Green's function: Difference between revisions

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In [[physics]] and [[mathematics]],  '''Green's function''' is an auxiliary function in the solution of linear partial [[differential equations]]. The function is named for the British mathematician [[George Green]] (1793 – 1841)
In [[physics]] and [[mathematics]],  '''Green's functions''' are auxiliary functions in the solution of linear partial [[differential equations]]. Green's function is named for the British mathematician [[George Green]] (1793 – 1841).


==Definition==
Let ''L''<sub>'''''x'''''</sub> be a given linear differential operator in ''n'' variables '''''x''''' = (''x''<sub>1</sub>, ''x''<sub>2</sub>, ..., ''x''<sub>''n''</sub>), then the ''Green function of'' ''L''<sub>'''''x'''''</sub> is the function ''G''('''''x''''','''''y''''') defined by
Let ''L''<sub>'''''x'''''</sub> be a given linear differential operator in ''n'' variables '''''x''''' = (''x''<sub>1</sub>, ''x''<sub>2</sub>, ..., ''x''<sub>''n''</sub>), then the ''Green function of'' ''L''<sub>'''''x'''''</sub> is the function ''G''('''''x''''','''''y''''') defined by
:<math>
:<math>
L_\mathbf{x} G(\mathbf{x},\mathbf{y}) = - \delta(\mathbf{x}- \mathbf{y}),
L_\mathbf{x} G(\mathbf{x},\mathbf{y}) = \delta(\mathbf{x}- \mathbf{y}),
</math>
</math>
where &delta;('''''x'''''-'''''y''''') is the [[Dirac delta function]]. Once ''G''('''''x''''','''''y''''') is known, any differential equation involving ''L''<sub>'''''x'''''</sub> is formally solved,
where &delta;('''''x'''''-'''''y''''') is the [[Dirac delta function]]. Once ''G''('''''x''''','''''y''''') is known, any differential equation involving ''L''<sub>'''''x'''''</sub> is formally solved. Suppose we want to solve,
:<math>
L_\mathbf{x} \,\phi(\mathbf{x}) = \rho(\mathbf{x})
</math>
for a known right hand side &rho;('''''x''''').
The formal solution is
:<math>
:<math>
L_\mathbf{x} \,\phi(\mathbf{x}) = -\rho(\mathbf{x}) \quad\Longrightarrow\quad
\phi(\mathbf{x}) = \int\; G(\mathbf{x},\mathbf{y})\; \rho(\mathbf{y})\; \mathrm{d}\mathbf{y}.
\phi(\mathbf{x}) = \int\; G(\mathbf{x},\mathbf{y})\; \rho(\mathbf{y})\; \mathrm{d}\mathbf{y}.
</math>
</math>
The proof is by verification,
The proof is by verification,
:<math>
:<math>
L_\mathbf{x} \,\phi(\mathbf{x}) = \int\;L_\mathbf{x} \; G(\mathbf{x},\mathbf{y})\; \rho(\mathbf{y})\; \mathrm{d}\mathbf{y} = - \int\;\delta(\mathbf{x}- \mathbf{y})\;\rho(\mathbf{y}) \mathrm{d}\mathbf{y} = -\rho(\mathbf{x})
L_\mathbf{x} \,\phi(\mathbf{x}) = \int\;L_\mathbf{x} \; G(\mathbf{x},\mathbf{y})\; \rho(\mathbf{y})\; \mathrm{d}\mathbf{y} = \int\;\delta(\mathbf{x}- \mathbf{y})\;\rho(\mathbf{y}) \mathrm{d}\mathbf{y} = \rho(\mathbf{x})
</math>
</math>
where  in the last step the defining property of the Dirac delta function is used.
where  in the last step the defining property of the Dirac delta function is used.


