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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==
 
===Linear differential operators with constant coefficients===
Consider a linear [[differential operator]] with constant coefficients,
 
:<math> P(D) := \sum_\alpha a_\alpha \, D^\alpha </math>
 
which acts on smooth functions <math>u</math> with compact support in '''R'''<sup>''n''</sup>.
This operator can be written as a composition of a [[Fourier transform]], a simple ''multiplication'' by the
polynomial function (called the '''[[Fourier multiplier|symbol]]''')
 
:<math>  P(\xi) = \sum_\alpha a_\alpha \, \xi^\alpha, </math>
 
and an inverse Fourier transform, in the form:
 
{{NumBlk|:|<math> \quad P(D) u (x) =
\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}}}}
 
Here,
&alpha;&nbsp;=&nbsp;(&alpha;<sub>1</sub>,&nbsp;…&nbsp;,&alpha;<sub>''n''</sub>) is a [[multi-index]], <math>a_\alpha</math> are complex numbers, and
 
:<math>D^\alpha=(-i \partial_1)^{\alpha_1} \dots (-i \partial_n)^{\alpha_n}</math>
 
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.
 
;Derivation of formula ({{EquationNote|1}})
The Fourier transform of a smooth function ''u'', [[compact support|compactly supported]] in '''R'''<sup>''n''</sup>, is
 
:<math>\hat u (\xi) := \int e^{- i y \xi} u(y) \, dy</math>
 
and [[Fourier's inversion formula]] gives
 
:<math>u (x) = \frac{1}{(2 \pi)^n} \int e^{i x \xi} \hat u (\xi) d\xi =
\frac{1}{(2 \pi)^n} \iint e^{i (x - y) \xi} u (y) \, dy \, d\xi </math>
 
By applying ''P''(''D'') to this representation of ''u'' and using
 
:<math>P(D_x) \, e^{i (x - y) \xi} = e^{i (x - y) \xi} \, P(\xi) </math>
 
one obtains formula ({{EquationNote|1}}).
 
===Representation of solutions to partial differential equations===
 
To solve the partial differential equation
 
:<math> P(D) \, u = f </math>
 
we (formally) apply the Fourier transform on both sides and obtain the ''algebraic'' equation
 
:<math> P(\xi) \, \hat u (\xi) = \hat f(\xi). </math>
 
If the symbol ''P''(&xi;) is never zero when &xi;&nbsp;&isin;&nbsp;'''R'''<sup>''n''</sup>, then it is possible to divide by ''P''(&xi;):
 
:<math> \hat u(\xi) = \frac{1}{P(\xi)} \hat f(\xi) </math>
 
By Fourier's inversion formula, a solution is
 
:<math>  u (x) = \frac{1}{(2 \pi)^n} \int e^{i x \xi} \frac{1}{P(\xi)} \hat f (\xi) \, d\xi.</math>
 
Here it is assumed that:
# ''P''(''D'') is a linear differential operator with ''constant'' coefficients,
# its symbol ''P''(&xi;) is never zero,
# both ''u'' and &fnof; have a well defined Fourier transform.
The last assumption can be weakened by using the theory of [[distribution (mathematics)|distribution]]s.
The first two assumptions can be weakened as follows.
 
In the last formula, write out the Fourier transform of &fnof; to obtain
 
:<math>  u (x) = \frac{1}{(2 \pi)^n} \iint e^{i (x-y) \xi} \frac{1}{P(\xi)} f (y) \, dy \, d\xi.</math>
 
This is similar to formula ({{EquationNote|1}}), except that 1/''P''(&xi;) is not a polynomial function, but a function of a more general kind.
 
==Definition of pseudo-differential operators==
 
Here we view pseudo-differential operators as a generalization of differential operators.
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'':
 
{{NumBlk|:|<math>\quad P(x,D) u (x) =
\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}}}}
 
where the symbol ''P''(''x'',&xi;) in the integrand belongs to a certain ''symbol class''.
For instance, if ''P''(''x'',&xi;) is an infinitely differentiable function on '''R'''<sup>''n''</sup>&nbsp;&times;&nbsp;'''R'''<sup>''n''</sup> with the property
 
:<math> |\partial_\xi^\alpha \partial_x^\beta P(x,\xi)| \leq C_{\alpha,\beta} \, (1 + |\xi|)^{m - |\alpha|} </math>
 
for all ''x'',&xi;&nbsp;&isin;'''R'''<sup>''n''</sup>, all multiindices &alpha;,&beta;. some constants ''C''<sub>&alpha;, &beta;</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>
 
==Properties==
Linear differential operators of order m with smooth bounded coefficients are pseudo-differential
operators of order ''m''.
The composition ''PQ'' of two pseudo-differential operators ''P'',&nbsp;''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.
 
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 &minus;''m'', and its symbol can be calculated. This means that one can solve linear elliptic differential equations more or less explicitly
by using the theory of pseudo-differential operators.
 
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.
 
Just as a differential operator can be expressed in terms of ''D''&nbsp;=&nbsp;&minus;id/d''x'' in the form
 
:<math>p(x, D)\,</math>
 
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]].
 
==Kernel of pseudo-differential operator==
 
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.
 
==See also==
* [[Differential algebra]] for a definition of pseudo-differential operators in the context of differential algebras and differential rings.
* [[Fourier transform]]
* [[Fourier integral operator]]
* [[Oscillatory integral operator]]
* [[Sato's fundamental theorem]]
 
==Further reading==
Here are some of the standard reference books
* [[Michael E. Taylor]], Pseudodifferential Operators, Princeton Univ. Press 1981. ISBN 0-691-08282-0
* M. A. Shubin, Pseudodifferential Operators and Spectral Theory, Springer-Verlag 2001. ISBN 3-540-41195-X
* [[Francois Treves]], Introduction to Pseudo Differential and Fourier Integral Operators, (University Series in Mathematics), Plenum Publ. Co. 1981. ISBN 0-306-40404-4
*  F. G. Friedlander and M. Joshi, Introduction to the Theory of Distributions, Cambridge University Press 1999. ISBN 0-521-64971-4
* {{cite book
|first=Lars
|last=Hörmander
|authorlink= Lars Hörmander
|title=The Analysis of Linear Partial Differential Operators III: Pseudo-Differential Operators
|year=1987
|publisher=Springer
|isbn=3-540-49937-7}}
* 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.&nbsp;29, no.&nbsp;1, pp.&nbsp;106–115 (electronic).
 
==External links==
* [http://arxiv.org/abs/math.AP/9906155 Lectures on Pseudo-differential Operators] by [[Mark S. Joshi]] on arxiv.org.
* {{springer|title=Pseudo-differential operator|id=p/p075660}}
 
[[Category:Differential operators]]
[[Category:Microlocal analysis]]
[[Category:Functional analysis]]
[[Category:Harmonic analysis]]
[[Category:Generalized functions]]
[[Category:Partial differential equations]]

Latest revision as of 17:25, 28 August 2014

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