$$ \def\ab{\boldsymbol{a}} \def\bb{\boldsymbol{b}} \def\cb{\boldsymbol{c}} \def\db{\boldsymbol{d}} \def\eb{\boldsymbol{e}} \def\fb{\boldsymbol{f}} \def\gb{\boldsymbol{g}} \def\hb{\boldsymbol{h}} \def\kb{\boldsymbol{k}} \def\nb{\boldsymbol{n}} \def\tb{\boldsymbol{t}} \def\ub{\boldsymbol{u}} \def\vb{\boldsymbol{v}} \def\xb{\boldsymbol{x}} \def\yb{\boldsymbol{y}} \def\Ab{\boldsymbol{A}} \def\Bb{\boldsymbol{B}} \def\Cb{\boldsymbol{C}} \def\Eb{\boldsymbol{E}} \def\Fb{\boldsymbol{F}} \def\Jb{\boldsymbol{J}} \def\Lb{\boldsymbol{L}} \def\Rb{\boldsymbol{R}} \def\Ub{\boldsymbol{U}} \def\xib{\boldsymbol{\xi}} \def\evx{\boldsymbol{e}_x} \def\evy{\boldsymbol{e}_y} \def\evz{\boldsymbol{e}_z} \def\evr{\boldsymbol{e}_r} \def\evt{\boldsymbol{e}_\theta} \def\evp{\boldsymbol{e}_r} \def\evf{\boldsymbol{e}_\phi} \def\evb{\boldsymbol{e}_\parallel} \def\omb{\boldsymbol{\omega}} \def\dA{\;d\Ab} \def\dS{\;d\boldsymbol{S}} \def\dV{\;dV} \def\dl{\mathrm{d}\boldsymbol{l}} \def\rmd{\mathrm{d}} \def\bfzero{\boldsymbol{0}} \def\Rey{\mathrm{Re}} \def\Real{\mathbb{R}} \def\grad{\boldsymbol\nabla} \newcommand{\dds}[2]{\frac{d{#1}}{d{#2}}} \newcommand{\ddy}[2]{\frac{\partial{#1}}{\partial{#2}}} \newcommand{\pder}[3]{\frac{\partial^{#3}{#1}}{\partial{#2}^{#3}}} \newcommand{\deriv}[3]{\frac{d^{#3}{#1}}{d{#2}^{#3}}} \newcommand{\ddt}[1]{\frac{d{#1}}{dt}} \newcommand{\DDt}[1]{\frac{\mathrm{D}{#1}}{\mathrm{D}t}} \newcommand{\been}{\begin{enumerate}} \newcommand{\enen}{\end{enumerate}}\newcommand{\beit}{\begin{itemize}} \newcommand{\enit}{\end{itemize}} \newcommand{\nibf}[1]{\noindent{\bf#1}} \def\bra{\langle} \def\ket{\rangle} \renewcommand{\S}{{\cal S}} \newcommand{\wo}{w_0} \newcommand{\wid}{\hat{w}} \newcommand{\taus}{\tau_*} \newcommand{\woc}{\wo^{(c)}} \newcommand{\dl}{\mbox{$\Delta L$}} \newcommand{\upd}{\mathrm{d}} \newcommand{\dL}{\mbox{$\Delta L$}} \newcommand{\rs}{\rho_s} $$
3.1 Motivation for Green’s method
In this section we will devise an alternative approach to viewing and solving linear BVP, using the so-called Green’s function. Along the way we will encounter one of the most fundamental “functions” in mathematics, the Dirac delta function, the understanding of this mathematical object is critical in many fields of mathematics.
3.1.1 Form of the eigenfunction expansion solution
Consider the form of the final solution obtained through the eigenfunction expansion approach. With a little rearranging we can write the eigenfunction expansion solution found in the previous chapter as: \[ y(x) = \sum_{k=1}^\infty \frac{\langle f, w_k \rangle}{\lambda_k \langle y_k, w_k \rangle}y_k(x) \]
This requires all \(\lambda_k\neq0\). The case of zero eigenvalue has two subcases: One where \(\langle f,w_k\rangle\neq 0\) and one where this inner product is zero. In the former sub case, the boundary value problem has no solution, in the latter, the solution is not unique as you can add any multiple of \(y_k\) (the eigenfunction that belongs to the zero eigenvalue) to the solution. This observation is directly linked to the Fredholm Alternative as we saw in the last chapter.
