Chapter 8

Green’s Functions

“I do not want to claim that every topic should be probed in detail. Following one’s
own talent and inclination, one should select at least one topic, and study it in
depth. In the others, one should follow the example of the bee which sucks a drop of
nectar from each flower ...” - Jacopo Francesco Riccati (1676-1754)
“The young theoretical physicists of a generation or two earlier subscribed to
the belief that: If you haven’t done something important by age 30, you never will.
Obviously, they were unfamiliar with the history of George Green, the miller of
Nottingham.” Julian Schwinger (1918-1994)

8.1 introduction

In this chapter we will investigate the solution of nonhomogeneous differ-

ential equations using Green’s functions. Our goal is to solve the nonhomo-
geneous differential equation

L[u] = f ,

where L is a differential operator. The solution is formally given by

u = L −1 [ f ] .

The inverse of a differential operator is an integral operator, which we seek

to write in the form Z
u = G ( x, ξ ) f (ξ ) dξ.

The function G ( x, ξ ) is referred to as the kernel of the integral operator and

is called the Green’s function.
The history of the Green’s function dates back to 1828, when George
Green published work in which he sought solutions of Poisson’s equation
∇2 u = f for the electric potential u defined inside a bounded volume with
specified boundary conditions on the surface of the volume. He introduced
a function now identified as what Riemann later coined the “Green’s func-
tion”.
We will restrict our discussion to Green’s functions for ordinary differen-
tial equations. Extensions to partial differential equations are typically one
of the subjects of a PDE course. We will begin our investigations by examin-
ing solutions of nonhomogeneous second order linear differential equations
264 differential equations

using the Method of Variation of Parameters, which is typically seen in a

first course on differential equations. We will identify the Green’s function
for both initial value and boundary value problems. We will then focus on
boundary value Green’s functions and their properties. Determination of
Green’s functions is also possible using Sturm-Liouville theory. This leads
to series representation of Green’s functions, which we will study in the last
section of this chapter.

8.2 The Method of Variation of Parameters

We are interested in solving nonhomogeneous second order linear differen-

tial equations of the form

a2 ( x )y′′ ( x ) + a1 ( x )y′ ( x ) + a0 ( x )y( x ) = f ( x ). (8.1)

The general solution of this nonhomogeneous second order linear differen-

tial equation is found as a sum of the general solution of the homogeneous
equation,
a2 ( x )y′′ ( x ) + a1 ( x )y′ ( x ) + a0 ( x )y( x ) = 0, (8.2)
and a particular solution of the nonhomogeneous equation. Recall from
Chapter 1 that there are several approaches to finding particular solutions of
nonhomogeneous equations. Any guess would be sufficient. An intelligent
guess, based upon the Method of Undetermined Coefficients, was reviewed
previously in Chapter 1. However, a more methodical method, which is first
seen in a first course in differential equations, is the Method of Variation of
Parameters. Also, we explored the matrix version of this method in Section
2.9. We will review this method in this section and extend it to the solution
of boundary value problems.
While it is sufficient to derive the method for the general differential
equation above, we will instead consider solving equations that are in Sturm-
Liouville, or self-adjoint, form. Therefore, we will apply the Method of
Variation of Parameters to the equation

dy( x )
 
d
p( x ) + q ( x ) y ( x ) = f ( x ). (8.3)
dx dx

Note that f ( x ) in this equation is not the same function as in the general
equation posed at the beginning of this section.
We begin by assuming that we have determined two linearly independent
solutions of the homogeneous equation. The general solution is then given
by
y ( x ) = c1 y1 ( x ) + c2 y2 ( x ). (8.4)
In order to determine a particular solution of the nonhomogeneous equa-
tion, we vary the parameters c1 and c2 in the solution of the homogeneous
problem by making them functions of the independent variable. Thus, we
seek a particular solution of the nonhomogeneous equation in the form

y p ( x ) = c1 ( x ) y1 ( x ) + c2 ( x ) y2 ( x ). (8.5)
 green’s functions 265

In order for this to be a solution, we need to show that it satisfies the

differential equation. We first compute the derivatives of y p ( x ). The first
derivative is

y′p ( x ) = c1 ( x )y1′ ( x ) + c2 ( x )y2′ ( x ) + c1′ ( x )y1 ( x ) + c2′ ( x )y2 ( x ).

Without loss of generality, we will set the sum of the last two terms to zero.
(One can show that the same results would be obtained if we did not. See
Problem 2.) Then, we have

c1′ ( x )y1 ( x ) + c2′ ( x )y2 ( x ) = 0. (8.6)

Now, we take the second derivative of the remaining terms to obtain

y′′p ( x ) = c1 ( x )y1′′ ( x ) + c2 ( x )y2′′ ( x ) + c1′ ( x )y1′ ( x ) + c2′ ( x )y2′ ( x ).

Expanding the derivative term in Equation (8.3),

p( x )y′′p ( x ) + p′ ( x )y′p ( x ) + q( x )y p ( x ) = f ( x ),

and inserting the expressions for y p , y′p ( x ), and y′′p ( x ), we have

f ( x ) = p( x ) c1 ( x )y1′′ ( x ) + c2 ( x )y2′′ ( x ) + c1′ ( x )y1′ ( x ) + c2′ ( x )y2′ ( x )

 

+ p′ ( x ) c1 ( x )y1′ ( x ) + c2 ( x )y2′ ( x ) + q( x ) [c1 ( x )y1 ( x ) + c2 ( x )y2 ( x )] .

 

Rearranging terms, we find

f ( x ) = c1 ( x ) p( x )y1′′ ( x ) + p′ ( x )y1′ ( x ) + q( x )y1 ( x )

 

+c2 ( x ) p( x )y2′′ ( x ) + p′ ( x )y2′ ( x ) + q( x )y2 ( x )

 

+ p( x ) c1′ ( x )y1′ ( x ) + c2′ ( x )y2′ ( x ) .

 
(8.7)

Since y1 ( x ) and y2 ( x ) are both solutions of the homogeneous equation. The

first two bracketed expressions vanish. Dividing by p( x ), we have that
f (x)
c1′ ( x )y1′ ( x ) + c2′ ( x )y2′ ( x ) = . (8.8)
p( x )
Our goal is to determine c1 ( x ) and c2 ( x ). In this analysis, we have found
that the derivatives of these functions satisfy a linear system of equations
(in the ci ’s):

Linear System for Variation of Parameters

c1′ ( x )y1 ( x ) + c2′ ( x )y2 ( x ) = 0.

f (x)
c1′ ( x )y1′ ( x ) + c2′ ( x )y2′ ( x ) = . (8.9)
p( x )

This system is easily solved to give

f ( x ) y2 ( x )
c1′ ( x ) = −
p( x ) y1 ( x )y2′ ( x ) − y1′ ( x )y2 ( x )
 

f ( x ) y1 ( x )
c2′ ( x ) = . (8.10)
p( x ) y1 ( x )y2′ ( x ) − y1′ ( x )y2 ( x )

266 differential equations

We note that the denominator in these expressions involves the Wron-

skian of the solutions to the homogeneous problem. Recall that

y1 ( x ) y2 ( x )
W (y1 , y2 )( x ) = .
y1′ ( x ) y2′ ( x )

Furthermore, we can show that the denominator, p( x )W ( x ), is constant.

