The Method of Greens Functions: Examples

General Strategy

The general form of a linear ODE with homogeneous boundary conditions is dn1 u du dn u + an1 (x) n1 + . . . + a1 (x) + a0 (x)u Lu = f (x) dxn dx dx Bu = 0 ,

an (x)

(1) (2)

where Bu = 0 species any linear boundary conditions at the endpoints of the domain x [a, b]. Here we assume that all the coecients, aj (x), are continuous functions. If the operator L is non-singular, which is equivalent to L not having any zero eigenvalues (i.e. there are no non-trivial solutions to the associated homogeneous problem with f (x) = 0), then the solution to (1) may be written as
b

u(x) =
a

G(x, y)f (y) dy .

(3)

The kernel G(x, y) involved in this integral form of the solution is known as the Greens Function, which is dened to satisfy the ODE (in the sense of distributions) Lx G(x, y) = (x y) . (4)

The subscript x on the operator L serves to remind you that dierentiation is performed with respect to the variable x. The Greens function G(x, y) is chosen to satisfy the homogeneous boundary conditions (2). It must further satisfy certain continuity and jump conditions owing to the singular delta distribution appearing in its dening equation (4). If one integrates (4) through the singularity at x = y, one nds that the (n 1) th derivative of G(x, y) has a jump discontinuity: lim
0
n1

dn1 G dxn1

x=y+

=
x=y

1 an (y)

(5)

G In other words, the distribution d n1 is like a Heaviside function for which the jump is 1/an (y), rather dx than unity. Continuing this line of argument, all lower order derivatives are continuous at x = y:

lim
0

dk G dxk

x=y+

= 0,
x=y

(k = 0, 1, . . . , n 2).

(6)

The jump condition (5) and the continuity conditions (6), coupled with the boundary conditions (2), denes the Greens function uniquely if the operator L is non-singular. Example 1 Consider the following rst order ODE over the half-innite domain x [0, ): du + a0 (x)u dx u(0) = = f (x) 0.

The Greens function G(x, y) is dened by the solution of 1

dG + a0 (x)G = (x y) dx G(0, y) = 0 . Integration of this equation gives c 1 e c2 e

x 0

a0 (s)ds

x>y x<y ,

G(x, y) =

x 0

a0 (s)ds

where c1 (y) and c2 (y) are integration constants to be determined. The boundary condition G(0, y) = 0 demands c2 = 0. The jump condition is thus lim G|x=y+ = 1 ,
0

which gives
y

c1 (y) = e

a0 (s)ds

Note that we do not impose any further constraints on G(x, y), such as the continuity conditions (6), because the dening ODE is only 1st order. The Greens function is then x y a0 (s)ds e x>y G(x, y) = 0 x < y. The nal solution for u(x) is
x
x

u(x) =
0

G(x, y)f (y) dy =

0

a0 (s)ds

f (y) dy .

You may verify this solution with a couple of simple examples. If a0 = 1 and f = 1, then you may verify the solution u(x) = 1 ex . In the case a0 = x and f = x2 , one nds the solution u(x) = x where the imaginary error function is dened by 2 er(z) =
z 0

1 x2 e 2 er 2

x 2

et dt .

Example 2

An example of the Greens function method for a second order equation is d2 u du dx2 dx u() u(0)

= = =

f (x) 0 0,

where > 0 is a constant and the spatial domain is x (, 0]. The Greens function is given by solving the system

dG d2 G 2 dx dx G(, 0) G(0, y) lim

0

(x y)

(7) (8) (9) (10) (11)

= 0 = 0 = = 1 0.

x=y x=y+ lim G|x=y 0

dG dx

x=y+

A couple of simple integrations yields G(x, y) = + ex + ex x>y , x<y

where the constants {, , , } are determined by conditions (8)-(11). Application of the boundary condition (8) gives = 0. Boundary condition (9) demands = . Up to this point the Greens function is then x>y (1 ex ) . G(x, y) = ex x<y The jump condition (10) and continuity condition (11) are, respectively, ey ey (1 ey ) the solution of which is 1 = 1 = ey ,

= =

1 1 ey .

Finally, we may express the Greens function by G(x, y) = 1

(ex 1)

x>y , x<y

(1 ey ) ex
x

and the solution of the ODE is

0

u(x) =

G(x, y)f (y) dy =

1 x (e 1)

f (y) dy +

ex

0 x

1 ey f (y) dy .