58 Cha,,ıtrı, 2: l'ı"irıt:,i7ık.ıs Jcı,r lli,glıe,r,()rılıı. I!

ıl,uatirırıs
Section, 2.3: Linear Equations and Gen,erali,zed Soluti,ons 59
with associated eigenvectors
:]. Show that the function
1l p,:(J9\
,-\"E), -:(q\
lü-:\-n) ( o if r<a
u(r,y): 1 ,
L(r-u)" ıt r>a
l
\,
If we let
]i
ıl

,:(ft /c-\
- \ /z :/T and i: |-1i, satisfies LLrr-uaa:0 for alIr,y. Is u e C1 (R2)? where does u fail to
l,I
)
]

, be C2?
then (26) takes the form (22): that the m,in,imal surface equation (l + u?)u,, - 2ıı,ııoıı*o + (1 +
@**u'")uaa:
1

0 is everywhere elliplic.
(28) it * Li, - Di, -5. Show that the Monge-Ampöre : /(r)
equati,on u,,uaa - u',o is elliptic
for a solution u exactly when /(z) > 0. (In this case the graph ot u(r,y)
where
(1/llc 1 is conuer.)
0 _\
^: \ 0 -1l\/ Le )' q@"O*." to canonica] form and solve the initial-value problem

(-: ,')" : (j,) ,

and
*- (;)
Di:f-ı 6çr,lü)
1--,/ :- _J^ ( ac + cı ac - cr\ _
ü@,0):
2aC\RC -GL ac+ct)u,
In the special case where 7. Reduce the following systems to the form (22):

(29) RC : GL,
(u) ,, + ur:,ıı, (b) ,, + ür:,ıJ
'q *'lı, : ı) alfur:Q.
then (28) decouples to two separate equations.
It suffices to consider Do they both decouple?
(30) ^. | 1
Utt--,:'U-:-
RC+GL ,! 8. Solve (26),(27) under the condition (29) (by solving (30),(31)).
\/LC - 2LC v1
9. Use Itro :'ltrı'll1 :'llrı ,LLz : ug to reduce Ur, _ Uag: 0 to a first_order
where o :uıif we take u*'' and IJ:1)2 3 x 3 system of equations. Show this system is hyperbolic, and use the
if we take u-.'' Of course, we also
need initia] conditions which, fuom _eigenvalues to solve it and the original second-order equation.
Q7j, may be written as /^"
(Wt au*,*2bu,nIcuoo: d is elliptic, i.e., ac-b2 > 0, let W : \/a; -F.
(31) u(r,o) : *Show that solutions p,r1 of tine Beltram,i equations
+,/cuoç,1],
#|rıırçr7 c,1n ,. _ _a0* * bqo
* ,, _
*r:
bn, +
l"o:-
where the corresponds to (30). The problem (30)-(31)
may be solved by W W
the method of characteristıcs (see Exercise
B).
'wh; (2;ü";;
then (28) is not so simple to so]ve. Nevertheleşs, not hold,, provide new coordinates transforming,(7) to the form (14). (Note that
a solution can be shown
to exist (see Section 10.1). ıı(r,a): Irür"d** ııada where 7 is a path joining (r,y) and a fixed
point p9; path-independence is provided by the Beltrami equations.)
Erercises for Section 2.2
1,. §educe to canonica] form: 2.3 Linear Equations and Generalized Solutions
.' (9) u,, * \u"o,* 6uoo _
" \\(b)
0i
*'u,, - İ" uno :0. In this section, we consider some general remarks concerning the special
case of (1) when f. is linear in u and all its derivatives. In other words, we
{
2. Find the general solrıtion:
want to consider an rnth-order linear differential operator
:,!

,l.]t.;
İ:
.

ib ;4 ;,'! ;r"iif; i:; :"İi; uy cos rc

= 0;
(32a) r": L ao(r)Dou,
lol<-
(,
 60 Chapter. 2: Pr.incipleıs for Hi,gher.OrrJer Equations
,lec:tion 2.9: Linear l,Jquııt,ioııs ıın,ıl (}eıı,eralized Solrıtiorıs 61
where each ao(r) is a real-va]ued function; usually
we assume aa € Clal(Q)| When t_ı vanishes near d§) we no longer require u and its first-order deriva-
for reasons we şhall soon discover. (The casu
of complex-valued or matrix] l,ives to be continuous on Q, i.e., (3a) holds for u € Cl(CI) and o € CJ(0).
va]ued coefficients can also be treated with
modificutiorr; see Exercise 1. Of course we can repeat the integration by parts with any combination
As in the previous section, we define the pri,nc,ipal part
top-order terms
o (s2j to be th ı ı[' derivatives, Do : (0 l0r1)"' . . . (0
lEr")' " , to obtain

