Английская Википедия:Green's function

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Шаблон:Short description Шаблон:About

An animation that shows how Green's functions can be superposed to solve a differential equation subject to an arbitrary source.
If one knows the solution <math display="inline">G(x,x')</math> to a differential equation subject to a point source <math display="inline">\hat{L}(x) G(x,x') = \delta(x-x')</math> and the differential operator <math display="inline">\hat{L}(x)</math> is linear, then one can superpose them to build the solution <math display="inline">u(x) = \int f(x') G(x,x') \, dx'</math> for a general source <math display="inline">\hat{L}(x) u(x) = f(x)</math>.

In mathematics, a Green's function is the impulse response of an inhomogeneous linear differential operator defined on a domain with specified initial conditions or boundary conditions.

This means that if <math>\operatorname{L}</math> is the linear differential operator, then

  • the Green's function <math>G</math> is the solution of the equation <math>\operatorname{L} G = \delta</math>, where <math>\delta</math> is Dirac's delta function;
  • the solution of the initial-value problem <math>\operatorname{L} y = f</math> is the convolution (<math>G \ast f</math>).

Through the superposition principle, given a linear ordinary differential equation (ODE), <math>\operatorname{L} y = f</math>, one can first solve <math>\operatorname{L} G = \delta_s</math>, for each Шаблон:Mvar, and realizing that, since the source is a sum of delta functions, the solution is a sum of Green's functions as well, by linearity of Шаблон:Mvar.

Green's functions are named after the British mathematician George Green, who first developed the concept in the 1820s. In the modern study of linear partial differential equations, Green's functions are studied largely from the point of view of fundamental solutions instead.

Under many-body theory, the term is also used in physics, specifically in quantum field theory, aerodynamics, aeroacoustics, electrodynamics, seismology and statistical field theory, to refer to various types of correlation functions, even those that do not fit the mathematical definition. In quantum field theory, Green's functions take the roles of propagators.

Definition and uses

A Green's function, Шаблон:Math, of a linear differential operator <math>\operatorname{L} = \operatorname{L}(x)</math> acting on distributions over a subset of the Euclidean space <math>\R^n</math>, at a point Шаблон:Mvar, is any solution of Шаблон:NumBlk where Шаблон:Mvar is the Dirac delta function. This property of a Green's function can be exploited to solve differential equations of the form Шаблон:NumBlk

If the kernel of Шаблон:Math is non-trivial, then the Green's function is not unique. However, in practice, some combination of symmetry, boundary conditions and/or other externally imposed criteria will give a unique Green's function. Green's functions may be categorized, by the type of boundary conditions satisfied, by a Green's function number. Also, Green's functions in general are distributions, not necessarily functions of a real variable.

Green's functions are also useful tools in solving wave equations and diffusion equations. In quantum mechanics, Green's function of the Hamiltonian is a key concept with important links to the concept of density of states.

The Green's function as used in physics is usually defined with the opposite sign, instead. That is, <math display="block">\operatorname{L} \, G(x,s) = \delta(x-s)~.</math> This definition does not significantly change any of the properties of Green's function due to the evenness of the Dirac delta function.

If the operator is translation invariant, that is, when <math>\operatorname{L}</math> has constant coefficients with respect to Шаблон:Mvar, then the Green's function can be taken to be a convolution kernel, that is, <math display="block">G(x,s) = G(x-s)~.</math>

In this case, Green's function is the same as the impulse response of linear time-invariant system theory.

