Module 9: The Method of Green's Functions

Module 9: The Method of Greens Functions
The method of Greens functions is an important technique for solving boundary value
and, initial and boundary value problems for partial dierential equations.
In this module, we shall learn Greens function method for nding the solutions of
partial dierential equations. This is accomplished by constructing Greens theorem that
are appropriate for the second order dierential equations. These integral theorems will
then be used to show how BVP and IBVP can be solved in terms of appropriately dened
Greens functions for these problems. More precisely, we shall study the construction and
use of Greens functions for the Laplace, the Heat and the Wave equations.
MODULE 9: THE METHOD OF GREENS FUNCTIONS
Lecture 1
The Laplace Equation
Let be a bounded domain in R2 . Consider the Laplace equation
satisfying the BC
2 u = 0 in
(1)

u
= B.
u +
n
(2)
Here, (x), (x), and B are given functions evaluated on the boundary region . The
term
u
n
denotes the exterior normal derivative on . The boundary condition (2) relates
the values of u on and the ux of u through . We assume that (x) > 0 and (x) > 0
on .
If = 0, = 0 then (2) is referred to as Dirichlet BC. If = 0, = 0 then (2) is
referred to as Neumann BC. If = 0, = 0 then the condition (2) is known as Robins
type BC or mixed BC. We assume that is subdivided into three disjoint subsets 1 ,
2 and 3 . On 1 , 2 and 3 , u satises a boundary condition of the rst kind
(Dirichlet type), second kind (Neumann type) and third kind (mixed type), respectively.
Introducing a function w(x) (whose property we shall specify later) and applying
Greens theorem, we note that
(
)
2
2
w u u w dx =
(
)
w
u
u
w
ds,
n
n
(3)
where n is the exterior unit normal to . The equation (3) is the basic integral theorem
from which the Greens function method proceeds in the elliptic case.
Now the function w(x) is to be determined so that (3) expresses u at an arbitrary
point in the region in terms of w and known functions in (1) and (2).
Let w(x) be a solution of
2 w = (x ),
(4)
where (x ) is a two-dimensional Dirac delta function. Using the property of Dirac

delta function, we have
u (x ) dx = u().
u( w)dx =
In view of (1), we have
(5)
w(2 u) dx = 0.
(6)
It now remains to choose boundary conditions for w(x) on so that the boundary
integral in (3) involves only w(x) and known functions. This can be accomplished by
requiring w(x) to satisfy the homogeneous form of the given boundary condition (2), i.e.

w
w +
= 0.
(7)
n
If x 1 on , we have
w
u
u
w
n
n
=
=
(
)
1
w
u
u
w
n
n
(
)
1 w
u
1 w
u +
= B
,
n
n
n
where we have used (2). If x 2 3 on , we have

(
)
w
u
1
u
1
u
w
= w u +
= Bw.
n
n
(8)
(9)
The function w(x) is called the Greens function for the boundary value problem (1)-(2).
To indicate its dependence on the point , we denote the Greens function by
w = G(x; ).
(10)
In terms of G(x; ), (2) takes the form
1
1 G
B
ds +
BGds.
u() =
n
2 3
1
(11)
The Greens function G(x; ) thus satises the equation

2 G = (x ),
and the BC
x, ,

G
G +
= 0.
n
(12)
(13)
The Poisson equation in a rectangle: Let : 0 < x < a, 0 < y < b be a rectangular
domain in R2 with boundary . Consider the following BVP
2 u = f (x, y) in ,
(14)
with the BC
u(x, 0) = u(x, b) = 0,
0 < x < a,
u(0, y) = u(a, y) = 0,
0 < y < b.
(15)
Let G(x, y; , ) be the solution of the BVP

2 G = (x , y ) in
(16)
with the BC
G(x, 0; , ) = G(x, b; , ) = 0, 0 < x < a,
G(0, y; , ) = G(a, y; , ) = 0,
(17)
0 < y < b,
where (x, y) = (x)(y). Since is piecewise smooth, we use the divergence

theorem to nd that for a pair of smooth functions u and w.
w
u
2
2
(w u u w)dx =
(u
w )ds.
n
n
(18)
Equation (18) is Greens formula for functions of two space variables. If u is the solution
of the given BVP and w is replaced by G, then the homogeneous BC satised by both u
and G make the right-hand side in (18) vanish and the formula reduces to
[u(x, y)(x )(y ) f (x, y)G(x, y; , )]dxdy = 0.
(19)
This yields
u(, ) =
G(x, y; , )f (x, y)dxdy.
(20)
Applying (18) with u(x, y) replaced by G(x, y; , ) and w(x, y) replaced by G(x, y; , ),
we obtain
G(, ; , ) = G(, ; , ).
(21)
Applying a simple interchange of variables, (20) becomes
u(x, y) =
G(x, y; , )f (, )dd.
(22)
G(x, y; , ) is called the Greens function of the given BVP. Formula (22) shows the eect
of all the sources in on the temperature at the point (x, y).
To construct the Greens function G, recall the two dimensional eigenvalue problem
associated with the BVP (14)-(15).
Uxx + Uyy + U = 0, 0 < x < a, 0 < y < b,
U (0, y) = 0, U (a, y) = 0,
0 < y < b,
U (x, 0) = 0 U (x, b) = 0 0 < x < a.
The eigenvalues and the corresponding eigenfunctions are given by

nm =
( n )2
a
( m )2
b
, Unm = sin
( nx )
a
sin
( my )
b
, n, m = 1, 2, . . .
We now seek an expansion of the form

