4

Consider the wave equation $$ u_{tt}=\Delta{u} \quad u(x,0)=f(x) \quad u_t(x,0)=g(x) \tag{*} $$

A solution to this equation is given by $$ u(.,t)=f*\partial_t\Phi_t+g*\Phi_t \tag{**} $$ where $\Phi_t$ is the inverse Fourier transform of the function $\Psi_t(\xi)=\frac{\text{sin}2\pi |\xi|t}{2\pi |\xi|}$. Now for $n=3$, how do we show that $\Phi_t$ as a tempered distribution is given by $$ \displaystyle \langle \Phi_t, h \rangle := \frac{t}{4\pi} \int_{S^2} h(t\omega)\ d\omega \tag{***} $$ That is $$ \displaystyle \Phi_t (h) := \frac{t}{4\pi} \int_{S^2} h(t\omega)\ d\omega $$ for all Schwartz function $h$?

Note that, I am using the following definition of Fourier transform:

$$ F[f]=\hat{f}(\xi)=\!\int\limits_{\mathbb{R}^3}\!f(x)e^{-2\pi ix\cdot\xi}dx $$

and the Fourier transform of a tempered distribution is defined as:

$$ \bigl\langle F[\lambda],\varphi\bigr\rangle =\bigl\langle \lambda,\check{\varphi}\bigr\rangle \quad\forall\,\varphi\in \mathcal{S} $$

OR:

How to verify that $(**)$ is a solution to $(*)$ where $\Phi_{t}$ is a tempered distribution given by $(***)$?

1 Answers1

5

Representation $\Psi_t(\xi)=\frac{\sin{(2\pi |\xi|t)}}{2\pi |\xi|}$ corresponds to Fourier transform written in the form $$ F[f]=\hat{f}(\xi)=\!\int\limits_{\mathbb{R}^3}\!f(x)e^{-2\pi ix\cdot\xi}dx \quad\Rightarrow\quad F[\partial_x^{\alpha}f]=(2\pi i\xi)^{\alpha}\hat{f}(\xi)\tag{1} $$ generally preferred in Harmonic Analysis.  In Partial Differential Equations, another form of Fourier transform is generally preferred $$ F[f]=\hat{f}(\xi)=\!\int\limits_{\mathbb{R}^3}\!f(x)e^{-ix\cdot\xi}dx \quad\Rightarrow\quad F[\partial_x^{\alpha}f]=(i\xi)^{\alpha}\hat{f}(\xi)\tag{2} $$ which looks more habitual in the section tagged pde, with the inverse transform written in the form $$ F^{-1}[g]=\check{g}(x)=\frac{1}{(2\pi)^3}\!\int\limits_{\mathbb{R}^3}\!g(\xi)e^{ix\cdot\xi}d\xi. $$ In version $(1)$, a pde $\,u_{tt}=\Delta u\,$ transforms to $\,\hat{u}_{tt}= -4\pi^2|\xi|^2\hat{u}\,$, while it transforms to $\,\hat{u}_{tt}=-|\xi|^2\hat{u}\,$ in version $(2)$.   In fact, this extra $2\pi$-factor looks just like an absolutely useless stumbling block in Partial Differential Equations, where exactly for this reason version $(1)$ is overwhelmingly disliked.  So, in version $(1)$, solution of the Cauchy problem really looks like $$ \hat{u}(\xi,t)=\hat{f}(\xi)\cos{(2\pi|\xi|t)}+ \hat{g}(\xi)\frac{\sin{(2\pi|\xi|t)}}{2\pi|\xi|}, $$ while it must look like $$ \hat{u}(\xi,t)=\hat{f}(\xi)\cos{(|\xi|t)}+ \hat{g}(\xi)\frac{\sin{(|\xi|t)}}{|\xi|} $$ in version $(2)$.  Namely thereby, in version $(2)$, it must be $\Psi_t(\xi)=\frac{\sin{(|\xi|t)}}{|\xi|}$.

