7.

8: Summary
We have seen throughout the chapter that Green’s functions are the solutions of a differential equation representing the effect of a
point impulse on either source terms, or initial and boundary conditions. The Green’s function is obtained from transform methods
or as an eigenfunction expansion. In the text we have occasionally rewritten solutions of differential equations in term’s of Green’s
functions. We will first provide a few of these examples and then present a compilation of Green’s Functions for generic partial
differential equations.
For example, in section 7.4 we wrote the solution of the one dimensional heat equation as
L

u(x, t) = ∫ G(x, ξ; t, 0)f (ξ)dξ

0

where
∞
2 nπx nπξ λn kt
G(x, ξ; t, 0) = ∑ sin sin e ,
L L L
n=1

and the solution of the wave equation as

L L

u(x, t) = ∫ Gc (x, ξ, t, 0)f (ξ)dξ + ∫ Gs (x, ξ, t, 0)g(ξ)dξ,

0 0

where
∞
2 nπx nπξ nπct
Gc (x, ξ, t, 0) = ∑ sin sin cos ,
L L L L
n=1

∞ nπct
2 nπx nπξ sin L
Gs (x, ξ, t, 0) = ∑ sin sin .
L L L nπc/L
n=1

We note that setting t = 0 in G c (x, , we obtain

ξ; t, 0)

∞
2 nπx nπξ
Gc (x, ξ, 0, 0) = ∑ sin sin .
L L L
n=1

This is the Fourier sine series representation of the Dirac delta function, δ(x − ξ) . Similarly, if we differentiate G s (x, ξ, t, 0) with
repsect to t and set t = 0 , we once again obtain the Fourier sine series representation of the Dirac delta function.
It is also possible to find closed form expression for Green’s functions, which we had done for the heat equation on the infinite
interval,
∞

u(x, t) = ∫ G(x, t; ξ, 0)f (ξ)dξ,

−∞

where
2
−(x−ξ) /4t
e
G(x, t; ξ, 0) = −−
−
√4πt

and for Poisson’s equation,

′ ′ 3 ′
ϕ(r) = ∫ G (r, r ) f (r ) d r ,
V

where the three dimensional Green’s function is given by

1
′
G (r, r ) = .
′
|r − r |

We can construct Green’s functions for other problems which we have seen in the book. For example, the solution of the two
dimensional wave equation on a rectangular membrane was found in Equation (6.1.26) as

7.8.1 https://math.libretexts.org/@go/page/90964
 ∞ ∞
nπx mπy
u(x, y, t) = ∑ ∑ (anm cos ωnm t + bnm sin ωnm t) sin sin , (7.153) (7.8.1)
L H
n=1 m=1

where
H L
4 nπx mπy
anm = ∫ ∫ f (x, y) sin sin dxdy, (7.8.2)
LH 0 0 L H

H L
4 nπx mπy
bnm = ∫ ∫ g(x, y) sin sin dxdy, (7.8.3)
ωnm LH 0 0 L H

where the angular frequencies are given by

−−−−−−−−−−−−− −
2 2
nπ mπ
ωnm = c √ ( ) +( ) . (7.8.4)
L H

Rearranging the solution, we have

H L

u(x, y, t) = ∫ ∫ [ Gc (x, y; ξ, η; t, 0)f (ξ, η) + Gs (x, y; ξ, η; t, 0)g(ξ, η)] dξdη,

0 0

where
∞ ∞ ~
4 nπx nπ ξ mπy mπη
Gc (x, y; ξ, η; t, 0) = ∑ ∑ sin sin sin sin cos ωnm t
LH L L H H
n=1 m=1

and
∞ ∞
4 nπx nπξ mπy mπη sin ωnm t
Gs (x, y; ξ, η; t, 0) = ∑ ∑ sin sin sin sin .
LH L L H H ωnm
n=1 m=1

