Intoduction To Greens Theorem
Intoduction To Greens Theorem
Intoduction To Greens Theorem
Structure
3.1. Introduction.
3.3. Construction of
3.5.
3.6.
3.8. Summary.
3.1. Introduction. This chapter contains methods to obtain Green function for a given non-
homogeneous linear second order boundary value problem and reduction of boundary value problem to
Fredholm integral equation with Green function as kernel.
31.1. Objective. The objective of these contents is to provide some important results to the reader like:
(i) Construction of Green function.
(ii) Reduction of boundary value problem to Fredholm integral equation with Green function as kernel.
3.1.2. Keywords. Green function, Integral Equations, Boundary Conditions.
2. Construction of Green function. Consider a differential equation of order n
L(u) = p0 (x) u n p1 (x) u n 1
p2 (x) u n 2
....... p n (x) u = 0 (1)
where the functions p0 (x), p1 (x) , p 2 (x),......., p n (x) are continuous on [a, b], p0(x) 0 on [a, b], and the
boundary conditions
1 2 n 1 n 1
Vk(u) = k u(a) ku (a) ku (a) .......... k u (a)
1 2 n 1 n 1
k u(b) ku (b) ku (b) ............ k u (b) (2)
1. G(x, ) is continuous in x for fixed and has continuous derivatives with regard to x upto order
(n 2) inclusive for a x b.
2. Its (n 1)th derivative with regard to x at the point x = has a discontinuity of first kind, the
1
jump being equal to , that is,
p0 (x) x=
n 1 n 1
1
n 1
G ( x, ) n 1
G( x, ) (3)
x x 0
x x 0
p0 ( )
where G x 0
defines the limit of G(x, ) as x from the right and G x 0
defines the limit
of G(x, ) as x from the left.
3. In each of the intervals [a, ) and ( , b] the function G(x, ), considered as a function of x, is a
solution of the equation (1)
L(G) = 0 (4)
4. The function G(x, ) satisfies the boundary conditions (2)
Vk (5)
If the boundary value problem (1), (2) contains only the trivial solution u(x) 0 then the operator L
).
Consider u1(x), u2 n(x) be linearly independent solutions of the equation L(u) = 0. From the
) must have the representation on the intervals [a, )
and ( , b]
1
Also, [b1u1n 1 ( ) b 2 u n2 1 ( ) ... b n u nn 1 ( )] [a1u1n 1 ( ) a 2 u n2 1 ( ) ... a n u nn 1 ( )]
p0 ( )
C1u1 ( ) C2 u 2 ( ) ... C n u n ( ) 0
1
C1u1n 1 ( ) C 2 u n2 1 ( ) ... C n u nn 1 ( ) (6)
p0 ( )
The determinant of the system is equal to the value of the Wronskian W(u1, u2 n) at the point x =
and is therefore different from zero.
From the boundary conditions (2), we have
Vk(u) = Ak(u) + Bk(u) (7)
1 2 n 1 n 1
where Ak(u) = k u(a) ku (a) ku (a) ........ k u (a)
1 2 n 1 n 1
Bk(u) = k u(b) ku (b) ku (b) ........ k u (b)
Vn (u1 ) Vn (u 2 ) Vn (u n )
The system of equations (8) contain a unique solution in b1( ), b2( ), ..., bn( ) and since
ak( ) = bk( ) ck( ), it follows that the quantities ak( ) are defined uniquely.
d d
where L p q (2)
dx dx
3. The functions G1 and G2 satisfy homogenous conditions at the end points x = a and x = b respectively.
4. The function G1 and G2 satisfy the homogenous equations LG = 0 in their defined intervals except at z
= , that is, LG1 0, x , L G2 0, x .
G x, exists, then the solution of the given differential equation can be
transformed to the relation
b
u x G x, d (4)
a
C1u1 x , x
G x, (5)
C2 u 2 x , x
where the constant C1 and C2 are chosen in a manner that the conditions I and II are fulfilled. Thus, we
have
C2 u 2 C1u1 0
1
C2u2 C1u1 (6)
p
The determinant of the system (6) is the Wronskian W u1 , u2 evaluated at the point x = for
linearly independent solution u1(x) and u2(x), and, hence it is different from zero W 0
u1 u2
W u1 , u2 = u1 u2 u2 u1 (7)
u1 u2
where G(x, ) are defined by the relation (9), satisfy the differential equation
1 x b
u (x) = u2 (x) u1( ) ( ) d u1(x) u2 ( ) ( ) d (13)
C a x
1 x b
u (x) u2 (x) u1( ) ( ) d u1(x) u2 ( ) ( ) d
C a x
1
u2 (x) u1(x) u1(x) u2 (x) ( x) (14)
C
Since L(u) p(x)u (x) p(x)u (x) q(x) u(x)
Thus,
1 x b 1 C
Lu(x)= {Lu2 (x)} u1( ) ( ) d {Lu2 (x)} u2 ( ) ( ) d p(x). ( x)
C a x C p(x)
Again, u1(x) and u2(x) satisfy L (u) = 0, hence the first two terms vanish identically.
