Fundamental solution

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In mathematics, a fundamental solution for a linear partial differential operator Template:Mvar is a formulation in the language of distribution theory of the older idea of a Green's function. In terms of the Dirac delta "function" δ(x), a fundamental solution Template:Mvar is the solution of the inhomogeneous equation

LF = δ(x) .

Here Template:Mvar is a priori only assumed to be a distribution.

This concept has long been utilized for the Laplacian in two and three dimensions. (It was investigated for all dimensions for the Laplacian by Marcel Riesz.) The existence of a fundamental solution for any operator with constant coefficients — the most important case, directly linked to the possibility of using convolution to solve an arbitrary right hand side — was shown by Bernard Malgrange and Leon Ehrenpreis.

Example

Consider the following differential equation Lf = sin(x) with

.

The fundamental solutions can be obtained by solving LF = δ(x), explicitly,

Since for the Heaviside function Template:Mvar we have

there is a solution

Here Template:Mvar is an arbitrary constant introduced by the integration. For convenience, set Template:Mvar = − 1/2.

After integrating dFdx and choosing the new integration constant as zero, one has

Motivation

Once the fundamental solution is found, it is easy to find the desired solution of the original equation. In fact, this process is achieved by convolution.

Fundamental solutions also play an important role in the numerical solution of partial differential equations by the boundary element method.

Application to the example

Consider the operator Template:Mvar and the differential equation mentioned in the example,

We can find the solution of the original equation by convolving the right-hand side sin(Template:Mvar) with the fundamental solution F(x) = |x |/2,

This shows that some care must be taken when working with functions which do not have enough regularity (e.g. compact support, L1 integrability) since, we know that the desired solution is f(x) = −sinx, while the above integral diverges for all Template:Mvar. The two expressions for Template:Mvar are, however, equal as distributions.

An example that more clearly works

where Template:Mvar is the characteristic (indicator) function of the unit interval [0,1]. In that case, it can be readily verified that the convolution I∗F with F(x)=|x|/2 is a solution, i.e., has second derivative equal to Template:Mvar.

Proof that the convolution is a solution

Denote the convolution of functions Template:Mvar and Template:Mvar as F∗g. Say we are trying to find the solution of Lf = g(x). We want to prove that F∗g is a solution of the previous equation, i.e. we want to prove that L(F∗g) = g. When applying the differential operator, Template:Mvar, to the convolution, it is known that

provided Template:Mvar has constant coefficients.

If Template:Mvar is the fundamental solution, the right side of the equation reduces to

But since the delta function is an identity element for convolution, this is simply g(x). Summing up,

Therefore, if Template:Mvar is the fundamental solution, the convolution Fg is one solution of Lf = g(x). This does not mean that it is the only solution. Several solutions for different initial conditions can be found.

Fundamental solutions for some partial differential equations

Laplace equation

For the Laplace equation,

the fundamental solutions in two and three dimensions are

Screened Poisson equation

For the Screened Poisson equation, where the parameter Template:Mvar is real and the fundamental solution a modified Bessel function,

the two- and three-dimensional Helmholtz equations have the fundamental solutions

Biharmonic equation

For the Biharmonic equation,

the biharmonic equation has the fundamental solutions

Signal processing

{{#invoke:main|main}} In signal processing, the analog of the fundamental solution of a differential equation is called the impulse response of a filter.

See also

References

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