==
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| Here are some of the standard reference books
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| * [[Michael E. Taylor]], Pseudodifferential Operators, Princeton Univ. Press 1981. ISBN 0-691-08282-0
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| * M. A. Shubin, Pseudodifferential Operators and Spectral Theory, Springer-Verlag 2001. ISBN 3-540-41195-X
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| * [[Francois Treves]], Introduction to Pseudo Differential and Fourier Integral Operators, (University Series in Mathematics), Plenum Publ. Co. 1981. ISBN 0-306-40404-4
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| * F. G. Friedlander and M. Joshi, Introduction to the Theory of Distributions, Cambridge University Press 1999. ISBN 0-521-64971-4
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| * {{cite book
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| |first=Lars
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| |last=Hörmander
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| |authorlink= Lars Hörmander
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| |title=The Analysis of Linear Partial Differential Operators III: Pseudo-Differential Operators
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| |year=1987
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| |publisher=Springer
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| |isbn=3-540-49937-7}}
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| * Ingerman D., Morrow J. A.; [http://www.math.washington.edu/~morrow/papers/imrev.pdf "On a characterization of the kernel of the Dirichlet-to-Neumann map for a planar region"]; ''SIAM J. Math. Anal.'' 1998, vol. 29, no. 1, pp. 106–115 (electronic).
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| ==External links==
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| * [http://arxiv.org/abs/math.AP/9906155 Lectures on Pseudo-differential Operators] by [[Mark S. Joshi]] on arxiv.org.
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| * {{springer|title=Pseudo-differential operator|id=p/p075660}}
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| [[Category:Differential operators]]
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| [[Category:Microlocal analysis]]
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| [[Category:Functional analysis]]
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| [[Category:Harmonic analysis]]
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| [[Category:Generalized functions]]
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| [[Category:Partial differential equations]]
| |
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