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Green Function

The document discusses Green's function methods for solving differential equations. It begins with an introduction to Green's functions and their use in solving non-homogeneous differential equations. It then provides examples of applying Green's function techniques to solve one-dimensional boundary value problems for ordinary differential equations. Specific cases are worked through, finding the Green's function for different boundary conditions and differential operators. In summary, the document outlines Green's function methods, works through examples of applying the technique to ordinary differential equations, and derives Green's functions for different boundary value problems.

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Sagar Rawal
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100% found this document useful (1 vote)
1K views57 pages

Green Function

The document discusses Green's function methods for solving differential equations. It begins with an introduction to Green's functions and their use in solving non-homogeneous differential equations. It then provides examples of applying Green's function techniques to solve one-dimensional boundary value problems for ordinary differential equations. Specific cases are worked through, finding the Green's function for different boundary conditions and differential operators. In summary, the document outlines Green's function methods, works through examples of applying the technique to ordinary differential equations, and derives Green's functions for different boundary value problems.

Uploaded by

Sagar Rawal
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Contents

Introduction: ............................................................................................................................................ 2
One dimensional problems: General properties, Form of Green’s function, other ordinary conditions,
relation to integral equations, .................................................................................................................. 5
Solved Exercise.......................................................................................................................................... 7
Case 1: Finite initial and final boundary values given ........................................................................... 7
Case 2: Initial Boundary Condition give, But Final BC not give. .......................................................... 13
Case 3: Boundaries at infinity ............................................................................................................. 14
Solved Exercise........................................................................................................................................ 17
Tutorial Question .................................................................................................................................... 33
The Green’s function method is a powerful method to solve boundary value
problems and can be used not only for ordinary differential equations but also for
partial differential equations and integral equations.
. It is used as a convenient method for solving more complicated inhomogenous
differential equations. In physics, Green’s functions methods are used to describe a
wide variety of phenomena, ranging from the motion of complex mechanical
oscillators to the emission of sound waves from loudspeakers.

Green’s functions are named after the British mathematician George Green, who
developed the concept in the 1830s. Green’s function methods enable the solution of
a differential equation containing an inhomogeneous term (often called a source
term) to be related to an integral operator. It can be used to solve both partial and
exact differential equation. Green was the first person to create a mathematical
theory of electricity and magnetism and his theory formed the foundation for the
work of other scientists such as James Clerk Maxwell, William Thomson, and others.

Generally speaking, a Green's function is an integral kernel that can be used to


solve differential equations from a large number of families including simpler
examples such as ordinary differential equations with initial or boundary value
conditions, as well as more difficult examples such as inhomogeneous partial
differential equations (PDE) with boundary conditions. Important for a number of
reasons, Green's functions allow for visual interpretations of the actions associated
to a source of force or to a charge concentrated at a point (Qin 2014), thus making
them particularly useful in areas of applied mathematics. In particular, Green's
function methods are widely used in, e.g., physics, and engineering

Introduction:
Consider the differential equations
𝑑2 𝑦
=0
𝑑𝑥 2
This can be solved very easily and we will get the solutions as
𝑦 = 𝐴𝑥 + 𝐵
which is the equation for a straight line. The constants can be found if boundary
conditions are given. Similarly consider another homogeneous equation
𝑑2 𝑦
2
+ 𝑘2𝑦 = 0
𝑑𝑥
This can be solved to to get,
𝑦 = 𝐴 𝑠𝑖𝑛𝑘𝑥 + 𝐵𝑐𝑜𝑠𝑘𝑥
Thus there are simple techniques available to solve homogeneous equations. But if
we replace them with source terms like
𝑑2 𝑦
= ln 𝑥
𝑑𝑥 2
𝑑2 𝑦
2
+ 𝑘 2 𝑦 = 𝑡𝑎𝑛𝑥
𝑑𝑥
then the problem become difficult to solve. Before thinking of solving such
nonhomogeneous equations let us look at different types of differential operators

Sturmi Liouville operators


then the problem become difficult to solve. Before thinking of solving such
nonhomogeneous equations let us look at different types of differential operators
𝑑 𝑑𝑦
ℒ𝑦 = (𝑝(𝑥) ) + 𝑞 (𝑥)𝑦 = 0
𝑑𝑥 𝑑𝑥
For
𝑑2 𝑦
=0
𝑑𝑥 2
𝑝(𝑥) = 1 𝑎𝑛𝑑 𝑞(𝑥) = 0 and for
𝑑2 𝑦
+ 𝑘2𝑦 = 0
𝑑𝑥 2
𝑝(𝑥) = 1 and 𝑞(𝑥) = 𝑘 2 . Any differential operator can be changed in to SL operator
form.

Dirac delta function


While studying GF techniques we will encounter some properties of Dirac delta
function. They are

∫ 𝛿 (𝑥 − 𝑡 )𝑑𝑥 = 1
𝑎𝑙𝑙𝑠𝑝𝑎𝑐𝑒

∫ 𝛿 (𝑥 − 𝑡 )𝑓 (𝑡 )𝑑𝑡 = 𝑓 (𝑥)

Green Function Technique:


Suppose SL operator operating on a function y(x) gives as
ℒ𝑦 = 𝑓(𝑥)----(1)
which is a non homogeneous equation. To solve this NHE let us define
ℒ𝐺 (𝑥, 𝑡 ) = 𝛿 (𝑥 − 𝑡 )-----(2)
So that we can show that if we define 𝑦(𝑥) = ∫ 𝐺 (𝑥, 𝑡 )𝑓(𝑡 )𝑑𝑡 we will get Eqn (1).
The proof of this argument is given below
ℒ𝑦 = ℒ = ∫ 𝐺 (𝑥, 𝑡 )𝑓(𝑡 )𝑑𝑡
Interchanging intergral and differential
= ∫ ℒ𝐺 (𝑥, 𝑡 )𝑓(𝑡 )𝑑𝑡
Using the definition of Green’s function
= ∫ 𝛿 (𝑥 − 𝑡 )𝑓(𝑡 )𝑑𝑡
And using the property of Dirac delta function that ∫ 𝛿 (𝑥 − 𝑡 )𝑓(𝑡 )𝑑𝑡 = 𝑓(𝑥) we get
ℒ𝑦(𝑥) = 𝑓 (𝑥)
Definition:
Generally speaking, a Green’s function is an integral kernel that can be used to solve
differential equations from a large number of families including simpler examples
such as ordinary differential equations with initial or boundary value conditions, as
well as more difficult examples such as inhomogeneous partial differential
equations (PDE) with boundary conditions.

One dimensional problems: General properties, Form of Green’s


function, other ordinary conditions, relation to integral
equations,

So let us start with


ℒ𝐺 (𝑥, 𝑡 ) = 𝛿 (𝑥 − 𝑡 )
Taking the SL operator
𝑑 𝑑
(𝑝(𝑥) 𝐺 (𝑥, 𝑡 )) + 𝑞(𝑥)𝐺 (𝑥, 𝑡 ) = 𝛿(𝑥 − 𝑡
𝑑𝑥 𝑑𝑥

Integrating over x for a small interval 𝑡 − 𝜖 to 𝑡 + 𝜖


𝑡+𝜖 𝑡+𝜖 𝑡+𝜖
𝑑 𝑑
∫ (𝑝(𝑥) 𝐺 (𝑥, 𝑡 )) 𝑑𝑥 + ∫ 𝑞 (𝑥)𝐺 (𝑥, 𝑡 )𝑑𝑥 = ∫ 𝛿 (𝑥 − 𝑡 )𝑑𝑥
𝑡−𝜖 𝑑𝑥 𝑑𝑥 𝑡−𝜖 𝑡−𝜖

𝜖 is a small quantity. Hence RHS is q. Taking the second part as zero


𝑑𝐺 𝑑𝐺
𝑝 (𝑡 + 𝜖 ) − 𝑝 (𝑡 − 𝜖 ) =1
𝑑𝑥𝑡+𝜖 𝑑𝑥𝑡−𝜖
In the limit 𝜖 → 0
𝑑𝐺 𝑑𝐺
𝑝 (𝑡 ) − 𝑝 (𝑡 ) =1
𝑑𝑥𝑡+𝜖 𝑑𝑥𝑡−𝜖
𝑑𝐺 𝑑𝐺
𝑝 (𝑡 ) ( − )=1
𝑑𝑥𝑡+𝜖 𝑑𝑥𝑡−𝜖

𝑑𝐺 𝑑𝐺 1
− =
𝑑𝑥 𝑑𝑥 𝑝(𝑡 )
This property shows that the values of GF must be different for x less than t and x
greater than t. So label GF before t as 𝐺1 (𝑥, 𝑡) and GF after t as 𝐺2 (𝑥, 𝑡). We have
taken the second integral as zero which means that
𝐺2 (𝑥, 𝑡 + 𝜖) − 𝐺1 (𝑥, 𝑡 − 𝜖) = 0
AT 𝑥 = 𝑡 𝐺1 = 𝐺2 or Green functions is

1. Continous at boundary and


2. Derivatives of the Greens function is discontinuous

These are the two properties of one dimensional Green’s function.


For of Greens function
Next is to find 𝐺1 and 𝐺2 . Assume
𝐺1 (𝑥, 𝑡 ) = 𝐶1 𝑢1 (𝑥)
And
𝐺2 (𝑥, 𝑡 ) = 𝐶2 𝑢2 (𝑥)
Where 𝐶1 and 𝐶2 which are the functions of t are to be determined. The Greens
functions are determined using the two properties we got. The continuity of Greens
function demands that
𝐶2 𝑢2 (𝑡 ) − 𝐶1 𝑢1 (𝑡) = 0
Discontinuity of Greens function demands that
1
𝐶2 𝑢2′ (𝑡 ) − 𝐶1 𝑢1′ (𝑡) =
𝑝 (𝑡 )
Multiplying the first equation by 𝑢2′ (𝑡 ) and second by 𝑢1′ (𝑡 )
𝐶2 𝑢2′ (𝑡 ) 𝑢2 (𝑡 ) − 𝐶1 𝑢2′ (𝑡 ) 𝑢1 (𝑡 ) = 0
1
𝐶2 𝑢2′ (𝑡 )𝑢2 (𝑡 ) − 𝐶1 𝑢1′ (𝑡 )𝑢2 (𝑡) = − 𝑢 (𝑡 )
𝑝 (𝑡 ) 2
Subtraction gives
𝑢2 ( 𝑡 )
𝐶1 𝑢1′ (𝑡 ) 𝑢2 (𝑡) − 𝐶1 𝑢2′ (𝑡 ) 𝑢1 (𝑡) =
𝑝 (𝑡 )
𝑢2 ( 𝑡 )
𝐶1 (𝑢1′ (𝑡) 𝑢2 (𝑡 ) − 𝑢2′ (𝑡 ) 𝑢1 (𝑡 )) =
𝑝 (𝑡 )
If 𝑊 = 𝑢1 𝑢2′ − 𝑢2 𝑢1′ , ( is also called Wronskian ) Then
𝑢2 ( 𝑡 )
𝐶1 =
𝑊𝑝(𝑡 )
𝑢1 (𝑡 )
𝐶2 =
𝑊𝑝(𝑡 )
Hence
𝑢1 (𝑥)𝑢2 (𝑥)
𝐺1 (𝑥, 𝑡 ) =
𝑊𝑝(𝑡 )
𝑢1 (𝑥)𝑢2 (𝑥)
𝐺2 (𝑥, 𝑡 ) =
𝑊𝑝(𝑡 )
Then we get the solution as,
𝑡 𝑏
𝑦(𝑥) = ∫ 𝐺1 (𝑥, 𝑡 )𝑓 (𝑡 )𝑑𝑡 + ∫ 𝐺2 (𝑥, 𝑡 )𝑓(𝑡 )𝑑𝑡
𝑎 𝑡

Solved Exercise

Case 1: Finite initial and final boundary values given

𝒅𝟐
1. Derive the Green’s function for the operator with the boundary conditions y(0)
𝒅𝒙𝟐

= 0 and y(1) = 0.
Solution
Here it is given that
𝑑2
= 𝑓 (𝑥 )
𝑑𝑥 2
For the homogenous equation
𝑑2
=0
𝑑𝑥 2
𝑑 𝑑𝑦 𝑑𝑦
= 0, =constant. Integrating
𝑑𝑥 𝑑𝑥 𝑑𝑥

𝑦 = 𝐴𝑥 + 𝐵
First Boundary condition implies
𝑦(0) = 0 ⇒ 𝐵 = 0 𝑢1 (𝑥) = 𝐴𝑥 , 𝑢1 (𝑡 ) = 𝐴𝑡, 𝑢1′ (𝑥) = 𝐴.
Second Boundary condition implies
𝑦(1) = 0 ⇒ 0 = 𝐴 + 𝐵 , 𝐵 = −𝐴, 𝑢2 (𝑥) = 𝐴𝑥 − 𝐴, 𝑢2 (𝐴) = 𝐴𝑡 − 𝐴, 𝑢2′ (𝑥) = 𝐴
Then Wronskian,
𝑊 = 𝑢1 (𝑡 )𝑢2′ (𝑡 ) − 𝑢1′ (𝑡 )𝑢2 (𝑡) = 𝐴2
For 𝑥 < 𝑡
𝑢1 (𝑥)𝑢2 (𝑡 )
𝐺1 (𝑥, 𝑡 ) =
𝐴
𝐺1 (𝑥, 𝑡 ) = 𝑥 (𝑡 − 1)
For 𝑥 > 𝑡
𝑢2 (𝑥)𝑢1 (𝑡 )
𝐺2 (𝑥, 𝑡 ) =
𝐴
𝐺2 (𝑥, 𝑡 ) = 𝑡(𝑥 − 1)

𝒅𝟐
2. Derive the Green’s function for the operator with the boundary conditions y(0)
𝒅𝒙𝟐

= 0 and y(a) = 0.
Solution Here it is given that
𝑑2
=0
𝑑𝑥 2
𝑦 = 𝐴𝑥 + 𝐵
𝑦 (0) = 0 ⇒
𝐵=0
𝑢1 (𝑥) = 𝐴𝑥
𝑢1 (𝑡 ) = 𝐴𝑡
𝑢1′ (𝑥) = 𝐴

𝑦 (𝑎 ) = 0 ⇒
0 = 𝐴𝑎 + 𝐵
𝐵 = −𝐴𝑎
𝑢2 (𝑥) = 𝐴𝑥 − 𝐴𝑎
𝑢2 (𝑡 ) = 𝐴𝑡 − 𝐴𝑎
𝑢2′ (𝑥) = 𝐴
Then Wronskian,
𝑊 = 𝑢1 (𝑡 )𝑢2′ (𝑡 ) − 𝑢1′ (𝑡 )𝑢2 (𝑡)
= 𝐴1 𝑥𝐴2 − 𝐴1 ( 𝐴2 𝑥 − 𝐴2 𝑎 )
= 𝐴1 𝐴2 𝑥 − 𝐴1 𝐴2 𝑥 + 𝐴1 𝐴2 𝑎
𝑊 = 𝐴2 𝑎
For 𝑥 < 𝑡
𝑢1 (𝑥)𝑢2 (𝑡 )
𝐺1 (𝑥, 𝑡 ) =
𝑊𝑝(𝑡)
𝑥 (𝑡 − 1)
𝐺1 (𝑥, 𝑡 ) =
𝑎
For 𝑥 > 𝑡
𝑢2 (𝑥)𝑢1 (𝑡 )
𝐺2 (𝑥, 𝑡 ) =
𝑊𝑝(𝑡)
𝑡 (𝑥 − 1)
𝐺2 (𝑥, 𝑡 ) =
𝑎

𝒅𝟐
3. Derive the Green’s function for the operator with the boundary conditions y(0)
𝒅𝒙𝟐

