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 МІНІСТЕРСТВО ОСВІТИ І НАУКИ УКРАЇНИ
Одеський національний університет ім. І. І. Мечникова

В. М. АДАМЯН М. Я. СУШКО

ВСТУП ДО МАТЕМАТИЧНОЇ
ФІЗИКИ
________
______________
______

INTRODUCTION TO MATHEMATICAL
PHYSICS

Рекомендовано Міністерством освіти і науки України

як навчальний посібник для студентів фізико-математичних
та інженерно-фізичних спеціальностей університетів
(Лист 14/18.2-2032 від 04.11.2002)

Одеса
“Астропринт”
2003
УДК 22.311я73
А283
ББК 53.02:51(075.8)

Посібник створено на базі першої частини лекційного курсу, що

неодноразово читався студентам фізичного факультету Одеського
національного університету. Він містить виклад основних ідей і методів
математичної фізики на прикладі її традиційних задач для необмеженого
тривимірного простору. Наводяться контрольні запитання та завдання
різного рівня складності для поглибленого вивчення матеріалу.
Український текст супроводжується авторським перекладом
(американською) англійською мовою.
Посібник розраховано на студентів та аспірантів фізико-
математичних та інженерно-фізичних спеціальностей університетів.

Р е це н зе н т и :
М. Л. Горбачук, чл.-кор. НАН України, д-р фіз.-мат. наук, зав. відділу
Інституту математики НАН України;
С. В. Козицький, д-р фіз.-мат. наук, професор, зав. кафедри теоретич-
ної механіки Одеської державної морської академії;
В. В. Новіков, д-р фіз.-мат. наук, професор, зав. кафедри вищої ма-
тематики Одеського національного політехнічного
університету;
О. П. Ножніна, канд. філол. наук, доцент, координатор співпраці з
викладачами англійської мови Британської Ради в
Одесі.

Друкується за рішенням Вченої ради Одеського національного

університету ім. І. І. Мечникова
Протокол №9 від 28 травня 2002 р.

1604010000 − 083
A Без оголош.
549 − 2003

ISBN 966-549-940-8 © В. М. Адамян, М. Я. Сушко, 2003

 Дивовижна придатність мови математики
для формулювання законів фізики – це чудовний
дар, який ми не в змозі осягнути й не заслуговуємо.
Нам слід бути вдячними за нього та сподіватися,
що його сила не вичерпається в майбутніх
дослідженнях і що, попри все, вона пошириться –
радуючи, хоч, можливо, також і спантеличуючи
нас – на широкі галузі знання.

Юджин Вігнер

The miracle of the appropriateness of the language

of mathematics for the formulation of the laws of
physics is a wonderful gift which we neither
understand nor deserve. We should be grateful for it
and hope that it will remain valid in future research
and that it will extend, for better or for worse, to our
pleasure, even though perhaps also to our bafflement,
to wide branches of learning.

Eugene Wigner
 Preface

Despite their apparent variety, most of the problems in modern

natural science are still possible to attack with the use of several
universal mathematical models, which were initiated in investigating
such processes as heat conduction and diffusion, propagation of
acoustic and electromagnetic waves, and motion of subatomic particles.
The study of these models, represented as problems for certain second-
order partial differential equations, constitutes the subject of
mathematical physics in the classical sense.
This book covers an introductory minimum of tools and
techniques of mathematical physics. The emphasis is on two major
concepts: the linear Cauchy problem for partial differential equations
on an unbounded space, and the Green’s function, by means of which
solving the Cauchy problem reduces to integrating. The relevant
elements of the theory of generalized functions and that of Fourier
integral transformations are also given.
We have restricted our consideration to problems for the
unbounded three-dimensional space. As compared to boundary-value
problems, they are more transparent and easier to grasp – there is no
need to satisfy boundary conditions, which usually break the
symmetries intrinsic to problems for an unbounded space. Boundary-
value problems, extremely important for description of a wide range of
electromagnetic and hydrodynamic phenomena, can be avoided when
the fundamentals of theoretical physics are first introduced. We
therefore decided to reserve their consideration for the next manual,
which we hope to complete in the near future.
The book is oriented to Physics majors and is based on the first
part of the lecture course in mathematical physics that is usually offered
by the Department of Physics at Odessa National University to the
sophomore students. This has predetermined some of its features.
In particular, the material is represented in a more narrative style
than that usually accepted in texts in pure mathematics. We tried – as
far as possible – not to overindulge in a great deal of abstract
constructions, but to give more attention to the meaning of general
statements and the details of their application. Since our potential
reader has already taken the three-semester calculus sequence within
the limits of the standard university curricula for physicists and
A4
engineers, we also took the liberty of not reminding some definitions
and concepts of calculus, or even not accentuating which version of
these concepts (for instance, the Riemann or the Lebesgue integral) is
meant. Contributing to the completeness of some statements and
constructions, such notes would not have added much to working out
the problems being dealt with in the book.
To avoid going deep into pure analysis, we have omitted some of
the proofs. Despite some uncertainties in the text, we tried to be precise
in all the formulations and proofs. Therefore it seems to us that the
book may also be useful for students studying pure or applied
mathematics.
Almost every section incorporates problems. Some of those are
given just to teach the reader to use the concepts introduced, whereas
others are integral parts of the main text.
The Ukrainian text is accompanied with its (American) English
version*). We hope that such a bilingual book will benefit the
Ukrainian undergraduate and graduates students in physics and
mathematics in working with their professional English-written texts.
On the other hand, the English version makes the book more accessible
to a large audience of international students, including those enrolled in
the Ukrainian universities.

Vadym Adamyan
Myroslav Sushko

*)
In this electronic edition of the book, only its English-written part is represented.
Also, the detected inaccuracies and misprints have been corrected.

A5
 1. HEAT CONDUCTION IN SYSTEMS
WITH DISTRIBUTED PARAMETERS

1.1. The Heat (Conduction) Equation

The temperature of different parts of a nonuniformly heated

object may change by virtue of three fundamental processes:
conduction, convection, and radiation. Conduction is defined as the
process of energy transfer within an object caused by atomic and
molecular interactions and by free electron motions, no bulk
motion of the object’s material or macroscopic work being
involved.
The main features of heat conduction remain the same for various
systems, be it a metal rod, a block of wood, or a fluid confined to a vessel.
The heat (energy) transfer occurs only between regions that are at
different temperatures, and the corresponding heat flows always point
from regions of higher temperature to those of lower temperature.
Suppose (1) the time intervals between feasible observations of an
object are much longer than the mean free time of its molecules and (2)
the absolute error in measuring distances between the object’s spatial
points considerably exceeds the average intermolecular distance. Then
the heat conduction can be described in terms of a single scalar function
T (r, t ) whose values represent the object’s temperature at points with
coordinates r = ( x, y, z ) at time t . Apart from some special cases (the
localization of heat sources within small neighborhoods of the object’s
separate points, lines, or surfaces; the presence of temperature jumps
across the object’s inner interfaces, etc.), the function T (r, t ) varies
relatively slowly in space and time. Unless specified otherwise, we shall
take it to be continuous throughout its domain, along with at least its first
partial derivatives.
The differential equation describing the evolution of the
temperature distribution T (r, t ) within a nonuniformly heated object
due to conduction is called the heat equation.

A6
 The heat equation can be derived by considering the heat balance
for an arbitrary region V within the object.
Let V be bounded by a surface S . The heat change Q in the
region V over a brief time interval (t , t + dt ) amounts to the heat Q1
passing through the surface S and the heat Q2 liberated (absorbed) by
the heat sources (sinks) present inside V :
Q = Q1 + Q2 (1.1)
To express Q in terms of T (r, t ) , partition V into elementary
regions with position vectors r and volumes (measure) dV (r ) . We
assume that each elementary region contains a sufficiently large number
of points to be treated as macroscopic; at the same time, it has a rather
small typical size (the diameter) so that variations in T (r, t ) and those in
the object’s specific heat capacity c(r, T ) and density ρ (r, T ) over it
are negligible. Then the heat amount required to change its temperature
by T (r, t + dt ) − T (r, t ) is
∂T (r, t )
dQ(r, t ) = cρ [T (r, t + dt ) − T (r, t )]dV (r ) = cρ dV (r )dt
∂t
The heat Q is equal to the sum of quantities dQ over all the
elementary regions:
 ∂T 
∫
Q =  cρ

V
∂t
dV  dt


To compute Q1 , partition S into small sections and consider one
that contains a point r , has an area dA(r ) , and whose orientation is
given by the unit normal vector n . The heat amount passing through this
elementary section over the time interval (t , t + dt ) is expressed in terms
of the normal component j n (r, t ) = ( j(r, t ) ⋅ n ) of the heat current
density j(r, t ) , a vector, by
dQ1 (r, t ) = − j n (r, t )dA(r )dt

A7
 The negative sign here suggests that dQ1 is positive when heat is
coming into V ( j points inward V ), and negative when V loses heat ( j
points outward).
The heat Q1 is equal to the sum of quantities dQ1 over all the
elementary sections:
 
Q1 =  −


∫
S
j n dA  dt


Provided the components of the vector field j are continuously
differentiable, the Divergence Theorem yields:
 

 V
∫
Q1 =  − div j dV  dt
 

Denote by F (r, t ) the power density of heat sources (sinks)
functioning within V . The heat amount being released (absorbed) by
those in an elementary region of volume dV (r ) over the time interval
(t , t + dt ) equals dQ2 (r, t ) = F (r, t )dV (r )dt . The heat Q2 is found
by adding up heats dQ2 generated in all the elementary regions over this
time interval:
 

V
∫
Q2 =  F (r, t ) dV  dt
 

The heat balance equation (1.1) is now written as
   
 cρ ∂T dV dt =  {− div j + F (r, t )}dV dt

V
∫ ∂t 


V
∫ 

This equality holds true for an arbitrary region in the object, which
is possible only if the integrands on both sides are equal to each other. As
a result, the equation of heat balance in the differential form is obtained:
∂T
cρ = − div j + F (r, t ) (1.2)
∂t

A8
 Now, take advantage of Fourier’s law, which relates the heat
density current j(r, t ) to the temperature distribution T (r, t ) by
j(r, t ) = − k grad T (r, t ) (1.3)
where k (r, T ) is the thermal conductivity of the substance. Substituting
(1.3) into (1.2), we arrive at the desired heat equation:
∂T
cρ = div(k grad T ) + F (r, t ) (1.4)
∂t

Notes:
1. Time-dependence of the coefficients c , ρ , and k occurs only
under very specific circumstances which are beyond the scope of this
book. In what follows, it is disregarded.
2. The power density F (r, t ) may depend upon the temperature,
for heat inside an object can be generated (or absorbed) as a result of
chemical reactions within it, by an electric current, etc.
3. Far away from the phase-transition lines of a system and on
condition that fairly narrow temperature ranges are considered, the
coefficients c , ρ , and k can be regarded as temperature-independent.
If, besides, the power density F is either linearly dependent of the
temperature or independent of it at all, Equation (1.4) becomes linear in
T.
4. For a uniform system, with the same properties throughout, the
coefficients c , k , and ρ are coordinate-independent; that is, they are
constants. The heat equation reduces in this case to a second-order
partial differential equation with constant coefficients:
∂T (r, t )
= a 2 ∆T (r, t ) + f (r, t ) (1.5)
∂t
∂2 ∂2 ∂2
where ∆ ≡ 2 + 2 + 2 is the Laplace operator, the quantity
∂x ∂y ∂z
a 2 ≡ k / cρ is called the coefficient of heat conduction, and
f (r, t ) = F (r, t ) cρ .

A9
 5. In the absence of heat sources or sinks ( F (r, t ) = 0 ), Equation
(1.4) becomes homogeneous. If, in addition, the coefficients of a system
are constant, the corresponding homogeneous heat equation takes the
form
∂T (r, t )
= a 2 ∆T (r, t ) (1.6)
∂t

Problem 1.1.1. Make sure that the form of Equation (1.4) is

independent of a choice of the zero temperature reference point on a
temperature scale.
Problem 1.1.2. Let functions T1 (r, t ) and T2 (r, t ) satisfy the
linear heat equation (1.4). Show that their difference T1 (r, t ) − T2 (r, t )
satisfies the homogeneous linear equation (1.4).
Problem 1.1.3. Let T1 (r, t ) be an arbitrary function satisfying
the linear equation (1.4). Show that all functions satisfying (1.4) can be
represented in the form T0 (r, t ) + T1 (r, t ) where T0 (r, t ) runs over the
set of all functions satisfying the homogeneous linear equation (1.4).
Problem 1.1.4. Write the heat equation for the cases when it
follows from the problem situation that the sought-for temperature is
independent of one or two spatial coordinates. In other words, write the
two-dimensional and the one-dimensional heat equations,
respectively.

Review Questions to Section 1.1

1. What is the difference between heat conduction and heat transfer

by convection?
2. Under what conditions does the description of the heat conduction
reduce to the study of a single scalar function (scalar field)
T (r, t ) ?
3. As functions of coordinates, can the quantities c , k , ρ , and F in the
heat equation (1.4) have discontinuities on some sets of the object’s
points? Justify your answer.

A10
4. Under what conditions is the Divergence Theorem valid? The
theorem was referred to in deriving Equation (1.2).
5. To what fundamental principle is the appearance of the minus sign on
the right of Formula (1.3) attributed?
6. Under what conditions can one consider Equation (1.4) linear?

1.2. The Cauchy Problem for the Heat Equation in an

Infinite Space. The Uniqueness of the Solution

The initial distribution of temperature, specified for a certain

time t 0 , physical conditions on the boundaries, and functioning of heat
sources are three major factors which determine the course of the heat
conduction within a system. Following t 0 , all subsequent changes in
its temperature are governed by the heat equation (with coefficients
expressed in terms of the system’s specific parameters and
inhomogeneous term describing the effect of the sources) and by the
boundary conditions.
The general problem for finding a function, of a given class,
satisfying both the equation of the process under study and the
boundary conditions when t > t 0 and taking on given initial values
when t = t 0 is called the Cauchy problem.
We shall study Cauchy problems only for linear systems whose
equations and all additional physical conditions are of the form of linear
constraints imposed on values of the desired function and those of its
derivatives. Unless stated otherwise, we shall also assume that t 0 = 0 .
The uniqueness of the solution to the Cauchy problem for the
linear heat equation can be proven on the basis of the physically-clear
maximum (minimum) value principle, as well as with the aid of
mathematically-formal methods.
According to the maximum (minimum) value principle, on any
closed bounded region Ω with no heat sources or sinks inside, the
temperature changes in such a manner on the time interval t ∈ [0, τ ] ,
0 < τ < ∞ , that only at the instant t = 0 may its values

A11
Tmin = min T (r, t ) and Tmax = max T (r, t ) occur at an interior point
r∈Ω r∈Ω
0 ≤t ≤τ 0 ≤t ≤τ

of Ω .
The physical meaning of this statement stems from the basic laws
of thermodynamics. If, for example, the maximum value of the
temperature is Tmax and occurs on the boundary of Ω at some instant,
and Ω is void of any heat sources, then there is no factor that would
cause the temperature to become later greater than Tmax at one, at least,
of Ω ’s inner or boundary points.
Suppose now that T1 and T2 represent two continuous solutions
to the Cauchy problem for the linear heat equation in some region.
Then everywhere in the region their difference T1 − T2 satisfies the
homogeneous linear heat equation and is zero at the initial time. By
consecutive application of the maximum and the minimum value
principles, we see that the difference T1 − T2 equals zero identically at
any other time as well; that is, the functions T1 and T2 are equal.
Let us change now to formal proving the uniqueness of the
solution to the Cauchy problem for the linear heat equation in an
infinite space. For this purpose some concepts and results of analysis
need recalling.
A function f (r ) defined in the entire three-dimensional space
E3 is called integrable over E3 if
∞ ∞ ∞

∫ f (r) dr = ∫ ∫ ∫ f ( x, y, z) dxdydz < ∞

E3 −∞ −∞ −∞
*)

We shall customarily use the symbol L1 to denote the set of all

such complex-valued functions.

*)
Further, dr always stands for the volume (measure) of an infinitesimal
neighborhood of point r .

A12
 Problem 1.2.1. Let f (r ) and g (r ) be functions of L1 . Prove
that ( f ± g ) ∈ L1 .
Hint. For any complex numbers u and v , there holds the
inequality
u±v ≤ u + v

Problem 1.2.2. Let f (r ) ∈ L1 , and let g (r ) be a continuous

and bounded function; that is, there is a nonnegative number C < ∞
such that sup g (r ) ≤ C . Prove that the product g ⋅ f ∈ L1 and that

∫ g (r) ⋅ f (r) dr ≤ C ∫ f (r) dr

E3 E3
(1.7)

It should be noted that a function of L1 may in general have

discontinuities on a dense set of points in E 3 . Indeed, consider the
nonnegative function
e −r
g (r ) = g (r ) =
4πr
where r = r = x 2 + y 2 + x 2 . The integral

J ( R) =
∫ g ( r ) dr
r <R

is readily evaluated in spherical coordinates

x = r sin θ cos ϕ , y = r sin θ sin ϕ , z = r cosθ
0 ≤θ ≤π , 0 ≤ ϕ < 2π , 0≤ r <∞, dr = r 2 sin θ dθ dϕ
We have:
R

∫
J ( R) = e − r rdr = 1 − (1 + R )e − R → 1
0
R →∞

So, g (r ) ∈ L1 and

A13
 ∫ g (r) dr = 1
E3

For any point a = (a x , a y , a z ) ∈ E3 and any number λ > 0 , the

change of variables
x′ = λ ( x − ax ) , y′ = λ ( y − a y ) , z′ = λ ( z − a z )
yields:

∫ g (λ r − a )dr = λ ∫ g (r′)dr′ =λ
−3 −3
(1.8)
E3 E3

Consider now the function q (r ) formally defined as the sum

∞

q(r ) = ∑ g (n r − a
n =1
n )
(
of a series of nonnegative functions g n r − a n ∈ L1 , with {a n } being )
an arbitrary sequence of points in E 3 . It is known that the series
∞

∑ h (r)
n =1
n of nonnegative functions hn (r ) ∈ L1 converges almost

everywhere in E3 to a function of L1 if and only if

∞

∑ ∫ h (r) dr < ∞ . Since, by (1.8),

n =1 E
n

∞ ∞

∑∫ ∑n
1
g (n r − a n ) dr = 3
<∞
n =1 E n =1
3

q(r ) is a function of L1 , with infinite discontinuities at least at the

points of the sequence {a n } . But {a n } may be chosen to be dense in
E3 .

A14
 Problem 1.2.3. Find the values of the exponents α and β for
which the functions
e −r 1
g (r ) = C and h(r ) = C β
rα r α r − r0
belong to L1 .

We shall call a function defined in E 3 infinitely smooth if

everywhere in E 3 , it is continuous and has continuous partial
derivatives of any order; compactly supported if it assumes nonzero
values only inside some sphere of finite radius; and we shall denote by
K the set of all infinitely smooth, compactly supported functions.
Evidently, K ⊂ L1 .
Despite the fact that a function of L1 may have singularities, for
any f (r ) ∈ L1 there is a sequence { f n (r )} of functions of K which
tend to f (r ) at almost every point in E 3 , and for which

lim
n→∞ ∫ f (r) − f (r) dr = 0
E3
n

Denote by W ( 2 ) the set of all twice-differentiable complex-

valued functions f (r ) of L1 which satisfy the condition: for any
f (r ) , there is a sequence { f n (r )},
of functions of K uniformly
bounded together with their first derivatives, which has the following
properties:
(1) on every bounded region in E 3 , it converges uniformly to
f (r ) as n → ∞ , and so do the first-derivative sequences
 ∂f n (r )   ∂f n (r )   ∂f n (r ) 
 ,  ,  
 ∂x   ∂y   ∂z 
but to the corresponding first derivatives of f (r ) ;

A15
 (2) lim
n→∞ ∫ f (r) − f (r) dr = 0
E3
n (1.9)

∂f (r ) ∂f n (r )
(3) lim
n→∞ ∫
E3
∂x
−
∂x
dr = 0 (1.10)

∂ 2 f (r ) ∂ 2 f n (r )
lim
n →∞ ∫
E3
∂x 2
−
∂x 2
dr = 0 (1.11)

and the same holds true for the first and second partial derivatives with
respect to y and z .
Note that any f (r ) ∈ W ( 2 ) is continuous, for it is the limit of a
sequence of continuous functions that uniformly converges on every
bounded region in E 3 ; and bounded, because by definition of W ( 2 ) for
every such a sequence { f n (r )} there is a positive constant C < ∞ such
that max f n (r ) < C for all n , which means that the modulus of the
limit of { f n (r )} can exceed C nowhere. Similar reasoning is valid for
the first derivatives of f (r ) .

Lemma 1.2.1. Let f (r ) ∈ W ( 2 ) and let g (r ) be a bounded

continuous function with bounded continuous first derivatives. Then

∫ div(g (r) ⋅ grad f (r))dr = 0

E3
(1.12a)

If, in addition, g (r ) has bounded continuous second derivatives,

then

∫ div( f (r) ⋅ grad g (r))dr = 0

E3
(1.12b)

Proof. The equality (1.12a) holds for any f (r ) ∈ K and any

g (r ) satisfying the conditions of the lemma. Indeed, the integral
(1.12a) is actually taken then over some ball r < R < ∞ , on whose

A16
surface both f (r ) and its derivatives equal zero identically. Applying
the Divergence Theorem, we get:

∫ div(g (r) ⋅ grad f (r))dr = ∫ div(g (r) ⋅ grad f (r))dr =

E3 r<R

∂f (r )
=
∫
r=R
g (r )(n ⋅ grad f (r ) ) dA(r ) =
∫
r=R
g (r ) ⋅
∂r
dA(r ) =0

where dA(r ) stands for the surface element of the sphere r = R .

Now, let f (r ) be an arbitrary function of W ( 2 ) and { f n (r )} be
the sequence of functions of K converging to f (r ) in accordance
with the definition of W ( 2 ) . Denoting the variables x , y and z as
x1 , x2 and x3 , respectively, and using the above result, for any term of
the sequence we can write:

∫ div(g (r) grad f (r))dr = ∫ div[g (r) grad( f (r) − f (r)) ]dr ≤
E3 E3
n

3
∂ 2
( f (r ) − f n (r ) )
≤
∫ g (r) ∑
E3 i =1 ∂xi
2
dr +
(1.13)
∂ g (r ) ∂ ( f (r ) − f n (r ) )
3

+
∫∑
E3 i =1
∂xi ∂xi
dr ≤

∂ 2 ( f (r ) − f n (r ) ) ∂ ( f (r ) − f n (r ) )
3 3

≤ C1 ∑∫i =1 E ∂xi
2
dr + C 2 ∑∫
i =1 E
∂xi
dr
3 3

where C1 and C2 are the upper bounds of g and ∂g ∂xi ,

respectively. By (1.10) and (1.11), the right side of (1.13) tends to zero
as n → ∞ , whereas the left one is independent of n and, therefore, is
zero.
The equality (1.12b) is proved similarly.

A17
 Problem 1.2.4. Find the values of the exponents α and β for
which the relation (1.13) holds for the functions
A Br
f (r ) = and g (r ) = .
rα 1 + Cr β

We are now in a position to prove the uniqueness of the solution

to the Cauchy problem for the linear heat equation in an infinite space.
We shall require that for every t > 0 , the sought-for temperature
T (r, t ) be a function of W ( 2 ) smooth in t at any point r ∈ E3 fixed
and satisfying the condition
t1
∂T (r, t )
∫ dt ∫ dr
0 E3
∂t
<∞ (1.14)

for any t1 > 0 . We shall also require that for every t > 0 , the power
density F (r, t ) in the heat equation (1.4) be a function of L1 .
Physically, the condition (1.14) implies the finiteness of the total
variation in heat energy in all elementary volumes over the time t1 ,
which amounts to
t1
∂T (r, t )
∫ ∫
0
dt dr c(r ) ρ (r )
E3
∂t
and that on F (r, t ) does the finiteness of the total power of all heat
sources.
Let us denote by Q the class of functions, of variables r and t ,
that satisfy the above conditions on T (r, t ) . Then the Cauchy problem
for the linear heat equation is stated as follows: from among functions
T (r, t ) of Q , find one satisfying the linear equation (1.4) and the
condition
T (r,0) = T0 (r ) (1.15)
T0 (r ) being an arbitrary integrable function.

A18
 Theorem 1.2.2. Let the coefficients c(r ) , ρ (r ) , and k (r ) in
the linear heat equation (1.4) be strictly positive, bounded, and continuous
functions, k (r ) have in addition bounded continuous first derivatives,
and the power density F (r, t ) belong to L1 . Then the Cauchy problem
(1.4), (1.15) has at most one solution belonging to Q .
Proof. Suppose that T1 (r, t ) and T2 (r, t ) are two solutions to
the inhomogeneous linear heat equation (1.4) that satisfy identical
initial conditions and belong to Q . Then the function
T (r, t ) = T1 (r, t ) − T2 (r, t ) satisfies the homogeneous linear equation
∂T (r, t )
c(r ) ρ (r ) = div(k (r ) ⋅ grad T (r, t ) ) (1.16)
∂t
and zero initial condition
T (r,0) = 0 (1.17)
Since both Equation (1.16) and the condition (1.17) are
homogeneous, we can assume, without loss of generality, that T (r, t )
is a real-valued function of Q . It follows from the condition (1.14) and
the requirements imposed on the functions T (r, t ) , c(r ) , and ρ (r ) ,
and also from Fubini’s Theorem (see Section 4.5) that the function
∂T (r, t ) ∂ 1 
c(r ) ρ (r ) T (r, t ) =  c(r ) ρ (r )T 2 (r, t ) 
∂t ∂t  2 
is integrable with respect to r over E3 and with respect to t from 0 to
t1 > 0 , and that the equality
t1
 ∂T (r, t ) 
0 E
∫ ∫
J (t1 ) ≡ dt dr c(r ) ρ (r )

3
∂t
T (r, t )  =

t1
 ∂T (r, t ) 
=
∫ ∫
E3
dr dt  c(r ) ρ (r )
0
 ∂t
T (r, t ) 

holds.

A19
 Integrating with respect to t in the latter double integral, and
taking into account the condition (1.17), we get:
1
J (t1 ) =
2 ∫
dr c(r ) ρ (r )T 2 (r, t1 )
E3
(1.18)

On the other hand, integrating with respect to the spatial

variables in the former double integral and using Equation (1.16), we
have:
t1

∫ ∫
J (t1 ) = dt dr T (r, t ) div(k (r ) grad T (r, t ) ) =
0 E3
t1

∫ ∫
= dt dr div(k (r ) T (r, t ) grad T (r, t ) ) −
0 E3
(1.19)

t1
 ∂T (r, t )  2  ∂T (r, t )  2  ∂T (r, t )  2 
∫ ∫
− dt dr k (r ) 
0 E3

 
 +
∂x   ∂y   ∂z  
 +  

Putting f (r ) = T (r, t ) and g (r ) = k (r )T (r, t ) for each fixed t ,
we see that the first integral on the right of (1.19) equals zero,
according to Lemma 1.2.1. The second one is nonnegative, which
results in the inequality J (t1 ) ≤ 0 . At the same time, it follows from
(1.18) that J (t1 ) ≥ 0 . Therefore, J (t1 ) = 0 , and, in view of the
continuity of T (r, t ) , we infer from (1.18) that T (r, t1 ) ≡ 0 for
arbitrary t1 > 0 .
Thus, T1 (r, t ) ≡ T2 (r, t ) for all t > 0 .

Review Questions to Section 1.2

1. What is the Cauchy problem for the linear heat equation?

2. From what principles does the uniqueness of its solution follow?
3. Let a function f (r ) ∈ L1 . Does it follow from this that it vanishes
at infinity? That its points of discontinuity cannot accumulate at

A20
 infinity? Justify your answer.
4. Let a function T (r, t ) of Q satisfy the homogeneous linear heat
equation. At what time does the maximum of the function formally
given by the integral J (t ) =
∫ ρ (r)c(r)T
2
(r, t )dr occur?
E3

5. What is the physical meaning of the condition T0 (r ) ∈ L1 on the

initial temperature distribution T (r,0) = T0 (r ) ?

1.3. The Linear Heat Equation with Constant

Coefficients in E3 . The Solution to the Cauchy
Problem

This section is concerned with finding a function u (r, t ) that

satisfies the equation
∂u
= a 2 ∆ u + f (r , t ) (1.20)
∂t
the initial condition

u (r,0) = T0 (r ) (1.21)
and that belongs to a particular class of differentiable functions.
We start by drawing attention to one symmetry that is intrinsic to
the homogeneous equation
∂u
= a 2 ∆u (1.22)
∂t
There exists a rather rich class of transformations of coordinates
and time
x ′ = ξ ( x, y, z , t ), y ′ = η ( x, y, z , t ), z ′ = ζ ( x, y, z , t )
(1.23)
t ′ = τ ( x, y , z , t )
that are generated by twice continuously differentiable functions ξ , η ,
ζ , and τ , and that determine a one-to-one mapping of E3 and the time

A21
half-line (t 0 , ∞) onto E 3 and the time half-line (t 0′ , ∞) , yet leaving
Equation (1.22) invariant. The last means that the form of (1.22) in the
variables x ′ , y' , z' , and t' and that in x , y , z , and t are the same.

Problem 1.3.1. Using the Chain Rule for functions of many

variables, find the conditions which ξ , η , ζ , and τ must satisfy so
that the form of Equation (1.22) remains intact under Transformations
(1.23).
Hint. For the function u = u ( x' , y' , z' , t' ) we have:
∂u ∂u ∂x' ∂u ∂y' ∂u ∂z' ∂u ∂t'
= + + +
∂t ∂x' ∂t ∂y' ∂t ∂z' ∂t ∂t' ∂t
2 2 2 2
∂ 2 u ∂ 2 u  ∂x'  ∂ 2 u  ∂y'  ∂ 2u  ∂z'  ∂ 2 u  ∂t' 
=   +   +   + 2  +
∂x 2 ∂x' 2  ∂x  ∂y' 2  ∂x  ∂z' 2  ∂x  ∂t'  ∂x 
∂u ∂ 2 x' ∂u ∂ 2 y' ∂u ∂ 2 z' ∂u ∂ 2 t'
+ + + + +
∂x' ∂x 2 ∂y' ∂x 2 ∂z' ∂x 2 ∂t' ∂x 2
∂ 2 u ∂x' ∂y' ∂ 2 u ∂x' ∂z' ∂ 2 u ∂x' ∂t'
+2 +2 +2 +
∂x'∂y' ∂x ∂x ∂x'∂z' ∂x ∂x ∂x'∂t' ∂x ∂x
∂ 2 u ∂y' ∂z' ∂ 2 u ∂y' ∂t' ∂ 2 u ∂z' ∂t'
+2 +2 +2
∂y'∂z' ∂x ∂x ∂y'∂t' ∂x ∂x ∂z'∂t' ∂x ∂x
∂ 2 u ∂y 2 and ∂ 2 u ∂z 2 are found similarly. Substituting all
these derivatives into Equation (1.22), we then require that each
‘primed’ derivative of u in the new equation and its ‘unprimed’
counterpart in Equation (1.22) have equal coefficients. This yields:
the equation
∂τ
= a 2 ∆ τ + ϕ (r , t )
∂t
where ϕ (r , t ) > 0 is an arbitrary function;
the six conditions of the form

A22
 ∂A
= a 2 ∆A
∂t
2 2 2
 ∂A   ∂A   ∂A 
  +   +   = ϕ (r, t )
 ∂x   ∂y   ∂z 
where A is any of the functions ξ , η , or ζ ;
and the six conditions
 ∂B  ∂C   ∂B  ∂C   ∂B  ∂C 
   +    +   =0
 ∂x  ∂x   ∂y  ∂y   ∂z  ∂z 
where both B and C are any of the functions ξ , η , ζ , or τ ; but
B ≠C.