I :
fnto'") (-1)*
fnu D" (m:
(32b)
a.@)D', ( 35) u d,r u d* |a|)
Io|:-
and the princi,pal symbol to be the function lbr all u €C^(a) and u e q(q,Let us now consider the operator.L of
(32o); (35) shows thal
(32c) or(r,t): » a^(r)€*,
Iol:* (36]-- d,r :
;,llİ /*rrru fnuQ'a)d,r
defin9f fo1 €: (€r,... ,€n) e R". A vector (
€ R' is characteristic for L
at r if or(r,€): 0, and a hypersurface lor all u € C*(O) and tı € Cff(Q), where
if itş normal vector { at r is characteristic.^9
is characteristi,cfot L at n e s
we know from section 2.1 that the cauchy problem
can be solved
(37) L'u = | (-ı;l"ır''r.(r)u).
in the real-analytic category for noncharacteristic
initial surfaceş. In this Io|(m
section, however, we want to investigate other
topics and properties which
are peculiar to ]inear operators of the form (32a).
Th;;;;;s mcıude 'Ihe operator i/ is called the adjoint of L, and is an rnth order linear
weak solutions, distributions, convolutions, differential operator with continuous coefficients (involving the derivatives
and fundamental solutions.'
of ao(r), which explains why we required 0. € Cldl(CI)).
a. Adjoi,nts and Weak Solutions Now, if u satisfies Lu: İ in Q, then
In Section I.2 we encountered "rveak solutionş''
to certain first-order
equations. Although the equations were allowed (38)
to be non]in"u., th"y *r"." =
of a special form that al]owed eva]uation of
integratio" ,rirn ,".p" ct to r1 fnur'ua* fnfoa*
a function satisfying the resultant integro-differ"itiuı
solution. Integration iş a]so an effectiie means *ls a weak holds for eaery Lü € Cr(Q) But notice that (38) no longer requires u to
"qrutlor,
of defining weak solutions have continuous derivatives; in general, u (and /) need only be integrable
for higher-order equations, again provided
they are ı" .r. uiprop.iate form.
In particulaı, weak solutions may be defined for on comçıact subsets of {}, i.e., belong to Lİ""(Q) . Thiş leads us to define
linear equations using a function u € Lİ""(Q) to be a weak solution af Lu = f if (3B) holds for
integration by parts and a "test function";
this leads to the notion of the
"adjoint" of a linear operator. evely u € Cr(Q). In particular,if L = Öl1rn and u is a weak solution of
Let Q c R" be a bounded domain with piecewise 0ulOrp - /, then we say f is the weak deriaatiue of u. (Notice that we are
c1 boundary so the nol saying that every integrable function u has b, weak derivative which is
divergence theorem holds (cf. (3a) in the
Introduction). As a conşequence,
for u,u e Ci(O=) we obtain the i,İtegrati,on itself a function; in general we may encounter distributions, which we shall
by parts fbrmula:
discuss below.)
We should verify that this notion of a weak solution is consistent with
(33) :-
/-#" d'r
/""#o, *
/unuau.,
d,s, our conventional notion of a solution: if z satisfies (38) in a domain Q
where u is C* , then does Lu : İ in the classical sense? Consider a point
where up is the ,bth compdnent of the exterior
unit normal on dQ. In r e Q andpick e } 0 sothat B = B,(r) satisfiesB c a. Conşider a
particular, suppose u (or u) vanishes near function u € Ctr@). Since u e C*(B), we may use (36) to conclude
öQ; then the b;;;;; integra,
f Q")ııdr: f fudr. But because u was arbitrary, this means Lu: f in
vanişhes and we have
B; and since r was arbitrary in f), this means Lu: f in Q. The argument
(34) f 0u r Eıı also illustrates the use of the functions o e Cff(O) as iesl functionsin an
Jn a*udx: - Jn"ilo*, integral to determine the values of another function.
 02 Chapter, 2: Princi,ples lrır Higher.()rıJer Equat,iorıı
Example 1. Let
Sect,ion 2,3: L,inear Bqurıt,iorıs ıınd Generali,zetl Soluti,ons 69
-t be the two-dimensional wave operator in characteristic
coordinates
Lu: llpq, sıılııtion which is si one of t
The homogeneous equati an Lu :0 has many
_: L,
rvhich is self-ad,joi,nt: L'
şmooth solutions, including the trivial solution ,ıl 0 and u(ıı,rı) : 10r,n) e Q : *,p > 0} (see Figure
let us define the function = ,". Vİt 1).