= 0 and y’(a) = 0.
Solution Here it is given that
𝑑2
=0
𝑑𝑥 2
It’s Solution is,
𝑦 = 𝐴𝑥 + 𝐵
The First BC gives 𝑦(0) = 0 implies 0 = 𝐴 × 0 + 𝐵 and hence 𝐵 = 0
𝑢1 (𝑥) = 𝐴𝑥
𝑢1 (𝑡 ) = 𝐴𝑡
𝑢1′ (𝑥) = 𝐴
The second BC gives 𝑦(𝑎) = 0 implies
𝐴=0
𝑢2 ( 𝑥 ) = 𝐵
𝑢2 ( 𝑡 ) = 𝐵
𝑢2′ (𝑥) = 0
Then Wronskian,
𝑊 = 𝑢1 (𝑡 )𝑢2′ (𝑡 ) − 𝑢1′ (𝑡 )𝑢2 (𝑡)
= −𝐴𝐵
For 𝑥 < 𝑡
𝑢1 (𝑥)𝑢2 (𝑡 )
𝐺1 (𝑥, 𝑡 ) =
𝑊𝑝(𝑡)
𝐺1 (𝑥, 𝑡 ) = −𝑥
For 𝑥 > 𝑡
𝑢2 (𝑥)𝑢1 (𝑡 )
𝐺2 (𝑥, 𝑡 ) =
𝑊𝑝(𝑡)
𝐺2 (𝑥, 𝑡 ) = −𝑡
4. 4. Obtain the Green’s function for the operator d 2 dx2 corresponding to the
boundary conditions 𝒚(𝟎) = 𝟎; 𝒚′ (𝟏) = 𝟎
Answer:
Solution is same as in the above problem with same answer
𝒅𝟐 𝒚
5. Deduce Green’s function of the operator ( 𝒅𝒙𝟐 + 𝒌𝟐 ) with boundary condition
𝒚(𝟎) = 𝟎, 𝒚(𝑳) = 𝟎
𝒅𝟐 𝒚
+ 𝒌𝟐 = 𝒇(𝒙)
𝒅𝒙𝟐
It’s solution is
𝑦 = 𝐴𝑠𝑖𝑛𝑘𝑥 + 𝐵𝑐𝑜𝑠𝑘𝑥
𝑢1 (𝑥) is defined as the value of 𝑦 at applying first boundary condition and 𝑢2 (𝑥) is
defined as the value of 𝑦 at applying second boundary condition
𝑦 (0) = 0 ⇒
𝐵=0
𝑢1 (𝑥) = 𝐴𝑠𝑖𝑛𝑘𝑥
𝑢1 (𝑡 ) = 𝐴𝑠𝑖𝑛𝑘𝑡
𝑢1′ (𝑥) = 𝐴𝑐𝑜𝑠𝑘𝑥
Similary 𝑦(𝐿) = 0 ⇒
0 = 𝐴𝑠𝑖𝑛𝑘𝐿 + 𝐵𝑐𝑜𝑠𝑘𝐿
𝐴𝑠𝑖𝑛𝑘𝐿
𝐵=−
𝑐𝑜𝑠𝑘𝐿
𝑎2 𝑐𝑜𝑠𝑘𝐿 𝑠𝑖𝑛𝑘𝑥𝑐𝑜𝑠𝑘𝐿 − 𝑠𝑖𝑛𝑘𝐿𝑐𝑜𝑠𝑘𝑥
𝑢2 (𝑥) = 𝐴𝑠𝑖𝑛𝑘𝑥 − = 𝐴( )
𝑐𝑜𝑠𝑘𝐿 𝑐𝑜𝑠𝑘𝐿
𝑠𝑖𝑛𝑘 (𝑥 − 𝐿)
𝑢2 ( 𝑥 ) = 𝐴
𝑐𝑜𝑠𝑘𝐿
𝑠𝑖𝑛𝑘 (𝑡 − 𝐿)
𝑢2 ( 𝑡 ) = 𝐴
𝑐𝑜𝑠𝑘𝐿
𝑘𝑐𝑜𝑠𝑘(𝑥 − 𝐿)
𝑢′2 (𝑡 ) = 𝐴
𝑐𝑜𝑠𝑘𝐿

𝐴2 𝑘
Then Wronskian 𝑊 = (𝑠𝑖𝑛𝑘𝐿),
𝑐𝑜𝑠𝑘𝐿

For 𝑥 < 𝑡
𝑠𝑖𝑛𝑘𝑥𝑠𝑖𝑛𝑘(𝑡 − 𝐿)
𝐺1 (𝑥, 𝑡 ) =
𝑘𝑠𝑖𝑛𝑘𝐿
For 𝑥 > 𝑡
𝑠𝑖𝑛𝑘(𝑥 − 𝐿)𝑠𝑖𝑛𝑘𝑡
𝐺2 (𝑥, 𝑡 ) =
𝑘𝑠𝑖𝑛𝑘𝐿

6. Find an appropriate Green’s function for 𝒚" + 𝟏/𝟒𝒚 = 𝒇(𝒙) with boundary
condition 𝒚(𝟎) = 𝒚(𝝅) = 𝟎
𝑑2 𝑦 1
+ 𝑦=0
𝑑𝑥 2 4
𝑑2 𝑦 1 2
+( ) 𝑦=0
𝑑𝑥 2 2
So it’s solution is
1 1
𝑦 = 𝐴 sin ( ) 𝑥 + 𝐵𝑐𝑜𝑠 ( ) 𝑥
2 2
𝑦 (0) = 0 ⇒
𝐵=0
1
𝑢1 (𝑥) = 𝐴 sin ( ) 𝑥
2
1
𝑢1 (𝑡 ) = 𝐴 sin ( ) 𝑡
2
1 1
𝑢1′ (𝑥) = 𝐴𝑐𝑜𝑠 𝑥
2 2
Similary 𝑦(𝜋) = 0 ⇒
𝐴=0
1
𝑢2 (𝑥) = 𝐵𝑐𝑜𝑠 𝑥
2
1
𝑢2 (𝑡 ) = 𝐵𝑐𝑜𝑠 𝑡
2
1 1
𝑢′2 (𝑡 ) = − 𝐵𝑠𝑖𝑛 𝑥
2 2

Then Wronskian
𝑊 = 𝑢1 𝑢2′ − 𝑢1′ 𝑢2
𝐴𝐵
𝑊= −
2
For 𝑥 < 𝑡
1 1
𝐺1 (𝑥, 𝑡 ) = −2 sin ( ) 𝑥𝑐𝑜𝑠 ( ) 𝑡
2 2
For 𝑥 > 𝑡
1 1
𝐺2 (𝑥, 𝑡 ) = −2 cos ( ) 𝑥𝑠𝑖𝑛 ( ) 𝑡
2 2

Case 2: Initial Boundary Condition give, But Final BC not give.

𝒅𝟐
1. Derive the Green’s function for the differential equation = 𝟎 with boundary
𝒅𝒙𝟐

conditions 𝒚 (𝟎) = 𝟎 = 𝒚′ (𝟎)


Solution:
𝑑2
=0
𝑑𝑥 2
It’s Solution is,
𝑦 = 𝐴𝑥 + 𝐵
𝑦 (0) = 0 ⇒
𝐵=0
Then 𝑢1 (𝑥) = 𝐴𝑥 , 𝑢1 (𝑡 ) = 𝐴𝑡 , 𝑢1′ (𝑥) = 𝐴.
𝑦 ′ (0) = 0 ⇒
𝑢2 ( 𝑥 ) = 𝐴
𝑢2 ( 𝑡 ) = 𝐴
𝑢1′ (𝑥) = 0
Then Wronskian 𝑊 = −𝐴2
For 𝑥 < 𝑡
𝐺1 (𝑥, 𝑡 ) = −𝑥
For 𝑥 > 𝑡
𝐺2 (𝑥, 𝑡 ) = −𝑡
Case 3: Boundaries at infinity

𝒅𝟐 𝒚
1. Find the Greens function for − 𝒌𝟐 𝒚 = 𝒇(𝒙) ; 𝒚(±∞) = 𝟎
𝒅𝒙𝟐

It’s solution is
𝑦 = 𝐴𝑒 𝑘𝑥 + 𝐵𝑒 −𝑘𝑥
Then, first boundary condition 𝑦(+∞) = 0 ⇒
0 = 𝐴𝑒 ∞ + 𝐵𝑒 ∞
𝐴𝑒 ∞ = 0, 𝐴 = 0. So 𝑢1 (𝑥) = 𝐵𝑒 −𝑘𝑥 , 𝑢1 (𝑡 ) = 𝐵𝑒 −𝑘𝑡 , 𝑢1′ (𝑡 ) = −𝑘𝐵𝑒 −𝑘𝑡 . Second
boundary condition
𝑦(−∞) = 0 ⇒
0 = 𝐴𝑒 −∞ + 𝐵𝑒 −∞
0 = 0 + 𝐵𝑒 +∞
𝐵𝑒 +∞ = 0
𝐵=0
So 𝑢2 (𝑥) = 𝐴𝑒 𝑘𝑥 , 𝑢2 (𝑡 ) = 𝐴𝑒 𝑘𝑡 , 𝑢2′ (𝑡 ) = 𝑘𝐴𝑒 𝑘𝑡 . Then Wronskian, 𝑊 = 2𝑘𝐴𝐵
For 𝑥 < 𝑡
𝑒 𝑘(𝑡−𝑥)
𝐺1 (𝑥, 𝑡 ) =
2𝑘
For 𝑥 > 𝑡
𝑒 𝑘(𝑥−𝑡)
𝐺2 (𝑥, 𝑡 ) = −
2𝑘

Green Functions for Poission’s Equation

We’ve by definitions
ℒ𝑦(𝑥) = 𝑓 (𝑥)
ℒ𝐺 (𝑥, 𝑡 ) = 𝛿 (𝑥 − 𝑡 )
𝑦(𝑥) = ∫ 𝐺 (𝑥, 𝑡 )𝑓(𝑡 )𝑑𝑡
Poisson’s equation says
𝜌
∇2 𝜙 = −
𝜀0
∇2 𝐺 = 𝛿(𝑟⃗⃗⃗1 − ⃗⃗⃗
𝑟2 )
Then we get using definitions
𝜌(𝑟1 ) 3
𝜙(𝑟⃗⃗⃗2 ) = ∫ 𝐺 (⃗⃗⃗ 𝑟2 )
𝑟1 , ⃗⃗⃗ 𝑑 𝑟1
𝜀0
But from electrodynamics we know
𝜌(𝑟1 )𝑑 3 𝑟1
𝜙(𝑟⃗⃗⃗2 ) = ∫
4𝜋𝜀0 |𝑟⃗⃗⃗2 − ⃗⃗⃗
𝑟1 |
Comparing we get,
1
𝐺 (⃗⃗⃗ 𝑟2 ) =
𝑟1 , ⃗⃗⃗
4𝜋|𝑟⃗⃗⃗2 − ⃗⃗⃗
𝑟1 |
This is the Green’s Function for Poisson’s equation.

Green’s Functions as Series of Eigen functions

Readers are requested to read the chapter on Sturm Liouville operator in Arfkan 7th
Edition before reading this section. Let
ℒ𝜙𝑛 (𝑥) = 𝜆𝑛 𝜙𝑛 (𝑥)
Where 𝜙𝑛 (𝑥) is the eigen function and 𝜆𝑛 is the eigen value. Usually we have
ℒ𝑦(𝑥) = 𝑓 (𝑥)
and the solution is always written in terms of Greens function. Here we assume
Greens function in terms of eigen functions.

𝐺 (𝑥, 𝑡 ) = ∑ 𝑐𝑛 (𝑡 )𝜙𝑛 (𝑥)


𝑛

Where 𝜙𝑛 (𝑥) are orthogonal eigen functions and 𝑐𝑛 (𝑡) is unknown which is to be
found out.
ℒ𝐺 (𝑥, 𝑡 ) = 𝛿 (𝑥 − 𝑡 )
Substituting

ℒ ∑ 𝑐𝑛 (𝑡 )𝜙𝑛 (𝑥) = ∑ 𝑐𝑛 (𝑡 )ℒ𝜙𝑛 (𝑥)


𝑛 𝑛

𝛿 (𝑥 − 𝑡 ) = ∑ 𝑐𝑛 (𝑡 )𝜆𝑛 𝜙𝑛 (𝑥)
𝑛

Multiplying with 𝜙𝑚 (𝑥) and integrate over x
∗ ∗
∫ 𝜙𝑚 (𝑥)𝛿 (𝑥 − 𝑡 )dt = ∑ 𝑐𝑛 (𝑡 )𝜆𝑛 ∫ 𝜙𝑚 (𝑥)𝜙𝑛 (𝑥)dx
𝑛


𝜙𝑚 (𝑥) = ∑ 𝑐𝑛 (𝑡 )𝜆𝑛 𝛿𝑚𝑛
𝑛

𝜙𝑚 (𝑥) = 𝑐𝑚 (𝑡 )𝜆𝑚
Thus,
∗ ( )
𝜙𝑚 𝑥
𝑐𝑚 (𝑡 ) =
𝜆𝑚
Or,
𝜙𝑛∗ (𝑥)
𝑐𝑛 (𝑡 ) =
𝜆𝑛
Then
𝜙𝑛∗ (𝑥)𝜙𝑛 (𝑥)
𝐺 (𝑥, 𝑡 ) = ∑
𝜆𝑛
𝑛

This is the eigen function expansion of Green’s function.

Importance of Green’s Funciton


Green’s function provides a convinent method to solve differential equations of
inhomogenous type with boundary conditions and differential equations.
It converts partial differential equation into integral eqauation
Physically Green function is the solution of Problem for unit point source at which
differential equation becomes inhomogenous.
Solved Exercise

1. Find the expression of Green’s function for,


𝑳𝒖(𝒙) − 𝝀𝒖(𝒙) = 𝒇(𝒙)----(1)
Over a domain 𝛀 with u(x) subject to inhomogenous boundary condition. Here 𝑳 is a
Hermitian operator and 𝝀 is a constant.
Let 𝐺 (𝑥, 𝑥 ′ ) be a Green’s function
Then,
𝐿𝐺 (𝑥, 𝑥 ′ ) − 𝜆𝐺 (𝑥, 𝑥 ′ ) = 𝛿 (𝑥 − 𝑥 ′ ) − − − − − − − (2)
The solution of Eqn (2) will be,
𝐺 (𝑥, 𝑥 ′ ) = ∑𝑛 𝑔𝑛 𝑢𝑛 (𝑥)-----(3)
Whwere 𝑢𝑛 (𝑥) is normalized eigen functions of L with respect to eigen value 𝜆𝑛
𝐿𝑢𝑛 (𝑥) = 𝜆𝑛 𝑢𝑛 (𝑥)-------(4)
∗ ( )
And ∫Ω 𝑢𝑚 𝑥 𝑢𝑛 (𝑥)𝑑 3 (𝑥) = 𝛿𝑚𝑛 ----------(5)
Using Eqn (3) and Eqn (4) in Eqn (1) we get

∑(𝜆𝑛 − 𝜆)𝑔𝑛 𝑢𝑛 (𝑥) = 𝛿 (𝑥 − 𝑥 ′ )


𝑛
∗ ( )
Multiply by 𝑢𝑚 𝑥 and integrating over entire region Ω, we get,
∗ ( )
∑(𝜆𝑛 − 𝜆)𝑔𝑛 ∫ 𝑢𝑚 𝑥 𝑢𝑛 (𝑥)𝑑 3 (𝑥) = ∫ 𝑢𝑚
∗ ( ) (
𝑥′ 𝛿 𝑥 − 𝑥 ′ )𝑑3 (𝑥)
𝑛 Ω Ω

∗ ( )
𝑜𝑟, ∑(𝜆𝑛 − 𝜆)𝑔𝑛 𝛿𝑚𝑛 = 𝑢𝑚 𝑥′
𝑛
∗ ( )
𝑜𝑟, 𝑔𝑚 (𝜆𝑚 − 𝜆) = 𝑢𝑚 𝑥′
∗ ( )
𝑢𝑚 𝑥′
𝑔𝑚 =
( 𝜆𝑚 − 𝜆 )
𝑢𝑛∗ (𝑥 ′)
∴ 𝑔𝑛 =
( 𝜆𝑛 − 𝜆 )
Using this value in Eqn (3), we get
𝑢𝑛∗ (𝑥 ′)𝑢𝑛 (𝑥)
𝐺(𝑥 , ⃗⃗⃗
𝑥′) = ∑
( 𝜆𝑛 − 𝜆 )
𝑛

This is required Green’s function.

