In [43]:
using Plots, ComplexPhasePortrait, ApproxFun, SingularIntegralEquations, OscillatoryIntegrals, QuadGK
gr();
Dr Sheehan Olver
s.olver@imperial.ac.uk
Website: https://github.com/dlfivefifty/M3M6LectureNotes
We want to solve $$ \int_{-1}^1 \log |x-t| u(t) \dt = {1 \over x^2 + 1} $$ differentiating and multiplying though by $1/\pi$ we have $$ {1 \over \pi} \dashint_{-1}^1 {u(t) \over t-x} u(t) = {2 x \over \pi (1+x^2)^2} $$
This is an inverse Hilbert problem so we know $$ u(x) = -{1 \over \sqrt{1-x^2} } H[\sqrt{1-t^2} f(t)] + {C \over \sqrt{1-x^2}} $$ for $$ f(x) = {2 x \over \pi (1+x^2)^2}. $$
We determine the Cauchy transform of $\sqrt{1-x^2} f(x)$ using the usual methods: start with the ansatz $$ \phi(z) = {\sqrt{z-1} \sqrt{z+1} \over 2 \I} {2 z \over \pi (1+z^2)^2} $$ This decays at infinity so we just need to remove the poleas at $\pm \I$. Here we determine: $$ \phi(z) = {\sqrt{\I -1 } \sqrt{\I + 1} \over \pi} \left(-{1 \over 4 (z-\I)^2} + {\I \over 8 (z-\I)} + O(1) \right) $$ and $$ \phi(z) = {\sqrt{-\I -1 } \sqrt{1-\I } \over \pi} \left({1 \over 4 (z+\I)^2} + {\I \over 8 (z+\I)} + O(1) \right) $$ Telling us that $$ C[\sqrt{1-t^2} f(t)](z) = {\sqrt{z-1} \sqrt{z+1} \over 2 \I} {2 z \over \pi (1+z^2)^2} - {\sqrt{\I -1 } \sqrt{\I + 1} \over \pi} \left(-{1 \over 4 (z-\I)^2} + {\I \over 8 (z-\I)} \right) - {\sqrt{-\I -1 } \sqrt{1-\I } \over \pi} \left({1 \over 4 (z+\I)^2} + {\I \over 8 (z+\I)} \right) $$ Thus we have $$ H[\sqrt{1-t^2} f](x) = \I (C^+ + C^-)[\sqrt{1-t^2} f](x) = - {2\I \sqrt{\I -1 } \sqrt{\I + 1} \over \pi} \left(-{1 \over 4 (x-\I)^2} + {2\I \over 8 (x-\I)} \right) - {2\I \sqrt{-\I -1 } \sqrt{1-\I } \over \pi} \left({1 \over 4 (x+\I)^2} + {\I \over 8 (x+\I)} \right) $$
In other words, for $$ \tilde u(x) = {2\I \sqrt{\I -1 } \sqrt{\I + 1} \over \pi \sqrt{1-x^2}} \left(-{1 \over 4 (x-\I)^2} + {2\I \over 8 (x-\I)} \right) - {2\I \sqrt{-\I -1 } \sqrt{1-\I } \over \pi \sqrt{1-x^2}} \left({1 \over 4 (x+\I)^2} + {\I \over 8 (x+\I)} \right) $$ we have $$ u(x) = \tilde u(x) + {C \over \sqrt{1-x^2}}. $$
To find $C$ we impose the condition that $$ \int_{-1}^1 \log|t| u(t) \dt = 1 $$ We thus need to determine $C$. Recall from Lecture 19 that $$ {1 \over \pi} \int_{-1}^1 {\log(z-x) \over \sqrt{1-x^2}} \dx = 2 \log(\sqrt{z-1}+\sqrt{z+1}) - 2 \log 2 $$ Thus for $x \in [-1,1]$ we have $$ {1 \over \pi} \int_{-1}^1 {\log|x-t| \over \sqrt{1-t^2}} \dt = 2 \Re(\log(\I \sqrt{1-x}+\sqrt{x+1}) - 2 \log 2) $$ or in particular $$ {1 \over \pi} \int_{-1}^1 {\log|x| \over \sqrt{1-x^2}} \dx = \log(1/2) $$ Thus we want to solve $$ \int_{-1}^1 \log|t| \tilde u(t) \dt + C {\log(1/2) \over \pi} = 1 $$ i.e. $$ C = (1 - \int_{-1}^1 \log|t| \tilde u(t) \dt) {1 \over \pi \log(1/2)} $$
