21.

6 Green Functions for First Order Equations

Consider the first order inhomogeneous equation

L[y] ≡ y � + p(x)y = f (x)� for x > a� (21.2)

subject to a homogeneous initial condition, B[y] ≡ y(a) = 0.

The Green function G(x|ξ) is defined as the solution to

L[G(x|ξ)] = δ(x − ξ) subject to G(a|ξ) = 0.

We can represent the solution to the inhomogeneous problem in Equation 21.2 as an integral involving
the Green function. To show that
� ∞
y(x) = G(x|ξ)f (ξ) dξ
a

is the solution, we apply the linear operator L to the integral. (Assume that the integral is uniformly
convergent.)
�� ∞ � � ∞
L G(x|ξ)f (ξ) dξ = L[G(x|ξ)]f (ξ) dξ
a
�a ∞
= δ(x − ξ)f (ξ) dξ
a
= f (x)

The integral also satisfies the initial condition.

�� ∞ � � ∞
B G(x|ξ)f (ξ) dξ = B[G(x|ξ)]f (ξ) dξ
a
�a ∞
= (0)f (ξ) dξ
a
=0

Now we consider the qualitiative behavior of the Green function. For x �= ξ, the Green function
is simply a homogeneous solution of the differential equation, however at x = ξ we expect some
singular behavior. G� (x|ξ) will have a Dirac delta function type singularity. This means that G(x|ξ)
will have a jump discontinuity at x = ξ. We integrate the differential equation on the vanishing
interval (ξ − . . . ξ + ) to determine this jump.

G� + p(x)G = δ(x − ξ)
� ξ+
G(ξ + |ξ) − G(ξ − |ξ) + p(x)G(x|ξ) dx = 1
ξ�
G(ξ |ξ) − G(ξ − |ξ) = 1
+
(21.3)

The homogeneous solution of the differential equation is

�
yh = e− p(x) dx

Since the Green function satisfies the homogeneous equation for x �= ξ, it will be a constant times
this homogeneous solution for x < ξ and x > ξ.
� �
c1 e− p(x) dx a<x<ξ
G(x|ξ) = −
�
p(x) dx
c2 e ξ<x

661
In order to satisfy the homogeneous initial condition G(a|ξ) = 0, the Green function must vanish on
the interval (a . . . ξ). �
0 a<x<ξ
G(x|ξ) = �
c e− p(x) dx ξ<x
The jump condition, (Equation 21.3), gives us the constraint G(ξ + |ξ) = 1. This determines the
constant in the homogeneous solution for x > ξ.
�
0 � a<x<ξ
G(x|ξ) = x
e− ξ p(t) dt ξ<x

We can use the Heaviside function to write the Green function without using a case statement.
�x
G(x|ξ) = e− ξ
p(t) dt
H(x − ξ)

Clearly the Green function is of little value in solving the inhomogeneous differential equation in
Equation 21.2, as we can solve that problem directly. However, we will encounter first order Green
function problems in solving some partial differential equations.

Result 21.6.1 The first order inhomogeneous differential equation with ho-
mogeneous initial condition
L[y] ≡ y � + p(x)y = f (x)� for a < x� y(a) = 0�

has the solution � ∞

y= G(x|ξ)f (ξ) dξ�
a

where G(x|ξ) satisfies the equation

L[G(x|ξ)] = δ(x − ξ)� for a < x� G(a|ξ) = 0.

The Green function is
�x
p�t) dt
G(x|ξ) = e− ξ H(x − ξ)

21.7 Green Functions for Second Order Equations

Consider the second order inhomogeneous equation

L[y] = y �� + p(x)y � + q(x)y = f (x)� for a < x < b� (21.4)

subject to the homogeneous boundary conditions

B1 [y] = B2 [y] = 0.

The Green function G(x|ξ) is defined as the solution to

L[G(x|ξ)] = δ(x − ξ) subject to B1 [G] = B2 [G] = 0.

