Green’s Function Technique

for
Type V, VI and VII Second Ordered DE

Dr. Gopi Chandra Kaphle

Associate Professor
Central Department of Physics
Tribhuvan University Kirtipur, Kathmandu, Nepal

September 1, 2020
1
 Today’s Discussion
F Green’s Function
• Example Type V GF of Bessel’s Equations

• Type VI GF of Helmholtz Equation

• Idea about Poison’s/ Laplace’s Equations

• Type VII GF of Heat Equation

• HE with different BC’s

• HW

2
 Type V GF of Bessel’s Equation
• QN: Calculate GF for Bessel’s equation
2
(a)xy”(x) + y 0 (x) − mx y(x) = 0 with the BC’s y(0) = 0 and
y(1) = 0
(b) x2 y”(x) + xy 0 (x) + (k 2 x2 − 1)xy(x) = 0 with the BC’s
y(0) = 0 and y(1) = 0
Find the solution for m=3 and f (x) = x2

3
 Type V GF of Bessel’s Equation
• QN: Calculate GF for Bessel’s equation
2
(a)xy”(x) + y 0 (x) − mx y(x) = 0 with the BC’s y(0) = 0 and
y(1) = 0
(b) x2 y”(x) + xy 0 (x) + (k 2 x2 − 1)xy(x) = 0 with the BC’s
y(0) = 0 and y(1) = 0
Find the solution for m=3 and f (x) = x2
• Solution:
The given equation is
2
xy”(x) + y 0 (x) − mx y(x) = 0 ... (1)
Such types of equations has two types of linearly independent
solution to associate homogeneous equations i.e.,
y1 (x) = xm and y2 (x) = x−m

3
 Type V GF of Bessel’s Equation
• QN: Calculate GF for Bessel’s equation
2
(a)xy”(x) + y 0 (x) − mx y(x) = 0 with the BC’s y(0) = 0 and
y(1) = 0
(b) x2 y”(x) + xy 0 (x) + (k 2 x2 − 1)xy(x) = 0 with the BC’s
y(0) = 0 and y(1) = 0
Find the solution for m=3 and f (x) = x2
• Solution:
The given equation is
2
xy”(x) + y 0 (x) − mx y(x) = 0 ... (1)
Such types of equations has two types of linearly independent
solution to associate homogeneous equations i.e.,
y1 (x) = xm and y2 (x) = x−m
• If (1) satisfied the GF G(x, ξ) then we have,
2
xG”(x, ξ) + G0 (x, ξ) − mx G(x, ξ) = 0 ...(2)
d dG(x,ξ) m2
⇒ − dx [x dx ] + x G(x, ξ) = 0 ...(3)
3
 Type V GF of Bessel’s Equation
• Now compare (2) or (3) with SLE Ly = 0, we get
2
p(x) = −x and q(x) = mx Which has a solutions of GF as

4
 Type V GF of Bessel’s Equation
• Now compare (2) or (3) with SLE Ly = 0, we get
2
p(x) = −x and q(x) = mx Which has a solutions of GF as

Axm + Bx−m f or 0 ≤ x < ξ (i)
• G(x, ξ) = ...(4)
 Cxm + Dx−m f or ξ < x ≤ 1 (ii)

4
 Type V GF of Bessel’s Equation
• Now compare (2) or (3) with SLE Ly = 0, we get
2
p(x) = −x and q(x) = mx Which has a solutions of GF as

Axm + Bx−m f or 0 ≤ x < ξ (i)
• G(x, ξ) = ...(4)
 Cxm + Dx−m f or ξ < x ≤ 1 (ii)

4
 Type V GF of Bessel’s Equation
• Now using given boundary conditions (BC’s) we have,
For G(0, ξ) and y(0) forces B = 0 [A.0 + ∞]
However G(1, ξ) = C + D = 0 ⇒ C = −D
Hence , GF of the given equation will be,
Axm f or 0 ≤ x < ξ (i)
∴ G(x, ξ) = ...(5)
C(x − x−m ) f or ξ < x ≤ 1 (ii)
m