Differentiating this expression and using the homogeneous form of the dif-
ferential equation proves this assertion.
d d 
p( x ) y1 ( x )y2′ ( x ) − y1′ ( x )y2 ( x )


( p( x )W ( x )) =
dx dx
d
= y1 ( x ) ( p( x )y2′ ( x ))) + p( x )y2′ ( x )y1′ ( x )
dx
d
−y2 ( x ) ( p( x )y1′ ( x ))) − p( x )y1′ ( x )y2′ ( x )
dx
= −y1 ( x )q( x )y2 ( x ) + y2 ( x )q( x )y1 ( x ) = 0. (8.11)

Therefore,
p( x )W ( x ) = constant.
So, after an integration, we find the parameters as
Z x
f ( ξ ) y2 ( ξ )
c1 ( x ) = − dξ
x0 p ( ξ )W ( ξ )
Z x
f ( ξ ) y1 ( ξ )
c2 ( x ) = dξ, (8.12)
x1 p ( ξ )W ( ξ )
where x0 and x1 are arbitrary constants to be determined later.
Therefore, the particular solution of (8.3) can be written as
Z x Z x
f ( ξ ) y1 ( ξ ) f ( ξ ) y2 ( ξ )
y p ( x ) = y2 ( x ) dξ − y1 ( x ) dξ. (8.13)
x1 p ( ξ )W ( ξ ) x0 p ( ξ )W ( ξ )
As a further note, we usually do not rewrite our initial value problems in
self-adjoint form. Recall that for an equation of the form

a2 ( x )y′′ ( x ) + a1 ( x )y′ ( x ) + a0 ( x )y( x ) = g( x ). (8.14)

we obtained the self-adjoint form by multiplying the equation by

a1 ( x )
1 1
R
a2 ( x )
dx
e = p ( x ).
a2 ( x ) a2 ( x )
This gives the standard form

( p( x )y′ ( x ))′ + q( x )y( x ) = f ( x ),

where
1
f (x) = p ( x ) g ( x ).
a2 ( x )
With this in mind, Equation (8.13) becomes
Z x Z x
g ( ξ ) y1 ( ξ ) g ( ξ ) y2 ( ξ )
y p ( x ) = y2 ( x ) dξ − y1 ( x ) dξ. (8.15)
x1 a 2 ( ξ )W ( ξ ) x0 a ( ξ )W ( ξ )
 green’s functions 267

Example 8.1. Consider the nonhomogeneous differential equation

y′′ − y′ − 6y = 20e−2x .

We seek a particular solution to this equation. First, we note two

linearly independent solutions of this equation are

y1 ( x ) = e3x , y2 ( x ) = e−2x .

So, the particular solution takes the form

y p ( x ) = c1 ( x )e3x + c2 ( x )e−2x .

We just need to determine the ci ’s. Since this problem is not in self-
adjoint form, we will use
f (x) g( x )
= = 20e−2x
p( x ) a2 ( x )
as seen above. Then the linear system we have to solve is

c1′ ( x )e3x + c2′ ( x )e−2x = 0.

3c1′ ( x )e3x − 2c2′ ( x )e−2x = 20e−2x . (8.16)

Multiplying the first equation by 2 and adding the equations yields

5c1′ ( x )e3x = 20e−2x ,

or
c1′ ( x ) = 4e−5x .
Inserting this back into the first equation in the system, we have

4e−2x + c2′ ( x )e−2x = 0,

leading to
c2′ ( x ) = −4.
These equations are easily integrated to give
4
c1 ( x ) = − e−5x , c2 ( x ) = −4x.
5
Therefore, the particular solution has been found as

y p (x) = c1 ( x )e3x + c2 ( x )e−2x

4
= − e−5x e3x − 4xe−2x
5
4
= − e−2x − 4xe−2x . (8.17)
5
Noting that the first term can be absorbed into the solution of the ho-
mogeneous problem. So, the particular solution can simply be written
as
y p ( x ) = −4xe−2x .
This is the answer you would have found had you used the Modified
Method of Undetermined Coefficients.
268 differential equations

Example 8.2. Revisiting the last example, y′′ − y′ − 6y = 20e−2x .

The formal solution in Equation (8.13) was not used in the last ex-
ample. Instead, we proceeded from the Linear System for Variation of
Parameters earlier in this section. This is the more natural approach
towards finding the particular solution of the nonhomogeneous equa-
tion. Since we will be using Equation (8.13) to obtain solutions to
initial value and boundary value problems, it might be useful to use it
to solve this problem.
From the last example we have
y1 ( x ) = e3x , y2 ( x ) = e−2x .
We need to compute the Wronskian:

e3x e−2x
W ( x ) = W (y1 , y2 )( x ) = = −5e x .
3e3x −2e−2x
Also, we need p( x ), which is given by
 Z 
p( x ) = exp − dx = e− x .

So, we see that p( x )W ( x ) = −5. It is indeed constant, just as we had

proven earlier.
Finally, we need f ( x ). Here is where one needs to be careful as
the original problem was not in self-adjoint form. We have from the
original equation that g( x ) = 20e−2x and a2 ( x ) = 1. So,
p( x )
f (x) = g( x ) = 20e−3x .
a2 ( x )
Now we are ready to construct the solution.
Z x Z x
f ( ξ ) y1 ( ξ ) f ( ξ ) y2 ( ξ )
y p (x) = y2 ( x ) dξ − y1 ( x ) dξ
x1 p ( ξ )W ( ξ ) x0 p ( ξ )W ( ξ )
20e−3ξ e3ξ 20e−3ξ e−2ξ
Z x Z x
= e−2x dξ − e3x dξ
x1 −5 x0 −5
Z x Z x
= −4e−2x dξ + 4e3x e−5x dξ
x1 x0
4 x x
= −4ξe−2x − e3x e−5ξ
x1 5 x0
4 4
= −4xe−2x − e−2x + 4x1 e−2x + e−5x0 e3x . (8.18)
5 5
Note that the first two terms we had found in the last example.
The remaining two terms are simply linear combinations of y1 and y2 .
Thus, we really have the solution to the homogeneous problem con-
tained within the solution when we use the arbitrary constant limits in
the integrals. In the next section we will make use of these constants
when solving initial value and boundary value problems.
In the next section we will determine the unknown constants subject to ei-
ther initial conditions or boundary conditions. This will allow us to combine
the two integrals and then determine the appropriate Green’s functions.
 green’s functions 269

8.3 Initial and Boundary Value Green’s Functions

We begin with the particular solution (8.13) of our nonhomogeneous differ-

ential equation (8.3). This can be combined with the general solution of the
homogeneous problem to give the general solution of the nonhomogeneous
differential equation:

Z x Z x
f ( ξ ) y1 ( ξ ) f ( ξ ) y2 ( ξ )
y ( x ) = c1 y1 ( x ) + c2 y2 ( x ) + y2 ( x ) dξ − y1 ( x )
dξ.
x1 p ( ξ )W ( ξ )
p ( ξ )W ( ξ ) x0
(8.19)
As seen in the last section, an appropriate choice of x0 and x1 could be
found so that we need not explicitly write out the solution to the homoge-
neous problem, c1 y1 ( x ) + c2 y2 ( x ). However, setting up the solution in this
form will allow us to use x0 and x1 to determine particular solutions which
satisfies certain homogeneous conditions.
We will now consider initial value and boundary value problems. Each
type of problem will lead to a solution of the form
Z b
y ( x ) = c1 y1 ( x ) + c2 y2 ( x ) + G ( x, ξ ) f (ξ ) dξ, (8.20)
a

where the function G ( x, ξ ) will be identified as the Green’s function and

the integration limits will be found on the integral. Having identified the
Green’s function, we will look at other methods in the last section for deter-
mining the Green’s function.

8.3.1 Initial Value Green’s Function

We begin by considering the solution of the initial value problem

dy( x )
 
d
p( x ) + q ( x ) y ( x ) = f ( x ).
dx dx
y (0) = y0 , y ′ (0) = v0 . (8.21)

Of course, we could have studied the original form of our differential equa-
tion without writing it in self-adjoint form. However, this form is useful
when studying boundary value problems. We will return to this point later.
We first note that we can solve this initial value problem by solving two
separate initial value problems. We assume that the solution of the homo-
geneous problem satisfies the original initial conditions:

dy ( x )
 
d
p( x ) h + q( x )yh ( x ) = 0.
dx dx
y h (0) = y0 , y′h (0) = v0 . (8.22)

We then assume that the particular solution satisfies the problem

dy p ( x )
 
d
p( x ) + q ( x ) y p ( x ) = f ( x ).
dx dx
y p (0) = 0, y′p (0) = 0. (8.23)
270 differential equations

Since the differential equation is linear, then we know that y( x ) = yh ( x ) +

y p ( x ) is a solution of the nonhomogeneous equation. However, this solution
satisfies the initial conditions:

y (0) = y h (0) + y p (0) = y0 + 0 = y0 ,

y′ (0) = y′h (0) + y′p (0) = v0 + 0 = v0 .