The Green function of a linear differential operator may be seen as its inverse, which becomes clear
The integral operator that has the Green function as kernel may be seen as the inverse of a linear operator,
from the matrix equation analogy. Let <math>\mathbb{L}</math> and <math>\mathbb{G}</math> be ''n''&times;''n'' matrices connected by
:<math>
:<math>
\mathbb{L} \mathbb{G} = \mathbb{I}\quad \Leftrightarrow \quad  \left(\mathbb{L} \mathbb{G}\right)_{ij} = -\delta_{ij},
L_\mathbf{x}\;\phi(\mathbf{x}) = \rho(\mathbf{x}) \quad\Longrightarrow \quad \phi( \mathbf{x}) =L_\mathbf{x}^{-1}\;\rho(\mathbf{x}) = \int  G(\mathbf{x},\mathbf{y}) \rho(\mathbf{y})\;\mathrm{d}\mathbf{y} .
</math>
</math>
then the solution of the matrix-vector equation is
 
It is illuminating to make the analogy with matrix equations. Let <math>\mathbb{L}</math> and <math>\mathbb{G}</math> be ''n''&times;''n'' matrices connected by
:<math>
:<math>
\mathbb{L}\boldsymbol{\phi} = - \boldsymbol{\rho}\quad \Longrightarrow \quad
\mathbb{L}  \mathbb{G}  = \mathbb{E}\quad \Longleftrightarrow \quad  \left(\mathbb{L}  \mathbb{G}\right)_{ij} = \delta_{ij}, \quad\hbox{i.e.,}\quad \mathbb{G} = \mathbb{L}^{-1},
  \boldsymbol{\phi}_i = \sum_{j} \mathbb{G}_{ij} \boldsymbol{\rho}_j
</math>
then the solution of a matrix-vector equation is
:<math>
\mathbb{L}\boldsymbol{\phi} = \boldsymbol{\rho}\quad \Longrightarrow \quad
  \phi_i = \sum_{j} \mathbb{G}_{ij} \rho_j.
</math>  
</math>  
Make the correspondence ''i'' &harr; '''''x''''', ''j'' &harr; '''''y''''', and compare the sum over ''j'' with the integral over '''''y''''', and the correspondence  is evident.


==Example==
We consider a case of three variables, ''n'' = 3. The Green function of
:<math>
-\frac{1}{4\pi} \boldsymbol{\nabla}^2 \equiv -\frac{1}{4\pi}
\left( \frac{\partial^2}{\partial x^2}+\frac{\partial^2}{\partial y^2}+\frac{\partial^2}{\partial z^2}\right)
</math>
is
:<math>
G(\mathbf{x},\mathbf{y}) = \frac{1}{|\mathbf{x}-\mathbf{y}|}.
</math>
'''(To be continued)'''
'''(To be continued)'''
==Reference==
==Reference==
P. Roman, ''Advanced Quantum Theory'', Addison-Wesley, Reading, Mass. (1965) Appendix 4.
P. Roman, ''Advanced Quantum Theory'', Addison-Wesley, Reading, Mass. (1965) Appendix 4.

Revision as of 08:35, 8 January 2009

In physics and mathematics, Green's functions are auxiliary functions in the solution of linear partial differential equations. Green's function is named for the British mathematician George Green (1793 – 1841).

Definition

Let Lx be a given linear differential operator in n variables x = (x1, x2, ..., xn), then the Green function of Lx is the function G(x,y) defined by

where δ(x-y) is the Dirac delta function. Once G(x,y) is known, any differential equation involving Lx is formally solved. Suppose we want to solve,

for a known right hand side ρ(x). The formal solution is

The proof is by verification,

where in the last step the defining property of the Dirac delta function is used.

The integral operator that has the Green function as kernel may be seen as the inverse of a linear operator,

It is illuminating to make the analogy with matrix equations. Let and be n×n matrices connected by

then the solution of a matrix-vector equation is

Make the correspondence ix, jy, and compare the sum over j with the integral over y, and the correspondence is evident.

Example

We consider a case of three variables, n = 3. The Green function of

is

(To be continued)

Reference

P. Roman, Advanced Quantum Theory, Addison-Wesley, Reading, Mass. (1965) Appendix 4.