Solution of given inhomogenous equation is,

𝑢𝑛 (𝑥 ) = ∫ 𝐺(𝑥 , ⃗⃗⃗
𝑥 ′ )𝑓(𝑥 ′ )𝑑 3 𝑥′
Ω

Note:
1) Green’s function (G.F) converts differential equation into integral equation
2) If 𝐿𝑢(𝑥) = 𝑓 (𝑥) i.e 𝜆 = 0, then G.F will be of the form
𝑢𝑛 (𝑥)𝑢𝑛∗ (𝜉 )
𝐺 (𝑥, 𝜉 ) = ∑
𝜆𝑛
𝑛

The solution of Such equations will be of the form as


𝐿𝑢 (𝑥) = 𝑓 (𝑥)
𝑢(𝑥) = 𝐿−1 {𝑓(𝑥)}
∴ 𝑢(𝑥) = ∫Ω 𝐺 (𝑥, 𝜉 )𝑓 (𝜉 )𝑑 2 𝜉 -----------(7)
Where,
𝑢𝑛 (𝑥)𝑢𝑛∗ (𝜉 )
𝐺 (𝑥, 𝜉 ) = ∑
𝜆𝑛
𝑛

⇒ Unless otherwise stated the eigen value of L is not equal to zero


⇒ “0” is not considered as eigen value of "𝐿"
This equation exist iff
(𝑖) 𝜆𝑛 ≠ 0, ∀𝑛

(𝑖𝑖) 𝜆𝑚 ≠ 0, ∀𝑚 𝑠𝑢𝑐ℎ 𝑡ℎ𝑎𝑡 ∫ 𝑢𝑛∗ 𝑓(𝜉 )𝑑𝜉 = 0

G.F ( Green Function ) Can be made by three ways:


i) By using dirac delta function
ii) By using variational Parameter
iii) By using eigen values

Certain Properties of Green’s function


1)
i) It follows the symmetry relation
𝐺 (𝑥, 𝑥 ′ ) = [ 𝐺 (𝑥 ′ , 𝑥)]∗
ii) It follows the principle of reciprocity
If one knows the information of x, we can find the information of 𝑥′ and vice-versa
𝑥 → 𝑥′, 𝑥′ → 𝑥
2. Any kind of inhomogenous equation can be solved by using Greens function
technique.
3. Any complex function can be represented by dirac delta functions. 𝑓 (𝑥 ) =
𝛿 (𝑥 − 𝑥 ′ ), such that 𝛿 (𝑥 − 𝑥 ′ ) = 0 for 𝑥 = 𝑥 ′
4. Any 2nd order differential equations, Green’s function is continuous upto (𝑛 − 2)𝑡ℎ
order derivative but has a finite jump for (𝑛 − 1 )𝑡ℎ order derivative at 𝑥 = 𝑥 ′ .

Proof:
Consider an ordinary differential equation of order n.
𝑑𝑛 𝑦 𝑑𝑦
i.e 𝑎𝑛 (𝑥) + ⋯ … … … . +𝑎1 (𝑥) + 𝑎0 𝑦 = 𝑓 (𝑥) − − − − − − − (1)
𝑑𝑥 𝑛 𝑑𝑥

let 𝐺 (𝑥, 𝑥 ′ ) be a Green function then,


𝑑𝑛 𝐺 𝑑𝐺
𝑎𝑛 (𝑥) + ⋯ … … … . +𝑎1 (𝑥) + 𝑎0 𝐺 = 𝛿(𝑥 − 𝑥0 )------(2)
𝑑𝑥 𝑛 𝑑𝑥

Integrating with respect to x and Taking limit 𝜀 → 0


𝑛
𝑥 ′ +𝜀 𝑥 +𝜀′
𝑎𝑚 (𝑥)𝑑 𝑚 𝐺 (𝑥, 𝑥 ′ )
lim ∑ ∫ = lim ∫ 𝛿 (𝑥 − 𝑥 ′ )𝑑𝑥
𝜀→0 ′ 𝑑𝑥 𝑚 𝜀→0 𝑥 ′ −𝜀
𝑚=0 𝑥 −𝜀
𝑛
𝑥 ′ +𝜀
𝑑 𝑚 𝐺 (𝑥, 𝑥 ′ )
lim ∑ ∫ 𝑎𝑚 (𝑥) 𝑑𝑥 = 1 − − − − − − − (3)
𝜀→0 ′ 𝑑𝑥 𝑚
𝑚=0 𝑥 −𝜀
𝑑𝑚 𝐺(𝑥,𝑥 ′ )
Since is continuous for 𝑚 = 0, 1, … . , 𝑛 − 1
𝑑𝑥 𝑚

Integrating by parts of Eqn (3), we get,


𝑥 ′ +𝜀
𝑑 𝑚 𝐺 (𝑥, 𝑥 ′ )
lim ∫ 𝑑𝑥 = 0 𝑓𝑜𝑟 𝑚 = 0, 1, … . 𝑛 − 1
𝜀→0 𝑥 ′ −𝜀 𝑑𝑥 𝑚
Thus we have,
𝑥 ′ +𝜀
𝑑 𝑛 𝐺 (𝑥, 𝑥 ′ )
lim ∫ 𝑎𝑛 (𝑥) 𝑑𝑥 = 1
𝜀→0 𝑥 ′ −𝜀 𝑑𝑥 𝑛
𝑥 ′ +𝜀
𝑥 +𝜀 ′
𝑑 𝑛−1 𝐺 (𝑥, 𝑥 ′ ) ′
𝑑 𝑛−1 𝐺 (𝑥, 𝑥 ′ )
lim [𝑎𝑛 (𝑥) ] − lim ∫ 𝑎 𝑛 (𝑥 ) 𝑑𝑥 = 1 [∴ 𝑓𝑟𝑜𝑚 (4)]
𝜀→0 𝑑𝑥 𝑛−1 ′
𝑥 −𝜀
𝜀→0 𝑥 ′ −𝜀
⏟ 𝑑𝑥 𝑛−1

=0
𝑥 ′ +𝜀
𝑑 𝑛−1 1
lim [ 𝑛−1 𝐺 (𝑥, 𝑥 ′ )] =
𝜀→0 𝑑𝑥
𝑥 ′ −𝜀
𝑎𝑛 (𝑥′)
𝑑𝑛−1 𝐺 1
Thus, has discontinuity equal to at 𝑥 = 𝑥′
𝑑𝑥 𝑛 𝑎𝑛 (𝑥′)

Problem Solving Technique


Type I: 𝒚′ + 𝝀𝒚 = 𝟎
Procedure
i) Check the equation: Find out the 𝜆
ii) Write down probable solution
𝑦(𝑥) = 𝐴𝑒 √𝜆𝑥 + 𝐵𝑒 −√𝜆𝑥 𝑓𝑜𝑟 ( 𝜆 < 0)
𝑦(𝑥) = 𝐴𝑒 √𝜆𝑥 + 𝐵𝑒 √𝜆𝑥 𝑓𝑜𝑟 ( 𝜆 > 0)
iiii) Find the value of A and B using Boundary condition. Also calculate 𝜆𝑛
iv) Now, find out 𝜓𝑛 (𝑥) and normalize it
v) Write down the Green Functions
𝑦𝑛 (𝑥)𝑦𝑛∗ (𝜉 )
𝐺 (𝑥, 𝜉 ) = ∑ 𝑖𝑓 𝜆 ≠ 0
𝜆𝑛 − 𝜆
𝑛
𝑏
Note: If 𝑓 (𝑥) is given , 𝑦(𝑥) = ∫𝑎 𝐺 (𝑥, 𝜉 )𝑓(𝜉 )𝑑𝜉

Important Question
1) Calculate the green function of the problem
𝒅𝟐 𝒖 𝒘
+ 𝒌𝟐 𝒖 = 𝟎 𝒇𝒐𝒓 𝒖(𝟎) = 𝟎 , 𝒌=√
𝒅𝒙𝟐 𝒄
a) When 𝒌𝟐 = −𝝀 (−𝒗𝒆)
b) When 𝒌𝟐 = +𝝀 ( +𝒗𝒆 )
Solution:
a) For 𝒌𝟐 = −𝝀
The above equation will be of the form,
𝑑2 𝑢
− 𝜆𝑢 = 0
𝑑𝑥 2
𝑑2 𝑢 2
𝑜𝑟, + (√−𝜆) 𝑢 = 0 − − − − − −(1)
𝑑𝑥 2

This is 2nd ordered differential equation which has the solution of type,
𝑢(𝑥) = 𝐴𝑒 √−𝜆𝑥 + 𝐵𝑒 −√−𝜆𝑥 − − − − − −(2)
Now, using Boundary condition 𝑢(0) = 0, we get

𝐴𝑒 √−𝜆.0 + 𝐵𝑒 −√−𝜆.0 = 0
⇒ 𝐴 + 𝐵=0
⇒ 𝐴 = −𝐵
∴ 𝑢(𝑥) = 𝐴(𝑒 √−𝜆𝑥 − 𝑒 −√−𝜆𝑥 )
Again,
Using Boundary condition 𝑢(𝑙) = 0, we get

𝐴 (𝑒 √𝜆𝑥 − 𝑒 −√−𝜆𝑥 ) = 0

For The non-trivial solution, A should not be zero, 𝜆 ≠ 0


𝑒 √𝜆𝑙 − 𝑒 −√−𝜆𝑙 = 0
𝑒 √𝜆𝑙 −𝑒 −√−𝜆𝑙
2𝑖 ( ) = 0, [ 𝑝𝑢𝑡𝑡𝑖𝑛𝑔 √−𝜆 = √𝑖 2 𝜆
2𝑖

2𝑖𝑠𝑖𝑛√𝜆𝑙 = 0
𝑠𝑖𝑛√𝜆𝑙 = sin 𝑛𝜋 , 𝑛 = 1, 2, 3 … . .
√𝜆𝑙 = 𝑛𝑝𝑖
𝑛2 𝜋 2
𝜆𝑛 = 2
𝑙
𝑛𝜋
∴ 𝑢𝑛 (𝑥) = 2𝑖𝐴𝑠𝑖𝑛 ( )𝑥
𝑙
Now, To find the value of A, normalizing,
𝑙
∫ |𝑢𝑛 (𝑥)|2 𝑑𝑥 = 1
0
𝑙
𝑛𝜋
𝑜𝑟, (2𝑖). (−2𝑖) ∫ |𝐴|2 sin2 ( ) 𝑥𝑑𝑥 = 1
0 𝑙
|2 𝑙
4|𝐴 𝑛𝜋
∫ [1 + 𝑐𝑜𝑠2 ( ) 𝑥] 𝑑𝑥 = 1
2 0 𝑙
4|𝐴|2
.𝑙 = 1
2
1
𝐴=
√2𝑙

2 𝑛𝜋
∴ 𝑢𝑛 (𝑥) = 2𝑖 √ sin ( ) 𝑥
𝑙 𝑥

Hence, Green function will be,


𝑢𝑛 (𝑥)𝑢𝑛∗ (𝑥′)
𝐺 (𝑥, 𝑥′) = ∑
𝜆𝑛 − 𝜆
𝑛

2 𝑛𝜋𝑥 𝑛𝜋𝑥′
(2𝑖)(2𝑖) sin ( ) sin ( )
𝑙 𝑙 𝑙
= ∑
𝑛𝜋 2
𝑛 ( ) + 𝑘2
𝑙
8 𝑛𝜋𝑥 𝑛𝜋𝑥 ′ 2
− . sin ( ) . sin ( ).𝑙
𝑙 𝑙 𝑙
= ∑
𝑛2 𝜋 2 + 𝑘 2
𝑛

𝑛𝜋𝑥 𝑛𝜋𝑥 ′
∴ 𝐺 (𝑥, 𝑥′) = ∑ −8𝑙 . sin ( ) . sin ( )
𝑙 𝑙
𝑛

When 𝜆 < 0, i.e 𝑘 2 = −𝜆


Which is the required solution.
b) Case II
𝑑2 𝑢
+ 𝜆𝑦 = 0 − − − − − (1) Since (𝑘 2 = 𝜆)
𝑑𝑥 2

𝑑2 𝑢 2
𝑜𝑟, + (√𝜆) 𝑦=0
𝑑𝑥 2
The above 2nd ordered differential equation has a solution of type,
𝑢(𝑥) = 𝐴𝑠𝑖𝑛√𝜆𝑥 + 𝐵𝑐𝑜𝑠√𝜆𝑥 − − − − − (2)
Now, using Boundary condition, 𝑢(0) = 0
⇒ 𝐴𝑠𝑖𝑛√𝜆. 0 + 𝐵𝑐𝑜𝑠√𝜆. 0 = 0
⇒𝐵=0
And againa Using B.C, 𝑢(𝑙) = 0
𝑢(𝑙) = 𝐴𝑠𝑖𝑛√𝜆. 𝑙 = 0
For non-trivial solution, 𝐴 ≠ 0
∴ 𝑠𝑖𝑛√𝜆. 𝑙 = 𝑠𝑖𝑛𝑛𝜋 = 0
𝜆𝑛 = 𝑛2 𝜋 2 /𝑙2
𝑛𝜋
∴ 𝑢𝑛 (𝑥) = 𝐴𝑠𝑖𝑛 ( ) 𝑥 − − − − − (3)
𝑙
2
On normalizing Eqn(3) , we get the value of 𝐴 = √
𝑙

2
On normalizing Eqn (3) we get the value of 𝐴 = √
𝑙

2 𝑛𝜋
∴ 𝑢𝑛 (𝑥) = √ 𝑠𝑖𝑛 ( ) 𝑥
𝑙 𝑙
Hence, Green function will be,
𝑛𝜋 𝑛𝜋
2 sin ( ) 𝑥 . sin ( ) 𝜉
𝐺 (𝑥, 𝜉 ) = ∑ 𝑙 𝑙 𝑓𝑜𝑟 𝜉 > 0
𝑛 2𝜋 2
𝑙 2
𝑛 −𝑘
𝑙2
𝑛𝜋 𝑛𝜋
sin ( ) 𝑥 . sin ( ) 𝜉
= −8𝑙 ∑ 𝑙 𝑙 𝑓𝑜𝑟 𝜉 < 0
𝑛2 𝜋 2 2
𝑛 +𝑘
𝑙2

Green Function Technique


Find Green Funciton Technique using dirac Delta Function
𝑦"(𝑥) = −𝑓(𝑥)
Type III ⇒

𝑦"(𝑥) + 𝜆𝑦(𝑥) = 𝑓(𝑥)


Type IV ⇒

𝑚2
𝑥𝑦"(𝑥) + 𝑦′(𝑥) − 𝑦(𝑥)
Type V ⇒ 𝑥

Procedure:
 Write 𝑦(𝑥) = 𝐺 (𝑥, 𝜉 ) and 𝑓 (𝑥) = 𝛿 (𝑥 − 𝜉 )
 Solve it for 𝑥 ≠ 𝜉, such that 𝛿 (𝑥 − 𝜉 ) = 0
 Write down 2nd ordered Differential equation of it’s solution. The solution will
be of the form,
𝐴𝑥 + 𝐵 0 ≤ 𝑥 ≤ 𝜉
1) 𝐺 (𝑥, 𝜉 ) = {
𝐶𝑥 + 𝐷 𝜉 < 𝑥 ≤ 1
2) 𝐺 (𝑥, 𝜉 ) = 𝐴𝑠𝑖𝑛𝑥 + 𝐵𝑐𝑜𝑠𝑥 0≤𝑥≤𝜉
= 𝐶𝑠𝑖𝑛𝑥 + 𝐷𝑐𝑜𝑠𝑥 𝜉<𝑥≤1
3) 𝐺 (𝑥, 𝜉 ) = 𝐴𝑥 𝑚 + 𝐵𝑥 −𝑚 0≤𝑥≤𝜉
= 𝐶𝑥 𝑚 + 𝐷𝑥 −𝑚 𝜉<𝑥≤1
 Use Boundary condition to find out 𝐴, 𝐵, 𝐶 and 𝐷. Write down Green function
( New )
 Use continuous Property of Green Function [ 𝐺2 (𝑥, 𝜉 ) = = 𝐺1 (𝑥, 𝜉 ) ]𝑥=𝜉
 Use discontinuity property or jumping property
′(𝑥,𝜉) ′(𝑥,𝜉) 1
𝐺2 − 𝐺1 = |
𝑝(𝑥) 𝑥=𝜉