∂ Gc (x,ζ;t,0)
Once again, we note that setting t = 0 in G c (x, ξ; t, 0) and setting t = 0 in ∂t
, we obtain a Fourier series representation of
the Dirac delta function in two dimensions,
∞ ∞
4 nπx nπξ mπy mπη
δ(x − ξ)δ(y − η) = ∑ ∑ sin sin sin sin .
LH L L H H
n=1 m=1

Another example was the solution of the two dimensional Laplace equation on a disk given by Equation (6.3.28). We found that
∞
a0 n
u(r, θ) = + ∑ (an cos nθ + bn sin nθ) r . (7.8.5)
2
n=1

π
1
an = ∫ f (θ) cos nθdθ, n = 0, 1, … , (7.8.6)
n
πa −π

π
1
bn = ∫ f (θ) sin nθdθ n = 1, 2 … (7.8.7)
n
πa −π

We saw that this solution can be written as

π

u(r, θ) = ∫ G(θ, ϕ; r, a)f (ϕ)dϕ,

−π

where the Green’s function could be summed giving the Poisson kernel
2 2
1 a −r
G(θ, ϕ; r, a) = .
2 2
2π a +r − 2ar cos(θ − ϕ)

We had also investigated the nonhomogeneous heat equation in section 9.11.4,

7.8.2 https://math.libretexts.org/@go/page/90964
 ut − kuxx = h(x, t), 0 ≤ x ≤ L, t > 0.

u(0, t) = 0, u(L, t) = 0, t > 0, (7.8.8)

u(x, 0) = f (x), 0 ≤ x ≤.

We found that the solution of the heat equation is given by

L t L
τ
u(x, t) = ∫ f (ξ)G(x, ξ; t, 0)dξ + ∫ ∫ h(ξ, τ )G(x, ξ; t, τ )dξ dτ ,
0 0 0

where
∞ ~
2 nπx nπ ξ 2
−ωn (t−τ)
G(x, ξ; t, τ ) = ∑ sin sin e
L L L
n=1

Note that setting t = τ , we again get a Fourier sine series representation of the Dirac delta function.
In general, Green’s functions based on eigenfunction expansions over eigenfunctions of Sturm-Liouville eigenvalue problems are a
common way to construct Green’s functions. For example, surface and initial value Green’s functions are constructed in terms of a
modification of delta function representations modified by factors which make the Green’s function a solution of the given
differential equations and a factor taking into account the boundary or initial condition plus a restoration of the delta function when
applied to the condition. Examples with an indication of these factors are shown below.
1. Surface Green’s Function: Cube [0, a] × [0, b] × [0, c]
′ ′
2 ℓπx ℓπx 2 nπy nπy
′ ′
g (x, y, z; x , y , c) = ∑ sin sin sin
[ sinh γℓn z / sinh γℓn c ]. sin
a a a b b b  
ℓ,n 
D.E. restore δ
δ-function

2. Surface Green’s Function: Sphere [0, a] × [0, π] × [0, 2π]

′ ′ m∗ ′ ′ m∗ ℓ ℓ
g (r, ϕ, θ; a, ϕ , θ ) = ∑ Y (ψ θ ) Y (ψθ) [ r / a ].
ℓ  ℓ 
ℓ,m

D.E. restore δ
δ-function

3. Initial Value Green’s Function: 1D Heat Equation on [0, L], k n =

nπ

′
′
2 nπx nπx −a kn t
2 2 2
−a kn t0
2

g (x, t; x , t0 ) = ∑ sin [e sin

/e ].
L L L  
n  D.E. restore δ
δ− function

4. Initial Value Green’s Function: 1D Heat Equation on infinite domain

′ 2 2
∞ −(x−x ) /4 a t
′
1 ik(x−x )
′
−a k t
2 2 e
g (x, t; x , 0) = ∫ dke e = −−−−− .
2π  √4π a2 t
−∞
 D.E.