5
 Type V GF of Bessel’s Equation
• Now using given boundary conditions (BC’s) we have,
For G(0, ξ) and y(0) forces B = 0 [A.0 + ∞]
However G(1, ξ) = C + D = 0 ⇒ C = −D
Hence , GF of the given equation will be,
Axm f or 0 ≤ x < ξ (i)
∴ G(x, ξ) = ...(5)
C(x − x−m ) f or ξ < x ≤ 1 (ii)
m

• Now use G(x, ξ) as contineous function at x = ξ we have,

lim G2(x, ξ) = lim G1 (x, ξ) ⇒ [G2 (x) = G1 (x)]x=ξ
x→ξ+ x→ξ−

⇒ C(ξ − ξ ) = Aξ m , i.e. A = C(1 − ξ −2m )

m −m

∴ GF will be
 of the form as,
C(1 − ξ −2m ξ m ) f or 0 ≤ x < ξ (i)
G(x, ξ) = ...(6)
C(xm − x−m ) f or ξ < x ≤ 1 (ii)

5
 Type V GF of Bessel’s Equation
• Now we have to calcualte C to find out the GF so,
For it apply Jump properties on the derivative of GF (step
function) at x = ξ we get, [G02 (x, ξ) − G01 (x, ξ) = P (x)
1
]x=ξ ...(8)

6
 Type V GF of Bessel’s Equation
• Now we have to calcualte C to find out the GF so,
For it apply Jump properties on the derivative of GF (step
function) at x = ξ we get, [G02 (x, ξ) − G01 (x, ξ) = P (x)
1
]x=ξ ...(8)
• [C(mx m−1 −m−1 −2m m
+ mx − C(1 − ξ )mx ]x=ξ=( −1 )x=ξ
x
C[mξ m−1
+ mξ −m−1
− mξ m−1
+ mξ −2m+m−1
] = ( −1
ξ
)
−m−1 −m−1 −1 −m−1 −1
C[mξ + mξ ] = ξ ⇒ C[2mξ ]= ξ
1 m+1−1 ξm
∴ C = − 2m ξ ⇒ C = − 2m

6
 Type V GF of Bessel’s Equation
• Now we have to calcualte C to find out the GF so,
For it apply Jump properties on the derivative of GF (step
function) at x = ξ we get, [G02 (x, ξ) − G01 (x, ξ) = P (x)
1
]x=ξ ...(8)
• [C(mx m−1 −m−1 −2m m
+ mx − C(1 − ξ )mx ]x=ξ=( −1 )x=ξ
x
C[mξ m−1
+ mξ −m−1
− mξ m−1
+ mξ −2m+m−1
] = ( −1
ξ
)
−m−1 −m−1 −1 −m−1 −1
C[mξ + mξ ] = ξ ⇒ C[2mξ ]= ξ
1 m+1−1 ξm
∴ C = − 2m ξ ⇒ C = − 2m
• Hence the  GF will be,
( ξ m )(1 − ξ −2m )xm f or 0 ≤ x < ξ (i)
G(x, ξ) = 2m
( ξ m )(xm − x−m ) f or ξ < x ≤ 1 (ii)
2m
−xm ( ξ m −ξ −m ) f or 0 ≤ x < ξ (i)
2m
= ...(9)
−ξ m ( xm −x−m ) f or ξ < x ≤ 1 (ii)
2m
This is the required GF of the Bessel’s Equation
To explain solutions using GF for m = 3 and f (x) = x2 will be,
6
 Type V GF of Bessel’s Equation
R1
• y(x) = G(ξ, x)f (ξ)dξ
ξ=0
Rx R1
= G1(ξ, x)f (ξ)dξ + G2(ξ, x)f (ξ)dξ [Interchange
ξ=0 ξ=x
x and ξ at G1 and G2 ] such that
m −m m −m
G1 (ξ, x) = −ξ m ( x −x
2m
) and G2 (ξ, x) = −xm ( ξ −ξ
2m
)

