POLONICI MATHEMATICI LXIX.3 (1998)
Convolution equations in the space of Laplace distributions
by Maria E. Pli´ s (Krak´ow) and Bogdan Ziemian
Abstract. A formal solution of a nonlinear equation P (D)u = g(u) in 2 variables is constructed using the Laplace transformation and a convolution equation. We assume some conditions on the characteristic set Char P .
1. Introduction. In this paper we consider a nonlinear PDE of the form
(1) P (D)u = g(u) =
X
∞ j=0c
ju
j,
where P (z) is a (complex) polynomial of 2 variables, D = (∂/∂x
1, ∂/∂x
2), and g is an entire function of u with all c
jconstant (complex or real).
We are interested in finding solutions of (1) represented at infinity as formal sums of Laplace transforms of Laplace distributions (see [P-Z] and [P]). In [P-Z] we have solved (1) under the assumption that the coefficients c
j= c
j(x), j = 1, 2, . . . , are Laplace integrals of some Laplace holomorphic functions T
j, and c
0≡ 0. In [P] we have assumed g(0) = 0, a condition not required here. However, we will need to assume more on the set of zeros of P .
Similarly to [P-Z] we solve the convolution equation generated by (1) with an unknown Laplace distribution T . It is clear that we will need some results on the convolution algebra structure in the space of Laplace distri- butions.
This paper was written by the first author after many fruitful discussions with Professor Bogdan Ziemian, who did not live to see this work completed.
1991 Mathematics Subject Classification: 44A10, 46F20.
Key words and phrases : Laplace distributions, Laplace transforms, convolution equa- tions.
Supported by KBN grant 2-P03A-006-08.
[271]
2. Notation, definitions and general assumptions. Following [S-Z], for a ∈ R
nwe define
L
a(R
n+) = {φ ∈ C
∞(R
n+) : sup
x∈Rn+
|e
−ax(∂/∂x)
νφ(x) | < ∞, ν ∈ N
n0} with convergence defined by the seminorms
kφk
a,ν= sup
x∈Rn+
|e
−ax(∂/∂x)
νφ(x) |, and for ω ∈ (R ∪ {∞})
nwe define
L
(ω)(R
n+) = lim
a<ω
−→
L
a(R
n+),
equipped with the inductive limit topology. The dual space L
′(ω)(R
n+) is a subspace of D
′(R
n+), and we call it the space of Laplace distributions on R
n+. We write simply L
a, L
(ω), L
′(ω)when n = 2 and no confusion can arise.
Let Char P = {z ∈ C
2: P (z) = 0 }. Our basic assumptions on P are the following:
(i) 0 6∈ Char P ;
(ii) there exists an unbounded curve e Z ⊂ Char P such that after some linear transformation A : C
2→ C
2with det A 6= 0, Z = A( e Z) ⊂ R
2+;
(iii) Z = {(x, f(x)) : x ∈ R
+} for some f : R
+→ R
+, f ∈ C
∞, f
′′> 0, f (x + y) < f (x) + f (y) for every x, y ∈ R
+, and Z is a curve with ends at infinity;
(iv) with the notation e P = P ◦ A
−1, we assume e P 6= 0 on R
2+\ Z and either e P
z1= ∂ e P /∂z
1> 0 and e P
z2= ∂ e P /∂z
2≥ 0, or e P
z1≥ 0 and e P
z2> 0 on R
2+.
To simplify notation we use the same letter P for e P .
By (iii) it is obvious that 2Z ∩ Z = ∅. Here and subsequently jZ stands for the algebraic sum Z + . . . + Z with j summands.
3. Properties of Z
Lemma 1. Let assumptions (i)–(iv) hold. Then for j ≥ 2, jZ = {(x, y) ∈ R
2+: P (x/j, y/j) ≥ 0}.
P r o o f. If (x, y) ∈ jZ, then x = x
1+. . .+x
jand y = f (x
1)+. . .+f (x
j).
The convexity of f and monotonicity of P in y give P
x j , y
j
= P
x
1j + . . . + x
jj , f (x
1)
j + . . . + f (x
j) j
≥ P
x j , f
x j
= 0.