Problem 1.3.2. Using the conditions which Transformations

(1.23) must meet (see Problem 1.3.1), make sure that Equation (1.22) is
invariant under:
(a) translations of the origin and the zero time reference point
x' = x − x0 , y' = y − y 0 , z' = z − z 0 , t' = t − t 0 ;
(b) rotations about the coordinate axes through arbitrary angles;
those are exemplified by the transformation
x' = x cos α − y sin α , y' = x sin α + y cos α , z' = z , t' = t ;
(c) scaling transformations
x' = λx, y' = λy, z' = λz , t' = λ2t , λ > 0 .

It follows from the invariance of Equation (1.22) under some of

Transformations (1.23) that if a function u ( x, y, z , t ) satisfies Equation
(1.22), then so does the composite function
u~ ( x, y, z , t ) = u (ξ ( x, y, z , t ),η ( x, y, z , t ), ζ ( x, y, z , t ),τ ( x, y, z , t ) )
(1.24)
In general, u ( x, y, z , t ) and u~ ( x, y, z; t ) are different. Those
partial solutions of Equation (1.22) which remain unchanged under both
scaling transformations and rotations about the coordinate axes through
arbitrary angles are called similarity solutions.

A23
 Problem 1.3.3. Find the similarity solutions to Equation (1.22),
and also those to its two- and one-dimensional versions.
Hint. A similarity solution u~ depends upon the coordinates and
the time only through their combination
r
τ= , r = x2 + y2 + z2
a t
that is,
u~ ( x, y, z , t ) = u~ (τ ) (1.25)
Substitute (1.25) into (1.22) to find the ordinary differential
equation for u~ (τ ) and then its general solution.

Problem 1.3.4. Consider that similarity solution of Equation

(1.22) which vanishes at infinity. Make sure that it describes the
temperature distribution around a point source whose heat starts being
released at t = 0 and increases as t 3 / 2 as time passes.

In solving the Cauchy problem (1.20), (1.21), another special

solution of Equation (1.22) is of great significance. It is of the form
r2
1 −
G (r, t ) = e 4 a 2t
, t>0 (1.26)
(4πa t )
2 3/ 2

where r = x 2 + y 2 + z 2 , as before. Note that G (r, t ) > 0 .

Problem 1.3.5. Verify that for t > 0 , G (r, t ) satisfies the

homogeneous equation (1.22).

Problem 1.3.6. Verify that for t > 0 ,

∫ G(r, t ) dr = 1
E3
(1.27)

Solution. The triple integral (1.27) can be evaluated as an iterated

integral; that is,

A24
 ∞ ∞ ∞ x2 + y2 + z2
1
∫ ∫ ∫ ∫
−
J = G (r, t ) dr = dx dy dz e 4 a 2t

E3
(4πa t ) 2 3/ 2
−∞ −∞ −∞

In accordance with the Laws of Exponents, the relation

e a +b = e a e b
holds for any real or complex numbers a and b . Using it, we find:
3
 1
∞
 x2

∫
−
J = dx e 4 a t 
2
(1.28)
(
 4πa 2 t )1/ 2
−∞

The well-known formula
∞

∫
2
dx ′ e − x' = π (1.29)
−∞

then yields ( x′ = x 2
4a t ):
∞ x2 ∞
1 1
∫ ∫
− 2
dx e 4 a 2t
= dx ′ e − x ′ = 1 (1.30)
(4πa t )
2 1/ 2
−∞
π −∞
Formula (1.29) can be proved as follows. Obviously,
∞

∫
2
J0 = dx e − x > 0
−∞
2
since the integrand takes on only positive values. Write J 0 as
∞ ∞ ∞ ∞

∫ ∫ ∫∫
2 − x2 − y2 2
+ y2 )
J0 = dx e dy e = dxdy e −( x
−∞ −∞ −∞ −∞
and make the change of variables
x = R cosθ , y = R sin θ , 0 ≤ R < ∞, 0 ≤ θ < 2π
in the latter integral, to obtain:

A25
 ∞ 2π ∞

∫ ∫ ∫
−R2 2
RdR dθ e = π d (R 2 ) e −R = π
2
J0 =
0 0 0

Note that not only G (r, t ) , but also the function

2
r −r0
−
1 2
4 a ( t −t0 )
G (r, r0 ; t , t 0 ) = G ( r − r0 , t − t 0 ) = e
(4πa 2
(t − t 0 ) ) 3/ 2

satisfies Equation (1.22), due to the invariance of (1.22) under

translations of the origin and the zero time reference point. Here
r − r0 = ( x − x0 ) 2 + ( y − y 0 ) 2 + ( z − z 0 ) 2 and t > t 0 , r0 and t 0
being arbitrary.
G (r, r0 ; t , t 0 ) also satisfies the equations
∂G ∂G
= a 2∆ 0 G , = −a 2 ∆ 0 G
∂t ∂t 0
∂2 ∂2 ∂2
where ∆ 0 ≡ 2
+ 2
+ 2
.
∂x0 ∂y 0 ∂z 0
The function G (r, r0 ; t , t 0 ) is called the fundamental solution,
or the Green’s function, of Equation (1.22).

Lemma 1.3.1. Let an arbitrary integrable function g (r ) be

continuous at a point r0 . Then

t ↓t 0 ∫
lim G (r' , r0 ; t , t 0 ) g (r' ) dr' = g (r0 )
E3
(1.31)

Proof. Since g (r ) is continuous at r0 , for any number ε > 0

there is a number δ > 0 such that
g(r ) − g(r0 ) < ε (1.32)
for every r in the ball r − r0 < δ .
Let t > t 0 . Split the integral in (1.31), J (t ) , into two parts:

A26
 J (t ) = J 1 (t ) + J 2 (t )
where
J 1 (t ) =
∫ G(r' , r ; t, t ) g (r' ) dr'
r' − r0 >δ
0 0

J 2 (t ) =
∫ G(r' , r ; t, t ) g (r' ) dr'
r' − r0 <δ
0 0

Taking into account the explicit expression for G (r' , r0 ; t , t 0 ) , we

see that for r' − r0 > δ ,
δ2
−
1 2
4 a ( t −t 0 )
G (r' , r0 ; t , t 0 ) ≤ e
(4πa 2
(t − t 0 ) ) 3/ 2

and J1 (t ) can be estimated as follows:

J 1 (t ) ≤
∫ G(r' , r ; t, t ) g (r' ) dr' ≤
r' −r0 >δ
0 0

δ2
−
1
∫ g (r' ) dr'
2
4 a ( t −t0 )
≤ e
(4πa 2
(t − t 0 ) )
3/ 2
E3

Since
δ2
−
1 2
4 a ( t −t 0 )
lim e =0
t ↓t 0
(4πa 2
(t − t 0 ) ) 3/ 2

we obtain:
lim J 1 (t ) = 0
t ↓t 0

Rewrite J 2 (t ) as
J 2 (t ) = J 21 (t ) + J 22 (t )
where
J 21 (t ) = g (r0 )
∫ G(r' , r ; t, t ) dr'
r' −r0 <δ
0 0

A27
 J 22 (t ) =
∫ G(r' , r ; t, t )(g (r' ) − g (r ))dr'
r' −r0 <δ
0 0 0

Changing to the new variable of integration

1 1
r= (r' − r0 ) , dr = dr'
2a t − t 0 (4a 2
(t − t 0 ) )3/ 2

we see that
1 1
∫ ∫ ∫
2 2
lim G (r' , r0 ; t , t 0 ) dr' = lim e − r dr = e − r dr = 1
t ↓t 0 t ↓t 0 π 3/ 2 δ
π 3/ 2
r' −r0 <δ E3
r<
2 a t −t 0

and so
lim J 21 (t ) = g (r0 )
t ↓t 0

As t ↓ t 0 , the remainder J 22 (t ) remains less than any

infinitesimal ε . Indeed, in view of (1.26) and (1.32), we have:
J 22 (t ) ≤
∫ G(r' , r ; t, t ) g (r' ) − g (r ) dr' ≤
r' −r0 <δ
0 0 0

∫
≤ ε G (r' , r0 ; t , t 0 ) dr' = ε
E3

Note 1.3.2. In fact, the integrability of g (r ) is not a necessary

requirement. It was used only to prove the fact that the integral J 1 (t )
tends to zero as t → 0 . In the case of nonintegrable functions, this
integral may tend to zero as t → 0 , too.
Problem 1.3.7. Prove that the relation (1.31) still holds if g (r )
is required to be uniformly bounded in the entire E 3 , rather than
integrable.
We are now in a position to find the solution to the Cauchy
problem (1.20), (1.21).
Let a twice differentiable function T (r, t ) , which is also

A28
integrable along with its first and second derivatives, satisfy Equation
(1.20) and the initial condition (1.21). Then for t > t' , the following
relation holds for T (r, t ) and G (r, r' ; t , t' ) :

∫ [T (r′, t ′)∆'G(r, r′; t, t ′) − G(r, r′; t, t ′)∆'T (r′, t ′)]dr' =0 (1.33)

E3

∂2 ∂2 ∂2
where ∆ ′ ≡ + + .
∂x ′ 2 ∂y ′ 2 ∂z ′ 2
Indeed, taking into consideration Lemma 1.2.1 and the fact that
for fixed values of r and t > t ′ the function G and its derivatives in
r ′ belong to W ( 2 ) , we have:

∫ [T (r′, t ′)∆'G(r, r′; t, t ′) − G(r, r′; t, t ′)∆'T (r′, t ′)]dr' =

E3

=
∫ div′[T (r′, t ′)grad'G(r, r′; t, t ′) − G(r, r′; t, t ′)grad'T (r′, t ′)]dr' =0
E3

Next, using the relation (1.33) and the equations for T (r, t ) and
G (r, r' ; t , t' ) , we can write:
t
  ∂G (r, r ′; t , t ′) 
0
∫ ∫
0 = dt ′ T (r ′, t ′) 
E3
  ∂t ′
+ a 2 ∆' G (r, r ′; t , t ′) −

 ∂T (r ′, t ′) 
− G (r, r ′; t , t ′) − + a 2 ∆' T (r ′, t ′) + f (r ′, t ′) dr ′ =
 ∂t ′ 
t t
∂
∫
= dt ′
0
∂t ′ ∫
E3
∫ ∫
G (r, r ′; t , t ′)T (r ′, t ′) dr ′ − dt ′ G (r, r ′; t , t ′) f (r ′, t ′) dr ′ =
0 E3

t ′↑ t ∫
E3
t ′↓ 0 ∫
= lim G (r, r ′; t , t ′)T (r ′, t ′) dr ′ − lim G (r, r ′; t , t ′)T (r ′, t ′) dr ′ −
E3
t

∫ ∫
− dt ′ G (r, r ′; t , t ′) f (r ′, t ′) dr ′
0 E3

A29
 We shall assume that the solution T (r, t ) approaches the initial
value T0 (r ) as t ↓ 0 , that is,
lim T (r, t ) − T0 (r ) = 0
t ↓0
Then, in view of the continuity and boundedness of G (r, r' ; t , t' )
for t > t' , we see that
lim G (r, r' ; t , t' )T (r' , t' ) dr' = G ( r - r' ; t )T0 (r' ) dr'
t' ↓ 0 ∫
E3
∫
E3

On the other hand, in view of Lemma 1.3.1 and the uniform

continuity of T (r, t ) within every region of finite volume, we have:

t' ↑t ∫
lim G (r, r' ; t , t' )T (r' , t' ) dr ' = T (r, t )
E3

So, the final result is:

t

T (r, t ) = G ( r − r' ; t )T0 (r' ) dr' +

∫
E3
∫ dt' ∫ G( r − r' ; t − t' ) f (r' , t' ) dr'
0 E3

(1.34)

Review Questions to Section 1.3

1. Under what transformations of coordinates and time is the heat

equation (1.22) invariant?
2. What solutions of Equation (1.22) are called similarity solutions?
3. Suppose that the temperature in an infinite object changes with
time in the same way as does the similarity solution of Equation
(1.22). Is the heat content in the object conserved?
4. What are the properties of the Green’s function for Equation
(1.22)?

A30
 1.4. The Meaning of the Green’s Function

Suppose that the temperature distribution within an infinite

medium at the initial time t = t 0 is given by an integrable or bounded
function T0 (r ) . If the medium is uniform and contains no heat sources
(or sinks), then its temperature T (r, t ) at an arbitrary point r at times
t > t 0 is related to T0 (r ) by (see Formula (1.34))

∫
T (r, t ) = G (r, r' ; t − t 0 ) T0 (r' ) dr'
E3
(1.35)

where G (r, r' ; t ) is the Green’s function for the linear heat equation
with constant coefficients. A similar relation holds for the linear heat
equations with variable coefficients, describing the heat conduction in
nonuniform media, and also for those defined for bounded spatial
regions.
Consider the case of nonuniform media in more detail. Let
t 0 = 0 . Under some, rather general, conditions, there is a continuous
function G (r, r' ; t ) , t > 0 , that is defined in E 3 and has the following
properties:
(1) in its spatial variables r and r' , it is twice-differentiable and
also integrable (along with all its first and second partial derivatives)
over E 3 ;
(2) it is symmetric in r and r' :
G (r, r' ; t ) = G (r' , r; t ) (1.36)
(3) for fixed values of r' , it satisfies the homogeneous equation
∂G
c(r ) ρ (r ) = div(k (r ) grad G ) (1.37)
∂t
(4) the relation

t ↓t 0 ∫
lim G (r0 , r' ; t ) g (r' )c(r' ) ρ (r' ) dr' = g (r0 )
E3
(1.38)

holds for any function g (r ) that is bounded or even rather slowly

increasing at infinity, r0 being its point of continuity.

A31
 Should the conditions ensuring the above properties of
G (r, r' ; t ) be met, the general solution of the Cauchy problem for the
heat equation (1.4) with variable coefficients, T0 (r ) and F (r, t ) being
integrable or bounded, is given by

∫
T (r, t ) = G (r, r' ; t )c(r' ) ρ (r' )T0 (r' ) dr' +
E3
t (1.39)

∫ ∫
+ dt' G (r, r' ; t − t' ) F (r' , t' ) dr'
0 E3

Recall that T0 (r ) and F (r, t ) represent the initial temperature

within a medium and the power density of heat sources, respectively.
In the absence of heat sources, the solution of the Cauchy problem for
the corresponding homogeneous equation reduces to

∫
T (r, t ) = G (r, r' ; t )c(r' ) ρ (r' )T0 (r' ) dr'
E3
(1.40)

The product c(r' ) ρ (r' )T0 (r' ) under the integral sign (1.40)
represents the initial density of heat energy at point r' , that is, the
medium’s heat content per unit volume in a small neighborhood of r'
at t = 0 .
Assume now that at t = 0 , the initial temperature in a medium is
nonzero only within a small neighborhood Ω of a point r' = r0 , and
that the medium is void of heat sources. The integral (1.40) is then
taken over Ω only. In view of the continuity of the Green’s function,
we can write

∫
T (r, t ) ≈ G (r, r0 ; t ) c(r' ) ρ (r' )T0 (r' ) dr' = G (r, r0 ; t )Q0
E3

where Q0 is the heat amount that was either stored within Ω at the
initial time t = 0 or somehow injected into there at that instant.

A32
 So, the Green’s function G (r, r0 ; t − t 0 ) is equal to the
temperature that a medium has at point r at time t > t 0 due to a unit
amount of heat instantly injected into it at point r0 at moment t 0 ,
provided the medium’s temperature before t 0 is zero throughout and
other heat sources are absent.
Functions with similar meaning arise in various problems of
mechanics and physics. There they are also called Green’s functions,
as well as propagators, functions of influence, or response functions.

Note. The Green’s function for the heat equation (1.22) with
constant coefficients differs from the above one by the factor of cρ ,
which is for a uniform medium its heat capacity per unit volume. If a
unit amount of heat is instantly injected into a uniform medium at the
point r0 = 0 at the moment t = 0 , and if the medium’s temperature
before is zero everywhere, then in the absence of other heat sources,
the Green’s function (fundamental solution) (1.26) is equal to the heat
energy density of the medium at point r at time t > 0 .

Problem 1.4.1. A uniform medium has zero temperature. At the

time t 0 = 0 , a heat amount of Q0 cal is instantly injected into an
infinitesimal neighborhood of a point r0 . Analyze subsequent
temperature changes occurring at an arbitrary point r ≠ 0 in the
medium with time. Find the maximum temperature that can be
registered at a distance r > 0 from the origin, and the instant when it is
attained.

Problem 1.4.2. Find the solution to the Cauchy problem for the
homogeneous heat equation in an infinite uniform medium whose
initial temperature is
2
−α r −r0
T0 (r ) = T0 e , α >0

A33
 Problem 1.4.3. Verify that the following identity is valid for the
Green’s function for the linear heat equation with constant coefficients:

∫
G (r, r0 ; t1 + t 2 ) = G (r, r' ; t 2 ) G (r' , r0 ; t1 ) dr' , t1 , t 2 > 0 (1.41)
E3

Hint. Take advantage of the result of the previous problem.

1.5. The Stationary Temperature. Newton’s Heat

Potential

If the initial temperature T0 (r ) is an integrable function, then its

contribution to the overall value of the temperature T (r, t ) becomes
negligible at any point r as time passes. Indeed, the following uniform
estimate is valid for an infinite uniform medium:
2 2
r −r' r −r'
1 1
(4πa t ) ∫ (4πa t ) ∫
− −
T0 (r' ) dr' ≤ T0 (r' ) dr' ≤
2 2
e
3/ 2
4a t
e
3/ 2
4a t
2 2
E3 E3

1
≤
(4πa t ) 2 3/ 2 ∫ T (r' ) dr' → 0
E3
0
t →∞

Consequently, only heat sources can cause the temperature

within such a medium to change as t → ∞ . Its limiting value is
t
 1 
dt' G ( r − r' , t − t' ) f (r' , t' ) dr' + O 3 / 2  (1.42)
T (r, t ) ≅
t →∞
0
∫ ∫
E 3
t 
where f (r, t ) = F (r, t ) cρ , and F (r, t ) is the power density of heat
sources.
If, in addition, the power density of the heat sources is an
integrable and time-independent function, F (r ) , then the temperature
eventually reaches a constant value at each point r in the medium.
This value equals ( τ = 1 4a 2 (t − t ′) ):

A34
 t
1
T (r ) = lim T (r, t ) = lim
t →∞ t → ∞ cρ ∫ dt' ∫ G( r − r' , t − t' )F (r' ) dr' =
0 E3

1 ∞

 F (r' ) dr' = 1 F (r' )
=
2a cρπ 3 / 2
2 ∫∫  dτ e − r −r' 2 τ 2

E3  0


4πk ∫ r − r' dr'
E3

(1.43)

Problem 1.5.1. Suppose that in (1.42),

q , 0 < r < R
f (r, t ) =  0
0, r>R
Find the temperature distribution that forms within an infinite uniform
medium as t → ∞ .

The expression on the right of (1.43) determines the limiting

stationary ( ∂T ∂t = 0 ) solution to the inhomogeneous heat equation.
It is called Newton’s (heat) potential.
If F (r ) is a continuously differentiable function decreasing at
infinity at least as
 1 
F (r ) = O 2+ε , ε >0 (1.44)
r →∞
r 
then Newton’s potential is that twice-differentiable solution to
Poisson’s differential equation
k ∆T (r ) = − F (r ) (1.45)
that vanishes at infinity and whose continuous first derivatives can be
obtained by differentiating (1.43) under the integral sign.
Poisson’s equation (1.45) can have only one vanishing-at-infinity
solution in E 3 , and that solution is the one to which, for any integrable
initial temperature T0 (r ) and any power density F (r ) satisfying the
above conditions, the temperature distribution within an infinite
uniform medium converges as time passes.
These statements are proved in the next section.

A35
 It should be emphasized that Poisson’s equation (1.45) represents
the heat equation for the special case of stationary temperature
distributions generated by heat sources and sinks of constant power.
Up to factors, electric and gravitational potentials are determined by
Formula (1.43) and Equation (1.45) as well.

Problem 1.5.2. Prove that if

 1 
F (r ) = O 3+ε , ε >0
r →∞
r 
1
then Newton’s potential (1.43) vanishes at infinity as , at least.
r
Problem 1.5.3. Let F (r ) be zero outside some bounded region.
For r → ∞ , find the explicit expression for Newton’s potential correct
1
to the term ~ .
r3
Note. The requirement (1.44) is not necessary that for any
integrable initial temperature T0 (r ) and for t → ∞ , the temperature
distribution within a uniform medium converge to that unique solution
of the stationary heat equation (Poisson’s equation (1.45)) which
vanishes at infinity. But it insures the representation of that solution in
Newton’s potential’s form.

Problem 1.5.4. Let

sin kr
F (r ) = q
r
represent the power density of heat sources in an infinite uniform
medium, and let the initial temperature in the medium be zero. Solve
the corresponding inhomogeneous heat equation (1.5) to verify that for
t → ∞ , the solution yields the stationary temperature distribution in
the medium which satisfies Equation (1.45) and vanishes as r → ∞ .

A36
 1.6. Decreasing Solutions of Poisson’s Equation

That the vanishing-at-infinity solution of Poisson’s equation in

E3 is unique follows from several simple but fundamental statements.

Lemma 1.6.1. Let a function u (r ) satisfy Poisson’s equation

∆u (r ) = − f (r )
in some region. If the function f (r ) is negative (positive) at a point
r0 inside the region, then having a maximum (minimum) at r0 is
impossible for u (r ) .

Problem 1.6.1. Recall the conditions which the second

derivatives ∂ 2 u ∂x 2 , ∂ 2 u ∂y 2 , and ∂ 2 u ∂z 2 satisfy at the points of
local maxima (minima) of a function u , to prove Lemma 1.6.1.

Any function u is called harmonic in some region if in there, it

is twice differentiable and satisfies Laplace’s equation
∆u (r ) = 0 (1.46)

Theorem 1.6.2. Let a function u (r ) be harmonic in a bounded

region Ω and continuous on the closure of Ω , S being the boundary.
Then nowhere within Ω can it achieve values that are either greater
than its maximum value on S or less than its minimum value on S .
Proof. Suppose that at some interior point r0 of Ω ,
u (r0 ) > u S + ε , ε >0
where u S is the maximum value of u (r ) on S . Due to the
boundedness of Ω , there is a number η > 0 such that
2 ε
max η r − r0 <
r∈S 2

A37
For the function
2
v(r ) = u (r ) + η r − r0
we, therefore, have:
ε
v S = max v(r ) ≤ u S +
r∈S 2
whence
ε
v(r0 ) = u (r0 ) > u S + ε ≥ v S +
2
So, the maximum value of v(r ) is achieved somewhere within
Ω . At the same time,
∆v = −(−6η ) > 0 ,
a contradiction to Lemma 1.6.1.
In much the same manner we prove that the values assumed by
u (r ) inside Ω are not less than the minimum value of u (r ) on S .

Corollary 1.6.3. If a function is harmonic everywhere in E 3

and vanishes at infinity, then it is identically zero.

Problem 1.6.2. Prove Corollary 1.6.3 and, based on it, the

uniqueness of the solution to Poisson’s equation in E 3 on the class of
functions vanishing at infinity.

Problem 1.6.3. Prove Earnshaw’s theorem: stable equilibrium

of a charged object under the action of electrostatic forces alone is
impossible.
Hint. The equilibrium configuration of a system of particles is
one for which the potential energy of the system has a minimum. (A
necessary condition for stable equilibrium of a system of particles).

1
Problem 1.6.4. Verify that for any value r' fixed, is a
r − r'
function of r harmonic everywhere in E 3 , except for the point r = r ′ .

A38
 We shall prove now that for a continuously differentiable
function F satisfying the condition (1.44), the vanishing-at-infinity
solution of Poisson’s equation (1.45) is given by Newton’s potential.
To begin with, we shall make sure that the Newton’s potential for F is
twice differentiable.
1
Since the function 2
is integrable over any bounded
r − r'
region, it is not difficult to verify that the first derivatives of Newton’s
potential (1.43) can be found by differentiating under the integral sign.
As an example, consider the derivative
∂T (r ) 1 x' − x
∂x
=
4πk ∫ r' − r
E3
3
F (r' ) dr' (1.47)

We have:
∂T (r ) 1 x' − x 1 1
∂x
≤
4πk ∫ r' − r
E3
3
F (r' ) dr' ≤
4πk ∫ r' − r
E3
2
F (r' ) dr' < ∞

Let us show now that the differentiability of F results in that of

the derivative (1.47).
In the particular case where F is not only differentiable, but also
compactly supported, that is, identically equal to zero outside a sphere
of finite radius, we can use the change of variable r'' = r' − r to
rewrite (1.47) as
∂T (r ) 1 x''
∂x
=
4πk ∫ r''
E3
3
F (r + r'' ) dr'' (1.48)

One can now differentiate the expression (1.48) under the

integral sign.
Changing to the general case, split F into the sum F1 + F2 of
two differentiable addends, one being zero outside a sphere of finite
radius R and the other inside a sphere of radius R1 < R . Such a
decomposition can be carried out, for instance, with the aid of the
infinitely differentiable functions

A39
  − 2R 2
2
 0, r ≤ R1
 R −r ,
ϕ 1 (r ) =  e r < R and ϕ 2 (r ) =  − R12 (1.49)
2 2
 0, r≥R  e r − R1 , r > R1
by letting
ϕ 1 (r ) F (r ) ϕ 2 (r ) F (r )
F1 (r ) = and F2 (r ) =
ϕ 1 (r ) + ϕ 2 (r ) ϕ 1 (r ) + ϕ 2 (r )
Then, obviously, the contribution
1 x' − x
4πk ∫ r' − r
E3
3
F2 (r' ) dr'

to ∂T ∂x from F2 can be differentiated under the integral sign if

r < R1 , whereas that from F1 reduces to an integral of the form (1.48),
which, too, can be differentiated under the integral sign.
It remains now to prove that under the mentioned conditions,
Newton’s potential (1.43) satisfies Poisson’s equation (1.45).
Note first that any twice continuously differentiable, compactly
supported function ψ (r ) can be represented in the form
1 1
ψ (r ) = −
4π ∫
E3
r − r′
∆ ′ψ (r ′) dr ′ (1.50)

Indeed, let S ε denote the surface of a sphere with radius ε > 0

and center at an arbitrary point r0 , and let Ω ε denote the exterior of
the sphere. It follows from the convergence of the integral (1.50) that
1 1 1 1
−
4π ∫r
E3
0 − r'
∆'ψ (r' ) dr' = − lim
ε ↓0 4π ∫ r − r' ∆'ψ (r' ) dr' (1.51)
Ωε
0

−1
Since in Ω ε the expression r0 − r' is a harmonic function of
r' , the integrand on the right of (1.51) can be transformed as follows:

A40
 1 1 1
∆'ψ (r ' ) = ∆'ψ (r' ) − ψ (r' )∆' =
r0 − r' r0 − r' r0 − r'
 1 1 
= div '  ∇'ψ (r' ) − ψ (r' )∇' 

 r0 − r' r0 − r' 
Further, using the Divergence Theorem and the fact that ψ is
compactly supported, we can write:
1 1
−
4π ∫ r − r' ∆'ψ (r' ) dr' =
E3
0
(1.52)
1  1 ∂ψ (r' ) ∂ 1 
= − lim
ε ↓ 0 4π ∫ 
 r − r' ∂n' − ψ (r' ) ∂n' r − r'
Sε 
0 0
 dS'


where the integrals on the right of (1.52) are taken over S ε , and the
∂ ∂n' stands for the gradient component in the direction of the inward
normal to S ε .
If ψ is a twice continuously differentiable, compactly supported
function, then there is a positive constant M < ∞ such that
∇ψ (r ) < M everywhere. So,

1 1 ∂ψ (r' ) 1 1 ∂ψ (r' )
4π ∫
Sε
r0 − r' ∂n'
dS' ≤
4π ∫
Sε
r0 − r' ∂n'
dS' ≤

1 M
≤ ⋅ ⋅ 4πε 2 = Mε
4π ε
Whence
1 1 ∂ψ (r' )
lim
ε ↓0 4π ∫r
Sε
0 − r' ∂n'
dS' = 0

Introducing the new variables r ′′ = r' − r0 , and taking into

account that on S ε
1 1 1 ∂ 1 ∂ 1 1
= = , =− = 2
r' − r0 r ′′ ε ∂n' r' − r0 ∂r ′′ r ′′ ε

A41
for the remaining integral on the right of (1.52) we obtain:
1 ∂ 1 1
4π ∫
ψ (r' )
Sε
∂n' r0 − r'
dS' =
4πε 2 0 ∫
ψ (r0 + r ′′) dS ′′ (1.53)
Sε

where the latter integral is taken over the surface S ε0 of a sphere with
radius ε and center at the point r ′′ = 0 . It follows from the continuity
of ψ that the average value of ψ (r0 + r ′′) over S ε0 in (1.53)
approaches ψ (r0 ) as ε → 0 . Therefore, the equality (1.50) holds for
ψ at any point r0 .
Now, consider an arbitrary twice continuously differentiable,
compactly supported function ψ . Multiplying both sides of (1.50) by
the power density F (r ) , and integrating the so-obtained equality over
the entire E 3 , we have:
 
1
 1 
∫E3
ψ (r ) F (r ) dr = −
∫∫
 r − r'
4π
E3  E3
∆'ψ (r' ) d r'  F (r ) dr =

 
 1 
=− 
∫∫  4πk r' − r
E3  E3

 E3
∫
F (r ) dr k∆'ψ (r' ) dr' = − T (r' )k∆'ψ (r' ) dr'

where T (r ) is the Newton’s potential for F (r ) . Since both T (r ) and

ψ (r ) are twice continuously differentiable, and, in addition, ψ (r ) is
compactly supported, the last integral can be rewritten as

∫ T (r' )k∆'ψ (r' ) dr' = − ∫ψ (r)k∆T (r) dr

E3 E3

We see now that

∫ψ (r)[k∆T (r) + F (r)]dr = 0

E3

Finally, in view of the arbitrariness of ψ , we obtain:

k∆T (r ) + F (r ) = 0
– Equation (1.45).