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
� b
y(x) = G(x|ξ)f (ξ) dξ
a

662
is the solution, we apply the linear operator L to the integral. (Assume that the integral is uniformly
convergent.)
�� � �
b b
L G(x|ξ)f (ξ) dξ = L[G(x|ξ)]f (ξ) dξ
a a
� b
= δ(x − ξ)f (ξ) dξ
a
= f (x)

The integral also satisfies the boundary conditions.

�� � �
b b
Bi G(x|ξ)f (ξ) dξ = Bi [G(x|ξ)]f (ξ) dξ
a a
� b
= [0]f (ξ) dξ
a
=0

One of the advantages of using Green functions is that once you find the Green function for a
linear operator and certain homogeneous boundary conditions,

L[G] = δ(x − ξ)� B1 [G] = B2 [G] = 0�

you can write the solution for any inhomogeneity, f (x).

L[f ] = f (x)� B1 [y] = B2 [y] = 0

You do not need to do any extra work to obtain the solution for a different inhomogeneous term.
Qualitatively, what kind of behavior will the Green function for a second order differential equa-
tion have? Will it have a delta function singularity; will it be continuous? To answer these questions
we will first look at the behavior of integrals and derivatives of δ(x).
The integral of δ(x) is the Heaviside function, H(x).
� x �
0 for x < 0
H(x) = δ(t) dt =
−∞ 1 for x > 0

The integral of the Heaviside function is the ramp function, r(x).

� 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 differential equation for the Green function.

G�� (x|ξ) + p(x)G� (x|ξ) + q(x)G(x|ξ) = δ(x − ξ)

we see that only the G�� (x|ξ) term can have a delta function type singularity. If one of the other terms
had a delta function type singularity then G�� (x|ξ) 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|ξ) will have a jump discontinuity and G(x|ξ) will be continuous.

663
 d
Figure 21.2: r(x), H(x), δ(x) and dx δ(x)

Let y1 and y2 be two linearly independent solutions to the homogeneous equation, L[y] = 0. Since
the Green function satisfies the homogeneous equation for x �= ξ, it will be a linear combination of
the homogeneous solutions.
�
c 1 y1 + c 2 y2 for x < ξ
G(x|ξ) =
d 1 y1 + d 2 y2 for x > ξ

We require that G(x|ξ) be continuous.

� �
G(x|ξ)�x→ξ� = G(x|ξ)�x→ξ+

We can write this in terms of the homogeneous solutions.

c1 y1 (ξ) + c2 y2 (ξ) = d1 y1 (ξ) + d2 y2 (ξ)

We integrate L[G(x|ξ)] = δ(x − ξ) from ξ − to ξ+.

� ξ+ � ξ+
[G�� (x|ξ) + p(x)G� (x|ξ) + q(x)G(x|ξ)] dx = δ(x − ξ) dx.
ξ� ξ�

Since G(x|ξ) is continuous and G� (x|ξ) has only a jump discontinuity two of the terms vanish.

� ξ+ � ξ+
�
p(x)G (x|ξ) dx = 0 and q(x)G(x|ξ) dx = 0
ξ� ξ�
� ξ+ � ξ+
��
G (x|ξ) dx = δ(x − ξ) dx
ξ� ξ�
�ξ + �ξ +
G� (x|ξ)
� �
ξ�
= H(x − ξ) ξ�
G� (ξ + |ξ) − G� (ξ − |ξ) = 1

We write this jump condition in terms of the homogeneous solutions.

d1 y1� (ξ) + d2 y2� (ξ) − c1 y1� (ξ) − c2 y2� (ξ) = 1

Combined with the two boundary conditions, this gives us a total of four equations to determine
our four constants, c1 , c2 , d1 , and d2 .

664
 Result 21.7.1 The second order inhomogeneous differential equation with
homogeneous boundary conditions
L[y] = y �� + p(x)y � + q(x)y = f (x)� for a < x < b� B1 [y] = B2 [y] = 0�

has the solution � b

y= G(x|ξ)f (ξ) dξ�
a

where G(x|ξ) satisfies the equation

L[G(x|ξ)] = δ(x − ξ)� for a < x < b� B1 [G(x|ξ)] = B2 [G(x|ξ)] = 0.