Therefore, we need only focus on solving for the particular solution that
satisfies homogeneous initial conditions.
Recall Equation (8.13) from the last section,
Z x Z x
f ( ξ ) y1 ( ξ ) f ( ξ ) y2 ( ξ )
y p ( x ) = y2 ( x ) dξ − y1 ( x ) dξ. (8.24)
x1 p ( ξ )W ( ξ ) x0 p ( ξ )W ( ξ )

We now seek values for x0 and x1 which satisfies the homogeneous initial
conditions, y p (0) = 0 and y′p (0) = 0.
First, we consider y p (0) = 0. We have
Z 0 Z 0
f ( ξ ) y1 ( ξ ) f ( ξ ) y2 ( ξ )
y p (0) = y2 (0) dξ − y1 (0) dξ. (8.25)
x1 p ( ξ )W ( ξ ) x0 p ( ξ )W ( ξ )

Here, y1 ( x ) and y2 ( x ) are taken to be any solutions of the homogeneous

differential equation. Let’s assume that y1 (0) = 0 and y2 ̸= (0) = 0. Then
we have Z 0
f ( ξ ) y1 ( ξ )
y p (0) = y2 (0) dξ. (8.26)
x 1 p ( ξ )W ( ξ )

We can force y p (0) = 0 if we set x1 = 0.

Now, we consider y′p (0) = 0. First we differentiate the solution and find
that
Z x Z x
f ( ξ ) y1 ( ξ ) f ( ξ ) y2 ( ξ )
y′p ( x ) = y2′ ( x ) dξ − y1′ ( x ) dξ, (8.27)
0 p ( ξ )W ( ξ ) x0 p ( ξ )W ( ξ )

since the contributions from differentiating the integrals will cancel. Evalu-
ating this result at x = 0, we have
Z 0
f ( ξ ) y2 ( ξ )
y′p (0) = −y1′ (0) dξ. (8.28)
x0 p ( ξ )W ( ξ )

Assuming that y1′ (0) ̸= 0, we can set x0 = 0.

Thus, we have found that
x f (ξ )y (ξ )
Z x f (ξ )y (ξ )
Z
1 2
y p (x) = y2 ( x ) dξ − y1 ( x ) dξ.
0 p ( ξ )W ( ξ ) 0 p ( ξ )W ( ξ )
Z x
y1 ( ξ ) y2 ( x ) − y1 ( x ) y2 ( ξ )
 
= f (ξ ) dξ. (8.29)
0 p(ξ )Wξ )

This result is in the correct form and we can identify the temporal, or
initial value, Green’s function. So, the particular solution is given as
Z x
y p (x) = G ( x, ξ ) f (ξ ) dξ, (8.30)
0
 green’s functions 271

where the initial value Green’s function is defined as

y1 ( ξ ) y2 ( x ) − y1 ( x ) y2 ( ξ )
G ( x, ξ ) = .
p(ξ )Wξ )
We summarize

Solution of Initial Value Problem (8.21)

The solution of the initial value problem (8.21) takes the form
Z x
y( x ) = yh ( x ) + G ( x, ξ ) f (ξ ) dξ, (8.31)
0

where
y1 ( ξ ) y2 ( x ) − y1 ( x ) y2 ( ξ )
G ( x, ξ ) =
p(ξ )Wξ )
and the solution of the homogeneous problem satisfies the initial condi-
tions,
yh (0) = y0 , y′h (0) = v0 .

Example 8.3. Solve the forced oscillator problem

x ′′ + x = 2 cos t, x (0) = 4, x ′ (0) = 0.

This problem was solved in Chapter 2 using the theory of nonho-

mogeneous systems. We first solve the homogeneous problem with
nonhomogeneous initial conditions:

xh′′ + xh = 0, xh (0) = 4, xh′ (0) = 0.

The solution is easily seen to be xh (t) = 4 cos t.

Next, we construct the Green’s function. We need two linearly inde-
pendent solutions, y1 ( x ), y2 ( x ), to the homogeneous differential equa-
tion satisfying y1 (0) = 0 and y2′ (0) = 0. So, we pick y1 (t) = sin t and
y2 (t) = cos t. The Wronskian is found as

W (t) = y1 (t)y2′ (t) − y1′ (t)y2 (t) = − sin2 t − cos2 t = −1.

Since p(t) = 1 in this problem, we have

y1 ( τ ) y2 ( t ) − y1 ( t ) y2 ( τ )
G (t, τ ) =
p(τ )Wτ )
= sin t cos τ − sin τ cos t
= sin(t − τ ). (8.32)

Note that the Green’s function depends on t − τ. While this is useful

in some contexts, we will use the expanded form.
We can now determine the particular solution of the nonhomoge-
neous differential equation. We have
Z t
x p (t) = G (t, τ ) f (τ ) dτ
0
272 differential equations

Z t
= (sin t cos τ − sin τ cos t) (2 cos τ ) dτ
0
Z t Z t
= 2 sin t cos2 τdτ − 2 cos t sin τ cos τdτ
0 0
 t  t
τ 1 1 2
= 2 sin t + sin 2τ − 2 cos t sin τ
2 2 0 2 0
= t sin t. (8.33)

Therefore, the particular solution is x (t) = 4 cos t + t sin t. This is

the same solution we had found earlier in Chapter 2.
As noted in the last section, we usually are not given the differential
equation in self-adjoint form. Generally, it takes the form

a2 ( x )y′′ ( x ) + a1 ( x )y′ ( x ) + a0 ( x )y( x ) = g( x ). (8.34)

The driving term becomes

1
f (x) = p ( x ) g ( x ).
a2 ( x )

Inserting this into the Green’s function form of the particular solution, we
obtain the following:

Solution Using the Green’s Function

The solution of the initial value problem,

a2 ( x )y′′ ( x ) + a1 ( x )y′ ( x ) + a0 ( x )y( x ) = g( x )

takes the form

Z t
y ( x ) = c1 y1 ( x ) + c2 y2 ( x ) + G ( x, ξ ) g(ξ ) dξ, (8.35)
0

where the Green’s function is the piecewise defined function

y1 ( ξ ) y2 ( x ) − y1 ( x ) y2 ( ξ )
G ( x, ξ ) = (8.36)
a 2 ( ξ )W ( ξ )

and y1 ( x ) and y2 ( x ) are solutions of the homogeneous equation satisfying

y1 (0) = 0, y2 (0) ̸= 0, y1′ (0) ̸= 0, y2′ (0) = 0.

8.3.2 Boundary Value Green’s Function

We now turn to boundary value problems. We will focus on the problem

dy( x )
 
d
p( x ) + q( x )y( x ) = f ( x ), a < x < b,
dx dx
y( a) = 0, y(b) = 0. (8.37)

However, the general theory works for other forms of homogeneous bound-
ary conditions.
 green’s functions 273

Once again, we seek x0 and x1 in the form

Z x Z x
f ( ξ ) y1 ( ξ ) f ( ξ ) y2 ( ξ )
y ( x ) = y2 ( x ) dξ − y1 ( x ) dξ
x1 p ( ξ )W ( ξ ) x0 p ( ξ )W ( ξ )

so that the solution to the boundary value problem can be written as a

single integral involving a Green’s function. Here we absorb yh ( x ) into the
integrals with an appropriate choice of lower limits on the integrals.
We first pick solutions of the homogeneous differential equation such
that y1 ( a) = 0, y2 (b) = 0 and y1 (b) ̸= 0, y2 ( a) ̸= 0. So, we have
Z a Z a
f ( ξ ) y1 ( ξ ) f ( ξ ) y2 ( ξ )
y( a) = y2 ( a ) dξ − y1 ( a) dξ
x1 p ( ξ )W ( ξ ) x0 p ( ξ )W ( ξ )
Z a
f ( ξ ) y1 ( ξ )
= y2 ( a ) dξ. (8.38)
x1 p ( ξ )W ( ξ )

This expression is zero if x1 = a.

At x = b we find that
Z b Z b
f ( ξ ) y1 ( ξ ) f ( ξ ) y2 ( ξ )
y(b) = y2 ( b ) dξ − y1 (b) dξ
x1 p ( ξ )W ( ξ ) x0 p ( ξ )W ( ξ )
Z b
f ( ξ ) y2 ( ξ )
= − y1 ( b ) dξ. (8.39)
x0 p ( ξ )W ( ξ )

This vanishes for x0 = b.

