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Pseudo-differential operator
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===Linear differential operators with constant coefficients=== Consider a linear [[differential operator]] with constant coefficients, :<math> P(D) := \sum_\alpha a_\alpha \, D^\alpha </math> which acts on smooth functions <math>u</math> with compact support in '''R'''<sup>''n''</sup>. This operator can be written as a composition of a [[Fourier transform]], a simple ''multiplication'' by the polynomial function (called the '''[[Fourier multiplier|symbol]]''') :<math> P(\xi) = \sum_\alpha a_\alpha \, \xi^\alpha, </math> and an inverse Fourier transform, in the form: {{NumBlk|:|<math> \quad P(D) u (x) = \frac{1}{(2 \pi)^n} \int_{\mathbb{R}^n} \int_{\mathbb{R}^n} e^{i (x - y) \xi} P(\xi) u(y)\, dy \, d\xi </math>|{{EquationRef|1}}}} Here, <math>\alpha = (\alpha_1,\ldots,\alpha_n)</math> is a [[multi-index]], <math>a_\alpha</math> are complex numbers, and :<math>D^\alpha=(-i \partial_1)^{\alpha_1} \cdots (-i \partial_n)^{\alpha_n}</math> is an iterated partial derivative, where β<sub>''j''</sub> means differentiation with respect to the ''j''-th variable. We introduce the constants <math>-i</math> to facilitate the calculation of Fourier transforms. ;Derivation of formula ({{EquationNote|1}}) The Fourier transform of a smooth function ''u'', [[compact support|compactly supported]] in '''R'''<sup>''n''</sup>, is :<math>\hat u (\xi) := \int e^{- i y \xi} u(y) \, dy</math> and [[Fourier's inversion formula]] gives :<math>u (x) = \frac{1}{(2 \pi)^n} \int e^{i x \xi} \hat u (\xi) d\xi = \frac{1}{(2 \pi)^n} \iint e^{i (x - y) \xi} u (y) \, dy \, d\xi </math> By applying ''P''(''D'') to this representation of ''u'' and using :<math>P(D_x) \, e^{i (x - y) \xi} = e^{i (x - y) \xi} \, P(\xi) </math> one obtains formula ({{EquationNote|1}}).
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