1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
|
---
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/)
$$\delta(x - x')$$ located at $$x' \in \: ]a, b[$$:
$$\begin{aligned}
\boxed{
\hat{L}\{ G(x, x') \}
= A \delta(x - x')
}
\end{aligned}$$
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 quantum mechanics.
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 integration commutes with $$\hat{L}$$'s action:
$$\begin{aligned}
A \int_a^b f(x') \: \delta(x - x') \dd{x'}
&= \int_a^b \hat{L}\{ f(x') \: G(x, x') \} \dd{x'}
\\
A f(x)
&= \hat{L} \int_a^b f(x') \: G(x, x') \dd{x'}
\end{aligned}$$
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" %}
In practice, $$G$$ usually only depends on the difference $$x - x'$$,
in which case the integral shown above becomes a convolution:
$$\begin{aligned}
u(x)
= \frac{1}{A} \int_a^b f(x') \: G(x - x') \dd{x'}
= \frac{1}{A} (f * G)(x)
\end{aligned}$$
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. $$u$$ or its derivative $$\dot{u}$$ is zero at the boundaries.
Then:
$$\begin{aligned}
0
&= u(a)
= \frac{1}{A} \int_a^b f(x') \: G(a, x') \dd{x'}
\quad \implies \quad
G(a, x') = 0
\\
0
&= \dot{u}(a)
= \frac{1}{A} \int_a^b f(x') \: \dot{G}(a, x') \dd{x'}
\quad \implies \quad
\dot{G}(a, x') = 0
\end{aligned}$$
Where $$\dot{G}$$ is the derivative of $$G$$ with respect to its first argument.
This holds for all $$x'$$, and also at 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 [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.
|