Denote by $\mathcal{S}'$ the Schwartz space of tempered distributions dual to the Schwartz space of rapidly decreasing functions $\mathcal{S}=\mathcal{S} (\mathbb{R}^3)$. Denote by $\delta_R\in \mathcal{S}'$ a delta function supported on a sphere $S_R=\{x\in\mathbb{R}^3\colon |x|=R\}$ of radius $R>0$, otherwise called a spherical delta, defined by the identity $$ \langle \delta_R,\varphi\rangle=\int\limits_{S_R}\varphi(x)\,ds_x\quad \forall\,\varphi\in \mathcal{S}. $$ To find Fourier transform of $\delta_{S_R}$ in $\mathcal{S}'$, recall that a Fourier transform $\hat{f}\in\mathcal{S}'$ of some distribution $f\in\mathcal{S}'$ is traditionally defined as the linear functional $\hat{f}$ subject to the rule $$ \langle\hat{f},\varphi\rangle=\langle f,\hat{\varphi}\rangle\quad\forall\, \varphi\in\mathcal{S}.\tag{3} $$ Note that there can be no definition of the distribution Fourier transform other than $(3)$ according to the fundamental principle underlying the Standard Theory of Distributions. This principle reads something like: A distribution definition must not contradict to its classical prototype. Say, for a function $f\in L^1$, with its classical Fourier transform $\hat{f}$ defined by $(2)$, the distribution Fourier transform $\hat{f}$ is to be defined exactly by the identity $(3)$, since $f$ is to be embedded into $\mathcal{S}'$ as a regular distribution, i.e., as the linear functional defined by the identity $$ \langle f,\varphi\rangle=\int\limits_{\mathbb{R}^3}f(x)\varphi(x)\,dx\quad \forall\,\varphi\in\mathcal{S},\tag{4} $$ whence readily follows $$ \langle\hat{f},\varphi\rangle= \!\int\limits_{\mathbb{R}^3}\!\hat{f}(\xi)\varphi(\xi)\,d\xi= \!\int\limits_{\mathbb{R}^3}\!\varphi(\xi)\,d\xi \!\int\limits_{\mathbb{R}^3}\!f(x)e^{-i x\cdot\xi}dx= \!\int\limits_{\mathbb{R}^3}\!f(x)\,dx \!\int\limits_{\mathbb{R}^3}\!\varphi(\xi) e^{-i x\cdot\xi}\,d\xi= \langle{f},\hat{\varphi}\rangle $$ which implies definition $(3)$.  Note that there is no alternative to $(4)$ for embedding $\,f\in L^1\,$ into $\,\mathcal{S}'\,$ as a linear functional. Say, a sesquilinear form $$ \langle f,\varphi\rangle=\int\limits_{\mathbb{R}^3}f(x)\overline{\varphi(x)}\,dx\quad \forall\,\varphi\in\mathcal{S},\tag{5} $$ with a complex conjugate $\,\overline{\varphi}$, is absolutely unacceptable as an alternative to the bilinear form $(4)$, since $(5)$ defines a functional antilinear in $\varphi$, and hence living outside $\mathcal{S}'$ traditionally defined as a space of linear functionals on $\mathcal{S}$.