Where 𝑝(𝑥) is calculated through SLP


𝑑 𝑑
𝐿= [𝑝(𝑥) ] + 𝑞 (𝑥 )
𝑑𝑥 𝑑𝑥
 Finally found out the value of constant coefficient which give Green’s function
 Solve the equation as
1 𝑥=𝜉 1
 𝑦(𝑥) = ∫0 𝐺(𝑥, 𝜉)𝑓 (𝜉 )𝑑𝜉 = ∫0 𝐺 (𝑥, 𝜉 )𝑓 (𝜉 )𝑑𝜉 + ∫𝑥=𝜉 𝐺 (𝑥, 𝜉 )𝑓(𝜉 )𝑑𝜉

Solved Question:
1. Calculate the Ground Funciton for 𝒚"(𝒙) = −𝒇(𝒙) with Boundary condition
𝒚(𝟎) = 𝟎 𝒂𝒏𝒅 𝒚′ (𝟏) = 𝟎; Using Dirac delta function.
Solve it for
a) 𝒇(𝒙) = 𝒙𝟐 b) 𝒇(𝒙) = 𝒔𝒊𝒏𝝅𝒙 c) 𝒇(𝒙) = 𝒄𝒐𝒔𝝅𝒙
Solution:
The given equation is,
𝑦"(𝑥) = −𝑓(𝑥) − − − −(𝑖)
Or −𝑦"(𝑥) = 𝑓(𝑥) − − − − − (𝑖𝑖)
And 𝑦(0) = 𝑦(1) = 0
Let 𝐺 (𝑥, 𝜉 ) be the required green’s function. Then
−𝐺"(𝑥, 𝜉 ) = 𝛿(𝑥, 𝜉) -------(iii)
For 𝑥 ≠ 𝜉, R.H.S is zero and Eqn(3) reduces to
−𝐺"(𝑥, 𝜉 ) = 0
⇒ 𝐺"(𝑥, 𝜉 ) = 0
Which is 2nd ordered differential equation having solution
𝐴𝑥 + 𝐵 0 ≤ 𝑥 ≤ 𝜉
1) 𝐺 (𝑥, 𝜉 ) = { − − − − − − − (4)
𝐶𝑥 + 𝐷 𝜉 < 𝑥 ≤ 1
Now, Using Boundary condition,
𝐺 (0, 𝜉 ) = 𝐴. 0 + 𝐵 = 0
⇒𝐵 =0
Again, 𝐺 (1, 𝜉 ) = 𝐶. 1 + 𝐷 = 0
⇒ 𝐶 = −𝐷
𝐴𝑥 0 ≤ 𝑥 ≤ 𝜉
∴ 𝐺 (𝑥, 𝜉 ) = {
𝐷(1 − 𝑥) 𝜉 < 𝑥 ≤ 1
Now, using Continuous equation we have,
𝐴𝜉 𝜉
𝐷 (1 − 𝜉 ) = = 𝐴( )
1−𝜉 1−𝜉
vi) Using Jumping Property
Here
𝑝(𝑥) = 1
−𝐷 − 𝐴 = −1
𝐷+𝐴=1
⇒𝐷 =1−𝐴
𝐴𝜉 𝐴𝜉
𝐷= 𝑎𝑛𝑑 𝜉 =
1−𝜉 1−𝜉
𝐷(1 − 𝜉)
=𝐴
𝜉
𝜉 − 𝐷(1 − 𝜉)
𝐷=
𝜉
𝐷𝜉 = 𝜉 − 𝐷(1 − 𝜉)
𝐷 = +𝜉
Here required Green function will be,
𝐺 (𝑥, 𝜉 ) = 𝑥(1 − 𝜉) 0≤𝑥≤𝜉
= 𝜉(1 − 𝑥) 𝜉<𝑥≤1
a) 𝒇(𝒙) = 𝒙𝟐
The solution of given equation for 𝑓 (𝑥) = 𝑥 2 is,
1
𝑦(𝑥) = ∫ 𝐺(𝑥, 𝜉)𝑓(𝜉 )𝑑𝜉
0
𝑥=𝜉 1
𝑦 (𝑥 ) = ∫ 𝐺(𝑥, 𝜉)𝜉 2 𝑑𝜉 + ∫ 𝐺(𝑥, 𝜉)𝜉 2 𝑑𝜉
0 𝑥=𝜉
𝑥=𝜉 1
= ∫ 𝜉(1 − 𝑥) 𝜉 𝑑𝜉 + ∫ 𝑥(1 − 𝜉) 𝜉 2 𝑑𝜉
2
0 𝑥=𝜉

𝑥=𝜉 1 1
𝜉4 𝜉3 𝜉4
(
= 1−𝑥 ) | +𝑥 | −𝑥 |
4 0 3 𝑥=𝜉 4 𝑥=𝜉

𝑥4  x5  𝑥 𝑥4 𝑥  x5 
= −  + − −  
4
 4  3 3 4
 4 

3𝑥 4 − 4𝑥 4 − 3𝑥 + 4𝑥 𝑥 − 𝑥 4 𝑥 (1 − 𝑥 3 )
= = =
12 12 12
b) 𝒇(𝒙) = 𝒔𝒊𝒏𝝅𝒙
Solution:
The solution of given equation for 𝑓 (𝑥) = 𝑠𝑖𝑛𝜋𝑥 is,
1
𝑦(𝑥) = ∫ 𝐺(𝑥, 𝜉)𝑓(𝜉)𝑑𝜉
0
𝑥=𝜉 1
𝑦 (𝑥 ) = ∫ 𝐺(𝑥, 𝜉)𝑓(𝜉)𝑑𝜉 + ∫ 𝐺(𝑥, 𝜉)𝑓(𝜉)𝑑𝜉
0 𝑥=𝜉
𝑥=𝜉 1
𝑦 (𝑥 ) = ∫ 𝜉 (1 − 𝑥)𝑠𝑖𝑛𝜋 𝜉𝑑𝜉 + ∫ 𝑥 (1 − 𝜉 ) 𝑠𝑖𝑛𝜋𝜉𝑑𝜉
0 𝑥=𝜉
𝑥=𝜉 1
= ∫ 𝜉𝑠𝑖𝑛𝜋 𝜉𝑑𝜉 + ∫ (1 − 𝜉 ) 𝑠𝑖𝑛𝜋𝜉𝑑𝜉
0 𝑥=𝜉

𝑐𝑜𝑠𝜋𝜉 𝑥=𝜉 𝑥=𝜉


𝑐𝑜𝑠𝜋𝜉 𝑐𝑜𝑠𝜋𝜉 1
= [ 𝜉 (− )| +∫ 𝑑𝜉 ] + 𝑥 ( )
𝜋 0 0 𝜋 𝜋 𝑥=𝜉
𝑐𝑜𝑠𝜋𝜉 1 1
𝑐𝑜𝑠𝜋𝜉
− 𝑥 [ 𝜉 (− )| +∫ 𝑑𝜉 ]
𝜋 𝑥=𝜉 𝑥=𝜉 𝜋
𝑥𝑐𝑜𝑠𝜋𝑥 𝑠𝑖𝑛𝜋𝑥 𝑐𝑜𝑠𝜋 𝑐𝑜𝑠𝜋𝑥
= (1 − 𝑥 ) [ − + 0 ] + (1 − 𝑥 ) [ + 0 ] + 𝑥 (− ) − 𝑥 (− )
𝜋 𝜋2 𝜋 𝜋
𝑐𝑜𝑠𝜋 𝑥𝑐𝑜𝑠𝜋𝑥 𝑠𝑖𝑛𝜋 𝑠𝑖𝑛𝜋𝑥
− 𝑥 [− + + 2 − ]
𝜋 𝜋 𝜋 𝜋2
x cos  x cos  x sin  x x sin  x
  x2  
   2 2

cos  x cos  x x cos  cos  x sin  x sin  x


x    x2 x 2 
     2
𝑠𝑖𝑛𝜋𝑥 𝑠𝑖𝑛𝜋
= 2
−𝑥
𝜋 𝜋2
𝑠𝑖𝑛𝜋𝑥
=
𝜋2
𝑠𝑖𝑛𝜋
∴ 𝑦 (𝑥 ) =
𝜋2

𝒅𝟐 𝒖
2. Using Green’s function method, Solve + 𝒚 = 𝒄𝒐𝒔𝒆𝒄𝒙 subject to the boundary
𝒅𝒙𝟐

conditions,
𝒚(𝟎) = 𝒚(𝝅/𝟐) = 𝟎
Given Equation is,
𝑑2 𝑢
+ 𝑦 = 𝑐𝑜𝑠𝑒𝑐𝑥 − − − − − (1)
𝑑𝑥 2
𝑑 2 𝐺(𝑥, 𝑥 ′ )
2
+ 𝐺 (𝑥, 𝑥 ′ ) = 𝛿 (𝑥 − 𝑥 ′ ) − − − − − (2)
𝑑𝑥
Where 𝐺 (𝑥, 𝑥 ′ ) be the required Green’s function
For 𝑥 = 𝑥′, R.H.S is zero and Eqn (2) reduces to homogenous equation,
𝑑2 𝐺(𝑥,𝑥 ′ )
+ 𝐺 (𝑥, 𝑥 ′ ) = 0 which has a solution of type,
𝑑𝑥 2

𝐺 (𝑥, 𝑥′) = 𝐴𝑠𝑖𝑛𝑥 + 𝐵𝑐𝑜𝑠𝑥 0 ≤ 𝑥 ≤ 𝑥′


= 𝐶𝑠𝑖𝑛𝑥 + 𝐷𝑐𝑜𝑠𝑥 𝑥′ < 𝑥 ≤ 𝜋/2
Now, Applying boundary condition at 𝑦(0) = 0,
𝐺 (0, 𝑥 ′ ) = 𝐴𝑠𝑖𝑛. 0 + 𝐵𝑐𝑜𝑠. 0 = 0 ⇒ 𝐵 = 0
And applying boundary condition at 𝑦(𝜋/2) = 0
𝜋 𝜋
𝐺 (𝜋/2, 𝑥 ′ ) = 𝐶 sin + 0 cos = 0
2 2
⇒𝐶=0
Hence We have,
𝐺 (𝑥, 𝜉 ) = 𝐴𝑠𝑖𝑛𝑥 0 ≤ 𝑥 ≤ 𝑥′
= 𝐷𝑐𝑜𝑠𝑥 𝑥′ < 𝑥 ≤ 𝜋/2
Now, 𝐺 (𝑥, 𝑥′) is continuous at 𝑥 = 𝑥′, so,
𝐴𝑠𝑖𝑛𝑥 ′ = 𝐷𝑐𝑜𝑠𝑥 ′
⇒ 𝐷 = 𝐴𝑡𝑎𝑛𝑥 ′
Since degree of differential equation is 2, 1st order derivative of G has discontinuity
1
equal to = 1 at 𝑥 = 𝑥 ′
𝑝(𝑥)

′ 𝑑 𝑑𝑦
𝑑𝐺 𝑥 +𝜀 [∴ [𝑝(𝑥) ] + [𝑞(𝑥) + 𝜆𝑤(𝑥)]𝑦 = 0
| =1 𝑑𝑥 𝑑𝑥
𝑑𝑥 𝑥′−𝜀
𝑑 2 𝑦 (𝑥 )
𝑑𝐺 𝑑𝐺 + 𝑦 = 𝑐𝑜𝑠𝑒𝑐𝑥
| − | =1 𝑑𝑥 2
𝑑𝑥 𝑥>𝑥′ 𝑑𝑥 𝑥<𝑥′
𝑆𝑜 𝑝=1]

−𝐷𝑠𝑖𝑛𝑥 ′ − 𝐴𝑐𝑜𝑠𝑥 ′ = 1 [∴ 𝑑 (𝑐𝑜𝑠𝜃 ) = −𝑠𝑖𝑛𝜃𝑑𝜃 ]


−𝐴𝑡𝑎𝑛𝑥 ′ 𝑠𝑖𝑛𝑥 ′ − 𝐴𝑐𝑜𝑠𝑥 ′ = 1 [∴ 𝑑 (𝑠𝑖𝑛𝜃) = 𝑐𝑜𝑠𝜃𝑑𝜃 ]

sin2 𝑥 ′
⇒ 𝐴[ + 𝑐𝑜𝑠𝑥 ′ ] = −1
𝑐𝑜𝑠𝑥 ′
⇒ [sin2 𝑥 ′ + cos2 𝑥 ′ ] = −𝑐𝑜𝑠𝑥′
⇒ 𝐴 = −𝑐𝑜𝑠𝑥′
∴ 0 = −𝑐𝑜𝑠𝑥 ′ . 𝑡𝑎𝑛𝑥 ′ = −𝑠𝑖𝑛𝑥′
Hence the required Green’s function is,
−𝑐𝑜𝑠𝑥′𝑠𝑖𝑛𝑥 0 ≤ 𝑥 ≤ 𝑥′
𝐺 (𝑥, 𝜉 ) = { 𝜋
−𝑠𝑖𝑛𝑥′𝑐𝑜𝑠𝑥 𝑥′ < 𝑥 ≤
2
Then, the general solution of given equation is,
𝜋
2
𝑦(𝑥) = ∫ 𝐺 (𝑥, 𝑥 ′ )𝑓(𝑥 ′ )𝑑𝑥′
0
𝑥=𝑥′ 𝜋/2
𝑦 (𝑥 ) = ∫ 𝐺 (𝑥, 𝑥 ′ )𝑐𝑜𝑠𝑒𝑐𝑥′𝑑𝑥′ + ∫ 𝐺 (𝑥, 𝑥 ′ )𝑐𝑜𝑠𝑒𝑐𝑥′𝑑𝑥′
0 𝑥=𝑥′
𝑥=𝑥′ 𝜋/2
= ∫ −𝑠𝑖𝑛𝑥 ′ 𝑐𝑜𝑠𝑥𝑐𝑜𝑠𝑒𝑐𝑥′𝑑𝑥′ + ∫ 𝑐𝑜𝑠𝑥 ′ 𝑠𝑖𝑛𝑥 𝑐𝑜𝑠𝑒𝑐𝑥′𝑑𝑥′
0 𝑥=𝑥′
𝑥=𝑥 ′ 𝜋/2
= −∫ 𝑐𝑜𝑠𝑥 𝑑𝑥 ′ − ∫ 𝑠𝑖𝑛𝑥. 𝑐𝑜𝑡𝑥′𝑑𝑥′
0 𝑥=𝑥′
′ 𝜋/2
= −𝑐𝑜𝑠𝑥[𝑥 ′ ]0𝑥=𝑥 − 𝑠𝑖𝑛𝑥 [𝑙𝑛𝑠𝑖𝑛𝑥′]𝑥=𝑥′ [ ∴ ∫ 𝑐𝑜𝑡𝑥 = 𝑙𝑛𝑠𝑖𝑛𝑥]
= −𝑥𝑐𝑜𝑠𝑥 − 𝑠𝑖𝑛𝑥 [ 𝑙𝑛𝑠𝑖𝑛(𝜋/2) − 𝑙𝑛𝑠𝑖𝑛𝑥 ]
𝑠𝑖𝑛(𝜋/2)
= 𝑥𝑐𝑜𝑠𝑥 − 𝑠𝑖𝑛𝑥 [ln ( )]
𝑠𝑖𝑛𝑥
1
= −𝑥𝑐𝑜𝑠𝑥 − 𝑠𝑖𝑛𝑥 ln ( )
𝑠𝑖𝑛𝑥
= 𝑥𝑐𝑜𝑠𝑥 − 𝑠𝑖𝑛𝑥 ln(𝑐𝑜𝑠𝑒𝑐𝑥 )
∴ 𝑦(𝑥) = −𝑥𝑐𝑜𝑠𝑥 + 𝑠𝑖𝑛𝑥 ln 𝑠𝑖𝑛𝑥
Which is required solution.