Motivation

Шаблон:See also Loosely speaking, if such a function Шаблон:Mvar can be found for the operator <math>\operatorname{L}</math>, then, if we multiply the equation (Шаблон:EquationNote) for the Green's function by Шаблон:Math, and then integrate with respect to Шаблон:Mvar, we obtain, <math display="block">\int \operatorname{L}\,G(x,s)\,f(s) \, ds = \int \delta(x-s) \, f(s) \, ds = f(x)~.</math>

Because the operator <math>\operatorname{L} = \operatorname{L}(x)</math> is linear and acts only on the variable Шаблон:Mvar (and not on the variable of integration Шаблон:Mvar), one may take the operator <math>\operatorname{L}</math> outside of the integration, yielding <math display="block">\operatorname{L}\,\left(\int G(x,s)\,f(s) \,ds \right) = f(x)~.</math> This means that Шаблон:NumBlk is a solution to the equation <math>\operatorname{L} u(x) = f(x)~.</math>

Thus, one may obtain the function Шаблон:Math through knowledge of the Green's function in equation (Шаблон:EquationNote) and the source term on the right-hand side in equation (Шаблон:EquationNote). This process relies upon the linearity of the operator <math>\operatorname{L}</math>.

In other words, the solution of equation (Шаблон:EquationNote), Шаблон:Math, can be determined by the integration given in equation (Шаблон:EquationNote). Although Шаблон:Math is known, this integration cannot be performed unless Шаблон:Mvar is also known. The problem now lies in finding the Green's function Шаблон:Mvar that satisfies equation (Шаблон:EquationNote). For this reason, the Green's function is also sometimes called the fundamental solution associated to the operator <math>\operatorname{L}</math>.

Not every operator <math>\operatorname{L}</math> admits a Green's function. A Green's function can also be thought of as a right inverse of <math>\operatorname{L}</math>. Aside from the difficulties of finding a Green's function for a particular operator, the integral in equation (Шаблон:EquationNote) may be quite difficult to evaluate. However the method gives a theoretically exact result.

This can be thought of as an expansion of Шаблон:Mvar according to a Dirac delta function basis (projecting Шаблон:Mvar over <math>\delta(x - s)</math>; and a superposition of the solution on each projection. Such an integral equation is known as a Fredholm integral equation, the study of which constitutes Fredholm theory.

Шаблон:See also

Green's functions for solving inhomogeneous boundary value problems

The primary use of Green's functions in mathematics is to solve non-homogeneous boundary value problems. In modern theoretical physics, Green's functions are also usually used as propagators in Feynman diagrams; the term Green's function is often further used for any correlation function.

Framework

Let <math>\operatorname{L}</math> be the Sturm–Liouville operator, a linear differential operator of the form <math display="block">\operatorname{L}=\dfrac{d}{dx}\left[p(x) \dfrac{d}{dx}\right]+q(x)</math> and let <math>\vec\operatorname{D}</math> be the vector-valued boundary conditions operator <math display="block">\vec\operatorname{D}\,u= \begin{bmatrix} \alpha_1 u'(0)+\beta_1 u(0) \\ \alpha_2 u'(\ell)+\beta_2 u(\ell) \end{bmatrix} ~.</math>

Let <math>f(x)</math> be a continuous function in <math>[0,\ell]\,.</math> Further suppose that the problem <math display="block">\begin{align} 

\operatorname{L}\,u &= f \\
\vec\operatorname{D}\,u &= \vec{0}

\end{align}</math> is "regular", i.e., the only solution for <math>f(x) = 0</math> for all Шаблон:Mvar is <math>u(x) = 0</math>.Шаблон:Efn

Theorem

There is one and only one solution <math>u(x)</math> that satisfies <math display="block"> \begin{align} 

\operatorname{L}\,u & = f\\
\vec\operatorname{D}\,u & = \vec{0}

\end{align}</math> and it is given by <math display="block">u(x)=\int_0^\ell f(s) \, G(x,s) \, ds~,</math> where <math>G(x,s)</math> is a Green's function satisfying the following conditions:

  1. <math>G(x,s)</math> is continuous in <math>x</math> and <math>s</math>.
  2. For <math>x \ne s~</math>, <math>\quad \operatorname{L}\,G(x,s) = 0~</math>.
  3. For <math>s \ne 0~</math>, <math>\quad \vec\operatorname{D}\,G(x,s) = \vec{0}~</math>.
  4. Derivative "jump": <math>\quad G'(s_{0+},s) - G'(s_{0-},s) = 1 / p(s)~</math>.
  5. Symmetry: <math>\quad G(x,s) = G(s,x)~</math>.