A42
 1.7. Forced Heat Oscillations. The Helmholtz Equation

If the power density of heat sources changes with time according

to the harmonic law
F (r, t ) = F0 (r ) cos(ωt − ϕ (r ) ) (1.54)
then, gradually, the temperature throughout the medium begins to
change harmonically, too, with the same frequency ω .
Indeed, let the power density of heat sources be given by (1.54),
with F0 (r ) being an integrable or, at least, bounded function. To find
the limiting value of the temperature T (r, t ) for t → ∞ , we rewrite
(1.54) as
~ ~
F (r, t ) = Re F0 (r )e − iωt , F0 (r ) = F0 (r )e iϕ ( r )
and substitute the complex-valued function
~ ~ ~ 1 ~
f (r, t ) = f 0 (r )e − iωt ,
f 0 (r ) = F0 (r )
cρ
into Formula (1.34) in place of f (r, t ) to evaluate the complex-valued
function ( τ = t − t' )
t
~ ~
∫ ∫
T (r, t ) = dt' G (r − r' , t − t' ) f (r' , t' ) dr' =
0 E3
t
~
∫ ∫
= dτ G (r − r' ,τ ) f (r' , t − τ ) dr'
0 E3
~
Next, we pass to the limit of T (r ,t ) for large values of t and use the
formula
Re e iα = cos α ( Imα = 0 )
to take the real part of that limit. This will give the answer.
Interchanging the order of integration with respect to r' and τ
~
in the expression for T (r , t ) , we obtain:

A43
 2
t r −r'
~ 1 ~
∫ ∫ (4πa τ )
−
T (r, t ) ≅ dr' dτ e −iω ( t −τ ) f 0 (r' ) =
2

3/ 2
e 4a t
t →∞ 2
E3 0
(1.55)

∫ dr'G ( r − r' )F (r' )

−iωt ~
=e ω 0
E3

where
2
∞ r −r'
1 dτ
Gω ( r − r' ) =
cρ (4πa ) ∫ τ
−
e 4 a 2τ
e iωτ (1.56)
2 3/ 2 3/ 2
0
To find an elementary expression for the integral (1.56), consider
a family of integrals of the form
∞ α
dτ
∫τ
− + izτ
Φα ( z ) = 3/ 2
e τ
(1.57)
0
which for the parameter α > 0 fixed is a function, of the parameter z ,
defined in the upper complex half-plane and on the real axis. Note that
the integrand of the integral (1.57) is a function of z that is one-valued,
bounded, and analytic in the closed upper half-plane and has an
integrable majorant independent of z :
α α
α − − Im zτ −
τ τ
1 − + izτ e e
e τ
≤ ≤
τ 3/ 2
τ 3/ 2
τ 3/ 2
It follows from this that Φ α ( z ) is one-valued and analytic in the
upper half-plane and has continuous limiting values on the real axis. If,
in addition, Φ α ( z ) is an elementary analytic function, then, according
to the uniqueness theorem for analytic functions, it can be found by
evaluating the integral (1.57) for z = iβ , β > 0 , and then by
continuing the so-obtained expression analytically to the entire upper
half-plane – to put it simply, by substituting − iz for β everywhere in
that expression.
So, let us evaluate Φ α (iβ ) , β > 0 . We start with the change of

A44
variable τ = u 2 α β , yielding:
∞  1 
β du − αβ  +u 2 
Φ α (iβ ) = 2
α
4
∫ 0
u2
e  u2 
(1.58)

Split now the integral (1.58) into the sum of two integrals, one
being taken from 0 to 1 and the other from 1 to ∞ , and follow this up
with the substitution u' = u −1 in the former integral, converting that by
doing so into an integral from 1 to ∞ , too. We obtain:
∞  1 
β  1  − αβ  +u 2 
Φ α (iβ ) = 2 4
α
1
∫
du  2 + 1e
u 
 u2 
=

∞ 1 
2

β  1  − αβ  −u 

∫
αβ
= 2 4 e −2 du  2 + 1e u 
α u 
1
1
One more substitution, w = u − , in the last integral finally
u
gives:
∞
β π −2
∫
αβ αβ w 2 αβ
Φ α (iβ ) = 2 4 e − 2 dwe − = e
α α
0
Correspondingly,
π −2 −iαz
Φα ( z ) = e (1.59)
α
where that branch of the root in the exponent of the exponential
function (1.59) is to be taken which is positive on the imaginary axis in
the upper half-plane.
Returning to the integral (1.56) and taking into account (1.59),
we obtain:
ω
− r −r' ω
2a2
1 e i r −r'
Gω (r, r' ) = e 2a2
(1.60)
4πk r − r'

A45
 ~
So, as t → ∞ , the complex-valued function T (r , t ) changes by
the harmonic law
~ ~
T (r, t ) = A(r )e −iωt (1.61)
with frequency ω and complex amplitude
~
dr' Gω ( r − r' )F0 (r' )
~
A(r ) =
∫
E3
(1.62)

It follows that as t → ∞ , the temperature distribution within the

medium changes according to
~ ~
T (r, t ) = A(r ) cos(ωt − ψ (r ) ), ψ (r ) = arg A(r ) (1.63)
The function describing the steady-state temperature distribution
in a system under the regime of forced harmonic oscillations must, of
course, satisfy the heat equation. Substituting the expression (1.61) into
the equation
~
∂T ~ ~
= a 2 ∆T + f 0 e −iωt
∂t
we obtain the equation for the complex amplitude of forced harmonic
oscillations of temperature:
~ iω ~ 1 ~
− ∆A(r ) − 2 A(r ) = F (r ) (1.64)
a k
In general, a differential equation of the form
− ∆u (r ) − zu (r ) = f (r ) (1.65)
with z being a real or complex parameter, is referred to as the
(inhomogeneous) Helmholtz equation. It can be regarded as a natural
generalization of Poisson’s equation. With the aid of methods similar
to those used for the analysis of Newton’s potentials, it can be proved
that for complex or negative values of z and for a continuously
differentiable f (r ) satisfying, in the infinite E 3 , the conditions

f (r ) = O(r n ) , ∇f (r ) = O(r m ) , − ∞ < n, m < ∞ (1.66)

r →∞ r →∞
the formula

∫
u (r ) = G z (r, r' ) f (r' ) dr'
E3
(1.67)

A46
with
i z r −r ′
1 e
G z (r, r ′) = , Im z ≥ 0 (1.68)
4π r − r ′
gives a unique solution to the Helmholtz equation on the class of twice
continuously differentiable functions the moduli of which and the
moduli of the first and second derivatives of which can increase, as
r → ∞ , under the power law, at most. Furthermore, the first
derivatives of u (r ) can be obtained by differentiating (1.67) under the
integral sign.
The function G z (r, r' ) = G z (r − r' ) , given by (1.68), is called
the Green’s function of the Helmholtz equation.

Problem 1.7.1. Verify that for values of r' fixed, the Green’s
function (1.68) satisfies the homogeneous Helmholtz equation
− ∆u (r ) − zu (r ) = 0 (1.69)
everywhere in E 3 , except for the point r = r' .

Note 1.7.1. The continuous differentiability of f (r ) is not a

necessary condition for a solution of Equation (1.65) to be
representable in the form (1.67). In particular, for any complex or
negative z , the substitution of any square-integrable function f (r )
into Formula (1.67) yields a continuous, square-integrable function
u (r ) which is a unique generalized solution (see Section 4.2) of
Equation (1.65) on the class of square-integrable functions with
square-integrable generalized second derivatives. It follows that if
Im z ≠ 0 or z < 0 , for the functions u (r ) (including twice
continuously differentiable ones) of this class there holds the identity
i z r −r ′
1 e
u (r ) =
4π ∫
E3
r − r′
[− ∆u (r ′) − zu (r ′)]dr ′ , Im z > 0 (1.70)

Note 1.7.2. The uniqueness and integral representations for

some solutions to the Helmholtz equation with positive z ’s need

A47
individual consideration. It is the cases where z > 0 that are of utmost
importance for the study of a number of physical phenomena, such as
propagation of electromagnetic and sound waves, scattering of atoms
and atomic particles, etc. Pertinent problems are considered later.

Note 1.7.3. According to Formula (1.70), the integral

transformation (1.67) with the kernel (1.68) can be regarded, under
some restrictions, as the operator inverse to the differential operator
[−∆ − z ] ; that is, as the operation restoring a function of a certain class
after the function has been acted upon by [−∆ − z ] . Then it follows
from the formal relation
[− ∆ − z1 ]−1 − [− ∆ − z 2 ]−1 = (z1 − z 2 )[− ∆ − z1 ]−1 [− ∆ − z 2 ]−1
that for Im z1 > 0 and Im z 2 > 0 , the Hilbert identity is valid:
1
z1 − z 2
[ ] ∫
G z1 (r, r' ) − G z2 (r, r' ) = G z1 (r, r'' )G z2 (r'' , r' )dr'' (1.71)
E3

In particular,
i
∫
i z r −r'
G z (r, r'' )G z (r'' , r' )dr'' = e (1.72)
E3
8π z

Problem 1.7.2. Prove Formula (1.71) with the method used to

derive Formula (1.50), or by evaluating the integral on the right of
(1.71) directly. Then prove Formula (1.72).

It follows from the above reasoning that for ω > 0 , the

amplitudes (1.62) of the steady-state temperature oscillations caused by
~
harmonic heat sources, with amplitude F0 of their power density being
continuously differentiable and satisfying the conditions (1.66), are
indeed the unique solutions to the Helmholtz equation (1.64) on the
class of functions whose moduli can increase at infinity under the
power law, at most.

A48
 At the end of this section, let us clear up the physical meaning of
the Green’s function (1.60).
Suppose that a heat source of total power q is within an
infinitesimal neighborhood of a point r0 , releasing and absorbing heat
by the harmonic law with frequency ω . Without loss of generality, we
may take its phase ϕ = 0 . Then it follows from the above formulas
that
ω
− r −r0 ω
2a2
~ q e i r −r0
A(r ) = e 2a2
(1.73)
4πk r − r0
and that the steady-state temperature is
ω
− r − r0
q e 2a2  ω 
T (r, t ) = cos ωt − r − r0 
 (1.74)
4πk r − r0  2a 2 
The expression (1.74) is called a spherical heat wave. By
comparing Formulas (1.60) and (1.73), we see that, up to a factor of q ,
Gω (r, r0 ) determines the complex amplitude of the steady-state forced
heat oscillations being generated in a medium by a harmonic point
source of heat of frequency ω .

Problem 1.7.3. Find the amplitude of the steady-state forced

oscillations of temperature in the case where the power density (1.54)
has these parameters:
π q , 0 < r < R
ϕ (r ) = , F0 (r ) =  0
2 0, r>R

Problem 1.7.4. Find the amplitude of the steady-state forced

oscillations of temperature in the case when identical harmonic heat
sources are uniformly distributed within a thin layer x < d , d → 0 .

A49
 2. THE DIFFUSION EQUATION

2.1. An Elementary Derivation of the Diffusion

Equation

The distribution of impurity particles within a medium at any

instant is given by their concentration
∆N (r, t )
n(r, t ) = lim (2.1)
∆V →0 ∆V
where ∆N (r, t ) is the number of impurity particles within a small
neighborhood of point r at time t , and ∆V is the volume of the
neighborhood.
Diffusion is defined as the process of equalization of the
concentration of impurity microparticles in a medium (gas, liquid,
or solid) due to their collisions with molecules, atoms, ions, or
nuclei of the medium.
Local changes in the concentration of impurity particles are
characterized by their current density j(r, t ) . It is defined as a vector
pointing in the direction of the motion of impurity particles at a small
neighborhood of point r at time t , and having magnitude equal to the
number of impurity particles passing through perpendicular unit area
per unit time. Therefore, the number ∆N of impurity particle passing
through a plane of area ∆S over a time interval (t , t + ∆t ) is given by
j(r, t ) ∆S∆t , provided the plane is perpendicular to j(r, t ) and
contains the point r .
In general, j(r, t ) is a sum of two vectors, j D (r, t ) and j d (r, t ) .
The vector j d (r, t ) comes into play when the diffusion occurs within a
moving medium. It describes the combined transfer of the impurity
particles and the medium. Accordingly,
j d (r, t ) = v (r, t ) n(r, t ) (2.2)
where v (r, t ) is the velocity of the medium at point r at time t with
respect to the stationary observer.

A50
 The vector j D (r, t ) describes the transfer of impurity particles
due to interparticle collisions themselves. It is called the diffusion
current density of impurity particles. In accordance with Nernst’s
law,
j D (r, t ) = − D(r ) grad n(r, t ) (2.3)
where the positive scalar coefficient D is referred to as the diffusion
coefficient. In the case of a nonuniform medium it can depend on
coordinates.
Impurity particles may also be generated or annihilated within a
medium owing to chemical or nuclear reactions. Such processes’
contribution to the concentration of impurity particles is described in
terms of the function of sources f (n(r, t ), r, t ) having the following
meaning: the number of impurity particles being generated or
annihilated within a small neighborhood, of volume ∆V , of point r
over a time interval (t , t + ∆t ) equals f (n(r, t ), r, t )∆V∆t .
In particular, for first-order reactions
f (n(r, t ), r, t ) = χ (r )n(r, t ) (2.4)
where χ (r ) is the coefficient of reaction. For external sources or
absorbers, f (r, t ) may be independent of n(r, t ) .

Problem 2.1.1. Use the law of conservation of number of

impurity particles and the analogy between the diffusion and the heat
conduction, to deduce the generalized diffusion equation allowing for
both motion of the medium and potential generation or annihilation of
impurity particles due to some reactions within it.
Answer:
∂n(r, t )
= − div[v(r, t ) n(r, t )] + div[D(r ) grad n(r, t )] + χ (r ) n(r, t )
∂t
(2.5)

A51
 Problem 2.1.2. Write Equation (2.5) for the case when the
diffusion of impurity particles occurs in a uniform stream of liquid
flowing along the x -axis with a speed V0 .

Problem 2.1.3. Formulate the Cauchy problem for the

equalization of the concentration of impurity particles within an infinite
medium, assuming that the process is described by Equation (2.5) and
that the concentration is a function of K . Then prove the uniqueness
of the solution.
Hint. Reduce the Cauchy problem to a corresponding problem
for the heat equation.

Problem 2.1.4. Refer to the Cauchy problem formulated in

Problem 2.1.3. Construct the solution for the case where the
parameters D , v , and k in Equation (2.5) are constant.
Hint. Assuming the x -axis of the coordinate system to be
directed along the vector v , and using the substitution
n(r, t ) = eαx + βt w(r, t )
reduce Equation (2.5) to one of heat conduction’s kind with constant
coefficients.

Review Question to Section 2.1

1. Into what components can the current density of impurity particles

be resolved? How are these related to the concentration of
impurity particles?
2. Upon what physics laws is the elementary derivation of the
diffusion equation based?
3. How is the Cauchy problem for the linear diffusion equation
formulated?
4. What is the expression for the Green’s function for the equation
describing the diffusion within a stationary uniform medium in
which neither chemical nor nuclear reactions occur?

A52
 2.2. Probabilistic Description of the Motion of Impurity
Particles. The Chapman-Kolmogorov Equation

Let us observe an individual migration of an impurity particle

within some medium. If the time interval between two consecutive
records of its location in space is much longer than the average time
interval between its successive collisions with the medium’s particles,
the motion will seem to be a random process. Revealing no smooth
trajectory, such a process is described in terms of probabilities of
finding the particle within certain spatial regions at certain times.
Consider a small neighborhood Ω of a point r with volume
∆V . Any act of finding an impurity particle within Ω at a time t will
be regarded as a favorable event. Suppose now that N absolutely
identical impurity particles are simultaneously under observation, the
particles influencing one another in no way, and that experiment reveals
that there are N ′ particles, out of N , within Ω at the moment t .
Then the probability ∆w(r, t ) of finding an impurity particle within Ω
N′
at the time t is defined as the limit of the quotient as N → ∞ .
N
We shall also assume that there exists the limit
∆w(r, t )
lim = p(r, t ) (2.6)
∆V →0 ∆V
as Ω shrinks to the point r .
The function p (r, t ) defined in the above fashion for any point
in E 3 and any time is called the probability density of finding an
impurity particle within a neighborhood of point r at time t ; or just the
probability density. It follows from the existence of the particle
somewhere in E3 that for any t , the probability density must be a
nonnegative integrable function satisfying the condition

∫ p(r, t ) dr = 1 (2.7)
E3

A53
 If there are, in total, N impurity particles within the medium,
then the probability density p (r, t ) and the concentration n(r, t ) of
impurity particles are related by the obvious formula
n(r, t ) = Np (r, t ) (2.8)
If the particle being observed is registered at a point r at a time
t , then the conditional probability density p(r ′, r; t ′, t ) of finding it
within a neighborhood of another point r ′ at a further time t ′ depends,
in general, upon the coordinates of the points r and r ′ , as well as upon
the times t and t ′ . The function p (r ′, r; t ′, t ) is also referred to as the
probability density of transition of an impurity particle from point r
where it was at time t into a neighborhood of point r ′ over the time
interval t ′ − t . Evidently, p (r ′, r; t ′, t ) is an integrable function
satisfying the condition

∫ p(r′, r; t ′, t ) dr′ = 1
E3
(2.9)

The condition (2.9) states that the particle does exist somewhere
in E 3 at the time t .
If the probability density of transition is independent of the
history of the particle’s random walking before the time t , but only of
the difference t ′ − t , that is, p (r ′, r; t ′, t ) = p (r ′, r; t ′ − t ) , then the
process is called Markovian. We shall assume the random walk of an
impurity particle within a medium due to its numerous collisions with
the medium’s particles to be Markovian.
Under a Markovian process, the particle’s presence within a
small neighborhood Ω , of volume ∆V , of a point r at a time t and
its subsequent transition from Ω into a small neighborhood Ω′ , of
volume ∆V ′ , of a point r ′ over a time interval t ′ − t are independent
events. The probabilities of these events equal ∆w(r, t ) = p (r, t )∆V
and ∆w(r ′, r; t ′ − t ) = p (r ′, r; t ′ − t )∆V ′ , respectively. Therefore, the
probability of finding an impurity particle within Ω′ at t ′ after it
visited Ω at t must be equal to ∆w(r ′, r; t ′ − t )∆w(r, t ) , the product
of the probabilities of these consecutive independent events.

A54
 Partition the entire E 3 (or the region occupied by the medium)
into a collection of nonoverlapping infinitesimal regions with
coordinates r1 , …, r j , … and volumes ∆V1 , …, ∆V j , …,
respectively, and consider the sum

∑ ∆w(r′, r ; t ′ − t )∆w(r , t ) =
j
j j

(2.10)
 
=


∑j
p (r ′, r j ; t ′ − t ) p(r j , t )∆V j  ∆V ′


Since the particle is registered within a neighborhood of r ′ at t ′
after it definitely was within one of the above regions at t , the sum on
the left of (2.10) must be equal to the probability p (r ′, t ′)∆V ′ . On the
other hand, if the functions p (r, t ) and p (r ′, r; t ′ − t ) meet some
conditions, then the sum on the right of (2.10) tends to the integral

∫ p(r′, r; t ′ − t ) p(r, t ) dr
E3

as the diameter of each of the regions tends to zero.

Therefore, for t ′ > t this equality holds:
p(r ′, t ′) =
∫ p(r′, r; t ′ − t ) p(r, t ) dr
E3
(2.11)

Formula (2.11), which relates the probability density of finding a

particle within a neighborhood of some point to the conditional
probability density of transition of the particle into that neighborhood
from the other points over some time interval, is called the Chapman-
Kolmogorov equation.

A55
 2.3. The Einstein-Smoluchowski Equation

In actual experiment on the study of molecular motion,

registering apparatus are incapable, as a rule, of determining locations
of studied particles directly, giving for the most part only the average
values of some functions of their coordinates. If the coordinates r of
an impurity particle within a medium are random quantities, then, in
general, so are the values of any function ϕ (r ) of those.
We shall assume that ϕ (r ) is an arbitrary smooth function equal
to zero outside a sphere of rather large radius. As before, the functions
with this property will be called compactly supported. Suppose now
that measurements are carried out on many identical systems that are
under identical external conditions at time t . If the probability density
p (r, t ) of finding an impurity particle within a neighborhood of any
point in space at any time is known, then the average value ϕ t of the
random quantity ϕ (r ) , that is, the mathematical expectation ϕ t of
ϕ (r ) , is given by

∫
ϕ t = ϕ (r ) p (r, t ) dr
E3
(2.12)

Of course, ϕ t may change with time because of time-

dependence of the probability density p (r, t ) . A corresponding
increment of ϕ t can be found by giving a small increment ∆t to the
time variable t . By the Chapman-Kolmogorov equation (2.11), we can
write then:

∫
ϕ t + ∆t = ϕ (r ′) p(r ′, t + ∆t ) dr ′ =
E3
(2.13)
∫ ∫
= ϕ (r ′) dr ′ p(r ′, r; t + ∆t , t ) p(r; t ) dr
E3 E3

where p (r ′, r; t + ∆t , t ) ≡ p (r ′, r; ∆t ) is the probability density of

transition of an impurity particle from point r where it was at the time
t to point r ′ over the time interval ∆t . Since p(r ′, r; ∆t ) and

A56
p (r, t ) are nonnegative, and ϕ (r ′) is smooth and compactly
supported, the order of integration can be interchanged in the last of the
integrals (2.13). We obtain:

E3
∫
ϕ t + ∆t = Φ(r,∆t ) p(r, t ) dr (2.14)

where
Φ(r, ∆t ) =
∫ p(r′, r; ∆t )ϕ (r' ) dr′
E3
(2.15)

As experiment reveals, the trajectory of an impurity particle in

random motion is a continuous curve, even though not necessarily
smooth. Consequently, the probability of a noticeable displacement of
the particle from its position at the time t over the brief time interval
∆t is rather small. The shorter ∆t , the greater the rate at which
p(r ′, r; ∆t ) tends to zero as the distance r ′ − r increases. The result
is that, as ∆t → 0 , the main contribution to the integral (2.13) is made
by an infinitesimal neighborhood of the point r . We shall evaluate this
contribution with the aid of Taylor’s Formula for a function of three
variables x1 , x 2 , and x3 (temporarily denoting the variables x , y ,
and z ) and under the assumptions that the process goes on so that for
the quantities
∆xi =
∫ ( x′ − x ) p(r′, r; ∆t )dr′,
E3
i i i = 1, 2, 3

∆xi ∆x j =
∫ ( x′ − x )( x′ − x ) p(r′, r; ∆t )dr′,
E3
i i j j i, j = 1, 2, 3

there exist the limits

∆xi
lim = Vi (r ) (2.16)
∆t →0 ∆t

∆xi ∆x j
lim = 2 Dij (r ) (2.17)
∆t →0 ∆t
both finite, and, secondly,

A57
 1
∫ r′ − r
3
lim p (r ′, r; ∆t ) dr ′ = 0 (2.18)
∆t → 0 ∆t
E3

Should the conditions (2.16)–(2.18) be met, the random motion

of an impurity particle is called the Brownian motion, and the particle
is called Brownian.
Following Taylor’s Formula, write the function ϕ (r ) in the
vicinity of the point r as
3
∂ϕ (r )
ϕ (r ′) = ϕ (r ) + ∑ i =1
∂xi
( xi′ − xi ) +

3
(2.19)
∂ ϕ (r )
∑
2
1
+ ( xi′ − xi )( x ′j − x j ) + R(r ′, r )
2 i , j =1 ∂xi ∂x j
with the remainder term R (r ′, r ) of the form
3
∂ 3ϕ (r + θ (r ′ − r ))
∑
1
R (r ′, r ) = ( xi′ − xi )( x ′j − x j )( xl′ − xl )
3! i , j ,l =1 ∂xi ∂x j ∂xl
(2.20)
where the factor θ takes on values in between 0 and 1, being, in
general, dependent of r ′ .
Now, substitute (2.19) into the integral (2.15), and put all r -
only-dependent quantities in front of the integral sign. In view of (2.9),
we obtain:
3 3
∂ϕ (r ) ∂ 2ϕ (r )
∑ ∑
1
Φ(r, ∆t ) = ϕ (r ) + ∆xi + ∆xi ∆x j + R(r ′, r )
i =1
∂xi 2 i , j =1 ∂xi ∂x j
(2.21)
where
R(r ′, r ) =
∫ R(r′, r) p(r′, r; ∆t ) dr′
E3

Taking into account the relationship (2.16) and also the fact that
both ϕ (r ) and its derivatives are bounded, that is, there is a positive
constant C < ∞ such that

A58
 ∂ 3ϕ (r )
max <C, i, j , l = 1, 2, 3
r ∂xi ∂x j ∂xl
we see that
R(r ′, r ) ≤
∫ R(r′, r) p(r′, r; ∆t ) dr′ ≤
E3
3

∑∫
1
≤ C ∆xi ∆x j ∆xl p(r ′, r; ∆t ) dr ′ ≤
3! i , j ,l =1
E3
3

∑∫
2C
r ′-r p (r ′, r; ∆t ) dr ′ = o(∆t )
3
≤
9 i , j ,l =1
E3

Further, in view of (2.16) and (2.17), we can write:

∆xi = Vi (r )∆t + o(∆t )
∆xi ∆x j = 2 Dij (r )∆t + o(∆t )
So, we find:
 3
∂ϕ (r )
3
∂ 2ϕ (r ) 
Φ(r, ∆t ) = ϕ (r ) + 

∑ i =1
Vi (r )
∂xi
+ ∑
i , j =1
Dij (r )
∂xi ∂x j 
 ∆t + o(∆t )

Thus,
1 1
∆t
[ϕ t + ∆t − ϕ t ] = ∫ drϕ (r) ∆t [ p(r, t + ∆t ) − p(r, t )] =
E3
(2.22)
 3
∂ϕ (r )
3
∂ 2ϕ (r ) 
E3
∫ ∑
= dr 
 i =1
Vi (r )
∂x i
+
i , j =1
∑
Dij (r )
∂ x i ∂x j
 p (r, t ) + o(1)

Suppose further that the probability density p (r, t ) and all the
coefficients Vi (r ) and Dij (r ) are continuous functions having
continuous first partial derivatives with respect to all of their variables;
and that both p (r, t ) and all Dij (r ) also have continuous second
derives with respect to the spatial variables.

A59
 Passing to the limit of (2.22) as ∆t → 0 , we obtain:
∂p(r, t )
∫
E3
drϕ (r )
∂t
=

(2.23)
 3
∂ϕ (r )
3
∂ 2ϕ (r ) 
E3
∫ ∑
= dr 
 i =1
Vi (r )
∂xi
+
i , j =1
∑
Dij (r )
∂xi ∂x j 
 p (r, t )

Since, by assumption, ϕ (r ) is smooth and compactly supported,
the integrals in (2.23) are taken over a bounded region. The region of
integration on the right of (2.23) may be taken to be a cube centered at
the origin and completely enclosing the sphere within which ϕ (r ) is
different from zero. Considering the integral on the right of (2.23) over
the above cube as an iterated integral, after integration by parts and
taking into account that both ϕ (r ) and its derivatives are zero on the
surface of the cube, we can rewrite (2.23) as
 ∂p(r, t ) 3
∂
∫
E3
dr 

 ∂t
+ ∑ ∂x (V (r) p(r, t )) −
i =1 i
i

(2.24)
3
∂ 
∑
2
− (Dij (r) p(r, t ))ϕ (r) = 0
i , j =1
∂xi ∂x j 
It should be emphasized that (2.24) holds for any smooth,
compactly supported ϕ (r ) . It follows from this that the probability
density p (r, t ) satisfies the equation
3
∂p(r, t ) ∂2
∂t
= − div(V (r ) p(r, t ) ) +
i , j =1
∂∑
x i ∂x j
(Dij (r) p(r, t )) (2.25)
where V (r ) is the vector function with the components V1 (r ) , V2 (r ) ,
and V3 (r ) .
Equation (2.25) is called the Einstein-Smoluchowski equation.
Since the concentration n(r, t ) of impurity particles is proportional to
the probability density p (r, t ) , we see that n(r, t ) satisfies Equation
(2.25) as well.

A60
 The equation for n(r, t ) can be rewritten as
∂n(r, t ) ~ ∂
3
 
 Dij (r ) ∂n(r, t )  (2.26)
∂t 

= − div V (r )n(r, t )  +
 i , j =1 ∂xi ∑ 
 ∂x j 
~
where V (r ) is the vector with the components
3
∂Dij (r )
∑
~
Vi (r ) = Vi (r ) − , i = 1, 2, 3 .
j =1
∂x j
Equation (2.26) is identical to the diffusion equation describing
the motion of impurity particles within a moving non-uniform medium,
which was obtained earlier. If the motion of impurity particles occurs
within a uniform medium, the transition probability density
p(r ′, r; ∆t ) can depend only on the difference r ′ − r of the
coordinates r ′ and r . For a stationary isotropic medium with no
preferential direction, p (r ′, r; ∆t ) can depend only on the absolute
value r ′ − r of this difference.

Problem 2.3.1. Prove that for a uniform medium, the vector

V (r ) and the matrix Dij (r ) are independent of the spatial coordinates.

Problem 2.3.2. Prove that for an isotropic uniform medium,

Dij (r ) = Dδ ij where δ ij is the Kronecker delta
1, i= j
δ ij = 
0, i≠ j

Problem 2.3.3. Verify that for a non-isotropic medium, the

matrix of diffusion coefficients is positive definite; that is, for any real
numbers k1 , k 2 , and k 3 such that k1 + k 2 + k 3 > 0 , values of the
3

quadratic form ∑D k k
i , j =1
ij i j are positive.

A61
 2.4. The Meaning of the Green’s Function for
the Diffusion Equation

The concentration n(r, t ) of diffusing impurity particles and the

probability density p (r, t ) of finding a marked one within a
neighborhood of a given point in space are related by Formula (2.8).
As a result, the equation for p (r, t ) and the diffusion equation for
n(r, t ) are of the same form. The comparison of those reveals that the
coefficient D (r ) (or the coefficient matrix Dij (r ) ), inevitably arising
in deriving the equation for p (r, t ) , must be equal to the diffusion
coefficient (or the matrix of diffusion coefficients).

Problem 2.4.1. Let n(r, t ) be the concentration of impurity

particles within an isotropic medium, and let
j(r, t ) = ( j1 (r, t ), j 2 (r, t ), j3 (r, t ) ) be their diffusion current density.
Without referring to Nernst’s law , find the relationship between j and
n(r, t ) .