Let’s assume this is not an issue for now. Let \(n_k = \langle y_k, w_k \rangle\) (normalisation), then: \[\begin{eqnarray*} y(x) &=& \sum_{k=1}^\infty \frac{1}{\lambda_k n_k} \left(\int_a^b f(t) w_k(t) \mathrm{d} t \right)y_k(x)\\ &=& \int_a^b \left( \sum_{k=1}^\infty \frac{1}{\lambda_k n_k} w_k(t) y_k(x) \right)f(t) \mathrm{d} t\\ &=& \int_a^b g(x,t) f(t) \mathrm{d} t \end{eqnarray*}\] where \[ g(x,t) = \sum_{k=1}^\infty \frac{w_k(t) y_k(x)}{\lambda_k n_k}. \tag{3.1}\]
Thus, we have constructed a solution to \(Ly=f\) in the form \[ y(x)=\int_a^bg(x,t)f(t)\;dt. \tag{3.2}\] The function \(g(x,t)\) is called the Green’s function (GF), and Equation 3.1 is an eigenfunction expansion of \(g(x,t)\).
Of course, if we knew the Green’s function, we would have the solution without any need for the expansion, i.e. no need for the eigenfunctions. The goal in this section is to understand the properties of the GF and how to construct it.
Observe that if \(L = L^*\), then \(w_k = y_k\) and: In this case \(g(x,t)=g(t,x)\), and we have the important connection between a self-adjoint operator and a symmetric Green’s function. This symmetry follows from the completeness and orthogonality of the eigenfunctions of a self-adjoint operator.
3.1.2 Inverse of differential operator
A nice way to think of the Green’s function is in terms of inverting the differential operator. Think about the familiar equation \(\mathbf{A}\vec{x}=\vec{b}\) from linear algebra, to be solved for the unknown vector \(\vec{x}\). The solution is given by \[\vec{x}=\mathbf{A}^{-1}\vec{b},\] i.e. we find the solution by multiplying the inverse of the linear operator (matrix) by the inhomogeneous term. Once you know the inverse operator, you can solve the problem for any given vector \(\vec{b}\). In the context of BVP’s, \(L\) is a differential operator, so it stands to reason that the inverse operator involves integration, hence the form of Equation 3.2. Constructing the Green’s function is analogous to finding the inverse of the matrix, once we have \(g\) we can write down the solution Equation 3.2 for any forcing function \(f(x)\).
There is a much more productive route and direct route than performing an eigenfunction expansion, and it invokes some new and deep mathematics which we want to focus on.
3.1.3 An example
I am going to start with an example Green’s function which at first sight is seemingly pulled out of thin air. In fact in section 3.2 we will see how to construct them, but it is an odd method (at least when first encountered) and relies on the understanding of the properties of the Green’s functions which we aim to build
Consider the BVP: \[ \begin{split} & Ly\equiv-y''=f(x), 0<x<1\\ &y(0)=y(1)=0 \end{split} \] We will temporarily magic the Green’s function out of thin air. \[ g(x,\xi)=\left\{\begin{array}{ll} (1-\xi)x\quad&0<x<\xi\\ (1-x)\xi\quad&\xi<x<1. \end{array}\right. \]
Let’s check this, so do so we use the Leibniz rule for differentiating integrals: \[ \frac{d}{dx}\int_{a(x)}^{b(x)}f(x,\xi)d\xi = \int_{a(x)}^{b(x)}\frac{\partial f(x,\xi)}{\partial x}d\xi + \frac{d b(x)}{dx}f(x,b(x)) - \frac{d a(x)}{d x}f(x,a(x)). \]
The following properties regarding the Green’s function itself are easily checked:
- The GF satisfies \(Lg=0\) if \(x\neq\xi\)
- \(g(x,\xi)\) satisfies the boundary conditions as a function of \(x\). This is because we have homogeneous conditions.
- \(g\) is continuous on the whole interval \([0,1]\)
- \(g\) is differentiable everywhere except at \(x=\xi\), where it suffers a jump in the derivative.