-/
uru,7l): [ ır' if p>0
\o if p<0,
It is readily verified that ü € Cl(R2) but ü C2 since the second-order
ğ
derivatives have a jump discontinuity along the line p : 0
which iş a char-
acteristic curve. However, let us verify that ü is a weak solution
of Lu :0.
mus.t show t üLu dlıd,n :_0 for every u < Cğ(P{z). This is
[e
integrating by parts twice:
achieved by

rlnf
| üLudpdr1: Jp>O
JF"2 l ^r'u"rdlıd,q:-
' l 2purd,pdr;:0
Jıü>Q Figure l. Ajump discontinuity along trı = 0 in 9.
since the boundary terms all vanish. I :
We suppose that u+ ulo+ and its derivatives extend continuously to
It is no coincidence that, in this example, the singularities of the
solution occurred along a characteristi" .rrr" of the equation.. Indeed,
weak ?: {(0,?) € CJ}. If ,ıı is a weak solution
of (39) in Q, then u* is a classical
for solution of (39) in Q+, as observed above, but u could presumably have a
any secoıd,order linear equation in the ry-plaou, ,rppo*" u is
a weak şolu- jump d,,isconti,nui,ty along 7. Let us investigate t}re transmission cond,itions
tion which is c2 ercept along a curve 7 where the second-order
experience a jump discontinuity (but extend continuously to
derivativçs along 7 in order for u to be a weak şolution in all of f). If we use (39) to
7 from either define _Lz :üü""ı- d, then L'u:u"n-d'for some expression d'which is
side, as in Example 1). Then 7 must be a characteristic
*rr" fo, the equa- alşo linear in,ıı,up,ur. For a test function u € C3@), we must have
tion. The reason for this is that the cauchy data on a noncharacteristic
cu,ve ? uniquely determines the second-order derivatives of
u on 11 so the
limiting values from either side of 7 must agree. (40) L'udpdr1* L'ud,lıd,q:g
Thiş fact also implies that any singularity in the initial data of
a cauchy
fnur'ud,lıd,r1: /n*u* /"_u
pıoblem will propagate to the solution along characteristics.
This is called in order for u to be a weak solution. If we integrate by parts, we obtain
the propagati,on of s,ingula*ities, and applies to stronger
singularitieş than
simple jumps in the highest-order derivatives. one calnnot, ıio.,"""r,-njir-
criminately patch together smooth solutions on either side of
tic curve C R2 (or more generally a hypersurface C R") and obtain a
,y
a characteris- (41) t ut L'u d1ıdq : Jçı+
\ / Jç- I L@+)u dpdrt + [ B+(u+,u)
, Jan+
ds,
^9
weak solution; there are conditions along which must be ,rtirfi"a for the
7
so]ution to be transmi,tted, acrosş the singularity. we shall investigate where ds is arclength and B+(u,tı) is an expression involving z, u, and their
these
in the next subsection. norrnal derivatives on Ef)+. (Actually, B*(u,o) is not unique as it depends
on the order in which the integrations are taken.) But i(u*) : 0 in Qt,
b. T'ransrqission Cond,itions and ,ıı : 0 in a neighborhood of 00, so (40) holds if and only if
Let us use the notion ofnueak solution to investigate the propagation
(42)
of
singularities along characteristics for a linear second-orde, :0.
suppo§e the equation invo]ves two independent variab]". "qrr#orr,
so can be transformed to the canonical form
Let us
urj is hyperbolic, f,"* *u- ,u) dll + f.,u- r"- ,U) dq
Recalling that u haş arbitrary values along 7, (42) become the transmission
(39) U
ırrı : d(H, r7, u, u,", 1ıq), conditioırş on the values u* and uf, abng 1; u is a weak solution if and
onlv if these conditions are satisfied.
 64 Chayıter 2: Principles for Higher-Order l}quatiorıs Sect,ion 2.9: Linear Equations urıd Generalized, Soluticıns b!)

