Boundary conditions of ODE

In summary, boundary conditions in ordinary differential equations (ODEs) are constraints specified at the boundaries of the domain to determine a unique solution. There are two types of boundary conditions: initial conditions and boundary value conditions. They play a critical role in restricting the possible solutions and without them, an ODE may have an infinite number of solutions. If the boundary conditions are not specified, there may be an infinite number of solutions, but to obtain a unique solution, boundary conditions must be specified. They can also be changed or modified, but this may lead to different solutions or an unsolvable problem, so it is important to carefully consider the boundary conditions when solving an ODE.
  • #1
Mr Boom
30
0

Homework Statement



Given w'' - w = f(x)

w'(0) = 1
w'(1) = 0


Homework Equations



Find the Green's Function

The Attempt at a Solution



The solution to the homogeneous equation is known as:

w(x) = A*exp(-x) + B*exp(x)

For G's function we have:

u(x) = A1*exp(-x) + B*exp(x), u'(0) = 1
v(x) = A2*exp(-x) + B*exp(x), v'(1) = 0

The homogeneous equation is easily solved by plugging in two B.C.s. However, with Green's function we have two equations with two unknowns and one B.C. each. This leaves:

u'(0) = 1 -> B1 = 1 + A1 -> u(x) = A1*exp(-x) + (1+A1)*exp(x)
v'(1) = 0 -> B2 = A2*exp(-2) -> v(x) = A2*exp(-x) + A2*exp(-2)*exp(x)

Since G1 = A(c)*u(x) and G2 = B(c)*v(x), and we have two jump conditions at point c, I don't see how this can be solved. I've done other problems where A(c) and B(c) can be merged with A1 and A2, but the "1+A1" term keeps me from reducing this two two unknowns and two equations. Am I missing something? Is there an implied BC that I'm not seeing?

Thanks
 
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  • #2
Mr Boom said:

Homework Statement



Given w'' - w = f(x)

w'(0) = 1
w'(1) = 0

Homework Equations



Find the Green's Function

The Attempt at a Solution



The solution to the homogeneous equation is known as:

w(x) = A*exp(-x) + B*exp(x)

For G's function we have:

u(x) = A1*exp(-x) + B*exp(x), u'(0) = 1
v(x) = A2*exp(-x) + B*exp(x), v'(1) = 0

The homogeneous equation is easily solved by plugging in two B.C.s. However, with Green's function we have two equations with two unknowns and one B.C. each. This leaves:

u'(0) = 1 -> B1 = 1 + A1 -> u(x) = A1*exp(-x) + (1+A1)*exp(x)
v'(1) = 0 -> B2 = A2*exp(-2) -> v(x) = A2*exp(-x) + A2*exp(-2)*exp(x)

Since G1 = A(c)*u(x) and G2 = B(c)*v(x), and we have two jump conditions at point c, I don't see how this can be solved. I've done other problems where A(c) and B(c) can be merged with A1 and A2, but the "1+A1" term keeps me from reducing this two two unknowns and two equations. Am I missing something? Is there an implied BC that I'm not seeing?

Thanks

The Green's function is the solution of G_a''(x) - G_a(x) = Delta(x-a), where Delta is the Dirac delta fcn. We can regard G_a as G_a(x) = H(x-a), where H''(x) - H(x) = Delta(x). Don't worry about boundary conditions at x = 0 and x = 1 for now. Since Delta(x) = 0 if x < 0 and if x > 0 we have H''-H=0 on x<0 and on x>0. What happens at x = 0? If we integrate the DE from 0 - h to 0 + h, for small h > 0 we get H'(0+h) - H'(0-h) + O(h) = 1. So, we want: (i) H(x) continuous at x = 0; and (ii) H'(0+)-H'(0-) = 1.

We have H = A1*exp(x)+ B1*exp(-x) for x < 0 and H = A2*exp(x)+B2*exp(-x) for x > 0 we need A1+B1 = A2+B2 [continuity] and A2* - B2* - A1 + B1 = 1 [jump condition]. Now, usually we want a Green's fcn on all of the real line, so we usually impose conditions at +-infinity. Let's assume boundedness. Thus, we have B1 = 0 and A2 = 0. Therefore, we now have A1 = B2 and B2-A1=1, so now we can get A1 and B2. The solution of w''-w = f is w(x) = w_0(x) + integral(H(x-t) f(t) dt, t=-infinity..infinity), and where w_0 is any solution of the homogeneous equation. (Here, you could take f(t) = 0 for t < 0 and t > 1, but if your original f(x) is defined for all x, you could use f on the whole line.) We can choose the constants in w_0 to give the desired boundary conditions.

RGV
 
Last edited:
  • #3
Ray,

Thank you for the reply. If it's not too much trouble, could you explain where the w(x)=w_0 + int(...) equation comes from?
 
  • #4
Mr Boom said:
Ray,

Thank you for the reply. If it's not too much trouble, could you explain where the w(x)=w_0 + int(...) equation comes from?

Sure: the general solution of y'' - y = f is any _particular_ solution plus the solution of the homogeneous DE; this is an absolutely standard result that you should have burned into your soul. The integral involving H is just one particular solution.

RGV
 

1. What are boundary conditions in ODEs?

Boundary conditions in ordinary differential equations (ODEs) refer to the values or constraints that are specified at the boundaries of the domain on which the ODE is defined. These conditions are necessary for determining a unique solution to the ODE.

2. What are the types of boundary conditions in ODEs?

The two types of boundary conditions in ODEs are initial conditions and boundary value conditions. Initial conditions specify the values of the dependent variable at a single point, while boundary value conditions specify the values of the dependent variable at multiple points along the boundary of the domain.

3. How do boundary conditions affect the solution to an ODE?

Boundary conditions play a critical role in determining the solution to an ODE. They restrict the possible solutions to only those that satisfy the specified conditions at the boundaries. Without boundary conditions, an ODE may have an infinite number of solutions.

4. What happens if the boundary conditions are not specified in an ODE?

If the boundary conditions are not specified in an ODE, there may be an infinite number of solutions that satisfy the differential equation. This is known as the "general solution" and it is not unique. To obtain a unique solution, boundary conditions must be specified.

5. Can boundary conditions be changed or modified in an ODE?

Yes, boundary conditions can be changed or modified in an ODE. This can lead to different solutions or may even make the problem unsolvable. It is important to carefully consider the boundary conditions when setting up and solving an ODE to ensure a unique and appropriate solution is obtained.

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