So, the only definition we can have is $$ \bigl\langle F[\delta_{S_R}],\varphi\bigr\rangle =\bigl\langle \delta_{S_R},\hat{\varphi}\bigr\rangle =\int\limits_{S_R}\hat{\varphi}(x)\,ds_x =\int\limits_{\mathbb{R}^3}\Bigl(\int\limits_{S_R} e^{-ix\cdot \xi}ds_x\Bigr) \varphi (\xi)\,d\xi\quad \forall\,\varphi\in \mathcal{S} $$ where the order of integration has been interchanged. Hence we find $$ F[\delta_{S_R}]=\int\limits_{S_R} e^{-ix\cdot\xi}ds_x=\int\limits_{S_R} e^{-ix_3|\xi|}ds_x $$ with the RHS integral invariant with respect to rotations of the sphere $S_R$. To establish the rather obvious identity $$ \int\limits_{S_R} e^{-ix\cdot\xi}ds_x=\int\limits_{S_R} e^{-ix_3|\xi|}ds_x \quad\forall\, x\in\mathbb{R}^3,\tag{6} $$ take a rotation $\,T\,$ of the sphere $\,S_R\,$ in $\,\mathbb{R}^3$.  We have $\,T^{-1}=T^{\ast}\,$ and $\,TT^{\ast}=T^{\ast}T=I\,$ while $\,TS_R=S_R\,$ and $\,|{\rm det\,}T|=1$. Hence, for the inner product in $\mathbb{R}^3$, we have $$ (Tz)\cdot\xi=z\cdot T^{\ast}\xi\;\; \forall\,z\in S_R\,. $$ Now fix arbitarary $\,\xi\in\mathbb{R}^3\,$ and choose the rotation $\,T=T_{\xi}\,$ such that $\,T_{\xi}^{\ast}\xi=(0,0,|\xi|)$. Change of variables $\,x=T_{\xi}z\,$ yields $$ \int\limits_{S_R}e^{-ix\cdot\xi}ds_x= \int\limits_{S_R}e^{-i(T_{\xi}z)\cdot\xi}ds_z= \int\limits_{S_R}e^{-iz\cdot (T_{\xi}^{\ast}\xi)}ds_z= \int\limits_{S_R}e^{-iz_3|\xi|}ds_z\,, $$ which implies $(6)$.  Finally, changing to spherical coordinates, we get $$ \begin{align*} \int\limits_{S_R} e^{-ix_3|\xi|}ds_x= \int\limits_{0}^{2\pi}\int\limits_0^\pi e^{-i |\xi| R \cos \theta} R^2 \sin\theta\, d\theta d\varphi =2\pi R^2 \int\limits_0^\pi e^{-i|\xi|R \cos \theta}\sin\theta\, d\theta\\ =4\pi R^2 \int\limits_0^{\pi/2} \cos (|\xi|R\cos \theta)\sin \theta\, d\theta = 4\pi R\frac{\sin (|\xi|R)}{|\xi|}. \end{align*} $$ Thus we have found the Fourier transform of $\delta_{S_R}$ in $\mathcal{S}'$, namely, $$ F[\delta_{S_R}]=4\pi R\frac{\sin (|\xi|R)}{|\xi|}\quad \forall\,R>0, $$ whence follows $$ \Phi_t\overset{\rm def}{=}F^{-1}\Bigl[\frac{\sin (|\xi|t)}{|\xi|}\Bigr]= \frac{1}{4\pi t}\delta_{S_t}\quad \forall\, t>0 $$ which implies that $$ \langle \Phi_t,h\rangle=\frac{1}{4\pi t}\langle\delta_{S_t},h\rangle= \frac{1}{4\pi t}\!\int\limits_{S_t}\,h(x)\,ds_x= \frac{t}{4\pi}\!\int\limits_{S_1}\,h(ty)\,ds_y= \frac{t}{4\pi} \int\limits_{S^2} h(t\omega)\, d\omega\quad \forall\,h\in \mathcal{S} $$ where $S^2\overset{\rm def}{=}S_1\,$.   Q.E.D.

mkl314
  • 3,029
  • As a one confusion, how do you get $3^{rd}$ term $=$ $4^{th}$ term $=$ $5^{th}$ term in the last equation? –  May 05 '14 at 23:39
  • 1
    The 5th term is not needed. It is just a renotation to fit your notation. The 3rd to the 4th -- by changing variables $x=ty$. – mkl314 May 06 '14 at 06:00
  • Thanks! But still I am not getting how do you get $ds_x=t^2ds_y$? –  May 06 '14 at 06:11
  • 1
    In spherical coordinates $ds_x=t^2\sin{\theta},d\theta d\varphi$ on the sphere $S_t,$, while on the unit sphere $S_1,$ we have $ds_y=\sin{\theta},d\theta d\varphi$. – mkl314 May 06 '14 at 18:00
  • @ mkl314: Hi, I need to use this definition of Fourier transform of a tempered distribution. Then, how do we fix the problem? I tried but without success, so if you provide me the way of fixing it then it would be great. Thanks in advance!

    $\bigl\langle F[\delta_{S_R}],\varphi\bigr\rangle =\bigl\langle \delta_{S_R},\check{\varphi}\bigr\rangle$

    –  May 08 '14 at 07:25
  • And my Fourier transform definition is:

    $F[f]=\hat{f}(\xi)=!\int\limits_{\mathbb{R}^3}!f(x)e^{-2\pi ix\cdot\xi}dx$.