Let us compute the transmission condition (a\ for the wave equation liıııction behaves like this, so we call it a general,ized funct,ion or distributi,on.
as in Example 1, i.e., Lu = up,ı with ajump singularity along Notice that this process enables us to take more derivatives of fl(z):
write
l = 0. If we

H't (r)u(r) o* : H(r)u" (r) o, : u" (r) dr : -u'(0),l/

(43) - lr- l:u+ıır, d,r1o, * oror, /* /o*
tnuurrdırd,ü /_* f*_u-o, *
w"' (r)u(r) d,r :- @)u"' (r) d"r :- : /
]

|"
and integrate by parts first dı7 and then dp, we get ihe transmission condi-
tion (cf. Exercise 2)
.f l:H /o
u"' (*) d,r u" (0),

1ırovided ı_ı is sufficiently smooth and has compact support. şaJa_3ı_€_Ci"lBJ.

i

(44) ing by parts against a function in Cfr(R). This is called di,stri,but,ional

/* ro,n) - ui(0, a)]u(o, rı) drı = 0

'; r]ifferentiation and the functions in CR"(R) are cal]ed Lest funclions.
Returning to R', we define the delta function, or more accurately the
Since this must be true for arbitrary u(rJ,rı) e C30), we conclude that delta distri,bution, to be the object d(r) so that formally
uf (0, n) u, (0,n) 0, i.e., the jump disconİi"uity İ'İ'-
- along 7 must
= "- be continued
be a constant. In other words, the solution u+ in p } 0 may
to u- in p < a as a weak solution ''acrogs l1
= 0'' provided uI - u- is (46) dr : u(0)
a constant along p = 0. We shall encounter exactly this type of singular f*.uü*)uü*)
solution for the one-dimensional wave equation in Section 3.İ.
for every test function ?, € Cr(R'); in the one-dimensional case we find
Tlansmission conditions along characteristics may be obtained, analo- H'(") : d(z). Notice that we can easily take any number of distributional
gously for higher-order equations as well as for more independent variables.
derivatives of d(r); in fact, D'6(r) is the object satisfying I D'5(r)u(r)"dr
: (-1)l,| rc@n"_yJa_ğg_: (-ü)1,1D,?r(qL Aho, we çf,n Tffiıate the
c. Distributions ,,§inffipffiztffi' letting d"("): d(z-p) so
The notion of weak derivative introduced above is closely related to that a change of variables U : r -pı yields
d,ıstributıon theory. without getting too involved in the topological as-
rrrduÇr)uÇr)d,r: 6\r-ıı)u(r)d,r: 6(üu(y+ı,)da:u(ıı).
pects of the theory, let us at ]east define distributionş, espe.ially the
important distribution, lhe Dirac delta function 6.
most I
Jn1 |
Jp,,^ |
Jp-n
In fact, we first consider the Heauis,id,e function of a single real variable:
we have ca]led the delta ftınction and its distributional derivatives
"objects" defined by their action on test functions; a distribution assigns to
if r)0 every function ?, € Cff (R") a number. Also, notice that this action is linear:
(45) H(*\ = [I
L0 if r<0. [ 6(au + aw) dr : au(O) + §w(0) : a I 6u dr * 0 ! 6w d,r, and similarly
for the derivatives of 5 and dr. Therefore, a distribution should simply be
This function is certainly not C1 , but if it had a weak derivative H'(*), thought of as a linear mapping Cff(R") --+ R. In fact, generalized to an
then (3B) suggests that we use formal integration by parts: rı'(r) ,houij open domain f,) C R', we define distributions as follorırs.
satisfy Definitions. A distri,buti,on F irı O is a linear mapping f.: Cf (a) --+ R
such that F(ui) --- 0 for every şequence {ui} c Cr(a) with support in a
- fixed compact set K C Q and whose derivatives Doui ---+ 0 uniformly in K,
f* ",ç*lu(r)dr- l: H (n)u'(r)dr
as j ---+ oo. ]f .F' and ğ are distributionş in f,), then Fi ---+ F as d,i,stri,buti,ons
provided Fl(u) --- F(,ı.,) for every u e Cff(CI) The support of a distribution
- - [* o'(r) dr = r(0) _ u(oo) = o(6; .F' in f,) is the smallest (relatively) closed set K C Q such that F(ıı) : 9
Jo
ıııhenever ?, € Cr(0\/{).
?, e CJ(R). Since ff/(o) = 0 for r Notation. The vector space Cff(Ct) of test functions is often denoted
|:_r_,::."., + 0, this suggests that
"H'(0): oo" in such a way tlıat n'@1uÇrld,r
! =aÇd4. Of corİİ" no true 2(C)), and the space of distributions is denoted as its "dual space," D'(Q).
 66 ()lııı\ıter, 2: l'ı"i,ıır:i|ılı:s J'ıır. H,iglı,cı,()rılı:y, Eqııtıtiorıs
Sect,ion 2.S: Linear Dqııation,s and Generalized Solution,s 67
TIu e D(a) and F eDl(Q), w.e şometimes denote the action of i- on u by
(l,, t'), or even
/n F(r)u(r) dr which is cal]ed a distri,butional ,integral. where the change in order of integration is justified by the cornpactness of
The definition of a distribution may seem complicated, the support of o and at least one of İ o, g. This shows us hoıv to deflne
but it has the the canuoluti,on of distributi,rıns F and G:
important property thut distri,but,ions may always ie
d,i,fferenti,ated: if F Ç
D'(Q),1hen DoF €D'(a) is defined
wJb"F,JL: 1-İjl"i(f,.D.g![or all
u e Co-(CI). The distributional integiffiage
ıhat
(50) (F *G,' : F(z) C(a),u(z + y) d,ydz,
this same formu]a looks like integration by parts: /*^ l*^