3. Calculate the Green function of Bessel’s equation


𝒎𝟐
𝒙𝒚" + 𝒚′(𝒙) − 𝒚(𝒙) = 𝟎
𝒙
With Boundary condition 𝒚(𝟎) = 𝒚(𝟏) = 𝟎
And solve it for 𝒇(𝒙) = 𝒙𝟐 𝒂𝒏𝒅 𝒎 = 𝟑
Solution
The given equation will be of the form,
𝑑 𝑑𝑦 𝑚2
(𝑥 ) − 𝑦(𝑥) = 0 − − − − − (1)
𝑑𝑥 𝑑𝑥 𝑥
𝑑 𝑑𝑦 𝑚2
− (𝑥 )+ 𝑦 (𝑥 ) = 0
𝑑𝑥 𝑑𝑥 𝑥
While comparing it with Sturm Liouville Differential equation, we get 𝑝(𝑥) = −𝑥
Now using Green function in Eqn (1) then,
𝑚2
𝑥𝐺"(𝑥, 𝜉) + 𝐺′(𝑥, 𝜉) − 𝐺(𝑥, 𝜉) = 0 − − − − − −(𝑖)
𝑥
Such type of equation is Bessel’s equation which has a solution of type, 𝑦1 (𝑥) =
𝑥 𝑚 𝑎𝑛𝑑 𝑦2 (𝑥) = 𝑥 −𝑚
Hence G.F will be ,
𝐺 (𝑥, 𝜉 ) = 𝐴𝑥 𝑚 + 𝐵𝑥 −𝑚 0≤𝑥≤𝜉
= 𝐶𝑥 𝑚 + 𝐷𝑥 −𝑚 𝜉<𝑥≤1
Now, Applying Boundary Condition at 𝐺 (0, 𝜉 ) = 𝑦(0),
We get 𝐴𝑥 0 + 𝐵𝑥 −0 = 0 which forces 𝐵 = 0
and
𝐺 (1 , 𝜉 ) = 𝐶 + 𝐷 = 0 ⇒ 𝑐 = −𝐷
Hence Green’s function will be of the form,
= 𝐴𝑥 𝑚 + 𝐵𝑥 −𝑚 0≤𝑥≤𝜉
𝐺 (𝑥, 𝜉 ) } − − − −(5)
= 𝐶(𝑥 𝑚 + 𝑥 −𝑚 ) 𝜉<𝑥≤1

Now, From the equation of continuity,


𝐺2 (𝑥, 𝜉 )|𝑥=𝜉 = 𝐺1 (𝑥, 𝜉 )|𝑥=𝜉
(𝑥 𝑚 − 𝑥 −𝑚 ) 𝑥=𝜉 𝑚+2 𝑥𝑚 1
𝑓 (𝑥 ) = ∫ 𝜉 𝑑𝜉 − ∫ (𝜉 𝑚 − 𝜉 3𝑚 ) 𝑑𝜉
2𝑚 0 2𝑚 𝑥=𝜉
𝑥=𝜉 1
−(𝑥 𝑚 − 𝑥 −𝑚 ) 𝜉 𝑚+3 𝑥 𝑚 𝜉 𝑚+1 𝜉 3𝑚+1
( )
𝑓 𝑥 = | − [ − ]
2𝑚 𝑚+3 0 2𝑚 𝑚 + 1 3𝑚 + 1 𝑥=𝜉

−(𝑥 𝑚 − 𝑥 −𝑚 ) 𝑥 𝑚+3 𝑥 𝑚 (1)𝑚+1 (1)3𝑚+1 𝑥 𝑚+1 𝑥 3𝑚+1


= . − [ − − + ]
2𝑚 𝑚 + 3 2𝑚 𝑚 + 1 3𝑚 + 1 𝑚 + 1 3𝑚 + 1
For 𝑚 = 3
𝑥 3 − 𝑥 −3 𝑥 6 𝑥 3 1 1 𝑥 4 𝑥 10
𝑓 (𝑥 ) = [ × ]− [ − − + ]
6 6 6 4 10 4 10
𝑥 9 − 𝑥 3 𝑥 3 𝑥 3 𝑥 7 𝑥 13
=[ − + + − ]
36 24 60 24 24
𝑥 9 − 𝑥 3 𝑥 7 − 𝑥 3 𝑥 9 − 𝑥 13
=[ − + ]
36 24 60
𝑥 6 − 1 𝑥 4 − 1 1 − 𝑥 10
3
=𝑥 [ − + ]
36 24 60
10𝑥 6 − 10 + 15𝑥 4 − 15 + 6 − 6𝑥 10
= 𝑥3 [ ]
360
10𝑥 6 + 15𝑥 4 − 6𝑥 10 − 19
3
𝑓(𝑥) = 𝑥 [ ]
360
Which is the required solution.

a) Solve it for 𝒇(𝒙) = 𝒙𝟐 and m = 3, we have


1
𝑓 (𝑥) = ∫ 𝐺 (𝑥, 𝜉 )𝑓 (𝜉 )𝐷𝜉
0
𝑥=𝜉 1
−𝜉 𝑚 𝑚 𝜉𝑚
𝑓 (𝑥 ) = ∫ (𝑥 − 𝑥 −𝑚 )𝜉 2 𝑑𝜉 + ∫ − (1 − 𝜉 −2𝑚 )𝑥 𝑚 𝑑𝜉
0 2𝑚 𝑥=𝜉 2𝑚
𝐶 (𝜉 𝑚 − 𝜉 −𝑚 ) = 𝐴𝜉 𝑚
⇒ 𝐴 = 𝐶 [ 1 − 𝜉 −2𝑚 ]
And Using Jumping Property at 𝑥 = 𝜉, we have
′(𝑥,𝜉) ′(𝑥,𝜉) 1
[ 𝐺2 − 𝐺1 ] = |
𝑥=𝜉 𝑝(𝑥) 𝑥=𝜉
1
𝐶 [𝑚𝜉 𝑚−1 + 𝑚𝜉 −𝑚−1 ] − 𝐶 [ 1 − 𝜉 −2𝑚 ]𝑚𝜉 𝑚−1 = −
𝜉
1
𝐶 [2𝑚𝜉 𝑚−1 ] = −
𝜉
1 𝜉𝑚
⇒𝐶= − =−
2𝑚𝜉1−𝑚−1 2𝑚
And Hence Green Function will be,
𝜉𝑚
− (1 − 𝜉 −2𝑚 )𝑥 𝑚 0≤𝑥≤𝜉
𝐺 (𝑥, 𝜉 ) = { 2𝑚𝑚
𝜉
− (𝑥 𝑚 − 𝑥 −𝑚 ) 𝜉<𝑥≤1
2𝑚
Which is required solution.

Tutorial Question

1) Calculate the green’s function for 𝒚"(𝒙) = −𝒇(𝒙) with the following initial conditions

q) 𝒚(𝟎) = 𝒚′ (𝟏) = 𝟎 and solve it for 𝒂) 𝒇(𝒙) = 𝒙𝟐 and b) 𝒇(𝒙) = 𝒄𝒐𝒔𝝅𝒙

Solution: Here

Given:

𝑦"(𝑥) = −𝑓(𝑥) − − − − − (𝑖)

And 𝑦(0) = 𝑦 ′ (1) = 0 are given initial condition.

Let 𝐺(𝑥, 𝜉) be the required green’s function. Then,

−𝐺"(𝑥, 𝜉) = 𝛿(𝑥 − 𝜉) − − − −(2)

For 𝑥 ≠ 𝜉, R.H.S is zero and equation (2) reduces to

−𝐺"(𝑥, 𝜉) = 0 ⇒ 𝐺(𝑥, 𝜉) = 0

Which is a 2nd ordered differential equation having solution

𝐴𝑥 + 𝐵 0 ≤ 𝑥 ≤ 𝜉
𝐺(𝑥, 𝜉) = } − − − − − (3)
𝐶𝑥 + 𝐷 𝜉 < 𝑥 ≤ 1

Now, Applying Boundary conditions at 𝑦(0) = 0

𝐺(𝑥, 0) = 𝐴. 0 + 𝐵 = 0

⇒𝐵=0

And 𝑦 ′ (1) = 0
𝐺( 1 , 𝜉) = 0

⇒𝐶=0

Hence,

𝐴𝑥 0 ≤ 𝑥 ≤ 𝜉
𝐺(𝑥, 𝜉) = } − − − −(4)
𝐷 𝜉<𝑥≤1

Now (iii) 𝐺(𝑥, 𝜉) is continuous at 𝑥 = 𝜉 , so

𝐴𝜉 = 𝐷 − − − −(5)
1
and Since differential equation is 2nd ordered, the 1st derivative of G has discontinuity equal to 𝑝(𝑥) = −1

𝐺′(𝑥, 𝜉)|𝜉+𝜀 − 𝐺 ′ (𝑥, 𝜉)|𝜉−𝜀 = −1

𝑜𝑟, 0 − 𝐴 = −1 ⇒ 𝐴 = 1 − − − −(6)

So Eqn (5) becomes,

1. 𝜉 = 𝐷 ⇒ 𝐷 = 𝜉 − − − −(7)

Hence the required green’s function wil be,

𝑥 0≤𝑥≤𝜉
𝐺(𝑥, 𝜉) =
𝜉 𝜉<𝑥≤1

a) 𝒇(𝒙) = 𝒙𝟐

The general solution of given equation for 𝑓(𝑥) = 𝑥 2 is,


1
𝑦(𝑥) = ∫ 𝐺(𝑥, 𝜉) 𝑓(𝜉)𝑑𝜉
0

𝑥=𝜉 1
𝑦(𝑥) = ∫ 𝐺(𝑥, 𝜉) 𝑓(𝜉)𝑑𝜉 + ∫ 𝐺(𝑥, 𝜉) 𝑓(𝜉)𝑑𝜉
0 𝑥=𝜉

𝑥=𝜉 1
=∫ 𝜉. 𝜉 2 𝑑𝜉 + ∫ 𝑥. 𝜉 2 𝑓(𝜉)𝑑𝜉
0 𝑥=𝜉

𝑥=𝜉 1
𝜉4 𝜉3
= | + 𝑥. |
4 0 4 𝑥=𝜉

𝑥4 𝑥 𝑥3 4𝑥 − 𝑥 4
= + − .𝑥 =
4 3 3 12

Which is required solution


b) Solve 𝒇(𝒙) = 𝐜𝐨𝐬 𝝅𝒙

Solution,

The solution of it will be,


1
𝑦(𝑥) = ∫ 𝐺(𝑥, 𝜉) 𝑓(𝜉)𝑑𝜉
0

𝑥=𝜉 1
𝑦(𝑥) = ∫ 𝐺(𝑥, 𝜉) 𝑐𝑜𝑠𝜉. 𝑑𝜉 + ∫ 𝐺(𝑥, 𝜉) 𝑐𝑜𝑠𝜉𝑑𝜉
0 𝑥=𝜉

𝑥=𝜉 1
=∫ 𝐺(𝑥, 𝜉) 𝑐𝑜𝑠𝜋𝜉. 𝑑𝜉 + ∫ 𝐺(𝑥, 𝜉) 𝑐𝑜𝑠𝜋𝜋𝜉𝑑𝜉
⏟0 ⏟𝑥=𝜉
𝜉<𝑥 𝜉>𝑥

𝑥=𝜉 1
=∫ 𝜉. 𝑐𝑜𝑠𝜋𝜉. 𝑑𝜉 + ∫ 𝑥. 𝑐𝑜𝑠𝜋𝜋𝜉𝑑𝜉
0 𝑥=𝜉

𝑠𝑖𝑛𝜋 𝑥=𝜉 𝑥=𝜉


𝑠𝑖𝑛𝜋𝜉 1
= 𝜉. | − ∫ 𝑑𝜉 + 𝑥 ∫ 𝑐𝑜𝑠𝜋𝜉𝑑𝜉
𝜋 0 0 𝜋 𝑥=𝜉

𝑠𝑖𝑛𝜋 1 𝑥=𝜉 𝑠𝑖𝑛𝜋𝜉 1


= 𝑥. + 2 𝑐𝑜𝑠𝜋𝜉|0 + 𝑥. |
𝜋 𝜋 𝜋 𝑥

x sin  x 1 x sin  .1 x sin  x


= + ( 𝑐𝑜𝑠𝜋𝑥 − 𝑐𝑜𝑠𝜋. 0) + 
 𝜋2
 
0

1
∴ 𝑦 (𝑥) = ( −1 + 𝑐𝑜𝑠𝜋𝑥)
𝜋2

Which is a required solution.

2. 𝒚′ (𝟎) = 𝒚(𝟏) = 𝟎

a) 𝒇(𝒙) = 𝒙𝟐 𝒂𝒏𝒅 𝒃) 𝒇(𝒙) = 𝒄𝒐𝒔𝝅𝒙

The given equation is, −𝑦"(𝑥) = 𝑓(𝑥) − − − − − (1) [ 𝐻𝑒𝑟𝑒 𝑝(𝑥) = 1 ]

Let 𝐺(𝑥, 𝜉) be the required green’s function. Then,

−𝐺"(𝑥, 𝜉) = 𝛿(𝑥 − 𝜉) − − − −(2)


For 𝑥 ≠ 𝜉, R.H.S is zero and equation (2) reduces to

−𝐺"(𝑥, 𝜉) = 0 ⇒ 𝐺"(𝑥, 𝜉) = 0

Which is a 2nd ordered differential equation having solution

𝐴𝑥 + 𝐵 0 ≤ 𝑥 ≤ 𝜉
𝐺(𝑥, 𝜉) = } − − − − − (3)
𝐶𝑥 + 𝐷 𝜉 < 𝑥 ≤ 1

Now, Applying Boundary conditions at 𝑦′(0) = 0

𝐺′(0, 𝜉) = 0

⇒𝐴+0=0

⇒𝐴=0

And 𝐺(1, 𝜉) = 0

⇒ 𝐶 . 1 + 𝐷 ⇒ 𝐶 = −𝐷

𝐵 0≤𝑥≤𝜉
∴ 𝐺(𝑥, 𝜉) = } − − − −(4)
𝐷(1 − 𝑥) 𝜉 < 𝑥 ≤ 1

Since Green Function is continuous at 𝑥 = 𝜉 , so

𝐺2 (𝑥, 𝜉)|𝑥=𝜉 − 𝐺1 (𝑥, 𝜉)|𝑥=𝜉 = −1

𝑜𝑟, 𝐷( 1 − 𝜉) = 𝐵 − − − − − (5)

And Using Jump Discontinuity condition we get,

1 1
𝐺′2 (𝑥, 𝜉)|𝑥=𝜉+ − 𝐺 ′1 (𝑥, 𝜉)|𝑥=𝜉− = =
𝑝(𝑥) −1

= −𝐷 − 0 = −1

⇒𝐷=1

Hence from Eqn (5)

1(1−𝜉) =𝐵

⇒𝐵 =1− 𝜉

Hence Eqn (4) becomes

1−𝜉 0≤𝑥≤𝜉
𝐺(𝑥, 𝜉) = } − − − −(6)
1−𝑥 𝜉<𝑥≤1

Which is required Green Function


a) 𝒇(𝒙) = 𝒙𝟐

The solution of given equation for 𝑓(𝑥) = 𝑥 2 is,


1
𝑦(𝑥) = ∫ 𝐺(𝑥, 𝜉) 𝑓(𝜉)𝑑𝜉
0

𝑥=𝜉 1
𝑦(𝑥) = ∫ (1 − 𝑥) 𝜉 2 𝑑𝜉 + ∫ (1 − 𝑥) 𝜉 2 𝑑𝜉
0 𝑥=𝜉

𝑥=𝜉 1
𝜉3 𝜉3 𝜉4
= (1 − 𝑥) [ ] +[ − ]
3 0 3 3 𝑥=𝜉

𝑥3 1 1 𝑥3 𝑥4
= (1 − 𝑥) + − − +
3 3 4 3 4

𝑥3 𝑥4 1 1 𝑥3 𝑥4
= − + − − +
3 3 3 4 3 4

1 𝑥4 1 − 𝑥4
= + =
12 12 12

1 − 𝑥4
∴ 𝑦(𝑥) =
12

Which is required solution

b) 𝒇(𝒙) = 𝒄𝒐𝒔𝝅𝒙

Hence,

The solution of it will be,


1
𝑦(𝑥) = ∫ 𝐺(𝑥, 𝜉) 𝑓(𝜉)𝑑𝜉
0

𝑥=𝜉 1
𝑦(𝑥) = ∫ (1 − 𝑥) 𝑐𝑜𝑠𝜉. 𝑑𝜉 + ∫ (1 − 𝜉) 𝑐𝑜𝑠𝜋𝜉𝑑𝜉
0 𝑥=𝜉

𝑠𝑖𝑛𝜋𝜉 𝑥=𝜉 𝑠𝑖𝑛𝜋𝜉 1 1 1


= (1 − 𝑥). | + (1 − 𝜉). | + ∫ 𝑠𝑖𝑛𝜋𝜉𝑑𝜉
𝜋 0 𝜋 𝑥=𝜉 𝜋 𝑥=𝜉

1
1−𝑥 𝑠𝑖𝑛𝜋𝜉 1
= . 𝑠𝑖𝑛𝜋𝑥 + 0 − (1 − 𝑥) + [ 𝑐𝑜𝑠𝜋𝜉]
𝜋 𝜋 𝜋 𝑥=𝜉

1
∴ 𝑦 (𝑥) = [𝑐𝑜𝑠𝜋𝜉 + 1]
𝜋2
Which is req. Solution.

