I would like to show that a given solution really is a solution to a PDE. The discussion of this is from a book "Quanum Noise" by Gardiner and Zoller (around page 125).
The partial differential equation is (I've taken $\hbar$ to be 1):
$$\frac{\partial P(\alpha, \alpha^{*}, t) }{ \partial t} = i \left( -\omega \frac{\partial}{\partial \alpha} \alpha + \omega \frac{\partial}{\partial \alpha^{*}} \alpha^{*} -\lambda \frac{\partial}{\partial \alpha} + \lambda^{*} \frac{\partial}{\partial \alpha^{*}} \right) P(\alpha, \alpha^{*}, t) $$
It is "shown" that a solution to it is
$$P(\alpha, \alpha^{*}, t) = \delta^{(2)}[\alpha - \beta(t)] = \delta(Re(\alpha) - Re(\beta(t))) \delta(Im(\alpha) - Im(\beta(t)))$$
where $\alpha$ satisfies:
$$\dot \beta = i \left( \omega \beta + \lambda(t) \right)$$
I would like to be able to show that the function above for $P(\alpha, \alpha^{*}, t)$ written in terms of the $\delta$ functions really satisfies the PDE by directly substituting it in, but I can't quite do it. I've tried various things, and in particular some properties of the delta function like
$$\int \alpha \frac{\partial}{\partial \alpha} \delta(\alpha) d\alpha = - \int \delta(\alpha) d\alpha$$
but can't get RHS to agree with the LHS.
Does anyone know how one would do this?
Thanks!