Çr):lJçgL4P:yM-*-
: %
f,O;İtİİr@)dr
which is well defined provided F ot G has compact support, and we interpret
reions_are
, a3 (see Exercise
6"(r) and f € Ll."(a), i.e., (F,,u) : the integrals in the distributional sense. The convolution of diştributionş
,[" f 4); the latterİİpıains the use of the distributional is also commutative.
integral notation. other examp]es of distributions and The following result rvil1 be used
the convergence of
distributions are discussed in the Exercises.
Let us now explain the role of distributions in PDE theory. Lemma. ff f ç e(R") and g € Ll,:,.(F.'), one of which has compact
Let tr be support, then f x g eg(H"),
given by (32a), and its adjoint L'by (37).
Definİtion. Distributions u The proof ı:f this lemma is Exercise 6(a). Notice that the result remains
ryşLiu:
di,stribut,ions (or u is ;mİffimon
and
solution
/ in Q in the sense of
ot Lu: f7!r".!,") : (İ,uj
true for 9:6 €D'(R-), since convolution by the delta distribution acts
for all ,u
€ Cr(CI). iike the identity on continuouş functions:

In particulat, if u € Ll".(a) is a weak solution of Lu :

f , then it is a (51) f *6(r):d*/(r): ö@ - a) f(a)dy: İ(r).
distribution solution, ,nd the condition (u,L'a): (f
,;) -uy'n"-Jrpr"ru"a l*.
in diştributiona,l integral notation to obtain (38).
we can use (50) to take distributional derivatives of a convolrıtion:
d. Conuolutions and Fund,amental Soluti,ans
The conuolut,ion of two functions / and g which are defined (D"(F * G)' u)
a new function h : / * 9 defined on R' bv
on Rn is "j_ii|,,
: 1-1]l"l[- G(y) D}u(z * y) d,yd,z

rf
(47) f *s@): I f(" - y) s(y) dy, : (-ı|.| l l FQ) G(y) Diu(z * y) dydz.
JR- Jpr- Jpt^
assuming the integral converges. For example, if
f ,g e Ll""(R^), and at But this implies
least one has compact support, then (47) certainly
convelgeş and / *9 is
well defined. A change of variables , : *'
- 9 shows that (52) D"(F *G) : (D'f') xG: F * DoG,
(48)
İ*g:g*f, so derivatives of a convolution can be taken on either factor. In particular,
so convolution is commutative. if / € Ck(R') and g e Lf,,.(Pdn), one of vıhich has compact support, then
the iemma above implies İ * g € Cfr (R").
_ Lgt us view f *g as a distribution, i.e., for u €
the value of the ]inear functionai * q on u,
Cr(R"), let us compute The convolution of distribııtions is useful in solving the nonhomoge_
İ neous equation