3) Calculate the G.F for 𝒚”(𝒕) + 𝒚(𝒕) = 𝒇(𝒕) subjected to initial conditions 𝒚(𝟎) = 𝒚′ (𝟎) = 𝟎

Solve this 𝒕 > 𝟎 given 𝒇(𝒕) = 𝒆−𝒕

Solution

Here,

The given differential eqution is

𝑦”(𝑡) + 𝑘𝑦(𝑡) = 𝑓(𝑡) − − − −(1)

Let 𝐺(𝑡, 𝑡0 ) be the Green’s function then,

𝐺"(𝑡, 𝑡0 ) + 𝑘𝐺(𝑡, 𝑡0 ) = 𝛿(𝑥 − 𝑥0 ) − − − (2)

Solving for 𝑡 ≠ 𝑡0 , we get

−𝐺"(𝑥, 𝜉) = 0 ⇒ 𝐺"(𝑥, 𝜉) = 0

Which is a 2nd ordered differential equation having solution

𝐴𝑠𝑖𝑛√𝑘𝑡 + 𝐵𝑐𝑜𝑠√𝑘𝑡 0 ≤ 𝑡 ≤ 𝑡0
𝐺(𝑡, 𝑡0 ) = } − − − − − (3)
𝐶𝑠𝑖𝑛√𝑘𝑡 + 𝐷𝑐𝑜𝑠√𝑘𝑡 𝑡0 < 𝑡 ≤ 1

Now Using Boundary Condition,

1) 𝐺(0, 𝑡0 ) = 0

𝐴𝑠𝑖𝑛√𝑘. 0 + 𝐵𝑐𝑜𝑠√𝑘. 0 = 0

⇒𝐵=0

And (ii) 𝐺 ′ (0, 𝑡0 ) = 0

√𝑘𝐴 𝑐𝑜𝑠√𝑘. 0 = 0

⇒𝐴=0

∴ 𝐺 ′ (0, 𝑡0 ) = 0

0 0 ≤ 𝑡 ≤ 𝑡0
𝐺(𝑡, 𝑡0 ) = } − − − −(4)
𝐶𝑠𝑖𝑛√𝑘𝑡 + 𝐷𝑐𝑜𝑠√𝑘𝑡 𝑡0 < 𝑡 ≤ 1

Now Using Continuity condition,


𝐺2 (𝑡, 𝑡0 )|𝑡=𝑡0 = 𝐺1 (𝑡, 𝑡0 )|𝑡=𝑡0

⇒ 𝐶𝑠𝑖𝑛√𝑘𝑡0 + 𝐷𝑐𝑜𝑠√𝑘𝑡0 = 0

⇒ 𝐷 = −𝐶𝑡𝑎𝑛√𝑘𝑡0 -----(5)

Now, Using Jump condition,

1
𝐺′2 (𝑡, 𝑡0 )|𝑡=𝑡0 +𝜀 − 𝐺 ′1 (𝑡, 𝑡0 )|𝑡=𝑡0 −𝜀 = =1
𝑝(𝑥)

𝑜𝑟, 𝐶√𝑘𝑐𝑜𝑠√𝑘𝑡0 − 𝐷√𝑘𝑠𝑖𝑛√𝑘𝑡0 = 1 − − − −(6)

Using Eqn (5) and Eqn (6)

𝑠𝑖𝑛√𝑘𝑡0
𝐶√𝑘𝑐𝑜𝑠√𝑘𝑡0 + 𝐶√𝑘 𝑠𝑖𝑛√𝑘𝑡0 = 1
𝑐𝑜𝑠√𝑘𝑡0

𝐶√𝑘
=1
𝑐𝑜𝑠√𝑘𝑡0

𝐶√𝑘 = 𝑐𝑜𝑠√𝑘𝑡0

𝑐𝑜𝑠√𝑘𝑡0
𝐶= − − − (7)
√𝑘

−𝑠𝑖𝑛√𝑘𝑡0
∴ 𝐷= − − − (8)
√𝑘

Hence Substituting Eqn (7) and Eqn (8) in Eqn (4) , We get

0
𝐺(𝑡, 𝑡0 ) = {𝑠𝑖𝑛√𝑘𝑡𝑐𝑜𝑠√𝑘𝑡0 −𝑐𝑜𝑠√𝑘𝑡𝑠𝑖𝑛√𝑘𝑡0
+
√𝑘 √𝑘
0 0 ≤ 𝑡 ≤ 𝑡0
∴ 𝐺(𝑡, 𝑡0 ) = {𝑠𝑖𝑛√𝑘(𝑡 − 𝑡0 )
𝑡0 < 𝑡 ≤ 1
√𝑘

Which is required green’s function

Now, For 𝑓(𝑡) = 𝑒 −𝑡


𝑡
𝑦(𝑡) = ∫ 𝐺(𝑡, 𝑡0 ) 𝑓(𝑡0 )𝑑𝑡0
0
𝑠𝑖𝑛√𝑘(𝑡 − 𝑡0 )
=∫ 𝑒 −𝑡0 𝑑𝑡0
√𝑘
𝑡=𝑡0
1
= ∫ 𝑠𝑖𝑛√𝑘(𝑡 − 𝑡0 ) 𝑒 −𝑡0 𝑑𝑡0
√𝑘 0

Putting,

𝑡 − 𝑡0 = 𝑢

⇒ 𝑑𝑡0 = −𝑑𝑢

When 𝑡0 = 0, 𝑢 = 𝑡

When 𝑡0 = 𝑡 , 𝑢 = 0
0
1
𝑦= ∫ 𝑠𝑖𝑛√𝑘 𝑒 −(𝑡−𝑢) (−𝑑𝑢)
√𝑘 𝑡

0
1 −𝑡
𝑒4 1
= 𝑒 [ [𝑠𝑖𝑛√𝑘𝑡 − √𝑘𝑐𝑜𝑠√𝑘𝑡 ] − ( 0 − √𝑘) ]
√𝑘 𝑘+1 𝑘+1 𝑡

𝑒 𝑡 𝑒 −𝑡
∴𝑦 = [𝑠𝑖𝑛√𝑘𝑡 − √𝑘𝑐𝑜𝑠√𝑘𝑡] + √𝑘
√𝑘(𝑘 + 1)

1
= [𝑠𝑖𝑛√𝑘𝑡 − √𝑘𝑐𝑜𝑠√𝑘𝑡]
√𝑘(𝑘 + 1)

Which is required solution

4) Find the green’s function for 𝒚"(𝒙) − 𝑨𝟐 𝒚(𝒙) = −𝒇(𝒙) subjected to initial conditions

𝒚(𝟎) = 𝒚′ (𝟏) = 𝟎

Solution:

The given differential equation is,

𝑦"(𝑥) − 𝐴2 𝑦(𝑥) = 𝑓(𝑥)

−𝑦"(𝑥) − 𝐴2 𝑦(𝑥) = 𝑓(𝑥) − − − −(1)

Here 𝑝0 (𝑥) = −1
𝑑 𝑑𝑦
[ On comparing Eqn(1) with 𝑑𝑥 [𝑝(𝑥) 𝑑𝑥 ] + [𝑞(𝑥) + 𝜆2 𝑤(𝑥)]
Let 𝐺(𝑥, 𝜉) be the green function then it satisfies the given differential equation so we have

𝐺"(𝑥, 𝜉) − 𝐴2 𝐺(𝑥, 𝜉) = 𝛿(𝑥, 𝜉) − − − (2)

Solving Eqn(2) for 𝑥 ≠ 𝜉 , we have

𝐺"(𝑥, 𝜉) − 𝐴2 𝐺(𝑥, 𝜉) = 0 − − − (3)

Which is a 2nd ordered homogenous equation

𝐵𝑒 𝐴𝑥 + 𝐶𝑒 −𝐴𝑥 0 ≤ 𝑥 ≤ 𝜉
𝐺(𝑥, 𝜉) = } − − − − − (4)
𝐷𝑒 𝐴𝑥 + 𝐸𝑒 −𝐴𝑥 𝜉 < 𝑥 ≤ 1

Now, Applying Boundary Condition

i) 𝐺(0, 𝜉) = 0

⇒ 𝐵 + 𝐶 = 0 ⇒ 𝐵 = −𝐶

ii) 𝐺′(1, 𝜉) = 0

⇒ 𝐴𝐷𝑒 𝐴 − 𝐸𝐴𝑒 −𝐴 = 0

⇒ 𝐷 = −𝑒 −2𝐴 𝐸

𝐵(𝑒 𝐴𝑥 + 𝑒 −𝐴𝑥 ) 0≤𝑥≤𝜉


𝐺(𝑥, 𝜉) = { −2𝐴 𝐴𝑥 −𝐴𝑥
𝐸𝑒 [𝑒 + 𝑒 ] 𝜉<𝑥≤1

= 𝐵(𝑒 𝐴𝑥 + 𝑒 −𝐴𝑥 ) 0≤𝑥≤𝜉

= 𝐸𝑒 −𝐴 [𝑒 𝐴(1−𝑥) + 𝑒 −𝐴(1−𝑥) ] 𝜉 < 𝑥 ≤ 1

2𝐵𝑠𝑖𝑛ℎ𝐴𝑥 0≤𝑥≤𝜉
∴ 𝐺(𝑥, 𝜉) = { −𝐴
2𝐸𝑒 𝑐𝑜𝑠ℎ𝐴(1 − 𝑥) 𝜉 < 𝑥 ≤ 1

Now, Using Continuity Equation we get,

𝐺1 (𝑥, 𝜉)|𝑥=𝜉 = 𝐺2 (𝑥, 𝜉)|𝑥=𝜉

2𝐵𝑠𝑖𝑛ℎ𝐴𝜉 = 2𝐸𝑒 −𝐴 𝑐𝑜𝑠ℎ𝐴(1 − 𝜉)

𝑒 𝐴 𝐵 𝑠𝑖𝑛ℎ𝐴𝜉
∴ 𝐸= − − − − − (5)
𝑐𝑜𝑠ℎ𝐴(1 − 𝜉)

Now, Using Jump condition,

1
𝐺′2 (𝑥, 𝜉)|𝑥=𝜉+ − 𝐺 ′1 (𝑥, 𝜉)|𝑥=𝜉− = |
𝑝(𝑥) 𝑥=𝜉

𝑜𝑟, 2𝐸𝑒 −𝐴 𝐴[ −𝑠𝑖𝑛ℎ𝐴(1 − 𝜉)] + 2𝐴𝐵𝑐𝑜𝑠ℎ𝐴𝜉 = −1


2𝐴𝐵𝑠𝑖𝑛ℎ𝐴𝜉
𝑜𝑟, − 𝑠𝑖𝑛ℎ𝐴(1 − 𝜉) + 2𝐴𝐵𝑐𝑜𝑠ℎ𝐴𝜉 = −1
𝑐𝑜𝑠ℎ𝐴(1 − 𝜉)

𝑠𝑖𝑛ℎ𝐴𝜉 𝑠𝑖𝑛ℎ𝐴(1 − 𝜉) − 𝑐𝑜𝑠ℎ𝐴𝜉𝑐𝑜𝑠ℎ𝐴(1 − 𝜉)


𝑜𝑟, −2𝐴𝐵 [ ]
𝑐𝑜𝑠ℎ𝐴(1 − 𝜉)

2𝐴𝐵𝑠𝑖𝑛ℎ𝐴
𝑜𝑟, =1
𝑐𝑜𝑠ℎ𝐴(1 − 𝜉)

𝑐𝑜𝑠ℎ𝐴(1 − 𝜉)
∴𝐵= − − − −(7)
2𝐴𝑠𝑖𝑛ℎ𝐴

Using Eqn (7) in Eqn (5) we get,

𝑒 𝐴 𝑠𝑖𝑛ℎ𝐴𝜉 𝑐𝑜𝑠ℎ𝐴(1 − 𝜉)
𝐸=
𝑐𝑜𝑠ℎ𝐴(1 − 𝜉) 2𝐴𝑠𝑖𝑛ℎ𝐴

𝑒 𝐴 𝑠𝑖𝑛ℎ𝐴𝜉
∴ 𝐸=
2𝐴𝑠𝑖𝑛ℎ𝐴

Hence the required Green’s function is,

𝑠𝑖𝑛ℎ𝐴𝑥𝑐𝑜𝑠ℎ𝐴(1 − 𝜉)
𝐺(𝑥, ) = 0≤𝑥<𝜉
𝐴𝑐𝑜𝑠ℎ𝐴
𝑠𝑖𝑛ℎ𝐴𝜉𝑐𝑜𝑠ℎ𝐴(1 − 𝑥)
= 𝜉≤𝑥<1
𝐴𝑐𝑜𝑠ℎ𝐴

5) Find the G.F for


𝟏
a) 𝒚”(𝒙) + 𝟒
𝒚(𝒙) = 𝒙 subjected to initial condition 𝒚(𝟎) = 𝒚(𝒙) = 𝟎

Solution:
1
Here 𝑦”(𝑥) + 4
𝑦(𝑥) = 𝑥 − − − − − −(𝑖)

Since Green function satisfies the equation so we have,

1
𝐺”(𝑥, 𝑡) + 𝐺(𝑥, 𝑡) = 𝛿(𝑥 − 𝑡) − − − −(2)
4

Solving it for 𝑥 ≠ 𝑡 we have,

𝑥 𝑥
𝐴𝑠𝑖𝑛 + 𝐵𝑐𝑜𝑠 0≤𝑥<𝑡
𝐺(𝑥, 𝑡) = 2 2 } − − − −(3)
𝑥 𝑥
𝐶𝑠𝑖𝑛 + 𝐷𝑐𝑜𝑠 𝑡<𝑥≤1
2 2
Now, Using Boundary condition

1) 𝐺(0, 𝑡) = 0 ⇒ 𝐵 = 0

2) 𝐺(1, 𝑡) = 0

𝐶 1 𝐷 1
𝑠𝑖𝑛 + 𝑐𝑜𝑠 = 0
2 2 2 2
𝐷𝑠𝑖𝑛1/2
𝐶=
𝑐𝑜𝑠1/2
𝑥
𝐴𝑠𝑖𝑛 0≤𝑥<𝑡
2
𝐺(𝑥, 𝑡) = 𝐷𝑠𝑖𝑛1/2 𝑐𝑜𝑠𝑥/2 𝑥
+ 𝐷𝑐𝑜𝑠 𝑡<𝑥≤1
𝑐𝑜𝑠1/2 2

𝐴𝑠𝑖𝑛𝑥/2 0≤𝑥<𝑡
{𝐷𝑐𝑜𝑠 (1 − 𝑥 ) 𝑠𝑒𝑐1 − − − − − − − −(4)
2 𝑡<𝑥≤1
2

Now using boundary condition,

𝐺1 (𝑥, 𝑡)|𝑥=𝑡 = 𝐺2 (𝑥, 𝑡)|𝑥=𝑡

t  1t  1
A sin  D cos   sec
2  2  2

 1t 
D cos  
 2 
A  ------------(6)
t 1
sin cos
2 2

Again, Using Jump-Discontinuity Condition,

1
𝐺′2 (𝑥, 𝑡)|𝑥=𝑡 = 𝐺′1 (𝑥, 𝑡)|𝑥=𝑡 = =1
𝑝(𝑥)

1−t
𝐷 sin ( 2 ) 𝐴 𝑥
| − cos ( )| =1
2 cos (1) 2 2 𝑥=𝑡
2 𝑥=𝑡

1−t
𝐷 sin ( 2 ) 𝐴 𝑡
− cos = 1 − − − − − (6)
2 cos 1 2 2
2

Substituting Eqn (5) in Eqn (6) we get,


1−t 1−t
𝐷 sin ( 2 ) 1 𝐷 cos ( 2 )
− 𝑐𝑜𝑠𝑡 =1
2 cos 1 2 2 sin ( 𝑡 ) . cos (1)
2 2 2

1
D sec 2  t  1t  t  1  t 
Or,  sin .sin    cos cos    1
2 sin t  2  2  2  2 
2

1
D sec 2   t 1  t 
 cos    1
2 sin t  2 2  
2

 D  2 sin t
2

 1t 
 cos  
 2 
A 
2 cos 1
2

Here required Green’s function is

 1t 
 cos  
 2  .sin x 0  x<t
2 cos 1 2
G(x, t)  2
 1x 
 cos  
 2  .2 sin t t<x  1
2 cos 1 2
2

𝟏
b. – 𝒚”(𝒙) − 𝟒 𝒚(𝒙) = 𝒇(𝒙) with Boundary condition 𝒚(𝟎) = 𝒚(𝝅) = 𝟎

Solution.