For the sake of simplicity, consider the diffusion occurring

within an infinite, isotropic, uniform medium. In this case, the equation
for p (r, t ) takes the form
∂p(r, t )
= D ∆p(r, t ) (2.27)
∂t
The Cauchy problem for finding p (r, t ) consists in determining
the function satisfying both Equation (2.27) and the initial condition
p(r,0) = p 0 (r ) .
Suppose that at the initial time t = 0 , all the diffusing particles
are localized within a small neighborhood Ω of a point r0 . This
means that the initial probability density p 0 (r ) is different from zero
only within Ω . If the size of Ω is much less than the diffusion length

A62
 Dt , then, in view of the relationship between p (r, t ) and n(r, t ) ,
and that between p 0 (r ) and n(r,0) = n0 (r ) , we can write
1 1
N ∫
p (r, t ) = n(r, t ) = G (r, r ′; t ) n0 (r ′) dr ′ ≈
Ω
N
(2.28)

∫
≈ G (r, r0 ; t ) p 0 (r ′) dr ′ = G (r, r0 ; t )
Ω

where G (r, r0 ; t ) is the Green’s function for Equation (2.27):

2
r −r
1 −
0

G (r, r0 ; t ) = e 4 Dt
, t>0 (2.29)
(4πDt ) 3 / 2
The smaller the size of Ω , the better the approximation (2.28).
With Ω shrinking to a point, Formula (2.28) becomes an exact one.
Thus, the Green’s function G (r, r0 ; t ) for the diffusion equation
is equal to the probability density of transition, p (r, r0 ; t ) , of a
Brownian particle from point r0 into a neighborhood of point r over
the time interval t .
This statement remains true for the case of Brownian motion and
diffusion within a non-uniform medium.

Review Questions to Sections 2.2–2.4

1. What is the definition of the probability density of finding a

Brownian particle within a neighborhood of a given point in space?
What properties does this function have?
2. What is the definition of the probability density of an impurity
particle’s transition from one point in space to others over a
specified time interval? What properties – general and
characteristic of Markovian processes – does this function have?
3. Initially, an impurity particle is at a point r0 . Should its random
walking be Markovian, what is the combined probability of its
subsequent transitions to a small neighborhood of a point r1 with

A63
 volume ∆V1 over a time interval ∆t1 , and then to a small
neighborhood of a point r2 with volume ∆V2 over another time
interval ∆t 2 ?
4. Consider the probability density of the coordinates of a Brownian
particle. What is the relationship between its values at successive
times?
5. Given the probability density of some random variables, how does
one determine the mathematical expectation of a continuous
function of those?
6. What is the increment of the mathematical expectation of a smooth,
compactly supported function of the coordinates of a Brownian
particle over a time ∆t ?
7. Under what conditions is the Einstein-Smoluchowski equation
valid?
8. What is the form of the Einstein-Smoluchowski equation for a
Brownian particle moving within a stationary, isotropic, uniform
medium?
9. Suppose that the motion of an impurity particle occurs within an
isotropic, uniform liquid. What is the relationship between the
components of the liquid’s velocity field and the mathematical
expectations of the increments of the particle’s coordinates?
Between the liquid’s diffusion coefficient and the mathematical
expectations of the squares of the increments of the particle’s
coordinates?
10. What is the meaning of the Green’s function for the diffusion
equation?

A64
 3. THE WAVE EQUATION*)

3.1. The Equation for Small-Amplitude Oscillations

in a Fluid

In contrast to irreversible processes, such as heat conduction or

diffusion, the propagation of waves in a medium is a purely dynamic
process governed by the basic equations of mechanics or field theory.
The study of most linear wave processes is carried out in terms of the
wave equation, which we derive further by considering the small-
amplitude oscillations in a fluid.
Within a fluid, consider a portion of it, having а volume V and
bounded by a smooth surface S . The forces exerted on the portion by
the rest of the fluid are of short range and therefore reduce to surface
forces alone. Let us also assume that the fluid is ideal. This means that
the forces acting on any small element of S are perpendicular to the
element, point in the direction opposite to its outward normal n
(inward the portion), and have magnitude proportional to its area dS .
In other words, they reduce to just the normal pressure p (r, t ) on the
element – unlike solids, shear stresses do not come into existence.
Moreover, the magnitude of p (r, t ) is independent of the orientation of
the element.
Partitioning the portion into infinitesimal parts with volumes
dV , we can write the equation of motion for it as
dv (r, t )
∫ ρ (r, t ) dV
V
dt
=F (3.1)

where ρ (r, t ) is the density of the fluid, v (r, t ) is a vector function

whose value at each point is equal to the instantaneous velocity of fluid
flow at that point, and F is the resultant force exerted on the portion.

*)
In this chapter, concepts and results of the theory of Fourier integral transform and
that of generalized functions are used significantly. Both theories are among the crucial
mathematical techniques of theoretical physics. To avoid disrupting the logic pattern of
the book, their consideration to the extent sufficient to physics and engineering
applications is given in the last chapter.

A65
Equation (3.1) means that the vector sum of all forces acting on the
substance confined to V , including the inertia forces arising when the
parts of the portion are moving with acceleration, is equal to zero.
Suppose that, besides surface forces, there are also bulk forces,
such as the gravity force. Then

∫
S
∫
F = − p(r, t )n dS + ρ (r, t )f (r, t ) dV
V
(3.2)

where f (r, t ) is the bulk force acting on a unit mass positioned at a

point r .
Note that for any smooth function p (r, t ) and for any finite
volume V bounded by a piecewise-smooth surface S ,

∫ p(r, t ) n dS = ∫ (∇p(r, t ))dV

S V
(3.3)

Using Formulas (3.2) and (3.3), rewrite the equation of motion

(3.1) as
 dv 
∫  ρ dt − ρf + ∇p  dV = 0
V
Since this equality is valid for any volume V , it follows that
dv
ρ = ρf − ∇p (3.4)
dt
Equation (3.4) results from Newton’s second law, or
d’Alembert’s principle. The derivative dv dt is characteristic of the
motion of the small parts of the fluid that comprise V . In order to
rewrite Equation (3.4) for the velocity field, notice that an increment
∆v of the velocity of a small fluid portion is a sum of two
contributions: one caused by a change in the fluid flow velocity at a
fixed location in space and one caused by a transfer of this portion by
the fluid flow from one location to another. For the increment of the
x − component of the velocity of such a fluid portion over an
infinitesimal time interval ∆t , we have:

A66
 ∆v x = v x ( x + v x ∆t , y + v y ∆t , z + v z ∆t ; t + ∆t ) − v x ( x, y, z; t ) =
∂v x  ∂v ∂v ∂v 
= ∆t +  v x x + v y x + v z x ∆t + o(∆t ).
∂t  ∂x ∂y ∂z 
Thus,
d ∂v
v x = x + (v∇ )v x (3.5)
dt ∂t
where the symbol (v∇ ) designates the scalar differential operator
∂ ∂ ∂
vx + vy + vz
∂x ∂y ∂z
Expressions similar to (3.5) are also valid for the ‘material’
derivatives of the components v y and v z . With their use, rewrite
Equation (3.4) in the form
∂v
ρ + ρ (v∇ )v = −∇p + ρf (3.6)
∂t
The three-equation system (3.6) contains, in general, five
unknown functions – v x , v y , v z , ρ , and p . Two of them, ρ and
p , are related by a functional relationship
p = p( ρ ) (3.7)
whose explicit form is determined by the equation of state for the
medium’s substance. So, one more law of physics is needed, and the
law of conservation of mass is the one.
When a fluid flows into or out of V , the change per unit time in
its mass contained within V is given by
∂
∂t ∫ ρ (r, t ) dV = −∫ ρ (r, t )(v(r, t ) ⋅ n)dS
V S
Whence, by the Divergence Theorem

∫ ρ (r, t )(v(r, t ) ⋅ n)dS = ∫ div(ρv) dV

S V

and in view of the arbitrariness of V , we obtain the continuity

equation:

A67
 ∂ρ
= − div( ρv)
∂t
So, we have the following system of equations:
∂v
ρ + ρ (v∇ )v = −∇p + ρf
∂t
∂ρ
+ div( ρv ) = 0 (3.8)
∂t
p = p( ρ )
Since the system (3.8) is nonlinear, general techniques for
solving it are still beyond the power of modern science. However,
there are its stationary (time-independent) solutions known that
describe the fluid’s stable equilibrium or stable steady motion. The
stability of a solution of the system (3.8) means that after being
perturbed slightly at t = t 0 , the values of the functions representing the
solution remain within a definite range as t > t 0 .
Let v 0 ( x, y, z ) , ρ 0 ( x, y, z ) , p 0 ( x, y, z ) be a stable stationary
solution of the system (3.8) in the presence of a stationary external
force f 0 . We shall consider only those solutions which differ little
from v 0 , ρ 0 , p 0 as t ≥ t 0 . Set
v (r, t ) = v 0 (r ) + v 1 (r, t )
ρ (r, t ) = ρ 0 (r ) + ρ1 (r, t ) (3.9)
p(r, t ) = p 0 (r ) + p1 (r, t )
and substitute these expressions into the system (3.8). Ignoring the
terms of the second order in the small quantities v 1 (r, t ) , ρ 1 (r, t ) , and
p1 (r, t ) , we obtain the following approximate system of linear
equations for these quantities:
∂v 1 ρ  dp 
ρ0 + ρ 0 (v 0 ∇ )v 1 + ρ 0 (v 1∇ )v 0 = 1 ∇p 0 − ∇ 0 ρ1 
∂t ρ0  dρ 0 
∂ρ1
+ div( ρ1 v 0 ) + div( ρ 0 v 1 ) = 0 (3.10)
∂t

A68
 Problem 3.1.1. Starting from the system (3.8), perform all the
above-mentioned manipulations to obtain the system of linear equations
(3.10).

Equations (3.10) describe small-amplitude oscillations in a fluid

against the background of a stable steady flow. It should be stressed
that these equations are linear. They are called the linearized equations
of hydrodynamics, whereas the above procedure for obtaining them is
called the linearization. If the external bulk force itself is given a
perturbation, f1 (r, t ) , such that its magnitude and those of the desired
functions v 1 (r, t ) , ρ1 (r, t ) , and p1 (r, t ) are of the same order, then
the additional term ρ 0 f1 (r, t ) appears on the right of the first equation
in (3.10).
Consider the simplest case where small departures from the
equilibrium state of a uniform fluid are studied. Then
v 0 (r ) = 0 , ρ 0 (r ) = const , p 0 (r ) = const
and if the external force f (r ) is rather small, the system (3.10) takes
the form
∂v 1
ρ0 = − a 2 ∇ρ 1 + ρ 0 f
∂t
(3.11)
∂ρ1
+ ρ 0 div v 1 = 0
∂t
where a 2 ≡ dp 0 dρ 0 .
Note that for thermodynamically stable systems, the derivative
dp 0 dρ 0 is a positive quantity, with the dimensions of speed squared.
Sound and ultrasonic oscillations in a fluid are relatively fast processes
in which convective heat transfer plays no significant role. For this
reason, the equation relating p and ρ must comply with the condition
that the process is adiabatic.
We shall assume that either the bulk force f in (3.11) is absent
or, if not, there is a function W such shat
− ∇W = f (3.12)
In other words, there exists the potential W for f .

A69
 Let us also assume that at the initial time t = t 0 , the velocity
field is potential:
curl v1 = 0 (3.13)
Then there is a velocity potential ψ 0 (r ) such that

v 1 (r, t 0 ) = −∇ψ 0 (r ) (3.14)

From the first equation in (3.11) and under the condition (3.12),
we get:
t   
 a2
v1 (r, t ) = v1 (r, t 0 ) − ∇ 
∫
 t0


W (r , t ′) + ρ
ρ0 1
(r , t ′)  dt ′
 
or, in view of (3.14),
 t
  
 a2
v1 (r, t ) = −∇ ψ 0 (r ) +
 t0
∫ 

W (r , t ′) +
ρ 0
ρ 1 (r , t ′)  dt ′
 
The latter equality means that if the conditions (3.12) and (3.14)
are satisfied, the fluid flow remains potential at any time, and there
exists a velocity potential ψ (r, t ) such that
v 1 (r, t ) = −∇ψ (r, t ) (3.15)
From the first equation in (3.11), we find then:
1  ∂ψ 
ρ0  − W  − ρ1 = χ (t ) (3.16)
 ∂t
2
a 
where χ (t ) is some function dependent of the time alone. Since the
velocity potential is defined with an accuracy to a similar function,
χ (t ) can always be taken so that the equality
1  ∂ψ 
ρ1 (r, t ) = ρ0  −W  (3.17)
 ∂t
2
a 
holds instead of (3.16).
Substituting (3.17) into the second equation in (3.11), we see that

A70
 ∂ 2ψ ∂W ∂W
= + a 2 div(gradψ ) = + a 2 ∆ψ (3.18)
∂t 2
∂t ∂t
∂W
Whenever = 0 , the velocity potential obeys the equation
∂t
∂ 2ψ
= a 2 ∆ψ (3.19)
∂t 2
This is called the wave equation.

Problem 3.1.2. In terms of the velocity potential ψ (r, t ) , find

the pressure variations p1 (r, t ) occurring during the small-amplitude
oscillations in a fluid in the presence of the earth’s gravity field.

Problem 3.1.3. Reduce the system of equations (3.11) to the

wave equation for the mass density variations ρ1 (r, t ) .

Review Questions to Section 3.1

1. Consider all forces that any interior portion of an ideal liquid is

acted upon by the surroundings. To what force do they reduce?
2. What equation of state must be used for describing the propagation
of acoustic oscillations in fluids?
3. Which terms in the system (3.8) of equations of ideal liquid
hydrodynamics cause its nonlinearity?
4. With the aid of the velocity potential, how can one determine the
variations in velocity, mass density, and pressure that occur during
the small-amplitude oscillations in a fluid?

A71
 3.2. The Cauchy Problem for the Wave Equation.
The Uniqueness of the Solution

According to Formulas (3.15) and (3.17), the variations in

velocity and mass density, occurring in the process of small-amplitude
oscillations in a fluid, are completely determined through the velocity
potential ψ . Should the value of ψ and that of its time derivative be
known for a time t0 , the potential ψ itself can be recovered for any
time t > t 0 .
So, the study of small-amplitude oscillations in a fluid reduces
naturally to a problem called the Cauchy problem for the wave
equation: in E3 and for t > t 0 , find a function ψ (r, t ) that satisfies
Equation (3.19) and the initial conditions
∂ψ (r, t 0 )
ψ (r, t 0 ) = u (r ) , = v(r ) (3.20)
∂t
Prior to constructing the solution ψ (r, t ) , we shall verify its
uniqueness and outline the class of functions to which it belongs.

Theorem 3.2.1. Suppose that a twice continuously differentiable

function Ψ (r, t ) satisfies the wave equation (3.19) as t > t 0 and also
the conditions
∂Ψ (r, t0 )
Ψ (r, t0 ) = 0 , =0 (3.21)
∂t
Then
Ψ (r, t ) ≡ 0 , t > t0
Proof. Since Equation (3.19) is invariant under shifts of the zero
time reference point and under the reversal of time flow t → −t , we
can assume, without loss of generality, that t 0 = 0 . Moreover, it
follows from the linearity and homogeneity of Equation (3.19) and
Conditions (3.21) that both the real and the imaginary parts of Ψ (r, t )
satisfy them. For this reason, we can consider Ψ (r, t ) to be a real
function.

A72
 Denoting the coordinates (at , x, y, z ) temporarily as
(x0 , x1 , x 2 , x3 ) , rewrite this obvious identity
2 ∂Ψ  ∂ 2Ψ ∂ 2Ψ ∂ 2Ψ ∂ 2Ψ 
0≡  2 2 − 2 − 2 − 2  =
a ∂t  a ∂t ∂x ∂y ∂z 
1 ∂ 1   ∂Ψ  
2 2 2 2
 ∂Ψ   ∂Ψ   ∂Ψ
=    +  +   +   −
a ∂t  a 2  ∂t   ∂x   ∂y   ∂z  

∂  ∂Ψ ∂Ψ  ∂  ∂Ψ ∂Ψ  ∂  ∂Ψ ∂Ψ 
−2   − 2   − 2  
∂x  a∂t ∂x  ∂y  a∂t ∂y  ∂z  a∂t ∂z 
as
∂A0 ∂A1 ∂A2 ∂A3
div A ≡ + + + =0 (3.22)
∂x0 ∂x1 ∂x 2 ∂x3
where A = ( A0 , A1 , A2 , A3 ) is a four-dimensional vector with
components
2 2 2 2
 ∂Ψ   ∂Ψ   ∂Ψ   ∂Ψ 
A0 =   +   +   +  
 ∂x0   ∂x1   ∂x 2   ∂x3  (3.23)
∂Ψ ∂Ψ
A j = −2 , j = 1, 2, 3
∂x0 ∂x j
In four-dimensional space, consider now the frustum D , of a
‘light’ cone*), defined as the locus of points whose coordinates satisfy
the relation
( x1 − a1 ) 2 + ( x2 − a2 ) 2 + ( x3 − a3 ) 2 ≤ ( x0 − a0 ) 2 , 0 ≤ x0 ≤ a 0′ < a 0
where (a0 , a1 , a2 , a3 ) – the vertex of the cone – is an arbitrary point in
the four-dimensional half-space x0 > 0 .
Let σ 0 and σ 1 denote the lower and the upper bases
2
( x1 − a1 ) 2 + ( x 2 − a 2 ) 2 + ( x3 − a3 ) 2 = a 0

*)
The modifier ‘light’ stems from problems of relativistic physics, where in the relevant
wave equations a is the speed of light in vacuum.

A73
 ( x1 − a1 ) 2 + ( x 2 − a 2 ) 2 + ( x3 − a3 ) 2 = (a 0′ − a 0 ) 2
of the frustum D respectively, and let Γ denote its lateral surface
( x0 − a0 ) 2 − ( x1 − a1 ) 2 − ( x2 − a2 ) 2 − ( x3 − a3 ) 2 = 0
0 ≤ x0 ≤ a0′ < a0
The integration of both sides of (3.22) over the region occupied
by D and the application of the four-dimensional version of the
Divergence Theorem yield:

∫ div A dx dx dx dx = ∫ (A ⋅ n)dS + ∫ (A ⋅ n)dS + ∫ (A ⋅ n)dS

D
0 1 2 3
Γ σ0 σ1
(3.24)
where n = (n0 , n1 , n 2 , n3 ) is the unit outward normal to an appropriate
element of the surface of D , and (A ⋅ n ) ≡ A0 n0 + A1n1 + A2 n2 + A3n3 .
Making use of the explicit expressions for the components of A ,
rewrite the integrand in the integral over Γ in (3.24) in the form
 ∂Ψ  2  ∂Ψ  2  ∂Ψ  2  ∂Ψ  2 
(A ⋅ n ) = n0   +   +   +   
 ∂x 0   ∂x1   ∂x 2   ∂x 3  
3
∂Ψ ∂Ψ
− ∑ 2n
j =1
j
∂x 0 ∂x j
= (3.25)

2 2
2 2
n − n1 − n 2 − n3
2
 ∂Ψ 
2 3
 ∂Ψ ∂Ψ 
∑
1 n j 
= 0   + − n0
 
n0  ∂x 0  n 0 j =1  ∂x 0 ∂x j 
On the surface Γ , which is the locus of the equation
F ( x0 , x1 , x2 , x3 ) = x0 + ( x1 − a1 ) 2 + ( x2 − a2 ) 2 + ( x3 − a3 ) 2 − a0 = 0
0 ≤ x0 ≤ a0′ < a0
by the general definition of the normal vector to a smooth surface we
have:

A74
 1
−
 ∂F   ∂F 
2 2 2 2 2
  ∂F   ∂F   ∂F  1
n0 =     +   +   +    =
 ∂x0   ∂x0   ∂x1   ∂x 2   ∂x3   2
1
−
  ∂F 
2 2 2 2
 ∂F   ∂F   ∂F   ∂F  2

nj =     +   +   +    =
 ∂x   ∂x
 j   0   ∂x1   ∂x 2   ∂x3  
1 xj − aj
= , j = 1, 2, 3
2
( x1 − a1 ) 2 + ( x 2 − a 2 ) 2 + ( x3 − a3 ) 2
So, on Γ ,
n02 − n12 − n22 − n32 = 0
and, in view of (3.25), (A ⋅ n ) ≥ 0 . Accordingly,

∫ (A ⋅ n)dS ≥ 0
Γ
(3.26)

On the lower base σ 0 , due to the initial conditions (3.21), we

have A = 0 and therefore

∫ (A ⋅ n)dS = 0
σ0
(3.27)

On the upper base σ 1 , which is a part of the plane x0 = a0′ , we

have n = (1,0,0,0) . Then, according to Formulas (3.23),

∫ (A ⋅ n)dS = ∫ A dS =
σ1 σ1
0

(3.28)
 ∂Ψ 2
  ∂Ψ
2
  ∂Ψ
2
  ∂Ψ 
2

= 
∫
 ∂x 0
σ 1 
 + 
  ∂x1
 + 
  ∂x 2
 + 
  ∂x3


 dS ≥ 0

Because of (3.24), (3.26), and (3.27), the inequality sign in
Formula (3.28) must be omitted. This means that on σ 1 ,
∂Ψ ∂Ψ ∂Ψ ∂Ψ
= = = =0 (3.29)
∂x0 ∂x1 ∂x2 ∂x3

A75
 Since a0′ can assume any values from the interval (0, a0 ) , the
equalities (3.29) are valid for all points in D . Letting a0′ tend to a0
and taking into account that, by assumption, Ψ is a continuously
differentiable function, we come to the conclusion that the equalities
(3.29) are also valid for the vertex of the cone, which may be at any
point in the half-space x0 > 0 . Therefore, Ψ ≡ const for any point r
in E3 and for any time t > 0 (or t > t0 ). Moreover, in view of
Conditions (3.21), we have: Ψ ≡ 0 .

Corollary 3.2.2. In the class of twice continuously differentiable

functions, the Cauchy problem for the wave equation in an infinite
space has a unique solution.

Indeed, assuming the existence of two solutions to the problem,

we conclude immediately that their difference is zero; that is, they are
equal.

Review Questions to Section 3.2

1. Is the flow of a fluid in the absence of external forces always

potential?
2. Consider the points on the lateral surface of the upper and lower
nappes of a four-dimensional ‘light’ cone with vertex at the point
(a0 ,0,0,0) . What equation do their coordinates satisfy?
3. If the surface of an object is the locus of the equation
F ( x0 , x1 , x2 , x3 ) = 0 , F being a smooth function, how can one
find the components of its unit normal?
4. What is the potential ψ (r, t ) for the velocity field for t > t 0 if
external forces are absent and
∂ψ (r, t 0 )
ψ (r, t 0 ) = u 0 (r ) , =0
∂t
where u 0 (r ) is a harmonic function?

A76
 3.3. The Solution to the Cauchy Problem for the Wave
Equation in E3 . Poisson’s Relation

Let us proceed now to finding the solution to the Cauchy

problem (3.19), (3.20). To begin with, assume that the initial functions
u (r ) and v(r ) are infinitely differentiable, and that for any integers
s1 , s 2 , s3 ≥ 0 and n > 1 they satisfy the conditions
∂ s1 + s2 + s3 u (r )
∂x ∂y ∂z
s1 s2 s3
( )
−n
=o r ,
∂ s1 + s2 + s3 v(r )
∂x ∂y ∂z
s1 s2 s3
=o r ( )
−n
(3.30)

Under these, the unique twice continuously differentiable

solution ψ (r, t ) to the problem is a function that is infinitely
differentiable with respect to all its variables and also integrable, along
with all its partial derivatives. Indeed, assuming the existence of
ψ (r, t ) , consider the Fourier transform of this function with respect to
the spatial variables:
∧ 1
ψ (k , t ) =
∫e ψ (r, t ) dr
− ikr
(3.31)
(2π ) 3 / 2
E3

Starting from Equation (3.19) and the initial conditions (3.20),

with the use of the relations
∧
∂ 2ψ ∂2 ∧ ∧ ∧
(k , t ) = ψ (k , t ) , ∆ψ (k , t ) = −k 2 ψ (k , t )
∂t 2 ∂t 2
∧
we find that ψ (k , t ) is the solution to this elementary problem:
∂2 ∧ ∧
ψ (k , t ) = − a 2 2
k ψ (k , t )
∂t 2
∧
∧ ∧ ∂ψ (k ,0) ∧
ψ (k ,0) = u (k ) , = v(k )
∂t
∧ ∧
where u (k ) and v(k ) are the Fourier transforms of u (r ) and v(r ) .
We find from this that

A77
 ∧ ∧ ∧ sin akt
ψ (k , t ) = u (k ) cos akt + v(k ) (3.32)
ak
Making use of the properties of Fourier transforms and taking
into account the properties of u (r ) and v(r ) , and also the conditions
∧ ∧
(3.20), we see that u (k ) and v(k ) are infinitely differentiable with
respect to the variables k x , k y , k z , and that for any integers
s1 , s 2 , s3 ≥ 0 and n > 1 ,
∧ ∧
∂ s1 + s2 + s3 u (k )
∂k x ∂k y ∂k z
s1 s2 s3
( )
−n
=o k ,
∂ s1 + s2 + s3 v(k )
∂k x ∂k y ∂k z
s1 s2 s3
( ) (3.33)
=o k
−n

The functions cos akt and sin akt ak in Formula (3.32) are
infinitely differentiable with respect to k x , k y , and k z , and also
bounded, as well as their derivatives, for real values of these. As a
∧
result, the function ψ (k , t ) , too, is infinitely differentiable with respect
to k x , k y , and k z , and satisfies the conditions (3.33) for any integers
s1 , s 2 , s3 ≥ 0 and n > 1 . It follows, again in view of the properties of
Fourier transforms, that the function
1 ∧
ψ (r, t ) =
(2π ) 3 / 2 ∫
E3
e ikr u (k ) cos akt dk +
(3.34)
1 ∧ sin akt
∫e
ikr
+ v(k ) dk
(2π ) 3 / 2 ak
E3

satisfies both Equation (3.19) and the conditions (3.20), being infinitely
differentiable with respect to all its variables and vanishing, along with
its partial derivatives, at a rate greater than that of any power of k as
k → ∞.
Let us now express this solution in terms of u (r ) and v(r ) .
Consider first the case where u (r ) ≡ 0 , v(r ) ≠ 0 , carry out all the
calculations for the function

A78
 2
r −r ′
1
∫e
−
vτ (r ) = 4τ
v(r ′) dr ′ (3.35)
(4πτ ) 3 / 2
E3

instead of v(r ) , and then, taking into account that vτ (r ) → v(r ) , let
τ →0
τ tend to 0.
Since vτ (r ) is a convolution of two integrable functions, its
Fourier transform is
∧ 2 ∧
vτ (k ) = e −τk v(k )
∧ ∧
whence it follows that vτ (k ) → v(k ) . Formula (3.34) takes the form
τ →0
1 sin akt −τk 2 ∧
ψ τ (r, t ) =
(2π ) 3 / 2 ∫
E3
dk
ak
e v(k )e ikr (3.36)

∧
Substituting the expression for v(k ) ,
∧ 1
∫ dr′e
−ikr ′
v(k ) = v(r ′)
(2π ) 3 / 2
E3

into Formula (3.36), and interchanging the order of integration with

respect to k and r ′ , we arrive at the integral representation

∫
ψ τ (r, t ) = dr ′Gτ (r − r ′; t )v(r ′)
E3
(3.37)

where
1 sin akt
∫
2
Gτ (r, t ) = dk e ikr e −τk =
(2π ) 3
ak
E3
∞ 2π π
1 sin akt −τk 2
∫ ∫ dϕ ∫ dθ sin θ e
ikr cos θ
= dkk 2
e =
(2π ) 3
ak
0 0 0
∞
1
∫
2
= dk sin akt sin kre −τk
2π 2 ar
0

A79
 The application of the formula
1
sin akt sin kr = [cos k (r − at ) − cos k (r + at )]
2
yields:
∞
1
∫ dk [cos k (r − at ) − cos k (r + at )]e −τk
2
Gτ (r, t ) =
4π ar
2
0
Next, taking into account that
∞ ∞ ( r ± at ) 2
1 1 π −
∫ dk cos k (r ± at )e ∫
−τk 2 2
= dk eik ( r ± at )e −τk = e 4τ
2 2 τ
0 −∞
we obtain:
 − ( r − at ) 
2 2
( r + at )
1 −
Gτ (r, t ) = e 4τ − e 4τ 
4πar 4πτ  
Recall now that
( r ± at ) 2
1 −
lim = e = δ (r ± at ) 4τ

4πτ
τ ↓0

Since r > 0 , a > 0 , and t > 0 , then δ (r + at ) = 0 . So,

considering the limit of the sequence of the functions Gτ (r, t ) to be a
generalized function of the spatial coordinates, we have:
δ (r − at )
lim Gτ (r, t ) = , t>0 (3.38)
τ ↓0 4πar
The desired solution is of the form
δ ( r − r ′ − at )
ψ (r, t ) = limψ τ (r, t ) = dr ′
τ ↓0 ∫
E3
4πa r − r ′
v(r ′) (3.39)

In Formula (3.39), now set r ′ = r + ρ , dr ′ = dρ , and change to

a spherical coordinate system to obtain:
∞
δ ( ρ − at )
∫
ψ (r, t ) = dρρ 2
0
4πaρ ∫ v(r + ρn) dn
n =1

A80
the integral over n being taken over a sphere of unit radius. According
to the properties of the δ function, the integral over ρ is equal to the
value of the integrand at the point ρ = at . Therefore,
t
ψ (r, t ) =
4π ∫ v(r + atn) dn
n =1
(3.40)

For an arbitrary continuous function w(r, t ) , let us designate

1
M [ w](r, t ) ≡
4π ∫ w(r + atn) dn
n =1
(3.41)

Then the formula

ψ (r, t ) = tM [v](r, t ) (3.42)
represents the solution to the Cauchy problem (3.19), (3.20) in the case
where u (r ) = 0 , v(r ) ≠ 0 . To obtain the one for the case where
u (r ) ≠ 0 , observe that the first integral on the right of Formula (3.34)
can be written as
 
∂ 1 ∧ sin akt 
∫e
ikr
u (k ) dk 
∂t  (2π ) 3 / 2 ak 
 E3 
Repeating for this integral the manipulations identical to those
having resulted in the relation (3.40), we conclude that the initial
function u (r ) contributes
∂
tM [u ](r, t )
∂t
Thus, the solution to the Cauchy problem (3.19), (3.20), with
initial functions u (r ) ≠ 0 , v(r ) ≠ 0 , is directly expressed in terms of
these by
∂
ψ (r, t ) = tM [u ](r, t ) + tM [v](r, t ) (3.43)
∂t
Formula (3.43) is called Poisson’s relation. We have derived it
by assuming that u (r ) and v(r ) are infinitely differentiable and that
for r → ∞ , they and all their derivatives are of higher order than that

A81
 −1
of any power of r . Under these conditions, the solution (3.43) is
itself a function infinitely differentiable with respect to all its variables,
including t , and vanishing, along with all its derivatives, as r → ∞ .
Note, however, that the integral in the transformation (3.41) is
taken over a compact set only. In accordance with the properties of
integrals dependent of parameters, for t > 0 the transformation (3.41)
carries every continuous function with continuous partial derivatives up
to the n th order inclusive into a function n -fold continuously
differentiable with respect to all its variables, including t . Now, taking
into account that, when applied to infinitely differentiable functions
vanishing along with their derivatives rather rapidly at infinity, the
transformation (3.42) results in functions satisfying the wave equation
(3.19), and that by these infinitely differentiable functions and their
corresponding derivatives, any twice continuously differentiable
function and its derivatives can be approximated with any accuracy in
every bounded region, we come to the conclusion that the
transformation (3.42) carries any twice continuously differentiable
functions into those satisfying the wave equation (3.19).