(i * s,u)
= /*_ f *s @) u(r) d,r (53) Lu: .f

(49) : t_ i@ -
[^ Jn* y) g(y) u(r) dyd,r when.L has constant coefficients (i.e., the a.in (32a) are all coistants). To
JR. achieve this, iet us suppose that we can solve the particular case where we
: L t iQ) s@) u(z * y) d,ydz, replace / by the delta distribution:
J11, ,/p,
(54) Lıı: 6,
 (j8 Chapter 2: Pri,nciples for Higher-Orrler Equations
Ser:ti,on 2,9: Linear Equat,ions and, Generalized Solut,iorıs

ion of We may integrate (58) to obtain a particular solution

itse]f be understood ,. =
di{@qtion soİİT-tion, i.".,

(55) (F, r'u1 : JnI F(r) L'u(r) dr : u(0) for all u € C,-(R")
(59)

as oul fundamental solution. (The choice c : -ll2 was made to simplify

Notice that a fundamental solution is not unique since we
can always add the resultant form (59) of the fundamental solution.) Assuming that / e
to it any solution of the homogeneous equation Lu : 0,
and not disturb the has compact support, then the integral
property (54). Now let uş assume is a distribution with
/ compact support, ''(R)
;l:
and form the convolution with .F.:
(60)
"("): lr - yl f(a) da
(56) u(r):F*f(r): r
F(" -
-
I a) f (y) dy.
JR.n
converges, and defines a distribution solution of, u" : İ.
Then z is a distribution solution of (53) becauşe Now let us address the regularity of u defined by (60): all the following
Lu,:DoaoDo(F*,f) : c]aims are established in Exercise 11. If İ(r) e rl(R) has compact support,
|oaoDoF*f:5xf:f.
Depending upon the properties of -F', it may be possible then u € C(R). In particular, u is a weak solution of u" : f . If,in addition,
_ to extend (56)
to functions / having noncompact support. In additlon, if /(z) is continuous, then u € C2, i.e., u is a claşsical solution. (This last
/
we might be able to conclude regula,ity properties of u,; e.g.,
is nice enough,
fact, namelv İ e Co + u € C2, does not ho\d for the Poisson equation
we might like
to conclude u e C*(Q), so that u is a class,ical solut,ion oİlSa;. Lu: İ in dimensionsn>1, as we shall see in later chapters.) * (.,,_i[
As examples of fundamental solutions, we have seen that the
Heavişide In a sense, convolution by the fundamental solution "inverts" the op- ııılT}] "'
function H(r) is a fundamental solution for L : d,f d,r when : erator L;i.e., L(Fxf): İ,at least for certainfunctionş /. It is important tr=|iJ ,t|un
n I; in this
case (56) is just the fundamental theorem of calcuius. For :
n 2, complex to observe, however, that this inverse is independent of any side conditions, f *\_-L-'{ .
analysis shows that the function F(z) : (2ırz)-I iş a fundamentj such as initial or boundary conditions. When side conditions are present, |(f*t)={,
sotution
for the Cauchy-Riemann operato., *ith (SO;
to the Cauchy one can take one of two approaches:
theorem. In Exercise "o,
(i) First use (56) to define a "particular solution" u, of (53), and then
-/
\ğ... add an appropriate solution u7, of the homogeneous equation Lu :0,
\ F@,t):nuç"t+r)H(ct-
(57) 1\''.l -. .
l
1
r) so that uo * u7 satisfies the side conditions.
-\ l, ts ",- .. __,t
(ii) Try to adjust the inverse operator to take the side conditions into
ts u T"na'hç""r.ta Şnrno-r,offie one-dimensional wave operator Lu :- account.
among the many possible fundamental solutions, (57) is The first approach should be familiar from elementary ordinary differen-
?,r1:.","İ,;
tinğuis&ga by the property
dis- tial equations. We shall encounter the second approach şvhen constructing
tm§*üs,hed Dropertv of havinç. if§ sllnnnrf
having its support anııol
equal i^
to +1^^ İ^-^..^-s ı:-ı,
the forward, li,ght
cone {(r,t) : ct > |r|}. Green's functions for boundary valtre problems in Chapter 4, but for now
Let us consider a simple example from ordinary differential equations let us see how to define an inverse for an initial value problem.
to il]ustrate the role of the fundamental solution. Suppose we want to solve the Cauchy problem

Example 2. The fundamental so]ution for the ordinary differential ut:Lu forn€R',t>0
tion ull : /, To find the fundamental solution e@), we want
equa-
to so]ve (61) t u(r,0) : for z e R',
F',l(r) : d(r). Recall that the Heaviside function fl(r) satisfies (fl(z) I s@)
+
c)' : 6(r) for any constant c. For convenience, let us İake c:
-1/2 and, where -L is a differential operator in R" withconstant coefficients, Suppose
try to solve
K(r,t) is a distribution in R' for each value of t > 0, 1( is continuoÜsly
differentiable in t Exercise 14), and satisfies
(58) 1l2
F,(r\:[ _ılz if r}0
(see

