The inverse of the Laplacian is given by $$(-\Delta)^{-1} u(x) = C \int_{\mathbb{R}^n} u(x-y) \frac{1}{|y|^{n-2}} dy$$ where $n$ is the dimension of $\mathbb{R}^n$.
I would like to learn more about this operator as I have often seen the formula stated but not explained. For example, we can motivate fractional powers of the Laplacian by use of the Fourier transform. I am looking for something similar.
Some of the questions I have been thinking about are:
- How is it derived and is there a reason it is identical to the fundamental solution of the Laplacian?
- For what function spaces for $u$ is it valid? I assume that $u$ must belong to a space such that the Laplacian is invertible (i.e. a bijection), but for which spaces is this true?
- I assume that we gain two degrees of regularity through this operator, but how is this proven? What is the image of this operator?
I have struggled to find this information in any textbooks. Can anyone suggest some textbooks or references I can read in this direction?
A quick heuristic.
Just to be clear, we recall that for all $u\in\mathcal{S}'(\mathbb{R}^n)$, up to some abuse of notations : $$\mathcal{F}(-\Delta u)(\xi) = |\xi|^2 \mathcal{F}u(\xi)\text{.}$$
Here, I define the Fourier transform as $$ \mathcal{F}f(\xi) := \int_{\mathbb{R}^n} f(x) e^{-i\,x\cdot\xi} \mathrm{~d}x\,\text{, (}f\in\mathrm{L}^1(\mathbb{R}^n)\text{, } \xi\in\mathbb{R}^n\text{).}$$
Therefore, if one wants to solve $$-\Delta u =f\,\text{, in } \mathbb{R}^n.$$
One should have then, at least morally, $$u(x) = \int_{\mathbb{R}^n} \mathcal{F}f(\xi) \cdot \frac{1}{|\xi|^2} e^{i\,x\cdot\xi} \mathrm{~d}\xi = \mathcal{F}^{-1}\left( \xi\mapsto\mathcal{F}f(\xi) \cdot \frac{1}{|\xi|^2} \right) = [f \ast \mathcal{F}^{-1}(\xi\mapsto|\xi|^{-2})](x). $$
Thus, the question reduce to know if one can prove (and give a sense to) the equality
$$\mathcal{F}^{-1}(\xi\mapsto|\xi|^{-2})(x) = C_n \frac{1}{|x|^{n-2}}.$$
Notice that, at the first glance, such representation formula involving such kernel makes sense only when $n\geqslant 3$. For $n=2$, one has to replace $\frac{1}{|x|^{n-2}}$ by $\log(|x|)$.
Answers to the post.
Now, I am starting by answering (partially) to the first part of your second question.
You can make sense of the right hand-side integral for Schwartz functions, $u\in\mathcal{S}(\mathbb{R}^n)$, or non-negative measurable functions, $u\in\mathrm{L}^1_{\text{loc}}(\mathbb{R}^n)$ (allowing the integral to take infinite values).
The question of actual function spaces on which it is well defined and such that it induces a bijection is much more delicate. I will adress this issue a bit later.
It is actually the same as the fundamental solution. In fact, we can go a bit further and also find a similar way to identify the fractional Laplacian as such kind of convolution operator.
We define the following subspace of Schwartz functions for convenience $$\mathcal{S}_0(\mathbb{R}^n) := \{\,u\in\mathcal{S}(\mathbb{R}^n)\,|\, 0\notin \mathrm{supp}\,\mathcal{F}u\,\}$$
We are particularly interested here by the behavior of the fractional Laplacian $$ (-\Delta)^{-\frac{s}{2}}\,\text{, } s>0\text{.} $$
Here is the main result you are looking for:
I propose here a very elementary proof with a lot of details, for other proofs one may consult [1, Proposition 1.29] or [2, Section 2.4.3, Theorem 2.4.6]. Setting $s=2$ gives the result you are looking for.
