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Greens1d Odes
Greens1d Odes
for x > a
(21.2)
subject to G(a|) = 0.
We can represent the solution to the inhomogeneous problem in Equation 21.2 as an integral involving
the Green function. To show that
G(x|)f () d
y(x) =
a
is the solution, we apply the linear operator L to the integral. (Assume that the integral is uniformly
convergent.)
L
G(x|)f () d =
L[G(x|)]f () d
a
a
=
(x )f () d
a
= f (x)
=0
Now we consider the qualitiative behavior of the Green function. For x = , the Green function
is simply a homogeneous solution of the dierential equation, however at x = we expect some
singular behavior. G (x|) will have a Dirac delta function type singularity. This means that G(x|)
will have a jump discontinuity at x = . We integrate the dierential equation on the vanishing
interval ( . . . + ) to determine this jump.
G + p(x)G = (x )
+
G( + |) G( |) +
p(x)G(x|) dx = 1
G( |) G( |) = 1
(21.3)
p(x) dx
Since the Green function satises the homogeneous equation for x = , it will be a constant times
this homogeneous solution for x < and x > .
c1 e p(x) dx
a<x<
G(x|) =
p(x)
dx
<x
c2 e
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In order to satisfy the homogeneous initial condition G(a|) = 0, the Green function must vanish on
the interval (a . . . ).
0
a<x<
G(x|) =
<x
c e p(x) dx
The jump condition, (Equation 21.3), gives us the constraint G( + |) = 1. This determines the
constant in the homogeneous solution for x > .
0
a<x<
x
G(x|) =
e p(t) dt
<x
We can use the Heaviside function to write the Green function without using a case statement.
G(x|) = e
p(t) dt
H(x )
Clearly the Green function is of little value in solving the inhomogeneous dierential equation in
Equation 21.2, as we can solve that problem directly. However, we will encounter rst order Green
function problems in solving some partial dierential equations.
Result 21.6.1 The rst order inhomogeneous dierential equation with homogeneous initial condition
L[y] y + p(x)y = f (x)
has the solution
y=
for a < x
y(a) = 0
G(x|)f () d
a
for a < x
G(a|) = 0.
21.7
pt) dt
H(x )
(21.4)
The Green function is useful because you can represent the solution to the inhomogeneous problem
in Equation 21.4 as an integral involving the Green function. To show that
y(x) =
G(x|)f () d
a
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is the solution, we apply the linear operator L to the integral. (Assume that the integral is uniformly
convergent.)
G(x|)f () d =
L[G(x|)]f () d
(x )f () d
a
= f (x)
The integral also satises the boundary conditions.
b
G(x|)f () d =
Bi
a
Bi [G(x|)]f () d
a
b
[0]f () d
a
=0
One of the advantages of using Green functions is that once you nd the Green function for a
linear operator and certain homogeneous boundary conditions,
L[G] = (x )
B1 [G] = B2 [G] = 0
B1 [y] = B2 [y] = 0
You do not need to do any extra work to obtain the solution for a dierent inhomogeneous term.
Qualitatively, what kind of behavior will the Green function for a second order dierential equation have? Will it have a delta function singularity; will it be continuous? To answer these questions
we will rst look at the behavior of integrals and derivatives of (x).
The integral of (x) is the Heaviside function, H(x).
x
0
for x < 0
(t) dt =
H(x) =
1
for x > 0
x
0
for x < 0
r(x) =
H(t) dt =
x
for x > 0
The derivative of the delta function is zero for x = 0. At x = 0 it goes from 0 up to +, down to
and then back up to 0.
In Figure 21.2 we see conceptually the behavior of the ramp function, the Heaviside function,
the delta function, and the derivative of the delta function.
We write the dierential equation for the Green function.
G (x|) + p(x)G (x|) + q(x)G(x|) = (x )
we see that only the G (x|) term can have a delta function type singularity. If one of the other terms
had a delta function type singularity then G (x|) would be more singular than a delta function
and there would be nothing in the right hand side of the equation to match this kind of singularity.
Analogous to the progression from a delta function to a Heaviside function to a ramp function, we
see that G (x|) will have a jump discontinuity and G(x|) will be continuous.
663
d
dx (x)
Let y1 and y2 be two linearly independent solutions to the homogeneous equation, L[y] = 0. Since
the Green function satises the homogeneous equation for x = , it will be a linear combination of
the homogeneous solutions.