Conversely, if P (x/j, y/j) ≥ 0, then y ≥ jf(x/j). Writing x
k= x/j
for k = 3, . . . , j and x
1= αx/j, x
2= (2 − α)x/j for α ∈ (0, 2) we obtain
x = x
1+ . . . + x
j. We proceed to show that there exists α such that y = f (x
1) + . . . + f (x
j). Let F (α) = f (αx/j) + f ((2 − α)x/j) − 2f(x/j) and let β = y − jf(x/j). It is easy to check that F (1) = 0 and lim F (α) = ∞ at 0 and 2. By continuity of F , there exists α such that F (α) = β. This proves the lemma.
Clearly, if k < j then jZ ⊂ kZ.
Lemma 2. For every k = 2, 3, . . . ,
kZ \ (k + 1)Z 6= ∅ and R
2+= S
∞k=2
(R
2+\ kZ).
P r o o f. Taking x = kt for some t ∈ R
+, and y = kf (t) we get (x, y) ∈ kZ and P (x/k, y/k) = P (t, f (t)) = 0. But
P
x
k + 1 , y k + 1
= P
k
k + 1 t, k k + 1 f (t)
< P (t, f (t)) = 0.
This gives (x, y) 6∈ (k + 1)Z.
Let (x, y) ∈ R
2+. Since P (x/k, y/k) tends to P (0, 0) < 0 as k → ∞, we have P (x/k, y/k) < 0 for k sufficiently large, and by Lemma 1, (x, y) 6∈ kZ.
4. Convolution equation. The function φ
x(z) = e
−xzbelongs to the space L
(ω)(R
n+) for every ω ∈ R
nwith ω > −x (x ∈ R
nfixed). Our aim is to find a solution u of equation (1) in the form
(2) u(x) = T [φ
x] = T [e
−xz],
with T being a Laplace distribution on R
2+. Applying P (D) and g to u in the form (2) we get the convolution equation
(3) P (z)T = g
∗(T ) =
X
∞ j=0c
jT
∗j,
where T
∗0= δ
0(Dirac delta at (0, 0)). We are looking for a solution T of (3) in the form of a formal series of Laplace distributions
(4) T =
X
∞ k=0T
k.
For convenience we consider a slightly modified equation
(5) P (z)T = ε
X
∞ j=0c
jT
∗jwith ε > 0 and we look for T in the form
(6) T =
X
∞ k=0ε
kT
k.
Inserting (6) in (5) we get X
∞k=0
ε
kP (z)T
k= εc
0δ
0+ X
∞ k=1h X
∞j=1
c
jX
k1+...+kj=k−1
T
k1∗ . . . ∗ T
kji ε
k. Hence, comparing the summands with the same power of ε we obtain the recurrence system
P (z)T
0= 0, (7)
P (z)T
1= c
0δ
0+ X
∞ j=1c
jT
0∗j= g
∗(T
0), (8)
P (z)T
k= X
∞ j=1c
jX
k1+...+kj=k−1
T
k1∗ . . . ∗ T
kj. (9)
Lemma 3. Let ω ∈ R
2+and Φ ∈ L
(−ω). If T
0is defined by
(10) T
0[φ] =
\
Z
φ(x)Φ(x) dx
for Z defined in (iii) and for φ ∈ L
(ω), then T
0∈ L
′(ω)and T
0solves (7).
P r o o f. The proof is immediate.
Observe that supp T
0⊂ Z and for φ ∈ L
a, a < ω,
|T
0[φ] | ≤
\
Z
|φ(x)e
−ax| · |Φ(x)e
ax| dx ≤ kφk
a,0K
awhere K
a=
T
Z
|Φ(x)|e
axdx.
Let L
′(ω)(Z) denote the subspace of L
′(ω)defined by L
′(ω)(Z) = n
S ∈ L
′(ω): S = X
∞ k=0S
k, S
0= aδ
0, supp S
k⊂ kZ, a ∈ C o . Lemma 4. L
′(ω)(Z) is a convolution algebra, i.e. if S, R ∈ L
′(ω)(Z) then S ∗ R ∈ L
′(ω)(Z).
P r o o f. This follows immediately from the properties of Z and of con- volution. Namely if S = P
∞j=0
S
jand R = P
∞j=0
R
jthen S ∗ R =
X
∞ j=0X
j p=0S
p∗ R
j−pand for every p ≤ j, supp(S
p∗R
j−p) = supp S
p+ supp R
j−p⊂ pZ +(j −p)Z
= jZ.