G(x|ξ) is continuous and G� (x|ξ) has a jump discontinuity of height 1 at x = ξ.

Example 21.7.1 Solve the boundary value problem

y �� = f (x)� y(0) = y(1) = 0�

using a Green function.

A pair of solutions to the homogeneous equation are y1 = 1 and y2 = x. First note that only the
trivial solution to the homogeneous equation satisfies the homogeneous boundary conditions. Thus
there is a unique solution to this problem.
The Green function satisfies

G�� (x|ξ) = δ(x − ξ)� G(0|ξ) = G(1|ξ) = 0.

The Green function has the form

�
c1 + c2 x for x < ξ
G(x|ξ) =
d1 + d2 x for x > ξ.

Applying the two boundary conditions, we see that c1 = 0 and d1 = −d2 . The Green function now
has the form �
cx for x < ξ
G(x|ξ) =
d(x − 1) for x > ξ.
Since the Green function must be continuous,
ξ
cξ = d(ξ − 1) → d=c .
ξ−1
From the jump condition,
d ξ � d ��
c (x − 1)� − cx� =1
�
dx ξ − 1 x=ξ dx x=ξ
ξ
c −c=1
ξ−1
c = ξ − 1.

Thus the Green function is �

(ξ − 1)x for x < ξ
G(x|ξ) =
ξ(x − 1) for x > ξ.

The Green function is plotted in Figure 21.3 for various values of ξ. The solution to y �� = f (x) is

665
 0.1 0.1 0.1 0.1
0.5 1 0.5 1 0.5 1 0.5 1
-0.1 -0.1 -0.1 -0.1
-0.2 -0.2 -0.2 -0.2
-0.3 -0.3 -0.3 -0.3

Figure 21.3: Plot of G(x|0.05),G(x|0.25),G(x|0.5) and G(x|0.75).

� 1
y(x) = G(x|ξ)f (ξ) dξ
0
� x � 1
y(x) = (x − 1) ξf (ξ) dξ + x (ξ − 1)f (ξ) dξ.
0 x

Example 21.7.2 Solve the boundary value problem

y �� = f (x)� y(0) = 1� y(1) = 2.

In Example 21.7.1 we saw that the solution to

u�� = f (x)� u(0) = u(1) = 0

is � x � 1
u(x) = (x − 1) ξf (ξ) dξ + x (ξ − 1)f (ξ) dξ.
0 x
Now we have to find the solution to

v �� = 0� v(0) = 1� u(1) = 2.

The general solution is

v = c1 + c2 x.
Applying the boundary conditions yields

v = 1 + x.

Thus the solution for y is

� x � 1
y = 1 + x + (x − 1) ξf (ξ) dξ + x (ξ − 1)f ( xi) dξ.
0 x

Example 21.7.3 Consider

y �� = x� y(0) = y(1) = 0.

Method 1. Integrating the differential equation twice yields

1 3
y= x + c 1 x + c2 .
6
Applying the boundary conditions, we find that the solution is

1 3
y= (x − x).
6

666
Method 2. Using the Green function to find the solution,
� x � 1
y = (x − 1) ξ 2 dξ + x (ξ − 1)ξ dξ
0 x
� �
1 1 1 1 3 1 2
= (x − 1) x3 + x − − x + x
3 3 2 3 2
1 3
y= (x − x).
6

Example 21.7.4 Find the solution to the differential equation

y �� − y = sin x�
that is bounded for all x.
The Green function for this problem satisfies
G�� (x|ξ) − G(x|ξ) = δ(x − ξ).
The homogeneous solutions are y1 = ex , and y2 = e−x . The Green function has the form
�
c1 ex +c2 e−x for x < ξ
G(x|ξ) = x −x
d1 e +d2 e for x > ξ.
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 < ξ
G(x|ξ) =
d e−x for x > ξ.
Requiring that G(x|ξ) be continuous gives us the condition
c eξ = d e−ξ → d = c e2ξ .
G(x|ξ) has a jump discontinuity of height 1 at x = ξ.
� �
d 2ξ −x �� d x ��
ce e � − ce � =1
dx x=ξ dx x=ξ

