Green Equation

• To solve the heat equation on the whole real line, with given initial
data.

• For −∞ < x < ∞ and t > 0, where f(x) is some given initial tempera-
ture. We’ll make assumptions about f later. Of course we want
existence, uniqueness, and stability results.
Adjoint Method
• The adjoint of a differential operator is analogous to the transpose of
a matrix.
• There is an obvious analogy between a vector, v, and a continuous
function, a(t). A vector, v, with components {vi, i=1, …N} has a value for
each possible value of its index, i. A function, a(t) has a value for each
possible value of its domain, t.
• This analogy in time-series analysis when approximate a smooth
function by its values at a sequence of N evenly-spaced points, ti
(with spacing ∆t). We can write vi=a(ti).
• The dot product of two N-dimensional vectors, u and v, is a scalar
quantity defined as :

• Suppose that we multiply a vector v, by a square matrix, C. The result

is itself a vector:

• These two vectors u and v, respectively, that is, ui=a(ti) and

vi=da/dt|ti
• A data kernel relates, via an inner product, a perturbation in some observable, or datum, to a perturbation in
some parameter affecting the system.
• We assume that the underlying dynamics of the system are represented by a linear differential equation
relating some scalar field, u(t), to some forcing, f(t):

• Note that we can write the solution of this equation as:

• Now suppose that an observable data, di, is related to the scalar field, u(t), by an inner product;

•
• The issue at hand is how to calculate the data kernel, gi(t), when L and hi(t) are known. We begin
by combining equations 12 and 13 and then employing adjuncts:

• Here we have used the identity, (L-1)* = (L*)-1. Since the system is linear, this relationship also
holds for perturbations, ddi = ( (L*)-1hi, df), and thus from comparison with the definition of the
data kernel in equation 9, we find that:

• Causality
• Suppose that the temperature, u(t), of the frying pan satisfies a simple Newton-style heat flow
equation, du(t)/dt+ct=h(t) with the function h(t) quantifying the heat of the flame.
• First we solve the heat flow equation, solves the equation dF(t,t.)/dt + cu = d(t-t.). It is:

• This result can be verified by first noting that equation 17 satisfies the boundary conditions and
then by checking, though direct differentiation, that it solves the differential equation: