Green Function

Green Functions for Second Order Equations

Second order differential equations can be written as

\[L[y] \equiv y'' + p(x) y' + q(x) y = f(x),\]

for \(a<x<b\) with boundary conditions

\[B_1[y] = B_2[y] = 0.\]

The solution is

\[y(x) = \int _a ^b G(x\vert \xi) f(\xi) d\xi\]

where Green function is defined as

\[L[G(x\vert \xi)] = \delta(x-\xi)\]

with the two boundary conditions,

\[B_1[G] = B_2[G] = 0.\]

First order differential of Green function \(G'(x\vert \xi)\) has a jump condition at \(x=\xi\) that the jump discontinuity of height is 1.

Examples

2nd DE,

\[y''(x) = f(x), \qquad y(0)= y(1)=0.\]

Then Green function for this problem is

\[G''(x\vert \xi) = \delta(x-\xi), \qquad G(0\vert \xi) = G(1\vert \xi) = 0.\]

We know the two solutions to the homogeneous equation, \(y=1\) or \(y=x\). However, only the second solution can satisfy the BC. So Green function should have these properties,

\[\begin{split}G(x\vert \xi) = \begin{cases} c_1+c_2 x &\quad x<\xi \\ d_1+d_2 x & \quad x>\xi . \end{cases}\end{split}\]

The BCs give us

\[\begin{split}G(x\vert \xi) = \begin{cases} c x &\quad x<\xi \\ d(x-1) \quad x>\xi . \end{cases}\end{split}\]

Green functon must be continuous, we have

\[c\xi = d (\xi -1).\]

Apply the discontinuity of the first order derivative of Green function,

\[d_x d (x-1)- d_x cx = 1.\]

With all these equation, we can determine the Green function,

\[\begin{split}G(x\vert\xi) = \begin{cases} (\xi -1 ) x , & \qquad x<\xi \\ \xi(x-1), & \qquad x>\xi \end{cases}\end{split}\]

Finally we integrate over \(\xi\) to get the solution,

\[\begin{split}y(x) &= \int_0^1 G(x\vert \xi) f(\xi) d\xi \\ & = (x-1)\int_0^x \xi f(\xi) d\xi + x \int_x^1 (\xi -1) f(\xi) d\xi .\end{split}\]

This is the power of Green function.

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