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Advanced Mathematics for Applications by Andrea Prosperetti

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15

Green’s Functions: Ordinary Differential Equations

Green’s functions permit us to express the solution of a non-homogeneous linear problem in terms of an integral operator of which they are the kernel. We have already presented in simple terms this idea in §2.4. We now give a more detailed theory with applications mainly to ordinary differential equations. The next chapter deals with Green’s functions for partial differential equations.

The determination of a Green’s function requires the solution of a problem similar to (although somewhat simpler than) the original one, but the effort required is balanced by several advantages. In the first place, and at the most superficial level, once the Green’s function G is known, it is unnecessary ...

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