−c e2ξ e−ξ −c eξ = 1
1
c = − e−ξ
2
The Green function is then �
− 12 ex−ξ for x < ξ
G(x|ξ) =
− 12 e−x+ξ for x > ξ
1
G(x|ξ) = − e−�x−ξ� .
2
A plot of G(x|0) is given in Figure 21.4. The solution to y �� − y = sin x is
� ∞
1
y(x) = − e−�x−ξ� sin ξ dξ
−∞ 2
�� x � ∞ �
1 x−ξ −x+ξ
=− sin ξ e dξ + sin ξ e dξ
2 −∞ x
1 sin x + cos x − sin x + cos x
= − (− + )
2 2 2
1
y= sin x.
2

667
 0.6

0.4

0.2

-4 -2 2 4
-0.2

-0.4

-0.6

Figure 21.4: Plot of G(x|0).

21.7.1 Green Functions for Sturm-Liouville Problems

Consider the problem
�
L[y] = (p(x)y � ) + q(x)y = f (x)� subject to
B1 [y] = α1 y(a) + α2 y � (a) = 0� B2 [y] = β1 y(b) + β2 y � (b) = 0.
This is known as a Sturm-Liouville problem. Equations of this type often occur when solving partial
differential equations. The Green function associated with this problem satisfies
L[G(x|ξ)] = δ(x − ξ)� B1 [G(x|ξ)] = B2 [G(x|ξ)] = 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 satisfies the homogeneous equation for x �= ξ and satisfies the homogeneous
boundary conditions. Thus it must have the following form.
�
c1 (ξ)y1 (x) for a ≤ x ≤ ξ�
G(x|ξ) =
c2 (ξ)y2 (x) for ξ ≤ x ≤ b�

Here c1 and c2 are unknown functions of ξ.

The first constraint on c1 and c2 comes from the continuity condition.
G(ξ − |ξ) = G(ξ + |ξ)
c1 (ξ)y1 (ξ) = c2 (ξ)y2 (ξ)
We write the inhomogeneous equation in the standard form.
p� � q δ(x − ξ)
G�� (x|ξ) + G (x|ξ) + G(x|ξ) =
p p p
The second constraint on c1 and c2 comes from the jump condition.
1
G� (ξ + |ξ) − G� (ξ − |ξ) =
p(ξ)
� � 1
c2 (ξ)y2 (ξ) − c1 (ξ)y1 (ξ) =
p(ξ)

668
Now we have a system of equations to determine c1 and c2 .

c1 (ξ)y1 (ξ) − c2 (ξ)y2 (ξ) = 0

1
c1 (ξ)y1� (ξ) − c2 (ξ)y2� (ξ) = −
p(ξ)
We solve this system with Kramer’s rule.
y2 (ξ) y1 (ξ)
c1 (ξ) = − � c2 (ξ) = −
p(ξ)(−W (ξ)) p(ξ)(−W (ξ))
Here W (x) is the Wronskian of y1 (x) and y2 (x). The Green function is

1 (x)y2 (ξ)
�y
p(ξ)W (ξ) for a ≤ x ≤ ξ�
G(x|ξ) = y2 (x)y1 (ξ)
p(ξ)W (ξ) for ξ ≤ x ≤ b.

The solution of the Sturm-Liouville problem is

� b
y= G(x|ξ)f (ξ) dξ.
a

Result 21.7.2 The problem

�
L[y] = (p(x)y � ) + q(x)y = f (x)� subject to
B1 [y] = α1 y(a) + α2 y � (a) = 0� B2 [y] = β1 y(b) + β2 y � (b) = 0.

has the Green function

�y
1 �x)y2 �ξ)
p�ξ)W �ξ)
for a ≤ x ≤ ξ�
G(x|ξ) = y2 �x)y1 �ξ)
p�ξ)W �ξ)
for ξ ≤ x ≤ b�

where y1 and y2 are non-trivial homogeneous solutions that satisfy B1 [y1 ] =

B2 [y2 ] = 0, and W (x) is the Wronskian of y1 and y2 .