Advanced and retarded Green's functions

Шаблон:See also Green's function is not necessarily unique since the addition of any solution of the homogeneous equation to one Green's function results in another Green's function. Therefore if the homogeneous equation has nontrivial solutions, multiple Green's functions exist. In some cases, it is possible to find one Green's function that is nonvanishing only for <math>s \leq x</math>, which is called a retarded Green's function, and another Green's function that is nonvanishing only for <math>s \geq x </math>, which is called an advanced Green's function. In such cases, any linear combination of the two Green's functions is also a valid Green's function. The terminology advanced and retarded is especially useful when the variable x corresponds to time. In such cases, the solution provided by the use of the retarded Green's function depends only on the past sources and is causal whereas the solution provided by the use of the advanced Green's function depends only on the future sources and is acausal. In these problems, it is often the case that the causal solution is the physically important one. The use of advanced and retarded Green's function is especially common for the analysis of solutions of the inhomogeneous electromagnetic wave equation.

Finding Green's functions

Units

While it does not uniquely fix the form the Green's function will take, performing a dimensional analysis to find the units a Green's function must have is an important sanity check on any Green's function found through other means. A quick examination of the defining equation, <math display="block"> L G(x, s) = \delta(x - s), </math> shows that the units of <math>G</math> depend not only on the units of <math>L</math> but also on the number and units of the space of which the position vectors <math>x</math> and <math>s</math> are elements. This leads to the relationship: <math display="block"> G = L^{-1} d x^{-1}, </math> where <math>G</math> is defined as, "the physical units of <math>G</math>", and <math>d x</math> is the volume element of the space (or spacetime).

For example, if <math>L = \partial_t^2</math> and time is the only variable then: <math display="block">L = [[\text{time}]]^{-2},</math> <math display="block">d x = [[\text{time}]],\ \text{and}</math> <math display="block">G = [[\text{time}]].</math> If <math>L = \square = \frac{1}{c^2}\partial_t^2-\nabla^2</math>, the d'Alembert operator, and space has 3 dimensions then: <math display="block">L = [[\text{length}]]^{-2},</math> <math display="block">dx = [[\text{time}]] [[\text{length}]]^3,\ \text{and}</math> <math display="block">G = [[\text{time}]]^{-1} [[\text{length}]]^{-1}.</math>

Eigenvalue expansions

If a differential operator Шаблон:Math admits a set of eigenvectors Шаблон:Math (i.e., a set of functions Шаблон:Math and scalars Шаблон:Math such that Шаблон:Math ) that is complete, then it is possible to construct a Green's function from these eigenvectors and eigenvalues.

"Complete" means that the set of functions Шаблон:Math satisfies the following completeness relation, <math display="block">\delta(x-x') = \sum_{n=0}^\infty \Psi_n^\dagger(x) \Psi_n(x').</math>

Then the following holds,

Шаблон:Equation box 1 where <math>\dagger</math> represents complex conjugation.

Applying the operator Шаблон:Math to each side of this equation results in the completeness relation, which was assumed.

The general study of Green's function written in the above form, and its relationship to the function spaces formed by the eigenvectors, is known as Fredholm theory.

There are several other methods for finding Green's functions, including the method of images, separation of variables, and Laplace transforms.[1]

Combining Green's functions

If the differential operator <math>L</math> can be factored as <math>L = L_1 L_2</math> then the Green's function of <math>L</math> can be constructed from the Green's functions for <math>L_1</math> and <math>L_2</math>: <math display="block"> G(x, s) = \int G_2(x, s_1)\, G_1(s_1, s) \, d s_1. </math> The above identity follows immediately from taking <math>G(x, s)</math> to be the representation of the right operator inverse of <math>L</math>, analogous to how for the invertible linear operator <math>C</math>, defined by <math>C = (AB)^{-1} = B^{-1} A^{-1}</math>, is represented by its matrix elements <math>C_{i,j}</math>.

A further identity follows for differential operators that are scalar polynomials of the derivative, <math>L = P_N(\partial_x)</math>. The fundamental theorem of algebra, combined with the fact that <math>\partial_x</math> commutes with itself, guarantees that the polynomial can be factored, putting <math>L</math> in the form: <math display="block"> L = \prod_{i=1}^N (\partial_x - z_i),</math> where <math>z_i</math> are the zeros of <math>P_N(z)</math>. Taking the Fourier transform of <math>L G(x, s) = \delta(x - s)</math> with respect to both <math>x</math> and <math>s</math> gives: <math display="block"> \widehat{G}(k_x, k_s) = \frac{\delta(k_x - k_s)}{\prod_{i=1}^N (ik_x - z_i)}. </math> The fraction can then be split into a sum using a partial fraction decomposition before Fourier transforming back to <math>x</math> and <math>s</math> space. This process yields identities that relate integrals of Green's functions and sums of the same. For example, if <math>L = (\partial_x + \gamma) (\partial_x + \alpha)^2</math> then one form for its Green's function is: <math display="block"> \begin{align} G(x, s) & = \frac{1}{(\alpha - \gamma)^2}\Theta(x-s) e^{-\gamma(x-s)} - \frac{1}{(\alpha - \gamma)^2}\Theta(x-s) e^{-\alpha(x-s)} + \frac{1}{\gamma-\alpha} \Theta(x - s) \, (x - s) e^{-\alpha(x-s)} \\[5pt] & = \int \Theta(x - s_1) (x - s_1) e^{-\alpha(x-s_1)} \Theta(s_1 - s) e^{-\gamma (s_1 - s)} \, ds_1. \end{align} </math> While the example presented is tractable analytically, it illustrates a process that works when the integral is not trivial (for example, when <math>\nabla^2</math> is the operator in the polynomial).

Table of Green's functions

The following table gives an overview of Green's functions of frequently appearing differential operators, where <math display="inline"> r = \sqrt{x^2+y^2+z^2}</math>, <math display="inline"> \rho = \sqrt{x^2+y^2}</math>, <math display="inline"> \Theta(t)</math> is the Heaviside step function, <math display="inline"> J_\nu(z)</math> is a Bessel function, <math display="inline"> I_\nu(z)</math> is a modified Bessel function of the first kind, and <math display="inline"> K_\nu(z)</math> is a modified Bessel function of the second kind.[2] Where time (Шаблон:Mvar) appears in the first column, the retarded (causal) Green's function is listed.