So, we have found that
Z x Z x
f ( ξ ) y1 ( ξ ) f ( ξ ) y2 ( ξ )
y ( x ) = y2 ( x ) dξ − y1 ( x ) dξ. (8.40)
a p ( ξ )W ( ξ ) b p ( ξ )W ( ξ )

We are seeking a Green’s function so that the solution can be written as one
integral. We can move the functions of x under the integral. Also, since
a < x < b, we can flip the limits in the second integral. This gives
Z x Z b
f ( ξ ) y1 ( ξ ) y2 ( x ) f ( ξ ) y1 ( x ) y2 ( ξ )
y( x ) = dξ + dξ. (8.41)
a p ( ξ )W ( ξ ) x p ( ξ )W ( ξ )

This result can be written in a compact form:

Boundary Value Green’s Function

The solution of the boundary value problem takes the form

Z b
y( x ) = G ( x, ξ ) f (ξ ) dξ, (8.42)
a

where the Green’s function is the piecewise defined function


 y1 ( ξ ) y2 ( x ) , a ≤ ξ ≤ x

pW
G ( x, ξ ) = . (8.43)
 1 ) y2 ( ξ ) x ≤ ξ ≤ b
 y ( x
pW

The Green’s function satisfies several properties, which we will explore

further in the next section. For example, the Green’s function satisfies the
274 differential equations

boundary conditions at x = a and x = b. Thus,

y1 ( a ) y2 ( ξ )
G ( a, ξ ) = = 0,
pW

y1 ( ξ ) y2 ( b )
G (b, ξ ) = = 0.
pW
Also, the Green’s function is symmetric in its arguments. Interchanging the
arguments gives

 y1 ( x ) y2 ( ξ ) , a ≤ x ≤ ξ

pW
G (ξ, x ) = . (8.44)
 y1 ( ξ ) y2 ( x ) ξ ≤ x ≤ b

pW

But a careful look at the original form shows that

G ( x, ξ ) = G (ξ, x ).

We will make use of these properties in the next section to quickly deter-
mine the Green’s functions for other boundary value problems.
Example 8.4. Solve the boundary value problem y′′ = x2 , y(0) =
0 = y(1) using the boundary value Green’s function.
We first solve the homogeneous equation, y′′ = 0. After two integra-
tions, we have y( x ) = Ax + B, for A and B constants to be determined.
We need one solution satisfying y1 (0) = 0 Thus, 0 = y1 (0) = B. So,
we can pick y1 ( x ) = x, since A is arbitrary.
The other solution has to satisfy y2 (1) = 0. So, 0 = y2 (1) = A + B.
This can be solved for B = − A. Again, A is arbitrary and we will
choose A = −1. Thus, y2 ( x ) = 1 − x.
For this problem p( x ) = 1. Thus, for y1 ( x ) = x and y2 ( x ) = 1 − x,

p( x )W ( x ) = y1 ( x )y2′ ( x ) − y1′ ( x )y2 ( x ) = x (−1) − 1(1 − x ) = −1.

Note that p( x )W ( x ) is a constant, as it should be.

Now we construct the Green’s function. We have

 − ξ (1 − x ), 0 ≤ ξ ≤ x

G ( x, ξ ) = . (8.45)
 − x (1 − ξ ), x ≤ ξ ≤ 1


Notice the symmetry between the two branches of the Green’s func-
tion. Also, the Green’s function satisfies homogeneous boundary con-
ditions: G (0, ξ ) = 0, from the lower branch, and G (1, ξ ) = 0, from the
upper branch.
Finally, we insert the Green’s function into the integral form of the
solution:
Z 1
y( x ) = G ( x, ξ ) f (ξ ) dξ
0
Z 1
= G ( x, ξ )ξ 2 dξ
0
 green’s functions 275

Z x Z 1
= − ξ (1 − x )ξ 2 dξ − x (1 − ξ )ξ 2 dξ
0 x
Z x Z 1
= −(1 − x ) ξ 3 dξ − x (ξ 2 − ξ 3 ) dξ
0 x
x 1
ξ4 ξ3 ξ4
 
= −(1 − x ) −x −
4 0 3 4 x
1 1 1
= − (1 − x ) x4 − x (4 − 3) + x (4x3 − 3x4 )
4 12 12
1 4
= ( x − x ). (8.46)
12

8.4 Properties of Green’s Functions

We have noted some properties of Green’s functions in the last section.

In this section we will elaborate on some of these properties as a tool for
quickly constructing Green’s functions for boundary value problems. Here
is a list of the properties based upon our previous solution. We now show
how a knowledge of these properties allows one to quickly construct a
Green’s function.

Properties of the Green’s Function

1. Differential Equation:
 
∂G ( x,ξ )
∂
∂x p ( x ) ∂x + q( x ) G ( x, ξ ) = 0, x ̸= ξ
For x < ξ we are on the second branch and G ( x, ξ ) is proportional to
y1 ( x ). Thus, since y1 ( x ) is a solution of the homogeneous equation, then
so is G ( x, ξ ). For x > ξ we are on the first branch and G ( x, ξ ) is propor-
tional to y2 ( x ). So, once again G ( x, ξ ) is a solution of the homogeneous
problem.

2. Boundary Conditions:
For x = a we are on the second branch and G ( x, ξ ) is proportional to
y1 ( x ). Thus, whatever condition y1 ( x ) satisfies, G ( x, ξ ) will satisfy. A
similar statement can be made for x = b.

3. Symmetry or Reciprocity: G ( x, ξ ) = G (ξ, x )

We had shown this in the last section.

4. Continuity of G at x = ξ: G (ξ + , ξ ) = G (ξ − , ξ )
Here we have defined

G (ξ + , x ) = lim G ( x, ξ ), x > ξ,
x ↓ξ

G (ξ − , x ) = lim G ( x, ξ ), x < ξ.
x ↑ξ

Setting x = ξ in both branches, we have

y1 ( ξ ) y2 ( ξ ) y ( ξ ) y2 ( ξ )
= 1 .
pW pW
276 differential equations

5. Jump Discontinuity of ∂G
∂x at x = ξ:

∂G (ξ + , ξ ) ∂G (ξ − , ξ ) 1
− =
∂x ∂x p(ξ )

This case is not as obvious. We first compute the derivatives by noting

which branch is involved and then evaluate the derivatives and subtract
them. Thus, we have

∂G (ξ + , ξ ) ∂G (ξ − , ξ ) 1 1 ′
− = − y (ξ )y2′ (ξ ) + y ( ξ ) y2 ( ξ )
∂x ∂x pW 1 pW 1
y1′ (ξ )y2 (ξ ) − y1 (ξ )y2′ (ξ )
= −
p(ξ )(y1 (ξ )y2′ (ξ ) − y1′ (ξ )y2 (ξ ))
1
= . (8.47)
p(ξ )

Example 8.5. Construct the Green’s function for the problem

y′′ + ω 2 y = f ( x ), 0 < x < 1,

y (0) = 0 = y (1),
with ω ̸= 0.

I. Find solutions to the homogeneous equation.

A general solution to the homogeneous equation is given as

yh ( x ) = c1 sin ωx + c2 cos ωx.

Thus, for x ̸= ξ,

G ( x, ξ ) = c1 (ξ ) sin ωx + c2 (ξ ) cos ωx.

II. Boundary Conditions.

First, we have G (0, ξ ) = 0 for 0 ≤ x ≤ ξ. So,

G (0, ξ ) = c2 (ξ ) cos ωx = 0.

So,
G ( x, ξ ) = c1 (ξ ) sin ωx, 0 ≤ x ≤ ξ.

Second, we have G (1, ξ ) = 0 for ξ ≤ x ≤ 1. So,

G (1, ξ ) = c1 (ξ ) sin ω + c2 (ξ ) cos ω. = 0

A solution can be chosen with

c2 (ξ ) = −c1 (ξ ) tan ω.