Check derivation
Let's check the derivation. First we can calculate $u$ numerically:
In [5]:
L = SingularIntegral(0) : JacobiWeight(-0.5,-0.5,Chebyshev())
x = Fun()
g = (1/(x^2+1))
u = (π*L) \ g
π*logkernel(u, 0.1) - g(0.1)
Out[5]:
Differentiating it satisfies $H u = g'/(-\pi)$:
In [6]:
hilbert(u,0.1) ≈ g'(0.1)/(-π) ≈ (2*0.1)/(π*(1+0.1^2)^2)
Out[6]:
The Cauchy transform also works:
In [8]:
f = g'/(-π)
z = 1+im
ψ = z -> sqrt(z-1)sqrt(z+1)/(2im) * 2z/(π*(1+z^2)^2) -
sqrt(im-1)sqrt(im+1)/π * (-1/(4*(z-im)^2) + im/(8(z-im))) -
sqrt(-im-1)sqrt(1-im)/π * (1/(4*(z+im)^2) + im/(8(z+im)))
cauchy(sqrt(1-x^2)*f, z) ≈ ψ(z)
Out[8]:
Therefore the Hilbert transform is given by:
In [12]:
H = x-> - 2im*sqrt(im-1)sqrt(im+1)/π * (-1/(4*(x-im)^2) + im/(8(x-im))) -
2im*sqrt(-im-1)sqrt(1-im)/π * (1/(4*(x+im)^2) + im/(8(x+im)))
hilbert(sqrt(1-x^2)*f)(0.1) ≈ H(0.1)
Out[12]:
We thus have an expression for $u$, we are just missing the constant:
In [81]:
ũ = x -> -H(x)/sqrt(1-x^2)
C = u(0.0) + H(0.0)
u(0.1) ≈ ũ(0.1) + C/sqrt(1-0.1^2)
Out[81]:
We can find $C$ interms of the relevant integral, which we call $D$:
In [92]:
D = quadgk(x -> x == 0 ? 0.0 : ũ(x)*log(abs(x)),-1,1)[1]
C, (1-D)/(π*log(1/2))
Out[92]:
Since $\int_{-1}^1 x \dx = 0$, we have no logarithmic growth at infinity. Thus by the formula in Lecture 19 we find for $$ U(x) = \int_x^1 t \dt = {1 - x^2 \over 2} $$ that $$ \int_{-1}^1 \log|z-x| x \dx = \Re{-2 \I \pi C U(z)} $$
So we just have to work out the Cauchy transform. Try as an ansatz $$ (1 - z^2 \over 2) {\log(z-1) - \log(z+1) \over 2 \pi \I} $$ We only need to remove the growth at infinity. We do so via: $$ \log(z-1) - \log(z+1) = -{2 \over z} + O(z^{-3}) $$ telling us $$ C U(z) = {1 - z^2 \over 2} {\log(z-1) - \log(z+1) \over 2 \pi \I} + {z \over 2 \pi \I} $$ and $$ \int_{-1}^1 \log|z-x| x \dx = \Re \left({1 - z^2 \over 2} (\log(z-1) - \log(z+1)) - z \right) $$
We can confirm the formula:
In [93]:
z = 2+im; π*logkernel(x,z) ≈ real((1-z^2)/2 * (log(z-1)-log(z+1)) - z)
Out[93]:
From Lecture 19 we know that we want to solve
We write $$ v(x,y) = \int_{-1}^1 u(t) \log|z-t| \dt + \log|z-\I| $$ The behaviour at infinity requires that $\int_{-1}^1 u(t) \dt = 0$. We further have the singular integral equation $$ \int_{-1}^1 u(t) \log|x-t| \dt = C - \log|x-\I| $$ which follows from $D = v(x,0)$
We can actually solve this numerically:
In [150]:
ũ = SingularIntegral(0) \ (-log(abs(x-im))/π)
u = ũ - sum(ũ)/(π*sqrt(1-x^2)) # ensure integrates to zero