G(x|) =
c 1 y1 + c 2 y2
d 1 y1 + d 2 y2
for x <
for x >
G(x|)x = G(x|)x+
c1 y1 () + c2 y2 () = d1 y1 () + d2 y2 ()
We integrate L[G(x|)] = (x ) from to +.
(x ) dx.
Since G(x|) is continuous and G (x|) has only a jump discontinuity two of the terms vanish.
p(x)G (x|) dx = 0
and
G (x|) dx =
G (x|)
q(x)G(x|) dx = 0
(x ) dx
+
= H(x )
G ( + |) G ( |) = 1
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B1 [y] = B2 [y] = 0
G(x|)f () d
a
B1 [G(x|)] = B2 [G(x|)] = 0.
y(0) = y(1) = 0
G(0|) = G(1|) = 0.
c1 + c2 x
d1 + d2 x
for x <
for x > .
Applying the two boundary conditions, we see that c1 = 0 and d1 = d2 . The Green function now
has the form
cx
for x <
G(x|) =
d(x 1)
for x > .
Since the Green function must be continuous,
c = d( 1)
d=c
.
1
d
d
c
(x 1)
cx
=1
dx 1
dx x=
x=
c
c=1
1
c = 1.
Thus the Green function is
G(x|) =
( 1)x
(x 1)
for x <
for x > .
The Green function is plotted in Figure 21.3 for various values of . The solution to y = f (x) is
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0.1
0.1
-0.1
-0.2
-0.3
0.5
-0.1
-0.2
-0.3
0.1
1
0.5
0.1
0.5
-0.1
-0.2
-0.3
-0.1
-0.2
-0.3
y(x) =
y(x) = (x 1)
G(x|)f () d
0
f () d + x
0
( 1)f () d.
x
y(0) = 1
y(1) = 2.
u(0) = u(1) = 0
f () d + x
0
v = 0
v(0) = 1
( 1)f () d.
x
u(1) = 2.
f () d + x
0
( 1)f ( xi) d.
x
y(0) = y(1) = 0.
1 3
x + c 1 x + c2 .
6
1 3
(x x).
6
666
0.5
Method 2.
1 1 1 3 1 2
1
x + x
= (x 1) x3 + x
3
3 2 3
2
y=
1 3
(x x).
6
for x <
c1 ex +c2 ex
G(x|) =
x
x
for x > .
d1 e +d2 e
Since the solution must be bounded for all x, the Green function must also be bounded. Thus
c2 = d1 = 0. The Green function now has the form
c ex
for x <
G(x|) =
d ex
for x > .
Requiring that G(x|) be continuous gives us the condition
c e = d e
d = c e2 .
d x
d 2 x
ce e
ce
=1
dx
dx
x=
x=
c e2 e c e = 1
1
c = e
2
12 ex
12 ex+
for x <
for x >
1
G(x|) = ex .
2
A plot of G(x|0) is given in Figure 21.4. The solution to y y = sin x is
1
y(x) =
ex sin d
2
1
x
x+
=
sin e
d +
sin e
d
2
x
1 sin x + cos x sin x + cos x
= (
+
)
2
2
2
y=
1
sin x.
2
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0.6
0.4
0.2
-4
-2
-0.2
-0.4
-0.6
21.7.1
B1 [G(x|)] = B2 [G(x|)] = 0.
Let y1 and y2 be two non-trivial homogeneous solutions that satisfy the left and right boundary
conditions, respectively.
L[y1 ] = 0
B1 [y1 ] = 0
L[y2 ] = 0
B2 [y2 ] = 0.
The Green function satises the homogeneous equation for x = and satises the homogeneous
boundary conditions. Thus it must have the following form.
c1 ()y1 (x)
for a x
G(x|) =
for x b
c2 ()y2 (x)
Here c1 and c2 are unknown functions of .
The rst constraint on c1 and c2 comes from the continuity condition.
G( |) = G( + |)
c1 ()y1 () = c2 ()y2 ()
We write the inhomogeneous equation in the standard form.