δ− function

We can extend this analysis to a more general theory of Green’s functions. This theory is based upon Green’s Theorems, or
identities.
1. Green’s First Theorem

2
∮ ^ dS = ∫
φ∇χ ⋅ n (∇φ ⋅ ∇χ + φ ∇ χ) dV .
S V

This is easily proven starting with the identity

2
∇ ⋅ (φ∇χ) = ∇φ ⋅ ∇χ + φ ∇ χ,

integrating over a volume of space and using Gauss’ Integral Theorem.

2. Green’s Second Theorem

2 2
∫ (φ ∇ χ − χ∇ φ) dV = ∮ ^ dS.
(φ∇χ − χ∇φ) ⋅ n
V S

7.8.3 https://math.libretexts.org/@go/page/90964
 This is proven by interchanging φ and χ in the first theorem and subtracting the two versions of the theorem.
The next step is to let φ = u and χ = G . Then,

2 2
∫ (u ∇ G − G∇ u) dV = ∮ ^ dS.
(u∇G − G∇u) ⋅ n
V S

As we had seen earlier for Poisson’s equation, inserting the differential equation yields

u(x, y) = ∫ Gf dV + ∮ ^ dS.
(u∇G − G∇u) ⋅ n
V S

If we have the Green’s function, we only need to know the source term and boundary conditions in order to obtain the solution to a
given problem.
In the next sections we provide a summary of these ideas as applied to some generic partial differential equations. 1

 Note

This is an adaptation of notes from J. Franklin’s course on mathematical physics.

Laplace’s Equation: ∇ 2
ψ = 0 .
1. Boundary Conditions
a. Dirichlet −ψ is given on the surface.
∂ψ
b. Neumann −n
^ ⋅ ∇ψ =
∂n
is given on the surface.

 Note

Boundary conditions can be Dirichlet on part of the surface and Neumann on part. If they are Neumann on the whole
surface, then the Divergence Theorem requires the constraint
∂ψ
∫ dS = 0
∂n

′
2. Solution by Surface Green's Function, g(r,⃗ r ⃗ ) .
a. Dirichlet conditions
2
→ ′
∇ gD ( r , r ⃗ ) = 0,

→ ′ (2)
→ →′
⃗ ) =δ
gD ( r s , r s ( r s − r s) ,

→ → →′ →′ ′
ψ( r ) = ∫ gD ( r , r s ) ψ ( r s ) dS .

b. Neumann conditions

2
→ →′
∇ gN ( r , r ) = 0,

∂gN → →′ (2)
→ →′
( r s, r ) = δ ( r s − r ),
s s
∂n

∂ψ ′ ′
→ → → → ′
ψ( r ) = ∫ gN ( r , r ) ( r ) dS .
s s
∂n

 Note

Use of g is readily generalized to any number of dimensions.

7.8.4 https://math.libretexts.org/@go/page/90964
Homogeneous Time Dependent Equations
1. Typical Equations
a. Diffusion/Heat Equation ∇ 2
Ψ=
1

a2
∂

∂t
Ψ .
b. Schrödinger Equation −∇ 2
Ψ + UΨ = i
∂t
∂
Ψ .
2

c. Wave Equation ∇ Ψ = 2 1

c
2
∂

∂t
2
Ψ .
d. General form: DΨ = T Ψ .
→ →′
2. Initial Value Green’s Function, g ( ′
r , r ; t, t ) .
a. Homogeneous Boundary Conditions
i. Diffusion, or Schrödinger Equation (ist order in time), Dg = T g .
→ → →′ ′ 3 ′
Ψ( r , t) = ∫ g ( r , r ; t, t0 ) Ψ (r , t0 ) d r ,

where
′ ′
g (r, r ; t0 , t0 ) = δ (r − r ) ,

g (r ) satisfies homogeneous boundary conditions.

s

ii. Wave Equation

′ ′ ′ ′ 3 ′
Ψ(r, t) = ∫ [ gc (r, r ; t, t0 ) Ψ (r , t0 ) + gs (r, r ; t, t0 ) Ψ (r , t0 )] d r .