v = z -> π*logkernel(u, z) + log(abs(z-im))
D = v(0)
Out[150]:
In [151]:
xx = yy = -4:0.011:4
V = v.(xx' .+ im*yy)
contour(xx, yy, V; nlevels=50)
plot!(domain(x); color=:black, legend=false)
Out[151]:
As usual for logarithmic singular integral equations we want to solve $$ \dashint_{-1}^1 {u(t) \over t-x} \dt = f'(x) $$ we need to be a bit careful differentiating $f$: $$ {\D \over \dx} \log|x-\I| = {\D \over \dx} \log\sqrt{x^2 + 1} = { x \over x^2 + 1} $$ Now we do our usual game and solve for $u$ using the inverse Hilbert transform formula. That is, first calculate $$ C[\sqrt{1-x^2} {x \over x^2+1}](z) = {z \sqrt{z-1} \sqrt{z+1} \over 2\I (z^2+1)} - {1 \over 2 \I} + {\I \sqrt{\I - 1} \sqrt{\I+1} \over 4 (z-\I)} + {\I \sqrt{-\I - 1} \sqrt{-\I+1} \over 4 (z+\I)} $$ Therefore, we know that $$ u(x) = {\sqrt{\I - 1} \sqrt{\I+1} \over 2 \pi (x-\I)\sqrt{1-x^2}} + {\sqrt{-\I - 1} \sqrt{-\I+1} \over 2 \pi (x+\I) \sqrt{1-x^2}} + {C \over \sqrt{1-x^2}} $$ We can show (e.g. by finding its Cauchy transform and lookin at the asymptotic behaviour) that $$ \int_{-1}^1\left[ {\sqrt{\I - 1} \sqrt{\I+1} \over 2 \pi (x-\I)\sqrt{1-x^2}} + {\sqrt{-\I - 1} \sqrt{-\I+1} \over 2 \pi (x+\I) \sqrt{1-x^2}} \right] = -1 $$ Combined with the fact that $$ \int_{-1}^1 {1 \over \sqrt{1-x^2}} = \pi $$ we find that $C = 1/\pi$.
Verification Let's check our work. First we see that the Hilbert transform of $u$ does indeed satisfy the specified equation (using the numerical u
as calculated above):
In [154]:
fp = x -> x/(x^2+1)
π*hilbert(u, 0.1) ≈ fp(0.1)
Out[154]:
And the Cauchy transform of $\sqrt{1-x^2} f'(x)$ satisfies the derived formula:
In [156]:
C = z -> z * sqrt(z-1)sqrt(z+1)/(2im*(z^2+1)) - 1/(2im) + im*sqrt(im-1)sqrt(im+1)/(4(z-im)) +
im*sqrt(-im-1)sqrt(-im+1)/(4(z+im))
cauchy(sqrt(1-x^2)fp(x), z) ≈ C(z)
Out[156]:
Therefore we can invert to the Hilbert transform for $f'$:
In [166]:
w = -hilbert(sqrt(1-x^2)fp(x))/sqrt(1-x^2)
w̃ = sqrt(im-1)sqrt(im+1)/(2(x-im) * sqrt(1-x^2)) +
sqrt(-im-1)sqrt(-im+1)/(2(x+im) * sqrt(1-x^2))
hilbert(w,0.1) ≈ hilbert(w̃,0.1) ≈ fp(0.1)
Out[166]:
And we have recovered $u$ up to $C/\sqrt{1-x^2}$:
In [180]:
C = 1/π
u(0.1) ≈ w̃(0.1)/π + C/sqrt(1-0.1^2)
Out[180]:
It has exponential decay in the right-half plane, therefore $$ \E^{\gamma x} f(x) = {\E^{\gamma x } \over 1 + \E^x} $$ has exponential decay at both $\pm \infty$, provided $0 < \gamma < 1$. Therefore, we can take the strip $0 < \Im s < 1$. (Note in each case the contour for the inverse Fourier transform can be any contour in the domain of analyticity.)