7
 Type V GF of Bessel’s Equation
R1
• y(x) = G(ξ, x)f (ξ)dξ
ξ=0
Rx R1
= G1(ξ, x)f (ξ)dξ + G2(ξ, x)f (ξ)dξ [Interchange
ξ=0 ξ=x
x and ξ at G1 and G2 ] such that
m −m m −m
G1 (ξ, x) = −ξ m ( x −x
2m
) and G2 (ξ, x) = −xm ( ξ −ξ
2m
)
• Hence the solution will be,
Rx 3 −x−3 R1 3 −ξ −3
y(x) = −ξ 3 ( x 6
)ξ 2 dξ + −x3 ( ξ 6
)dξ
ξ=0 ξ=x
−3 −x3 Rx x3 R1
= (x 6
) ξ 5 dξ + 6
(ξ −1 − ξ 5 )dξ
ξ=0 ξ=x
6
x−3 −x3 x6 x3
= ( 6 ) × 6 + 6 × [lnξ − ξ6 ]1ξ=x
3 6) 3 6
= ( x (1−x
36
) + x6 × [ln(1) − 16 − lnx + x6 ]
3 6) x3 (x6 −1) 3 lnx
= ( x (1−x36
) + 36
− x 36
3 lnx
= − x 36 ANS.//
7
 Type VI GF of Helmholtz’s Equation
• QN2:Calculate the GF for Helmholz differential equation given
as (∆2 + k 2 )ψ(r) = ρ(r) or Lψ(r) = ρ(r) where L = ∆2 + k 2 is
called operator i.e. Helmholtz operator.

8
 Type VI GF of Helmholtz’s Equation
• QN2:Calculate the GF for Helmholz differential equation given
as (∆2 + k 2 )ψ(r) = ρ(r) or Lψ(r) = ρ(r) where L = ∆2 + k 2 is
called operator i.e. Helmholtz operator.
• Solution:
The given equation will be (∆2 + k 2 )ψ(r) = ρ(r) ...(1)
The equation(1) interms of GF G(r1 , r2 ) can be written as,
(∆2 + k 2 )G(r1 , r2 ) = δ 3 (r1 − r2 ) —(2)
The solution of equation (2) gives GF i.e. G(r1 , r2 ) which has a
type,
n=∞
P
G(r1 , r2 ) = an (r2 )φn (r1 ) ...(3)
n=0

8
 Type VI GF of Helmholtz’s Equation
• QN2:Calculate the GF for Helmholz differential equation given
as (∆2 + k 2 )ψ(r) = ρ(r) or Lψ(r) = ρ(r) where L = ∆2 + k 2 is
called operator i.e. Helmholtz operator.
• Solution:
The given equation will be (∆2 + k 2 )ψ(r) = ρ(r) ...(1)
The equation(1) interms of GF G(r1 , r2 ) can be written as,
(∆2 + k 2 )G(r1 , r2 ) = δ 3 (r1 − r2 ) —(2)
The solution of equation (2) gives GF i.e. G(r1 , r2 ) which has a
type,
n=∞
P
G(r1 , r2 ) = an (r2 )φn (r1 ) ...(3)
n=0
• If φ(r) defines the basis function as a homogeneous Helmholtz
equation for r1 6= r2 as in equation (2) then,
∆2 + k 2 )φn (r) = 0 ⇒ (∆2 φn (r) = −k 2 φn (r) —(4)
2 2
Similarly , ∆ φn (r1 ) = −kn φn (r1 ) —(5)
8
 Type VI GF of Helmholtz’s Equation
• Moreover from ∞ the definition of dirac delta function
δ 3 (r1 − r2 ) =
P
φn (r1 )φn (r2 ) ...(6)
n=0
Hence equation (2) in terms of equation (3),(5) and (6) we get
n=∞ n=∞ ∞
(∆2 [ an (r2 )φn (r1 )] + k 2 [
P P P
an (r2 )φn (r1 )] = φn (r1 )φn (r2 )
n=0 n=0 n=0
n=∞ n=∞ ∞
−[ an (r2 )kn2 φn (r1 )] + k 2 [
P P P
an (r2 )φn (r1 )] = φn (r1 )φn (r2 )
n=0 n=0 n=0
n=∞ ∞
an (r2 )φn (r1 )][k 2 − kn2 ] =
P P
φn (r1 )φn (r2 )
n=0 n=0
P∞