    –  May 08 '14 at 07:35
  • Also, $\Phi_t\overset{\rm def}{=}F^{-1}\Bigl[\frac{\sin (2\pi|\xi|t)}{2\pi|\xi|}\Bigr]$ instead of $\Phi_t\overset{\rm def}{=}F^{-1}\Bigl[\frac{\sin (|\xi|t)}{|\xi|}\Bigr]$. I am so sorry why you are using the second form here? –  May 08 '14 at 07:48
  • Would you also mind telling me why this is true; $\int\limits_{S_R}
    e^{-ix\cdot\xi}ds_x=\int\limits_{S_R} e^{-ix_3|\xi|}ds_x$?
    –  May 08 '14 at 07:52
  • 2
    Your Fourier transform $\hat{f}(\xi)=\hat{\rm f}(2\pi\xi)$, where ${\rm f}(\xi)=\int\limits_{\mathbb{R}^3}f(x)e^{-ix\cdot\xi}dx$ is my Fourier transform. Both do coincide up to scaling. Yours is widely used in Harmonic Analysis, while mine is overwhelmingly popular in Partial Differential Equations. It is just a matter of taste and professional habits. Absolutely nothing else. – mkl314 May 08 '14 at 12:52
  • Why you are considering $\Phi_t\overset{\rm def}{=}F^{-1}\Bigl[\frac{\sin (|\xi|t)}{|\xi|}\Bigr]$? But the definition is $\Phi_t\overset{\rm def}{=}F^{-1}\Bigl[\frac{\sin (2\pi|\xi|t)}{2\pi|\xi|}\Bigr]$ –  May 08 '14 at 19:34
  • And, I have to use the definition $\langle \hat\lambda,\phi \rangle=\lambda{(\check\phi)}$ for any tempered distribution $\lambda$. So, with this definition what should be the necesssary change? –  May 08 '14 at 19:47
  • The current website administration doesn't like "extended discussions in comments". Meanwhile, their suggestion to move "extended discussions" of the answer to "chat" is unacceptable, since that "chat" is not supported by any LaTeX compiler. My suggestion is to incorporate all necessary explanations into my answer removing them from comments, while using comments for what seems inappropriate to be included in my answer in its final edited form. Agreed? Your otherwise suggestions? – mkl314 May 09 '14 at 00:43
  • That would be really-really great for me. So, I hope your final edit based on my definition of Fourier transform of a tempered distribution as I wrote you earlier. Thanks a lot! –  May 09 '14 at 00:43
  • @ mkl314: Thanks for your edit. But how do we fix the solution if we follow the definition of Fourier transform of a tempered distribution as I mentioned in the problem? –  May 09 '14 at 03:27
  • Your definition of Fourier transform of a tempered ditribution is incorrect in terms of the Standard Theory of Distributions -- for details see my edited answer. If you explain the reasons why you really need it, which is most doubtful, then maybe I could give you a hint. But it will be definitely outside the Standard Theory of Distributions by Sobolev-Schwartz. – mkl314 May 09 '14 at 05:43
  • @ mkl314: You did really a great job. Let me check my definition of the Fourier transform of a tempered distribution carefully. –  May 09 '14 at 06:13
  • @: mkl314: For me it is also enough to verify that the given form $u(.,t)=f\partial_t\Phi_t+g\Phi_t$ is a solution to the wave equation as mentioned in the OR section of the problem (I have just edited the problem, so if you guide me only in the verification process, i.e. the OR portion). Your guidance will be really great! –  May 09 '14 at 06:48
  • @mkl314: just for your information, there does exist 3rd party MathJax support for chat, which is widely used by members of this community. For installation instructions, please see http://meta.math.stackexchange.com/a/3297/1543 – Willie Wong May 09 '14 at 07:57
  • @mkl314: I have also posted the verification question here:

    http://math.stackexchange.com/questions/787609/verify-that-a-function-is-a-solution-to-the-3-dimensional-wave-equation

    So, I sincerely hope to get your support either here or there.

    –  May 09 '14 at 08:05
  • @Willie Wong: Thanx for the link. – mkl314 May 09 '14 at 08:09
  • @ mkl314: I think I understand (and wrote correctly) the definition of Fourier transform of a distribution. Could you please see this Note Equation 5 which is in Section 3: Tempered Distributions and then the paragraph right after Exercise 30: http://terrytao.wordpress.com/2009/04/19/245c-notes-3-distributions/ –  May 09 '14 at 19:37
  • @ mkl314: I am so sorry if I am bothering you. Could you please explain me how do you change equation (6) into spherical coordinates? I think it may something like: $dx dy dz=R^2 sin\phi dR d\theta d\phi$, right? –  May 10 '14 at 06:57
  • 1
    In spherical coordinates, $dxdydz=r^2\sin{\theta},dr,d{\phi},d{\theta}$ is a volume element when integrating over the ball $B_R,$, while $ds=R^2\sin{\theta},d{\phi},d{\theta}$ is a surface area element when integrating over the sphere $S_R$. – mkl314 May 10 '14 at 19:02