Differential operator Шаблон:Mvar Green's function Шаблон:Mvar Example of application
<math>\partial_t^{n+1}</math> <math>\frac{t^n}{n!} \Theta(t)</math>
<math>\partial_t + \gamma </math> <math>\Theta(t) e^{-\gamma t}</math>
<math>\left(\partial_t + \gamma \right)^2</math> <math>\Theta(t)t e^{-\gamma t}</math>
<math>\partial_t^2 + 2\gamma\partial_t + \omega_0^2</math> where <math> \gamma < \omega_0 </math> <math>\Theta(t) e^{-\gamma t}~\frac{\sin(\omega t)}{\omega}</math>   with   <math>\omega=\sqrt{\omega_0^2-\gamma^2}</math> 1D underdamped harmonic oscillator
<math>\partial_t^2 + 2\gamma\partial_t + \omega_0^2</math> where <math> \gamma > \omega_0 </math> <math>\Theta(t) e^{-\gamma t}~\frac{\sinh(\omega t)}{\omega}</math>   with   <math>\omega=\sqrt{\gamma^2-\omega_0^2}</math> 1D overdamped harmonic oscillator
<math>\partial_t^2 + 2\gamma\partial_t + \omega_0^2</math> where <math> \gamma = \omega_0 </math> <math>\Theta(t) e^{-\gamma t}t</math> 1D critically damped harmonic oscillator
1D Laplace operator <math> \frac {\mathrm d ^2} {\mathrm d x ^2} </math> <math> (x-s)\Theta(x-s) + x\alpha (s) + \beta(s) </math> 1D Poisson equation
2D Laplace operator <math>\nabla^2_{\text{2D}} = \partial_x^2 + \partial_y^2</math> <math>\frac{1}{2 \pi}\ln \rho </math>   with   <math>\rho=\sqrt{x^2+y^2}</math> 2D Poisson equation
3D Laplace operator <math>\nabla^2_{\text{3D}} = \partial_x^2 + \partial_y^2 + \partial_z^2</math> <math>\frac{-1}{4 \pi r}</math>   with   <math> r = \sqrt{x^2 + y^2 + z^2} </math> Poisson equation
Helmholtz operator <math>\nabla^2_{\text{3D}} + k^2</math> <math>\frac{-e^{-ikr}}{4 \pi r}= i \sqrt{\frac{k}{32 \pi r}}</math><math> H^{(2)}_{1/2}(kr)</math><math>=i \frac{k}{4\pi}\, </math><math>h^{(2)}_{0}(kr)</math> stationary 3D Schrödinger equation for free particle
Divergence operator <math>\nabla \cdot v</math> \bf{x}-\bf{x_0}\|^3 </math>
Curl operator <math>\nabla \times v</math> \bf{x}-\bf{x_0}\|^3</math>
<math>\nabla^2 - k^2</math> in <math>n</math> dimensions <math>- (2\pi)^{-n/2} \left(\frac{k}{r}\right)^{n/2-1} K_{n/2-1}(kr)</math> Yukawa potential, Feynman propagator, Screened Poisson equation
<math>\partial_t^2 - c^2\partial_x^2</math> x/c|)</math> 1D wave equation
<math>\partial_t^2 - c^2\,\nabla^2_{\text{2D}}</math> <math>\frac{1}{2\pi c\sqrt{c^2t^2 - \rho^2}}\Theta(t - \rho/c)</math> 2D wave equation
D'Alembert operator <math>\square = \frac{1}{c^2}\partial_t^2-\nabla^2_{\text{3D}}</math> <math>\frac{\delta(t-\frac{r}{c})}{4 \pi r}</math> 3D wave equation
<math>\partial_t - k\partial_x^2</math> <math>\Theta(t)\left(\frac{1}{4\pi kt}\right)^{1/2} e^{-x^2/4kt}</math> 1D diffusion
<math>\partial_t - k\,\nabla^2_{\text{2D}}</math> <math>\Theta(t)\left(\frac{1}{4\pi kt}\right) e^{-\rho^2/4kt}</math> 2D diffusion
<math>\partial_t - k\,\nabla^2_{\text{3D}}</math> <math>\Theta(t)\left(\frac{1}{4\pi kt}\right)^{3/2} e^{-r^2/4kt}</math> 3D diffusion
<math>\frac{1}{c^2}\partial_t^2 - \partial_x^2+\mu^2</math> x|)J_0(\mu u)\right] </math>   with   <math> u=\sqrt{c^2t^2-x^2}</math> 1D Klein–Gordon equation
<math>\frac{1}{c^2}\partial_t^2 - \nabla^2_{\text{2D}}+\mu^2</math> <math>\frac{1}{4\pi}\left[(1+\cos(\mu ct)) \frac{\delta(ct-\rho)}{\rho} + \mu^2\Theta(ct - \rho) \operatorname{sinc}(\mu u) \right] </math>   with   <math> u=\sqrt{c^2t^2-\rho^2} </math> 2D Klein–Gordon equation
<math>\square+\mu^2</math> <math>\frac{1}{4\pi}\left[\frac{\delta\left(t-\frac{r}{c}\right)}{r}+\mu c\Theta(ct - r)\frac{J_1\left(\mu u\right)}{u}\right] </math>   with   <math> u=\sqrt{c^2t^2-r^2}</math> 3D Klein–Gordon equation
<math>\partial_t^2 + 2\gamma\partial_t - c^2\partial_x^2</math> x|)\left(\frac{\gamma}{c}I_0\left(\frac{\gamma u}{c}\right)+\frac{\gamma t}{u}I_1\left(\frac{\gamma u}{c}\right)\right)\right] </math>   with   <math> u=\sqrt{c^2t^2-x^2}</math> telegrapher's equation
<math>\partial_t^2 + 2\gamma\partial_t - c^2\,\nabla^2_{\text{2D}}</math> <math>\frac{e^{-\gamma t}}{4\pi} \left[(1+e^{-\gamma t}+3\gamma t)\frac{\delta(ct-\rho)}{\rho}+\Theta(ct - \rho)\left(\frac{\gamma\sinh\left(\frac{\gamma u}{c}\right)}{cu}+\frac{3\gamma t\cosh\left(\frac{\gamma u}{c}\right)}{u^2}-\frac{3ct\sinh\left(\frac{\gamma u}{c}\right)}{u^3}\right)\right] </math>   with   <math> u=\sqrt{c^2t^2-\rho^2}</math> 2D relativistic heat conduction
<math>\partial_t^2 + 2\gamma\partial_t - c^2\,\nabla^2_{\text{3D}}</math> <math>\frac{e^{-\gamma t}}{20\pi} \left[\left(8-3e^{-\gamma t}+2\gamma t+4\gamma^2t^2\right)\frac{\delta(ct-r)}{r^2}+\frac{\gamma^2}{c}\Theta(ct - r)\left(\frac{1}{cu}I_1\left(\frac{\gamma u}{c}\right)+\frac{4 t}{u^2}I_2\left(\frac{\gamma u}{c}\right)\right)\right]</math>   with   <math> u=\sqrt{c^2t^2-r^2}</math> 3D relativistic heat conduction

