Math 2.0

Ordinary differential equations Definition

Green's function

Builds on Linear differential equation of order nBoundary value problemContinuous function

Definition

Let a<ba < b and let p0,…,pn−1p_0, \ldots, p_{n-1} be continuous functions on [a,b][a, b], with n≥1n \ge 1. Let Ly=y(n)+pn−1y(n−1)+⋯+p0yL y = y^{(n)} + p_{n-1} y^{(n-1)} + \cdots + p_0 y be the linear differential operator on [a,b][a, b]. Let B1,…,BnB_1, \ldots, B_n be linear forms of the shape Biy=∑j=0n−1(αij y(j)(a)+βij y(j)(b))B_i y = \sum_{j=0}^{n-1} \left( \alpha_{ij}\, y^{(j)}(a) + \beta_{ij}\, y^{(j)}(b) \right) with real constants αij,βij\alpha_{ij}, \beta_{ij}. Assume that the boundary value problem Ly=0L y = 0, B1y=⋯=Bny=0B_1 y = \cdots = B_n y = 0 has only the solution y=0y = 0. A Green's function of this problem is a function G ⁣:[a,b]×[a,b]→ℝG \colon [a, b] \times [a, b] \to \R with the following property. For every continuous ff on [a,b][a, b], the function y(x)=∫abG(x,s) f(s) dsy(x) = \int_a^b G(x, s)\, f(s)\, ds is a solution of Ly=fL y = f, B1y=⋯=Bny=0B_1 y = \cdots = B_n y = 0.

Remarks

Under the assumption, the Green's function exists, and the solution above is the only one. For fixed ss, the function x↦G(x,s)x \mapsto G(x, s) solves Ly=0L y = 0 on [a,s)[a, s) and on (s,b](s, b] and satisfies the boundary conditions. Its derivatives of order up to n−2n - 2 are continuous at x=sx = s, and its derivative of order n−1n - 1 jumps by 11 there. Formally, LxG(x,s)=δ(x−s)L_x G(x, s) = \delta(x - s).

Example: for Ly=y′′L y = y'' on [0,1][0, 1] with y(0)=y(1)=0y(0) = y(1) = 0, take G(x,s)=x(s−1)G(x, s) = x (s - 1) for x≤sx \le s and G(x,s)=s(x−1)G(x, s) = s (x - 1) for x≥sx \ge s. It vanishes at x=0x = 0 and x=1x = 1, it is linear in xx on each side of ss, and ∂xG\partial_x G jumps from s−1s - 1 to ss, a jump of 11. For f=1f = 1 it gives y(x)=x(x−1)2y(x) = \frac{x (x - 1)}{2}, and indeed y′′=1y'' = 1 and y(0)=y(1)=0y(0) = y(1) = 0.

Non-example: for Ly=y′′L y = y'' on [0,1][0, 1] with y′(0)=y′(1)=0y'(0) = y'(1) = 0, the constants solve the homogeneous problem, so the assumption fails. There is no Green's function: y′′=1y'' = 1 has no solution with these conditions, since y′(1)−y′(0)=∫01y′′=1y'(1) - y'(0) = \int_0^1 y'' = 1.

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  1. Boundary value problem concept
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  4. Green's function definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Green%27s_function
About this page
TagZH4V0WHSXT
URIm2://ZH4V0WHSXT
Kinddefinition
WritingW0 stub
MSC34B27, 34B05
DefinesGreen's function
UsesLinear differential equation of order n, Boundary value problem, Continuous function
Changed2 November 2026

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