I or-LK:0
| if r <0. as a distribution in R' for each ü > 0
(62)
:
l ,(r,0) d(r) as a distribution in R'.
 70 Chapter 9: S«:tiorı 2.3: l,irıetır, Bıl,utıl;i,orı,s ıııııl (]e,ıı,erııLizı:tl.Sol,ut,iııııs 71
Pri,rıc,iqıleıs for Higlıeı.Ord,er Bquati,ons

We şhall cal| K a tund,amental solution for the i,ni,tiat ualııe proble.m. (c) Why does this imply that the jurnp discontinuity u* - u* along 7
solution of (61) is then given by convolution in the space variables: must be constant?
(j}onsider the first-order equation uı + cu, :0.
(63) u(r,t) : V (") If / e C(R), show that u(r,t) : İ("- cü) is a weak so]ution.
/^_I{(* - y,t) sfu.) da,
(b) Can you find arıy d,,iscont,inuousweak solutions?
provided of course that this integral exişts. we shail encounter
(c) Is there a transmission condition for a weak solution with jump
this discontinuity along the characteristic r : ct7
in connection with the lreat equation in Chapter 5.
4. It İ e Ll..(Q), define (E7, u) = In f @)u(r) dz. Show f'7 is a distribution
_ It is worth noting that the distritıution K(r,t) me,y be used, to
the initial value problem for the nonhomogeneous equation:
so}
in f).
5. (a) If(r,...,{1 are points in O and aLı...,ak are real numbers, show
r, * tru : J@,t) for ,r € R' ,t}a that f' : aı6q, +...+ ap\E* is a distribution in f,).
{{t}Eı for which / :
(64) { : R',
L'(r,0) :O forr€R,. (b) For f)
o,1d6, f
find an infinite sequence
. is a distribution. (This gives an example of a distribution
..

The şolution is given by convolving the ü varia,ble as wel]: which canncıi be realized as a distributional derivative of an integrable
function.)
(65) u(r,t): K(* * y,t - s) f (y, s) dyds.
,6. (a) Prove the Lernma: Tf İ € C(R"), g e Ll."(R"), and either has
/r' /*- compact support, then /*9 e C(R").
using the so]ution of the h<ımogeneouş equaticin with nonhomogeneous (b) Find an example to show that the reşult fails to hold if g is replaced
ini- by G e D'(R").
tia], conditionto solve the nonhomogeneous equation iş called Dz hamel's
princi,ple. we şhall encounter this principle frequently for initial
value prob,
7. Let f 1ıe a hypersurface (such as a sphere) in R', Iet a(z) be a continuous
lemş, functiorı of z e l, and let dz denote the surface measure on l.
(a) Show (4 u) : İ" u(z) dz is a distribution in R": it is natural to
Remark. For operators of the fornr Ei L, the fundamental so]ution of
denote this distribution by F : a6r.
- "(r)
the initial value problem, K(r,ü) as defined in (62), coincides with
the (b) Suppose we can choose a unit normal z along f. Defrne the "conor-
"free space" fundamental solution, which şatisfi", (a, L)K(n,t) : 6(r,t),
provided we extend K(r,t} by zero to t ( 0. Thiş is- true ın generaı, mal distribution" a1uŞy in R".
uut
we shall see a proof in Secticın 5.2 tor the heat equatirın. @ Let
11
{?2 for
n,n
Ererc,i,şeş for Secti,on 2.ü f.@): 1 1
1. (a) For corrıpiex-valued functioırş a and u <ın O, let (u, ıı} : Io for lrl>
"-n -
!nuüd,r,
where o denotes the complex conjugate of t,. If the coefficieitJ
a*@) İ"(r) - 6(r) as distributions on R,.
Show that
in (32a) are complex-valued fıınctions, clefine tlıe adjoint i* so that
,
(Lu,u) : (u, L"u) for all u e C""(n), u e Cff({l), 9. It f.(r) and /(r) are integrable functions such that for any compact set
(b] q* (complex) vector-valrrecl functions ,rlr; : '(urtü,. . . ,,ıı1,,(r)) on K C§, we have İolİ"@) - İ@)ldr,- 0 as n --+ oo, then f, --+ f as
0, i*.1 (d:P : !ç(uflı"t. . ,wıvüıv)d,r. If the ıİ (İza,1 ^
distributions.
are N x "li matrix-valued functicıns, then (32a)"r"m.lu"İ* ",(r1 of rnth-
defines u uyiiu* 1lo)l"trı€ R, a+(ü.
order operators.,Define the adjoiu! -L* so that (Lü,üü :\i,L*q * -(u) Find -L:
b, the fundamenta] solution for d,ld,r - o onıF[, i.e., solve
la a]l ı7e C*(ü}.,Rr), r-e Cff(O,RI/). d,Fldn-aF:E.
Q) ret Lu: ııu,, as in the exainple in the text. (b) Show that a fundameııtal solution for i - d2f dü2 - a2 : (d,ldr+
(1) U* (42) tcı,obtain the transrnission condition (44). a)(rlldr * a) on R is giverı by
(b) Perforrpintbgration by parts first with respect \o a1,
obtain the traımınişsion condition ^rrd
then d,r1 ta
:
( a-1 sinh ar if r>a
F(r\
L0 if r<0.
1