So, L u(x) = (x) L u(x) + (x) = 0
Therefore, a function u(x) satisfying (10) also satisfies the differential equation (11)
Again from (12) and (13), we have
u1 (a) b
u(a) = u2 ( ) ( ) d
C a
u1 (b) b
u (a) = u2 ( ) ( ) d
C a
which shows that the function u defined by (11) satisfies the same homogeneous condition at x = a as
the function u1.
Note. Let (x) = r(x) u(x) f(x).
From the differential equation (1), we have
Lu(x) + r(x) u(x) = f(x) (15)
The corresponding Fredholm integral equation becomes
b b
u(x) = G ( x , ) r( ) u( ) d G( x , ) f ( ) d (16)
a a
where G(x,
From (9), it follows that G(x, ) is symmetric but the kernel K(x, ) {= G(x, )r( )} is not
symmetric unless r(x) is a constant.
Consider {r(x)}u(x) V(x) with the assumption that r(x) is non negative over (a, b). This equation
(16) may be expressed as
V(x) b b
G (x , ) r( ) V( ) d G (x , ) f( ) d
r(x) a a
b b f( )
or V(x) = K (x , ) V( ) d K (x , ) d , (17)
a a r( )
where K(x, ) = {r(x)r( )} G(x , ) and hence possesses the same symmetry as G(x, ).
2.2. Example. Construct an integral equation corresponding to the boundary value problem.
d 2u du
x2 x ( x 2 1) u = 0 , (1)
dx 2 dx
u(0) = 0, u(1) = 0 (2)
Solution. The differential equation (1) may be written as
d du 1
x x u = 0.
dx dx x
d du u
or x xu = 0.
dx dx x
d du u
L(u) = 0 x = 0 is given by
dx dx x
1
u(x) = C1x + C2
x
Consider u = u1(x) and u = u2(x) be the non trivial solutions of the equation, which satisfy the
conditions at x = 0 and x = 1 respectively then
1
u1(x) = x and u2(x) = x.
x
The Wronskian of u1(x) and u2(x) is given by
u1(x) u2 (x) 1 1 2
W[u1(x), u2(x)] = = x 1 x
u1(x) u2 (x) x2 x x
2
So, u1(x)u2 (x) u2 (x)u1(x) = C= 2
x
Thus from the relation (19), we have
1 x 2
(1 ), x< ,
2
G(x, )= (4)
1 2
(1 x ) , x > ,
2 x
Therefore, from (16), the corresponding Fredholm integral equation becomes
1
u(x) = G(x , ) u( ) d ) is defined by the relation (4).
0
2.3. Example.
d 4u
= 0 with the conditions u(0) = u (0) = 0, u(1) = u (1) = 0.
dx 4
d 4u
=0 (1)
dx 4
We notice that the boundary value problem contains only a trivial solution. The fundamental system of
solutions for the differential equation (1) is
u1(x) = 1, u2(x) = x, u3(x) = x2, u4(x) = x3 (2)
Its general solution is of the form
u(x) = A + Bx + Cx2 + Dx3,
where A, B, C, D are arbitrary constants. The boundary conditions give the relations for determining the
constants A, B, C, D :
u(0) = 0 A = 0, u (0) = 0 B=0
u(1) = 0 A + B + C + D = 0, u (1) = 0 B + 2C + 3D = 0
A = B = C = D = 0.
Thus the boundary value problem has only a zero solution u(x) 0 and hence we can construct a
a1 .1 a2 .x a3 .x 2 a4 .x3 , 0 x
G (x, )= (3)
b1 .1 b2 .x b3 .x 2 b4 .x 3 , x 1
where a1, a2, a3, a4, b1, b2, b3, b4 are the unknown functions of .