This gives
G ( x, ξ ) = c1 (ξ ) sin ωx − c1 (ξ ) tan ω cos ωx.
 green’s functions 277

This can be simplified by factoring out the c1 (ξ ) and placing the remain-
ing terms over a common denominator. The result is
c1 ( ξ )
G ( x, ξ ) = [sin ωx cos ω − sin ω cos ωx ]
cos ω
c (ξ )
= − 1 sin ω (1 − x ). (8.48)
cos ω
Since the coefficient is arbitrary at this point, as can write the result as

G ( x, ξ ) = d1 (ξ ) sin ω (1 − x ), ξ ≤ x ≤ 1.

We note that we could have started with y2 ( x ) = sin ω (1 − x ) as one

of our linearly independent solutions of the homogeneous problem in
anticipation that y2 ( x ) satisfies the second boundary condition.

III. Symmetry or Reciprocity

We now impose that G ( x, ξ ) = G (ξ, x ). To this point we have that

c1 (ξ ) sin ωx, 0≤x≤ξ


G ( x, ξ ) = .
 d1 (ξ ) sin ω (1 − x ), ξ ≤ x ≤ 1


We can make the branches symmetric by picking the right forms for c1 (ξ )
and d1 (ξ ). We choose c1 (ξ ) = C sin ω (1 − ξ ) and d1 (ξ ) = C sin ωξ. Then,

 C sin ω (1 − ξ ) sin ωx, 0 ≤ x ≤ ξ

G ( x, ξ ) = .
 C sin ω (1 − x ) sin ωξ, ξ ≤ x ≤ 1


Now the Green’s function is symmetric and we still have to determine

the constant C. We note that we could have gotten to this point using the
1
Method of Variation of Parameters result where C = pW .

IV. Continuity of G ( x, ξ )
We note that we already have continuity by virtue of the symmetry im-
posed in the last step.

∂x G ( x, ξ ).
∂
V. Jump Discontinuity in
We still need to determine C. We can do this using the jump discontinuity
of the derivative:
∂G (ξ + , ξ ) ∂G (ξ − , ξ ) 1
− = .
∂x ∂x p(ξ )
For our problem p( x ) = 1. So, inserting our Green’s function, we have
∂G (ξ + , ξ ) ∂G (ξ − , ξ )
1 = −
∂x ∂x
∂ ∂
= [C sin ω (1 − x ) sin ωξ ] x=ξ − [C sin ω (1 − ξ ) sin ωx ] x=ξ
∂x ∂x
= −ωC cos ω (1 − ξ ) sin ωξ − ωC sin ω (1 − ξ ) cos ωξ
= −ωC sin ω (ξ + 1 − ξ )
= −ωC sin ω. (8.49)
278 differential equations

Therefore,
1
C=− .
ω sin ω
Finally, we have our Green’s function:

 − sin ω (1−ξ ) sin ωx ,

0≤x≤ξ
ω sin ω
G ( x, ξ ) = . (8.50)
 − sin ω ( 1− x ) sin ωξ
, ξ≤x≤1

ω sin ω

It is instructive to compare this result to the Variation of Parameters re-

sult. We have the functions y1 ( x ) = sin ωx and y2 ( x ) = sin ω (1 − x ) as the
solutions of the homogeneous equation satisfying y1 (0) = 0 and y2 (1) = 0.
We need to compute pW:

p ( x )W ( x ) = y1 ( x )y2′ ( x ) − y1′ ( x )y2 ( x )

= −ω sin ωx cos ω (1 − x ) − ω cos ωx sin ω (1 − x )
= −ω sin ω (8.51)

Inserting this result into the Variation of Parameters result for the Green’s
function leads to the same Green’s function as above.

8.4.1 The Dirac Delta Function

We will develop a more general theory of Green’s functions for ordinary
differential equations which encompasses some of the listed properties. The
Green’s function satisfies a homogeneous differential equation for x ̸= ξ,

∂G ( x, ξ )
 
∂
p( x ) + q( x ) G ( x, ξ ) = 0, x ̸= ξ. (8.52)
∂x ∂x

When x = ξ, we saw that the derivative has a jump in its value. This is
similar to the step, or Heaviside, function,

 1, x > 0

H (x) = .
 0, x < 0


In the case of the step function, the derivative is zero everywhere except at
the jump. At the jump, there is an infinite slope, though technically, we have
learned that there is no derivative at this point. We will try to remedy this
by introducing the Dirac delta function,

d
δ( x ) = H ( x ).
dx
We will then show that the Green’s function satisfies the differential equa-
tion
∂G ( x, ξ )
 
∂
p( x ) + q( x ) G ( x, ξ ) = δ( x − ξ ). (8.53)
∂x ∂x
The Dirac delta function, δ( x ), is one example of what is known as a
generalized function, or a distribution. Dirac had introduced this function in
 green’s functions 279

the 1930’s in his study of quantum mechanics as a useful tool. It was later
studied in a general theory of distributions and found to be more than a
simple tool used by physicists. The Dirac delta function, as any distribution,
only makes sense under an integral.
Before defining the Dirac delta function and introducing some of its prop-
erties, we will look at some representations that lead to the definition. We
will consider the limits of two sequences of functions.
First we define the sequence of functions

 0, | x | > 1

n
f n (x) = .
n
 , |x| < 1

2 n

This is a sequence of functions as shown in Figure 8.1. As n → ∞, we find

the limit is zero for x ̸= 0 and is infinite for x = 0. However, the area
under each member of the sequences is one since each box has height n2 and
width n2 . Thus, the limiting function is zero at most points but has area one.
(At this point the reader who is new to this should be doing some head
scratching!)

Figure 8.1: A plot of the functions f n ( x )

for n = 2, 4, 8.
4

–1 –0.8 –0.6 –0.4 –0.2 0 0.2 0.4 0.6 0.8 1

x

The limit is not really a function. It is a generalized function. It is called

the Dirac delta function, which is defined by

1. δ( x ) = 0 for x ̸= 0.
R∞
2. −∞ δ( x ) dx = 1.

Another example is the sequence defined by

2 sin nx
Dn ( x ) = . (8.54)
x
We can graph this function. We first rewrite this function as
sin nx
Dn ( x ) = 2n .
nx
Now it is easy to see that as x → 0, Dn ( x ) → 2n. For large x, The function
tends to zero. A plot of this function is in Figure 8.2. For large n the peak
grows and the values of Dn ( x ) for x ̸= 0 tend to zero as show in Figure 8.3.
280 differential equations

Figure 8.2: A plot of the function Dn ( x )

for n = 4.
8

–4 –3 –2 –1 0 1 2 3 4
x

Figure 8.3: A plot of the function Dn ( x )

for n = 40.
80

60

40

20

–4 –2 0 2 4
x

We note that in the limit n → ∞, Dn ( x ) = 0 for x ̸= 0 and it is infinite at

x = 0. However, using complex analysis one can show that the area is
Z ∞
Dn ( x ) dx = 2π.
−∞

Thus, the area is constant for each n.

There are two main properties that define a Dirac delta function. First
one has that the area under the delta function is one,
Z ∞
δ( x ) dx = 1.
−∞

Integration over more general intervals gives

Z b
δ( x ) dx = 1, 0 ∈ [ a, b]
a

and Z b
δ( x ) dx = 0, 0∈
/ [ a, b].
a
Another common property is what is sometimes called the sifting property.
Namely, integrating the product of a function and the delta function “sifts”
out a specific value of the function. It is given by
Z ∞
δ( x − a) f ( x ) dx = f ( a).
−∞
 green’s functions 281

This can be seen by noting that the delta function is zero everywhere except
at x = a. Therefore, the integrand is zero everywhere and the only contribu-
tion from f ( x ) will be from x = a. So, we can replace f ( x ) with f ( a) under
the integral. Since f ( a) is a constant, we have that
Z ∞ Z ∞ Z ∞
δ( x − a) f ( x ) dx = δ( x − a) f ( a) dx = f ( a) δ( x − a) dx = f ( a).
−∞ −∞ −∞

Another property results from using a scaled argument, ax. In this case
we show that
δ( ax ) = | a|−1 δ( x ). (8.55)

As usual, this only has meaning under an integral sign. So, we place δ( ax )
inside an integral and make a substitution y = ax:
Z ∞ Z L
δ( ax ) dx = lim δ( ax ) dx
−∞ L→∞ − L
Z aL
1
= lim δ(y) dy. (8.56)
L→∞ a − aL