Green's functions for the Laplacian

Green's functions for linear differential operators involving the Laplacian may be readily put to use using the second of Green's identities.

To derive Green's theorem, begin with the divergence theorem (otherwise known as Gauss's theorem), <math display="block">\int_V \nabla \cdot \vec A\ dV=\int_S \vec A \cdot d\widehat\sigma ~.</math>

Let <math>\vec A=\varphi\,\nabla\psi-\psi\,\nabla\varphi</math> and substitute into Gauss' law.

Compute <math>\nabla\cdot\vec A</math> and apply the product rule for the ∇ operator, <math display="block">\begin{align} 

\nabla\cdot\vec A &=\nabla\cdot(\varphi\,\nabla\psi \;-\; \psi\,\nabla\varphi)\\
&=(\nabla\varphi)\cdot(\nabla\psi) \;+\; \varphi\,\nabla^2\psi \;-\; (\nabla\varphi)\cdot(\nabla\psi) \;-\; \psi\nabla^2\varphi\\
&=\varphi\,\nabla^2\psi \;-\; \psi\,\nabla^2\varphi.

\end{align}</math>

Plugging this into the divergence theorem produces Green's theorem, <math display="block">\int_V (\varphi\,\nabla^2\psi-\psi\,\nabla^2\varphi) \, dV = \int_S (\varphi\,\nabla\psi-\psi\nabla\,\varphi)\cdot d\widehat\sigma.</math>

Suppose that the linear differential operator Шаблон:Mvar is the Laplacian, ∇2, and that there is a Green's function Шаблон:Mvar for the Laplacian. The defining property of the Green's function still holds, <math display="block">L G(x,x')=\nabla^2 G(x,x')=\delta(x-x').</math>

Let <math>\psi=G</math> in Green's second identity, see Green's identities. Then, <math display="block">\int_V \left[ \varphi(x') \delta(x-x')-G(x,x') \, {\nabla'}^2\,\varphi(x')\right]\ d^3x' = \int_S \left[\varphi(x')\,{\nabla'} G(x,x')-G(x,x')\,{\nabla'}\varphi(x')\right] \cdot d\widehat\sigma'.</math>

Using this expression, it is possible to solve Laplace's equation ∇2φ(x) = 0 or Poisson's equation ∇2φ(x) = −ρ(x), subject to either Neumann or Dirichlet boundary conditions. In other words, we can solve for φ(x) everywhere inside a volume where either (1) the value of φ(x) is specified on the bounding surface of the volume (Dirichlet boundary conditions), or (2) the normal derivative of φ(x) is specified on the bounding surface (Neumann boundary conditions).