The system of linear equations for determining the functions Ck( ) become
2 3
C1 + C2 + C3 + C4 =0
Solution. The differential equation is given by
2
C2 + 2C3 + 3C4 =0
2C3 + 6C4 =0
6C4 = 1
1 1 1 2 1 3
C4( ) = , C3( ) = , C2( ) = , C 1( ) = (5)
6 2 2 6
:
G(0, ) = 0, G x (0, )=0
1 3 2 1
a3( ) = b3( ) C3( ) = +
2 2
and C4( ) = b4( ) a4( )
1 2 1 3 1
a4( ) = b4( ) C4( ) =
2 3 6
Substituting the value of the constants a1, a2, a3, a4, b1, b2, C3, C4
G(x, ) is obtained as
1 2 1 3 1 1 1
x2 2 3
x3 , 0 x
2 2 6 2 3
G(x, )=
1 3 1 2 1 3 2 1 1
x x2 2 3
x3 , x 1
6 2 2 2 3
1 1 3 1 1 2 1 3
G(x, )= x x2 x 2
x x 3
, x 1
2 2 6 2 3
G(x, ) = G(
d 2u du
2.4. Example. = 0 with the conditions u(x) is
dx 2 dx
bounded as x 0, u(1) = u (1) , 0.
d 2u du
Solution. The differential equation is given by x =0 (1)
dx 2 dx
d 2u dx 2 1
or dx dx
du dx x
du
or log = logx + logA
dx
du A
or =
dx x
or u(x) = Alogx + B (2)
The conditions u(x) is bounded as x 0 and u(1) = u (1) , 0 has only a trivial solution u(x) 0,
)
a1 a2 log x , 0 < x
G(x, )= (3)
b1 b2 log x , x 1
b1 + b2log a1 a2 log =0
1
and the jump G x (x, ) at the point x = is equal to so that
1 1 1
b2 . a2. =
a1 = ( +log ), a2 = 0, b1 = 1, b2 =
d 2u d 2u
u=0 u (1)
dx 2 dx 2
By integrating with regard to x over the interval (0, x) two times, we obtain
du x
= u( ) d C
dx 0
x
or u(x) = (x ) u( ) d Cx D (2)
0
where C and D are the integration constants, to be determined by the boundary conditions.
u(0) = 0 D=0
l
u(l) = 0 (l ) u( ) d Cl = 0
0
l
C = (l ) u( ) d
l 0
x x l
or u(x) = (x ) u( ) d x(l ) u( ) d x(l ) u( ) d
0 l 0 l x
x l x
or u(x) = (l x) u( ) d (l ) u( ) d
0 l x l
l
or u(x) = G(x , ) u( ) d
0
(l x) , x >
l
where G(x, )= .
x
(l ) , x <
l
Consider a differential equation of order n
L(u) h = h(x) (1)
with Vk (2)
where the linear forms V1, V2 n in u(a), u u n 1 (a), u(b), u u n 1 (b) are linearly
independent, h(x) is a given continuous function of x, is some non zero numerical parameter.
For h(x) 0, the equation (1) reduces to homogeneous boundary value problem
L(u) = u,
Vk (5)
Those values of for which the boundary value problem (5) has non trivial solutions u(x) are called the
eigenvalues. The non trivial solutions are called the associated eigen functions.
If the boundary value problem
L(u) = 0,
Vk (6)
), then the boundary value problem (1) and (2) is equivalent to the
Fredholm integral equation
b
u(x) = G(x , ) u( ) d f(x) (7)
a
b
where f(x) = G(x , ) h( ) d (8)
a
In particular, the homogeneous boundary value problem (5) is equivalent to the homogeneous integral
equation
b
u(x) = G(x , ) u( ) d (9)
a
Since G(x, ) is a continuous kernel, therefore the Fredholm homogeneous integral equation of second
kind (9) can have at most a countable number of eigen values 1, 2 n which do not have a finite
limit point. For all values of different from the eigen values, the non-homogeneous equation (7) has a
solution for any continuous function f(x). Thus the solution is given by
b
u(x) = R(x , ; ) f( ) d f( ) (10)
a
where R(x, ; ) is the resolvent kernel of the kernel G(x, ). The function R(x, ; ) is a
meromorphic function of for any fixed values of x and in [a, b]. The eigen values of the
homogeneous integral equation (9) may by the pole of this function.
d 2u
3.1. Example. Reduce the boundary value problem u = x, u(0) = u( 2) = 0, to an integral
dx 2
.