Moreover, if S
p[φ] =
\
Zp
φ(x
1+ . . . + x
p)Φ
p(x
1, . . . , x
p) dx
1. . . dx
p, R
l[φ] =
\
Zl
φ(y
1+ . . . + y
l)Ψ
l(y
1, . . . , y
l) dy
1. . . dy
lfor Φ
p∈ L
(−ω,...,−ω)((R
2+)
p), Ψ
l∈ L
(−ω,...,−ω)((R
2+)
l), 1 ≤ p, l ≤ j − 1, then S
p∗ R
j−p[φ]
=
\
Zj
φ(z
1+ . . . + z
j)Φ
p(z
1, . . . , z
p)Ψ
j−p(z
p+1, . . . , z
j) dz
1. . . dz
j=
\
Zj
φ(z
1+ . . . + z
j)Θ
j,p(z
1, . . . , z
j) dz
1. . . dz
j, and Θ
j,p∈ L
(−ω,...,−ω)((R
2+)
j).
Observe that for φ ∈ L
a, a < ω, T
0∗j[φ] =
\
Zj
φ(x
1+ . . . + x
j)Φ(x
1) . . . Φ(x
j) dx
1. . . dx
j, hence
|T
0∗j[φ] | ≤ kφk
a,0\
Zj
|Φ(x
1) | . . . |Φ(x
j) |e
a(x1+...+xj)dx
1. . . dx
j= kφk
a,0 \Z
|Φ(x)|e
axdx
j= kφk
a,0(K
a)
j,
and supp T
0∗j⊂ jZ. Therefore we see clearly that g
∗(ν)(T
0) ∈ L
′(ω)(Z) for ν = 0, 1, . . . ,
|g
∗(T
0)[φ] | ≤ kφk
a,0X
∞ j=0|c
j|(K
a)
j= kφk
a,0|g
∗|(K
a) and
|g
∗(ν)(T
0)[φ] | ≤ kφk
a,0X
∞ j=0|c
j+ν|(j + ν) . . . (j + 1)(K
a)
j= kφk
a,0|g
(ν)∗|(K
a), where
|g
∗|(x) = X
∞ j=0|c
j|x
j, |g
∗(ν)|(x) = X
∞ j=0|c
j+ν|(j + ν) . . . (j + 1)x
j.
5. Problem of division
Lemma 5. Let T
0be a Laplace distribution defined by (10) and suppose
a polynomial P satisfies (i)–(iv). If P
x1> 0 on R
2+, then the distribution S
0defined by
(11) S
0[φ] =
\
Z
(φ/P
x1)
x1(x)Φ(x) dx
is a solution of the equation P S = T
0, S
0∈ L
′(ω)and supp S
0⊂ Z.
P r o o f. It is obvious that if φ ∈ L
(ω)then also P φ ∈ L
(ω). Therefore (by the definition of multiplication of distributions by regular functions) an easy computation shows that
(P S
0)[φ] = S
0[P φ] =
\
Z
P φ P
x1x1
(x)Φ(x) dx
=
\
Z
φ(x)Φ(x) dx +
\
Z
P (x)
φ P
x1x1
(x)Φ(x) dx = T
0[φ].
It is seen immediately that S
0∈ L
′(ω)and supp S
0⊂ Z. We also have
|S
0[φ] | =
\
Z
φ
x1(x) Φ(x) P
x1(x) dx −
\
Z
φ(x) P
x1x1(x)
P
x1(x)
2Φ(x) dx
≤ K
a′kφk
a,(1,0)+ K
a′′kφk
a,0≤ b K
akφk
a,0where
K
a′=
\
Z
Φ(x) P
x1(x)
e
axdx, K
a′′=
\
Z
P
x1x1(x)Φ(x) [P
x1(x)]
2e
axdx.
The distribution S
0defined by (11) will be denoted by
TP0. Now we are in a position to solve the equation (8).
Lemma 6. Under the assumptions of Lemma 5 the distribution T
1defined by
(12) T
1= g
∗(T
0)
P =
X
∞ j=0c
jT
0∗jP is a solution of (8) and T
1∈ L
′(ω)(Z).
P r o o f. The distribution T
1is well defined. Indeed, for j = 0, δ
0P [φ] = δ
0φ P
= 1
P (0) δ
0[φ].