n=∞ φn (r1 )φn (r2 )

n=0
P
an (r2 )φn (r1 ) = k2 −kn
2 = G(r1 , r2 ) ...(7)
n=0

9
 Type VI GF of Helmholtz’s Equation
• Moreover from ∞ the definition of dirac delta function
δ 3 (r1 − r2 ) =
P
φn (r1 )φn (r2 ) ...(6)
n=0
Hence equation (2) in terms of equation (3),(5) and (6) we get
n=∞ n=∞ ∞
(∆2 [ an (r2 )φn (r1 )] + k 2 [
P P P
an (r2 )φn (r1 )] = φn (r1 )φn (r2 )
n=0 n=0 n=0
n=∞ n=∞ ∞
−[ an (r2 )kn2 φn (r1 )] + k 2 [
P P P
an (r2 )φn (r1 )] = φn (r1 )φn (r2 )
n=0 n=0 n=0
n=∞ ∞
an (r2 )φn (r1 )][k 2 − kn2 ] =
P P
φn (r1 )φn (r2 )
n=0 n=0
P∞

n=∞ φn (r1 )φn (r2 )

n=0
P
an (r2 )φn (r1 ) = k2 −kn
2 = G(r1 , r2 ) ...(7)
n=0
• Equation (7) is the required GF of givem Helmholtz equation.
Hence general solution of (1) will be of the form,
∞ R
φn (r1 )φn (r2 )ρ(r2 )d3 r2
ψ(r) = G(r1 , r2 )ρ(r2 )d3 r2 =
R P
k2 −kn
2 ...(8)
n=0
9
 Idea about Poison’s/Laplace’s Equation
• By taking above base we can solve Poison’s equations as
∆2 φ = 4πρ ..(1)
1
where φ = Potential function ( r1 −r2
)
ρ = density function (Charge)
L = ∆2 is Poison’s differential Operator.

10
 Idea about Poison’s/Laplace’s Equation
• By taking above base we can solve Poison’s equations as
∆2 φ = 4πρ ..(1)
1
where φ = Potential function ( r1 −r2
)
ρ = density function (Charge)
L = ∆2 is Poison’s differential Operator.
• Using GF G(r1 , r2 ) and dirac delta operator equation(1) will be
of the form, ∆2 G(r1 , r2 ) = δ 3 (r1 − r2 ) ...(2)
Hence equation(1) will be in terms of φ and equation (2) we get
1
∆2 | r1 −r2
= −4πδ 3 (r1 − r2 )
Therefore GF will be G(r1 , r2 ) = − 4π(r11−r2 )
Hence, the solution will be of the form
φ(r) = G(r1 , r2 )4πρ(r2 )d3 r2
R
R ρ(r2 )d3 r2
|r1 −r2 |

10
 Idea about Poison’s/Laplace’s Equation
• By taking above base we can solve Poison’s equations as
∆2 φ = 4πρ ..(1)
1
where φ = Potential function ( r1 −r2
)
ρ = density function (Charge)
L = ∆2 is Poison’s differential Operator.
• Using GF G(r1 , r2 ) and dirac delta operator equation(1) will be
of the form, ∆2 G(r1 , r2 ) = δ 3 (r1 − r2 ) ...(2)
Hence equation(1) will be in terms of φ and equation (2) we get
1
∆2 | r1 −r2
= −4πδ 3 (r1 − r2 )
Therefore GF will be G(r1 , r2 ) = − 4π(r11−r2 )
Hence, the solution will be of the form
φ(r) = G(r1 , r2 )4πρ(r2 )d3 r2
R
R ρ(r2 )d3 r2
|r1 −r2 |
• The solutions of Laplace is same as Poisons as the equation of
Laplace is ∆2 φ = 0. GF is same.
10
 GF of Heat equation
• QN: Calculate the GF of the Heat equation of type
Duxx (x, t) = ut (x, t) with BCS −∞ < x < +∞,
u(x, 0) = δ(x − x0 for t > 0 ...(1)