These properties are in fact always true of the GF of a second order linear operator.
Note, however, that the function \(y(x)\) satisfying \(Ly=f\) is continuously differentiable assuming continuously differentiable \(f\), meaning that the integration with \(f(x)\) smooths out the discontinuity in \(g\). To make sense of this, and to build some physical intuition, we shall need the notion of the delta function.
To give you a flavour, we pretend that the Green’s function is something that can be safely differentiated (rather than carefully differentiated by splitting the domain integral as in the above demonstration) i.e. we want to do this:
\[\begin{align} y(x)& = \int_{0}^{1}g(x,\xi)f(\xi)d\xi,\\ \frac{d y}{d x} &=\int_{0}^{1}\frac{\partial g(x,\xi)}{\partial x}f(\xi)d\xi,\\ \frac{d^2 y}{d^2 x} & =\int_{0}^{1}\frac{\partial^2 g(x,\xi)}{\partial x^2}f(\xi)d\xi \end{align}\]
For this to be a solution we need some “function” \(\delta(x,\xi)\) satisfying \[ \int_{0}^1\delta(x,\xi)f(\xi)d \xi = f(x),\quad -\frac{\partial^2 g(x,\xi)}{\partial x^2} = \delta(x,\xi). \] We will come to call this the Green’s equation (actually it will later have total derivatives not partial ones).
But we should be (initially) skeptical the first derivative of the Green’s function is a step function, it doesn’t have a well defined derivative in the usual sense you saw in analysis I last year. So how can this \(\delta\) exist?
3.2 Green’s function via delta function
To fix the context, consider stationary heat conduction in a rod:
\[ -y''(x)=f(x)\quad 0<x<1,\quad y(0)=0,\;\; y(1)=0 \]
where \(y(x)\) is the temperature field and \(f(x)\) is a given heat source density.
3.2.1 Delta function
The function \(f(x)\) describes any heat added or removed from the system by the outside world. As a simple scenario, consider a point heat source, say located at the middle of the rod. Physically, this would correspond to applying heat at a single point only. How would we describe such a situation mathematically? What should we use for the function \(f(x)\)?
The notion of a point source is described by the ``delta function’’ \(\delta\), characterised by properties
\[ \delta(x)=0\quad\forall x\neq0,\quad\quad\int_{-\infty}^\infty\delta(x)\;dx=1. \tag{3.3}\]
The first property captures the notion of a point function. The second property constrains the area under the curve (which you might think of as infinitely thin and infinitely high). This is an idealized point source at \(x=0\), a point source at \(x=a\) would be given by \(\delta(x-a)\).
The problem is that no classical function satisfies Equation 3.3 (think: any function that is non-zero only at a point is either not integrable or integrates to zero).
3.2.2 Approximating the delta function
One way around this is to replace \(\delta\) by an approximating sequence of increasingly narrower functions with normalized area, i.e. \(f_n(x)\) where \[ \int_{-\infty}^{\infty} f_n(x)\mathrm{d}x=1\quad\forall n,\quad \lim_{n\rightarrow \infty} f_n(x)=0\quad \mbox{point wise for all }x\neq 0. \]
Example: ``hat’’ functions \[ f_n(x)=\left \{ \begin{array}{cc} 0\quad &\text{for } \left\vert x\right\vert>1/n\\ n/2\quad &\text{for } \left\vert x\right \vert \leq 1/n\end{array}\right. \tag{3.4}\] You can verify the \(f_n(x)\) approach \(\delta(x)\) as \(n\to\infty\).
3.2.3 Properties of delta function
We have defined \(\delta\) by Equation 3.3. We can use the approximating functions to obtain further properties.
Sifting property What happens when \(\delta\) is integrated against another function?
Let \(f(x)\) be a continuous function, and \(F(x)=\int^xf(s) ds\) its antiderivative. Now consider approximating sequences:
\[\begin{align} \int_{-\infty}^{\infty}\delta(x-a)f(x)\mathrm{d}x &=\lim_{n\rightarrow\infty}\int_{-\infty}^{\infty}f_n(x-a)f(x)\mathrm{d}x \end{align}\]
and if \(f_n\) are the hat functions Equation 3.4
\[\begin{align} &=\lim_{n\rightarrow\infty}\int_{a-1/n}^{a+1/n}\frac{n}{2}f(x)\mathrm{d}x=\lim_{n\rightarrow\infty}\frac{F(a+(1/n))-F(a-(1/n))}{2/n}\\ &=\lim_{s\rightarrow0}\frac{F(a+s)-F(a-s)}{2s}=F'(a)=f(a). \end{align}\]
Thus, we have \[ \int_{-\infty}^{\infty}\delta(x-a)f(x)\mathrm{d}x=f(a) \quad \text{ if $f$ is continuous at $a$. } \] In particular, \[ \int_{-\infty}^{\infty}\delta(x)f(x)\mathrm{d}x=f(0) \quad \text{ if $f$ is continuous at $x=0$. } \]
Thus, the delta function can be seen to sift out the value of a function at a particular point.
Note that our intended use of the \(\delta\) only requires it be defined inside an integral, so this is enough.
Many authors take this sifting property to be the fundamental definition of the Delta function.
Antiderivative of \(\delta(x)\). The antiderivative of the delta function is the so-called Heaviside function,
\[ \int_{-\infty}^x \delta(s)\mathrm{d}s= H(x)\equiv\left \{\begin{array}{ll} 0\quad &x<0\\ 1\quad &x>0.\end{array}\right. \tag{3.5}\]
Note that Equation 3.5 follows by integrating the sequence of approximating functions and showing that the limit is the Heaviside function. That is, if \(H_n(x)=\int_{-\infty}^x f_n(s) ds,\) then \(\lim_{n\rightarrow\infty} H_n(x)=H(x)\). (We leave this detail as an exercise!)
3.2.4 Point heat source
Let’s return to the heat conduction BVP with a point heat source of unit strength at the centre of the rod:
\[ -y''(x)=\delta(x-1/2), \quad0<x<1 \quad y(0)=y(1)=0. \tag{3.6}\]
Since \(\delta(x-1/2)=0\;\;\forall x\neq1/2\), this implies \[ -y''(x)=0, \quad0<x<1/2,\;1/2<x<1. \tag{3.7}\]
We can easily solve Equation 3.7 in each of the two separate domains \([0,1/2)\) and \((1/2,1]\): \[ y(x) = \left \{\begin{array}{ll} A x +B\quad &x<1/2\\ C x + D \quad &x>1/2.\end{array}\right. \]
and then apply the BC associated with Equation 3.6.
So \(y(0)=0\) implies \(B=0\) and \(y(1)=0\) imples \(D =-C\): \[ y(x) = \left \{\begin{array}{ll} A x \quad &x<1/2\\ C (x - 1) \quad &x>1/2.\end{array}\right. \]
But there are STILL two constants of integration for each domain we need more conditions!
As you might expect (since \(\delta(x-1/2)\) has vanished from Equation 3.7, the extra two conditions come in at \(x=1/2\). To derive the extra conditions, imagine integrating equation Equation 3.6 across \(x=1/2\): \[ \int_{1/2-}^{1/2+}-y''(x)\;dx=\int_{1/2-}^{1/2+}\delta(x-1/2)\;dx, \] where \(1/2-\) (\(1/2+\)) signifies just to the left (right) of 1/2. Using property Equation 3.3 of the delta function, we have \[ -y']_{1/2-}^{1/2+}=1\quad\Rightarrow\quad y'(1/2+)-y'(1/2-)=-1. \tag{3.8}\] That is, the presence of the delta function defines a jump condition on \(y'\).
Here, \(y(\xi-)=\lim_{x\uparrow \xi}y(x)\), and \(y(\xi+)=\lim_{x\downarrow \xi}y(x)\)}
So \[ C - A = -1 \]
and
\[ y(x) = \left \{\begin{array}{ll} A x \quad &x<1/2\\ (A-1)(x -1) \quad &x>1/2.\end{array}\right. \]
If we want to be formal we should only have ever defined our equation inside the integral, then the delta makes sense. It is standard to write the \(\delta\) “naked” with the understanding we will always be integrating it.
The other extra condition needed comes as a requirement that \(y(x)\) is continuous across the point source, that is \[ y]_{1/2-}^{1/2+}=0. \tag{3.9}\]
So this requires \[ A/2 = -(A-1)/2, \Rightarrow A=1/2. \]
Thus, all told we have: \[ u(x)=\left\{\begin{array}{ll} \;\;\;\frac{x}{2}\quad&0<x<1/2\\ -\frac{x}{2}+\frac{1}{2}\quad&1/2<x<1. \end{array}\right. \]
3.2.5 Green’s function construction
To motivate the construction of the Green’s function, consider the heat conduction problem with an arbitrary heat source:
\[ -y''(x)=f(x), \quad0<x<1,\quad y(0)=y(1)=0. \tag{3.10}\]
Imagine now describing \(f\) by a distribution of point heat sources with varying strength; that is at point \(x=\xi\) we imagine placing the point source \(f(\xi)\delta(x-\xi)\).
The idea of the Green’s function is to introduce such an extra parameter \(\xi\), and consider the system
\[ -g''(x,\xi)=\delta(x-\xi), \quad0<x<1\,\,\,g(0,\xi)=g(1,\xi)=0. \tag{3.11}\]
Note that prime denotes differentiation with respect to \(x\), while \(\xi\) is more like a place-holding variable. So, we have replaced \(f(x)\) by a delta function, in order to solve for the Green’s function \(g(x,\xi)\).
Lets solve, first on \(x<\xi\) and \(x>\xi\) where we solve the homogeneous equation. \[ -g''(x,\xi)=0. \]
Thus: \[ g(x,\xi) = \left \{\begin{array}{ll} A x +B\quad &x<\xi\\ C x + D \quad &x>\xi.\end{array}\right. \] We basically have the same boundary conditions as above \[ g(x,\xi) = \left \{\begin{array}{ll} A x \quad &x<\xi\\ C (x -1) \quad &x>\xi.\end{array}\right. \]
The jump condition is:
\[ -g']_{\xi-}^{\xi+}=1\quad\Rightarrow\quad g'(\xi+)-g'(\xi-)=-1. \] Thus as before \[ g(x,\xi) = \left \{\begin{array}{ll} A x \quad &x<\xi\\ (A-1)(x -1) \quad &x>\xi.\end{array}\right. \]
Finally we apply continuity: \[ g]_{\xi-}^{\xi+}=0. \] Thus \[ A\xi = (A-1)(\xi-1) \]
\[ g(x,\xi)=\left\{\begin{array}{ll} (1-\xi)x\quad&0<x<\xi\\ (1-x)\xi\quad&\xi<x<1. \end{array}\right. \]
This is the solution I showed differentiating correctly at the start of this chapter in sec 3.1.3.
How to get back to the solution of Equation 3.10? For each \(\xi\), the Green’s function gives the solution if a point heat source of unit strength were placed at \(x=\xi\). Conceptually, then, to get the full solution we must ``add up’’ the point sources, scaled by the value of the heat source at each point: \[ y(x)=\int_0^1g(x,\xi)f(\xi)\;d\xi. \tag{3.12}\] To verify that this is indeed a solution, we can plug Equation 3.12 into Equation 3.10: \[ -y''(x)=\int_0^1-g''(x,\xi)f(\xi)\;dx=\int_0^1\delta(x-\xi)f(\xi)\;dx=f(x)\;\;\checkmark \]
This is the proposed derivative construction I mentioned was on shaky ground in section 3.1.3. It works because the derivative is taken inside the integral \(g\) itself does not need to be classically twice differentiable.”.
3.3 General linear BVP
We now consider a general \(n\)th order linear BVP with arbitrary continuous forcing function,
\[ Ly(x)=a_ny^{(n)}(x)+a_{n-1}y^{(n-1)}(x)+\dots+a_1y'(x)+a_0y(x)=f(x) \tag{3.13}\] for \(a<x<b\), where each \(a_i=a_i(x)\) is a continuous function, and moreover \(a_n(x)\neq0\) \(\forall x\). Along with Equation 3.13 are \(n\) boundary conditions, each a linear combination of \(y\) and derivatives up to \(y^{(n-1)}\), evaluated at \(x=a, b\). For instance, in the case \(n=2\), the general form is:
\[ \begin{split} &B_1y\equiv \alpha_{11}y(a)+\alpha_{12}y'(a)+\beta_{11}y(b)+\beta_{12}y'(b)=\gamma_1\\ &B_2y\equiv \alpha_{21}y(a)+\alpha_{22}y'(a)+\beta_{21}y(b)+\beta_{22}y'(b)=\gamma_2. \end{split} \]
3.3.1 General Green’s Function
To solve Equation 3.13 with homogeneous BC \[B_iy=0,\;\;i=1\dots n-1,\] we first determine the Green’s function by solving
\[ \begin{split} &Lg(x,\xi)=\delta(x-\xi),\quad a<x<b\\ &B_ig=0. \end{split} \tag{3.14}\]
As before, \[Lg(x,\xi)=\delta(x-\xi)\] implies \[Lg(x,\xi)=0\quad\text{ on }a<x<\xi,\;\;\xi<x<b,\] i.e. we have a homogeneous problem to solve on two separate domains. As before, we require extra conditions, which come by integrating \(Lg(x,\xi)=\delta(x-\xi)\) across \(x=\xi\):
\[ \int_{\xi-}^{\xi^+}a_ng^{(n)}(x,\xi)+\dots+a_0g(x,\xi)\;d x=\int_{\xi-}^{\xi^+}\delta(x-\xi)\;dx. \]
The right hand side clearly integrates to one. If we were to perform an integration by parts on the first term of the left hand side, we would obtain \[ a_n(x)g^{(n-1)}(x,\xi)]_{\xi-}^{\xi+}+\int_{\xi-}^{\xi^+}(a_{n-1}-a_n')g^{(n-1)}+\dots+a_0g(x,\xi)\;dx=1. \] This equation is balanced by setting a jump condition on the \(n-1\)st derivative: \[ g^{(n-1)}(x,\xi)]_{\xi-}^{\xi+}=1/a_n(\xi), \] and taking all lower derivatives to be continuous across \(x=\xi\): \[ g^{(j)}(x,\xi)]_{\xi-}^{\xi+}=0,\quad j=0,1,\dots n-2. \]
Once the Green’s function is determined, the solution to the BVP is given by \[ y(x)=\int_a^bg(x,\xi)f(\xi)\;d\xi. \]
3.4 Three-dimensional Green’s functions in (pretty) arbitrary domains.
We seek \(G(\vec{x},\xi)\) such that \[ -\nabla_x^2 G(\vec{x},\xi)=\delta(\vec{x}-\xi),\qquad G(\vec{x},\xi)\to0\ \text{as }|\vec{x}|\to\infty. \] By translation and rotational symmetry, \(G\) depends only on the distance \(r=|\vec{x}-\xi|\), i.e. \(G(\vec{x},\xi)=\Phi(r)\) for some radial function \(\Phi\).
Step 1: Solve away from the source.
For \(r>0\) we have \(\nabla_x^2 G=0\), so in spherical coordinates the radial Laplacian gives \[
\Phi''(r)+\frac{2}{r}\,\Phi'(r)=0.
\] Integrating once: \(r^2\Phi'(r)=A\) (constant), hence \(\Phi'(r)=\dfrac{A}{r^2}\) and \[
\Phi(r)=-\frac{A}{r}+B.
\] The decay condition \(G\to0\) as \(r\to\infty\) forces \(B=0\), so for \(r>0\) \[
G(x,\xi)=\Phi(r)=\frac{C}{r}\quad\text{with }C=-A.
\]
Step 2: Fix the constant by normalization.
Integrate the defining equation over a ball \(B_\varepsilon(\xi)\) of radius \(\varepsilon\) centered at \(\xi\) and use the divergence theorem: \[
\int_{B_\varepsilon(\xi)}\!\!-\nabla_x^2 G\,dV
=\int_{\partial B_\varepsilon(\xi)}\!\!-\frac{\partial G}{\partial n}\,dS
=\int_{B_\varepsilon(\xi)}\!\!\delta(x-\xi)\,dV=1.
\] Since \(G=C/r\), its radial derivative is \(\dfrac{\partial G}{\partial r}=-\dfrac{C}{r^2}\). On the sphere \(|x-\xi|=\varepsilon\), the outward normal derivative is \(\dfrac{\partial G}{\partial n}=\dfrac{\partial G}{\partial r}=-\dfrac{C}{\varepsilon^2}\), hence \[
\int_{\partial B_\varepsilon(\xi)}\!\!-\frac{\partial G}{\partial n}\,dS
=\int_{\partial B_\varepsilon(\xi)}\!\!\frac{C}{\varepsilon^2}\,dS
=\frac{C}{\varepsilon^2}\cdot 4\pi \varepsilon^2
=4\pi C.
\] Therefore \(4\pi C=1\), so \(C=\dfrac{1}{4\pi}\) and \[
G(x,\xi)=\frac{1}{4\pi\,|\vec{x}-\xi|}.
\]
Uniqueness.
Any other solution differing from \(G\) by a harmonic function vanishing at infinity must be identically zero, so this \(G\) is unique.
3.4.1 Arbitrary bounded domain: Green’s representation and boundary integrals (NON EXAMINABLE)
Let \(\Omega\subset\mathbb{R}^3\) be a bounded domain with smooth boundary \(\partial\Omega\).
For \[
-\nabla^2 u(x)=f(x)\ \text{in }\Omega,
\] Green’s representation formula (with outward normal \(n_\xi\) at \(\xi\in\partial\Omega\)) reads \[
u(x)=\int_{\partial\Omega}\!\Big(G(x,\xi)\,\frac{\partial u}{\partial n_\xi}(\xi)\;-\;u(\xi)\,\frac{\partial G}{\partial n_\xi}(x,\xi)\Big)\,dS_\xi
\;+\;\int_{\Omega} G(x,\xi)\,f(\xi)\,dV_\xi,
\] where \(G\) is the Green’s function appropriate to the boundary condition.
Dirichlet problem (\(u=g\) on \(\partial\Omega\)): choose the Dirichlet Green’s function \(G_D\) solving \[ -\nabla_x^2 G_D(x,\xi)=\delta(x-\xi),\qquad G_D(x,\xi)=0\ \text{for } x\in\partial\Omega. \] Then \[ u(x)=-\int_{\partial\Omega} g(\xi)\,\frac{\partial G_D}{\partial n_\xi}(x,\xi)\,dS_\xi \;+\;\int_{\Omega} G_D(x,\xi)\,f(\xi)\,dV_\xi,\qquad x\in\Omega. \] Hence \(u\) is obtained from known boundary data \(g\) and the volume source \(f\).
Neumann problem \(\big(\frac{\partial u}{\partial n}=h\) on \(\partial\Omega\big)\): choose the Neumann function \(G_N\) solving \[ -\nabla_x^2 G_N(x,\xi)=\delta(x-\xi),\qquad \frac{\partial G_N}{\partial n_x}(x,\xi)=0\ \text{for } x\in\partial\Omega, \] together with the usual compatibility \(\int_\Omega f\,dV=\int_{\partial\Omega} h\,dS\). Then \[ u(x)=\int_{\partial\Omega} G_N(x,\xi)\,h(\xi)\,dS_\xi \;+\;\int_{\Omega} G_N(x,\xi)\,f(\xi)\,dV_\xi,\qquad x\in\Omega, \] which uses only the known Neumann data \(h\) and \(f\).
Remark (arbitrary shapes).
For a general \(\partial\Omega\), \(G_D\) or \(G_N\) is rarely available in closed form. In practice one represents \(u\) using the free-space kernel and unknown boundary densities, e.g. the single-layer potential \[
u(x)=\int_{\partial\Omega} \frac{1}{4\pi|x-\xi|}\,\sigma(\xi)\,dS_\xi
\quad\text{or}\quad
u(x)=\int_{\partial\Omega} \frac{\partial}{\partial n_\xi}\!\left(\frac{1}{4\pi|x-\xi|}\right)\mu(\xi)\,dS_\xi,
\] and enforces the boundary condition to obtain an integral equation for \(\sigma\) or \(\mu\) on \(\partial\Omega\).
This reduces the PDE in an arbitrary domain to a boundary-only problem.