Problem 3.3.1. Verify by direct calculations that for any twice

continuously differentiable v(r ) , Formula (3.42) gives a function
satisfying both Equation (3.19) and the initial conditions
ψ (r,0) = 0 , ψ t (r,0) = v(r ) .
Hint. Reduce the integral
at 1
∫ (n ⋅ grad v(r + atn)) dn = ∫ (n ⋅ grad v(r + atn))a t dn
2 2

4π 4πat
n =1 n =1

which appears in the expression for ψ t (r, t ) , to one of the normal

component of grad v(r ) over the surface of the sphere with radius at
and center at the point r , and then use the Divergence Theorem to
evaluate it.

A82
 In view of the fact that if some thrice differentiable functions
satisfy the wave equation (3.19), then so do their first derivatives, not
much remains to be added to draw this conclusion:
For any thrice continuously differentiable u (r ) and any twice
continuously differentiable v(r ) , Formula (3.43) represents the unique
twice continuously differentiable solution to the three-dimensional
Cauchy problem (3.19), (3.20) for the wave equation.
Now suppose that at t = 0 , the initial disturbance within a
medium is nonzero only within some region Ω about the origin.
According to Formula (3.43), the value of the wave field ψ (r, t ) at a
point r at a time t > 0 is given by the integrals taken over the surface,
S , of the sphere with radius at and center at r . Since these depend
on the values of the initial functions u (r ) and v(r ) on S only,
ψ (r, t ) differs from zero only if S intersects Ω ; that is, on the time
interval
d D
<t <
a a
where d and D stand for the shortest and the longest distance from r
to Ω , respectively.
This is testimony to the fact that the wave equation describes the
propagation of disturbances with a constant speed of a . At r , the
initial disturbance in Ω does not affect the medium until the time d a
elapses. It is exactly the time it takes for the waves originating in Ω to
arrive at this point. After the instant D a , the effect of the initial
disturbance ceases to exist at r .
In the limiting case where Ω shrinks to a point (the origin), only
at the instant t = r a does the initial disturbance have an effect on the
medium at r . This fact is known as Huygens’ principle for the wave
equation: if the initial disturbance is localized in space, then later it
manifests itself at every point as a phenomenon localized in time.

A83
 Review Questions to Section 3.3

1. If a function ψ (r, t ) satisfies the wave equation (3.19) and is both

differentiable and integrable, along with all its derivatives of up to
the second order inclusive, what equation does the Fourier
∧
transform ψ (k , t ) satisfy?
2. If the functions u (r ) and v(r ) in the initial conditions (3.20) are
differentiable and integrable, and so are their first and second
derivatives, what are their contributions to the Fourier transform of
the solution to the Cauchy problem for Equation (3.19)?
3. The contribution from the initial function v(r ) to the solution of
the Cauchy problem (3.19), (3.20) for t > 0 can be represented as
the integral transformation
∫ dr′G(r, r′; t )v(r′) .
E3
What is the

kernel G (r, r ′; t ) of this transformation?

4. At the time t = 0 , the pressure in a liquid differs from its
equilibrium value only within a sphere with radius R and center at
some point. What is the shortest time it takes for the liquid to come
to equilibrium at the sphere’s center? On the sphere’s surface?
5. What is Huygens’ principle about?

3.4. The Solution of the Cauchy Problem for the Wave

Equation in Two- and One-dimensional Spaces

The two-dimensional Cauchy problem for the wave equation

arises whenever due to given physical conditions, the wave field and
other sought-for functions remain unchanged under displacements in a
particular direction. Assuming, without loss of generality, that
direction to be parallel to the z -axis, we can write it as
∂ 2ψ 2 ∂ ψ
2
∂ 2ψ 
= a  2 +  (3.44)
∂t 2  ∂x ∂y 2 
ψ t =0
= u 0 ( x, y ), ∂ψ ∂t t = 0 = v 0 ( x, y ) (3.45)

A84
 In order to find the solution to the problem (3.44), (3.45) in the
class of twice continuously differentiable functions, consider the
solution ψ = ψ ( x, y, z , t ) of the three-dimensional wave equation
(3.19) subject to the initial conditions (3.45), with z -independent
functions u 0 ( x, y ) and v0 ( x, y ) being assumed trice and twice
continuously differentiable, respectively. Since Equation (3.19)
involves only derivatives of ψ , the function ψ~ = ψ ( x, y, z + h, t ) ,
with h an arbitrary real number, satisfies it as well. In addition, ψ~
satisfies the initial conditions (3.45), which follows from the z -
independence of those. In other words, both ψ ( x, y, z , t ) and
ψ~ ( x, y, z , t ) are solutions to the three-dimensional Cauchy problem
(3.19), (3.45). Because of the uniqueness of the solution, they must be
equal: ψ ( x, y, z , t ) = ψ ( x, y, z + h, t ) . This implies the z -
independence of ψ : ψ = ψ ( x, y, t ) .
Thus we have proved that the twice differentiable solution to a
three-dimensional Cauchy problem for the homogeneous wave equation
is independent of a particular variable if the initial functions are
independent of that variable. Poisson’s relation for the associated
three-dimensional problem (3.19), (3.45) can be used to solve the two-
dimensional problem (3.44), (3.45).
At first, let u 0 ( x, y ) = 0 , v0 ( x, y ) ≠ 0 . Then, by Formula
(3.40),
t
ψ ( x, y , t ) =
4π ∫ v ( x + atn , y + atn ) dn
n =1
0 x y (3.46)

The integration in (3.46) is carried out over the surface of a

three-dimensional unit sphere, which is not typical of two-dimensional
problems. To get rid of this, transform the integral (3.46) into one
taken over the disk representing the projection of the sphere onto the
xy -plane. Considering that in Formula (3.46)
n x = sin θ cos ϕ , n y = sin θ sin ϕ , n z = cosθ
0 ≤ θ ≤ π , 0 ≤ ϕ < 2π
and that the elementary surface area for the unit sphere is

A85
 dn = sin θ dθdϕ
let us change to the new variables
ξ = sin θ cos ϕ , η = sin θ sin ϕ , ζ = cosθ ; ξ 2 + η 2 + ζ 2 = 1
The inverse transformation formulas for the points on the upper
hemisphere are
η π
ϕ = tan −1 , θ = sin −1 η 2 + ξ 2 , 0 ≤ θ ≤ (3.47)
ξ 2
Since the integrand in (3.46) is independent of z , the integrals
over the upper and the lower hemispheres are equal. In the new
coordinates, the elementary area dn is
dn = sin θ Jdξdη (3.48)
where sin θ = ξ 2 + η 2 and J is the Jacobian of the transformation
(3.47):
∂θ ∂θ
∂ξ ∂η 1 1
J= = (3.49)
∂ϕ ∂ϕ ξ 2 +η2 1− ξ 2 −η 2
∂ξ ∂η
The integral (3.46) (the doubled integral over the upper
hemisphere) takes the form
2t v 0 ( x + aξ t ; y + aη t )
ψ ( x, y , t ) =
4π ∫∫
ξ 2 +η 2 ≤1
1− ξ 2 −η 2
dξ dη (3.50)

One more change of variables

x′ − x
x + aξt = x ′, ξ=
at
(3.51)
y′ − y
y + aηt = y ′, η=
at
finally yields:
1 v0 ( x ′, y ′)
ψ ( x, y , t ) =
2πa ∫∫
r' − r ≤ at
a t − ( x ′ − x) 2 − ( y ′ − y ) 2
2 2
dx ′dy ′ (3.52)

A86
 Let us denote
~ 1 w( x ′, y ′)
M [ w]( x, y, t ) ≡
2πa ∫∫
r' − r ≤ at
a t − ( x ′ − x) 2 − ( y ′ − y ) 2
2 2
dx ′dy ′

(3.53)
Based on Formulas (3.41), (3.43), (3.52), and (3.53), we
conclude that the twice continuously differentiable solution to the two-
dimensional Cauchy problem (3.44), (3.45), with u 0 ( x, y ) thrice and
v0 ( x, y ) twice continuously differentiable, is given by
~ ∂ ~
ψ ( x, y, t ) = M [v0 ]( x, y, t ) + M [u 0 ]( x, y, t ) (3.54)
∂t
Assuming the process of wave propagation in some medium to
be describable in terms of the two-dimensional Cauchy problem,
consider some of its features by using formulas (3.53) and (3.54).
Let the initial disturbance of a two-dimensional wave field be
localized within a small region Ω in the xy -plane, and let P be a
point in this plane at a distance of d from Ω . While t < d a , the
medium remains undisturbed at P , for the integrals in (3.54) are taken
over disks with radii at < d centered at P , on which the initial
functions are zero. When, however, t > d a , it does become being
disturbed there – the integrals are now taken over disks that first
intersect and then, from some instant t1 on, completely cover the
initially disturbed region Ω . In fact, it is Ω alone that contributes to
the integrals. These are generally nonzero for t > t1 , which means that
in the two-dimensional case, a wave produced by a spatially localized
disturbance has no rear edge, although it has a distinct leading edge;
that is, Huygens’ principle is violated.
The physical cause behind becomes clear if we take notice of the
following fact. The above two-dimensional problem, with initial
functions nonzero within a bounded plane region Ω , results from those
problems for the three-dimensional wave equation in which the initial
functions are nonzero within an infinite cylinder perpendicular to the
xy -plane and have equal values on all its cross-sections parallel to this
plane. Outside the cylinder, the medium remains undisturbed at P

A87
until the sphere with radius at and center at P intersects the cylinder
(see Formula (3.43)). At that instant, a wave arrives at P from the
closest point in the cylindrical region. The wave has a trailing edge, but
will have no rear one: from that instant on, disturbances from other
points in the cylindrical region, more and more distant (a sphere of
sufficiently large radius and an infinite cylinder have a nonempty
intersection), will keep arriving at P .

Problem 3.4.1. Let u 0 ( x, y ) be zero, and let v0 ( x, y ) be

nonnegative and vanishing outside a disk of radius R < ∞ . For an
arbitrary point in space, find the leading term of the asymptotic
expansion for the solution to the Cauchy problem (3.44), (3.45) as
t →∞.

Finally, consider the Cauchy problem for the wave equation in

one-dimensional space:
∂ 2ψ 2 ∂ ψ
2
= a (3.55)
∂t 2 ∂x 2
∂ψ
ψ = u 0 ( x), = v0 ( x) (3.56)
t =0
∂t t =0
As in the case of the two-dimensional problem, the solution can
be found by applying Formulas (3.43), (3.46) to the initial functions
that depend upon the variable x alone. If u 0 ( x) = 0 and v0 ( x) ≠ 0 ,
this gives:
x + at
1
ψ ( x, t ) =
2a ∫ v ( x′) dx′
x − at
0 (3.57)

A88
 In general, the twice differentiable solution to the problem (3.55),
(3.56), with initial functions u 0 ( x) and v0 ( x) respectively twice
differentiable and differentiable, is given by
x + at
u ( x + at ) + u 0 ( x − at ) 1
ψ ( x, t ) = 0
2
+
2a ∫ v ( x′) dx′
x − at
0 (3.58)

This expression is known as d’Alembert’s formula.

Problem 3.4.2. Starting with Formulas (3.53) and (3.54), deduce

d’Alembert’s formula.

It follows from Formula (3.58) that for the one-dimensional wave

equation, Huygens’ principle is violated even if the initial functions
differ from zero only on a finite interval. One can verify this by
substituting into (3.57) any nonnegative function in place of v0 ( x) .
Let v0 ( x) = aw′( x) , where w( x) is a twice differentiable
function. Having set
u 0 ( x) ± w( x)
f1, 2 ( x) =
2
we can represent the solution (3.58) as
ψ ( x, t ) = f 1 ( x + at ) + f 2 ( x − at ) (3.59)
On the other hand, in view of the fact that for any twice
differentiable function f ( x) , the functions f ( x ± at ) satisfy the one-
dimensional wave equation (3.55), we can state that Formula (3.59),
with f1, 2 ( x) being any twice differentiable functions, gives the general
solution of (3.55).
It follows from Formula (3.59) that if the initial functions in the
Cauchy problem (3.55), (3.56) are zero outside some interval, then the
solution is a sum, that is, superposition of two waves, one ( f1 )
travelling to the left and the other ( f 2 ) to the right, both at a constant
speed of a .

A89
 Problem 3.4.3. Deduce the general solution (3.59) of the one-
dimensional wave equation and d’Alembert’s formula without referring
to the three- and two-dimensional Cauchy problems.
Hint. Take advantage of the fact that the change of variables
ξ = x + at , η = x − at
transforms the one-dimensional wave equation into
∂ 2ψ
=0
∂ξ∂η

Review Questions to Section 3.4

1. How can one use Poisson’s relation to find the solution to the
Cauchy problem for the wave equation in an infinite two-
dimensional space?
2. In two-dimensional space, why do the waves caused by a spatially
localized disturbance have no rear edge?
3. Is Huygens’ principle valid for the wave equation in one-
dimensional space?
4. What dependence of coordinate and time is characteristic of the
functions satisfying the one-dimensional wave equation?
5. Under what conditions on the initial functions does the solution to
the Cauchy problem (3.55), (3.56) represent a wave travelling with
an unchanging profile to the right at a constant speed?

3.5. The Inhomogeneous Wave Equation

Now, consider the waves generated in an infinite uniform

medium by sources of power density f (r, t ) . We shall assume
f (r, t ) to be a continuous function of all its variables.
In the presence of sources, the Cauchy problem for the wave
equation takes the form

A90
 ∂ 2ψ
= a 2 ∆ψ + f (r, t ), t > 0 (3.60)
∂t 2
∂ψ (r,0)
ψ (r,0) = u 0 (r ), = v 0 (r ) (3.61)
∂t
The solution can be represented as the sum
ψ (r, t ) = ψ 1 (r, t ) + ψ 2 (r, t ) (3.62)
where ψ 1 (r, t ) is the solution of the homogeneous wave equation
subject to the given initial conditions (3.61), and ψ 2 (r, t ) is a function
obeying the inhomogeneous wave equation (3.60) and chosen so as to
satisfy zero initial conditions
∂ψ 2 (r,0)
ψ 2 (r,0) = 0 , =0 (3.63)
∂t
Physically, ψ 1 (r, t ) describes the waves caused by the initial
disturbance, whereas ψ 2 (r, t ) does the waves brought about by the
sources.
The solution ψ 1 (r, t ) is expressed in terms of the initial
functions u 0 (r ) and v0 (r ) by Poisson’s relation (3.43). Whenever
those are compactly supported, their impact on the medium lasts at any
point for a limited time only, according to Huygens’ principle.
Afterwards, the oscillation process at that point is governed exclusively
by the sources and is therefore described by ψ 2 (r, t ) .
In order to find an explicit expression for ψ 2 (r, t ) in terms of
f (r, t ) , let us first consider somewhat formal a case when
f (r, t ) = f τ (r )δ (t − τ ) , τ >0
where f τ (r ) is a twice differentiable function, and δ (t − τ ) is the
Dirac delta function. If we assume that in this case, too, Equation (3.60)
has a unique continuous solution ψ 2 (r, t ;τ ) satisfying the conditions
(3.63), then, based on the uniqueness of the solution to the Cauchy
problem for the wave equation, we can state that ψ 2 (r, t ;τ ) = 0 until
the time t = τ , when the sources “go on”. It follows from the
continuity of the solution that ψ 2 (r, τ ;τ ) = 0 as well.

A91
 Taking into account these properties of ψ 2 (r, t ;τ ) , integrate
both sides of the equation
∂ 2ψ 2
= a 2 ∆ψ 2 + f τ (r )δ (t − τ )
∂t 2

with respect to t from τ − ε to τ + ε , ε > 0 , and then let ε tend to

0, to obtain:
 ∂ψ (r,τ + ε ;τ ) ∂ψ 2 (r, τ − ε ;τ )  ∂ψ (r,τ + 0;τ )
lim  2 − = = f τ (r )
ε ↓0
 ∂t ∂t  ∂t
(3.64)
So, the function ψ 2 (r, t ;τ ) satisfies the homogeneous wave
equation
∂ 2ψ 2
= a 2 ∆ψ 2 (3.65)
∂t 2
as t > τ and the conditions
∂ψ 2 (r,τ + 0;τ )
ψ 2 (r,τ + 0;τ ) = 0 , = f τ (r ) (3.66)
∂t
in the limiting case t → τ .
In other words, within the interval (τ , ∞) , ψ 2 (r, t ;τ ) is equal to
the solution of the homogeneous wave equation (3.65) subject to the
initial conditions (3.66). Taking into consideration Formula (3.42), we
get:
 0, t <τ
ψ 2 (r, t ;τ ) =  (3.67)
(t − τ ) M [ f τ ](r, t − τ ), t > τ
Now, take advantage of the fact that the power density f (r, t )
can always be written as
∞

∫
f (r, t ) = δ (t − τ ) f (r, τ )dτ
0
Since Equation (3.60) is linear, it suffices to integrate Formula
(3.67), with f τ (r ) being replaced with f (r, τ ) , with respect to the
parameter τ from 0 to ∞ , to obtain ψ 2 (r, t ) . For t > 0 , this integral

A92
is taken only from 0 to t , due to (3.67). Therefore,
t

∫
ψ 2 (r, t ) = (t − τ ) M [ f (r,τ )](r, t − τ )dτ
0
(3.68)

Problem 3.5.1. Make use of the fact that for twice continuously
differentiable functions u (r ) , the transformation M [u ](r, t ) , t > 0 ,
gives twice continuously differentiable functions satisfying the
homogeneous wave equation and the condition M [u ](r,0) = 0 , to
verify that for any twice continuously differentiable f (r, t ) , the
function (3.68) is a unique twice continuously differentiable solution of
the inhomogeneous equation (3.60) subject to the condition (3.63).

Introducing the new variable of integration ρ = a (t − τ ) in

(3.68), and using the explicit expression for the transformation M , we
obtain:

at 
1 1  ρ  2
ψ 2 (r, t ) =
4πa 2
0
∫ ∫
ρ 
 n =1
f 

r + ρn , t −  d
a  
n

ρ dρ (3.69)

Next, setting ρ = ρn , we see that

1 1  ρ
ψ 2 (r, t ) =
4πa 2 ∫
ρ < at
f  r + ρ, t − dρ
ρ  a
In the variables r ′ = r + ρ , this expression takes the form
1 1  r − r′ 
ψ 2 (r, t ) =
4πa 2 ∫
r −r ′ < at
f  r ′, t −
r − r′  a 
 dr ′ (3.70)

This is called the retarded potential, by analogy with Newton’s

potential. It is seen from (3.70) that in a uniform medium, the speed of
travel of signals or disturbances generated by any source is independent
of the direction of travel, being a finite constant a > 0 .

A93
 Problem 3.5.2. Find the velocity potential for the forced
acoustic oscillations generated in a uniform medium by sources
localized within an infinitesimal neighborhood of the origin.

Consider now the important case where the power density

f (r, t ) changes with time according to the harmonic law, with
amplitude p (r ) and frequency ω :
f (r, t ) = p(r ) sin ωt (3.71)
Since the wave equation is linear in the desired function, and
f (r, t ) is real, the further analysis simplifies a great deal if we
represent f (r, t ) in the complex form
f (r, t ) = p(r )e − iωt (3.72)
~
evaluate the corresponding complex potential ψ (r, t ) , and then take the
imaginary part of ψ~ (r, t ) .
Suppose that p (r ) is zero outside some sphere of rather large
radius R . Substituting (3.72) into Formula (3.70), we see that in this
case, every point of the medium is set into harmonic oscillations of the
same frequency ω as time passes. The velocity potential for those is
ψ~ (r, t ) = A+ (r )e − iωt , at > R + r (3.73)
with complex amplitude
ik r −r ′
1 e ω
A+ (r ) =
4πa 2 ∫
E3
r − r′
p(r ′) dr ′ , k=
a
(3.74)

In particular, a point source with p (r ) = d 0δ (r ) , located at the

origin, causes with time the harmonic oscillations in the form of a
diverging spherical wave
d 0 e i ( kr −ωt )
ψ~ (r, t ) = (at > r ) (3.75)
4πa 2 r
If p (r ) is not compactly supported, but vanishes at infinity at
least as

A94
  1 
p (r ) = O 3+ε  (3.76)
r →∞
r 
then
 1 
ψ~ (r, t ) = A+ (r )e −iωt + O 1+ε 
(3.77)
t →∞
t 
Indeed, for f (r, t ) in the form (3.72), with the use of Formulas
(3.70) and (3.74), we can write
ψ~ (r, t ) = A+ (r )e −iωt + R(r, t )
t →∞
where
ik r − r ′
e − iωt e
R (r, t ) = −
4πa 2 ∫
r −r ′ > at
r − r′
p (r ′) dr ′

According to Formula (3.76), there is a positive number C < ∞

such that
C
p (r ) ≤
r 3+ ε
Then for at > 2r , in view of the relations
{r ′ : r − r ′ > at} ⊂ {r ′ : r ′ > at − r}
π
sin θ dθ 2
∫
0
r + r ′ − 2rr ′ cosθ
2 2
=
r′
, r′ > r

we obtain:
1 1
R(r, t ) ≤
4πa 2 ∫
r −r ′ > at
r − r′
p(r ′) dr ′ ≤

1 1 C 1
≤
4πa 2 ∫
r ′ > at − r
r − r′
p(r ′) dr ′ ≤
4πa 2 ∫
r ′> at − r
r − r ′ r ′ ( 3+ε )
dr ′ =

∞
C dr ′ C  1 
=
a2 ∫ r′
at − r
( 2 +ε )
=
a (1 + ε )(at − r )
2
= O
1+ε t →∞  1+ε 
t 
Moreover, the condition (3.76) assures that

A95
 d 0 (n) e ikr 1 r
A+ (r ) = + o , n=
r → ∞ 4πa 2
r r r
(3.78)
d 0 (n) =
∫
E3
e −ik ( n⋅r′) p (r ′) dr ′, (n ⋅ r ′) = n x x ′ + n y y ′ + n z z ′

To prove this, consider some positive number r0 << r and write

the integral in Formula (3.74) as a sum of two integrals: J 1 over the
ball of radius r0 r and J 2 over the rest of the space E3 . In its turn,
J 2 = J 21 + J 22 , where the integral J 21 is taken over the spherical
layer r0 r < r ′ < r , and the integral J 22 is taken over the region
r ′ > r . For J 21 , we have:
1 1
J 21 ≤
∫ r − r′
r0 r < r ′< r
p(r ′) dr ′ ≤ C
∫
r0 r < r ′< r
r − r ′ r ′ ( 3+ε )
dr ′ =

r  
4πC dr ′ 4πC  1 1  1 
=
r ∫
r0 r
r′ (1+ε )
= 
rε  (r0 r ) ε /2
− ε  = O ε
r  r →∞  1+ 2
r


Similarly,
1  1 
J 22 ≤
∫ r − r′
r ′> r
p (r ′) dr ′ = O 1+ε 
r →∞
r 
So,
1
J 2 = o  (3.79)
r →∞
r
Next, for r >> r ′ we have:
 r′ 
r − r ′ = r 2 + r ′ 2 − 2(r ⋅ r ′) = r − (n ⋅ r ′) + O 
r
ik r −r ′
e e ikr −ik ( n⋅r′)   r′ 
= e 1 + O   (3.80)
r − r′ r   r 
The substitution of the estimate (3.80) into J 1 yields:

A96
   r0  
e ikr 
∫ p (r )dr + o 
−ik ( n⋅r ′ )
J1 = e ′ ′
r →∞ r   r  
 r ′< r r  
 0

Taking into account that

4πC
∫ e −ik ( n⋅r′) p (r ′)dr ′ ≤
r ′ > r0 r
∫ p (r ′) dr ′ ≤
r ′ > r0 r
ε (r0 r ) ε / 2
we can write
e ikr
J1 =
r →∞ r
(d 0 (n) + o(1) )
Together with (3.79), this gives (3.78).
Thus, the steady-state oscillations of the medium’s points caused
by a harmonic source whose power density is given by (3.72), with
amplitude p (r ) satisfying the condition (3.76), take, at large distances
from the origin, the form of the diverging spherical wave due to a
harmonic point source with amplitude d 0 (n)δ (r ) .

Problem 3.5.3. Prove that a harmonic source with spherically

symmetric amplitude p (r ) = p (r ) satisfying the condition (3.76) gives
rise to a diverging spherical wave at large distances from the origin.

Let us return to Formulas (3.73) and (3.74) ((3.77)).

Problem 3.5.4. Assuming p (r ) to be continuously

differentiable and integrable, and using the properties of Newton’s
potential, show that the complex amplitude (3.74) satisfies the
Helmholtz equation
1
− ∆u (r ) − k 2 u (r ) = p(r ) (3.81)
a2

The velocity potential (3.73) for the steady-state oscillations in a

medium might also have been found by considering a so-called
problem without initial conditions, involving the inhomogeneous wave

A97
equation (3.60) with power density of sources in the form (3.72). With
substitution of (3.73) into that equation, we would have gotten Equation
(3.81) for A+ (r ) .
It should be noted that if k 2 > 0 and p (r ) is continuous and
compactly supported, or continuous and satisfying the condition (3.76),
then there is an infinite number of functions that satisfy Equation (3.81)
and the condition
lim u (r ) = 0 (3.82)
r →∞

It is readily to verify that besides A+ (r ) given by Formula

(3.74), Equation (3.81) and the condition (3.82) are satisfied by the
function
− ik r −r ′
1 e
A− (r ) =
4πa 2 ∫
E3
r − r′
p(r ′) dr ′

and also by any convex combination

αA+ (r ) + (1 − α ) A− (r ) , 0 <α <1
In particular, in the liming case of an isotropic point source not
only the diverging spherical wave, but also the converging spherical
wave
d 0 e − i ( kr +ωt )
ψ~ (r, t ) =
4πa 2 r
and also any convex combination of these are solutions to the wave
equation (3.60) subject to the condition (3.82).
But if the source started operating at some instant in the past,
then there is a unique solution to the Helmholtz equation (3.81)
satisfying the condition (3.82), and the function A+ (r ) is the one.
From among the functions satisfying Equation (3.81) and the
condition (3.82), this unique solution can be singled out by means of
the following boundary condition at infinity:
 ∂u (r ) 
lim r  − iku (r )  = 0 (3.83)
r →∞
 ∂r 
This is called the radiation condition.

A98
 Review Questions to Section 3.5

1. Into what independent parts can the Cauchy problem for the
inhomogeneous wave equation be broken up?
2. Given the power density of sources, how can one determine the
velocity potential for the forced acoustic oscillations caused by
those in a fluid?
3. What sources generate diverging spherical waves?
4. If some sources change in time according to the harmonic law,
what requirements must their density power and also the initial
conditions meet so that the solution of the Cauchy problem for the
inhomogeneous wave equation would asymptotically transform into
a diverging spherical wave as t → ∞ and r → ∞ ?
5. What equation does the amplitude of the velocity potential for some
steady-state oscillations in a fluid satisfy if those are caused by a
harmonic source?
6. From among the functions satisfying the Helmholtz equation with
parameter k 2 > 0 , what condition at infinity makes it possible to
single out that unique one which describes the acoustic waves from
a harmonic source turned on at some instant in the past?

A99
 4. SUPPLEMENTARY FACTS FROM THE THEORY
OF FUNCTIONS

4.1. Generalized Functions. The Dirac Delta Function

If within a system there is only one impurity particle executing

the Brownian motion, then it is the probability density p (r, t ) that
plays the role of the concentration n(r, t ) . However, the question
arises how to determine the initial probability density if it is given that
at t = 0 , the particle was at a point r0 .
In dealing with physics problems, the necessity of extending the
concept of density to the case where the distribution of a physical
quantity is generated by point objects arises quite often. Let us try, for
instance, to define the density ρ (r ) caused at an arbitrary point r by a
unit point mass m = 1 situated at a point r0 . For this purpose, consider
a sequence of regions Ω j , with volumes ∆V j , that are inserted into
one another and that gradually shrink to the point r . Let ∆M j be the
total mass confined to Ω j . Then, in our case,
0 if r0 ∉ Ω j
∆M j = 
1 if r0 ∈ Ω j
According to the definition of density, we have:
∆M j
ρ (r ) = lim
∆V j →0 ∆V j
If r ≠ r0 , then, obviously, there is a number j 0 such that all
regions from Ω j0 onward do not include the point r0 ; thus ∆M j = 0
whenever j ≥ j 0 . Accordingly,
ρ (r ≠ r0 ) = 0
If, however, r = r0 , then ∆M j = 1 for every j . Therefore,

A100
 ∆M j 1
ρ (r = r0 ) = lim = lim = +∞
∆V j →0 ∆V j ∆V j →0 ∆V
j
At the same time, Newton’s potential ϕ due to the above point
mass ‘distribution’ remains bounded at any point r ≠ r0 . Indeed,
partitioning the entire E 3 into small regions around points r j , r0
among those, with volumes ∆V j , we have:

∑ r −r
1 1
ϕ (r ) = −γ
∫ r − r' ρ (r' )dr' = −γ
E3
lim
∆V j → 0
j j
ρ (r j )∆V j =

γ
∑ r −r
1
= −γ lim ∆M j = −
∆V j → 0
j j
r − r0
where γ is the universal gravitational constant.
So, the density ρ (r ) , which is formally associated with a unit
point mass positioned at a point r0 , is zero everywhere except for the
point r0 itself where it is + ∞ . Yet the integral of ρ (r ) taken over
any region containing r0 is equal to 1.
These properties of ρ (r ) are incompatible with the classical
definitions of function and integral. In solving particular physics
problems, however, such quantities as densities associated with point
masses or charges are usually encountered at intermediate stages. The
final result contains either none of those or products of those with some
‘well-behaved’ functions, the products being under the integral sign.
So, there is no urgent need for answering the question what such a
singular function means. It suffices just to specify the meaning of the
integral of the product of a singular function and a ‘well-behaved’ one.
Let us clear up first what is meant by ‘well-behaved’ functions –
these are further referred to as test-functions. Note that the choice of a
particular class of test-functions is determined by the purposes of a
specific problem. Unless stated otherwise, by test-functions we shall
understand compactly supported functions having continuous
derivatives of all orders. Test-functions can be added to one another
and also multiplied by both real and complex numbers, so-generated

A101
functions remaining test-functions. In other words, test-functions
constitute a linear set, or linear space.

