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Method of Green's Functions: 1 Preliminary Ideas and Motivation
Method of Green's Functions: 1 Preliminary Ideas and Motivation
1
1.1
f (x) (x a) dx = f (a)
where f is continuous at x = a. The last is called the sifting property of the -function.
To make proofs with the -function more rigorous, we consider a -sequence, that
is, a sequence of functions that converge to the -function, at least in a pointwise
sense. Consider the sequence
2
n
n (x) = e(nx)
Note that
Z
2n
n (x) dx =
(nx)2
2
dx =
ez dz = erf () = 1
1.2
Greens identities
(1)
for any scalar function G and vector valued function F. Setting F = u gives what
is called Greens First Identity,
Z Z
Z
2
G u + u G dA =
G (u n
) dS
(2)
D
(3)
Ref: Guenther & Lee, 5.3, 8.3, Myint-U & Debnath 10.2 10.4
Consider the BVP
2 u = F
u = f
in D,
(4)
on C.
in D,
(5)
The notation (r) is short for ( x, y). Substituting (4) and (5) into Greens
second identity (3) gives
Z Z
Z
u (x, y)
GF dA =
f G n
dS
D
Rearranging gives
u (x, y) =
Z Z
GF dA +
f G n
dS
(6)
Therefore, if we can nd a G that satises (5), we can use (6) to nd the solution
u (x, y) of the BVP (4). The advantage is that nding the Greens function G depends
only on the area D and curve C, not on F and f .
Note: this method can be generalized to 3D domains.
2.1
v ndS
Hence
v (r) =
3
1
ln r
2
This is called the fundamental solution for the Greens function of the Laplacian on
2D domains. For 3D domains, the fundamental
solution for the Greens function of
q
G (x, y; , ) =
2 h = 0,
G = 0
(, ) D,
(, ) C.
(, ) D,
1
h = ln r (, ) C.
2
The denition of G in terms of h gives the BVP (5) for G. Thus, for 2D regions D,
nding the Greens function for the Laplacian reduces to nding h.
2.2
Examples
r = ( x) + ( y) ,
r = ( x)2 + ( + y)2
We add
q
1
1
ln r = ln ( x)2 + ( + y)2
2
2
to G to make G = 0 on the boundary. Since the image point (x, y) is NOT in D,
then h is regular for all points (, ) D, and satises Laplaces equation,
h=
2h 2h
h= 2 + 2 =0
G(21/2,21/2;,)
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0
5
0
2
10
Figure 1: Plot of the Greens function G (x, y; , ) for the Laplacian operator in the
upper half plane, for (x, y) = ( 2, 2).
for (, ) D. Writing things out fully, we have
1
1
1
r
1
( x)2 + ( y)2
1
G=
ln r + h =
ln r
ln r =
ln =
ln
(7)
2
2
2
2 r
4 ( x)2 + ( + y)2
G (x, y; , ) is plotted in the upper half plane in Figure 1 for (x, y) =
2, 2 .
Note that G as (, ) (x, y). Also, notice that G < 0 everywhere and
G = 0 on the boundary = 0. These are, in fact, general properties of the Greens
function. The Greens function G (x, y; , ) acts like a weighting function for (x, y)
and neighboring points in the plane. The solution u at (x, y) involves integrals of
the weighting G (x, y; , ) times the boundary condition f (, ) and forcing function
F (, ).
On the boundary C, = 0, so that G = 0 and
1
y
G
=
G n =
=0 ( x)2 + y 2
The solution of the BVP (6) with F = 0 on the upper half plane D can now be
written as, from (6),
Z
Z
f ()
y
d,
u (x, y) =
f G n
dS =
( x)2 + y 2
C
which is the same as we found from the Fourier Transform, on page 13 of fourtran.pdf.
