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    1 D Greens Functions

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    ss_nainamohammed
    The document discusses using Green's functions to solve Sturm-Liouville differential equations. It defines Sturm-Liouville operators and equations. It then provides the recipe for constructing the Green's function for a given Sturm-Liouville equation based on the operator and boundary conditions. This includes finding two linearly independent solutions, determining a constant, and using these to define the Green's function. Finally, it works through an example problem, constructing the Green's function and using it to solve the given boundary value problem.

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    1 D Greens Functions

    Uploaded by

    ss_nainamohammed
    68 views4 pages
    The document discusses using Green's functions to solve Sturm-Liouville differential equations. It defines Sturm-Liouville operators and equations. It then provides the recipe for constructing the Green's function for a given Sturm-Liouville equation based on the operator and boundary conditions. This includes finding two linearly independent solutions, determining a constant, and using these to define the Green's function. Finally, it works through an example problem, constructing the Green's function and using it to solve the given boundary value problem.

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    1 d Greens Functions

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    The document discusses using Green's functions to solve Sturm-Liouville differential equations. It defines Sturm-Liouville operators and equations. It then provides the recipe for constructing the Green's function for a given Sturm-Liouville equation based on the operator and boundary conditions. This includes finding two linearly independent solutions, determining a constant, and using these to define the Green's function. Finally, it works through an example problem, constructing the Green's function and using it to solve the given boundary value problem.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    68 views4 pages

    1 D Greens Functions

    Uploaded by

    ss_nainamohammed
    The document discusses using Green's functions to solve Sturm-Liouville differential equations. It defines Sturm-Liouville operators and equations. It then provides the recipe for constructing the Green's function for a given Sturm-Liouville equation based on the operator and boundary conditions. This includes finding two linearly independent solutions, determining a constant, and using these to define the Green's function. Finally, it works through an example problem, constructing the Green's function and using it to solve the given boundary value problem.

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    © All Rights Reserved
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    of 4

    One-dimensional Greens Functions

    In these notes I just want to explain things on pages 663-667 in Arfken and give an
    example for solving a Sturm-Liouville dierential equation using one-dimensional Greens
    function method.
    Denition 1. Let p(x) and q(x) be two real functions which are continuous on the
    interval [a, b] and let p(x) be positive on this interval. Operator L dened as
    L[ ] =
    d
    dx

    p(x)
    d
    dx

    + q(x) , (1)
    is called a Sturm-Liouville operator.
    Any dierential equation
    L[y] + f(x) = 0, (2)
    where f(x) is function dened on [a, b] is called a dierential equation in the sturm-Liouville
    form or simply a Sturm-Liouville dierential equation.
    Example 1. Let p(x) = 1 + x
    2
    and q(x) = 1 x
    2
    . Determine L[sin x].
    Solution.
    L[sin x] =
    d
    dx

    (1 + x
    2
    )
    d
    dx
    sin x

    + (1 x
    2
    ) sin x
    =
    d
    dx
    [(1 + x
    2
    ) cos x] + (1 x
    2
    ) sin x
    = 2xcos x (1 + x
    2
    ) sin x + (1 x
    2
    ) sin x
    = 2xcos x 2x
    2
    sin x.
    Now suppose we want to nd the solution y(x) of the equation (1) on the interval [a, b]
    with the boundary conditions

    y(a) + y

    (a) = 0
    y(b) + y

    (b) = 0
    , (3)
    where Greek letters are real numbers.
    1
    First we should construct the Green function G(x, t) corresponding to the operator L
    and the boundary conditions (3). Here is the recipe for doing this.
    Solve the homogeneous equation L[y] = 0 and nd two linearly independent solutions
    u(x) and v(x) such that

    u(a) + u

    (a) = 0
    v(b) + v

    (b) = 0
    . (4)
    In other words u(x) should fullls the boundary condition at a and v(x) should fullls
    the boundary condition at b
    1
    .
    Determine the constant
    2
    A from the following equation
    A = p(t)

    u(t) u

    (t)
    v(t) v

    (t)

    . (5)
    Using A, u(x), and v(x) construct the Green function G(x, t) as follows
    G(x, t) =

    1
    A
    u(t)v(x), t < x b

    1
    A
    u(x)v(t), a x < t
    , (6)
    and since we dont need to stress the interval [a, b] explicitly, the above Greens func-
    tion can be re-written as
    G(x, t) =

    1
    A
    u(t)v(x), t < x

    1
    A
    u(x)v(t), x < t
    . (7)
    Then based on the theorem which is proved on pages 665 and 666, the solution y(x) can
    be determined from the following relation
    y(x) =

    b
    a
    G(x, t) f(t) dt. (8)
    Example 2. Using Greens function method, solve the following boundary value problem

    +
    2
    y = x
    y(0) = y(1/4) = 0
    .
    1
    If u(x) and v(x) failed to exist, this method would not work.
    2
    According to Abels formula A would actually b be a constant.
    2
    Solution. First, comparing y

    +
    2
    y = x to the operator L dened in (1) and the equation
    (2), it is easy to see that p(x) = 1, q(x) =
    2
    , and f(x) = x. Second, taking a = 0, b = 1/4,
    = 1, = 0, = 1, and = 0 reduces the boundary conditions (3) to y(0) = y(1/4) = 0.
    Therefore, the given problem is exactly one of the problems that can be solved by Greens
    function method.
    We know that the general solution to the equation y

    +
    2
    y = 0 is
    y(x) = M sin x + N cos x. (9)
    So sin x and sin x cos x can play the role of u(x) and v(x) respectively, since they are
    linearly independent solutions of the corresponding homogeneous equation and moreover,
    sin x fullls the boundary condition at 0 and sin xcos x fullls the boundary condition
    at 1/4.
    Now we can go to the second step and determine the constant A from the equation ().
    A =

    sin x cos x
    sin x cos x cos x + sin x

    = sin xcos x + sin


    2
    x sin xcos x + cos
    2
    x
    = .
    Using (7)
    G(x, t) =

    sin t (sin x cos x), t < x

    sin x(sin t cos t), x < t


    . (10)
    The last step is to nd the solution using the equation (8).
    y(x) =

    1/4
    0
    t G(x, t) dt
    =
    1

    (sin x cos x)

    x
    0
    t sin t dt +
    1

    sin x

    1/4
    x
    t (sin t cos t) dt.
    (11)
    Integration by parts yields

    t sin t dt =
    sin t t cos t

    2
    + C,
    and

    t cos t dt =
    t sin t + cos t

    2
    + C.
    3
    Using these in equation (11) and manipulating the expressions a little bit, one ends up with
    the following solution
    y(x) =
    x

    2
    4
    2
    sin x.
    4

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