Solving differential equations with Fourier transforms

Consider a damped simple harmonic oscillator with damping

and natural frequency 0 and driving force f (t)
d 2y
dy
+ 02 y = f (t)
+ 2b
dt 2
dt
At t = 0 the system is at equilibrium y = 0 and at rest so dy
dt = 0
We subject the system to an force acting at t = t 0 ,
0
f (t) = (t t 0 ), with
R t > 0 it
R
We take y (t) = g ()e d and f (t) = f ()e it d

Example continued
Substitute into the differential equation and we find
 2

0 2 + 2ib g () = f ()
R
1
0 it dt = 1 e it 0
We find also f () = 2
2
(t t )e
We find a relationship between the g () and f (), and then we
can write for the response g ()
0

g () =

e it
1
2
2 0 2 + 2ib

Then with y (t) = 0 for t < t 0 , we get y (t) for t > t 0

1
y (t) =
2

e i(tt )
d
02 2 + 2ib

Example continued

The integral is hard to do (we might get to later), but the point
is we have reduced the problem to doing an integral
Assume b < 0 , then we find for y (t) with t > t 0 ,
0

y (t) = e b(tt )

sin [ 0 (t t 0 )]
0

q
where
= 02 b 2 and y (t) = 0 for t < t 0
You can convince yourself that this is consistent with the b = 0
case described in the book (see Eq. 12.5 in chapter 8)
0

Green functions: An introduction

We can use as an example the damped simple harmonic

oscillator subject to a driving force f (t) (The book example
corresponds to = 0)
dy
d 2y
+ 2b
+ 02 y = f (t)
2
dt
dt
Now that we know
R the properties of the Dirac delta function, we
notice that f (t) = f (t 0 )(t t 0 )dt 0
This gives a hint that we can treat f (t) as a sequence of
delta-function impulses

Green functions: Damped harmonic oscillator

d 2y
dy
+ 2b
+ 02 y = f (t)
2
dt
dt
Lets say f (t) is zero for t < 0, and also y (t) = 0 for t < 0, and
then we turn on the driving force f (t)
Using our insight, and the principle of superposition, we assume
that the response (y (t)) depends on the entire history of the force
f (t 0 ) from 0 < t 0 < t,
Z t
y (t) =
G (t, t 0 )f (t 0 )dt 0
0

Green function for damped oscillator

Substitute this into the equation of motion

d 2y
dy
+ 2b
+ 02 y = f (t)
2
dt
dt
Rt
R
Use y (t) = 0 G (t, t 0 )f (t 0 )dt 0 and f (t) = 0 f (t 0 )(t 0 t)dt 0
Z

f (t )
0





Z
d2
d
2
0
0
f (t 0 )(t 0 t)dt 0
+ 2b + 0 G (t, t ) dt =
dt 2
dt
0

continued
We see that the Green function G (t, t 0 ) solves the differential
equation,

 2
d
d
2
+ 2b + 0 G (t, t 0 ) = (t 0 t)
dt 2
dt
Note also that G (t, t 0 ) = 0 for t < t 0
We already solved that! It was
q just the response y (t) due to a
-function impulse, with 0 =

02 b 2

sin [ 0 (t t 0 )]
0
Notice that the response only depends on t t 0 , as we expect
This was for the underdamped case (b < 0 ), and would not
work for critical or overdamped cases!
0

G (t, t 0 ) = e b(tt )

Last one! Green function for damped oscillator

Finally we can write the solution y (t) for any driving force f (t)
turned on at t = 0, for the damped oscillator in the underdamped
regime,
Z
y (t) =

G (t, t )f (t )dt =
0

e b(tt )

sin [ 0 (t t 0 )] 0 0
f (t )dt
0

Green functions continued

Quite powerful! As long as differential equation is linear, we can
find the Green (response) function which completely solves any
problem
Another example: Electrostatics
We know that the electrostatic potential (~r ) due to a
continuous charge distribution (~r 0 ) is simply additive
Z
(~r 0 ) 3 0
1
d ~r
(~r ) =
40
|~r ~r 0 |
Because of this, Gauss Law is a linear differential equation,
~ =
~ E

0
~ we have
Then, since E = ,
2 =

0

Green function for electrostatics

We will see that G (~r ,~r 0 ) =

1
1
40 |~r ~r 0 |
R
= (r~0 )(~r

First, take note that (~r )

~r 0 )d 3~r 0
It might be more clear if we note that ~r = xi + y j + z k and
and then
~r 0 = x 0i + y 0j + z 0 k,
Z Z Z
(~r ) =
(r~0 )(x x 0 )(y y 0 )(z z 0 )dx 0 dy 0 dz 0
Next we use that the potential (~r ) is found just by adding up
the contributions due to each part of (~r 0 ), so
Z
(~r ) = G (~r ,~r 0 )(~r 0 )d 3~r 0

Green function for electrostatics

Substitute into the Gauss Law expression 2 = 0
Z
Z
1
2 G (~r ,~r 0 )(~r 0 )d 3~r 0 =
(r~0 )(~r ~r 0 )d 3~r 0
0
Noting that the 2 is with respect to ~r (and not ~r 0 , we get the
equation for the Green function
2 G (~r ,~r 0 ) =

1
(~r ~r 0 )
0

Then G (~r ,~r 0 ) is just the potential at ~r due to a unit charge

located at ~r 0
Since we know Coulombs Law, we can see right away that
1
1
G (~r ,~r 0 ) = 4
r ~r 0 |
0 |~

Solving Gauss Law equation in differential form to find the

Green function

2 G (~r ,~r 0 ) =

1
(~r ~r 0 )
0