Oscillatory integral

Summary

In mathematical analysis an oscillatory integral is a type of distribution. Oscillatory integrals make rigorous many arguments that, on a naive level, appear to use divergent integrals. It is possible to represent approximate solution operators for many differential equations as oscillatory integrals.

Definition edit

An oscillatory integral   is written formally as

 

where   and   are functions defined on   with the following properties:

  1. The function   is real-valued, positive-homogeneous of degree 1, and infinitely differentiable away from  . Also, we assume that   does not have any critical points on the support of  . Such a function,   is usually called a phase function. In some contexts more general functions are considered and still referred to as phase functions.
  2. The function   belongs to one of the symbol classes   for some  . Intuitively, these symbol classes generalize the notion of positively homogeneous functions of degree  . As with the phase function  , in some cases the function   is taken to be in more general, or just different, classes.

When  , the formal integral defining   converges for all  , and there is no need for any further discussion of the definition of  . However, when  , the oscillatory integral is still defined as a distribution on  , even though the integral may not converge. In this case the distribution   is defined by using the fact that   may be approximated by functions that have exponential decay in  . One possible way to do this is by setting

 

where the limit is taken in the sense of tempered distributions. Using integration by parts, it is possible to show that this limit is well defined, and that there exists a differential operator   such that the resulting distribution   acting on any   in the Schwartz space is given by

 

where this integral converges absolutely. The operator   is not uniquely defined, but can be chosen in such a way that depends only on the phase function  , the order   of the symbol  , and  . In fact, given any integer  , it is possible to find an operator   so that the integrand above is bounded by   for   sufficiently large. This is the main purpose of the definition of the symbol classes.

Examples edit

Many familiar distributions can be written as oscillatory integrals.

The Fourier inversion theorem implies that the delta function,   is equal to

 

If we apply the first method of defining this oscillatory integral from above, as well as the Fourier transform of the Gaussian, we obtain a well known sequence of functions which approximate the delta function:

 

An operator   in this case is given for example by

 

where   is the Laplacian with respect to the   variables, and   is any integer greater than  . Indeed, with this   we have

 

and this integral converges absolutely.

The Schwartz kernel of any differential operator can be written as an oscillatory integral. Indeed if

 

where  , then the kernel of   is given by

 

Relation to Lagrangian distributions edit

Any Lagrangian distribution[clarification needed] can be represented locally by oscillatory integrals, see Hörmander (1983). Conversely, any oscillatory integral is a Lagrangian distribution. This gives a precise description of the types of distributions which may be represented as oscillatory integrals.

See also edit

References edit

  • Hörmander, Lars (1983), The Analysis of Linear Partial Differential Operators IV, Springer-Verlag, ISBN 0-387-13829-3
  • Hörmander, Lars (1971), "Fourier integral operators I", Acta Math., 127: 79–183, doi:10.1007/bf02392052