boundary value problems
Green's Function
You should know: sturm liouville theory, pde boundary value problems
Overview
A Green's function G(x, x') for a linear differential operator L with given boundary conditions is a function satisfying L G(x,x') = δ(x−x'), where δ is the Dirac delta. It represents the response of the system to a unit point source at x'. Once G is known, the solution to L u = f is given by the integral u(x) = ∫ G(x,x') f(x') dx', which reduces any forcing function to a superposition of point-source responses. Green's functions connect ODEs to integral equations and are fundamental in physics (electrostatics, quantum mechanics, wave propagation) and engineering.
Intuition
Think of G(x, x') as the deformation of a string at position x when a unit force is applied at position x'. The full deformation under a distributed force f(x) is then the superposition (integral) of these point-force responses. The Green's function encodes all the information about the operator and its boundary conditions — once you have it, solving L u = f for any forcing f reduces to a single integration. The symmetry G(x, x') = G(x', x) reflects the self-adjointness of L.
Formal Definition
For a self-adjoint operator L on [a,b] with homogeneous boundary conditions, the Green's function satisfies:
Worked Examples
For x ≠ x′, −G″ = 0 so G is linear in x on each interval.
Continuity at x=x′: Ax′ = B(1−x′).
Jump condition on G′: the jump in G′ at x=x′ must equal −1 (from −G″=δ). G′ changes from A to −B, so −B − A = −1, i.e., A + B = 1.
Solving: A = 1−x′, B = x′.
Green's function: G(x,x′) = x(1−x′) for x<x′ and x′(1−x) for x>x′.
Answer: G(x,x′) = x<(1 − x>) where x< = min(x,x′) and x> = max(x,x′).
Practice Problems
Verify the answer y(x) = (x−x³)/6 to −y″=x, y(0)=y(1)=0 by direct substitution.
Find the Green's function for the Laplacian −∇²u = f on ℝ³ (free-space Green's function).
Express the Green's function of a self-adjoint SL operator L in terms of its eigenfunctions yₙ and eigenvalues λₙ.
Common Mistakes
The Green's function exists for any linear ODE.
G exists only when the homogeneous problem has only the trivial solution (the operator is invertible), i.e., λ=0 is not an eigenvalue.
Green's functions are always smooth.
G(x,x′) has a jump discontinuity in its first derivative at x=x′ (from the delta function source) and is only piecewise smooth.
Quiz
Summary
- G(x,x′) satisfies L G = δ(x−x′) with homogeneous BCs.
- The solution to L u = f is u(x) = ∫ G(x,x′) f(x′) dx′.
- G is symmetric: G(x,x′) = G(x′,x) when L is self-adjoint.
- G is constructed from two homogeneous solutions satisfying each BC, joined at x=x′.
- The spectral expansion G = ∑ yₙ(x)yₙ(x′)/(λₙ ‖yₙ‖²) connects G to SL theory.
References
- WebsiteWikipedia — Green's function
Mathematics