We can verify this by exact computation using Residue calculus: for $0 < \Im s < 1$, we can integrate over a rectangle to get: $$ \left(\int_{-R}^R + \intR^{2\I \pi + R} + \int{2 \I \pi + R}^{2\I \pi - R} + \int{2 \I \pi - R}^{-R} \right) {\E^{-\I s x} \over 1 + \E^x} \dx = 2 \pi \I \Res{z = \I \pi } {\E^{-\I s z} \over 1 + \E^z} =
In [9]:
phaseplot(-3..3, -10..10, z -> 1/(1+exp(z))) #integrand
Out[9]:
In [12]:
phaseplot(-3..3, -3..3, z -> im*π*csch(π*z)) # transform
Out[12]:
Here $\E^{\gamma x } f(x) = \E^{(\gamma+2) x}$ has decay at $+\infty$ proved $\gamma < -2$, hence we have the strip $\Im s < -2$.
Indeed, its Fourier transform is $$ -{\I \over 2 \I +s} $$ by integration by parts.
Here it's $\Im s > 0$: unlike 1.1, we now have decay at $x \rightarrow \infty$ since $f_{\rm L}(x)$ is identically zero.
It's Fourier transform is determinable by integration-by-parts: $$ \hat f(s) = \int_{-\infty}^0 x \E^{-\I s x} \dx = {1 \over \I s} \int_{-\infty}^0\E^{-\I s x} \dx = {1 \over s^2} $$
The Fourier transforms are given above.
It's actually an entire function, but non-decaying. This is hinting at the relationship between smoothness of a function and decay of its Fourier transform, and vice-versa: since $\delta(x)$ "decays" to all orders, we expect its Fourier transform to be entire, but since its n ot smooth at all, we expect no decay, so on a formal level we can predict the analyticity properties.
In [11]:
α = 0.3
x = Fun(0..100)
f = 1 + α*x
h = s -> (im/s + α/s^2)
γ = -0.5 # we take the Fourier transform on R + im*γ
s = -0.5 + im*γ
-sum(f*exp(-im*s*x)) - h(s)
Out[11]:
Transforming the equation, we have $$ \Phi_+(s) - (1 + \hat K(s)) \Phi_-(s) = {\I \over s} + {\alpha \over s^2} $$ where $$ 1 + \hat K(s) = {4 + s^2 \over 1 + s^2} = {(s-2 \I) (s+2 \I) \over (s+\I)(s-\I)} $$ This is very close to the the example we did in lectures, so we already know the homogenous solution: $$ \kappa(z) = \begin{cases} {z + 2\I \over z + \I} & \Im z > \gamma \\ {z - \I \over z - 2\I} & \Im z < \gamma \end{cases} $$ which is valid for $-1 < \Im s < 0$.
In [7]:
g = s -> (4+s^2)/(1+s^2)
κ = z -> imag(z) > γ ? (z+im*2)/(z+im) :
(z-im)/(z-im*2)
phaseplot(-3..3, -3..3, κ)
Out[7]:
In [8]:
s = 0.1 + γ*im
κ₊ = κ(s + eps()*im)
κ₋ = κ(s - eps()*im)
κ₊ - κ₋*g(s)
Out[8]:
We thus get the RH problem $$ Y_+(s) - Y_-(s) = h(s)/\kappa_+(s) = ({\I \over s} + {\alpha \over s^2}) {s + \I \over s + 2 \I} $$ We see this has poles at $0$ and $-2 \I$, so using partial fraction expansion we get $$ ({\I \over s} + {\alpha \over s^2}) {s + \I \over s + \sqrt{3} \I} = {\alpha \over 2 s^2}- {\I (\alpha-2) \over 4 s} +{\I (2+\alpha) \over 4 (s+2 \I)} $$ Therefore, splitting the poles between those above and below $\gamma$, we have $$ Y(z) = \begin{cases} {\I (2+\alpha) \over 4 (z+2 \I)} & \Im z > \gamma \\ -{\alpha \over 2 z^2}+{\I (\alpha-2) \over 4 z} & \Im z < \gamma \end{cases} $$
In [91]:
s = 0.1 + γ*im
Y = z -> imag(z) > γ ? im*(2+α)/(4*(z+2im)) :
- α/(2z^2) + im*(α-2)/(4z)
Y₊ = Y(s + eps()*im)
Y₋ = Y(s - eps()*im)
Y₊ - Y₋ - h(s)/κ₊
Out[91]:
We therefore have
$$ \Phi(z) = \kappa(z) Y(z) = \begin{cases} {\I (2+\alpha) \over 4 (z+ \I)} & \Im z > \gamma \\ (-{\alpha \over 2 z^2}+{\I (\alpha-2) \over 4 z} ) {z - \I \over z - 2\I} & \Im z < \gamma \end{cases} $$
In [92]:
Φ = z -> imag(z) > γ ? im*(2+α)/(4*(z+im)) :
(-α/(2z^2) + im*(α-2)/(4z))*(z-im)/(z-2im)
Φ₊ = Φ(s+eps()im)
Φ₋ = Φ(s-eps()im)
Φ₊ - Φ₋*g(s) - h(s)
Out[92]:
Finally, we recover the solution by inverting $\Phi_-$, using Residue calculus in the upper half plane: for $x > 0$ we have \begin{align*} u(x) &= {1 \over 2 \pi} \int_{-\infty+ \I \gamma}^{\infty + \I \gamma} (-{\alpha \over 2 z^2}+{\I (\alpha-2) \over 4 z} ) {z - \I \over z - 2\I} \E^{\I z x} \dz \\ &= \I (\Res_{z = 0} + \Res_{z = 2\I}) (-{\alpha \over 2 z^2}+{\I (\alpha-2) \over 4 z} ) {z - \I \over z - 2\I} \E^{\I z x} = {1+x \alpha \over 4} - {\alpha+1 \over 4} \E^{-2 x} \end{align*}
Did it work? yes:
In [93]:
t = Fun(0 .. 50)
u = (1+t*α)/4 - (α-1)/4*exp(-2t)
x = 0.1
u(x) + 3/2*sum(exp(-abs(t-x))*u) , f(x)
Out[93]:
Setting up the problem as above, we arrive at a degenerate RH problem: $$ \Phi_+(s) - g(s) \Phi_-(s) = h(s) $$ where $$g(s) = \widehat K(s) = {2\alpha \over \alpha^2 +s^2}= {2 \alpha \over (s-\I \alpha)(s+\I \alpha)} $$ and $$ h(s) = {\I \over s} + {\alpha \over s^2} = \I {s -\I \alpha \over s^2} $$
Suppose we allow $\kappa_-(s) \sim s$ to have growth, then we can write $$ \kappa(z) = \begin{cases} {1 \over z+\I \alpha }& \Im z > \gamma \\ {z-\I \alpha \over 2 \alpha} & \Im z < \gamma \end{cases} $$ so that $$ \kappa_+(s) = \kappa_-(s) g(s) $$
In [9]:
α = 0.3
g = s -> (2α)/(α^2+s^2)
h = s -> (im/s + α/s^2)
κ = z -> imag(z) > γ ? 1/(z + im*α) :
(z-im*α)/(2α)
phaseplot(-3..3, -3..3, κ)
Out[9]:
In [18]:
s = 0.1 + γ*im
κ₊ = κ(s + eps()*im)
κ₋ = κ(s - eps()*im)
κ₊ - κ₋*g(s)
Out[18]:
Then we have $$h(s)/\kappa_+(s) = \I {s^2 + \alpha^2 \over s^2} = \I + \I {\alpha^2 \over s^2} $$ and then we can write $$ Y(z) = \begin{cases} \I & \Im z > \gamma \\ -{\I \alpha^2 \over z^2} & \Im z < \gamma \end{cases} $$
In [25]:
s = 0.1 + γ*im
Y = z -> imag(z) > γ ? im :
-im*α^2/s^2
Y₊ = Y(s + eps()*im)
Y₋ = Y(s - eps()*im)
Y₊ - Y₋ - h(s)/κ₊
Out[25]:
Putting things together, we get $$ \Phi(z) = \kappa(z) Y(z) = \begin{cases} {\I \over z+\I \alpha }& \Im z > \gamma \\ -\I {\alpha^2 \over z^2} {z-\I \alpha \over 2 \alpha} & \Im z < \gamma \end{cases} $$
In [26]:
Φ = z -> imag(z) > γ ? im/(z + im*α) :
-im*α^2/z^2* (z-im*α)/(2α)
Φ₊ = Φ(s+eps()im)
Φ₋ = Φ(s-eps()im)
Φ₊ - Φ₋*g(s) - h(s)
Out[26]:
We now invert the Fourier transform of $\Phi_-(s)$ using Jordan's lemma: $$ u(x) = {1 \over 2 \pi} \int_{-\infty + \I \gamma}^{\infty + \I \gamma} \Phi_-(s) \E^{\I s x} \D s = {\alpha \over 2}\Res_{z = 0} {z- \I \alpha \over z^2} \E^{\I z x} = {\alpha \over 2} (1+x \alpha) $$
In [122]:
t = Fun(0 .. 200)
u = α*(1+t*α)/2
x = 0.1
sum(exp(-α*abs(t-x))*u) - (1 + α*x)
Out[122]:
In [55]:
t = Fun(0 .. 200)
λ = 0.1
γ = sqrt(1-2λ)
u = t/γ^2 - exp(-t*γ)*(γ-1)/γ^2
x = 0.1
u(x) - λ*sum(exp(-abs(t-x))*u) - x
Out[55]:
Oddly, this is definitely a solution, but not in the form the question asked for. To get the other solution, consider now the bad winding number case of $-1 < \delta < - \gamma$. Motivated by 2.2, what if we allow $\kappa$ to have different behaviour? Consider $$ \kappa(z) = \begin{cases} {1 \over z + \I} & \Im z > \delta\\ {(z-\I) \over (z-\I \gamma) (z+\I \gamma)} & \Im z < \delta \end{cases} $$ Chosen so that both $\kappa_+$ and $\kappa_+^{-1}$ are analytic.
Thus we want to solve $$ Y_+(s) - Y_-(s) = h(s) \kappa_+(s)^{-1} = { s + \I \over s^2} = {1 \over s} + {\I \over s^2} $$ but now we only need $Y_+(s) = O(1)$ and $Y_-(s) = O(1)$. Here is where the non-uniqueness comes in, as we can add an arbitrary constant: $$ Y(z) = \begin{cases} A & \Im z > 0 \\ A - {1 \over z} - {\I \over z^2} & \Im z < 0 \end{cases} $$ Thus we have $$ \Phi_-(z) = Y_-(z) \kappa_-(z) = -( A + {1 \over z} + {\I \over z^2} ){(z-\I) \over (z-\I \gamma) (z+\I \gamma)} $$ Using Jordan's lemma, and now since $\delta < - \gamma$, we get \begin{align*} u(x) &= \I (\Res_{z = 0} + \Res_{z = \I \gamma} + \Res_{z = - \I \gamma}) \Phi_-(z) \E^{\I x z} \\ &= {x \over \gamma^2} - \E^{-x \gamma}( {\gamma^2-1 \over 2 \gamma^3} + {\gamma-1 \over 2\gamma^3} A) - \E^{x \gamma} ({1-\gamma^2 \over 2 \gamma^3} + {\gamma+1 \over 2\gamma^3} A)\\ &= {x \over \gamma^2} + {\E^{x \gamma} - \E^{-x \gamma} \over 2} {\gamma-\gamma^{-1} \over 2 \gamma^2} - {A \over \gamma^3} ( {\E^{x \gamma} - \E^{-x \gamma} \over 2} + \gamma {\E^{x \gamma} + \E^{-x \gamma} \over 2} ) \end{align*} Redefining $A$ and using the definition of $\sinh$ and $\cosh$ gives the form in the assignment.