Solution. Consider the associated boundary value problem
d2u
0 (1)
dx 2
whose general solution is given by u(x) = Ax + B
The boundary conditions u(0) = 0, u( 2 ) = 0 yields only the trivial solution u(x) 0. Therefore, the
) exists for the associated boundary value problem
a 1x a 2 , 0 x<
G(x, )= (2)
b1x b 2 , x 2
b1 + b2 = a1 + a2
1
(II) The derivative G(x, ) has a discontinuity of magnitude at the point x = ,
p0 ( )
G G
that is, 1 b1 a1 = 1 (4)
x x = +0 x x= 0
G( 2, )=0 b1 + b2 = 0 (6)
2
Solving the equations (3), (4), (5) and (6), we have
2 2
a1 = 1 , a2 = 0, b2 = , b1 = .
) is obtained
2
1 x , 0 x<
G(x, )= (7)
2x
1 , x 2
x 2x 2
2 2
or f(x) = 1 d 1 x d
0 x
2
1 2x 3 1 2 2 3
or f(x) = 1 x x
3 2 3 x
2
1 3 2 4 x 1 3 2 4
or f(x) = x x x x
3 3 24 2 3
2
x3
or f(x) = x
24 6
Thus, the given boundary value problem has been reduced to an integral equation
2
2 1 3
u(x) + G(x , ) u( ) d = x x .
0 24 6
4. Non homogeneous ordinary Equation. The boundary value problem associated with a non
homogenous ordinary differential equation of second order is
d2y dy
Ly A0(x) 2
+ A1(x) + A2(x) y = f(x), a < x < b (1)
dx dx
1 y(a) 2 y (a) = 0
with boundary conditions (2)
1 y(b) 2 y (b) = 0
4.1. Self Adjoint Operator. The operator L is said to be self adjoint if for any two functions say
u(x) and v(x) operated on L, the expression (vLu uLv) dx is an exact differential that is, there exist a
function g such that dg = (vLu uLv) dx.
Function Method.
associated with non homogeneous ordinary or partial differential equation . Here we shall show that a
B.V.P. will be reduced to a Fredholm integral equation whose kernel is Gre
using a special type of B.V.P. namely Sturm
4.3. Theorem. Show that the differential operator L of the Sturm
problem (S.L.B.V.P.)
d dy
Ly = r(x) + q(x) p(x) y(x) = 0 (1)
dx dx
1 y(a) 2 y (a) = 0
with (2)
1 y(b) 2 y (b) = 0
d dv
and Lv = r(x) + q(x) p(x) v(x) = 0
dx dx
So,
d du d dv
vLu uLv = v r(x) + q(x) p(x) u(x)v u r(x) q(x) p(x) v(x)u
dx dx dx dx
d du d dv
=v r(x) u r(x)
dx dx dx dx
d du du dv d dv dv du
= v r(x) r(x) u r(x) r(x)
dx dx dx dx dx dx dx dx
d du d dv
= r(x) v(x) r(x) u(x)
dx dx dx dx
d du dv d du dv dg
= r(x) v(x) r(x) u(x) = r(x) v(x) u(x) =
dx dx dx dx dx dx dx
du dv
where g = r(x) v(x) u(x) . Then, (vLu uLv) dx = dg
dx dx
1 u(a) 2 u (a) = 0
(*)
1u(b) 2 u (b) = 0
b
u(x) = G(x , ) f( ) d (**)
a
where G(x,
Solution. Let v1(x) and v2(x) be two linearly independent solution of the homogeneous differential
equation.
d du
Lu = r(x) + q(x) p(x) u(x) = 0 (2)
dx dx
Let us equate to zero the terms involving derivatives of parameter, that is,
a1 (x)v1 (x) a 2 (x)v 2 (x) = 0 (5)
which yields
u (x) = a1 (x) v1 (x) a 2 (x) v 2 (x) (6)
Putting the values of u(x) and u (x) from (3) and (6) respectively in equation (1), we obtain
d
Lu = r(x) a 1v1 a 2 v 2 + q(x) p(x) (a1v1 + a2v2) = f(x)
dx
d d
or a1 (r v1 ) v1 (q p) a2 (r v 2 ) v 2 (q p) + a1v1 a 2 v2 r(x) = f(x) (7)
dx dx
f(x)
a1 (x) v1 (x) a 2 (x) v 2 (x) = (8)
r(x)
Equations (5) and equation (8) can be solved to get
f(x) v2 (x) f(x) v1 (x)
a1 (x) and a 2 (x) (9)
r(x) v2 v1 v1v2 r(x) v2 v1 v1v2
x
1
and a2(x) = f( ) v1 ( ) d (14)
c2
where c1 and c2 are arbitrary constants to be determined from the boundary condition on a1(x) and a2(x).