11
 GF of Heat equation
• QN: Calculate the GF of the Heat equation of type
Duxx (x, t) = ut (x, t) with BCS −∞ < x < +∞,
u(x, 0) = δ(x − x0 for t > 0 ...(1)
• Solution:
If g(k,t) is FT of u(x, t) then we have,
R∞
u(x, t) = √1
2π
g(k, t)e−ikx dk ...(2)
−∞
R∞
and g(k, t) = √1 u(x, t)e+ikx dx ...(3)
2π
−∞

11
 GF of Heat equation
• QN: Calculate the GF of the Heat equation of type
Duxx (x, t) = ut (x, t) with BCS −∞ < x < +∞,
u(x, 0) = δ(x − x0 for t > 0 ...(1)
• Solution:
If g(k,t) is FT of u(x, t) then we have,
R∞
u(x, t) = √1
2π
g(k, t)e−ikx dk ...(2)
−∞
R∞
and g(k, t) = √1 u(x, t)e+ikx dx ...(3)
2π
−∞
∂u(x,t) R∞ dg(k,t) −ikx
• ∂t
= √12π dt
e dk ...(4)
−∞
∂ 2 u(x,t) R∞ d2 g(k,t) −ikx
∂x2
= √12π dk2
e dx
−∞
R∞
= √12π (ik)2 g(k, t)e−ikx dx ...(5)
−∞

11
 GF of Heat equation
• QN: Calculate the GF of the Heat equation of type
Duxx (x, t) = ut (x, t) with BCS −∞ < x < +∞,
u(x, 0) = δ(x − x0 for t > 0 ...(1)
• Solution:
If g(k,t) is FT of u(x, t) then we have,
R∞
u(x, t) = √1
2π
g(k, t)e−ikx dk ...(2)
−∞
R∞
and g(k, t) = √1 u(x, t)e+ikx dx ...(3)
2π
−∞
∂u(x,t) R∞ dg(k,t) −ikx
• ∂t
= √12π dt
e dk ...(4)
−∞
∂ 2 u(x,t) R∞ d2 g(k,t) −ikx
∂x2
= √12π dk2
e dx
−∞
R∞
= √12π (ik)2 g(k, t)e−ikx dx ...(5)
−∞
• Hence equation(1) in terms of (2), (3) and (4) we get
11
 GF of Heat equation
• 0 = ut (x, t) − Duxx (x, t) = Gt (x, t, ξ, τ ) − DGxx (x, t, ı, τ )
⇒ √12π [ dg(k,t) + Dk 2 g(k, t)]eikx dk = 0
R
dt
dg(k,t)
⇒ dt
+ Dk 2 g(k, t) = 0 ...(5)

12
 GF of Heat equation
• 0 = ut (x, t) − Duxx (x, t) = Gt (x, t, ξ, τ ) − DGxx (x, t, ı, τ )
⇒ √12π [ dg(k,t) + Dk 2 g(k, t)]eikx dk = 0
R
dt
⇒ dg(k,t)
dt
+ Dk 2 g(k, t) = 0 ...(5)
• Solving equation (5) we get,
2
g(k, t) = g(k, 0)e−Dk t ...(6)
Again, g(k, 0) = F T [u(x, 0)] = F T [δ(x − x0 )]
+∞
√1 δ(x − x0 )eikx dx
R
= 2π
−∞
√1 e ikx0
∴ F or x = x0 ⇒ δ(x − x0 ) dx0 = 1 ...(7)
R
= 2π

12
 GF of Heat equation
• 0 = ut (x, t) − Duxx (x, t) = Gt (x, t, ξ, τ ) − DGxx (x, t, ı, τ )
⇒ √12π [ dg(k,t) + Dk 2 g(k, t)]eikx dk = 0
R
dt
⇒ dg(k,t)
dt
+ Dk 2 g(k, t) = 0 ...(5)
• Solving equation (5) we get,
2
g(k, t) = g(k, 0)e−Dk t ...(6)
Again, g(k, 0) = F T [u(x, 0)] = F T [δ(x − x0 )]
+∞
√1 δ(x − x0 )eikx dx
R
= 2π
−∞
= √12π e ikx0
∴ F or x = x0 ⇒ δ(x − x0 ) dx0 = 1 ...(7)
R