Example 21.7.5 Consider the equation

y �� − y = f (x)� y(0) = y(1) = 0.

A set of solutions to the homogeneous equation is {ex � e−x }. Equivalently, one could use the set
{cosh x� sinh x}. Note that sinh x satisfies the left boundary condition and sinh(x − 1) satisfies 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).

The Green function for the problem is then

� sinh x sinh(ξ−1)
sinh(1) for 0 ≤ x ≤ ξ
G(x|ξ) = sinh(x−1) sinh ξ
sinh(1) for ξ ≤ x ≤ 1.

669
The solution to the problem is
x 1
sinh(x − 1) sinh(x)
� �
y= sinh(ξ)f (ξ) dξ + sinh(ξ − 1)f (ξ) dξ.
sinh(1) 0 sinh(1) x

21.7.2 Initial Value Problems

Consider
L[y] = y �� + p(x)y � + q(x)y = f (x)� for a < x < b�
subject the the initial conditions

y(a) = γ1 � y � (a) = γ2 .

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� v(a) = γ1 � v � (a) = γ2 .
Since the Wronskian � � �
W (x) = c exp − p(x) dx

is non-vanishing, the solutions of the differential equation for v are linearly independent. Thus there
is a unique solution for v that satisfies the initial conditions.

The Green function for u satisfies

G�� (x|ξ) + p(x)G� (x|ξ) + q(x)G(x|ξ) = δ(x − ξ)� G(a|ξ) = 0� G� (a|ξ) = 0.

The continuity and jump conditions are

G(ξ − |ξ) = G(ξ + |ξ)� G� (ξ − |ξ) + 1 = G� (ξ + |ξ).

Let u1 and u2 be two linearly independent solutions of the differential equation. For x < ξ, G(x|ξ)
is a linear combination of these solutions. Since the Wronskian is non-vanishing, only the trivial
solution satisfies the homogeneous initial conditions. The Green function must be
�
0 for x < ξ
G(x|ξ) =
uξ (x) for x > ξ�

where uξ (x) is the linear combination of u1 and u2 that satisfies

uξ (ξ) = 0� u�ξ (ξ) = 1.

Note that the non-vanishing Wronskian ensures a unique solution for uξ . We can write the Green
function in the form
G(x|ξ) = H(x − ξ)uξ (x).
This is known as the causal solution. The solution for u is
� b
u= G(x|ξ)f (ξ) dξ
a
� b
= H(x − ξ)uξ (x)f (ξ) dξ
�a x
= uξ (x)f (ξ) dξ
a

670
 Now we have the solution for y,
� x
y=v+ uξ (x)f (ξ) dξ.
a

Result 21.7.3 The solution of the problem

y �� + p(x)y � + q(x)y = f (x)� y(a) = γ1 � y � (a) = γ2 �

is � x
y = yh + yξ (x)f (ξ) dξ
a
where yh is the combination of the homogeneous solutions of the equation that
satisfy the initial conditions and yξ (x) is the linear combination of homoge-
neous solutions that satisfy yξ (ξ) = 0, yξ� (ξ) = 1.

21.7.3 Problems with Unmixed Boundary Conditions

Consider
L[y] = y �� + p(x)y � + q(x)y = f (x)� for a < x < b�
subject the the unmixed boundary conditions

α1 y(a) + α2 y � (a) = γ1 � β1 y(b) + β2 y � (b) = γ2 .

