Section 19.2

Fundamental solutions

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Problem 19.9

Prove that a solution of the equation Lu=vL u = v (v∈D′(Rn)v \in \mathcal{D}^{\prime }(\mathbb {R}^{n}) a given function) can be found in the form u=E∗vu = E * v, where EE is a fundamental solution of the operator LL (if this convolution exists).

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Problem 19.10

Prove that the fundamental solution for the operator Ly=y(n)+an−1y(n−1)+…+a0yL y = y^{(n)}+a_{n-1} y^{(n-1)}+\ldots +a_{0} y in D′(R)\mathcal{D}^{\prime }(\mathbb {R}), where ak∈Ca_{k} \in \mathbb {C}, has the form θ(x)y0(x)\theta (x) y_{0}(x), where y0y_{0} is the solution of the equation Ly=0L y = 0 with initial conditions y0(0)=y0′(0)=…=y0(n−2)(0)=0,y0(n−1)(0)=1y_{0}(0) = y_{0}^{\prime }(0) = \ldots = y_{0}^{(n-2)}(0) = 0, y_{0}^{(n-1)}(0) = 1.

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Problem 19.11

Find the fundamental solution of the operator LL:

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(a)

(Lx)(t)=x′(t)−x(t)(L x)(t) = x^{\prime }(t)-x(t);

(b)

(Lx)(t)=x′′(t)+x(t)(L x)(t) = x^{\prime \prime }(t)+x(t);

(c)

(Lx)(t)=x′′(t)−x(t);(L x)(t) = x^{\prime \prime }(t)-x(t) ;

(d)

(Lx)(t)=x′′(t)+2ix′(t)−5x(t)(L x)(t) = x^{\prime \prime }(t)+2 i x^{\prime }(t)-5 x(t).

Problem 19.12

Let l(y)=y(n)+an−1y(n−1)+…+a0yl(y) = y^{(n)}+a_{n-1} y^{(n-1)}+\ldots +a_{0} y be a differential expression with constant coefficients ak∈Ca_{k} \in \mathbb {C}. Define an operator A∈B(C[0,1]),A:x↦yA \in \mathcal{B}(C[0,1]), A: x \mapsto y, as the solution of the differential equation l(y)=xl(y) = x with initial conditions y(0)=y′(0)=…=y(n−1)(0)=0y(0) = y^{\prime }(0) = \ldots = y^{(n-1)}(0) = 0. Prove that AA is an integral operator, i.e., (Ax)(t)=∫01K(t,s)x(s)ds(A x)(t) = \int_{0}^{1} K(t, s) x(s) d s. Find the function K(t,s),Ker⁡AK(t, s), \operatorname {Ker} A and Im⁡A\operatorname {Im} A.

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Problem 19.13

Find the fundamental solution for the Cauchy-Riemann operator ∂∂zˉ=12(∂∂x+i∂∂y)\frac{\partial }{\partial \bar{z}} = \frac{1}{2}\left(\frac{\partial }{\partial x}+i \frac{\partial }{\partial y}\right).

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Problem 19.14

Find the fundamental solution for the Laplace operator Δ=∂2∂x12+…+∂2∂xn2,n⩾2\Delta = \frac{\partial^{2}}{\partial x_{1}^{2}}+\ldots +\frac{\partial^{2}}{\partial x_{n}^{2}}, n \geqslant 2.

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Problem 19.15

Prove that the fundamental solution of a differential operator with constant coefficients cannot have compact support.

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Problem 19.16

Prove that the solution of the Cauchy problem L[u(t,x)]=0,u(0,x)=∂u∂t(0,x)=…=∂m−2u∂tm−2(0,x)=0,∂m−1u∂tm−1(0,x)=v(x)L[u(t, x)] = 0, u(0, x) = \frac{\partial u}{\partial t}(0, x) = \ldots = \frac{\partial^{m-2} u}{\partial t^{m-2}}(0, x) = 0, \frac{\partial^{m-1} u}{\partial t^{m-1}}(0, x) = v(x) \quad (v∈E′(Rn)v \in \mathcal{E}^{\prime }(\mathbb {R}^{n}) a given function) can be found in the form u=E(t,x)∗v(x)u = E(t, x) * v(x), where EE is the fundamental solution of the Cauchy problem for the operator LL (the convolution is taken with respect to the variables xx).

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Problem 19.17

Find the fundamental solution of the Cauchy problem for the operators

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(a)

∂∂t−∂2∂x2\frac{\partial }{\partial t}-\frac{\partial^{2}}{\partial x^{2}} (the operator of the heat equation);

(b)

i∂∂t−∂2∂x2i \frac{\partial }{\partial t}-\frac{\partial^{2}}{\partial x^{2}};

(c)

∂2∂t2−∂2∂x2\frac{\partial^{2}}{\partial t^{2}}-\frac{\partial^{2}}{\partial x^{2}} (the operator of the wave equation).

Problem 19.18

Find the solution E(t,x)E(t, x) of the Cauchy problem L(E)=0,E(0,x)=δ(x)L(E) = 0, E(0, x) = \delta (x), for the operator L=∂2∂t2+∂2∂x2L = \frac{\partial^{2}}{\partial t^{2}}+\frac{\partial^{2}}{\partial x^{2}}, satisfying the condition E(t,⋅)→0E(t, \cdot ) \rightarrow 0 as t→∞t \rightarrow \infty.

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