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3.1 One Dimension

When a physical system is subject to some external disturbance, a non-homogeneity arises in the mathematical formulation of the problem, either in the differential equation or in the auxiliary conditions, or both. When the differential equation is non-homogeneous, a particular solution of the equation can be found by applying either the method of undetermined coefficients or the variation of parameters technique. In general, however, such techniques lead to a particular solution that has no special physical significance.

Now, let us consider a second-order linear ordinary differential equation, we may consider a general boundary value problem. But we discussed how to transform any general problem into self-adjoint form starting from (1.3). Therefore, we may consider the problem directly. Let

eqnarray768

where L is the differential operator defined at (1.1).

We may assume the solution has the general form tex2html_wrap_inline6117 , where tex2html_wrap_inline6119 satisfies the boundary value problem

eqnarray770

and tex2html_wrap_inline6121 is a solution of

eqnarray772

The general solution for tex2html_wrap_inline6119 is

eqnarray774

where tex2html_wrap_inline6125 and tex2html_wrap_inline6127 are linearly independent solutions of the homogeneous differential equation.

The constant tex2html_wrap_inline6129 and tex2html_wrap_inline6131 are then determined by imposing the non-homogeneous boundary conditions. Let us now consider the particular solution. We may consider the problem as an example of the string deflection problem, tex2html_wrap_inline6133 would be the distribution function of the force density. And we first consider the force concentrated at a point, say tex2html_wrap_inline6135 , and tex2html_wrap_inline6137 be a function of the deflection of string representing a unit of force applying at the point tex2html_wrap_inline6135 and satisfying the boundary conditions. Since the continuity of tex2html_wrap_inline6133 , all other solutions are simply superposition of this function. Therefore, the solution will be

eqnarray776

If we formally apply the differential operator L to both sides of (3.5), and assuming commutativity of L with integration, we find that

eqnarray778

If tex2html_wrap_inline6121 is indeed a solution of the differential equation in (3.3), the right hand side of (3.6) must be equal to tex2html_wrap_inline6149 . This will lead to

eqnarray780

In order to uniquely determine the function tex2html_wrap_inline6137 , we must find conditions other than (3.7) that contribute to its definition. Now, let us impose the homogeneous boundary conditions in (3.3) on the solution, which leads to

eqnarray782

eqnarray784

Since tex2html_wrap_inline6133 can be any functions, these relations are possible only if

eqnarray786

Consequently, we have shown that the Green's function we are seeking is a solution of the boundary value problem

eqnarray788

where tex2html_wrap_inline6093 is fixed and tex2html_wrap_inline6157 .

Although this problem is quite similar to the problem described by (3.3), the forcing function in (3.11) is a delta function rather than an arbitrary function tex2html_wrap_inline6159 . This means that solving the problem for g will be somewhat simpler than solving the corresponding problem for u. and once the Green's function has been found for a particular operator L and set of boundary conditions. It may be used for solving (3.3) for any number of times where only the function tex2html_wrap_inline6159 changes from problem to problem. It is the feature of the Green's function, coupled with its physical interpretation, which makes it most useful in applications.

The presence of the delta function in (3.11) suggests that the behavior of tex2html_wrap_inline6137 in the vicinity of tex2html_wrap_inline6135 is somewhat peculiar. To investigate this behavior, we start with (3.7) to obtain

eqnarray790

Because the solution of a differential equation must be a continuous function, the left-hand side of the above expression vanishes. And since tex2html_wrap_inline6159 is arbitrary, we deduce that

eqnarray792

which implies that tex2html_wrap_inline6137 is continuous at tex2html_wrap_inline6135 . Going one step further, we now wish to investigate the behavior of the derivative of tex2html_wrap_inline6137 . Here we formally integrate both sides of (3.7) with respect to x from tex2html_wrap_inline6183 to tex2html_wrap_inline6185 , and find that

eqnarray794

From the continuity of both q(x) and tex2html_wrap_inline6137 at tex2html_wrap_inline6135 , it follows that the integral on the left-hand side of this expression is zero. Also, using the integral property of the delta function and the fact that p(x) is continuous and non-zero on [a, b], this last expression reduces to

eqnarray796

where we have divided by tex2html_wrap_inline6197 . This result asserts that at tex2html_wrap_inline6135 , the derivative of tex2html_wrap_inline6137 has a jump discontinuity of magnitude tex2html_wrap_inline6203 .

Summarize all the above materials, we can well define that the Green's function tex2html_wrap_inline6137 associated with the boundary value problem

eqnarray798

where L is self-adjoint operator as defined in (1.1). tex2html_wrap_inline6137 is a function satisfying the following conditions tex2html_wrap_inline6157 :

eqnarray800

Based on the above four conditions, an explicit formula for the Green's function for one dimension can now be constructed.


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Next:3.2 Two Dimensions Up:3 Construction of Green's function Previous:3 Construction of Green's function
Cheung Sau Hung

Wed Sep 15 10:03:39 HKT 1999