In mathematics, a fundamental solution for a linear partial differential operator L 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 F is the solution of the inhomogeneous equation
- LF = δ(x).
Here F is a priori only assumed to be a Schwartz distribution.
This concept was long known 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.
- 1 Example
- 2 Motivation
- 3 Fundamental solutions for some partial differential equations
- 4 Signal processing
- 5 See also
- 6 References
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 H we have
there is a solution
Here C is an arbitrary constant introduced by the integration. For convenience, set C = − 1/2.
After integrating and taking the new integration constant as zero, we get
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.
Consider the operator L and the differential equation mentioned in the example.
We can find the solution of the original equation by convolving the right-hand side with the fundamental solution :
This shows that some care must be taken when working with functions which do not have enough regularity (e.g. compact support, integrability) since, we know that the desired solution is , while the above integral diverges for all x. The two expressions for f are, however, equal as distributions.
where I 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 I.
Denote the convolution of functions F and g as
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(x). When applying the differential operator, L, to the convolution it is known that
provided L has constant coefficients.
If F 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 F is the fundamental solution, the convolution F*g 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.
For the Laplace equation,
the fundamental solutions in two and three dimensions are
the two- and three-dimensional Helmholtz equations have the fundamental solutions
For the Biharmonic equation,
the biharmonic equation has the fundamental solutions