22.7 Finding the Green's functions

We can, if we want, write the solution for $v$ in other ways that may be more efficient numerically. The solution was, rewritten more concisely in terms of the eigenvalues and eigenfunctions:

\begin{displaymath}
v(x,t) = \sum_n
\left[
\int_{\tau=0}^t \bar q_n(\tau)
...
...\tau
+ \bar f_n e^{-\kappa \lambda_n t}
\right]
X_n(x).
\end{displaymath}

The first part is due to the inhomogeneous term $\bar q$ in the partial differential equation, the second due to the initial condition $v(x,0)$ $\vphantom0\raisebox{1.5pt}{$=$}$ $\bar f(x)$

Look at the second term first, let's call it $v_f$,

\begin{displaymath}
v_f \equiv \sum_n \bar f_n e^{-\kappa \lambda_n t} X_n(x).
\end{displaymath}

We can substitute in the orthogonality relationship for $\bar f(x)$:

\begin{displaymath}
v_f = \sum_n
\frac{\int_0^\ell \bar f(\xi)X_n(\xi){ \rm...
..._n^2(\zeta){ \rm d}\zeta} 
e^{-\kappa \lambda_n t} X_n(x)
\end{displaymath}

and change the order of the terms to get:

\begin{displaymath}
v_f = \int_0^\ell
\left[
\sum_n
\frac{X_n(\xi) X_n(x...
...ta} 
e^{-\kappa \lambda_n t}
\right]
\bar f(\xi) d \xi
\end{displaymath}

We define a shorthand symbol for the term within the square brackets:

\begin{displaymath}
G(x,t,\xi) \equiv
\sum_n
\frac{X_n(\xi)X_n(x)}{\int_0^\ell X_n^2(\zeta){ \rm d}\zeta} 
e^{-\kappa \lambda_n t}
\end{displaymath}

Since this does not depend on what function $\bar f(x)$ is, we can evaluate $G$ once and for all. For any $\bar f(x)$, the corresponding temperature is then simply found by integration:

\begin{displaymath}
v_f(x,t) = \int_0^\ell G(x,t,\xi) \bar f(\xi) d \xi
\end{displaymath}

Function $G(x,t,\xi)$ by itself is the temperature $v(x,t)$ if $\bar f$ is a single spike of heat initially located at $x$ $\vphantom0\raisebox{1.5pt}{$=$}$ $\xi$. Mathematically, $G$ is the solution for $v$ if $\bar f(x)$ is the ``delta function'' $\delta(x-\xi)$.

Now look at the first term in $v$, due to $\bar q$, let's call it $v_q$:

\begin{displaymath}
v_q
\equiv
\sum_n
\int_{\tau=0}^t \bar q_n(\tau) e^{-\kappa \lambda_n(t-\tau)} { \rm d}\tau
X_n(x)
\end{displaymath}

We plug in the orthogonality expression for $\bar q_n(\tau)$:

\begin{displaymath}
v_q = \sum_{n=0}^\infty
\int_{\tau=0}^t
\frac{\int_0^\...
...\zeta} 
e^{-\kappa \lambda_n(t-\tau)} { \rm d}\tau X_n(x)
\end{displaymath}

and rewrite

\begin{displaymath}
v_q = \int_{\tau=0}^t \int_0^\ell
\left[
\sum_n
\fra...
...-\tau)}
\right]
\bar q(\xi,\tau) { \rm d}\xi {\rm d}\tau
\end{displaymath}

We see that

\begin{displaymath}
v_q(x,t) = \int_{\tau=0}^t \int_0^\ell
G(x,t-\tau,\xi)
\bar q(\xi,\tau) { \rm d}\xi {\rm d}\tau
\end{displaymath}

where the function $G$ is exactly the same as it was before. However, $G(x,t-\tau,\xi)$ describes the temperature due to a spike of heat added to the bar at a time $\tau$ and position $\xi$; it is called the Green's function.

The fact that solving the initial value problem ($\bar f$), also solves the inhomogeneous partial differential equation problem ($\bar
q$) is known as the Duhamel principle. The idea behind this principle is that function $\bar q(x,t)$ can be ``sliced up'' as a cake. The contribution of each slice $\tau$ $\raisebox{-.3pt}{$\leqslant$}$ $t$ $\raisebox{-.3pt}{$\leqslant$}$ $\tau+{\rm d}\tau$ of the cake to the solution $v$ can be found as an initial value problem with $\bar q(x,\tau){ \rm d}\tau$ as the initial condition at time $\tau$.