Definition 4.1.1. A set L of objects – elements – of any nature

(let the letters f , g , h denote any of those, and the letters λ , µ any
numbers) is called a linear space if these operations are defined on it:
A. Addition of elements which assigns to each pair f , g a
unique element, denoted by f + g , in L , and which satisfies the
axioms 1 – 4:
1. f + g = g + f (commutative law of addition).
2. ( f + g ) + h = f + ( g + h) (associative law of addition).
3. There is a unique zero element, θ , such that f + θ = f .
4. For every element f , there is a unique inverse element, − f ,
such that f + (− f ) = (− f ) + f = θ .
B. Multiplication of elements by numbers which assigns to each
element f and each number λ a unique element, denoted by λf , in
L , and which satisfies the axioms 5 – 8:
5. 0 f = θ .
6. 1 f = f .
7. λ ( µf ) = (λµ ) f (associative law of multiplication).
8. λ ( f + g ) = λf + λg (distributive law of multiplication).

Note that when it comes to a linear space whose elements are

numerical functions, the above operations can be understood as the
usual arithmetic operations for numerical functions.
In what follows, the letter K stands for a linear space the
elements of which are infinitely differentiable, compactly supported
functions.

A102
 Definition 4.1.2. A test-function sequence ϕ 1 , ..., ϕ n ,... is said
to tend to 0 in K if all these functions are zero outside some sphere of
rather large radius, whereas inside the sphere they and all their
derivatives tend to 0 uniformly (in the usual sense) as n → ∞ .

Definition 4.1.3. A functional, F , is said to be defined on a set

of functions if a rule is given whereby to each element of the set a
certain number is assigned.

So, F is a function whose domain is itself a set of functions, not

that of numbers.

Definition 4.1.4. Let a functional F be defined on K , that is, a

rule be given whereby to each test-function ϕ ∈ K a certain number
F (ϕ ) is assigned. The functional F is called linear and continuous
if the following conditions are satisfied:
(a) for any test-functions ϕ ,ψ ∈ K and any numbers λ , µ ,
F (λϕ + µψ ) = λF (ϕ ) + µF (ψ ) (linearity of F )
(b) if a sequence of test-functions ϕ 1 , ..., ϕ n ,... ∈ K tends to 0
in K , then
lim F (ϕ n ) = 0 (continuity of F )
n→∞

Let, for instance, a function f (r ) be integrable over any

bounded region in E 3 (such functions are called locally integrable).
Using f , one can assign to any test-function ϕ (r ) a number

F (ϕ ) =
∫ f (r)ϕ (r) dr
E3
(4.1)

A103
 The integration in (4.1) is actually carried out over a bounded
region, for ϕ is compactly supported. Functionals like this, with f
locally integrable, are called regular.
There exist functionals of another kind, too. As an example,
consider a functional that assigns to any test-function ϕ (r ) its value at
a fixed point r0 ; that is, Fr0 (ϕ ) = ϕ (r0 ) . It is linear and continuous,
but it cannot be represented in the form (4.1), with f integrable.
Indeed, suppose that there is a locally integrable function f 0 (r ) such
that for any test-function,
ϕ (r0 ) =
∫ f (r)ϕ (r) dr
E3
0 (4.2)

In particular, for the test-function

 − 2 ε 2
2

 ε − r −r0 , r − r0 < ε
ϕ ε (r ) = e
0, r − r0 ≥ ε

we have, in accordance with (4.2):
ε2
−

∫ ∫
2
ε 2 − r −r0
ϕ ε (r0 ) = e −1 = f 0 (r )ϕ ε (r ) dr = e f 0 (r ) dr (4.3)
E3 r −r0 <ε

Equal to e , the left-hand side of (4.3) is independent of ε . In

−1

contrast, in view of the integrability of f 0 , the integral on the right

vanishes as ε decreases, for
ε2
−

∫ ∫ f (r) dr
2
ε 2 − r −r0
e f 0 (r ) dr ≤ 0
r − r0 <ε r − r0 <ε

A104
 Definition 4.1.5. A functional that assigns to any test-function
ϕ (r ) its value at a point r0 is symbolically written as

∫
ϕ (r0 ) = δ (r - r0 )ϕ (r ) dr
E3
(4.4)

where the symbol δ (r − r0 ) is called the Dirac δ function, or just the

delta function.
In general, any continuous linear functional defined on K is
formally written in the form (4.1), the symbol f being called a
generalized function, or distribution.

The functionals defined on K can sometimes be extended to

broader classes of functions.
Consider, for instance, the space, C , of functions continuous on
any closed region Ω in E 3 . Obviously, C is linear. If the
convergence of a sequence of continuous functions ψ 1 (r ),...,ψ n (r ),... ,
r ∈ Ω , to 0 in C is defined as the condition
lim max ψ n (r ) = 0
n → ∞ r∈Ω
being satisfied, then the functional assigning to each continuous
function ψ (r ) ∈ C its value ψ (r0 ) at a point r0 ∈ Ω (and associated
with the generalized function δ (r − r0 ) ) is linear and continuous on
C.
In defining generalized functions, rather frequently exploited
instead of K is the space S , which also comprises infinitely
differentiable functions, with that difference, however, that they need
not be compactly supported, but only tend to 0, as r → ∞ , at the rate
2
greater than that of any power of 1 r . The function e −γr , γ > 0 , is
an example.

A105
 By definition, a sequence of functions χ 1 (r ),..., χ n (r ),... of S
tends to 0 if for any nonnegative numbers l1 , l 2 , l3 , and p ,
p ∂ l1 +l2 +l3 χ n (r )
lim max r =0
n → ∞ r∈E3 ∂x l1 ∂y l2 ∂z l3
The linearity of S is obvious. As in the case of K , generalized
functions are associated with any functionals that are linear and
continuous on S . It is clear that every function of K belongs to S as
well.
Note that the extension of a class of test-functions to a wider one
results in narrowing the class of linear functionals defined and
remaining continuous on the wider class of continuous functions.

Definition 4.1.6. A sequence of continuous linear functionals

Fn (ϕ ) =
∫ f (r)ϕ (r) dr ,
E3
n which are associated with true or

generalized functions f n (r ) , is said to tend to a functional F (ϕ ) if for

any test-function ϕ (r ) , the limit

F (ϕ ) = lim
n→∞ ∫ f (r)ϕ (r) dr
E3
n (4.5)

exists.

The expression (4.5) is a linear functional defined on a set of

test-functions. It is possible to prove that it is continuous. Writing it in
the form
F (ϕ ) =
∫ f (r)ϕ (r) dr
E3

we take the generalized function f (r ) to be the limit of the sequence of

the functions f n (r ) as n → ∞ .

A106
 Theorem 4.1.1. Any singular functional defined on a set of test-
functions, that is, one that is impossible to represent in the form
F (ϕ ) =
∫ f (r)ϕ (r) dr
E3

with f (r ) locally integrable, is the limit of a sequence of regular

functionals Fn (ϕ ) associated with locally integrable functions.

Problem 4.1.1. Prove that δ (r − r0 ) is the limit of these

integrable functions:
 3n 3 a
 , r − r0 ≤
f n (r − r0 ) =  4πa
3
n
0, a
r − r0 >
 n
Problem 4.1.2. Prove that
n3/ 2 2
− r − r0 n
δ (r − r0 ) = lim e
n →∞ π 3/ 2

Problem 4.1.3. For the case of functions of a single variable,

prove that
sin 2 n( x − x0 )
δ ( x − x0 ) = lim
n → ∞ πn( x − x ) 2
0

To some extent, the sequence of integrable true functions that

tends to the delta function is characterized by

Theorem 4.1.2. Let { f n (r )} be a sequence of integrable

functions that satisfies the following conditions:
(a) f n (r ) ≥ 0 ;
(b) for any number ∆ > 0 ,

A107
 lim
n→∞ ∫ f (r) dr = 1 ,
r −r0 ≤ ∆
n lim
n→∞ ∫ f (r) dr = 0
r −r0 > ∆
n

Then
lim f n (r ) = δ (r − r0 )
n→∞
Proof. To prove that
lim Fn (ϕ ) = lim
n→∞ n→∞ ∫ f (r)ϕ (r) dr = ϕ (r )
E3
n 0

for any test-function ϕ (r ) , represent Fn (ϕ ) as

Fn (ϕ ) = ϕ (r0 )
∫ f (r) dr + ∫ [ϕ (r) − ϕ (r )] f (r) dr +
r −r0 ≤ ∆
n
r −r0 ≤ ∆
0 n

(4.6)
+
∫ f (r)ϕ (r) dr
n
r −r0 > ∆

By the condition (b), the first addend on the right of (4.6) tends
to ϕ (r0 ) as n → ∞ .
Since every test-function is bounded, we have
max ϕ (r ) < C < ∞ , and for the third addend, the conditions (a) and
r
(b) now yield:

∫ f (r)ϕ (r) dr ≤ C ∫ f (r) dr → 0

r − r0 > ∆
n
r −r0 > ∆
n
n →∞

Finally, due to the continuity of ϕ (r ) , the second addend in (4.6)

becomes as close as we like to 0 as n → ∞ . This follows from the
estimate

∫ [ϕ (r) − ϕ (r )] f (r) dr ≤ ∫ ϕ (r) − ϕ (r ) f (r) dr ≤

r − r0 ≤ ∆
0 n
r −r0 ≤ ∆
0 n

(4.7)
≤ max ϕ (r ) − ϕ (r0 )
r −r0 ≤ ∆ ∫ f (r) dr
r −r0 ≤ ∆
n

A108
where the multiplier max ϕ (r ) − ϕ (r0 ) is arbitrarily close to 0 and
r −r0 ≤ ∆

the integral
∫ f (r) dr arbitrarily close to 1 for ∆ sufficiently small
r −r0 ≤ ∆
n

and n sufficiently large, respectively.

Note that the conditions of the above theorem are not necessary
for a sequence of functions f n (r ) to tend to δ (r − r0 ) as n → ∞ .
For example, it will be shown later that the sequence
1 sin nx
f n ( x) = of functions of a single variable tends to δ (x) as
π x
well.
We complete our discussion of properties of the delta function by
considering the generalized functions corresponding to the composite
function δ (h( x) ) . This theorem is valid:

Theorem 4.1.3. Let a function h(x) be continuously

differentiable on the entire axis and meet the following conditions:
(a) if the set {x1 , x 2 ,..., x n ,...} of all roots of the equation
h( x) = 0 is infinite, then there is a number δ > 0 such that for any
two roots xi and x j , the inequality xi − x j > δ holds true;
(b) h' ( x j ) ≠ 0 at every point x j .
Then
δ (x − x j )
δ (h( x) ) = ∑
j
h' ( x j )
(4.8)

Proof. Observing that the sequence of the functions

n 2
f n ( x) = e − nx tends to δ (x) as n → ∞ , consider the sequence of
π
the functionals

A109
 ∞
n
∫
2
Fn (ϕ ) = e − nh ( x)
ϕ ( x) dx (4.9)
π
−∞
Suppose first that the equation h( x) = 0 has a single root x0 .
Since the function h(x) has a continuous derivative and h' ( x0 ) ≠ 0 ,
there is a number ∆ > 0 such that h' ( x) ≠ 0 on the closed interval
[x0 − ∆, x0 + ∆] , either. Split the integral (4.9) into three ones over the
intervals (− ∞, x0 − ∆ ) , [x0 − ∆, x 0 + ∆ ] , and (x 0 + ∆,+∞ ) . Since the
function ϕ (x) is compactly supported, all the integrals exist.
Moreover, there exists a number ε > 0 such that h( x ) > ε
everywhere in (− ∞, x0 − ∆ ) and (x 0 + ∆,+∞ ) where ϕ ( x) ≠ 0 , for
otherwise h(x) would be equal to 0 not only at x0 , but also
somewhere else in (− ∞, x0 − ∆ ) , or in (x0 + ∆,+∞ ) , or in both,
contrary to our assumption. Therefore,
x0 − ∆ x0 − ∆ ∞
n
∫ f ( x)ϕ ( x) dx ≤ ∫ f ( x) ϕ ( x) dx ≤ ∫ ϕ ( x) dx → 0
− nε 2
e
π
n n
n →∞
−∞ −∞ −∞

Similarly, we make sure that

∞

lim
n →∞ ∫ f ( x)ϕ ( x) dx = 0
x0 + ∆
n

In the integral over [x0 − ∆, x 0 + ∆ ] , make a change of variable

by letting s = h(x) . Since ds = h' ( x)dx , this integral is rewritten as
x0 + ∆ h ( x0 + ∆)
n ds
∫ f ( x)ϕ ( x) dx = ∫ e − ns ϕ ( x( s ) )
2
(4.10)
π h' ( x( s ) )
n
x0 − ∆ h ( x0 − ∆)

where x = x(s ) is the inverse function of s = h(x) . Note that

x(0) = x 0 .

A110
 If h' ( x0 ) > 0 , then, taking into account that h( x0 ) = 0 , we
have: h( x0 + ∆ ) ≡ b > 0 , h( x0 − ∆) ≡ a < 0 . Making the change of
variable w = n s in the integral (4.10), we obtain:
x0 + ∆ b n

∫ e ϕ (x(w / n ) h' (x(w / n ))

1 dw
∫ f ( x)ϕ ( x) dx =
− w2
n
x0 − ∆
π a n

From this, in view of the continuity of ϕ and h' , we have:

x0 + ∆ b n

lim
n→∞ ∫ f n ( x)ϕ ( x) dx = lim
n →∞
1
π ∫
2
(
e − w ϕ x( w / n ) h' (x(wdw/ n )) =
x0 − ∆ a n

b n
ϕ ( x0 ) 1 ϕ ( x0 )
∫
2
= lim e − w dw = ( 4.11)
h' ( x 0 ) n →∞
π a n
h' ( x0 )
If, however, h' ( x0 ) < 0 , then h( x 0 + ∆ ) ≡ b < 0 ,
h( x0 − ∆ ) ≡ a > 0 , and the last integral in Formula (4.11) tends to the
−∞
1
∫
2
integral e − w dw = −1 . In this case,
π ∞
ϕ ( x0 )
lim Fn (ϕ ) = −
n→∞ h' ( x0 )
Both cases are united by a single formula:
ϕ ( x0 )
lim Fn (ϕ ) = (4.12)
n→∞ h' ( x 0 )
Suppose now that there are several roots x j of h(x) in the
interval over which the integral (4.9) is actually taken. Then the
contribution made by a small neighborhood of each x j to the limiting
value lim Fn (ϕ ) is ϕ ( x j ) h' ( x j ) , whereas those by the other
n →∞
intervals are 0.

A111
 Thus, in general,
ϕ (x j )
lim Fn (ϕ ) =
n→∞ ∑ h' ( x )
j j

that is,
δ (x − x j )
δ (h( x) ) = ∑
j
h' ( x j )

Problem 4.1.4. Show that

1
(a) δ (ax) = δ ( x) ;
a

( )
(b) δ x 2 − a 2 =
1
2a
1
δ ( x − a) + δ ( x + a) ,
2a
a > 0;
∞
πn
∑ k δ  x − k  .
1
(c) δ (sin kx ) =
n = −∞

The expressions for the composite functions δ (h(r ) ) of many

variables will be derived as the need arises.

Problem 4.1.5. Show that the Green’s functions G (r, r0 ; t ) ,

t > 0 , are the solutions to the Cauchy problems for the homogeneous
heat and diffusion equations in the cases where the initial distributions
of temperature and concentrations are equal to δ (r − r0 ) .

A112
 4.2. Differentiation of Generalized Functions.
Generalized Solutions of Linear
Differential Equations

It is known that true functions are not always possible to

differentiate: there exist continuous functions that have no derivative at
every point in their domains. One example is functions describing the
coordinates of a Brownian particle. In contrast, generalized functions
have derivatives of all orders, which, in turn, are generalized functions,
too.
If a continuous function f (r ) is locally integrable and has
continuous locally integrable first derivatives, then it is possible, for
instance, to construct the continuous functional
∂f (r )
∫
E3
∂x
ϕ (r ) dr ≡ Fx (ϕ )

Considering this integral as an iterated one and evaluating it by

parts, we obtain:
∂ϕ (r )  ∂ϕ 
∫
Fx (ϕ ) = − f (r )
E3
∂x
dr = F  − 
 ∂x 
This expression can be used as the basis for the definition of the
derivative of a generalized function. Namely, if a generalized function
f (r ) is associated with a functional F (ϕ ) , then the x -partial
derivative of f (r ) is defined as the generalized function associated
with the functional F (− ∂ϕ ∂x ) . The symbol ∂f (r ) ∂x is retained to
denote this derivative. In particular, the derivative ∂δ (r − r0 ) ∂x is
the generalized function associated with the functional assigning to
each test-function ϕ (r ) the number (− ∂ϕ ∂x )(r0 ) .
The partial derivatives ∂f (r ) ∂y and ∂f (r ) ∂z are defined in
an analogous way.

A113
 Problem 4.2.1. Prove this: let generalized functions f n (r ) be
continuous and have continuous, locally integrable first partial
derivatives. If the sequence { f n (r )} converges to a generalized
function f (r ) , then each of the sequences of the first derivatives of
f n (r ) converges to the corresponding partial derivative of f (r ) .

It follows from the previous that the result of differentiation of a

generalized function f is, once again, a generalized function. By
keeping differentiating f further, it is possible to define other partial
derivatives: ∂ 2 f ∂x 2 , ∂ 2 f ∂x∂y , …, ∂ 3 f ∂x 3 , ∂ 3 f ∂x 2 ∂y , … .
For instance, the derivative ∂ 2 f ∂x∂y is defined as the generalized
function associated with the functional
∂ 2ϕ (r )  ∂ 2ϕ 
Fxy (ϕ ) =
∫
E3
f (r )
∂x∂y
dr = F  
 ∂x∂y 
So, in some sense all generalized functions are infinitely
differentiable.
Mixed derivatives of generalized functions retain the property of
being independent of order of integration, characteristic of continuously
differentiable true functions. In particular,
∂ 2 f (r ) ∂ 2ϕ (r )
Fxy (ϕ ) =
∫
E3
∂x∂y
ϕ (r ) dr =
∫
E3
f (r )
∂x∂y
dr =

∂ 2ϕ (r )  ∂ 2ϕ 
=
∫
E3
f (r )
∂y∂x
dr =F   = Fyx (ϕ )
 ∂y∂x 

Consider a few examples, starting with functions of a single

variable.

A114
 Problem 4.2.2. The Heaviside function is defined by
0 if x < 0
θ ( x) = 
1 if x > 0
Considering it as a generalized function of a single variable,
make sure that
θ' ( x) = δ ( x)

Problem 4.2.3. Find the generalized first derivative of the

signum function
− 1 if x < 0
sgn( x) = 
+ 1 if x > 0
Answer:
sgn' ( x) = 2δ ( x)

According to Formula (1.50), any test-function ϕ (r ) can be

represented at an arbitrary point r0 as
1 1
ϕ (r0 ) = −
4π ∫
E3
r − r0
∆ϕ (r ) dr (4.13)

It follows from Formula (4.13) and the definition of generalized

partial derivatives that the generalized second partial derivatives of the
function
1 1
G0 (r, r0 ) =
4π r − r0
are related by
− ∆G0 (r, r0 ) = δ (r − r0 ) (4.14)
Consider the following linear differential equation, with constant
or infinitely differentiable coefficients aijk , of order n in a function u :
∂ i + j + k u (r )
∑
0≤i + j + k ≤ n
aijk (r )
∂x i ∂y j ∂z k
= f (r ) (4.15)

A115
where f (r ) is a generalized function. With the use of the differential
operator
 ∂ ∂ ∂ ∂ i+ j +k
L r; , ,  ≡ ∑
 ∂x ∂y ∂z  0≤i + j + k ≤ n
aijk (r ) i j k
∂x ∂y ∂z
we rewrite it in the form
 ∂ ∂ ∂
L r; , , u (r ) = f (r )
 ∂x ∂y ∂z 
It is not difficult to verify by integration that for test-functions
ϕ (r ) and ψ (r ) , there holds the equality
*
 ∂ ∂ ∂  ∂ ∂ ∂
∫
E3
 ∂x ∂y ∂z  E3
∫
ψ (r )L r; , , ϕ (r )dr = ϕ (r )L r; , ,  ψ (r )dr
 ∂x ∂y ∂z 
where, by definition,
*
 ∂ ∂ ∂ ∂ i+ j+k
L r; , ,  ≡
 ∂x ∂y ∂z 
∑
0≤i + j + k ≤ n
(−1) i+ j+k

∂x i ∂y j ∂z k
aijk (r )

is the adjoint operator.

A generalized solution of Equation (4.15) with generalized right
member f (r ) is defined as any generalized function u (r ) satisfying
this equation in the generalized sense; that is, a generalized function
u (r ) such that for any test-function ϕ (r ) , there holds the equality
*
 ∂ ∂ ∂
∫
E3
u (r )L r; , ,  ϕ (r )dr = f (r )ϕ (r )dr
 ∂x ∂y ∂z  E3
∫ (4.16)

It follows from this definition, and also from Formulas (4.13),

(4.14) that the function G0 (r, r0 ) is a generalized solution to Poisson’s
equation (4.14). Similarly, the Green’s function for the Helmholtz
equation,
i z r −r
1 e 0

G z (r, r0 ) = (4.17)
4π r − r0

A116
is a generalized solution to the inhomogeneous equation*)
− ∆u (r ) − zu (r ) = δ (r − r0 ) (4.18)

Problem 4.2.4. For z different from a nonnegative number,

find a generalized solution to the equation
− u'' ( x) − zu ( x) = δ ( x − x0 ) (4.19)
on the class of functions integrable on the entire real axis.
Hint. Verify that the above conditions are satisfied by the
function
∞ ∞
i
∫ ∫
i z x − x0
g z ( x, x 0 ) = dy dz G z (r, r0 ) = e (4.20)
−∞ −∞
2 z

The concept of a generalized solution of a linear differential

equation makes it possible to generalize the formulation of typical
problems of mathematical physics. For instance, the following problem
is called the generalized Cauchy problem for the homogeneous heat
equation: find a generalized function u (r, t ) that is zero for t < 0 and
that is a generalized solution of the equation
∂u (r, t )
− a 2 ∆u (r, t ) = δ (t )u 0 (r ) (4.21)
∂t
where u 0 (r ) is a generalized function; that is, a function u (r, t ) such
that for any test-function ϕ (r, t ) of the variables r and t , there holds
the equality
∞
 ∂ϕ (r, t ) 
∫ ∫
0
dt dr 
E
 ∂t
3
 E
∫
+ a 2 ∆ϕ (r, t )u (r, t ) = − drϕ (r,0)u 0 (r ) (4.22)
3

It can be proved that on the class of functions bounded within

every layer 0 ≤ t ≤ T < ∞ , a unique solution to the generalized Cauchy
problem (4.21) exists if u 0 (r ) is bounded. It is clear that whenever a
bounded solution of the problem (4.21) proves to be a function twice
continuously differentiable with respect to the spatial coordinates and

*)
See also Problem 1.7.1.

A117
continuously differentiable with respect to the time variable, it satisfies
the homogenous heat equation in the usual sense.
The fundamental solution of the heat equation is defined as the
solution G (r, t ) of the generalized Cauchy problem (4.21) for the case
where u 0 (r ) is equal to δ (r ) . Note that with this right side, Equation
(4.21) retains its form upon any change of the directions of the x -, y -,
and z -axes of the coordinate system. This implies that G (r, t )
depends on the absolute value of r only. Moreover, in view of (4.16)
and the formula
1
δ (λx) = δ ( x) , λ >0
λ
(see Problem 4.1.4), it follows from Equation (4.21) in this case that
under the scaling transformation
r' = λr, t' = λ2 t
this equality holds:
G (λr, λ2 t ) = λ−3G (r, t )
For this reason, it makes sense to seek the fundamental solution
for t > 0 in the form
1 r
G (r, t ) = 3/ 2
g (ξ ) , ξ = , r= x 2 + y 2 + z 2 (4.23)
t a t
Further, assuming the function g (ξ ) to be twice differentiable
on the interval 0 < ξ < ∞ , we find from Equation (4.21) that for t > 0
it obeys the ordinary differential equation
1 d 3 d 2 dg (ξ )
− ξ g (ξ ) = ξ (4.24)
2 dξ dξ dξ

Problem 4.2.5. Derive Equation (4.24) and show that its general
solution is of the form
ξ2  1 1 −ξ 2 ξ s 2 
∫
−
g (ξ ) = C1e 4
+ C 0  − e 4 e 4 ds  (4.25)
ξ 2 
 0 
where C 0 and C1 are arbitrary constants.

A118
 Problem 4.2.6. Make sure that the function g (r ) is integrable
in E 3 only if C 0 = 0 .
Solution. Since the first addend on the right of Formula (4.25) is
an integrable function, it is enough to show that the function
r2 r s2
1 1 −
g (r ) = − + e 4
r 2 ∫e
0
4
ds

is nonintegrable. Using the equality

r s2 r s2 r2
1
2 ∫
e 4 ds = de 4 = e 4 − 1
0
∫
0
rewrite g (r ) as
r2 r s2 r2
1 −  s 1 −
g (r ) = e 4
2 ∫ 0
e 1 − ds − e 4
4

 r r
Next, make use of the inequality
0 ≤ x(1 + x) ≤ 2 , 0 ≤ x ≤ 1
according to which
 s  1 s  s  s  1  s  s  
3

1 −  ≥ 1 + 1 −  =  −   
 r  2 r  r  r  2  r  r  
We find from this that
r2 r
 s  s 3 
s2 2
r
1 − 1 −4
g (r ) ≥ e 4
4 ∫
0
e  −    ds − e =
4

 r  r   r
 1 −r 
2 2 2
r r
2 2 −4 3 −4 2
= 3− 3e − e = + O e 4 
r r 2r r →∞ r 3 r 
 
Since for r > R ,
1
r3
dr = +∞
∫
r>R
g (r ) is nonintegrable indeed.

A119
 So, the fundamental solution of the heat equation is of the form
 r

r2
C1 − 4 a 2t 
C a t 1 4 a 2t
r 2 a t s2

∫
−
G (r, t ) = e + 3 /02  − e e 4 ds  (4.26)
t 3/ 2 t  r 2 
0
 
It only remains for us to determine the values of C 0 and C1 .
For the fundamental solution G (r, t ) , Equality (4.22) takes the
form
∞
 ∂ϕ (r, t ) 
∫ ∫
0
dt dr 
E 3
 ∂t
+ a 2 ∆ϕ (r, t )G (r, t ) = −ϕ (0,0)

(4.27)

To make this equality valid for any test-function ϕ (r, t ) of the

variables r and t , the function G (r, t ) has to be at least integrable
within every layer 0 ≤ t ≤ T < ∞ . In view of the result of Problem
4.2.6, this implies C 0 = 0 . If we require now that G (r, t ) satisfy the
condition (1.27), we find that
1
C1 =
(4πa 2 ) 3 / 2
and the equality (4.27) does hold then, in accordance with Lemma
1.3.1.
Thus
r2
1 − 2
G (r, t ) = e 4a t
(4πa t )
2 3/ 2

Review Question to Sections 4.1 and 4.2

1. Let the operation of addition of elements and the operation of

multiplication of elements by complex numbers be defined on a set.
What axioms must these operations satisfy so that the set could be
considered a linear space?

A120
2. Do test-functions constitute a linear space?
3. What is the definition of continuos linear functionals defined on a
set of test-functions?
4. If continuous linear functionals are defined on a set of test-
functions, do they make up a linear space?
5. What is the difference between regular and singular functionals?
6. If a functional assigns to each test-function that function’s value at
some point, is it continuos and regular?
7. Can an arbitrary generalized function be approximated by locally
integrable true functions? What is meant when a sequence of
regular functionals is said to converge to a singular functional?
8. How are the delta functions of two and three variables formally
expressed in terms of the delta function of a single variable?
9. How, under certain conditions, can one evaluate a functional
associated with a composite generalized function, with the delta
function as the external function?
10. How are the partial derivatives of a generalized function defined?
11. What are the generalized derivative of the delta function of a single
variable and that of the Heaviside function?
12. For linear differential operators, how are the adjoint operators
defined?
13. What is defined to be a generalized solution of a linear differential
equation? In particular, what are the generalized solutions of
Poisson’s and the Helmholtz equations?
14. What is defined to be a solution of the generalized Cauchy problem
for the heat equation?

A121
 4.3. The Fourier Method

The Fourier method, or the method of separation of variables,

is one of the most universal techniques for studying and solving linear
equations of mathematical physics. By using it, problems involving
partial differential equations can be reduced to ordinary differential
equations.
According to the Fourier method, the solution is looked for in the
form of a product of two functions, one of which depends upon the time
variable and the other does upon the spatial coordinates. In the case of
the heat equation, such functions represent those regimes of heating or
cooling under which the ratio of the temperature values at two
arbitrarily chosen points in the medium remains constant. In the case of
the diffusion equation, they represent those changes in the
concentration of impurity particles under which independent of time is
the ratio of the concentration values, also taken at any two points in the
medium.
So, for the homogeneous heat (or diffusion) equation
∂u
= a 2 ∆u (4.28)
∂t
the appropriate class of functions comprises bounded or integrable
functions that satisfy Equation (4.28) and are of the form
u (r, t ) = S (t )Φ(r ) (4.29)
Substituting (4.29) into Equation (4.28) and dividing both sides
of the so-obtained equality by (4.29), we obtain:
 dS (t ) 
  2
 dt  = a ∆Φ(r ) (4.30)
S (t ) Φ(r )
The left side of (4.30), which is dependent of the time variable t ,
and the right one, dependent of the spatial coordinates r , are equal to
each other for arbitrary values of t and r only if they are both equal to
the same constant. If we denote that by − λ , then Equation (4.30)
reduces to the two equations

A122
 S' (t ) = −λS (t ) (4.31)
a 2 ∆Φ(r ) + λΦ(r ) = 0 (4.32)
The general solution of (4.31) is
S (t ) = Ce −λt (4.33)
which yields
u (r, t ) = e −λt Φ(r ) (4.34)
where the function Φ(r ) obeys Equation (4.32).
Functions of the form (4.34) are real and uniformly bounded in t
and, therefore, physically meaningful only if λ > 0 .
Denoting k 2 ≡ λ a 2 , rewrite Equation (4.32) as
∆Φ(r ) + k 2 Φ(r ) = 0 (4.35)
2
Equation (4.35), with positive parameter k , is the most
commonly encountered version of the Helmholtz equation.
Consider the set of functions that depend upon the variables x ,
y , and z only via the combination n x x + n y y + n z z , where
n x2 + n y2 + n z2 = 1 . They are of the form
Φ ( x, y , z ) = ϕ ( n x x + n y y + n z z )
Each function of this type assumes the same value at all points in
an arbitrary plane whose normal is parallel to the vector
n = (n x , n y , n z ) .