The solution is y = u + v where

u�� + p(x)u� + q(x)u = f (x)� α1 u(a) + α2 u� (a) = 0� β1 u(b) + β2 u� (b) = 0�

and
v �� + p(x)v � + q(x)v = 0� α1 v(a) + α2 v � (a) = γ1 � β1 v(b) + β2 v � (b) = γ2 .
The problem for v may have no solution, a unique solution or an infinite 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 satisfies

G�� (x|ξ) + p(x)G� (x|ξ) + q(x)G(x|ξ) = δ(x − ξ)�

α1 G(a|ξ) + α2 G� (a|ξ) = 0� β1 G(b|ξ) + β2 G� (b|ξ) = 0.

The continuity and jump conditions are

G(ξ − |ξ) = G(ξ + |ξ)� G� (ξ − |ξ) + 1 = G� (ξ + |ξ).

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 < ξ�
G(x|ξ) =
c 2 u2 for x > ξ.

671
The continuity and jump conditions for Green function gives us the equations
c1 u1 (ξ) − c2 u2 (ξ) = 0
c1 u�1 (ξ) − c2 u�2 (ξ) = −1.
Using Kramer’s rule, the solution is
u2 (ξ) u1 (ξ)
c1 = � c2 = .
W (ξ) W (ξ)
Thus the Green function is
1 (x)u2 (ξ)
�u
W (ξ) for x < ξ�
G(x|ξ) = u1 (ξ)u2 (x)
W (ξ) for x > ξ.
The solution for u is � b
u= G(x|ξ)f (ξ) dξ.
a
Thus if there is a unique solution for v, the solution for y is
� b
y=v+ G(x|ξ)f (ξ) dξ.
a

Result 21.7.4 Consider the problem

y �� + p(x)y � + q(x)y = f (x)�

α1 y(a) + α2 y � (a) = γ1 � β1 y(b) + β2 y � (b) = γ2 .

If the homogeneous differential equation subject to the inhomogeneous bound-
ary conditions has the unique solution yh , then the problem has the unique
solution � b
y = yh + G(x|ξ)f (ξ) dξ
a
where �u
1 �x)u2 �ξ)
W �ξ)
for x < ξ�
G(x|ξ) = u1 �ξ)u2 �x)
W �ξ)
for x > ξ�
u1 and u2 are solutions of the homogeneous differential equation that satisfy the
left and right boundary conditions, respectively, and W (x) is the Wronskian
of u1 and u2 .

21.7.4 Problems with Mixed Boundary Conditions

Consider
L[y] = y �� + p(x)y � + q(x)y = f (x)� for a < x < b�
subject the the mixed boundary conditions
B1 [y] = α11 y(a) + α12 y � (a) + β11 y(b) + β12 y � (b) = γ1 �
B2 [y] = α21 y(a) + α22 y � (a) + β21 y(b) + β22 y � (b) = γ2 .
The solution is y = u + v where
u�� + p(x)u� + q(x)u = f (x)� B1 [u] = 0� B2 [u] = 0�
and
v �� + p(x)v � + q(x)v = 0� B1 [v] = γ1 � B2 [v] = γ2 .

672
 The problem for v may have no solution, a unique solution or an infinite 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

γ2 γ1
v= y1 + y2 .
B2 [y1 ] B1 [y2 ]

The Green function for u satisfies

G�� (x|ξ) + p(x)G� (x|ξ) + q(x)G(x|ξ) = δ(x − ξ)� B1 [G] = 0� B2 [G] = 0.

The continuity and jump conditions are

G(ξ − |ξ) = G(ξ + |ξ)� G� (ξ − |ξ) + 1 = G� (ξ + |ξ).

We write the Green function as the sum of the causal solution and the two homogeneous solutions

G(x|ξ) = H(x − ξ)yξ (x) + c1 y1 (x) + c2 y2 (x)

With this form, the continuity and jump conditions are automatically satisfied. Applying the bound-
ary conditions yields