[r*(0, rı) * u+(O,,rı)]r)n@,rı] d,n: a.

 72 Chapter, 2: Pri,rı,ciples Jor H,iglıer,()rılı:r, Bquations
Secl,ion 9,S: Linear llqualitına urır], (}eneı,alized Solulioııs 73

II. Regularity ofu definedby (60):

Further References for Chapter 2
(a) It f(r) e has compact support, shovr that (60) defines
'1(R)
continuous weak : For more on the Cauchy problem for linear equations, see [John],
solution of ull f (").
(b)If, in addition to (a), /(r) is a bounded function on R. show u Illtirmander, 1] or [Hörmander,2, v. I], or fT}eves, 1].
C'(R), and u'(r) : +U:* f @)dy _ If, f @laa). The theory of generalized functions or distributions is rich and beau-
i,ifiıl, and has extensive applications; we have only given a taste of the
(c) If, in addition to (a), /(z) is contiiuous, show that u is in fact
1,1ıcory which is sufficient for our purposes. For more information, consult
c]assica] solution: u e C2(R) with u'' : .
f |( lelfand-Shilov], [Schwartz],
or [Treves, 2].
12, {a) Use the fundamenta] so]ution to so]ve the initial value problem
u'' For the construction of fundamental solutions for some familiar con-
f (r) tor r > 0 with z(0) : LIg and u'(0) : u|, where ; L C-11o, * ıl,ant coefficient PDEs, see fTreves,1]. Actually, any constant coeiicient
and / : o(|rl-z-,, as |z| __ oç. l'DE admits a fundamental solution; this result is called the Malgrange-
(b) Do the same for the boundary value proble m ,ıü'' : f (r) tor 0 < z <
I,)lırenprei,s theorem; see [Hörmander, 1] or [Hörmander,2, v. II].
with u(0) :0 : u(().

Ç}9 (a) Using ö(p, : 6(ır)6(rı), show that each of the fo]lowing( functi
'ı)
is a fundamental solution o,f L : 02 l0ııOrı:
F,,(ır,rı): H(ır) H(rı), Fz(ır,rı): _ rlOr) H(_rı),
Fz(ır,rı): - H(-ıı) H(rı), Fs,(ür,rü): ll(_ıı) H(-rı).

H : r I ct, r7 - r -
(b) U9e part (a) vıith the change of variabjes
to obtain four distinct fundamental solutions for the one-dimensioı
wave operator, each having support in one of the wedges determi
by the lines z : *ct,
14. If K(r,t) is a diştribution in R"
depending on the parameter ü, th
we say K depends continuously ont
if, for every,ıı e Cff(R"), f (t)
(K(.),u) : I l((r,t)u(r) dr defines a continuous function of ü.
thiş idea to define K ,is continuously di,fferentiable in t.
15. According to Section |.2, a weak solution of uo * G@)),: 0 satisfies

f,',' uo t*, y) d,r * G (u(r, a»l:=:?, : 0

for every interval l"ı,rz).Show that this implies

* G(u)u* d,rdy :0 for every ?., € CJ(Cr),

/nuun

where Q : (r,, r z) x (y ı, az), i.e,, the notion of weak şolution of Section

1.2 is conşistent with that of Section 2.3.
16. The rnth-order operator (32a) is eltiptic at z if its principal symbol (32c)
has no nonzero characteristics, i.e., oı(*,€)
In this case, show that m must be an eaen integer.
l'0 fot * e e n"\1O1.