For j = 1,
TP0is defined by (11), and for j ≥ 2,
TP0∗jmakes sense because P 6= 0 on supp T
0∗j⊂ jZ. It is also clear that T
1∈ L
′(ω)(Z). Moreover, we can choose constants N
aand M
asuch that
|T
1[φ] | ≤ N
a|g
∗|(M
a) kφk
a,0for every φ ∈ L
a, a < ω.
Lemma 7. For every k ≥ 2, there exists a solution T
kof (9) such that T
k∈ L
′(ω)(R
2+).
P r o o f. We write (9) as a sum of a finite number of summands:
P T
k=
k−1
X
p=1
X
k1+...+kp=k−1 1≤ki≤k−1
T
k1∗ . . . ∗ T
kp∗ X
∞ j=pc
jj p
T
0∗(j−p)=
k−1
X
p=1
X
k1+...+kp=k−1 1≤ki≤k−1
T
k1∗ . . . ∗ T
kp∗ 1
p! g
∗(p)(T
0).
From Lemma 4 and from remarks of Section 3 it follows that the right-hand side of the expression above is a Laplace distribution belonging to L
′(ω)(Z), hence by Lemma 5 it can be divided by P . Therefore
(13) T
k=
k−1
X
p=1
X
k1+...+kp=k−1 1≤ki≤k−1
1 P
T
k1∗ . . . ∗ T
kp∗ 1
p! g
(p)∗(T
0)
is a Laplace distribution, T
k∈ L
′(ω)(Z).
6. Solution of the main problem. Given ω ∈ R
2and Φ ∈ L
(−ω), by Lemmas 3, 6 and 7 we obtain a formal series (6) as a solution of (5) with T
0given by (10), T
1given by (12) and T
kgiven by (13), for k ≥ 2. Putting ε = 1 in (5) and (6) we have a formal solution of (3) in the form (4).
Thus we have proved
Theorem. Let assumptions (i)–(iv) hold. Then for every ω ∈ R
2and every Φ ∈ L
(−ω)there exists a formal solution u of equation (1) of the form
u(x) = X
∞ k=0u
k(x)
where u
k∈ C
∞([ −a, ∞)) = C
∞([ −a
1, ∞) × [−a
2, ∞)) for all a < ω and k, and u
k(x) = T
k[e
−zx] for some T
k∈ L
(−ω).
Remark. By a “formal solution” here we understand that the series P
∞k=0
u
k(x) only formally solves the equation (1), and it does not necessarily converge. Convergence results in some cases will appear in a forthcoming publication.
7. Example. The problem considered in this paper was motivated by attempts to solve at infinity the well known equation
(14) ∆u = e
u,
where ∆ = ∂
2/∂x
2+ ∂
2/∂y
2.
The problem has a long history, beginning with early results of Bieber- bach [B] and of many other authors. Most of them have been solving (14) in bounded domains in R
n, with some assumptions on the boundaries. Re- cently, using various methods, many people have been constructing global solutions; for example Popov [Po] has constructed global exact solutions of (14) from solutions of the Laplace equation. Here we find formal solu- tions represented at infinity as sums of the Laplace transforms of Laplace distributions.
If we write P (D) = ∆ − 1, then (14) is a particular case of (1) with g(u) = 1 + P
∞j=2 1
j!
u
j. Here P (z) = z
21+ z
22− 1.
We now show that P satisfies conditions (i)–(iv) of Section 2. Indeed, 0 6∈ Char P and the set
Z = e {(z
1, z
2) : z
1= ik, z
2= p
1 + k
2, k ∈ R}
is an unbounded curve in Char P . Set A =
−ii 11. Then det A = −2i 6= 0 and
Z = A( e Z) = {(x, y) ∈ R
2+: y = 1/x },
hence (iii) holds with f (x) = 1/x. An easy calculation shows that e P (z) = P (A
−1(z)) = z
1z
2− 1, e P
z1(z) = z
2, e P
z2(z) = z
1, so (iv) holds, too.
Now, putting u(x) = T [e
−vx] and e T = T ◦ A
−1we have P (D)u(x) = (P (v)T )[e
−vx] = ( e P (z) e T )[e
−A−1(z)x· 1/2]
= e P (z) e T [e
−(i/2)(z1−z2)x1−(1/2)(z1+z2)x2· 1/2]
=
12P (z) e e T [e
−(1/2)(ix1+x2)z1−(1/2)(−ix1+x2)z2]
= e P (D)e u
12(ix
1+ x
2),
12( −ix
1+ x
2)
where e u(y) =
12T [e e
−yz]. Therefore, by the method described in the previous sections we solve the equation
(z
1z
2− 1)T = δ
0+ X
∞ j=21 j! T
∗j.
