University Of Zakho
Faculty Of Science
Department Of Mathematics
Green’s function
Prepared by:
Alaa salih haji Eman tahlan ali
Hayat mosa haji jwan namat khalid
Supervisor by:
Mr. Ibrahim silo
Contents
Abstract………………………………………………..1
Introduction………………………………………2
Definition ………………………………….3-----6
Example ………………………………………7----9
Conclusion …………………………………………10
Reference…………………………………………….1
Abstract
Green's function, a mathematical function that was
introduced by George Green in 1793 to 1841.Green’s
functions used for solving Ordinary and Partial Differential
Equations in different dimension sand for time-dependent
and time-independent problem, and also in physics and
mechanics, specifically in quantum field theory,
electrodynamics and statistical field theory, to refer to
various types of correlation functions. In this paper, we
describe some of the applications of Green's function in
sciences, to determine the importance of this function. i.e.
Boundary and Initial Value problem, Wave Equation,
Kirchhoff Diffusion Equation, Diffraction Theory, Helmholtz
Equation and etc.
KEYWORDS:
Green’s Function, Boundary Value problem, Wave
Equation, Kirchhoff Diffusion Equation, Diffraction Theory,
Helmholtz Equation, Diffusion Equation, Laplace Equations,
Poisson Equations, Bessel Equations, Sturm-Liouville
Differential Equation.
1
Introduction
George Green (14 July 1793 – 31 May 1841) was largely
self-taught British mathematical physicist who wrote "
An Essay on the Application of Mathematical Analysis to t
he Theories of Electricity and Magnetism (Green, 1828)
". The essay introduced several important concepts,
among them a theorem similar to the modern Green's
theorem, the idea of potential functions as currently used
in physics, and the concept of what are now called Green's
functions. George 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. His work ran parallel to that of the great
mathematician Gauss (potential theory)
2
Definition :
We assume the following ordinary differential equation in the
interval ( a , b) , is given [3, 4, 5, 6, 9, 25,and 26]:
Ly= y + P1 ( x ) y + P 2 ( x ) y =r ( x ) , a< x <b ……………………..(2)
'' ' 1
Where P1 ( x ), P2 ( x ) ,r ( x ) are continue and differentiable on(a ,b)
(analytic on a,b).
If two independent solution y 1 ( x )∧ y 2( x ) are available for the homogeneous
equation L y =0 , then y h=C 1 y1 +C 2 y 2 a general solution of L y =0 on (a ,b).
Now, we suing the method of variation of parameters to get particular
solution of L y =r ( x ) On (a, b).
If we substitute y=v 1 y 1 + v 2 y 2 into the equation L y =r ( x ) and we assume
v1 y 1 +v 2 y 2=0 , we obtain
' '
− y 2 r ( x) − y 1 r (x)
v1 =∫ dx , v 2=∫ dx
W ( y 1 , y 2) W ( y 1 , y 2)
3
Or
− y2 r ( x ) − y r (x)
y p= y1 ∫ dx + y 2∫ W ( y1 dx………………………………(2)
W ( y1, y2) 1 , y 2)
Or, let x 0 be any point on the interval a ,b and let the indefinite integrals
be replaced by definite integrals with respect to a dummy variable z from x 0
to x :
x
y 1 ( z ) . y 2 ( x )− y 2 ( z ) . y 1 ( x )
y =∫ d ( z )r ( z)……………………………..(3)
p
x0 y 1 ( z ) . y '2 ( z )− y 2 ( z ) . y '1 ( z )
This given the solution of L y =r ( x ) that satisfies y ( x 0 )= y ' ( x 0 )=0 :
Another special case of (2) is useful in the solution of boundary value
problems (BVPs). Let the first integral in (2) be replaced by a definite
integral from b to x , and the second by an integral from a to x .
The limits of integration b, x can be changed to x ,b if we change the
sign, hence
x b
y1 ( z ) . y2 ( x ) y1 ( z ) . y2 ( x )
y =∫
p
r ( z ) d ( z )+∫ r ( z )d ( z ) ..…………….(4)
a W ( z) x W (z)
If we define
4
{
y1 ( z ) . y 2 ( x )
a< z< x
g ( x , z )= W ( z )
……………………(5)
y1 ( z ) . y 2 ( x )
x < z <b
W (z)
Equation (4) is equivalent to
b
y ( x ) =∫ g ( x , z )r ( z )d ( z)
p
…………………………………………….(6)
a
Or, general solution of Ly r(x) on a ,b is
b
y= y + y =∫ g( x , z )r ( z)d ( z)+C 1 y 1 +C 2 y 2………..(7)
p h
The formula (6) gives the solution of Ly r(x) that satisfies
{
a1 y ( a ) β 1 y ' ( a ) =0
'
a1 y ( a ) β 1 y ( a ) =0
…………………………..………………………….(8)
The function g(x ,z) determined by this analysis is called Green's
Function for the boundary value problem associated with (1) and
(8).
5
Note
Equation:
d2u
(1) dy 2
+w 2 u=0.
m2 +w2 =0 →m=± wi
c1 c2
uc = A cos ( wx ) + B sin (wx) is general solution
du
(2) dy
=ku
1
∫ u du=∫ k dy → e ln (u)=eky +c 1
kx
uc =c e ,let e =c
c1
is general solution
d2u
(3) −w u=0 .
2
2
dy
2 2
m −w =0 → m=± wi
uc =c1 cosh ( wx ) + c2 sinh ( wx)
Or
uc =c1 e wx +c 2 e−wx is general solution
6
Example :
Solve by use green is function for the following problem:
2
d u
=0 ; 0< x <a
d x2
.
du
u ( 0 )=T 0 ; ( a )=0
dx
Solution :.
2
∫ dd xu2 =∫ 0 →∫ du =∫ c 1
dx
.
uc ( x )=c1 x+ c 2
Let u1 ( x )=T 0 → u ( 0 )=T 0 satisfies B . C
du
u2 ( x ) =x 2−2 ax → ( a ) =0
dx
w ( z )=
|u1 (z) u2 ( z)
'
u1 (z) u2 ( z)
'
||
= T0
0 2 z−2 a|=
z 2−2 az
T 0 (2 z −2 a)≠ 0
G ( x , z )=¿
Is the green is function
a
u ( x )=∫ 0 dz=0 is no solution
0
Example :
7
Find the green is function for the following problem:
d2 u 2
−k u=f ( x ) ,−∞ < x< ∞
d x2
.
u ( x ) is bounded as x → ± ∞
Solution :.
2
d u 2 2 2
2
−k u=0→ m −k → m=± k
dx
.
kx −kx
uc ( x ) =c 1 e +c 2 e
u1 ( x )=e kx as x → ∞
−kx
u2 ( x )=e as x →−∞
| || |
kz −kz
u1 ( z) u2 ( z) e e
w ( z )= = kz =−ke
−kz−kz −kz +kz
' ' kz −k e
u1 ( z) u2 ( z) ke −ke
=−k ( 1 )−k (1 )=−2 k ≠ 0
{
y1 ( z) . y2 ( x )
−∞ < z < x
G ( x , z )= W (z)
y1 ( z ) . y2 ( x )
x < z< ∞
W (z)
{
e kz e−kx
−∞< z < x
G ( x , z )= −2 k
kx −kz is the green is function
e e
x < z <∞
−2 k
Example
Find the green is function for the following problem;
8
2
d u .
2
−4 u=3 , 0< x< 2
dx
.
du
u ( 2 )=0 ; ( 0 )=0
dx
Solution :.
d2u . 2
2
−4 u=3→ m −4=0 →m=± 2
dx
.
uc ( x ) ¿ c 1 sinh ( 2 x )+ c 2 cosh (2 x)
Let u 1 ( x )=sinh (2 x−4 ) →u ( 2 )=0
du
u 2 ( x ) =cosh ( 2 x ) → ( 0 ) =0
dx
w ( z )=
| sinh ( 2 z −4 ) cosh ( 2 z )
2 cosh ( 2 z−4 ) 2 sinh ( 2 z ) |
2 sinh ( 2 z−4 ) sinh ( 2 z )−2 cosh (2 z ) cosh (2 z −4)
¿−2 cos ( 2 z−2 z +4 )=−2 cos ( 4 ) ≠ 0
{
sinh( 2 z−4) cos(2 x)
, 0< z< x
G ( x , z )= ¿ −2 cos ( 4 )
sinh (2 x−4) cos( 2 z )
, x< z <2
−2cos ( 4 )
Is the green is function
Conclusion
First we talked abstract and introduction after we talked about
definition and three example of green is function ,and reference
9
Reference
[1] G. Barton, Elements of Green’s functions and
propagation, Oxford, 1989
10
[2] G. Carrier, C. E. Pearson, Partial Differential Equations,
New York, 1976
[3] G. Evans, Black ledge, P. Yardley, Analytic Methods for
partial differential equation, New York,1999
[4] G. Roach, Green’s function, Cambridge, 1982
[5] I. Stakgold, Green’s functions and Boundary value
problems, New York, 1998
11