The first two properties in (a) above hold, but

′ ′
gc (r, r ; t0 , t0 ) = δ (r − r )
′ ′
ġ s (r, r ; t0 , t0 ) = δ (r − r )

 Note

For the diffusion and Schrödinger equations the initial condition is Dirichlet in time. For the wave equation the
initial condition is Cauchy, where Ψ and Ψ are given.

b. Inhomogeneous, Time Independent (steady) Boundary Conditions

i. Solve Laplace’s equation, ∇ ψ = 0 , for inhomogeneous B.C.’s
2
s

ii. Solve homogeneous, time-dependent equation for

Ψt (r, t) satisfying Ψt (r, t0 ) = Ψ (r, t0 ) − ψs (r).

iii. Then Ψ(r, t) = Ψ t (r, t) + ψs (r) .

 Note
Ψt is the transient part and ψ is the steady state part.
s

3. Time Dependent Boundary Conditions with Homogeneous Initial Conditions

a. Use the Boundary Value Green’s Function, h (r, r ′
s; t, t )
′
, which is similar to the surface Green’s function in an earlier
section.
∞

′ ′ ′ ′ ′
Ψ(r, t) = ∫ hD (r, r ; t, t ) Ψ (r , t ) dt ,
s′ s′
t0

or
∞
∂hN ′ ′ ′
′ ′
Ψ(r, t) = ∫ (r, rs ; t, t ) Ψ (rs , t ) dt
t0 ∂n

7.8.5 https://math.libretexts.org/@go/page/90964
 b. Properties of h (r, r ′
s;
′
t, t ) :
Dh = T h

∂hN
′ ′ ′ ′ ′ ′
hD (rs , rs ; t, t ) = δ (t − t ) , or (rs , rs ; t, t ) = δ (t − t ) ,
∂n
′ ′ ′
h (r, rs ; t, t ) = 0, t > t, (causality).

c.

 Note

For inhomogeneous I.C.,

′ ′ ′ ′ 3 ′
Ψ=∫ gΨ (r , t0 ) + ∫ dt hD Ψ (rs , t ) d r .

Inhomogeneous Steady State Equation

1. Poisson's Equation

2
∂ψ
∇ ψ(r, t) = f (r), ψ (rs ) or (rs ) given.
∂n

a. Green’s Theorem:

′ ′2 ′ ′ ′2 ′ 3 ′
∫ [ψ (r ) ∇ G (r, r ) − G (r, r ) ∇ ψ (r )] d r

′
−
→
′ ′ ′ ′ ′ ′
= ∫ [ψ (r ) ∇ G (r, r ) − G (r, r ) ∇ ψ (r )] ⋅ dS ,

where ∇ denotes differentiation with respect to r .

′ ′

b. Properties of G (r, r ) : ′

i. ∇ G (r, r ) = δ (r − r ) .
′2 ′ ′

ii. G| = 0 or
s
∣ = 0.
∣
∂G
′
∂n s

iii. Solution

′ ′ 3 ′
ψ(r) = ∫ G (r, r ) f (r ) d r

→′
−
′ ′ ′ ′ ′ ′
+∫ [ψ (r ) ∇ G (r, r ) − G (r, r ) ∇ ψ (r )] ⋅ dS . (7.8.9)

c. For the case of pure Neumann B.C.’s, the Divergence Theorem leads to the constraint
−
→
3
∫ ∇ψ ⋅ dS = ∫ f d r.

′
If there are pure Neumann conditions and S is finite and ∫ f d 3
r ≠ 0 by symmetry, then n⃗ ′
⋅ ∇ G∣
∣
s
≠0 and the Green’s
function method is much more complicated to solve.
d. From the above result:
→′
′ ′ ′
^
n ⋅ ∇ G (r, rs ) = gD (r, rs )

or
′ ′
GN (r, rs ) = −gN (r, rs ) .