G (x|) +
(x )
p
q
G (x|) + G(x|) =
p
p
p
c2 ()y2 () c1 ()y1 () =
p()
G ( + |) G ( |) =
668
1
p()
y2 ()
p()(W ())
c2 () =
y1 ()
p()(W ())
Here W (x) is the Wronskian of y1 (x) and y2 (x). The Green function is
G(x|) =
1 (x)y2 ()
p()W ()
y2 (x)y1 ()
p()W ()
for a x
for x b.
1 x)y2 )
p)W )
y2 x)y1 )
p)W )
for a x
for x b
y(0) = y(1) = 0.
A set of solutions to the homogeneous equation is {ex ex }. Equivalently, one could use the set
{cosh x sinh x}. Note that sinh x satises the left boundary condition and sinh(x 1) satises the
right boundary condition. The Wronskian of these two homogeneous solutions is
sinh x sinh(x 1)
W (x) =
cosh x cosh(x 1)
= sinh x cosh(x 1) cosh x sinh(x 1)
1
1
= [sinh(2x 1) + sinh(1)] [sinh(2x 1) sinh(1)]
2
2
= sinh(1).
sinh x sinh(1)
sinh(1)
sinh(x1) sinh
sinh(1)
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for 0 x
for x 1.
21.7.2
sinh(x 1)
sinh(1)
sinh()f () d +
0
sinh(x)
sinh(1)
sinh( 1)f () d.
x
Consider
L[y] = y + p(x)y + q(x)y = f (x)
y(a) = 1
The solution is y = u + v where
u + p(x)u + q(x)u = f (x)
u(a) = 0
u (a) = 0
and
v + p(x)v + q(x)v = 0
Since the Wronskian
v (a) = 2 .
v(a) = 1
is non-vanishing, the solutions of the dierential equation for v are linearly independent. Thus there
is a unique solution for v that satises the initial conditions.
The Green function for u satises
G (x|) + p(x)G (x|) + q(x)G(x|) = (x )
G(a|) = 0
G (a|) = 0.
G ( |) + 1 = G ( + |).
Let u1 and u2 be two linearly independent solutions of the dierential equation. For x < , G(x|)
is a linear combination of these solutions. Since the Wronskian is non-vanishing, only the trivial
solution satises the homogeneous initial conditions. The Green function must be
0
for x <
G(x|) =
for x >
u (x)
where u (x) is the linear combination of u1 and u2 that satises
u () = 1.
u () = 0
Note that the non-vanishing Wronskian ensures a unique solution for u . We can write the Green
function in the form
G(x|) = H(x )u (x).
This is known as the causal solution. The solution for u is
b
u=
G(x|)f () d
a
=
=
H(x )u (x)f () d
a x
u (x)f () d
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u (x)f () d.
a
y(a) = 1
y (a) = 2
y (x)f () d
a
Consider
L[y] = y + p(x)y + q(x)y = f (x)
1 y(b) + 2 y (b) = 2 .
1 u(a) + 2 u (a) = 0
1 u(b) + 2 u (b) = 0
and
v + p(x)v + q(x)v = 0
1 v(a) + 2 v (a) = 1
1 v(b) + 2 v (b) = 2 .
The problem for v may have no solution, a unique solution or an innite number of solutions. We
consider only the case that there is a unique solution for v. In this case the homogeneous equation
subject to homogeneous boundary conditions has only the trivial solution.
The Green function for u satises
G (x|) + p(x)G (x|) + q(x)G(x|) = (x )
1 G(a|) + 2 G (a|) = 0
1 G(b|) + 2 G (b|) = 0.
G ( |) + 1 = G ( + |).
Let u1 and u2 be two solutions of the homogeneous equation that satisfy the left and right boundary
conditions, respectively. The non-vanishing of the Wronskian ensures that these solutions exist.
Let W (x) denote the Wronskian of u1 and u2 . Since the homogeneous equation with homogeneous
boundary conditions has only the trivial solution, W (x) is nonzero on [a b]. The Green function has
the form
c 1 u1
for x <
G(x|) =
for x > .
c 2 u2
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The continuity and jump conditions for Green function gives us the equations
c1 u1 () c2 u2 () = 0
c1 u1 () c2 u2 () = 1.
Using Kramers rule, the solution is
c1 =
u2 ()
W ()
c2 =
1 (x)u2 ()
W ()
u1 ()u2 (x)
W ()
u1 ()
.
W ()
for x <
for x > .