What's the moral of the story?
In [33]:
κ = z -> imag(z) > γ ?
(z+3im)*(z+4im)/(z+5im) :
(z-5im)/((z-3im)*(z-4im))
γ = -1.0
s = 0.1+γ*im
g = s -> (s^2+9)*(s^2+16)/(s^2+25)
κ(s+eps()im) - g(s)κ(s-eps()im)
Out[33]:
Writing $\Phi(z) = \kappa(z) Y(z)$ we get the subtractive RH problem $$ Y_+(s) - Y_-(s) = {h(s) \over \kappa_+(s)} = (\alpha + {1 \over \I s}) {s + 5 \I \over (s + 3 \I)(s + 4 \I)} $$ We use partial fraction expansion to write $$ {h(s) \over \kappa_+(s)} = -{\alpha + 1/4 \over s+4 \I} + {2/3 + 2 \alpha \over s+3 \I} - {5 \over 12 s} $$ Therefore we have $$ Y(z) = \begin{cases} -{\alpha + 1/4 \over s+4 \I} + {2/3 + 2 \alpha \over s+3 \I} & 2 \\ {5 \over 12 s} &1 \end{cases} $$ and hence $$ \Phi(z) = \begin{cases} {(z+3\I)(z+4\I) \over z+5\I} (-{α+1/4 \over z+4\I} + (2/3 + 2α)/(z+3\I)) & \Im z > \gamma \\ {z-5\I \over (z-3\I)(z-4\I)} {5 \over 12z}& \Im z < \gamma \end{cases} $$
We can now invert the Fourier transform of $$ \Phi_-(s) = {s-5\I \over (s-3\I)(s-4\I)} {5 \over 12s} $$ This actually decays so fast that we don't need Jordan's lemma to justify here. This has three poles above our contour, so we sum over each residue to get $$ u(x) = \I (\Res_{z = 0} +\Res_{z = 3 \I } +\Res_{z = 4\I} ) \E^{\I z x } {z-5\I \over (z-3\I)(z-4\I)} {5 \over 12z} = -{25 \over 144} - {5 \E^{-4 x} \over 48} + {5 \E^{-3 x} \over 18} $$
Here's we check the solution:
In [42]:
t = Fun(0 .. 200)
u = -25/144 - 5exp(-4t)/48 + 5exp(-3t)/18
x = 1.1
u''(x) - 72/5*sum(exp(-5abs(x-t))*u)
Out[42]:
Here we check the jump of $Y$:
In [45]:
α = u'(0)
h = s -> α + 1/(im*s)
Y = z -> imag(z) > γ ?
(-(α+1/4)/(z+4im) + (2/3 + 2α)/(z+3im)) :
5/(12z)
Y(s+eps()im) - Y(s-eps()im) - h(s)/κ(s + eps()im)
Out[45]:
Here we check the jump of $\Phi$:
In [46]:
γ = -1.0
Φ = z -> imag(z) > γ ?
(z+3im)*(z+4im)/(z+5im) * (-(α+1/4)/(z+4im) + (2/3 + 2α)/(z+3im)) :
(z-5im)/((z-3im)*(z-4im)) * 5/(12z)
Φ(s + eps()*im) - g(s)*Φ(s - eps()*im) - h(s)
Out[46]: