Green's matrix

In mathematics, and in particular ordinary differential equations, a Green's matrix helps to determine a particular solution to a first-order inhomogeneous linear system of ODEs.

For instance, consider $x'=A(t)x+g(t)\,$ where $x\,$ is a vector and $A(t)\,$ is an $n\times n\,$ matrix function of $t\,$, which is continuous for $t\in I,a\leq t\leq b\,$, where $I\,$ is some interval.

Now let $x^{1}(t),...,x^{n}(t)\,$ be $n\,$ linearly independent solutions to the homogeneous equation $x'=A(t)x\,$ and arrange them in columns to form a fundamental matrix:

$X(t)=\left[x^{1}(t),...,x^{n}(t)\right]\,$

Now $X(t)\,$ is an $n\times n\,$ matrix solution of $X'=AX\,$.

This fundamental matrix will provide the homogeneous solution, and if added to a particular solution will give the general solution to the inhomogenous equation.

Let $x=Xy\,$ be the genereal solution. Now,

$x'=X'y+Xy'\,$

$=AXy+Xy'\,$

$=Ax+Xy'\,$

This implies $Xy'=g\,$ or $y=c+\int _{a}^{t}X^{-1}(s)g(s)ds\,$ where $c\,$ is an arbitrary constant vector.

Now the general solution is $x=X(t)c+X(t)\int _{a}^{t}X^{-1}(s)g(s)ds\,$.

The first term is the homogeneous solution and the second term is the particular solution.

Now define the Green's matrix $G_{0}(t,s)={\begin{cases}0&t\leq s\leq b\\X(t)X^{-1}(s)&a\leq s<t\end{cases}}\,$.

The particular solution can now be written $x_{p}(t)=\int _{a}^{b}G_{0}(t,s)g(s)ds\,$.

External links

• An example of solving an inhomogeneous system of linear ODEs and finding a Green's matrix from www.exampleproblems.com.