1

Preface

TABLE OF CONTENTS

AN INTRODUCTION TO THE PROBLEMS OF GREEN'S FUNCTIONS

CHAPTER I: INTEGRAL EQUATIONS

Section 1.1 Geometry inL2 [0,1] and Linear Functions
Section 1.2 The Fredholm Alternative Theorems
Section 1.3 Solving Y = KY + f where K has a separable kernel
Section 1.4 Solving Y = KY + f where K is small
Section 1.5 An alternate meaning for small
The Resolvent
Section 1.6 K does not have a separable kernel and is not small
A COMPENDIUM OF PROBLEMS

CHAPTER II: BOUNDARY VALUE PROBLEMS FOR ORDINARY

DIFFERENTIAL EQUATIONS
Section 2.1 More about L2 [0,1]
Section 2.2 Differential Operators and Their Adjoints
Section 2.3 The Fredholm Alternative Theorems
Section 2.4 A Method for Constructing Green's Function if the First
Alternative holds
Section 2.4(cont) Two points, unmixed
Section 2.4(cont) Two points, mixed
Section 2.5 An Understanding of the Equation L(y) = δ
Section 2.6 The Second Alternative
A COMPENDIUM OF PROBLEMS

CHAPTER III A TECHNIQUE FOR A STANDARD SECOND ORDER PDE

Section 3.1 Classification of Second Order Linear Equations
Section 3.2 A Standard Form for Second Order Linear Equations
Section 3.3 A Calculus Review
Section 3.4 Green's Identities
Section 3.5 Adjoints of Differential Operators
Section 3.6 The Construction of G for the Two Dimensional Laplacian
Operator Having Dirichlet Boundary conditions
Examples of Conformal Mappings
Section 3.7 A Maximum Principle
Section 3.8 An Example: The Shape of a Drum
Section 3.9 The Construction of Green's Functions with Neumann Boundary
Conditions

Appendix GREEN'S FUNCTIONS IN Rn

Appendix 1 Arithmetic and Geometry in Rn
Appendix 2 The Adjoint A*
Appendix 3 The Fredholm Alternative Theorems
Appendix 4 Solving Equations
The First Alternative
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The Second Alternative

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AN INTRODUCTION TO THE PROBLEMS OF GREEN'S FUNCTIONS

The following three problems illustrate, in a simple way, the primary

concern of this course.

3 -2
SAMPLE PROBLEM 1: Let B =  -1 1 .
Suppose v is a vector in R2. If u is a vector then
(a)  1 2 u = v
 1 3
if and only if
(b) v is a vector and u = Bv.

The equivalence of these two is easy to establish. Even more, given

only statement (a), you should be able to construct B such that statement (b)
is equivalent to statement (a).

SAMPLE PROBLEM 2: Let K(x,t) = 1 + x t. The function u is a solution for

1
(a) u(x) = ∫0 K(x,t)u(t) dt + x2 for x in [0,1]

if and only if
(b) u(x) = x2 - (25+12x)/18 for x in [0,1].

If one supposes that u is as in (b), then the integral calculus should

show that u satisfies (a). On the other hand, the task of deriving a formula
for u from the relationship in (a) involves techniques which we will discuss in
this course.

SAMPLE PROBLEM 3: Let

 x (1-t) if x ≤ t
K(x,t) = 
 t (1-x) if t ≤ x.
Suppose f is continuous on [0,1]. The function g is a solution for

(a) g''= − f and g(0) = g(1) = 0

if and only if
1
(b) g(x) = ∫ K(x,t)f(t)dt.
0
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VERIFICATION OF SAMPLE PROBLEM 3.

(a)⇒(b) Suppose that f is continuous on [0,1] and g'' = −f with

g(0) = g(1) = 0.

Suppose also that K is as given by sample problem (3). Then

1 1
∫K(x,t)f(t)dt = − ∫K(x,t)g''(t)dt
0 0
x 1
= − (1-x) ∫ t g''(t)dt − x ∫ (1-t) g''(t)dt.
0 x
Using integration by parts this last line can be rewritten as
x
− (1-x) ([x g'(x)- 0 g'(0)] - ∫g'(t)dt)
0
1
− x ([(1-1)g'(1) - (1-x)g'(x)] + ∫g'(t)dt)
x
= − (1-x)[x g'(x) -(g(x)-g(0)}

− x[-(1-x) g'(x) + (g(1) - g(x))]

= (1-x) g(x) + x g(x) = g(x).

To get the last line we used the assumption that g(1) = g(0) = 0.

(b)⇒(a) Again, suppose that f is continuous and, now, suppose that

1
g(x) = ∫K(x,t) f(t) dt.
0
1
Then, g(0) = ∫K(0,t) f(t) dt = 0,
0
1
g(1) = ∫K(1,t) f(t) dt = 0, and
0
x 1
g(x) = (1-x) ∫ t f(t) dt + x ∫ (1-t) f(t) dt,
0 x
x 1
g'(x) = − ∫ t f(t) dt + ∫ (1-t) f(t) dt,
0 x
g''(x) = − x f(x) − (1-x) f(x) = − f(x). ˚
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As you can see, it is not hard to show that these two statements are
equivalent. Before the course is over then, given statement (a), you should be
able to construct K such that statement (b) is equivalent to statement (a).
Perhaps you can do this already.

SAMPLE PROBLEM 4: Let C be the upper half-plane consisting of points

{x,y} such that y ≥ 0. There is a function u such that

∂2 u ∂2 u
+ = 0,
∂x2 ∂y2
and
u(x,0) = sin(x).

-y
In fact, take u(x,y) = e sin(x) for y ≥ 0 and all x. That this u satisfies the
equation can be verified by simple calculus.

It gives insight into the unifying ideas of this course to realize each of
these sample problems as being concerned with an equation of the form Lu=v.
It is a worthwhile exercise to reformulate each of the problems in this form.

EXERCISE.
4 2
1. Let A =  3 3  . Find B such that, if v is in R2, then these are
equivalent:
(a) u is a vector and Au = v, and
(b) v is a vector and u = Bv.

2. Let K be as in SAMPLE PROBLEM 2. Show that if

u(x) = 3x2 - (25 + 12x )/6

then u solves the equation

1
u(x) = ∫ K(x,t) u(t) dt + 3x2.
0

3. Let
 0 if 0 < x < t < 1
K(x,t) =  t-x 2(t-x)
e -e if 0 < t < x < 1.
Suppose that f is continuous on [0,1]. Show these are equivalent:

(a) y'' + 3y' + 2y = f, y(0) = y'(0) = 0.

1
(b) y(x) = ∫ K(x,t)f(t)dt.
0
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4. Let u(r,θ) = r sin(θ). Show that

∂u
∂ (r )
1 ∂r 1 ∂2 u
+ =0
r ∂r r2 ∂θ2
with u(1,θ) = sin(θ).