5
(iii) Upper right quarter plane D = {(x, y) : x > 0, y > 0}. We use the image
points (x, y), (x, y) and (x, y),
q
q
1
1
2
2
G =
(8)
ln ( x) + ( y)
ln ( x)2 + ( + y)2
2
2
q
q
1
1
ln ( + x)2 + ( y)2 +
ln ( + x)2 + ( + y)2
2
2
0
Z
Z
G
G
d
f (, 0)
d
=
f (0, )
0
=0
=0
Note that
4yx
G
=
=0
x2 + (y + )2 x2 + (y )2
G
4yx
=
2
=0
(x ) + y 2 (x + )2 + y 2
The solution of the BVP (6) with F = 0 on the upper right quarter plane D and
boundary condition u = f can now be written as, from (6),
Z
u (x, y) =
f G n
dS
C
Z
4yx
f (0, )
d
=
0
x2 + (y + )2 x2 + (y )2
Z
f (, 0)
4yx
d
+
2
0
(x ) + y 2 (x + )2 + y 2
(iv) Unit disc D = {(x, y) : x2 + y 2 1}. By some simple geometry, for each
point (x, y) D, choosing the image point (x , y ) along the same ray as (x, y) and a
p
distance 1/ x2 + y 2 away from the origin guarantees that r/r is constant along the
circumference of the circle, where
q
q
2
2
r = ( x) + ( y) ,
r = ( x )2 + ( y )2 .
6
2
2
r = + 2 2 cos
p
p
where = x2 + y 2 , = 2 + 2 and , are the angles the rays (x, y) and (, )
make with the horizontal. Note that for (, ) on the circumference ( 2 + 2 = 2 = 1),
we have
2
1 + 2 cos
r2
= 2 ,
=
= 1.
2
r
1 + 12 2 1 cos
Thus the Greens function for the Laplacian on the 2D disc is
+ 2 cos
1
r
1
G (, ; x, y) =
ln =
ln
2 r
4 2 2 + 1 2 cos
2
Note that
G
1 2
1
G n
=
=
=1 2 1 + 2 2 cos
Thus, the solution to the BVP (5) on the unit circle is (in polar coordinates),
Z 2
1
1 2
f d
u (, ) =
2 0 1 + 2 2 cos
2
2
Z 2 Z 1
cos
F ,
d
d
+
ln
4 0
2
2
0
+ 1 2 cos
The solution to Laplaces equation is found be setting F = 0,
Z 2
1
1 2
f d
u (, ) =
2 0 1 + 2 2 cos
This is called the Poisson integral formula for the unit disk.
2.3
Conformal mapping allows us to extend the number of 2D regions for which Greens
functions of the Laplacian 2 u can be found. We use complex notation, and let
= x + iy be a xed point in D and let z = + i be a variable point in D (what
were integrating over). If D is simply connected (a denition from complex analysis),
7
then by the Riemann Mapping Theorem, there is a conformal map w (z) (analytic
and one-to-one) from D into the unit disk, which maps to the origin, w () = 0
and the boundary of D to the unit circle, |w (z)| = 1 for z D and 0 |w (z)| < 1
for z D/D. The Greens function G is then given by
G=
1
ln |w (z)|
2
To see this, we need a few results from complex analysis. First, note that for z D,
|w (z)| = 0 so that G = 0. Also, since w (z) is 1-1, |w (z)| > 0 for z =
. Thus, we
n
can write w (z) = (z ) H (z) where H (z) is analytic and nonzero in D. Since
w (z) is 1-1, |w (z)| > 0 on D. Thus n = 1. Hence
w (z) = (z ) H (z)
and
G=
1
ln r + h
2
where
q
r = |z | = ( x)2 + ( y)2
1
ln |H (z)|
h =
2
Since H (z) is analytic and nonzero in D, then (1/2) ln H (z) is analytic in D and
hence its real part is harmonic, i.e. h = ((1/2) ln H (z)) satises 2 h = 0 in D.
Thus by our denition above, G is the Greens function of the Laplacian on D.
Example 1. The half plane D = {(x, y) : y > 0}. The analytic function
w (z) =
z
z
maps the upper half plane D onto the unit disc, where asterisks denote the complex
conjugate. Note that w () = 0 and along the boundary of D, z = x, which is
equidistant from and , so that |w (z)| = 1. Points in the upper half plane (y > 0)
are closer to = x + iy, also in the upper half plane, than to = x iy, in the
lower half plane. Thus for z D/D, |w (z)| = |z | / |z | < 1. The Greens
function is
1
|z |
1
r
1
ln |w (z)| =
ln
=
ln
G=
2
2 |z |
2 r
in D,
on D,
1
Y0 (r)
4
where Y0 (r) is the Bessel function of order zero of the second kind. The problem
2 u u = F
u = f
in D,
on D,
1
K0 (r)
2
where K0 (r) is the modied Bessel function of order zero of the second kind.
The Greens function method can also be used to solve time-dependent problems,
such as the Wave Equation and the Heat Equation.