If a > 0 then Z ∞ Z ∞
1
δ( ax ) dx = δ(y) dy.
−∞ a −∞
However, if a < 0 then
Z ∞ Z −∞ Z ∞
1 1
δ( ax ) dx = δ(y) dy = − δ(y) dy.
−∞ a ∞ a −∞

The overall difference in a multiplicative minus sign can be absorbed into

one expression by changing the factor 1/a to 1/| a|. Thus,
Z ∞ Z ∞
1
δ( ax ) dx = δ(y) dy. (8.57)
−∞ | a| −∞
R∞
Example 8.6. Evaluate −∞ (5x + 1)δ(4( x − 2)) dx. This is a straight
forward integration:
Z ∞ Z ∞
1 11
(5x + 1)δ(4( x − 2)) dx = (5x + 1)δ( x − 2) dx = .
−∞ 4 −∞ 4

A more general scaling of the argument takes the form δ( f ( x )). The in-
tegral of δ( f ( x )) can be evaluated depending upon the number of zeros of
f ( x ). If there is only one zero, f ( x1 ) = 0, then one has that
Z ∞ Z ∞
1
δ( f ( x )) dx = δ( x − x1 ) dx.
−∞ −∞ | f ′ ( x1 )|

This can be proven using the substitution y = f ( x ) and is left as an exercise

for the reader. This result is often written as
1
δ( f ( x )) = δ ( x − x1 ).
| f ′ ( x1 )|
R∞
Example 8.7. Evaluate −∞ δ(3x − 2) x2 dx.
282 differential equations

This is not a simple δ( x − a). So, we need to find the zeros of

f ( x ) = 3x − 2. There is only one, x = 23 . Also, | f ′ ( x )| = 3. Therefore,
we have
1 2 2
Z ∞ Z ∞  
1 2 4
δ(3x − 2) x2 dx = δ( x − ) x2 dx = = .
−∞ −∞ 3 3 3 3 27
Note that this integral can be evaluated the long way by using the
substitution y = 3x − 2. Then, dy = 3dx and x = (y + 2)/3. This gives

y+2 2
Z ∞
1 ∞
   
1 4 4
Z
δ(3x − 2) x2 dx = δ(y) dy = = .
−∞ 3 −∞ 3 3 9 27
More generally, one can show that when f ( x j ) = 0 and f ′ ( x j ) ̸= 0 for x j ,
j = 1, 2, . . . , n, (i.e.; when one has n simple zeros), then
n
1
δ( f ( x )) = ∑ | f ′ (x j )| δ(x − x j ).
j =1
R 2π
Example 8.8. Evaluate 0 cos x δ( x2 − π 2 ) dx.
In this case the argument of the delta function has two simple roots.
Namely, f ( x ) = x2 − π 2 = 0 when x = ±π. Furthermore, f ′ ( x ) = 2x.
Therefore, | f ′ (±π )| = 2π. This gives
1
δ( x2 − π 2 ) = [δ( x − π ) + δ( x + π )].
2π
Inserting this expression into the integral and noting that x = −π is
not in the integration interval, we have
Z 2π 2π
1
Z
cos x δ( x2 − π 2 ) dx = cos x [δ( x − π ) + δ( x + π )] dx
0 2π 0
1 1
= cos π = − . (8.58)
2π 2π
Finally, we previously noted there is a relationship between the Heavi-
side, or step, function and the Dirac delta function. We defined the Heavi-
side function as 
 0, x < 0

H (x) =
 1, x > 0


Then, it is easy to see that H ′ ( x ) = δ( x ).

8.4.2 Green’s Function Differential Equation

As noted, the Green’s function satisfies the differential equation
∂G ( x, ξ )
 
∂
p( x ) + q( x ) G ( x, ξ ) = δ( x − ξ ) (8.59)
∂x ∂x
and satisfies homogeneous conditions. We have used the Green’s function
to solve the nonhomogeneous equation
dy( x )
 
d
p( x ) + q ( x ) y ( x ) = f ( x ). (8.60)
dx dx
 green’s functions 283

These equations can be written in the more compact forms

L[y] = f ( x )
L[ G ] = δ( x − ξ ). (8.61)

Multiplying the first equation by G ( x, ξ ), the second equation by y( x ), and

then subtracting, we have

G L[y] − yL[ G ] = f ( x ) G ( x, ξ ) − δ( x − ξ )y( x ).

Now, integrate both sides from x = a to x = b. The left side becomes

Z b Z b
[ f ( x ) G ( x, ξ ) − δ( x − ξ )y( x )] dx = f ( x ) G ( x, ξ ) dx − y(ξ )
a a

and, using Green’s Identity, the right side is

Z b    x=b
∂G
( G L[y] − yL[ G ]) dx = p( x ) G ( x, ξ )y′ ( x ) − y( x ) ( x, ξ ) .
a ∂x x=a

Combining these results and rearranging, we obtain

Z b    x=b
∂G
y(ξ ) = f ( x ) G ( x, ξ ) dx − p( x ) y( x ) ( x, ξ ) − G ( x, ξ )y′ ( x ) .
a ∂x x=a
(8.62)
Next, one uses the boundary conditions in the problem in order to deter-
mine which conditions the Green’s function needs to satisfy. For example, if
we have the boundary condition y( a) = 0 and y(b) = 0, then the boundary
terms yield
Z b   
∂G ′
y(ξ ) = f ( x ) G ( x, ξ ) dx − p(b) y(b) (b, ξ ) − G (b, ξ )y (b)
a ∂x
  
∂G ′
+ p( a) y( a) ( a, ξ ) − G ( a, ξ )y ( a)
∂x
Z b
= f ( x ) G ( x, ξ ) dx + p(b) G (b, ξ )y′ (b) − p( a) G ( a, ξ )y′ ( a). (8.63)
a

The right hand side will only vanish if G ( x, ξ ) also satisfies these homoge-
neous boundary conditions. This then leaves us with the solution
Z b
y(ξ ) = f ( x ) G ( x, ξ ) dx.
a

We should rewrite this as a function of x. So, we replace ξ with x and x

with ξ. This gives
Z b
y( x ) = f (ξ ) G (ξ, x ) dξ.
a
However, this is not yet in the desirable form. The arguments of the Green’s
function are reversed. But, G ( x, ξ ) is symmetric in its arguments. So, we
can simply switch the arguments getting the desired result.
We can now see that the theory works for other boundary conditions. If
we had y′ ( a) = 0, then the y( a) ∂G
∂x ( a, ξ ) term in the boundary terms could be
284 differential equations

made to vanish if we set ∂G ∂x ( a, ξ ) = 0. So, this confirms that other boundary

value problems can be posed besides the one elaborated upon in the chapter
so far.
We can even adapt this theory to nonhomogeneous boundary conditions.
We first rewrite Equation (8.62) as
Z b   ξ =b
∂G ′
y( x ) = G ( x, ξ ) f (ξ ) dξ − p(ξ ) y(ξ ) ( x, ξ ) − G ( x, ξ )y (ξ ) .
a ∂ξ ξ =a
(8.64)
Let’s consider the boundary conditions y( a) = α and y′ (b) = beta. We also
assume that G ( x, ξ ) satisfies homogeneous boundary conditions,
∂G
G ( a, ξ ) = 0, (b, ξ ) = 0.
∂ξ
in both x and ξ since the Green’s function is symmetric in its variables.
Then, we need only focus on the boundary terms to examine the effect on
the solution. We have
  ξ =b
∂G
p(ξ ) y(ξ ) ( x, ξ ) − G ( x, ξ )y′ (ξ )
∂ξ ξ =a
  
∂G
= p(b) y(b) ( x, b) − G ( x, b)y′ (b)
∂ξ
  
∂G ′
− p( a) y( a) ( x, a) − G ( x, a)y ( a)
∂ξ
∂G
= − βp(b) G ( x, b) − αp( a) ( x, a). (8.65)
∂ξ
Therefore, we have the solution
Z b
∂G
y( x ) = G ( x, ξ ) f (ξ ) dξ + βp(b) G ( x, b) + αp( a) ( x, a). (8.66)
a ∂ξ
This solution satisfies the nonhomogeneous boundary conditions. Let’s see
how it works.
Example 8.9. Modify Example 8.4 to solve the boundary value prob-
lem y′′ = x2 , y(0) = 1, y(1) = 2 using the boundary value Green’s
function that we found:

 − ξ (1 − x ), 0 ≤ ξ ≤ x

G ( x, ξ ) = . (8.67)
 − x (1 − ξ ), x ≤ ξ ≤ 1


We insert the Green’s function into the solution and use the given
conditions to obtain
Z 1   ξ =1
2 ∂G ′
y( x ) = G ( x, ξ )ξ dξ − y(ξ ) ( x, ξ ) − G ( x, ξ )y (ξ )
0 ∂ξ ξ =0
Z x Z 1
3 ∂G ∂G
= ( x − 1)ξ dξ + x (ξ − 1)ξ 2 dξ + y(0) ( x, 0) − y(1) ( x, 1)
0 x ∂ξ ∂ξ
( x − 1) x 4 x (1 − x 4 ) x (1 − x 3 )
= + − + ( x − 1) − 2x
4 4 3
x4 35
= + x − 1. (8.68)
12 12
 green’s functions 285

Of course, this problem can be solved more directly by direct inte-

gration. The general solution is

x4
y( x ) = + c1 x + c2 .
12
Inserting this solution into each boundary condition yields the same
result.
We have seen how the introduction of the Dirac delta function in the
differential equation satisfied by the Green’s function, Equation (8.59), can
lead to the solution of boundary value problems. The Dirac delta function
also aids in our interpretation of the Green’s function. We note that the
Green’s function is a solution of an equation in which the nonhomogeneous
function is δ( x − ξ ). Note that if we multiply the delta function by f (ξ ) and
integrate we obtain
Z ∞
δ( x − ξ ) f (ξ ) dξ = f ( x ).
−∞

We can view the delta function as a unit impulse at x = ξ which can be

used to build f ( x ) as a sum of impulses of different strengths, f (ξ ). Thus,
the Green’s function is the response to the impulse as governed by the dif-
ferential equation and given boundary conditions.
In particular, the delta function forced equation can be used to derive the
jump condition. We begin with the equation in the form

∂G ( x, ξ )
 
∂
p( x ) + q( x ) G ( x, ξ ) = δ( x − ξ ). (8.69)
∂x ∂x

Now, integrate both sides from ξ − ϵ to ξ + ϵ and take the limit as ϵ → 0.

Then,
Z ξ +ϵ  Z ξ +ϵ
∂G ( x, ξ )
  
∂
lim p( x ) + q( x ) G ( x, ξ ) dx = lim δ( x − ξ ) dx
ϵ →0 ξ − ϵ ∂x ∂x ϵ →0 ξ − ϵ
= 1. (8.70)

Since the q( x ) term is continuous, the limit of that term vanishes. Using the
Fundamental Theorem of Calculus, we then have

∂G ( x, ξ ) ξ +ϵ
 
lim p( x ) = 1. (8.71)
ϵ →0 ∂x ξ −ϵ

This is the jump condition that we have been using!

8.5 Series Representations of Green’s Functions

There are times that it might not be so simple to find the Green’s function
in the simple closed form that we have seen so far. However, there is a
method for determining the Green’s functions of Sturm-Liouville boundary
value problems in the form of an eigenfunction expansion. We will finish
our discussion of Green’s functions for ordinary differential equations by
286 differential equations

showing how one obtains such series representations. (Note that we are
really just repeating the steps towards developing eigenfunction expansion
which we had seen in Chapter 6.)
We will make use of the complete set of eigenfunctions of the differential
operator, L, satisfying the homogeneous boundary conditions:

L[ϕn ] = −λn σϕn , n = 1, 2, . . .

We want to find the particular solution y satisfying L[y] = f and homo-

geneous boundary conditions. We assume that
∞
y( x ) = ∑ an ϕn (x).
n =1

Inserting this into the differential equation, we obtain

∞ ∞
L[y] = ∑ an L[ϕn ] = − ∑ λn an σϕn = f.
n =1 n =1

This has resulted in the generalized Fourier expansion

∞
f (x) = ∑ cn σϕn (x)
n =1

with coefficients
cn = −λn an .

We have seen how to compute these coefficients earlier in the text. We

multiply both sides by ϕk ( x ) and integrate. Using the orthogonality of the
eigenfunctions,
Z b
ϕn ( x )ϕk ( x )σ ( x ) dx = Nk δnk ,
a

one obtains the expansion coefficients (if λk ̸= 0)

( f , ϕk )
ak = − ,
Nk λk
Rb
where ( f , ϕk ) ≡ a f ( x )ϕk ( x ) dx.
As before, we can rearrange the solution to obtain the Green’s function.
Namely, we have
∞ Z b ∞
( f , ϕn ) ϕn ( x )ϕn (ξ )
y( x ) = ∑ − Nn λn ϕn (x) = ∑
a n =1 − Nn λn
f (ξ ) dξ
n =1
| {z }
G ( x,ξ )

Therefore, we have found the Green’s function as an expansion in the

eigenfunctions:
∞
ϕn ( x )ϕn (ξ )
G ( x, ξ ) = ∑ . (8.72)
n =1
−λn Nn
 green’s functions 287

Example 8.10. Eigenfunction Expansion Example

We will conclude this discussion with an example. Consider the
boundary value problem

y′′ + 4y = x2 , x ∈ (0, 1), y(0) = y(1) = 0.

The Green’s function for this problem can be constructed fairly quickly
for this problem once the eigenvalue problem is solved. We will solve
this problem three different ways in order to summarize the methods
we have used in the text.
The eigenvalue problem is

ϕ′′ ( x ) + 4ϕ( x ) = −λϕ( x ),

where ϕ(0) = 0 and ϕ(1) = 0. The general solution is obtained by

rewriting the equation as

ϕ′′ ( x ) + k2 ϕ( x ) = 0,

where
k2 = 4 + λ.
Solutions satisfying the boundary condition at x = 0 are of the form

ϕ( x ) = A sin kx.

Forcing ϕ(1) = 0 gives

0 = A sin k ⇒ k = nπ, k = 1, 2, 3 . . . .

So, the eigenvalues are

λn = n2 π 2 − 4, n = 1, 2, . . .

and the eigenfunctions are

ϕn = sin nπx, n = 1, 2, . . . .

We need the normalization constant, Nn . We have that

Z 1
1
Nn = ∥ϕn ∥2 = sin2 nπx = .
0 2

We can now construct the Green’s function for this problem using
Equation (8.72).
∞
sin nπx sin nπξ
G ( x, ξ ) = 2 ∑ (4 − n2 π 2 )
. (8.73)
n =1

We can use this Green’s function to determine the solution of the

boundary value problem. Thus, we have
Z 1
y( x ) = G ( x, ξ ) f (ξ ) dξ
0
288 differential equations

∞
Z 1
!
sin nπx sin nπξ
= 2∑ ξ 2 dξ
0 n =1 (4 − n2 π 2 )
∞ Z 1
sin nπx
= 2 ∑ 2 2
ξ 2 sin nπξ dξ
n =1 (4 − n π ) 0
∞
(2 − n2 π 2 )(−1)n − 2
 
sin nπx
= 2∑ 2 2
n =1 (4 − n π ) n3 π 3
(8.74)

We can compare this solution to the one one would obtain if we did
not employ Green’s functions directly. The eigenfunction expansion
method for solving boundary value problems, which we saw earlier
proceeds as follows. We assume that our solution is in the form
∞
y( x ) = ∑ cn ϕn (x).
n =1

Inserting this into the differential equation L[y] = x2 gives

∞
" #
x2 = L ∑ cn sin nπx
n =1
∞
d2
 
= ∑ cn dx2
sin nπx + 4 sin nπx
n =1
∞
= ∑ cn [4 − n2 π2 ] sin nπx (8.75)
n =1

We need the Fourier sine series expansion of x2 on [0, 1] in order to

determine the cn ’s. Thus, we need
Z 1
2
bn = x2 sin nπx
1 0
(2 − n2 π 2 )(−1)n − 2
 