Problem 4.3.1. Make sure that among the functions Φ( x, y, z ) ,

only those satisfy the Helmholtz equation (4.35) which are of the form
Φ( x, y, z ) = A sin k (nr ) + B cos k (nr ) , (nr ) = n x x + n y y + n z z
or, equivalently, of the form
Φ( x, y, z ) = C + e i ( kr ) + C − e − i (kr )
where k = (kn x , kn y , kn z ) .

A123
 The parentheses (...) denoting the dot product of two vectors are
further omitted.
Partial solutions to the Helmholtz equation that are of the form
± ikr
e , kk = k 2 , are called plane waves. Formally, solutions to
Equation (4.35) in the form of plane waves exist even when the
parameter k 2 is negative or even complex. In these cases, however,
the components of the vector k = (k x , k y , k z ) in the exponents of the
exponential function are either imaginary or complex quantities; as a
result, the functions e ± ikr become unbounded in the entire E 3 .

Problem 4.3.2. Make sure that the functions e ± iknr , where n is

a unit vector and k is a complex number, are bounded in the entire E 3
only if k 2 ≥ 0 .

Problem 4.3.3. Find the general solution to the Helmholtz

equation on the class of twice differentiable, spherically symmetric
functions.
Solution. The desired general solution is of the form
sin kr
Φ( r ) = A (4.36)
r
To obtain it, change to spherical coordinates and take into
account that for spherically symmetric functions,
2
∆Φ(r ) = Φ'' (r ) + Φ' (r )
r
Then Equation (4.35) takes the form
2
Φ'' (r ) + Φ' (r ) + k 2 Φ(r ) = 0 (4.37)
r
By making the substitution
χ (r )
Φ( r ) = (4.38)
r
we obtain, for the function χ (r ) , the equation
χ'' (r ) + k 2 χ (r ) = 0

A124
whose general solution is
χ (r ) = A sin kr + B cos kr(4.39)
In order for Φ(r ) to be differentiable at the point r = 0 , it is
necessary that B = 0 .

Note 4.3.1. If a bounded, twice differentiable function Φ(r )

satisfies the Helmholtz equation (4.35), then the solution of Equation
(4.28) subject to the initial condition u (r,0) = Φ(r ) has the form
2 2
u (r, t ) = e − a k t Φ(r ) . This statement follows immediately from the
uniqueness of the solution to the Cauchy problem for Equation (4.28).

Problem 4.3.4. Show that the solution of Equation (4.28)

subject to the initial condition
N

u (r,0) = ∑a el =1
l
ik l r
(4.40)

where k 1 ,..., k N are any vectors with real components, and a1 ,..., a N
arbitrary numbers, is of the form
N

∑ 2
2 2
a l e ik l r − a k l t ,
2
u (r, t ) = kl = k l k l = k l (4.41)
l =1
Hint. Use the superposition principle: any linear combination
N

u (r, t ) = ∑ a u (r, t )
l =1
l l of partial solutions of a homogeneous linear

equation that satisfy conditions u l (r,0) = u l0 (r ) , with u l0 (r ) standing

for given functions of an appropriate class, is the solution of that
equation subject to the initial condition
N

u (r,0) = ∑ a u (r)
l =1
l
0
l (4.42)

The further use of the superposition principle leads to the

following generalization of the result of Problem 4.3.4:

A125
 Theorem 4.3.2. Suppose a function u 0 (r ) can be represented as
the integral
∧
u 0 (r ) =
∫
E3
e ikr u 0 (k ) dk (4.43)

∧
where u 0 (k ) is an integrable function. Then for t > 0 , the solution of
the Cauchy problem for Equation (4.28) subject to the initial condition
u (r,0) = u 0 (r ) is
∧

∫
2 2
u (r, t ) = e ikr − a k t u 0 (k ) dk (4.44)
E3

The proof of this theorem is given in Section 4.7.

A question arises how wide is the class of functions that allow
for the representation (4.43). We start looking into this matter with the
case of functions of a single variable.

Review Question to Section 4.3

15. Partial solutions of what form are used when the method of
separation of variables is applied?
16. What is the physical meaning of the partial solutions to the heat
equation in the form of a product of two functions, one dependent
of the time variable alone and the other only of the coordinates?
What is the form of the function describing the time dependence?
What equation does the coordinate-dependent factor obey?
17. What partial solutions of the Helmholtz equation are called plane
waves? Why?
18. What is the solution to the Cauchy problem for the heat equation if
the initial temperature is a superposition of plane waves?

A126
 4.4. The Fourier Integral Transform

By definition, the Fourier transform of an arbitrary integrable

∧
function f (x) , − ∞ < x < +∞ , is the function f (k ) defined on the
entire axis − ∞ < k < +∞ and given by the integral
∞
∧ 1
2π ∫
−ikx
f (k ) = e f ( x) dx (4.45)
−∞
It follows from this definition that the Fourier transform of any
integrable function is a function uniformly bounded on the entire axis.
Indeed, for k ∈ (−∞, ∞) , the following estimate is valid:
∞ ∞
∧ 1 1 1
∫e 2π ∫
−ikx
f (k ) = f ( x) dx ≤ f ( x) dx = f
2π −∞ −∞
2π 1

(4.46)
where the symbol f 1
stands for the functional
∞

f 1
=
∫ f ( x) dx
−∞
(4.47)

Furthermore, the Fourier transform of any integrable function is a

function continuous on the entire axis. To prove this, take an arbitrary
number k 0 , − ∞ < k 0 < ∞ , give it a small increment k' , and consider
the difference f (k 0 + k' ) − f (k 0 ) . We have:
∞

∫ (e )
∧ ∧ 1
f (k 0 + k' ) − f (k 0 ) = − ik'x
− 1 e −ik0 x f ( x) dx ≤
2π −∞
(4.48)
∞ ∞
1 2 k'x
2π ∫ 2π ∫
− ik'x
≤ e − 1 f ( x) dx = sin f ( x) dx
2
−∞ −∞

For every value of x , we have:

A127
 k'x k'x
sin ≤ 1, lim sin =0
2 k' →0 2
Then, in order to prove that
lim f (k 0 + k' ) − f (k 0 ) = 0 (4.49)
k' →0
it suffices to recall this well-known fact from the theory of integration:

Lebesgue’s Theorem. Suppose that for a sequence of integrable

functions g n (x) , there is an integrable function g 0 ( x) ≥ 0 such that
for every n , the inequality
g n ( x) ≤ g 0 ( x)
holds true (almost) everywhere on the x -axis. Also, let, for (almost)
every x ,
lim g n ( x) = 0
n→∞
Then
∞

lim
n→∞ ∫ g ( x) dx = 0
−∞
n

The operation that assigns to each integrable function its Fourier

transform is linear: if f1 ( x) and f 2 ( x) are arbitrary integrable
functions, whereas α and β are arbitrary real or complex numbers,
then the Fourier transform of the linear combination
g ( x) = αf1 ( x) + βf 2 ( x) is given by
∧ ∧ ∧
g (k ) = α f1 (k ) + β f 2 (k ) (4.50)
The relation (4.50) follows immediately from the definition of
the Fourier transform and the properties of definite integral.
The characteristic function of an interval ( a, b) ,
− ∞ < a, b < ∞ , is defined by
1, a < x < b

χ ( a ,b ) ( x) = 0, x < a
0, x > b


A128
 The step function is defined as a linear combination of a finite
number of the characteristic functions of finite intervals; it can be
represented as a finite sum of the form
N

∑c χs =1
s ( a s , bs ) ( x)

where min a s > −∞ , max bs < +∞ , and c s are arbitrary real or

s s
complex numbers.

Problem 4.4.1. Find the Fourier transform of χ ( a , b ) ( x) .

Answer:
∧ 1 e − ika − e − ikb
χ ( a ,b ) ( k ) = (4.51)
2π ik

Problem 4.4.2. Prove that the Fourier transform of any step

function ϕ (x) possesses this property:
∧
lim ϕ (k ) = 0 (4.52)
k → ±∞

Since for any integrable f (x) , there exists a sequence of step

functions ϕ n (x) such that
 ∞ 
n→∞
 −∞


∫
lim f − ϕ n 1  = f − ϕ n dx  = 0

the result of Problem 4.4.2 leads to

The Riemann-Lebesgue theorem. For any integrable f (x) ,

∧
lim f (k ) = 0
k → ±∞

According to the Riemann-Lebesgue theorem, the Fourier

transform of any summable function f (x) vanishes as the parameter
k tends to ± ∞ . But there exist no universal estimates regarding the

A129
rate of decrease of the Fourier transform of an integrable function. If,
however, f (x) satisfies some additional conditions, such estimates can
be given.
Suppose that f (x) can be written as
x

∫
f ( x) = f (0) + h( s ) ds
0
(4.53)

where h(x) is a function integrable over any finite interval. A function

f (x) that admits of this representation is called absolutely
continuous.
An absolutely continuous function is continuous in the usual
sense. Moreover, it is differentiable at almost every point of the real
axis; and almost everywhere, as it follows from the representation
(4.53), f' ( x) = h( x) . We can say that that and only that function is
absolutely continuous which has a locally integrable first derivative
almost everywhere, and which can be recovered (up to a constant
addend) by its derivative.

Theorem 4.4.1. Let an integrable function f (x) be absolutely

continuous and have the first derivative f' (x) that is integrable over
∧
the entire axis. Then the Fourier transform f ′(k ) of f' (x) and the
∧
Fourier transform f (k ) of f (x) are related by
∧ ∞
df 1 ∧

dx
(k ) =
2π ∫
−∞
e −ikx f' ( x) dx = ik f (k ) (4.54)

Proof. The function f (x) can be represented at each point x of

the real axis as
x

f ( x ) = f ( 0) +
∫ f' (s) ds
0

Since the derivative f ′(x) is an integrable function, there are

the finite limits

A130
 +∞

lim f ( x) = f (0) +
x → +∞ ∫ f ′(s)ds ≡ α
0
(4.55)
0

lim f ( x) = f (0) −
x → −∞ ∫ f ′(s)ds ≡ β
−∞
Of (4.55), the former formula means that for any small number
δ > 0 , there exists a corresponding finite number x0 such that the
inequality f (x) − α < δ holds for all x > x0 . The meaning of the
latter is analogous.
Let us show now that both limits (4.55) are zero. Indeed, the
integrability of f (x) means that
+∞

∫ f ( x) dx < ∞
−∞
whence it follows that
+∞ x0 N

∫ f ( x) dx = ∫ f ( x) dx + lim ∫ f ( x) dx < ∞
0 0
N →∞
x0
N

lim
N →∞ ∫ f ( x) dx < ∞
x0

Taking δ < α 2 , for the proper x0 we have:

α
f ( x) = α + ( f ( x) − α ) ≥ α − f ( x) − α ≥
2
So, as N → ∞ and for the above x0 , we obtain:
N
α
∫
x0
f ( x) dx ≥
2
(N − x )
0

Due to the integrability of f (x) , this integral remains bounded above

as N → ∞ , which is possible only if α = 0 . Similarly, β = 0 .

A131
 Taking this into account and integrating by parts, we obtain:
∞ +∞
1 1
∫e
− ikx −ikx
f' ( x) dx = e f ( x) +
2π −∞
2π −∞

∞
ik ∧
+
2π ∫
−∞
e −ikx f ( x) dx = ik f (k )

Corollary 4.4.2. If a function f (x) is integrable and absolutely

continuous, and has an integrable first derivative f' (x) , then
∧ 1
f (k ) = o  (4.56)
k
k → ±∞

∧ ∧
Indeed, we see from Formula (4.54) that f (k ) = f ′(k ) ik .
Applying the Riemann-Lebesgue theorem to the Fourier transform of
f' (x) , we arrive at the estimate (4.56).
Theorem 4.4.1 and Corollary 4.4.2 can be generalized as follows:

Theorem 4.4.3. If an integrable function f (x) is absolutely

continuous, has absolutely continuous and integrable first ( n − 1 )
derivatives, and has an integrable n th derivative, then the Fourier
∧
(n)
transform f (k ) of the n th derivative f ( n ) ( x) and the Fourier
∧
transform f (k ) of f (x) are related by
∧ ∧
f ( n ) (k ) = (ik ) n f (k ) (4.57)

Corollary 4.4.4. If a function f (x) satisfies the conditions of

Theorem 4.4.3, then
∧  1 
f ( k ) = o n  (4.58)
k → ±∞  
k 

A132
 Problem 4.4.3. Prove Theorem 4.4.3 and Corollary 4.4.4.
Hint. Take advantage of the method of mathematical induction.

Problem 4.4.4. Prove this statement: let a function f (x) and

the function x n f (x) , n ≥ 1 , be both integrable. Then the Fourier
∧
transform f (k ) has n continuous derivatives and
∞
dn ∧ 1
2π ∫
−ikx
f (k ) = e (−ix) n f ( x) dx (4.59)
dk n
−∞

In other words, the Fourier transform of x n f (x) is equal to

(n)
∧ 
i n  f (k )  .
 
It follows from Corollary 4.4.4 that the greater the number of
integrable derivatives that f (x) has, the greater the rate at which its
Fourier transform decreases in modulus as k → ±∞ . On the other
hand, it is seen from the result of Problem 4.4.4 that the greater the rate
at which f (x) decreases, the smoother its Fourier transform is.
Of fundamental importance is the fact that under the Fourier
transformation, the operation of differentiation of a function reduces to
the operation of multiplication of the function’s Fourier transform by
ik , in accordance with Theorems 4.4.1 and 4.4.3. In particular, linear
differential equations with constant coefficients transform (in the case
of scalar functions) into linear algebraic equations.
Consider, for instance, the equation
a 0 y ( n ) ( x) + a1 y ( n −1) ( x) + ⋅ ⋅ ⋅ + a n −1 y' ( x) + a n y ( x) = g ( x) (4.60)
where g (x) is an integrable function and a 0 ,..., a n are constants.
If y (x) is sought for in the class of functions that are continuous
and continuously differentiable along with their first (n − 1)
derivatives, have absolutely continuous first (n − 1) derivatives, and
are integrable along with their first n derivatives, then the Fourier
transform of y (x) satisfies (see Theorems 4.4.1 and 4.4.3) the equation

A133
 ∧ ∧
L(ik ) y (k ) = g (k )
where
L( z ) = a 0 z n + a1 z n −1 + ⋅ ⋅ ⋅ + a n −1 z + a n
Hence
∧
∧ g (k )
y (k ) = (4.61)
L(ik )
If the polynomial L(z ) has zeroes on the imaginary axis, then
∧
the solution with the above properties can exist only if g (k ) equals
zero at all those k ’s which correspond to the zeroes of L(ik ) . Indeed,
∧
as the Fourier transform of an integrable function, y (k ) is a continuous
function for all k . But the right side of (4.61) is continuous only if
L(ik ) has no zeroes on the real axis, or if the zeroes of the
denominator in Formula (4.61) are cancelled by those of the numerator.
If these conditions are met, we can expect the right side of (4.61) to be
indeed the Fourier transform of an integrable function, the function
having n integrable derivatives.
In order to recover this function and show its uniqueness, we
need to make sure that any integrable function is uniquely determined
by its Fourier transform, and also find the inversion formula.

∧
Theorem 4.4.7. If f (k ) is the Fourier transform of an
integrable function f (x) , then for every continuity point x of f (x) ,
there holds the relation
∞
1 ∧

∫
2
f ( x) = lim e ikx e −τk f (k ) dk (4.62)
τ ↓0 2π −∞
∧
Moreover, if f (k ) is an integrable function, then f (x) is
continuous, and for every x ,

A134
 ∞
1 ∧
f ( x) =
2π ∫
−∞
e ikx f (k ) dk (4.63)

Formula (4.63) and its more precise version (4.62) are the desired
inversion formulas.
Proof. We start proving Formula (4.62), and thus (4.63), with
the already-found relation
∞ ( x − x' ) 2
1
∫e
−
f ( x) = lim 4τ
f ( x' ) dx' (4.64)
τ ↓0 4πτ −∞
valid for every point of continuity of an integrable function f (x) .
Then we prove that
x2 ∞
1 1
∫
− 2
e 4τ
= e ikx e −τk dk (4.65)
4πτ 2π
−∞

For this purpose, set y = τ k , p = x τ , and rewrite the right side

of (4.65) as
1  x 
I  
4πτ  τ 
where
∞
1
∫
2
I ( p) = e ipy e − y dy (4.66)
π −∞
− y2
Taking into account that e is an even function, using Euler’s
ipy
formula for e , and integrating by parts, we obtain:
∞
2 2 ∞

∫
2 2
I ( p) = cos py e − y dy = y cos py e − y −
π 0
π 0

∞ ∞

−
2
π ∫
( y cos py e − y2
) dy =
′ 4
2π ∫ y 2 cos py e − y dy +
2

0 0

A135
 ∞
2p
∫
2
+ y sin py e − y dy = −2 I'' ( p ) − pI' ( p )
2π 0
whence
2 I'' ( p) + pI' ( p) + I ( p) = 0
(4.67)
Considering (4.67) as a differential equation in I ( p ) , we see
that
2 I' ( p ) + pI ( p ) = const (4.68)
According to Formula (4.66), I ( p ) is the Fourier transform of
2
the integrable function e − y , the latter having the integrable derivative
2
− 2 ye − y . In view of Corollary 4.4.4 and the result of Problem 4.4.4,
we have:
lim pI ( p ) = 0 , lim I' ( p ) = 0
p → ±∞ p → ±∞

that is, the constant on the right of Equation (4.68) is zero. Therefore,
2 I' ( p ) + pI ( p) = 0
We find from this that
p2
−
I ( p) = C0 e 4

Since
∞
2
∫
2
C 0 = I (0) = e − y dy = 1
π 0
we obtain:
∞ p2
2
∫ cos py e
−
− y2
I ( p) = dy = e 4
(4.69)
π 0
So,
∞ x2
1 1  x  1
∫e
−
−τk 2
ikx
e dk = I   = e 4τ
2π 4πτ  τ  4πτ
−∞
indeed.

A136
 Rewriting the integrand in (4.64) with the help of Formula (4.65)
and interchanging the order of integration∗), for the continuity points of
f (x) we have:
 1
∞ ∞

∫ ∫
2
f ( x) = lim  e ik ( x − x' ) e −τk dk  f ( x' ) dx' =
τ ↓0 2π
−∞ 
−∞ 
∞
 ∞

1 −τk 2 ikx  1
= lim
τ ↓0 2π −∞ ∫
e e 
 2π −∞ ∫
e −ikx' f ( x' ) dx'  dk =

∞
1 ∧

∫
2
= lim e −τk e ikx f (k ) dk
τ ↓0 2π −∞

Problem 4.4.5. Prove that

sin nx
lim = δ ( x)
n → ∞ πx

where δ (x) is the Dirac delta function.

Solution. In accordance with the inversion formula (4.63), for an
arbitrary test-function ϕ (x) we have:
∞ n
1 ∧ 1 ∧
ϕ ( 0) =
2π ∫
−∞
ϕ (k ) dk = lim
n →∞
2π ∫
−n
ϕ (k ) dk =

1  1 n ∞

= lim
n →∞

2π − n  2π ∫ ∫
−∞
e −ikxϕ ( x) dx  dk =


∞
 1 n
 ∞
sin nx
∫
= lim ϕ ( x)
∫e ∫ ϕ ( x)dx
−ikx
dk dx = lim
n→∞
−∞  2π −n  n →∞
−∞
πx

∗)
The interchange is possible on the grounds of Fubini’s theorem, which is considered
in the next section.

A137
 Problem 4.4.6. Find the Fourier transform of the function
 x
1 − , x < 2T , T > 0
f ( x) =  2T
 0, x > 2T
and verify that
2T
1 sin 2 Tx 1  k  ikx
π Tx 2
=
2π ∫ 1 −
− 2T 

 2T e dk

(4.70)

Problem 4.4.7. Find the Fourier transform of the function

e −αx , x > 0,
f ( x) =  α >0
0, x < 0,
∧
Taking the real and imaginary parts of f (k ) , make sure that
∞
α
∫
0
e −αx cos kx dx =
α + k2
2
(4.71)

∞
k
∫
0
e −αx sin kx dx =
α + k2
2
(4.72)

Problem 4.4.8. Prove that

∞
sin px π
∫
0
x
dx = sgn p
2
Hint. Integrate the equality (4.71) with respect to k from 0 to
p , and then let α tend to 0.

Problem 4.4.9. Prove that for k > 0 ,

∞
1 sin kx ipx 0, p > k
π
−∞
∫ x
e dx = 
1, p < k
(Dirichlet’s discontinuous factor.)

A138
 4.5. The Convolution of Integrable Functions.
Parseval’s Equality

Let f (x) and g (x) be arbitrary integrable functions. Then for

almost all x , there exists the integral
∞

∫ f ( x − t ) g (t )dt ,
−∞
−∞ < x < ∞ (4.73)

The function whose values are given by Formula (4.73) is called

the convolution of f (x) and g (x) . The convolution is denoted by
the symbol ( f ∗ g )(x) .
As before, we use the symbol f 1
to denote the integral
∞

f 1
=
∫ f ( x) dx
−∞
where f (x) is an arbitrary integrable function.

Theorem 4.5.1. The convolution of any integrable functions

f (x) and g (x) is an integrable function. Moreover, there holds the
inequality
f ∗g 1 ≤ f 1
g 1
(4.74)
Proof. It follows from the definition of the convolution that
∞ ∞ ∞ ∞

f ∗g 1 =
∫ dx ∫ f ( x − t ) g (t ) dt ≤ ∫ dx ∫ f ( x − t ) g (t ) dt
−∞ −∞ −∞ −∞
(4.75)

Next, let us recall that if a function ϕ ( x, t ) of two variables is

nonintegrable, then the situation may occur that one of the integrals
∞ ∞ ∞ ∞

∫ dx ∫ ϕ ( x, t ) dt , ∫ dt ∫ ϕ ( x, t ) dx
−∞ −∞ −∞ −∞
exists, whereas the other does not; or both exist and have finite values,
but those values are different.

A139
 Problem 4.5.1. Verify that
1 1 1 1
x2 − t 2 π x2 − t 2 π
∫ ∫ (x
0
dx dt
0
2
+t )
2 2
=
4
,
∫ ∫ (x
0
dt dx
0
2
+t )
2 2
=−
4
.

In the theory of integration, however, this fundamental theorem

is proved:

Fubini’s theorem. If for a function ϕ ( x, t ) , or for any function

ψ ( x, t ) ≥ ϕ ( x, t ) , one of the integrals
∞ ∞ ∞ ∞

∫∫ ϕ ( x, t ) dxdt , ∫ dx ∫ ϕ ( x, t ) dt , ∫ dt ∫ ϕ ( x, t ) dx (4.76)
E2 −∞ −∞ −∞ −∞

has a finite value, then so have all the integrals (4.76), and their values
are equal. Under the above condition,
∞ ∞ ∞ ∞

∫∫ϕ ( x, t ) dxdt = ∫ dx ∫ ϕ ( x, t ) dt = ∫ dt ∫ ϕ ( x, t ) dx
E2 −∞ −∞ −∞ −∞
(4.77)

Interchanging the order of integration on the right of Formula

(4.75), we see that the function
∞

∫ f ( x − t ) g (t ) dt
−∞

(which is a majorant for ( f ∗ g )(x) ) is integrable and that the

inequality (4.74) holds true:
∞ ∞
 ∞ ∞

∫ dx ∫
−∞ −∞ −∞ −∞∫ ∫
f ( x − t ) g (t ) dt = g (t )  f ( x − t ) dx dt =

(4.78)
∞ ∞

= ( x' = x − t ) =
∫ g (t ) dt ∫ f ( x' ) dx' =
−∞ −∞
f 1
g 1 <∞

A140
 This implies the integrability of the convolution ( f ∗ g )(x) ,
according to Fubini’s theorem.
If each of f (x) and g (x) is real and nonnegative (or
nonpositive), the inequality sign in (4.74) can be omitted.

Problem 4.5.2. Let f (x) and g (x) be integrable functions.

Use Fubini’s theorem to verify that for almost all x ,
( f ∗ g )( x) = (g ∗ f )( x) (4.79)

Now, let us find the Fourier transform of the convolution of

integrable functions. It follows from the definition of the Fourier
transform and Fubini’s theorem that
∞ ∞
∧ 1
( f ∗ g )(k ) = ∫ dxe ∫ f ( x − t ) g (t )dt =
−ikx

2π −∞ −∞
∞ ∞
1
2π ∫ ∫ dxe
= dtg (t )e −ikt −ik ( x − t )
f ( x − t ) =( x ′ = x − t ) =
−∞ −∞ (4.80)
 1 ∞
 1 ∞

= 2π 
∫ ∫ dx ′ e −ikx′ f ( x ′) =
−ikt
dt e g (t )
 2π −∞  2π −∞ 
∧ ∧
= 2π f (k ) g (k ).
So, up to a factor of 2π , the Fourier transform of the
convolution of two integrable functions is equal to the product of their
Fourier transforms.
Suppose that f (x) and g (x) are not only integrable, but also
square integrable; that is,
∞ ∞

∫ f ( x) ∫ g ( x)
2 2
dx < ∞ , dx < ∞
−∞ −∞
It can be shown that under this additional condition, the
convolution of f (x) and g (x) is a continuous function. Then, by the
inversion formula for the Fourier transform, the equality

A141
 ∞ ∞
1 ∧

∫ ∫ ( f ∗ g )(k ) dk =
2
f ( x − t ) g (t ) dt = lim e ikx e −τk
−∞
τ ↓0 2π −∞
∞
∧ ∧

∫
2
= lim e ikx e −τk f (k ) g (k ) dk
τ ↓0
−∞
holds at every point on the real axis.
In particular, for x = 0 we have:
∞ ∞
∧ ∧

∫ ∫
2
f (−t ) g (t ) dt = lim e −τk f (k ) g (k ) dk (4.81)
τ ↓0
−∞ −∞
In Formula (4.81), replace f (x) with the Hermitian conjugate
function f * ( x) = f (− x) . Since
∞
∧ 1 ∧
f * (k ) =
2π ∫
−∞
e −ikx f (− x) dx = ( x' = − x ) = f (k ) (4.82)

we get:
∞ ∞ ∞
∧ ∧

∫ ∫ ∫
2
f * (−t ) g (t ) dt = f (t )g (t ) dt = lim e −τk f (k ) g (k ) dk (4.83)
τ ↓0
−∞ −∞ −∞
In particular, if g ( x) = f ( x) , then
∞ ∞ 2
∧

∫ ∫
2 2
f (t ) dt = lim e −τk f (k ) dk (4.84)
τ ↓0
−∞ −∞
The integrand on the right of Formula (4.84) is monotone
increasing as the parameter τ tends to 0. It is therefore possible to
pass to the limit under the integral sign to obtain:
∞ ∞ 2
∧

∫ f (t ) ∫ f (k ) dk
2
dt = (4.85)
−∞ −∞
This is called Parseval’s equality.
It follows from the equality (4.85) that the Fourier transform of
an integrable and square integrable function is a square integrable

A142
function. Consequently, for two such functions f (x) and g (x) , the
∧ ∧
product f (k ) g (k ) of their Fourier transforms proves to be an
integrable function, as the Cauchy-Schwarz inequality reveals:
∞ ∞
∧ ∧ ∧ ∧

∫
−∞
f (k ) g (k ) dk ≤
∫
−∞
f (k ) g (k ) dk ≤

1 1 (4.86)
 ∧ ∞
  ∧ 2 
2 ∞ 2 2

−∞ ∫
≤  f (k ) dk   g (k ) dk 
 −∞  ∫
Passing to the limit in Formula (4.83), we arrive at the following
generalization of Parseval’s equality:
∞ ∞
∧ ∧

∫
−∞
f (t )g (t ) dt =
∫
−∞
f (k ) g (k ) dk (4.87)

Among other things, the equalities (4.85) and (4.87) play an

important role in elucidating the fundamentals of quantum theory and
in studying its simplest problems.
When proving the equalities (4.85) and (4.87), we assumed both
functions f (x) and g (x) to be integrable and square integrable. The
integrability of the functions was necessary for the existence of their
Fourier transforms. It is possible to prove in general that even if f (x)
and g (x) are only square integrable, their Fourier transforms exist, in a
certain sense, for almost all values of k , and that those transforms are
square integrable functions. Moreover, the equalities (4.85) and (4.87)
still hold.

Problem 4.5.3. Prove that

∞
sin 2 ax
∫
−∞
x2
dx = π a

Hint. Show that the function sin a x x is the Fourier transform

of the function

A143
  π
 , t < a
f (t ) =  2
0, t > a

and then use Parseval’s equality (4.85).

Problem 4.5.4. Write Parseval’s equality (4.85) for the function

 x
1 − , x <2
f ( x) =  2
0, x >2

and its Fourier transform, to show that
∞
sin 4 ξ 2π
∫
−∞
ξ 4
dξ =
3

Problem 4.5.5. Evaluate the integrals

∞
sin ka dk π
I 1 ( a , b) =
∫k 2
+b k
2
= 2 1 − e − ab
b
( )
−∞
∞
cos ka π
I 2 ( a, b) =
∫
−∞
k +b
2 2
dk = e − ab
b
where a and b are positive numbers.
∂I 1 (a, b)
Hint. It suffices to evaluate I 1 (a, b) , for I 2 (a, b) = .
∂a
To evaluate I 1 (a, b) , find the Fourier transform of the characteristic
function χ [ − a ,a ] ( x) of the closed interval [− a, a ] and that of the
−b x
function e , and then make use of Parseval’s equality (4.87).

Problem 4.5.6. Find the solution to the equation

d2y −b x
− 2
+ γ 2 y = Ce , γ ,b > 0
dx

A144
in the class of twice continuously differentiable functions that vanish as
x → ±∞ .
Hint. Take the Fourier transforms of both sides of the equation
to reduce it to an algebraic equation in the Fourier transform of the
desired function, find that Fourier transform, and then make use of the
inversion formula.
Problem 4.5.7. Assuming the right side of the equation
d2y
− + γ 2 y = f ( x) (4.88)
dx 2
to be an arbitrary integrable function, find the solution in the class of
continuous functions that possess absolutely continuous first derivatives
and vanish as x → ±∞ . Represent the solution as the convolution of
f (x) and some function G−γ 2 ( x) , that is, in terms of the Green’s
function for Equation (4.88).