Suppose the problem is to solve for φ(x) inside the region. Then the integral <math display="block">\int_V \varphi(x')\delta(x-x')\, d^3x'</math> reduces to simply φ(x) due to the defining property of the Dirac delta function and we have <math display="block">\varphi(x) = -\int_V G(x,x') \rho(x')\ d^3x' + \int_S \left[\varphi(x') \, \nabla' G(x,x')-G(x,x') \,\nabla'\varphi(x')\right] \cdot d\widehat\sigma'.</math>

This form expresses the well-known property of harmonic functions, that if the value or normal derivative is known on a bounding surface, then the value of the function inside the volume is known everywhere.

In electrostatics, φ(x) is interpreted as the electric potential, ρ(x) as electric charge density, and the normal derivative <math>\nabla\varphi(x')\cdot d\widehat\sigma'</math> as the normal component of the electric field.

If the problem is to solve a Dirichlet boundary value problem, the Green's function should be chosen such that G(x,x′) vanishes when either x or x′ is on the bounding surface. Thus only one of the two terms in the surface integral remains. If the problem is to solve a Neumann boundary value problem, it might seem logical to choose Green's function so that its normal derivative vanishes on the bounding surface. However, application of Gauss's theorem to the differential equation defining the Green's function yields <math display="block">\int_S \nabla' G(x,x') \cdot d\widehat\sigma' = \int_V \nabla'^2 G(x,x') d^3x' = \int_V \delta (x-x') d^3x' = 1 ~,</math> meaning the normal derivative of G(x,x′) cannot vanish on the surface, because it must integrate to 1 on the surface.[3]

The simplest form the normal derivative can take is that of a constant, namely 1/S, where S is the surface area of the surface. The surface term in the solution becomes <math display="block">\int_S \varphi(x') \, \nabla' G(x,x')\cdot d\widehat\sigma' = \langle\varphi\rangle_S </math> where <math>\langle\varphi\rangle_S </math> is the average value of the potential on the surface. This number is not known in general, but is often unimportant, as the goal is often to obtain the electric field given by the gradient of the potential, rather than the potential itself.

With no boundary conditions, the Green's function for the Laplacian (Green's function for the three-variable Laplace equation) is <math display="block">G(x,x')=-\dfrac{1}{4 \pi |x-x'|}.</math>

Supposing that the bounding surface goes out to infinity and plugging in this expression for the Green's function finally yields the standard expression for electric potential in terms of electric charge density as

Шаблон:Equation box 1

Шаблон:Further

Example

Find the Green function for the following problem, whose Green's function number is X11:

<math display="block">\begin{align} 

Lu & = u + k^2 u = f(x)\\
u(0)& = 0, \quad u\left(\tfrac{\pi}{2k}\right) = 0.

\end{align}</math>

First step: The Green's function for the linear operator at hand is defined as the solution to Шаблон:NumBlk

If <math>x\ne s</math>, then the delta function gives zero, and the general solution is

<math display="block">G(x,s)=c_1 \cos kx+c_2 \sin kx.</math>

For <math>x<s</math>, the boundary condition at <math>x=0</math> implies

<math display="block">G(0,s)=c_1 \cdot 1+c_2 \cdot 0=0, \quad c_1 = 0</math>

if <math>x < s</math> and <math>s \ne \tfrac{\pi}{2k}</math>.

