Green’s Functions

Companion Notes

Babak Majidzadeh Garjani

 Green’s Functions in One Dimension

1 Statement of the Problem

Consider the following second order differential operator:
d2 d
L = p(x) + q(x) + r(x) (1)
dx2 dx
that acts on a space of functions with domain [a, b]. The goal is to find the
solution to the differential equation:
Ly(x) = f (x), (2)
for a given function f , subjected to the following homogeneous§ boundary
conditions:

0
α y(a) + β y (a) = 0,

(3)

 0
γ y(b) + θ y (b) = 0,
where all the Greek letters are given real numbers and α2 + β 2 6= 0 and
γ 2 + θ2 6= 0. That, there exists a unique solution to the stated problem is
guaranteed by theorems in the theory of second order differential equations.

2 How to Solve the Stated Problem

The most general way is to use one of the methods introduced in the next
section to determine an appropriate two-argument function G(x, t), known
as Green’s function associated with the operator L and the boundary condi-
tions (3). Then the desired solution y(x) is given by the following formula:
Z b
y(x) = G(x, t)f (t) dt. (4)
a
So the whole problem now reduces to determining the appropriate Green func-
tion G(x, t).
§
They are called homogeneous, since the right hand side of these equations are zero.
Comment 2 mentions how to deal with non-homogeneous boundary conditions.

1
2

3 How to Determine G(x, t)

There are two methods to determine G(x, t), one is the general method based
on an appropriate definition for the Green function and the other one is only
applicable when the operator L is a self-adjoint operator.

3.1 General Method

The Green’s function G(x, t) corresponding to the operator L and boundary
conditions (3), is a function with the following properties:
(i) It fulfills, for all x in [a, b], the following differential equation:
LG(x, t) = δ(x − t), (5)
where δ is the Dirac delta function.
(ii) As a function of x, it is continuous for all x in [a, b].
(iii) It’s derivative G0 (x, t), where prime denotes differentiation with respect
to x, is discontinuous at x = t, i.e., the following expression:
G0+ (t, t) − G0− (t, t) (6)
is non-zero§ . Here the subscripts + and − indicate the right and left
derivatives, respectively.
(iv) It satisfies the same boundary conditions as the solution is supposed to
satisfy, i.e.,

0
α G(a, t) + β G (a, t) = 0,

(7)

 0
γ G(b, t) + θ G (b, t) = 0.

Comment 1. Consider the following Sturm–Liouville operator

d d
L= u(x) + v(x), (8)
dx dx
subjected to the boundary conditions (3)¶ . Then the steps mentioned above
to determine the the Green function G(x, t) gives rise to the following formula:
1


 w(x)z(t), a 6 x < t
A

G(x, t) = , (9)

 1
 w(t)z(x), t < x 6 b

A
§
The value of (6), at a given t, depends on the explicit form of the operator L and can
be determined by integrating both sides of Equation (5), on a small interval (t − , t + )
around t and taking the limit when  → 0+ .
¶
Using Equation (13) that is mentioned in Remark 2, one can show that the boundary
conditions (3) always gives rise to a self-adjoint Sturm–Liouville operator.
3. How to Determine G(x, t) 3

for the Green function. Here,

(i) the functions w(x) and z(x) are any two linearly independent solutions
to the homogeneous differential equation L[y] = 0 on provided that
α w(a) + β w0 (a) = 0, (10)
and
α z(b) + β z 0 (b) = 0. (11)
In other words, w(x) satisfies the boundary condition at the initial point
a and z(x) satisfies the boundary condition at the end point b.
(ii) A is a constant that is determined by
 
 w(x) z(x) 
 
A = u(x)  .
 (12)
w0 (x) z 0 (x)

