--- title: "Fundamental solution" sort_title: "Fundamental solution" date: 2021-11-02 categories: - Mathematics - Physics layout: "concept" --- Given a linear operator $$\hat{L}$$ acting on $$x \in [a, b]$$, its **fundamental solution** $$G(x, x')$$ is defined as the response of $$\hat{L}$$ to a [Dirac delta function](/know/concept/dirac-delta-function/) $$\delta(x - x')$$ for $$x \in ]a, b[$$: $$\begin{aligned} \boxed{ \hat{L}\{ G(x, x') \} = A \delta(x - x') } \end{aligned}$$ Where $$A$$ is a constant, usually $$1$$. Fundamental solutions are often called **Green's functions**, but are distinct from the (somewhat related) [Green's functions](/know/concept/greens-functions/) in many-body quantum theory. Note that the definition of $$G(x, x')$$ generalizes that of the [impulse response](/know/concept/impulse-response/). And likewise, due to the superposition principle, once $$G$$ is known, $$\hat{L}$$'s response $$u(x)$$ to *any* forcing function $$f(x)$$ can easily be found as follows: $$\begin{aligned} \hat{L} \{ u(x) \} = f(x) \quad \implies \quad \boxed{ u(x) = \frac{1}{A} \int_a^b f(x') \: G(x, x') \dd{x'} } \end{aligned}$$ {% include proof/start.html id="proof-solution" -%} $$\hat{L}$$ only acts on $$x$$, so $$x' \in ]a, b[$$ is simply a parameter, meaning we are free to multiply the definition of $$G$$ by the constant $$f(x')$$ on both sides, and exploit $$\hat{L}$$'s linearity: $$\begin{aligned} A f(x') \: \delta(x - x') = f(x') \hat{L}\{ G(x, x') \} = \hat{L}\{ f(x') \: G(x, x') \} \end{aligned}$$ We then integrate both sides over $$x'$$ in the interval $$[a, b]$$, allowing us to consume $$\delta(x \!-\! x')$$. Note that $$\int \dd{x'}$$ commutes with $$\hat{L}$$ acting on $$x$$: $$\begin{aligned} A \int_a^b f(x') \: \delta(x - x') \dd{x'} &= \int_a^b \hat{L}\{ f(x') \: G(x, x') \} \dd{x'} \\ A f(x) &= \hat{L} \int_a^b f(x') \: G(x, x') \dd{x'} \end{aligned}$$ By definition, $$\hat{L}$$'s response $$u(x)$$ to $$f(x)$$ satisfies $$\hat{L}\{ u(x) \} = f(x)$$, recognizable here. {% include proof/end.html id="proof-solution" %} While the impulse response is typically used for initial value problems, the fundamental solution $$G$$ is used for boundary value problems. Suppose those boundary conditions are homogeneous, i.e. $$u(x)$$ or one of its derivatives is zero at the boundaries. Then: $$\begin{aligned} 0 &= u(a) = \frac{1}{A} \int_a^b f(x') \: G(a, x') \dd{x'} \qquad \implies \quad G(a, x') = 0 \\ 0 &= u_x(a) = \frac{1}{A} \int_a^b f(x') \: G_x(a, x') \dd{x'} \quad \implies \quad G_x(a, x') = 0 \end{aligned}$$ This holds for all $$x'$$, and analogously for the other boundary $$x = b$$. In other words, the boundary conditions are built into $$G$$. What if the boundary conditions are inhomogeneous? No problem: thanks to the linearity of $$\hat{L}$$, those conditions can be given to the homogeneous solution $$u_h(x)$$, where $$\hat{L}\{ u_h(x) \} = 0$$, such that the inhomogeneous solution $$u_i(x) = u(x) - u_h(x)$$ has homogeneous boundaries again, so we can use $$G$$ as usual to find $$u_i(x)$$, and then just add $$u_h(x)$$. If $$\hat{L}$$ is self-adjoint (see e.g. [Sturm-Liouville theory](/know/concept/sturm-liouville-theory/)), then the fundamental solution $$G(x, x')$$ has the following **reciprocity** boundary condition: $$\begin{aligned} \boxed{ G(x, x') = G^*(x', x) } \end{aligned}$$ {% include proof/start.html id="proof-reciprocity" -%} Consider two parameters $$x_1'$$ and $$x_2'$$. The self-adjointness of $$\hat{L}$$ means that: $$\begin{aligned} \int_a^b G^*(x, x_1') \Big( \hat{L} \{ G(x, x_2') \} \Big) \dd{x} &= \int_a^b \Big( \hat{L} \{ G(x, x_1') \} \Big)^* G(x, x_2') \dd{x} \\ \int_a^b G^*(x, x_1') \: \delta(x - x_2') \dd{x} &= \int_a^b \delta^*(x - x_1') \: G(x, x_2') \dd{x} \\ G^*(x_2', x_1') &= G(x_1', x_2') \end{aligned}$$ {% include proof/end.html id="proof-reciprocity" %} ## References 1. O. Bang, *Applied mathematics for physicists: lecture notes*, 2019, unpublished.