For <math>x>s</math>, the boundary condition at <math>x=\tfrac{\pi}{2k}</math> implies

<math display="block">G\left(\tfrac{\pi}{2k},s\right) = c_3 \cdot 0+c_4 \cdot 1=0, \quad c_4 = 0 </math>

The equation of <math>G(0,s)=0</math> is skipped for similar reasons.

To summarize the results thus far:

<math display="block">G(x,s)= \begin{cases} 

c_2 \sin kx, & \text{for }x<s, \\
c_3 \cos kx, & \text{for }s<x.

\end{cases}</math>

Second step: The next task is to determine <math>c_2</math> and <math>c_3</math>.

Ensuring continuity in the Green's function at <math>x=s</math> implies

<math display="block">c_2 \sin ks=c_3 \cos ks</math>

One can ensure proper discontinuity in the first derivative by integrating the defining differential equation (i.e., Шаблон:EquationNote) from <math>x=s-\varepsilon</math> to <math>x=s+\varepsilon</math> and taking the limit as <math>\varepsilon</math> goes to zero. Note that we only integrate the second derivative as the remaining term will be continuous by construction.

<math display="block">c_3 \cdot (-k \sin ks)-c_2 \cdot (k \cos ks)=1</math>

The two (dis)continuity equations can be solved for <math>c_2</math> and <math>c_3</math> to obtain

<math display="block">c_2 = -\frac{\cos ks}{k} \quad;\quad c_3 = -\frac{\sin ks}{k}</math>

So Green's function for this problem is:

<math display="block">G(x,s)=\begin{cases} 

-\frac{\cos ks}{k} \sin kx, & x<s, \\
-\frac{\sin ks}{k} \cos kx, & s<x.

\end{cases}</math>

Further examples

G(x, y, x_0, y_0) =\dfrac{1}{2\pi} &\left[\ln\sqrt{(x-x_0)^2+(y-y_0)^2}-\ln\sqrt{(x+x_0)^2+(y-y_0)^2} \right. \\[5pt] &\left. {} + \ln\sqrt{(x-x_0)^2+(y+y_0)^2}- \ln\sqrt{(x+x_0)^2+(y+y_0)^2} \, \right]. \end{align}</math>

  • Let <math> a < x < b </math>, and all three are elements of the real numbers. Then, for any function <math>f:\mathbb{R}\to\mathbb{R}</math> with an <math>n</math>-th derivative that is integrable over the interval <math>[a, b]</math>: <math display="block">\begin{align}

f(x) & = \sum_{m=0}^{n-1} \frac{(x - a)^m}{m!} \left[ \frac{d^m f}{d x^m} \right]_{x=a} + \int_a^b \left[\frac{(x - s)^{n-1}}{(n-1)!} \Theta(x - s)\right] \left[ \frac{d^n f}{dx^n} \right]_{x=s} ds \end{align} ~.</math> The Green's function in the above equation, <math>G(x,s) = \frac{(x - s)^{n-1}}{(n-1)!} \Theta(x - s)</math>, is not unique. How is the equation modified if <math>g(x-s)</math> is added to <math>G(x,s)</math>, where <math>g(x)</math> satisfies <math display="inline">\frac{d^n g}{d x^n} = 0</math> for all <math>x \in [a, b]</math> (for example, <math>g(x) = -x/2</math> with Шаблон:Nowrap Also, compare the above equation to the form of a Taylor series centered at <math>x = a</math>.

See also

Шаблон:Div col

Шаблон:Div col end

Footnotes

Шаблон:Notelist

References

Шаблон:Reflist

Шаблон:Refbegin

Шаблон:Refend

  • V.D. Seremet: ”Handbook of Green's Functions and Matrices”, WIT Press, ISBN 978-1-85312-933-9 (2002).

External links

Шаблон:Authority control

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  1. ↑ (Cole 2011)
  2. ↑ some examples taken from Schulz, Hermann: Physik mit Bleistift. Frankfurt am Main: Deutsch, 2001. Шаблон:ISBN (German)
  3. ↑ Шаблон:Cite book
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