Here

The given equation is

1
𝑦”(𝑥) + 𝑦(𝑥) = −𝑓(𝑥) − − − − − −(1)
4

And
1
– 𝑦”(𝑥) − 𝑦(𝑥) = 𝑓(𝑥)
4

So, 𝑝(𝑥) = 1

Let 𝐺(𝑥, 𝜉) be the green’s function, then it must satisfies the given green’s function with source 𝛿(𝑥, 𝜉)

1
𝐺"(𝑥, 𝜉) + 𝐺(𝑥, 𝜉) = 𝛿(𝑥 − 𝜉) − − − − − −(2)
4

Solving Eqn(2) for 𝑥 ≠ 𝜉 , we have

𝑥 𝑥
𝐴𝑠𝑖𝑛 ( ) + 𝐵𝑐𝑜𝑠 ( ) 0 ≤ 𝑥 ≤ 𝜉
𝐺(𝑥, 𝜉) = 2 2 } − − − − − (3)
𝑥 𝑥
𝐶𝑠𝑖𝑛 ( ) + 𝐷𝑐𝑜𝑠 ( ) 𝜉 < 𝑥 ≤ 𝜋
2 2

Using Boundary condition,

i) 𝐺(0, 𝜉) = 0

⇒𝐵=0

ii) 𝐺′(1, 𝜉) = 0
𝜋 𝜋
⇒ 𝐶𝑠𝑖𝑛 ( ) + 𝐷𝑐𝑜𝑠 ( ) = 0
2 2

⇒𝐶=0

Eqn (3) becomes,

𝑥
𝐴𝑠𝑖𝑛 ( ) 0 ≤ 𝑥 ≤ 𝜉
𝐺(𝑥, 𝜉) = 2 } − − − − − (4)
𝑥
𝐷𝑐𝑜𝑠 ( ) 𝜉 < 𝑥 ≤ 𝜋
2

Now Using continuity condition,

𝐺2 (𝑥, 𝜉)|𝑥=𝜉+ = 𝐺1 (𝑥, 𝜉)|𝑥=𝜉−

𝜉 𝜉
𝐷𝑐𝑜𝑠 = 𝐴𝑠𝑖𝑛
2 2
sin(𝜉/2)
∴𝐷=𝐴 = tan(𝜉/2) − − − − − −(5)
cos(𝜉/2)

Using Jumping Property

1
𝐺′2 (𝑥, 𝜉)|𝑥=𝜉− − 𝐺 ′1 (𝑥, 𝜉)|𝑥=𝜉− = = −1
𝑝(𝑥)
𝐷 𝐴
− sin(𝜉/2) − cos(𝜉/2) = −1
2 2

𝐷 sin(𝜉/2) + 𝐴 cos(𝜉/2) = 2 − − − −(6)

Using Eqn(5) and Eqn (6) we get

[sin2 (𝜉/2) + cos 2 (𝜉/2)]


𝐴 =2
cos(𝜉/2)

∴ 𝐴 = 2 cos(𝜉/2) 𝑎𝑛𝑑 𝐷 = 2sin(𝜉/2)

2 cos(𝜉/2) sin(𝑥/2) 0 ≤ 𝑥 ≤ 𝜉
𝐺(𝑥, 𝜉) =
2sin(𝜉/2) cos(𝜉/2) 𝜉 < 𝑥 ≤ 1

6) Solve 𝒚"(𝒙) + 𝒚(𝒙) = 𝒙𝟐 subjected to initial condition

𝒚′ (𝟎) = 𝒚′ (𝟏) = 𝟎

Solution:

Here, Given equation is,

𝑦"(𝑥) + 𝑦(𝑥) = 𝑥 2 − − − (1)


𝑑 𝑑𝑦
Comparing Eqn (1) with S-L Equation 𝑑𝑥 [𝑝(𝑥) 𝑑𝑥 ] + [𝑞(𝑥) + 𝜆2 𝑤(𝑥)] = 0, we get

𝑝(𝑥) = 1

Let 𝐺(𝑥, 𝜉) be the green function then it satisfies the given differential equation so we have

𝐺"(𝑥, 𝜉) + 𝐺(𝑥, 𝜉) = 𝛿(𝑥 − 𝜉) − − − (2)

Solving Eqn(2) for 𝑥 ≠ 𝜉 , we have

𝐴𝑠𝑖𝑛𝑥 + 𝐵𝑐𝑜𝑠𝑥 0 ≤ 𝑥 ≤ 𝜉
𝐺(𝑥, 𝜉) = } − − − − − (3)
𝐶𝑠𝑖𝑛𝑥 + 𝐷𝑐𝑜𝑠𝑥 𝜉 < 𝑥 ≤ 1

Now, Using Boundary condition,

1) 𝐺 ′ (0, 𝜉) = 0 ⇒ 𝐴𝑐𝑜𝑠0 − 𝐵𝑠𝑖𝑛0 = 0

⇒𝐴=0

And 2) 𝐺 ′ (1, 𝜉) = 0 ⇒ 𝐶𝑐𝑜𝑠1 − 𝐷𝑠𝑖𝑛1 = 0

⇒ 𝐶 = 𝐷𝑡𝑎𝑛1
So Eqn (2) will becomes

𝐵𝑐𝑜𝑠𝑥 0≤𝑥≤𝜉
𝐺(𝑥, 𝜉) =
𝐷[𝑡𝑎𝑛1 𝑠𝑖𝑛𝑥 + 𝑐𝑜𝑠𝑥] 𝜉 < 𝑥 ≤ 1

𝐵𝑐𝑜𝑠𝑥 0≤𝑥≤𝜉
𝐺(𝑥, 𝜉) = } − − − − − (4)
𝐷𝑠𝑒𝑐1cos(1 − 𝑥) 𝜉 < 𝑥 ≤ 1

𝑠𝑖𝑛1 𝑠𝑖𝑛1𝑠𝑖𝑛𝑥 + 𝑐𝑜𝑠1𝑐𝑜𝑠𝑥


[∴ 𝐷 [ . 𝑠𝑖𝑛𝑥 + 𝑐𝑜𝑠𝑥] = 𝐷 [ ]
𝑐𝑜𝑠1 𝑐𝑜𝑠1

= 𝐷𝑠𝑒𝑐1 [cos(1 − 𝑥)]

Now,

Using continuity equation,

𝐺2 (𝑥, 𝜉)|𝑥=𝜉 = 𝐺1 (𝑥, 𝜉)|𝑥=𝜉

⇒ 𝐷𝑠𝑒𝑐1 cos(1 − 𝜉) = 𝐵𝑐𝑜𝑠 𝜉 − − − − − (6)

𝐷𝑠𝑒𝑐1𝑐𝑜𝑠(1 − 𝜉)
⇒ 𝐵=
𝑐𝑜𝑠𝜉

Using Jump Discontinuity

1
𝐺′2 (𝑥, 𝜉)|𝑥=𝜉+ − 𝐺 ′1 (𝑥, 𝜉)|𝑥=𝜉− = =1
𝑝(𝑥)

𝐷𝑠𝑒𝑐1𝑠𝑖𝑛(1 − 𝜉) + 𝐵𝑠𝑖𝑛𝜉 = 1 − − − − − (7)

Now Using Eqn (6) in (7), we get

𝐷𝑠𝑒𝑐1𝑐𝑜𝑠(1 − 𝜉)
𝐷𝑠𝑒𝑐1𝑠𝑖𝑛(1 − 𝜉) + 𝐷𝑠𝑒𝑐1 𝑠𝑖𝑛 𝜉 = 1
𝑐𝑜𝑠𝜉

𝐷𝑠𝑒𝑐1
[𝑠𝑖𝑛(1 − 𝜉)𝑐𝑜𝑠𝜉 + 𝑐𝑜𝑠(1 − 𝜉) 𝑠𝑖𝑛 𝜉] = 1
𝑐𝑜𝑠𝜉

𝐷 [𝑠𝑖𝑛(1 − 𝜉 + 𝜉)] = 𝑐𝑜𝑠1. 𝑐𝑜𝑠𝜉

⇒ 𝐷 = 𝑐𝑜𝑡1. 𝑐𝑜𝑠𝜉

And
𝑐𝑜𝑠(1 − 𝜉)
𝐵 = 𝑠𝑒𝑐1 . 𝑐𝑜𝑡1. 𝑐𝑜𝑠𝜉
𝑐𝑜𝑠𝜉

𝐵 = 𝑐𝑜𝑠𝑒𝑐1 . 𝑐𝑜𝑠(1 − 𝜉)

Hence the required green function is

𝑐𝑜𝑠𝑒𝑐1 . 𝑐𝑜𝑠(1 − 𝜉)𝑐𝑜𝑠𝑥 0≤𝑥≤𝜉


𝐺(𝑥, 𝜉) =
𝑐𝑜𝑡1. 𝑐𝑜𝑠𝜉𝑠𝑒𝑐1cos(1 − 𝑥) 𝜉<𝑥≤1

𝑐𝑜𝑠𝑒𝑐1 . 𝑐𝑜𝑠(1 − 𝜉)𝑐𝑜𝑠𝑥 0≤𝑥≤𝜉


Or, 𝐺(𝑥, 𝜉) =
𝑐𝑜𝑠𝑒𝑐1. cos(1 − 𝑥) . 𝑐𝑜𝑠𝜉 𝜉<𝑥≤1

Now for 𝑓(𝑥) = 𝑥 2

The solution is given as,


1
𝑦(𝑥) = ∫ 𝐺(𝑥, 𝜉) 𝑓(𝜉)𝑑𝜉
0

𝑥=𝜉 1
𝑦(𝑥) = ∫ 𝑐𝑜𝑠𝑒𝑐1. cos(1 − 𝑥) . 𝑐𝑜𝑠𝜉 𝜉 2 . 𝑑𝜉 + ∫ 𝑐𝑜𝑠𝑒𝑐1. cos(1 − 𝜉) . 𝑐𝑜𝑠𝑥 𝜉 2 𝑑𝜉
0 𝑥=𝜉

𝑥=𝜉
𝑐𝑜𝑠𝑥 1
= 𝑐𝑜𝑠𝑒𝑐1. cos(1 − 𝑥) ∫ 𝑐𝑜𝑠𝜉 𝜉 2 . 𝑑𝜉 + ∫ cos(1 − 𝜉) 𝜉 2 𝑑𝜉
0 𝑠𝑖𝑛1 𝑥=𝜉

Considering,

𝑥=𝜉
∫ 𝑐𝑜𝑠𝜉 𝜉 2 . 𝑑𝜉
0

𝑥
= 𝑠𝑖𝑛𝜉 𝜉 2 |0𝑥 − 2 ∫ 𝜉𝑠𝑖𝑛𝜉𝑑𝜉
0

𝑥
= 𝑥 2 𝑠𝑖𝑛𝑥 − 2 [(−𝜉𝑐𝑜𝑠𝜉)0𝑥 + ∫ 𝑐𝑜𝑠𝜉𝑑𝜉 ]
0

= 𝑥 2 𝑠𝑖𝑛𝑥 − 2 [−𝑥𝑐𝑜𝑠𝑥 − 0 + 𝑠𝑖𝑛𝑥]

= 𝑥 2 𝑠𝑖𝑛𝑥 + 2𝑥𝑐𝑜𝑠𝑥 − 2𝑠𝑖𝑛𝑥

Again,
1 1
∫ cos(1 − 𝜉) 𝜉 2 𝑑𝜉 = [−𝜉 2 sin(1 − 𝜉) ]1𝑥 + 2 ∫ 𝜉 sin(1 − 𝜉) 𝑑𝜉
𝑥=𝜉 𝑥=𝜉

1
= +𝑥 2 sin(1 − 𝑥) + [𝜉 cos(1 − 𝜉) ]1𝑥=𝜉 − ∫ cos(1 − 𝜉) 𝑑𝜉
𝑥=𝜉
= +𝑥 2 sin(1 − 𝑥) + 2[1 − 𝑥𝑐𝑜𝑠(1 − 𝑥) − sin(1 − 𝑥)]

= +𝑥 2 sin(1 − 𝑥) + 2 − 2𝑥𝑐𝑜𝑠(1 − 𝑥) − 2 sin(1 − 𝑥)

Substituting these in Eqn (9) we get,

cos(1 − 𝑥) 2
𝑦(𝑥) = [𝑥 𝑠𝑖𝑛𝑥 + 2𝑥𝑐𝑜𝑠𝑥 − 2𝑠𝑖𝑛𝑥]
𝑠𝑖𝑛1
𝑐𝑜𝑠𝑥 2
+ [𝑥 sin(1 − 𝑥) + 2 − 2𝑥𝑐𝑜𝑠(1 − 𝑥) − 2 sin(1 − 𝑥) ]
𝑠𝑖𝑛1
1
= [𝑥 2 𝑠𝑖𝑛𝑥 𝑐𝑜𝑠(1 − 𝑥) − 2𝑠𝑖𝑛𝑥 cos(1 − 𝑥) + 𝑥 2 sin(1 − x) cosx + 2cosx − 2cosx sin(1 − x)]
𝑠𝑖𝑛1
1
= [x 2 {𝑠𝑖𝑛𝑥 𝑐𝑜𝑠(1 − 𝑥) + 𝑐𝑜𝑠𝑥𝑠𝑖𝑛(1 − 𝑥)} − 2{cosx sin(1 − x) + 𝑠𝑖𝑛𝑥 cos(1 − 𝑥) + 2𝑐𝑜𝑠𝑥}]
𝑠𝑖𝑛1
1
= [x 2 sin(𝑥 + 1 − 𝑥) − 2sin(1 − 𝑥 + 𝑥)] + 2𝑐𝑜𝑠𝑥
𝑠𝑖𝑛1

𝑥 2 − 2𝑠𝑖𝑛1 + 2𝑐𝑜𝑠𝑥
=
𝑠𝑖𝑛1
(𝑥 2 −2)𝑠𝑖𝑛1+2𝑐𝑜𝑠𝑥
Hence required general solution is , 𝑦(𝑥) =
𝑠𝑖𝑛1

7) Find the green function and solve 𝒖𝒕 (𝒙, 𝒕) = 𝑫𝒖𝒙𝒙 (𝒙, 𝒕) + 𝒆−𝒙 𝒔𝒊𝒏𝒕

For 𝒕 > 𝟎 , −∞ < 𝒙 < ∞ , 𝒖(𝒙, 𝟎) = 𝟎

Solution

Here, The given equation is,

𝑢𝑡 (𝑥, 𝑡) = 𝐷𝑢𝑥𝑥 (𝑥, 𝑡) + 𝑒 −𝑥 𝑠𝑖𝑛𝑡

u  x , t  2u  x, t 
D  e  x sin t ----(1)
x x 2

Let 𝐺(𝑥, 𝑥0 , 𝑡, 𝑡0 ) be the green’s function for above differential equation then it satisfies Eqn (1) with
𝛿 − 𝑓𝑢𝑛𝑐𝑖𝑜𝑛 source as