These conditions are to be imposed in accordance with our earlier assumption that v 1(x) and v2(x) does
not satisfy boundary conditions but the final solution u(x) satisfies boundary conditions in equation (*).
So, that
Let us now assume that v2(x) satisfies first boundary condition of (*) but v1(x) does not satisfy it, then
v (a)
1 2 2 v 2 (a) = 0
v (a)
1 1 2 v 2 (a) 0
Similarly, using (3) and (6) in (16), we obtain c2 = b and the solution in (14) is :
x b
1 1
a2(x) = f( ) v1 ( ) d = f( ) v1 ( ) d (18)
b x
x b b
v1 (x) v2 ( ) v 2 (x) v1 ( )
= f( ) d f( ) d = G(x , ) f ( ) d
a x a
1
v1 (x) v 2 ( ) x b
where G(x, )=
1
v 2 (x) v1 ( ) a x
5.1. Theorem. The Green function G(x, ) is symmetric in x and , that is, G(x, ) = G( , x).
1
v1 ( ) v2 (x) x
G(x, )= = G( , x).
1
v1 (x) v2 ( ) x
5.2. Theorem. The function G(x, ) satisfies the boundary conditions given in equation (*).
Proof. Consider
v 2 (a)v1 ( ) v2 (a)v1 ( )
1 G(a, )+ 2 G (a, ) = 1 + 2
1
= v (a)
1 2 2 v 2 (a) v1 ( )
1
= 0 v1 ( ) = 0 x b
v1 (b)v2 ( ) v1 (b)v2 ( )
Again, 1G(b, )+ 2G (b, ) = 1 + 2
1
= v (b)
1 1 2 1 v (b) v 2 ( )
1
= 0 v2 ( ) = 0 ,a x.
G
5.3. Theorem. has a jump discontinuity at x = , given by
x
G G 1
=
x x= x x= r( )
G G 1 1
Proof. We have = v1 (x) v 2 ( ) x=
v 2 (x) v1 ( ) x=
x x= x x=
(x > ) (x < )
1
= v1 ( ) v 2 ( ) v 2 ( ) v1 ( )
1 1
= = [By equation (11)]
r( ) r( )
d2y dy
A0(x) 2
+ A1(x) + A2(x) y + p(x) y = h(x) (1)
dx dx
with boundary conditions: y(a) = 0, y(b) = 0. (2)
its kernel.
To make the above operator in (1) as a self adjoint operator, we shift the term p(x)y to the right side
r(x)
and then divide it by .
A 0 (x)
b
y(x) = G(x , ) f( ) d where f(x) = h(x) p(x) y(x)
a
b
or y(x) = G(x , ) h( ) p( ) y d
a
b b
= G(x , ) h( ) d G(x , ) p( ) y( ) d
a a
b
= K(x) + G(x , ) p( ) y( ) d (3)
a
b
where K(x) = G(x , ) h( ) d (4)
a
This is a Fredholm integral equation of the second kind with kernel K(x, ) = G(x, ) p( ) and a non
homogeneous term K(x).
Here the kernel of Fredholm integral equation of second kind is symmetric that is,
Remark : We had obtained the required result in equation (3). We had proceed to obtain equation (5)
just to get the kernel in more symmetric form.
3.8. Summary. In this chapter, we discussed various methods to construct Green function for a given
non-homogeneous linear second order boundary value problem and then boundary value problem can be
reduced to Fredholm integral equation with Green function as kernel and hence can be solbed using the
methods studied in the previous chapter.
Books Suggested:
1. Jerri, A.J., Introduction to Integral Equations with Applications, A Wiley-Interscience
Publication, 1999.
2. Kanwal, R.P., Linear Integral Equations, Theory and Techniques, Academic Press, New York.
3. Lovitt, W.V., Linear Integral Equations, McGraw Hill, New York.
4. Hilderbrand, F.B., Methods of Applied Mathematics, Dover Publications.
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