G(x, y; , ) =
=
cnm (, )Unm (x, y)
n=1 m=1

cnm (, ) sin
( nx )
n=1 m=1
sin
( my )
b
(23)
Putting (23) in (16), we obtain

2 G(x, y; , ) =
cnm (, )(2 Unm )(x, y)
n=1 m=1

nm cnm (, )Unm (x, y)
n=1 m=1
= (x )(y ).
(24)
Multiplying both sides of (24) by Upq . Then integrate over and use the property of
Dirac delta function to obtain
cpq (, ) =
4
Upq (, ).
abpq
(25)
In view of (23), we now conclude

(
)
(
)

sin n sin m
( my )
( nx )
a
b
4
G(x, y; , ) =
sin
sin
.
m 2
2
ab
( n
a
b
a ) +( b )
n=1 m=1
EXAMPLE 1. Using Greens function method to solve

uxx + uyy = 2 sin(x) sin(2y), 0 < x < 1, 0 < y < 2,
u(x, 0) = 0, u(x, 2) = 0,
0 < x < 1,
u(0, y) = 0 u(1, y) = 0 0 < y < 2.

Here, a = 1, b = 2 and f (x, y) = 2 sin(x) sin(2y). By (23), we have

( my )
sin(n) sin(m/2)
G(x, y; , ) = 2
sin
(nx)
sin
.
(n)2 + (m)2 /4
2
n=1 m=1
(26)
It now follows from (22) that
2 1
u(x, y) =
0
( my )
4 sin(n) sin(m/2)
(2)
sin
(nx)
sin
2 (4n2 + m2 )
2
n=1 m=1
( ) sin() sin(2)dd
( 1
)

1
sin() sin(n)d
= 8
4n2 + m2
0
n=1 m=1
( 2
( my ) )
( my )
sin(2) sin
d sin (nx) sin
2
2
( 0
)
8
1
1
sin(x) sin(2y) = sin(x) sin(2y).
=
2 4 12 + 42
5
2
REMARK 2. We know that separation of variables cannot be performed if the PDE and/or
BCs are not homogeneous. The eigenfunction expansion technique is used to deal with
IBVPs, where the PDE is nonhomogeneous and the BCs are zero.
Practice Problems
1. Use the Greens function method to nd the solution of the Dirichlet BVP:
uxx + uyy = x2 + y 2 , 0 < x < 1, 0 < y < 1,
u(x, 0) = u(x, 1) = 0, 0 < x < 1,
u(0, y) = u(1, y) = 0, 0 < y < 1.
2. Use the Greens function method to nd the solution of the Neumann BVP:
uxx + uyy = 0, 0 < x < 1, 0 < y < 1,
ux (x, 0) = ux (x, 1) = 0, 0 < x < 1,
u(0, y) = u(1, y) = 0, 0 < y < 1.

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Module 9: The Method of Greens Functions

MODULE 9: THE METHOD OF GREENS FUNCTIONS

The Laplace Equation

Let be a bounded domain in R2 . Consider the Laplace equation

where (x ) is a two-dimensional Dirac delta function. Using the property of Dirac

In view of (1), we have

MODULE 9: THE METHOD OF GREENS FUNCTIONS

where we have used (2). If x 2 3 on , we have

In terms of G(x; ), (2) takes the form

The Greens function G(x; ) thus satises the equation

MODULE 9: THE METHOD OF GREENS FUNCTIONS

Let G(x, y; , ) be the solution of the BVP

where (x, y) = (x)(y). Since is piecewise smooth, we use the divergence

[u(x, y)(x )(y ) f (x, y)G(x, y; , )]dxdy = 0.

G(x, y; , )f (x, y)dxdy.

Applying a simple interchange of variables, (20) becomes

U (x, 0) = 0 U (x, b) = 0 0 < x < a.

MODULE 9: THE METHOD OF GREENS FUNCTIONS

The eigenvalues and the corresponding eigenfunctions are given by

We now seek an expansion of the form

cnm (, )Unm (x, y)

Putting (23) in (16), we obtain

cnm (, )(2 Unm )(x, y)

nm cnm (, )Unm (x, y)

In view of (23), we now conclude

EXAMPLE 1. Using Greens function method to solve

u(0, y) = 0 u(1, y) = 0 0 < y < 2.

MODULE 9: THE METHOD OF GREENS FUNCTIONS

It now follows from (22) that

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