G(x|)f () d.
a
1 y(b) + 2 y (b) = 2 .
If the homogeneous dierential equation subject to the inhomogeneous boundary conditions has the unique solution yh , then the problem has the unique
solution
b
y = yh +
G(x|)f () d
a
where
G(x|) =
1 x)u2 )
W )
u1 )u2 x)
W )
for x <
for x >
u1 and u2 are solutions of the homogeneous dierential equation that satisfy the
left and right boundary conditions, respectively, and W (x) is the Wronskian
of u1 and u2 .
21.7.4
Consider
L[y] = y + p(x)y + q(x)y = f (x)
B1 [u] = 0
B2 [u] = 0
and
v + p(x)v + q(x)v = 0
B1 [v] = 1
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B2 [v] = 2 .
The problem for v may have no solution, a unique solution or an innite number of solutions.
Again we consider only the case that there is a unique solution for v. In this case the homogeneous
equation subject to homogeneous boundary conditions has only the trivial solution.
Let y1 and y2 be two solutions of the homogeneous equation that satisfy the boundary conditions
B1 [y1 ] = 0 and B2 [y2 ] = 0. Since the completely homogeneous problem has no solutions, we know
that B1 [y2 ] and B2 [y1 ] are nonzero. The solution for v has the form
v = c 1 y1 + c 2 y2 .
Applying the two boundary conditions yields
v=
1
2
y1 +
y2 .
B2 [y1 ]
B1 [y2 ]
B1 [G] = 0
B2 [G] = 0.
G ( |) + 1 = G ( + |).
We write the Green function as the sum of the causal solution and the two homogeneous solutions
G(x|) = H(x )y (x) + c1 y1 (x) + c2 y2 (x)
With this form, the continuity and jump conditions are automatically satised. Applying the boundary conditions yields
B1 [G] = B1 [H(x )y ] + c2 B1 [y2 ] = 0
B2 [G] = B2 [H(x )y ] + c1 B2 [y1 ] = 0
21 y (b) + 22 y (b)
11 y (b) + 12 y (b)
y1 (x)
y2 (x).
B2 [y1 ]
B1 [y2 ]
Note that the Green function is well dened since B2 [y1 ] and B1 [y2 ] are nonzero. The solution for
u is
b
G(x|)f () d.
u=
a
G(x|)f () d +
a
673
2
1
y1 +
y2 .
B2 [y1 ]
B1 [y2 ]
y2 (x)
B1 [y2 ]
y1 and y2 are solutions of the homogeneous dierential equation that satisfy
the rst and second boundary conditions, respectively, and y (x) is the solution
of the homogeneous equation that satises y () = 0, y () = 1.
21.8
on a < x < b
n1
k y (k) (a) +
k=0
n1
k y (k) (b).
k=0
We assume that the coecient functions in the dierential equation are continuous on [a b]. The
solution is y = u + v where u and v satisfy
L[u] = f (x)
with
Bj [u] = 0
and
L[v] = 0
with
Bj [v] = j
with
Bj [w] = 0
has only the trivial solution, then the solution for y exists and is unique. We will construct this
solution using Green functions.
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First we consider the problem for v. Let {y1 . . . yn } be a set of linearly independent solutions.
The solution for v has the form
v = c 1 y1 + + c n yn
where the constants are determined by the matrix equation
B1 [y1 ]
B2 [y1 ]
..
.
Bn [y1 ]
B1 [y2 ]
B2 [y2 ]
..
.
..
.
Bn [y2 ]
B1 [yn ]
B2 [yn ]
..
.
Bn [yn ]
c1
1
c2 2
.. = .. .
. .
cn
n
with
Bj [G] = 0.
Let y (x) be the linear combination of the homogeneous solutions that satisfy the conditions
y () = 0
y () = 0
..
.
. = ..
(n2)
() = 0
(n1)
y
()
= 1.
B1 [y1 ]
B2 [y1 ]
..
.
Bn [y1 ]
B1 [y2 ]
B2 [y2 ]
..
.
..
.
Bn [y2 ]
B1 [yn ]
B2 [yn ]
..
.
Bn [yn ]
d1
B1 [H(x )y (x)]
d2 B2 [H(x )y (x)]
.. =
.
..
.
dn
G(x|)f () d.
a
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Bn [H(x )y (x)]