′
−
→
It is often simpler to use G for ∫ d r and g for ∫ dS , separately.
3 ′

e. G satisfies a reciprocity property, G (r, r ) = G (r , r) for either Dirichlet or Neumann boundary conditions.
′ ′

f. G (r, r ) can be considered as a potential at r due to a point charge q = −1/4π at r , with all surfaces being grounded
′ ′

conductors.

7.8.6 https://math.libretexts.org/@go/page/90964
Inhomogeneous, Time Dependent Equations
1. Diffusion/Heat Flow ∇ 2
Ψ−
1

a
2
˙
Ψ = f (r, t) .

a. 2
1 ∂ ′ ′ ′2
1 ∂ ′ ′
[∇ − ] G (r, r ; t, t ) = [∇ + ] G (r, r ; t, t )
′
a2 ∂t a2 ∂t
′ ′
= δ (r − r ) δ (t − t ) . (7.8.10)

b. Green’s Theorem in 4 dimensions (r, t) yields

∞
′ ′ ′ ′ ′ 3 ′
1 ′ ′ 3 ′
Ψ(r, t) =∬ G (r, r ; t, t ) f (r , t ) dt d r − ∫ G (r, r ; t, t0 ) Ψ (r , t0 ) d r
2
t0 a
∞
→′
−
′ ′ ′ ′ ′ ′ ′ ′ ′ ′
+∫ ∫ [Ψ (r , t) ∇ GD (r, r t, t ) − GN (r, rs ; t, t ) ∇ Ψ (rs , t )] ⋅ dS dt .
s′ s′
t0

c. Either ′
GD (rs ) =0 or G N
′
(rs ) = 0 on S at any point r . ′
s

d. n ′
^ ⋅∇ G
′
D
′ ′
(rs ) = hD (rs ) , GN (rs
′
) = −h (r ) , and −
N
′
s
a
1
2
′
G (r, r ; t, t0 ) = g (r, r ; t, t0 )
′
.
2

2. Wave Equation ∇ 2
Ψ−
1

c
2
∂
2
Ψ
= f (r, t) .
∂ t

a. 2
1 ∂
2
′ ′ ′2
1 ∂
2
′ ′
[∇ − ] G (r, r ; t, t ) = [∇ − ] G (r, r ; t, t )
c2 ∂t2 c2 ∂t2
′ ′
= δ (r − r ) δ (t − t ) . (7.8.11)

b. Green’s Theorem in 4 dimensions (r, t) yields

∞
′ ′ ′ ′ ′ 3 ′
Ψ(r, t) = ∬ G (r, r ; t, t ) f (r , t ) dt d r
t0

1 ′
∂ ′ ′
∂ ′ 3 ′
− ∫ [G (r, r ; t, t0 ) Ψ (r , t0 ) − Ψ (r , t0 ) G (r, r ; t, t0 )] d r
2 ′ ′
c ∂t ∂t
∞
→′
−
′ ′ ′ ′ ′ ′ ′ ′ ′ ′
+∫ ∫ [Ψ (rs , t) ∇ GD (r, rs ; t, t ) − GN (r, rs ; t, t ) ∇ ψ (rs , t )] ⋅ dS dt .
t0

c. Cauchy initial conditions are given: Ψ (t ) and ΨΨ (t ) . 0 0

d. The wave and diffusion equations satisfy a causality condition G (t, t ) = 0, ′ ′

t > t.

This page titled 7.8: Summary is shared under a CC BY-NC-SA 3.0 license and was authored, remixed, and/or curated by Russell Herman via
source content that was edited to the style and standards of the LibreTexts platform; a detailed edit history is available upon request.

7.8.7 https://math.libretexts.org/@go/page/90964