B1 [G] = B1 [H(x − ξ)yξ ] + c2 B1 [y2 ] = 0�

B2 [G] = B2 [H(x − ξ)yξ ] + c1 B2 [y1 ] = 0�

B1 [G] = β11 yξ (b) + β12 yξ� (b) + c2 B1 [y2 ] = 0�

B2 [G] = β21 yξ (b) + β22 yξ� (b) + c1 B2 [y1 ] = 0�

β21 yξ (b) + β22 yξ� (b) β11 yξ (b) + β12 yξ� (b)
G(x|ξ) = H(x − ξ)yξ (x) − y1 (x) − y2 (x).
B2 [y1 ] B1 [y2 ]

Note that the Green function is well defined since B2 [y1 ] and B1 [y2 ] are nonzero. The solution for
u is
� b
u= G(x|ξ)f (ξ) dξ.
a

Thus if there is a unique solution for v, the solution for y is

� b
γ2 γ1
y= G(x|ξ)f (ξ) dξ + y1 + y2 .
a B2 [y1 ] B1 [y2 ]

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 Result 21.7.5 Consider the problem

y �� + p(x)y � + q(x)y = f (x)�

B1 [y] = α11 y(a) + α12 y � (a) + β11 y(b) + β12 y � (b) = γ1 �
B2 [y] = α21 y(a) + α22 y � (a) + β21 y(b) + β22 y � (b) = γ2 .
If the homogeneous differential equation subject to the homogeneous boundary
conditions has no solution, then the problem has the unique solution
� b
γ2 γ1
y= G(x|ξ)f (ξ) dξ + y1 + y2 �
a B2 [y1 ] B1 [y2 ]
where
β21 yξ (b) + β22 yξ� (b)
G(x|ξ) = H(x − ξ)yξ (x) − y1 (x)
B2 [y1 ]
β11 yξ (b) + β12 yξ� (b)
− y2 (x)�
B1 [y2 ]
y1 and y2 are solutions of the homogeneous differential equation that satisfy
the first and second boundary conditions, respectively, and yξ (x) is the solution
of the homogeneous equation that satisfies yξ (ξ) = 0, yξ� (ξ) = 1.

21.8 Green Functions for Higher Order Problems

Consider the nth order differential equation

L[y] = y (n) + pn−1 (x)y (n−1) + · · · + p1 (x)y � + p0 y = f (x) on a < x < b�

subject to the n independent boundary conditions

Bj [y] = γj

where the boundary conditions are of the form

n−1
� n−1
�
B[y] ≡ αk y (k) (a) + βk y (k) (b).
k=0 k=0

We assume that the coefficient functions in the differential 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] = γj

From Result 21.5.3, we know that if the completely homogeneous problem

L[w] = 0� 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 ] B1 [y2 ] ··· B1 [yn ] c1 γ1
 B2 [y1 ] B2 [y2 ] ··· B2 [yn ]   c2   γ2 
 .. .. ..   ..  =  ..  .
     
..
 . . . .  . .
Bn [y1 ] Bn [y2 ] ··· Bn [yn ] cn γn

To solve the problem for u we consider the Green function satisfying

L[G(x|ξ)] = δ(x − ξ)� with Bj [G] = 0.

Let yξ (x) be the linear combination of the homogeneous solutions that satisfy the conditions

yξ (ξ) = 0
yξ� (ξ) = 0
.. .
. = ..
(n−2)
yξ (ξ) = 0
(n−1)
yξ (ξ) = 1.

The causal solution is then

yc (x) = H(x − ξ)yξ (x).

The Green function has the form

G(x|ξ) = H(x − ξ)yξ (x) + d1 y1 (x) + · · · + dn yn (x)

The constants are determined by the matrix equation

�  �  � 
B1 [y1 ] B1 [y2 ] ··· B1 [yn ] d1 −B1 [H(x − ξ)yξ (x)]
 B2 [y1 ] B2 [y2 ] ··· B2 [yn ]   d2   −B2 [H(x − ξ)yξ (x)] 
 .. .. ..   ..  =  .. .
     
..
 . . . .  .  . 
Bn [y1 ] Bn [y2 ] ··· Bn [yn ] dn −Bn [H(x − ξ)yξ (x)]

The solution for u then is

� b
u= G(x|ξ)f (ξ) dξ.
a

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