= 2 , n = 1, 2, . . . . (8.76)
n3 π 3
Thus,
∞
(2 − n2 π 2 )(−1)n − 2
 
x2 = 2 ∑ n3 π 3
sin nπx.
n =1
Inserting this in Equation (8.75), we find
∞  ∞
(2 − n2 π 2 )(−1)n − 2

2∑ 3 3
sin nπx = ∑ cn [4 − n2 π 2 ] sin nπx.
n =1 n π n =1

Due to the linear independence of the eigenfunctions, we can solve for

the unknown coefficients to obtain
(2 − n2 π 2 )(−1)n − 2
cn = 2 .
(4 − n2 π 2 ) n3 π 3
Therefore, the solution using the eigenfunction expansion method is
∞
y( x ) = ∑ cn ϕn (x)
n =1
∞
(2 − n2 π 2 )(−1)n − 2
 
sin nπx
= 2 ∑ 2 2 n3 π 3
. (8.77)
n =1 (4 − n π )
 green’s functions 289

We note that this is the same solution as we had obtained using the
Green’s function obtained in series form.
One remaining question is the following: Is there a closed form for
the Green’s function and the solution to this problem? The answer
is yes! We note that the differential operator is a special case of the
example done is section 8.3.2. Namely, we pick ω = 2. The Green’s
function was already found in that section. For this special case, we
have 
 − sin 2(1−ξ ) sin 2x , 0 ≤ x ≤ ξ

2 sin 2
G ( x, ξ ) = . (8.78)
 − sin 2 ( 1− x ) sin 2ξ
, ξ≤x≤1

2 sin 2

What about the solution to the boundary value problem? This so-
lution is given by
Z 1
y( x ) = G ( x, ξ ) f (ξ ) dξ
0
Z x Z 1
sin 2(1 − x ) sin 2ξ 2 sin 2(ξ − 1) sin 2x 2
= − ξ dξ + ξ dξ
0 2 sin 2 x 2 sin 2
1 h 2 i
= − − x sin 2 − sin 2 cos2 x + sin 2 + cos 2 sin x cos x + sin x cos x .
4 sin 2
1 h 2 i
= − − x sin 2 + (1 − cos2 x ) sin 2 + sin x cos x (1 + cos 2) .
4 sin 2
1 h 2 i
= − − x sin 2 + 2 sin2 x sin 1 cos 1 + 2 sin x cos x cos2 1) .
4 sin 2
1 h i
= − − x2 sin 2 + 2 sin x cos 1(sin x sin 1 + cos x cos 1) .
8 sin 1 cos 1
x2 sin x cos(1 − x )
= − . (8.79)
4 4 sin 1
In Figure 8.4 we show a plot of this solution along with the first five
terms of the series solution. The series solution converges quickly.

x Figure 8.4: Plots of the exact solution to

0.0 0.5 1.0 Example 8.10 with the first five terms of
the series solution.
0.0

−0.02

−0.04

−0.06

As one last check, we solve the boundary value problem directly, as we

had done in Chapter 4. Again, the problem is

y′′ + 4y = x2 , x ∈ (0, 1), y(0) = y(1) = 0.

The problem has the general solution

y( x ) = c1 cos 2x + c2 sin 2x + y p ( x ),
290 differential equations

where y p is a particular solution of the nonhomogeneous differential equa-

tion. Using the Method of Undetermined Coefficients, we assume a solution
of the form
y p ( x ) = Ax2 + Bx + C.
Inserting this in the nonhomogeneous equation, we have

2A + 4( Ax2 + Bx + C ) = x2 ,

Thus, B = 0, 4A = 1 and 2A + 4C = 0. The solution of this system is

1 1
A= , B = 0, C=− .
4 8
So, the general solution of the nonhomogeneous differential equation is

x2 1
y( x ) = c1 cos 2x + c2 sin 2x + − .
4 8
We now determine the arbitrary constants using the boundary condi-
tions. We have

0 = y (0)
1
= c1 −
8
0 = y (1)
1
= c1 cos 2 + c2 sin 2 + (8.80)
8
1
Thus, c1 = 8 and
1
+ 18 cos 2
c2 = − 8 .
sin 2
Inserting these constants in the solution we find the same solution as before.
" #
1 1
1 8 + 8 cos 2 x2 1
y( x ) = cos 2x − sin 2x + −
8 sin 2 4 8
cos 2x sin 2 − sin 2x cos 2 − sin 2x x2 1
= + −
8 sin 2 4 8
(1 − 2 sin2 x ) sin 1 cos 1 − sin x cos x (2 cos2 1 − 1) − sin x cos x − sin 1 cos 1 x2
= +
8 sin 1 cos 1 4
sin2 x sin 1 + sin x cos x cos 1 x2
= − +
4 sin 1 4
x 2 sin x cos(1 − x )
= − . (8.81)
4 4 sin 1

Problems

1. Use the Method of Variation of Parameters to determine the general

solution for the following problems.

a. y′′ + y = tan x.
b. y′′ − 4y′ + 4y = 6xe2x .
 green’s functions 291

2. Instead of assuming that c1′ y1 + c2′ y2 = 0 in the derivation of the solu-

tion using Variation of Parameters, assume that c1′ y1 + c2′ y2 = h( x ) for an
arbitrary function h( x ) and show that one gets the same particular solution.

3. Find the solution of each initial value problem using the appropriate
initial value Green’s function.

a. y′′ − 3y′ + 2y = 20e−2x , y(0) = 0, y′ (0) = 6.

b. y′′ + y = 2 sin 3x, y(0) = 5, y′ (0) = 0.
c. y′′ + y = 1 + 2 cos x, y(0) = 2, y′ (0) = 0.
d. x2 y′′ − 2xy′ + 2y = 3x2 − x, y(1) = π, y′ (1) = 0.

4. Consider the problem y′′ = sin x, y′ (0) = 0, y(π ) = 0.

a. Solve by direct integration.

b. Determine the Green’s function.
c. Solve the boundary value problem using the Green’s function.
d. Change the boundary conditions to y′ (0) = 5, y(π ) = −3.
i. Solve by direct integration.
ii. Solve using the Green’s function.

5. Consider the problem:

∂2 G ∂G
= δ ( x − x0 ), (0, x0 ) = 0, G (π, x0 ) = 0.
∂x2 ∂x
a. Solve by direct integration.
b. Compare this result to the Green’s function in part b of the last
problem.
c. Verify that G is symmetric in its arguments.

6. In this problem you will show that the sequence of functions

 
n 1
f n (x) =
π 1 + n2 x 2

approaches δ( x ) as n → ∞. Use the following to support your argument:

a. Show that limn→∞ f n ( x ) = 0 for x ̸= 0.

b. Show that the area under each function is one.

7. Verify that the sequence of functions { f n ( x )}∞

n=1 , defined by f n ( x ) =
n −n| x |
2e ,
approaches a delta function.

8. Evaluate the following integrals:

Rπ

a. 0 sin xδ x − π2 dx.
R∞
b. −∞ δ x− 5 2x
3x2 − 7x + 2 dx.



3 e
c. 0 x2 δ x + π2 dx.
Rπ

292 differential equations

R∞
d. 0 e−2x δ( x2 − 5x + 6) dx. [See Problem 10.]
R∞ 2
e. −∞ ( x − 2x + 3)δ( x2 − 9) dx. [See Problem 10.]

9. Find a Fourier series representation of the Dirac delta function, δ( x ), on

[− L, L].

10. For the case that a function has multiple simple roots, f ( xi ) = 0,
f ′ ( xi ) ̸= 0, i = 1, 2, . . . , it can be shown that
n
δ ( x − xi )
δ( f ( x )) = ∑ | f ′ ( xi )|
.
i =1
R∞
Use this result to evaluate −∞ δ( x2 − 5x + 6)(3x2 − 7x + 2) dx.

11. Consider the boundary value problem: y′′ − y = x, x ∈ (0, 1), with
boundary conditions y(0) = y(1) = 0.

a. Find a closed form solution without using Green’s functions.

b. Determine the closed form Green’s function using the properties
of Green’s functions. Use this Green’s function to obtain a solution
of the boundary value problem.
c. Determine a series representation of the Green’s function. Use
this Green’s function to obtain a solution of the boundary value
problem.
d. Confirm that all of the solutions obtained give the same results.