 2
G  x , x0 , t , t0   D 2 G  x , x0 , t , t0     x  x0    t  t0  -----(2)
x x

We solve it by fourier transform method

Let 𝐺(𝑘, 𝑡) be the fourier transform of 𝛿(𝑥 − 𝑥0 ) is,



1
F   x  x0      x  x  e
0
ikx
dx
2 

𝑒 𝑖𝑘𝑥0
=
√2𝜋

Taking fourier transform of Eqn (2) we get,

 e ikx0
G  k , t    ik  DG  k , t     t  t0 
2

x 2

 e ikx0
G  k , t    ik  DG  k , t     t  t0  ------(3)
2

x 2

Now, The initial condition is, 𝑢(𝑥, 0) = 0

∴ 𝐺(𝑘, 0) = 𝐹̃ [𝑢(𝑥, 0)] = 0

Hence 𝐺(𝑘, 𝑡) is 0 for 𝑡 < 𝑡0

Now,
2 𝐷𝑡
Multiplying by integral by factor 𝑒 𝑘 on both sides we get,
2
d e k Dt e  ikx0
g  k , t   e k Dt k 2 DG  k , t     x  x0 
2 2
e k Dt
dt 2
2
d  k 2 Dt e k Dt e  ikx0
e g  k , t     x  x0 
dt   2
t
1
 e k Dt g  k , t    e k Dt  t  t0  e  ikx0 dt
2 2

2 0

1  ikx0 k2 Dt
 e e
2

1  ikx0  k 2 Dt t0 


g  k , t   e e
2

0 𝑡 < 𝑡0
∴ 𝑔(𝑘, 𝑡) = { 1 𝑖𝑘𝑥0 −𝑘2 𝐷(𝑡−𝑡0 ) − − − − − −(4)
𝑒 .𝑒 𝑡 > 𝑡0
√2𝜋

Now,
Using Inverse transform of Eqn (4) we get,


1 1 ikx0  k 2 D t t0   ikx
G  x , t , x0 t0    e e e dk
2  2


1 1 ik ( x  x0 )  k D t t0   ikx
2

2 2 
e e e dk

 x  x0 2
1  
2 D t t0     ax2 bx  b2 4 a 
 e   e  e 
2 D  t  t0    a 

∴ The required Green Funciton is,

(𝑥−𝑥0 )2
1 −
4𝐷(𝑡−𝑡0 )
𝑒 𝑡0 < 𝑡
𝐺(𝑥, 𝑥0 , 𝑡, 𝑡0 ) = √4𝜋𝐷(𝑡 − 𝑡0 )
0 𝑡0 > 𝑡

The solution is ,

 
U  x, t     G  x , x , t , t  f  x , t  dx dt
0 0 0 0 0 0
x0  t0 0

   x  x0  2
1 
4 D t t0 
  
 t0  0 4 D  t  t0 
e e x0 sin t0 dx0 dt0

   x  x0  2
1 
4 D t t0   x  x0 
 
 0 4 D  t  t0 
e e e x sin t0 dx0 dt0

1
  1
sin t0  4 D t t0 
 ex  4 D  t  t0  1
e dx0 dt0
 0
 t  t0 
t
D t t0 
 e x  sin t0 e dx0 dt0
0

t
t
 e  Dt0 
 e e  x Dt
e
 Dt0
sin t0 dt0   e e  2  D sin t0  cos t0 
 x Dt

0 D  1 0
t
 e  Dt0 
 x Dt
e e  2 D sin t0  cos t0 
D  1 0

e x eDt  Dt
  e D sin t  cos t   1( 1)
D2  1 

e x Dt  Dt
U  x , t    e D sin t  cos t   1
D2  1 

8) Find the Green function and Solve


𝟏
𝒖𝒕 (𝒙, 𝒕) = 𝑫𝒖𝒙𝒙 (𝒙, 𝒕) for 𝒕 > 𝟎, −∞ < 𝒙 < ∞ with Boundary condition 𝒖(𝒙, 𝟎) = 𝟏+𝒙𝟐

Solution:

The given condition is 𝑢𝑡 (𝑥, 𝑡) = 𝐷𝑢𝑥𝑥 (𝑥, 𝑡) for 𝑡 > 0,

With Boundary condition, − ∞ < 𝑥 < ∞

1
𝑢(𝑥, 0) =
1 + 𝑥2

Let 𝐺(𝑥, 𝑥0 , 𝑡, 𝑡0 ) be the green’s function of the above differential equation then it satisfies the above
equation as,

 2
G  x , x0 , t , t0   D 2 G  x , x0 , t , t0 
x x

 2
G  x , x0 , t , t0   D 2 G  x , x0 , t , t0   0 ----(1)
x x

Let 𝐺(𝑘, 𝑡) be the fourier transform then taking fourier transform of Eqn (1) we get,


G  k , t   Dk 2 G  k , t   0
x

It has a solution of type


2𝑡
𝐺(𝑘, 𝑡) = 𝐺(𝑘, 0)𝑒 −𝐷𝑘 − − − − − (4)
+∞
1 1 𝑒 𝑖𝑘𝑥
𝐺(𝑘, 0) = 𝐹̌ [𝐺(𝑥, 0)] = 𝐹̌ ( ) = ∫ 𝑑𝑥
(1 + 𝑥 2 ) √2𝜋 −∞ 1 + 𝑥 2

𝜋
= √ 𝑒 −|𝑘|
2
𝜋 −|𝑘| −𝐷𝑘 2 𝑡
∴ 𝐺(𝑘, 𝑡) = √ 𝑒 𝑒
2

𝒅𝟐 𝒚
9) Use Green’s function method to solve 𝒅𝒙𝟐 + 𝒚 = 𝒇(𝒙) with boundary condition 𝒚(𝟎) = 𝒚′ (𝟎) = 𝟎

Solve Poisson’s equation by using Green’s function method

The Poisson’s equation in electrostatic is,

𝛿(𝑥)
∇2 𝜙(𝑥) = − − − −(1)
𝜀0

Let 𝐺(𝑥, 𝑥 ′ ) be required Green’s function, then

∇2 𝐺(𝑥, 𝑥 ′ ) = 𝛿(𝑥 − 𝑥 ′ ) − − − − − (2)

Let 𝑔(𝑘, 𝑥 ′ ) be fourier transform of 𝐺(𝑥, 𝑥 ′ ) i.e

1
𝑔(𝑘, 𝑥 ′ ) = ∫ 𝐺(𝑥, 𝑥 ′ )𝑒 −𝑖𝑘𝑥 𝑑3 𝑥 − − − −(3)
(2𝜋)3/2

Taking fourier transform of Eqn (2)

1
(𝑖𝑘)2 𝑔(𝑘, 𝑥 ′ ) = ∫ 𝛿(𝑥 − 𝑥 ′ )𝑒 −𝑖𝑘𝑥 𝑑3 𝑥
(2𝜋)3/2

1 𝑒 −𝑖𝑘𝑥
(𝑖𝑘)2 𝑔(𝑘, 𝑥 ′ ) = − − − − − − (4)
(2𝜋)3/2 𝑘 2

Taking inverse fourier transform,

1 𝑒 𝑖𝑘𝑥 − 𝑒 −𝑖𝑘𝑥
𝐺(𝑥, 𝑥 ′ ) = − ∫ 𝑑 3
𝑘
(2𝜋)3 𝑘2
′)
1 3
𝑒 𝑖𝑘(𝑥−𝑥
=− ∫𝑑 𝑘
(2𝜋)3 𝑘2

If Spherical polar co-ordinates are choosen for k – space

𝑑3 𝑘 = 𝑘 2 𝑑𝑘 𝑠𝑖𝑛𝜃𝑑𝜙

  2 ik  x  x '
1
Then, G  x , x '  
 2  
3
k dk  d sin   d e
2 k2

0 0 0
 
1 ik  x  x '

 2   
 dk d sin   2  e
3
0 0

Put 𝑐𝑜𝑠𝜃 = 𝑦 , then – 𝑠𝑖𝑛𝜃𝑑𝜃 = 𝑑𝑦

When 𝜃 = 0, 𝑦 = 1 ; 𝜃 = 𝜋 , 𝑦 = −1

And 𝑘(𝑥 − 𝑥 ′ ) = 𝑘 |𝑥 − 𝑥 ′ |𝑦

 1
1
 G  x , x '    dk  dy e
ik x  x ' y

 2 
2
0 1

1
1

 eik x x ' y 

 2 
2 0 dk  ik x  x ' 
  1

 ik x  x '  ik x  x '
1 e e
 2  0
 dk.
2
ik x  x '

1

2i sin k x  x '

 2 
2  dk.
0
ik x  x '

1 2

sin k x  x '

 2 
2
x  x'  dk.
0
k

1 2 
 
 2  x  x'
2
2

1
 G  x , x '  
4 x  x '

Now, final solution is,

𝜙(𝑥) = ∫ 𝑑3 𝑥 ′ 𝐺(𝑥, 𝑥 ′ )𝛿(𝑥)

1 𝛿(𝑥)
= ∫ 𝑑3 𝑥 ′
4𝜋𝜀 |𝑥 − 𝑥 ′ |

10) Solve Strum – Liouville problem by Green’s function method


𝑑 𝑑𝑦
Solution: The Strum – Lioville problem equation is 𝑑𝑥 [𝑝(𝑥) 𝑑𝑥 ] + 𝜆 𝑓(𝑥)𝑦(𝑥) = 𝛿(𝑥 − 𝑥 ′ )

Let 𝐺(𝑥, 𝑥 ′ ) be a green’s function then,

𝑑 𝑑𝑦
[𝑝(𝑥) ] + 𝜆 𝑓(𝑥) 𝐺(𝑥, 𝑥 ′ ) = 𝛿(𝑥 − 𝑥 ′ ) − − − (1)
𝑑𝑥 𝑑𝑥

Integrating from 𝑥 ′ − 𝜖 to 𝑥 ′ + 𝜀
′ ′ ′
𝑑𝐺 𝑥 +𝜀 𝑥 +𝜀 𝑥 +𝜀
[𝑝(𝑥) ] +𝜆∫ 𝑓(𝑥)𝐺(𝑥, 𝑥 ′ )𝑑𝑥 = ∫ 𝛿(𝑥 − 𝑥 ′ )𝑑𝑥
𝑑𝑥 𝑥 ′ −𝜀 𝑥 ′ −𝜀 𝑥 ′ −𝜀

Since Green’s function is continuous at 𝑥 = 𝑥′ and 2nd term is zero

𝑑𝐺 𝑑𝐺
So, 𝑝(𝑥) | − 𝑝(𝑥) | =1
𝑑𝑥 𝑥 ′ +𝜀 𝑑𝑥 𝑥 ′ −𝜀

𝑑𝐺 𝑑𝐺 1
| − | = − − − −(2)
𝑑𝑥 𝑥 ′ +𝜀 𝑑𝑥 𝑥 ′ −𝜀 𝑝(𝑥)

Thus 𝐺 has discontinuity at 𝑥 = 𝑥 ′

Let 𝑢(𝑥) and 𝑣(𝑥) be two linearly independent solutions of Homogenous equaton

Resume required 𝐺(𝑥, 𝑥 ′ ) has form,

𝐴(𝑥 ′ ) 𝑢(𝑥) 𝑥 < 𝑥′


𝐺(𝑥, 𝑥 ′ ) = {
𝐵(𝑥 ′ ) 𝑣(𝑥) 𝑥 > 𝑥′

From continuity of 𝐺(𝑥, 𝑥 ′ ) at 𝑥 = 𝑥′

𝐵(𝑥 ′ )𝑣 ′ (𝑥 ′ ) − 𝐴(𝑥 ′ )𝑢(𝑥 ′ ) = 0 − − − −(3)

From discontinuity i.e from Eqn (2)

1
𝐵(𝑥 ′ )𝑣 ′ (𝑥 ′ ) − 𝐴(𝑥 ′ )𝑢′ (𝑥 ′ ) = − − − − − (4)
𝑝(𝑥 ′ )

Solving (3) and (4) by Cramer’s rule,

𝑢(𝑥 ′ )

0 𝑢(𝑥 ) 𝑝(𝑥 ′ )
𝐵(𝑥 ′ ) = | | =
1/𝑝(𝑥 ′ ) 𝑢′(𝑥) 𝑣𝑢′ − 𝑢𝑣 ′

𝑢(𝑥 ′ )
𝐵(𝑥 ′ ) =
𝑝(𝑥 ′ )[𝑢𝑣 ′ − 𝑣𝑢′ ]

𝑢(𝑥 ′ )
∴ 𝐵(𝑥 ′ ) =
𝑝(𝑥 ′ )𝑤[𝑢, 𝑣]
Here 𝑤[𝑢, 𝑣] = 𝑢(𝑥 ′ )𝑣 ′ (𝑥 ′ ) − 𝑣(𝑥 ′ )𝑢′(𝑥 ′ ) is called wronskian

Similarly,

𝑣(𝑥 ′ ) 0)
| ′ ′ 1 |
𝑣 (𝑥 ) ′)
𝑝(𝑥
𝐴(𝑥 ′ ) =
𝑣(𝑥 ′ )𝑢′ (𝑥 ′ ) − 𝑢(𝑥 ′ )𝑣 ′ (𝑥 ′ )

𝑣(𝑥 ′ )
=
𝑝(𝑥 ′ )[𝑢′ (𝑥 ′ )𝑣(𝑥 ′ ) − 𝑣 ′ (𝑥 ′ )𝑢(𝑥 ′ )]

𝑣(𝑥 ′ )
𝐴(𝑥 ′ ) =
𝑝(𝑥 ′ )𝑤[𝑢, 𝑣]

Hence, the required Green’s function will be

1 −𝑣(𝑥 ′ )𝑢(𝑥) 𝑓𝑜𝑟 𝑥 < 𝑥′


𝐺(𝑥, 𝑥 ′ ) = {
𝑝(𝑥 ′ )𝑤[𝑢, 𝑣] 𝑢(𝑥 ′ ) 𝑣(𝑥) 𝑓𝑜𝑟 𝑥 > 𝑥′

Green function of Helmoltz functions:

The Helmoltz function equation is,

(∇2 + 𝑘 2 )𝜙(𝑟) = 𝛿(𝑟) − − − − − (1)

Let 𝐺(𝑟1 , 𝑟2 ) be a Green’s function. Then,

(∇2 + 𝑘 2 )𝐺(𝑟1 , 𝑟2 ) = 𝛿 3 (𝑟1 − 𝑟2 ) − − − (2)

Where

𝛿 3 (𝑟1 − 𝑟2 ) = ∑ 𝜙𝑛 (𝑟1 )𝜙𝑛 (𝑟2 ) − − − − − (3)


𝑛=0

Where 𝜙𝑛 (𝑟) is basis function with respect to the basis function (2) will be of the form for 𝑟1 ≠ 𝑟2

∇2 𝜙𝑛 (𝑟) + 𝑘𝑛2 𝜙𝑛 (𝑟) = 0

∇2 𝜙𝑛 (𝑟) = −𝑘𝑛2 𝜙𝑛 (𝑟) − − − −(4)

Now,

From laplace Equation we get,


𝐺(𝑟1 , 𝑟2 ) = ∑ 𝑎𝑛 (𝑟2 )𝜙𝑛 (𝑟1 ) − − − − − −(5)


𝑛=0

Now, from Eqn (1) , (4) and (5) we have


∞ ∞ ∞
2 2
∇ [∑ 𝑎𝑛 (𝑟2 )𝜙𝑛 (𝑟1 ) ] + 𝑘 ∑ 𝑎𝑛 (𝑟2 )𝜙𝑛 (𝑟1 ) = ∑ 𝜙𝑛 (𝑟1 )𝜙𝑛 (𝑟2 )
𝑛=0 𝑛=0 𝑛=0

∞ ∞ ∞

= − ∑ 𝑎𝑛 (𝑟2 )𝑘𝑛2 𝜙𝑛 (𝑟1 ) + 2


𝑘 ∑ 𝑎𝑛 (𝑟2 )𝜙𝑛 (𝑟1 ) = ∑ 𝜙𝑛 (𝑟1 )𝜙𝑛 (𝑟2 )
𝑛=0 𝑛=0 𝑛=0

∞ ∞

= − ∑ 𝑎𝑛 (𝑟2 )𝜙𝑛 (𝑟1 ) (𝑘 2 − 𝑘𝑛2 ) = ∑ 𝜙𝑛 (𝑟1 )𝜙𝑛 (𝑟2 ) − − − −(6)


𝑛=0 𝑛=0

From Eqn (5) and Eqn (6)

𝜙𝑛 (𝑟1 )𝜙𝑛 (𝑟2 )


𝐺(𝑟1 , 𝑟2 ) = ∑
(𝑘 2 − 𝑘𝑛2 )
𝑛=0

This is required Green’s function

The solution will be of the form


𝑏
𝑦(𝑟) = ∫ 𝐺(𝑟1 , 𝑟2 )𝑓(𝑟2 )𝑑 3 𝑟2
𝑎

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