Remark 1. If you are not asked to follow a pre-assigned method, since the
exam is an open-book exam, I believe it would be easier to use the comment
above to determine the Green’s function for Sturm–Liouville self-adjoint op-
erators than to use the definition of G(x, t).
Remark 2. The necessary and sufficient condition for Strum–Liouville oper-
ator (8) to be self-adjoint is that L acts on that space of functions such that
for any functions f and g in that space
 ∗
f (b) (f ∗ )0 (b)
 ∗
f (a) (f ∗ )0 (a)
 
u(b)   − u(a)   = 0. (13)
g(b) g 0 (b)   g(a) g 0 (a) 
One important particular case would be the case where u(a) = u(b) = 0. In this
situation the equation above is trivially satisfied regardless of the the boundary
conditions imposed on the functions of the space. In this case the interval [a, b]
is called the natural interval for the Sturm–Liouville operator.

3.2 Eigenfunctions Expansion Method

Consider the operator L given by Equation (1), but this time assume that the
boundary conditions (3) are so given that L is self-adjoint. Then, besides the
methods mentioned earlier, one can also determine the Green function G(x, t)
corresponding to L and the given boundary conditions as follows:
(i) First solve the eigenvalue equation:
Lφ = λ φ, (14)
subject to the given boundary conditions and find all non-zero eigenval-
ues λn and the corresponding normalized eigenfunctions φn (x).
4

(ii) The corresponding Green function is obtained from the following equa-
tion:
X φn (x)φ∗ (t)
n
G(x, t) = · (15)
n
λ n

Equation (15) is called the eigenfunction expansion for the Green function.
Remark 3. Since all the eigenvalues of a self-adjoint operator are real, it is
readily seen from Equation (15) that for a self-adjoint linear differential oper-
ator, the corresponding Green function has the following symmetry property:
G(x, t) = G∗ (t, x), (16)
if eigenfunctions are complex, and
G(x, t) = G(t, x), (17)
if the eigenfunctions are real.
Comment 2 (non-homogeneous boundary conditions). Consider the same
problem as stated in Section 1, but instead, consider the non-homogeneous
boundary conditions:

0
α y(a) + β y (a) = c1 ,

(18)

γ y(b) + θ y 0 (b) = c2 ,


where at least one of the numbers c1 and c2 is non-zero. Then the solution of
Equation (2) subjected to the boundary conditions (18) is given by
Z b
y(x) = G(x, t)f (t) dt + y1 (x), (19)
a

where G(x, t) is the Green function corresponding to the operator L and the
homogeneous boundary conditions (3) and y1 is the solution to the homoge-
neous differential equation
L[y1 ] = 0, (20)
subjected to the non-homogenous boundary conditions (18).
Comment 3. It is also possible to use Green’s function method to solve dif-
ferential Equation (2) subjected to two conditions both of which are given
at the same endpoint of the interval under consideration. Problems of these
kinds are called initial value problems instead of boundary value problems. In
this case one should use the general method introduced in Subsection 3.1 to
determine the appropriate Green’s function. Look at the page 453 of [AWH13]
for an example of how to solve an initial value problem using Green’s function
method. Note that in this case the symmetry property (17) is lost.
3. How to Determine G(x, t) 5

Exercise 1. Let F0 [0, 1] be the set of all real-valued functions f defined on

the interval [0, 1] such that

f (0) = f (1) = 0. (21)

The inner product h· | ·i on F0 [0, 1] is defined by

Z 1
hf | gi = f (x)g(x) dx. (22)
0

Consider the following operator

d2
L= + 1. (23)
dx2
(i) Use the general method introduced in Subsection 3.1 to determine the
Green function corresponding to L and boundary conditions (21).

(ii) Show that L is a self-adjoint operator on F0 [0, 1].

(iii) Use Comment 1 to do part (i).

(iv) Do part (i) by eigenfunctions expansion method introduced in Subsection

3.2.

(v) Use the Green function obtained in part (i) to solve the following bound-
ary value problem:

y 00 + y = x, y(0) = y(1) = 0.
 Bibliography

[AWH13] George B. Arfken, Hans J. Weber, and Frank E. Harris, Mathemati-

cal methods for physicists, a comprehensive guide, 7th ed., Elsevier,
2013.