We get back on the well-define character and the boundedness of the fractional Laplacian $(-\Delta)^{-\frac{s}{2}}\,\text{, } s>0\text{.}$
The following result gives the $\mathrm{L}^p-\mathrm{L}^q$ boundedness. This is a sharp result and one cannot expect any other kind of boundedness on Lebesgues spaces.
See [3, Section 1.2.1, Theorem 1.2.3] for a proof and the sharpness or the result, or [1, Theorem 1.38] for the simpler case $p=2$. I don't give any proof here because it requires too much additional technology.
Notice, since the result is sharp, one NEVER has $\mathrm{L}^p$-$\mathrm{L}^p$ boundedness of $(-\Delta)^{-1}$, even if $p=2$.
In particular, the operator $(-\Delta)^{-1}$ NEVER MAPS $\mathrm{L}^p$ to $\mathrm{W}^{2,p}(\mathbb{R}^n)$ ! (Here, $\mathrm{W}^{2,p}$, also denoted sometimes $\mathrm{H}^{2,p}$, is the standard Sobolev space made of $\mathrm{L}^p$ functions such that all weak derivatives up to the order $2$ also lies in $\mathrm{L}^p$).
Those two questions are deeply related and the possible answers are highly non-trivial.
The main idea comes from the next very important theorem, that says that essentially $\mathrm{L}^p$ norm of the Laplacian contains all the informations about the $\mathrm{L}^p$ of all second order derivatives, so that knowledge of the laplacian or all the second order derivatives makes no differences on $\mathbb{R}^n$.
For a proof with all the steps, check for instance [2, Definition 5.1.13 & Proposition 5.1.14 p.325, Proposition 5.1.17 p.328, Corollary 5.2.8 p.340, Exercise 5.2.10 (a) p.354].
The reason why the completion is taken in tempered distributions modulo polynomials, is that we want the semi-norm $\lVert \nabla^2 \cdot\rVert_{\mathrm{L}^p}$ to be an actual norm. That is, $\lVert \nabla^2 \cdot\rVert_{\mathrm{L}^p}$ does not distinguishe two elements of $\mathcal{S}'(\mathbb{R}^n)$ if they differ from a polynomial of degree $1$.
Notice also that we NEVER have $\dot{\mathrm{H}}^{2,p}(\mathbb{R}^n)\subset \mathrm{L}^p(\mathbb{R}^n)$.
In this case, reasoning by density, we obtain the following result from the Schauder estimates above.
However, due to the quotient structure involving polynomials, one can no longer compute $(-\Delta)^{-1}f$ pointwise using the convolution formula. The problem being that there is in general no way to choose canonically the polynomial part to obtain a representative being an element of $\mathcal{S}'(\mathbb{R}^n)$. This is a really technical and hard question.
However, in the specific case $(1,\frac{n}{2})$, thanks to the Hardy-Littlewood-Sobolev inequality when $s=2$, we can modify the construction to deal with actual elements of $\mathcal{S}'(\mathbb{R}^n)$.
One can check that this space is a Banach space for the norm $\lVert \cdot \rVert_{\dot{\mathrm{H}}^{2,p}(\mathbb{R}^n)}$, and that Schwartz functions are dense for such a construction.
In this specific case, there is no more ambiguity, and one can compute for any $f\in\mathrm{L}^p(\mathbb{R}^n)$, almost every $x\in\mathbb{R}^n$ $$(-\Delta)^{-1}f(x)=\frac{\Gamma\left(\frac{n-2}{2}\right)}{4\pi^\frac{n}{2}}\int_{\mathbb{R}^n} \frac{1}{\left\lvert{x-y}\right\rvert^{n-2}}f(y)\mathrm{~d}y \in \dot{\mathrm{H}}^{2,p}(\mathbb{R}^n) \subset \mathrm{L}^{\frac{pn}{n-2p}}(\mathbb{R}^n) \text{.} $$
I just finish my post here, saying that similarly one can define similarly homogeneous Sobolev spaces $\dot{\mathrm{H}}^{s,p}(\mathbb{R}^n)$ but encounters the same kind of issues whenever $s\geqslant \frac{n}{p}$.
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