• Hence equation (6) will be of the form,

2
g(k, t) = √12π eikx0 e−Dk t ...(8)

12
 GF of Heat equation
• 0 = ut (x, t) − Duxx (x, t) = Gt (x, t, ξ, τ ) − DGxx (x, t, ı, τ )
⇒ √12π [ dg(k,t) + Dk 2 g(k, t)]eikx dk = 0
R
dt
⇒ dg(k,t)
dt
+ Dk 2 g(k, t) = 0 ...(5)
• Solving equation (5) we get,
2
g(k, t) = g(k, 0)e−Dk t ...(6)
Again, g(k, 0) = F T [u(x, 0)] = F T [δ(x − x0 )]
+∞
√1 δ(x − x0 )eikx dx
R
= 2π
−∞
= √12π e ikx0
∴ F or x = x0 ⇒ δ(x − x0 ) dx0 = 1 ...(7)
R

• Hence equation (6) will be of the form,

2
g(k, t) = √12π eikx0 e−Dk t ...(8)
• Hence equation (2) which satisfies GF G(x, t, ξ, τ ) will be
+∞ 2
√1 √1 e−ikx0 e−k Dt e−ikx dk
R
G(x, t, ξ, τ ) = u(x, t) = 2π 2π
−∞

12
 GF of Heat equation

+∞ 2 Dt
• 1
e−ik(x−x0 ) e−k
R
= 2π
dk
−∞
−(x−x0 )2
= √ 1 e 4Dt
4πDt

13
 GF of Heat equation

+∞ 2 Dt
• 1
e−ik(x−x0 ) e−k
R
= 2π
dk
−∞
−(x−x0 )2
1
= √4πDt e 4Dt
• Hence the required GF of the heat equation will be ,
−|(x−ξ)| 2
G(x, t, ξ, τ ) = √ 1 e 4Dt //
4πDt
+∞ 2 −x 2
1
e−ikx e−αtk dk = √ 1
R
Note: 2π 4πDt
e 4αt
−∞
FT of Gaussian is Gaussian itself.

13
 HW: Try to solve
• Solve the follwing questions:
(a) Calculate the GF of the Heat equation of type
ut (x, t) = Duxx (x, t) + f (x, t) with BCS −∞ < x < +∞,
u(x, 0) = 0 for t > 0 using dirac delta function

14
 HW: Try to solve
• Solve the follwing questions:
(a) Calculate the GF of the Heat equation of type
ut (x, t) = Duxx (x, t) + f (x, t) with BCS −∞ < x < +∞,
u(x, 0) = 0 for t > 0 using dirac delta function
• (b) Calculate the GF of the Heat equation of type
φt (x, t) − kφxx (x, t) = f (x, t) with BCS 0 < x < l, and t > 0 .
The BCS are φ(0) = 0, lim φ(x) = 0f or every t,
∞
φ0 = 0 at x = 0 &l = 0 and φ = 0 at t < τ

14
 HW: Try to solve
• Solve the follwing questions:
(a) Calculate the GF of the Heat equation of type
ut (x, t) = Duxx (x, t) + f (x, t) with BCS −∞ < x < +∞,
u(x, 0) = 0 for t > 0 using dirac delta function
• (b) Calculate the GF of the Heat equation of type
φt (x, t) − kφxx (x, t) = f (x, t) with BCS 0 < x < l, and t > 0 .
The BCS are φ(0) = 0, lim φ(x) = 0f or every t,
∞
φ0 = 0 at x = 0 &l = 0 and φ = 0 at t < τ
Rt1
• (c) When am (ξ, t, τ ) − kλm am (t)dt = vn (ξ) Show that
τ →0
kλm (t−τ )
solution is am (t) = vm (ξ)e
• some selected problems from Arfken 7th Editions :
10.1.1; 10.1.2; 10.1.4; 10.1.5; 10.1.7; 10.1.9;10.2.4; 10.2.5.
xxx ======END OF THE CHAPTER ====xxx
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 Acknowledgements

1 Head, CDP TU

2 All the students who listen it very carefully.

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 End1

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THANK YOU !!!

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