Why is Green's function method for ODEs only considered for x < z?

In summary, the student is trying to find the solution to a problem that is of order 2. They found the solution on the interval [0, ∞), which makes sense because they have the initial conditions at x=0 and they want to know how the system responds subsequently. Furthermore, z will lie somewhere in that interval and split the interval into two pieces.
  • #1
Screwdriver
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Homework Statement



I'm teaching myself the Green's function method for ODEs, because it looks relevant to my interests. This is a (slightly contrived) problem I just came up with arbitrarily:

[tex]y''+5y'+6y=sin(x) \; \; \; ; \; \; \; y(0)=y'(0)=0[/tex]

Homework Equations



i) When considered as a function of [itex]x[/itex] alone, [itex]G(x, z)[/itex] must obey the homogeneous initial conditions.

ii) The derivatives of [itex]G(x, z)[/itex] with respect to [itex]x[/itex] up to order [itex]n - 2[/itex] are continuous at [itex]x = z[/itex], but the [itex](n - 1)^{th}[/itex] order derivative has a discontinuity of [itex]\large{\frac{1}{a_{n}(z)}}[/itex] at this point.

The Attempt at a Solution



Proceeding with the complementary solution (following the procedure outlined in my text):

[tex]G(x, z)=\left\{\begin{matrix}
A(z)e^{-2x} + B(z)e^{-3x}\Rightarrow & x<z \\
C(z)e^{-2x} + D(z)e^{-3x}\Rightarrow & x>z
\end{matrix}\right.[/tex]

We require [itex]G(0, z) = G'(0, z) = 0[/itex]. For some reason this implies [itex]A(z) = B(z) = 0[/itex]. I mean, it's obvious that this is true if [itex]G(x, z) = A(z)e^{-2x} + B(z)e^{-3z}[/itex], but it's a piecewise function, so why do we only consider [itex]x < z [/itex]?

Anyways, this equation is of order 2, so we need the 0th order derivative to be continuous. Also, the 1st derivative needs to have a discontinuity of 1 (because the leading coefficient is 1):

[tex]\begin{matrix}
C(z)e^{-2z}+D(z)e^{-3z}=0\\ -2C(z)e^{-2z}-3D(z)e^{-3z}=1

\end{matrix}[/tex]

Solving gives [itex]C(z) = e^{2z}, D(z) = -e^{3z}[/itex]. Then:

[tex]y(x) = \int_{0}^{\infty }G(x,z)sin(z)dz [/tex]

[tex]y(x)=\int_{0}^{x }[e^{2z-2x}-e^{3z-3x}]sin(z)dz[/tex]

[tex]y(x)=\frac{1}{10}(e^{-3x} (2e^{x}-1) - cos(x) + sin(x)) \leftarrow \text{Lazily computed with Mathematica.}[/tex]

What I don't get is why that improper integral all of a sudden changed to have limits from 0 to [itex]x[/itex]. Furthermore, why is it even an improper integral at all? I suspect that it's because the initial conditions don't specify a boundary, but then why shouldn't the lower limit be negative infinity?

Thanks so much, and sorry about the wall of Tex :redface:
 
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  • #3
Screwdriver said:
We require [itex]G(0, z) = G'(0, z) = 0[/itex]. For some reason this implies [itex]A(z) = B(z) = 0[/itex]. I mean, it's obvious that this is true if [itex]G(x, z) = A(z)e^{-2x} + B(z)e^{-3z}[/itex], but it's a piecewise function, so why do we only consider [itex]x < z [/itex]?
The way you solved the problem, you've found the solution on the interval [0, ∞), which makes sense because you have the initial conditions at x=0 and you want to know how the system responds subsequently. Consequently, z will lie somewhere in that interval and split the interval into two pieces. The initial conditions apply to only the x<z part of the Green's function because x=0 is in the x<z part of the interval.
Anyways, this equation is of order 2, so we need the 0th order derivative to be continuous. Also, the 1st derivative needs to have a discontinuity of 1 (because the leading coefficient is 1):

[tex]\begin{matrix}
C(z)e^{-2z}+D(z)e^{-3z}=0\\ -2C(z)e^{-2z}-3D(z)e^{-3z}=1

\end{matrix}[/tex]

Solving gives [itex]C(z) = e^{2z}, D(z) = -e^{3z}[/itex]. Then:

[tex]y(x) = \int_{0}^{\infty }G(x,z)sin(z)dz [/tex]

[tex]y(x)=\int_{0}^{x }[e^{2z-2x}-e^{3z-3x}]sin(z)dz[/tex]

[tex]y(x)=\frac{1}{10}(e^{-3x} (2e^{x}-1) - cos(x) + sin(x)) \leftarrow \text{Lazily computed with Mathematica.}[/tex]

What I don't get is why that improper integral all of a sudden changed to have limits from 0 to [itex]x[/itex]. Furthermore, why is it even an improper integral at all? I suspect that it's because the initial conditions don't specify a boundary, but then why shouldn't the lower limit be negative infinity?

Thanks so much, and sorry about the wall of Tex :redface:
Remember G(x,z) vanishes for x<z, so only when z is between 0 and x is there any contribution to the integral.
 
  • #4
Okay totally gotcha, so it really just comes down to the initial conditions. Thanks for clearing that up - I was beginning to lose hope! This method seems like more trouble than it's worth, but I'm sure it will come in handy some day.
 

FAQ: Why is Green's function method for ODEs only considered for x < z?

What is a Green's function for an ODE?

A Green's function for an ODE is a mathematical tool used to solve certain types of differential equations. It is a function that satisfies the given differential equation, subject to specific boundary conditions, and can be used to find the solution to the original problem.

How do Green's functions work?

To use a Green's function, the original differential equation must be rewritten in a specific form, known as the Green's function form. The Green's function is then used to find the solution by taking a weighted integral of the original problem with the Green's function as the weight. This results in a solution that satisfies the original equation and boundary conditions.

What are the advantages of using Green's functions?

Green's functions provide a powerful method for solving differential equations, especially those with complicated boundary conditions. They also allow for the solution of non-homogeneous problems by breaking them down into simpler, homogeneous problems. Additionally, Green's functions can be used to find solutions for a wide range of physical problems in various fields such as physics, engineering, and mathematics.

When should Green's functions be used?

Green's functions are particularly useful when dealing with boundary value problems, where the values of the solution are known at the boundaries of a domain. They are also useful for solving problems in which the source or input is localized, such as point sources or delta functions. In general, Green's functions should be used when traditional methods of solving differential equations are not feasible or efficient.

Are there any limitations to using Green's functions?

While Green's functions are a powerful tool, they do have some limitations. They can only be used for linear differential equations, and may not always provide a closed-form solution. Additionally, finding the Green's function for more complex problems can be a difficult and time-consuming task. In some cases, numerical methods may be a more practical approach for solving differential equations.

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