4.6. The Fourier Transform of Generalized Functions

Based on Formula (4.87), it is possible to define the Fourier

transform of generalized functions.
We shall assume that generalized functions are associated with
continuous linear functionals defined on the set of infinitely smooth
functions that vanish along with their derivatives at the rate greater than
that of any power of 1 x as x → ±∞ . We are aware now that the
Fourier transforms of such test-functions are functions of the same
class. Indeed, if a test function ϕ (x) and its derivatives vanish at high
∧
rates, then the Fourier transform ϕ (k ) proves to be infinitely smooth;
∧
and if ϕ (x) and its derivatives are infinitely smooth, then ϕ (k )
vanishes at a high rate.
Let us write the above linear functionals in the form
∞

F (ϕ ) =
∫ f ( x)ϕ ( x) dx
−∞
(4.89)

A145
 If a generalized function f (x) , which is associated with the
functional F , is a square integrable true function, then, according to
the equality (4.87), this functional can also be represented as
∞
∧ ∧
F (ϕ ) =
∫
−∞
f (k ) ϕ (k ) dk (4.90)

∧
On the other hand, a square integrable function f (k ) is
∧
associated with the linear functional F whose value for any test-
function ϕ (x) is determined by the integral
∞
∧ ∧
F (ϕ ) =
∫ f ( x)ϕ ( x) dx
−∞
(4.91)

∧ ∧
Due to the equality (4.87), the functionals F (ϕ ) and F (ϕ ) are
related by
∧ ∧
F (ϕ ) = F (ϕ ) (4.92)
∧
that is, the value of F for the Fourier transform of an arbitrary test-
function and that of F for the function itself are equal.
Formula (4.92) can be taken to be the definition of the Fourier
transform for generalized functions.

Let a generalized function f (x) be associated with a continuous

linear functional F defined on a set of test-functions. The Fourier
∧
transform of f (x) is then defined as the generalized function f (k )
∧
that is associated with the continuous linear functional F defined on
the same set of test-functions and such that for any test-function ϕ (x)
the equality (4.92) holds.

A146
 Being a limit of a sequence of continuous true functions, every
generalized function is uniquely determined by its Fourier transform.
At first glance, the above definition does not seem clear and
constructive. Yet the following examples do convince us that the
Fourier transforms of generalized functions are not so difficult to
calculate.
Consider, for instance, the delta function δ (x) . It is associated
with the functional Fδ given by
∞

Fδ (ϕ ) = ϕ (0) =
∫ δ ( x)ϕ ( x) dx
−∞
(4.93)

where ϕ (x) is an arbitrary test-function. Using the inversion formula

for the Fourier integral, we can write:
∞
1 ∧ ∧ ∧
ϕ ( 0) =
∫
−∞
2π
ϕ (k ) dk = Fδ (ϕ ) (4.94)

The functionals (4.93) and (4.94) are related by Formula (4.92).

Therefore, by definition, the Fourier transform of δ (x) is a true
function, equal to a constant:
∧ 1
δ (k ) = (4.95)
2π
Similarly, the functional Fδ' , which is determined by the
derivative δ ′(x) of the delta function, can be written as
∞

Fδ' (ϕ ) =
∫ δ ′( x)ϕ ( x) dx = − ϕ' (0) =
−∞
∞ ∞
1 ∧  ik  ∧
=−
2π ∫
−∞
ik ϕ (k ) dk =
∫
−∞



 2π  ϕ (k ) dk

whence
∧
ik
δ ′(k ) = (4.96)
2π

A147
 Thus, the Fourier transforms of generalized functions
associated with singular functionals may be true functions, with
that troublesome property only that they may increase at infinity.

Problem 4.6.1. Find the Fourier transforms of the functions

δ ( x − x0 ) and δ ′( x − x0 ) .

4.7. The Fourier Transform of Functions of Many Variables

We start with the case of functions of two variables. Let

f ( x, y ) be an arbitrary smooth function that vanishes rather rapidly as
r = x 2 + y 2 → +∞ . Consider the Fourier transform of it with
respect to the variable x , the value of the other variable y being fixed.
We have:
∞
∧ 1
2π ∫
−ik x x
f (k x , y ) = dxe f ( x, y ) (4.97)
−∞
the inversion formula taking the form
∞
1 ∧
f ( x, y ) =
2π ∫
−∞
dk x e ik x x f (k x , y ) (4.98)

Treating k x as a parameter, let us now write the Fourier

∧
transform of the function f (k x , y ) with respect to y . Taking into
account Formula (4.97), we obtain:
∧ ∞
∧ 1 ∧

∫
−ik y y
f (k x , k y ) = dye f (k x , y ) =
2π −∞
(4.99)
∞ ∞
1
∫ ∫
−i ( k x x + k y y )
= dy dxe f ( x, y )
2π
−∞ −∞

A148
 The substitution of the inversion formula
∞ ∧
∧ 1 ∧

∫ dk e
ik y y
f (k x , y ) = y f (k x , k y ) (4.100)
2π −∞
into Formula (4.98) yields:
∞ ∞ ∧
1 ∧

∫ dk e ∫ dk e
ik y y
f ( x, y ) = ik x x
f (k x , k y ) (4.101)
2π
x y
−∞ −∞
If f ( x, y ) is rather smooth and decreases rapidly at infinity,
then the values of the iterated integrals (4.99) and (4.101) are
independent of the order of integration. Accordingly, the Fourier
transform of a function of two variables is given by
∧ 1
∫e
− i ( kr )
f (k ) = f (r ) dr (4.102)
2π
E2

where k = (k x , k y ) , (kr) = k x x + k y y , and dr = dxdy ; and the

inversion formula is (under some restrictions) of the form
1 ∧
f (r ) =
2π ∫
E2
e i ( kr ) f (k ) dk (4.103)

Similarly, the Fourier transform of an integrable function f (r ) ,

r = ( x1 ,..., x n ) , of n variables is defined by
∧ 1
f (k ) =
(2π ) n/2 ∫
e −i ( kr ) f (r ) dr
En
(4.104)

where k = (k1 ,..., k n ) , (kr) = k1 x1 + k 2 x 2 + ⋅ ⋅ ⋅ + k n x n , and

dr = dx1 ...dx n ; and the inversion formula takes (under some
restrictions) the form
1 ∧
f (r ) =
(2π ) n / 2 ∫
En
e i ( kr ) f (k ) dk (4.105)

The results and relationships obtained for the Fourier transforms

of functions of a single variable are accordingly extended to the case of
the Fourier transforms of functions of n variables. For example, the

A149
 ∧
Fourier transform f (k ) of an arbitrary integrable function of n
variables is a bounded continuous function satisfying the condition
∧
lim f (k ) = 0 (4.106)
k →∞

The relationship (4.106) represents a multi-dimensional version

of the Riemann-Lebesgue theorem.
Considering the integral (4.104) as an iterated one, for smooth
functions with integrable partial derivatives we can obtain the formulas
∧ ∧
∂f ∧ ∂f ∧
(k ) = ik1 f (k ) , … , (k ) = ik n f (k ) (4.107)
∂x1 ∂x n
Moreover,
∧
∂ s1 + s2 +⋅⋅⋅+ sn f s1 + s 2 +⋅⋅⋅+ s n s1 s 2
∧
(k ) = i k 1 k 2 ⋅ ⋅ ⋅ k sn
n f (k ) ,
∂x1s1 ∂x 2s2 ...∂x nsn
0 ≤ s1 , s 2 ,..., s n < ∞ (4.108)
∧
In particular, for the Fourier transform ∆f (k ) of the
n − dimensional Laplacian
(∆f )(r ) = ∂ ∂2 f ∂2 f
2
f
+ + ⋅ ⋅ ⋅ + (4.109)
∂x12 ∂x 22 ∂x n2
of a function f (r ) , this formula holds:
∧ ∧
(∆f )(k ) = −k 2 f (k ) , k 2 = k12 + k 22 + ⋅ ⋅ ⋅ + k n2
(4.110)
Also, there hold the multi-dimensional analogue of the formula
for the Fourier transform of the convolution
( f ∗ g )(r ) = ∫ f (r − r' ) g (r' ) dr' = ( 4.111)
En
∞ ∞

=
∫ ... ∫ dx '...dx 'f ( x − x ' , x
−∞ −∞
1 n 1 1 2 − x 2' ,..., x n − x n' ) g ( x1' , x 2' ,..., x n' )

of two functions f (r ) and g (r ) , namely,

A150
 ∧ ∧ ∧
( f ∗ g )(k ) = (2π ) n / 2 f (k ) g (k ) (4.112)
and the multi-dimensional version of Parseval’s equality:
∧ ∧

∫
En
f (r )g (r ) dr =
∫
En
f (k ) g (k ) dk (4.113)

Formulas (4.106) – (4.113) reflect major properties of the Fourier

transforms of functions of many variables. With their use, the problems
for linear differential equations with constant coefficients in an
unbounded multi-dimensional space can be reduced to either linear
algebraic equations or linear ordinary differential equations.
Let us return, once more, to the Cauchy problem for the heat
(diffusion) equation in E 3 :
∂u
= a 2 ∆u
∂t (4.114)
u (r,0) = u 0 (r )
Assuming the function u 0 (r ) to be integrable, we shall seek the
solution to the problem (4.114) for t > 0 on the class of twice
differentiable functions that are integrable along with their first and
second derivatives with respect to the spatial coordinates and their first
derivatives with respect to the time. Changing from the desired
∧
function u (r, t ) to its Fourier transform u (k , t ) with respect to the
spatial variables, instead of Equation (4.114) we obtain:
∧
∂ u (k , t ) ∧
= − a 2 k 2 u (k , t )
∂t
whence
∧ 2 2
u (k , t ) = C (k )e − a k t (4.115)
The constant of integration C (k ) is found by using the initial
∧
condition and is equal to the Fourier transform u 0 (k ) of the initial
function u 0 (r ) . So,

A151
 ∧ ∧ 2 2
u (k , t ) = u 0 (k )e − a k t
(4.116)
and therefore
1 ∧

∫
2 2
u (r, t ) = dk e ikr e − a k t u 0 (k )
(2π ) 3 / 2
E3
(4.117)
∧ 1
∫ dr e
− ikr
u 0 (k ) = u 0 (r )
(2π ) 3 / 2
E3

It is possible now to directly verify that u (r, t ) given by (4.117)

has partial derivatives of all orders for t > 0 , satisfies Equation
(4.114), and converges uniformly to u 0 (r ) as t → 0 .
The integrability of partial derivatives of u (r, t ) for t > 0 can
be verified by rewriting the first integral in Formula (4.117) as the
convolution of u 0 (r ) and the function
r2
1 1
∫ dk e
− 2
− a 2 k 2t
G (r, t ) = ikr
e = e 4a t
(4.118)
(2π ) 3 (4πa 2 t ) 3 / 2
E3

Problem 4.7.1. Show that in E 3 , the Fourier transform of an

integrable, spherically symmetric function f (r ) = f (r ) depends only
upon the absolute value k of the vector k and is equal to
∞
∧ ∧ 2 sin kr
π∫
f (k ) = f (k ) = dr rf (r ) (4.119)
k
0
Hint. When evaluating the Fourier integral with respect to the
variable r , change to spherical coordinates with the polar axis directed
along the vector k .

Problem 4.7.2. Find the Fourier transforms of these functions:

e −γr V0 , 0≤r ≤ R
a) f (r ) = A ; b) f (r ) = 
r 0, r>R

A152
 BIBLIOGRAPHY

1. Арсенин В. Я. Математическая физика. Основные уравнения и

специальные функции. – М.: Наука, 1966. – 368 с.
2. Владимиров В. С. Уравнения математической физики. – М.: Наука,
1981. – 512 с.
3. Годунов С. К. Уравнения математической физики. – М.: Наука, 1979.
– 392 с.
4. Гончаренко В. М. Основы теории уравнений с частными
производными. – К.: Вища школа, 1985. – 312 с.
5. Кошляков С. Н., Глинер Э. Б., Смирнов М. М. Уравнения в частных
производных математической физики. – М.: Высшая школа, 1970. –
710 с.
6. Курант Р., Гильберт Д. Методы математической физики. В 2 т. – М.:
Гостехиздат, 1951. – Т. 1, 476 с; Т. 2, 544 с.
7. Курант Р. Уравнения с частными производными. – М.: Мир, 1964. –
830 с.
8. Михлин С. Г. Линейные уравнения в частных производных. – М.:
Высшая школа, 1977. – 432 с.
9. Перестюк М. О., Маринець В. В. Теорія рівнянь математичної фізики.
– К.: Либідь, 2001. – 336 с.
10. Петровский И. Г. Лекции об уравнениях с частными производными.
– М.: Физматгиз, 1961. – 300 с.
11. Положий Г. Н. Уравнения математической физики. – М.: Высшая
школа, 1964. – 560 с.
12. Смирнов В. И. Курс высшей математики. В 4 т. – М.: Наука, 1981. –
Т. 1. 656 с.; Т. 4, 550 с.
13. Смирнов М. М. Дифференциальные уравнения в частных
производных второго порядка. – Минск: Изд-во БГУ, 1974. – 232 с.
14. Соболев С. Л. Уравнения математической физики. – М.: Наука, 1966.
– 444 с.
15. Тихонов А. Н., Самарский А. А. Уравнения математической физики. –
М.: Наука, 1977. – 724 с.
16. Фихтенгольц Г. М. Основы математического анализа. В 2 т. – М.:
Наука, 1968. – Т. 2, 404 с.
17. Шварц Л. Математические методы для физических наук. – М.: Мир,
1965. – 412 с.
18. Шилов Г. Е. Математический анализ. Второй специальный курс. –
М.: Наука, 1965. – 327 с.

A153
 INDEX.
UKRAINIAN EQUIVALENTS OF THE TERMS

Analytic continuation, A44 Аналітичне продовження

Axioms: Аксіоми
of addition of elements of a linear space, – додавання елементів лінійного простору
A102
of multiplication of elements of a linear – множення елементів лінійного простору
space by numbers, A102 на числа

Brownian particle, A58 Частинка броунівська

trajectory of, A57 – –, траєкторія

Cauchy problem, A11 Задача Коші

for diffusion equation, A52
generalized, for heat equation, A117
for heat equation, A18
for probability density of finding an
impurity particle, A62
for wave equation, A72
for wave equation, one-dimensional, A88
for wave equation, two-dimensional, A84
Cauchy-Schwarz inequality, A143
Chapman-Kolmogorov equation, A55
Class Q , A18
Coefficient:
diffusion, A51
heat conduction, A9
reaction, A51
specific heat capacity, A7
Complex amplitude:
forced oscillations in a medium, A94
forced oscillations of temperature, A46
Concentration of impurity particles, A50
Condition:
boundary, A11
initial, A11
radiation, A98
for stable equilibrium of a system of
particles, A38
Continuity equation, A67
Convection, A6
Convergence of a sequence of test-functions:
see Sequence of test-functions
Convolution of integrable functions, A139
– – для рівняння дифузії
– – – – теплопровідності узагальнена
– – – – теплопровідності
– – – густини ймовірності знайти
домішкову частинку
– – – хвильового рівняння
– – – – –, одновимірна
– – – – –, двовимірна
Нерівність Коші-Буняковського
Рівняння Чепмена-Колмогорова
Клас Q
Коефіцієнт
– дифузії
– температуропровідності
– реакції
– питомої теплоємності
Амплітуда комплексна
– –, вимушені коливання середовища
– –, вимушені коливання температури
Концентрація домішкових частинок
Умова
– крайова
– початкова
– випромінювання Зоммерфельда
– стійкої рівноваги системи частинок
Рівняння неперервності
Конвекція
Збіжність послідовності основних функцій
див. Послідовність основних функцій
Згортка інтегровних функцій

A154
D’Alembert’s Formula, A89 Формула Д’Аламбера
Density, A7 Густина
of a point mass, A100 – точкової маси
Derivative: Похідна
generalized, A113 – узагальнена
material, A67 – матеріальна
Diffusion, A50 Дифузія
within a moving medium, A50 – в рухомому середовищі
in the presence of chemical or nuclear – при наявності хімічних або ядерних
reactions, A51 реакцій
in a uniform stream of liquid, A52 – в однорідному потоці рідини
Diffusion current density, A51 Вектор густини дифузійного потоку
Diffusion equation, A51 Рівняння дифузії
elementary derivation of, A51 – –, елементарний вивід
Dirichlet’s discontinuous factor, A138 Множник розривний Діріхле
Distribution, A105 Розподіл
Divergence theorem, A8, A17, A67, A74 Теорема Остроградського-Гаусса

Earnshaw’s theorem, A38 Теорема Ірншоу

Einstein-Smoluchowski equation, A60 Рівняння Ейнштейна-Смолуховського
derivation of, A56 – –, вивід
Element: Елемент
inverse, A102 – обернений
of a set, A102 – множини
zero, A102 – нульовий
Equation: Рівняння
of heat balance, A7, A8 – теплового балансу
of heat balance in the differential form, A8 – – – в диференціальній формі
of motion for ideal fluid, A65, A66 – руху ідеальної рідини
for small-amplitude oscillations in a fluid, – малих коливань рідини (газу)
A65
of state, A67 –стану
Equation for the complex amplitude: Рівняння для комплексної амплітуди
forced oscillations in a medium, A97 – – – –, вимушені коливання середовища
forced oscillations of temperature, A46 – – – –, – – температури
Equations of ideal liquid hydrodynamics, A68 Рівняння гідродинаміки ідеальної рідини
linearized, A69 – – – – лінеаризовані

First-order reactions, A51 Реакції першого порядку

Forced acoustic oscillations, A94 Коливання акустичні вимушені
steady-state, A94, A97 – – – усталені
Fourier method, A122 Метод Фур’є
Fourier transform: Фур’є-образ
of convolution, A141 – згортки
of convolution of functions of many – – функцій багатьох змінних
variables, A150
of derivative of Dirac delta function, A147 – похідної дельта-функції Дірака
of derivative of a function, A130 – – функції
of Dirac delta function, A147 – дельта-функції Дірака

A155
Fourier transform (Continued): Фур’є-образ (Продовження)
of higher derivatives of a function, A132 – вищих похідних функції
of an integrable function, A127 – інтегровної функції
of an integrable and square-integrable – – та інтегровної з квадратом функції
function, A142
of Laplacian, A150 – лапласіана
of partial derivatives of a function, A150 – частинних похідних функції
of a spherically symmetric function, A152 – сферично симетричної функції
Fourier (integral) transform: Перетворення Фур’є (інтегральне)
of a function of many variables, A149 – – функції багатьох змінних
of a function of two variables, A149 – – – двох змінних
of a generalized function, A146 – – узагальненої функції
of an integrable function, A127 – – інтегровної функції
inverse, A134 – – обернене
inverse, of a function of many variables, – – – функції багатьох змінних
A149
inverse, of a function of two variables, A149 – – – – двох змінних
of a linear differential equation, A133 – – лінійного диференціального рівняння
Fourier’s law, A9 Закон Фур’є
Frustum of a light cone, A73 Конус світловий зрізаний
Fubini’s theorem, A140 Теорема Фубіні
Function: Функція
absolutely continuous, A130 – абсолютно неперервна
bounded, A13 – обмежена
characteristic, A128 – характеристична
compactly supported, A15 – фінітна
composite, of Dirac delta, A109 – дельта Дірака складена
Dirac delta, A105 – дельта Дірака
generalized, A105 – узагальнена
harmonic, A37 – гармонічна
Heaviside, A115 – східчаста Хевісайда
Hermitian conjugate, A142 – ермітово-спряжена
infinitely smooth, A15 – нескінченно гладка
of influence, A33 – впливу
integrable, A12 – інтегровна
locally integrable, A103 – локально інтегровна
response, A33 – відгуку
scalar (of temperature), A6 – скалярна (температури)
signum, A115 – знакова
of a source of impurity particles, A51 – джерела домішкових частинок
square-integrable, A47, A141 – інтегровна з квадратом
step, A129 – скінченнозначна або східчаста
test-, A101 (also see Sequence of… ) – основна (також див. Послідовність…)
true, A106 – звичайна
Functional, A103 Функціонал
continuous, A103 – неперервний
linear, A103 – лінійний
regular, A104 – регулярний
singular, A107 – сингулярний

A156
Generalized solution of a differential equation, Розв’язок узагальнений диференціального
A116 рівняння
Green’s function: Функція Гріна
of diffusion equation, A63, A112 – – рівняння дифузії
of heat equation, A26, A31, A32, A112 – – – теплопровідності
of Helmholtz equation, A47, A116 – – – Гельмгольца
meaning of, see Meaning of… – –, зміст див. Зміст…

Harmonic point source: Джерело гармонічне точкове

of heat, A49 – тепла
of waves, A94 – хвиль
Heat conduction, A6 Теплопровідність
Heat current density, A7 Вектор густини теплового потоку
Heat (conduction) equation, A6, A9 Рівняння теплопровідності
with constant coefficients, A9, A21 – – зі сталими коефіцієнтами
derivation of, A7 – –, вивід
fundamental solution of, A26, A118, A120 – –, фундаментальний розв’язок
homogeneous, A10 – – однорідне
inhomogeneous, stationary solution of, A35 – – неоднорідне, стаціонарний розв’язок
linear, A9 – – лінійне
one-dimensional, A10 – – одновимірне
similarity solution of, A23 – –, автомодельний розв’язок
two-dimensional, A10 – – двовимірне
Helmholtz equation, A43, A97, A123 Рівняння Гельмгольца
homogeneous, A47 – – однорідне
homogeneous, solution of, A123 – – –, розв’язок
homogeneous, spherically-symmetric – – –, сферично симетричний розв’язок
solution of, A124
inhomogeneous, A46 – – неоднорідне
inhomogeneous, generalized solution of, – – –, узагальнений розв’язок
A47
inhomogeneous, solution of, A47 – – –, розв’язок
Hilbert identity, A48 Тотожність Гільберта
Huygens’ principle: Принцип Гюйгенса
one-dimensional case, A89 – –, одновимірний випадок
three-dimensional case, A83 – –, тривимірний випадок
two-dimensional case, A87 – –, двовимірний випадок

Ideal fluid (or liquid), A65 Рідина ідеальна

Independent events, A54 Події незалежні
Invariance of the heat equation: Інваріантність рівняння теплопровідності
under rotations, A23 – – – відносно поворотів
under scaling transformations, A23 – – – – масштабних перетворень
under transformations of coordinates and – – – – перетворень координат і часу
time, A22
under translations, A23 – – – – зсувів

A157
Inversion formula for the Fourier transform, Формула обернення перетворення Фур’є
A135
of a function of many variables, A149 – – – – функції багатьох змінних
of a function of two variables, A149 – – – – функції двох змінних

Kronecker delta, A61 Символ Кронекера

Laplace operator, A9 Оператор Лапласа

Laplace’s equation, A37 Рівняння Лапласа
Law of addition, associative, A102 Закон додавання сполучний
commutative, A102 – – переставний
Law of conservation of mass, A67 – збереження маси
Law of multiplication, associative, A102 – множення сполучний
distributive, A102 – – розподільний
Lebesgue’s theorem, A128 Теорема Лебега
Linearization, A69 Лінеаризація

Mathematical expectation of a random Сподівання математичне випадкової

quantity, A56 величини
Matrix of diffusion coefficients, A57, A62 Матриця коефіцієнтів дифузії
Maximum (minimum) value principle, A11 Принцип максимального (мінімального)
значення
Meaning of the Green’s function: Зміст функції Гріна
for diffusion equation, A63 – – – рівняння дифузії
for heat equation A33 – – – – теплопровідності
for Helmholtz equation, A49 – – – – Гельмгольца
Method of separation of variables, A122 Метод відокремлення змінних
Motion: Рух
Brownian, A58 – броунівський
random, A57 – випадковий
(of a fluid) steady, A68 – (рідини) стаціонарний

Nernst’s law, A51 Закон Фіка

Operator: Оператор
adjoint, A116 – спряжений
inverse, A48 – обернений

Parseval’s equality, A142 Рівність Парсеваля(-Планшереля)

generalized, A143 – – узагальнена
multi-dimensional analogue of, A151 – –, багатовимірний аналог
Poisson’s equation, A35 Рівняння Пуассона
generalized solution of, A116 – –, узагальнений розв’язок
vanishing-at-infinity solution of, A35, A37 – –, спадний на нескінченності розв’язок
Poisson’s relation, A81 Формула Пуассона
Potential: Потенціал
complex, for forced oscillations, A94 – комплексний для вимушених коливань
electrostatic, A36 – електростатичний

A158
Potential (Continued): Потенціал (Продовження)
for an external bulk force, A69 – для зовнішньої об’ємної сили
Newton’s gravitational, A36, A101 – ньютонівський гравітаційний
Newton’s heat, A35 – – тепловий
retarded, A93 – загаювальний
velocity, A70, A94 – швидкості
Potential flow, A70 Течія потенціальна
Potential velocity field, A70 Поле швидкості потенціальне
Power density: Густина потужності
of a harmonic heat source, A43 – – гармонічного джерела тепла
of a harmonic source of waves, A94 – – – – хвиль
of a heat source (sink), A8 – – джерела (стоку) тепла
of a source of waves, A90 – – – хвиль
Probability density: Густина ймовірності
conditional, of finding an impurity particle, – – умовна знайти домішкову частинку
A54
of finding an impurity particle, A53 – – знайти домішкову частинку
of transition of an impurity particle, A54 – – переходу домішкової частинки
Problem without initial conditions, A97 Задача без початкових умов
Process: Процес
adiabatic, A69 – адіабатний
linear, A11 – лінійний
Markovian, A54 – марковський
Propagator, A33 Функція розповсюдження

Quadratic form, positive definite, A61 Форма квадратична позитивно визначена

Radiation, A6 Випромінювання
Riemann-Lebesgue theorem, A129 Теорема Рімана-Лебега
multi-dimensional version of, A150 – –, багатовимірний варіант

Sequence of test-functions: Послідовність основних функцій

convergence to zero in space C , A105
convergence to zero in space K , A103
convergence to zero in space S , A106
tending to Dirac delta function, A107
tending to a generalized function, A106
Set:
K (of infinitely smooth, compactly
supported functions), A15, A102
linear, A102
L1 (of integrable complex-valued
functions), A12
( 2)
W , A15
Small-amplitude oscillations in a fluid, A65
density variations, A70
pressure variations, A71
– – –, збіжність до нуля в просторі C
– – –, – – – в просторі K
– – –, – – – в просторі S
– – –, що прямує до дельта-функції Дірака
– – –, – – до узагальненої функції
Множина
– K (нескінченно гладких фінітних
функцій)
– лінійна
– L1 (інтегровних комплексно-значних
функцій)
( 2)
–W
Коливання малі рідини (газу)
– – –, коливання густини
– – –, коливання тиску

A159
Solution to the Cauchy problem:
for heat equation, A21, A30
for homogeneous heat equation, A151
for homogeneous wave equation, A81, A83
for homogeneous wave equation in 1-space,
A89
for homogeneous wave equation in 2-space,
A87
for inhomogeneous wave equation, A91,
A93
Space (also see Set):
C (of functions continuous on any closed
region in E 3 ), A105
E 3 (infinite three-dimensional), A12
K , A102
linear, A102
S , A105
Stable solution of a system of equations, A68
Steady-state oscillations of temperature, A46
Superposition principle, A125
Розв’язок задачі Коші для
– – – – рівняння теплопровідності
– – – – однорідного рівняння теплопровідності
– – – – однорідного хвильового рівняння
– – – – – – – в одновимірному просторі
– – – – – – – в двовимірному просторі
– – – – неоднорідного хвильового рівняння
Простір (також див. Множина)
– C (функцій, неперервних у будь-якій
замкненій області простору E 3 )
– E 3 (необмежений тривимірний)
– K
– лінійний
– S
Розв’язок стійкий системи рівнянь
Коливання усталені температури
Принцип суперпозиції

Taylor’s Formula, A57 Формула Тейлора

Temperature: Температура
scalar function of, A6 –, скалярна функція
stationary, A34 – стаціонарна
steady-state, A46 – усталена

Uniqueness of solution to the Cauchy Єдиність розв’язку задачі Коші для

problem, for heat equation, A19 рівняння теплопровідності
for wave equation, A76 – – – – – хвильового рівняння
Uniqueness theorem for analytic functions, Теорема єдиності для аналітичних функцій
A44

Wave: Хвиля
converging spherical, A98 – сферична збіжна
diverging spherical, A94 – сферична розбіжна
plane, A124 – плоска
spherical heat, A49 – сферична теплова
Wave equation, A71 Рівняння хвильове
one-dimensional, A88 – – одновимірне
one-dimensional, general solution of, A89 – – –, загальний розв’язок
two-dimensional, A84 – – двовимірне

A160
 CONTENTS
Preface…………………………………………………………………………… A4
1. HEAT CONDUCTION IN SYSTEMS WITH DISTRIBUTED
PARAMETERS
1.1. The Heat (Conduction) Equation…………………………………..… A6
1.2. The Cauchy Problem for the Heat Equation in an Infinite Space.
The Uniqueness of the Solution……………………………………….. A11
1.3. The Linear Heat Equation with Constant Coefficients in E 3 .
The Solution to the Cauchy Problem………………………………… A21
1.4. The Meaning of the Green’s Function……………………………….. A31
1.5. The Stationary Temperature. Newton’s Heat Potential……………... A34
1.6. Decreasing Solutions of Poisson’s Equation………………………… A37
1.7. Forced Heat Oscillations. The Helmholtz Equation………………… A43
2. THE DIFFUSION EQUATION
2.1. An Elementary Derivation of the Diffusion Equation………………. A50
2.2. Probabilistic Description of the Motion of Impurity Particles.
The Chapman-Kolmogorov Equation……………………………….. A53
2.3. The Einstein-Smoluchowski Equation……………………………… A56
2.4. The Meaning of the Green’s Function for the Diffusion Equation…. A62
3. THE WAVE EQUATION
3.1. The Equation for Small-Amplitude Oscillations in a Fluid…………. A65
3.2. The Cauchy Problem for the Wave Equation. The Uniqueness of
the Solution….………………………………………………………. A72
3.3. The Solution to the Cauchy Problem for the Wave Equation in E 3 .
Poisson’s Relation………………………………………………..…. A77
3.4. The Solution of the Cauchy Problem for the Wave Equation in
Two- and One-dimensional Spaces………………………………….. A84
3.5. The Inhomogeneous Wave Equation………………………………… A90
4. SUPPLEMENTARY FACTS FROM THE THEORY OF FUNCTIONS
4.1. Generalized Functions. The Dirac Delta Function…………………. A100
4.2. Differentiation of Generalized Functions. Generalized Solutions of
Linear Differential Equations……………………..…………………. A113
4.3. The Fourier Method…………………………………………………. A122
4.4. The Fourier Integral Transform……………………………………… A127
4.5. The Convolution of Integrable Functions. Parseval’s Equality…….. A139
4.6. The Fourier Transform of Generalized Functions…………………... A145
4.7. The Fourier Transform of Functions of Many Variables……………. A148
BIBLIOGRAPHY…………………………………………………………….. A153
INDEX. UKRAINIAN EQUIVALENTS OF THE TERMS………………… A154

A161
 Адамян В. М., Сушко М. Я.
А283 Вступ до математичної фізики: Навчальний посібник. –
Одеса: Астропринт, 2003. – 320 с.
Укр. та англ. мовами
ISBN 966-549-940-8

Посібник створено на базі першої частини лекційного курсу, що неод-

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АДАМЯН Вадим Мовсесович

СУШКО Мирослав Ярославович

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