Namely, for ω ∈ R
2+, Φ ∈ L
(−ω)we put, according to (10), T
0[φ] =
\
Z
φ(z)Φ(z) dz =
∞
\
0
φ(t, 1/t) b Φ(t) dt where b Φ(t) = Φ(t, 1/t) √
1 + t
−4. Then u
0(x) = T
0[e
−zx] =
∞
\
0
e
−tx1−(1/t)x2Φ(t) dt. b
Now, according to (11), we have T
0P [φ] =
∞
\
0
φ
z1(t, 1/t)t b Φ(t) dt, so
T
0P [e
−zx] = x
1∞
\
0
e
−tx1−(1/t)x2t b Φ(t) dt.
We observe that P
t
1+ . . . + t
j, 1
t
1+ . . . + 1 t
j= (t
1+ . . . + t
j)
1
t
1+ . . . + 1 t
j− 1
= j − 1 + X
1≤k<l≤j
t
kt
l+ t
lt
k.
Hence, if we define P
j(t
1, . . . , t
j) = P (t
1+ . . . + t
j, 1/t
1+ . . . + 1/t
j), then T
0∗j[φ] =
\
Rj+
φ
t
1+ . . . + t
j, 1
t
1+ . . . + 1 t
jΦ(t b
1) . . . b Φ(t
j) dt
1. . . dt
j,
and for j ≥ 2, T
0∗jP [φ] = T
0∗jφ P
=
\
Rj+
φ
t
1+ . . . + t
j, 1 t
1+ . . . + 1 t
jbΦ(t
1) . . . b Φ(t
j)
P
j(t
1, . . . , t
j) dt
1. . . dt
j. Therefore, by (12) we get
u
1(x) = T
1[e
−zx]
= −1 + X
∞ j=21 j!
\
Rj+
e
−(t1+...+tj)x1−(1/t1+...+1/tj)x2Φ(t b
1) . . . b Φ(t
j)
P
j(t
1, . . . , t
j) dt
1. . . dt
j. Of course g
′(u) = P
∞j=1
(1/j!)u
j, and g
(k)(u) = g
′′(u) = P
∞j=0
(1/j!)u
jfor k ≥ 2, hence, applying (13), e.g. for k = 2, we obtain
T
2= 1 P
−δ
0+ X
∞ j=21 j! · T
0∗jP
∗ X
∞ j=01 j! T
0∗j= − T
0P − X
∞ j=21 j! · T
0∗jP +
X
∞ p=3X
k+l=p k≥2, l≥1
1 k!l! · 1
P
T
0∗kP ∗ T
0∗l.
Putting p = k + l for k ≥ 2 and l ≥ 1, we have 1
P
T
0∗kP ∗ T
0∗l[e
−zx] =
T
0∗kP ∗ T
0∗le
−zxP
=
\
Rp+
e
−(t1+...+tp)x1−(1/t1+...+1/tp)x2Φ(t b
1) . . . b Φ(t
p)
P
p(t
1, . . . , t
p)P
k(t
1, . . . , t
k) dt
1. . . dt
p, hence
u
2(x) = − x
1∞\
0
e
−tx1−(1/t)x2t b Φ(t) dt
− X
∞ j=21 j!
\
Rj+
e
−(t1+...+tj)x1−(1/t1+...+1/tj)x2Φ(t b
1) . . . b Φ(t
j)
P
j(t
1, . . . , t
j) dt
1. . . dt
j+ X
∞ p=3\
Rp+
e
−(t1+...+tp)x1−(1/t1+...+1/tp)x2Φ(t b
1) . . . b Φ(t
p) P
p(t
1, . . . , t
p)
× X
k+l=p k≥2, l≥1
1
k!l! · 1
P
k(t
1, . . . , t
k) . Now, for k = 3 in (13), we have T
3= 1
P (T
2∗ g
′(T
0)) + 1 2! · 1
P (T
1∗2∗ g
′′(T
0))
= − X
∞ p=2X
k+l=p k,l≥1
1 k!l! · 1
P
T
0∗kP ∗ T
0∗l+ X
∞ p=4X
k1+k2+k3=p k1≥2, k2,k3≥1