(Developments in Mathematics 48) Yuri A. Melnikov, Volodymyr N. Borodin (Auth.) - Green's Functions - Potential Fields On Surfaces-Springer International Publishing (2017)

Developments in Mathematics
Yuri A. Melnikov
Volodymyr N. Borodin
Green's
Functions
Potential Fields on Surfaces
Volume 48
Series editors
Krishnaswami Alladi, Gainesville, USA
Hershel M. Farkas, Jerusalem, Israel
More information about this series at http://www.springer.com/series/5834
Yuri A. Melnikov Volodymyr N. Borodin
•
Green’s Functions
Potential Fields on Surfaces
123
Yuri A. Melnikov Volodymyr N. Borodin
Department of Mathematical Sciences Department of Mechanical Engineering
Middle Tennessee State University Tennessee Technological University
Murfreesboro, TN Cookeville, TN
USA USA
ISSN 1389-2177 ISSN 2197-795X (electronic)

ISBN 978-3-319-57242-0 ISBN 978-3-319-57243-7 (eBook)
DOI 10.1007/978-3-319-57243-7
Library of Congress Control Number: 2017938130
Mathematics Subject Classification (2010): 34B27, 35J08, 35J15, 35J25, 65N80
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To our beloved families.
Preface
Efficiency of the Green’s function instrument is commonly recognized and as a

result, its use is frequently recommended in the qualitative analysis of boundary
value problems for ordinary as well as partial differential equations. Nowadays, this
instrument has been transformed into a powerful investigative tool that has been
around for almost two centuries since its introduction by a brilliant British math-
ematician and physicist, George Green. His elegant elaborations had revealed
impressive constructive properties of Green’s functions.
It would have been quite a misconception to presume that the realm of imple-
mentations of Green’s functions is exclusively limited to pure theoretical aspects.
As it has been corroborated by numerous recent works in applied mathematics,
these functions possess a remarkable computational potential as well. It has been
repeatedly demonstrated that Green’s functions are extremely helpful in the
development of numerical algorithms for a vast variety of applied problems.
The aim of this book is to demonstrate the computational effectiveness of
Green’s functions in solving a class of complex engineering problems that are
simulated with specific partial differential equations.
In order to pave the way for a reliable exploitation of constructions and
machines, an engineer who is involved in the design aspects, has to take into
account a great deal of various physical factors under which structures work. In this
regard, it is quite often the case that engineers are specifically concerned with
potential (thermal, magnetic, etc.) fields induced by various sources in thin-wall
construction elements.
Potential fields in thin-wall construction elements can adequately be simulated
by boundary value problems posed for the two-dimensional Laplace equation
written in geographical coordinates associated with middle surfaces of those
elements. Regarding the term Laplace equation, we will use it conditionally in this
context and in reference to an elliptic two-dimensional variable coefficients partial
differential equation whose governing operator is obtained from the standard
three-dimensional Laplacian by a relevant change of independent variables.
The present monograph concentrates on just a single fragment of the investi-
gation mentioned above. The intention is to summarize our earlier elaborations in
vii
viii Preface
the area of construction of readily computable representations for Green’s functions

and matrices of Green’s type for a specific class of applied problems never touched
upon before in classical texts. Boundary value problems that simulate potential
fields induced in thin-wall structures is our focus.
At the same time, we have to highlight an unfortunate aspect which holds
engineers hesitant to implement the Green’s function tool in their computational
work. This reluctance is due to a lack of compact representations of these functions
for partial differential equations which are ready for immediate computer use. This
makes potential users somewhat cautious as to the practical implementation of
Green’s function-based methods in the field of numerical research.
Intensive efforts have been undertaken in recent decades to address the foregoing
aspect. The focus has been on the enhancement of the computational effectiveness
of Green’s functions aiming at the improvement, to a reasonable extent, of their
‘reputation’ within the engineering community. As a result, some efficient tech-
niques have been proposed for the construction of computer-friendly forms of
Green’s functions to a number of applied partial differential equations.
This book may be useful as a supplementary text for upper-level undergraduates
or graduates in applied mathematics or relevant disciplines. Engineers, who are
involved with the design of constructions, will also benefit from reading this
volume.
Acknowledgements. Paying tribute to the memory of two prominent scholars,
who used to be the first author’s mentors at the early phase of his research career,
we are privileged to acknowledge Profs. V.D. Kupradze and S.P. Gavelya. Their
gigantic talent had ignited our interest in Green’s functions, which became a driving
force in our subsequent scholarly activity, including this project.
The finishing stage of this book fell at the time of the first author’s sabbatical
leave at the Azerbaijan ADA University, Baku. Our appreciation goes to the Rector
of this institution, Ambassador Hafiz Pashayev who created a comfortable envi-
ronment for the productive work.
We have also been very fortunate to receive high-quality support from the
Springer editors, Elizabeth Loew and Ann Kostant. Their professionalism com-
bined with their friendly attitude allowed us to smoothly navigate through a number
of reefs within the editorial stage of our work.
As to possible flaws in this volume, we recall a joke which was popular among
computer users years and years ago. The joke was formulated as an axiom claiming
that any computer program, of whatever length and complexity, contains at least
one error. So, any errors the reader finds are ours, and ours alone. All criticisms and
comments, aiming at the improvement of this work, are welcome and will be
gratefully received.
Murfreesboro, TN, USA Yuri A. Melnikov

Cookeville, TN, USA Volodymyr N. Borodin
Contents
1 Green’s Functions for ODE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

1.1 Two-Point-Posed Boundary Value Problems . . . . . . . . . . . . . . . . . 1
1.1.1 Existence and Uniqueness Theorem . . . . . . . . . . . . . . . . . . 3
1.1.2 Symmetry of Green’s Functions . . . . . . . . . . . . . . . . . . . . . 15
1.1.3 An Alternative Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . 23
1.2 Multiple-Point-Posed Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
1.2.1 Matrices of Green’s Type . . . . . . . . . . . . . . . . . . . . . . . . . 34
1.2.2 Existence and Uniqueness . . . . . . . . . . . . . . . . . . . . . . . . . 36
1.2.3 Construction Procedure . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
1.3 Chapter Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
2 Spherical Surface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
2.1 Basics of the Resolving Algorithm . . . . . . . . . . . . . . . . . . . . . . . . 52
2.2 Triangular Shaped Region . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
2.3 Belt-Shaped Region . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
2.4 Quadrilateral-Shaped Region . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
2.5 Robin Problem for Spherical Cap . . . . . . . . . . . . . . . . . . . . . . . . . 73
2.6 Spherical Sector . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 78
3 Toroidal Surface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
3.1 Quadrilateral-Shaped Region . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
3.2 Toroidal Sector . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 92
3.3 Belt-Shaped Region . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
4 Compound Structures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
4.1 Matrices of Green’s Type for PDE . . . . . . . . . . . . . . . . . . . . . . . . 107
4.2 Compound Hemisphere . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110
4.3 Hemisphere Joint to Cylinder . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118
ix
x Contents
4.4 Three-Fragment Assembly . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128

5 Irregular Configurations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147
5.1 Green’s Function Version of the BIEM . . . . . . . . . . . . . . . . . . . . . 148
5.2 Regions of Irregular Shape . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
5.3 Optimal Shape Design Problems . . . . . . . . . . . . . . . . . . . . . . . . . . 165
Appendix A: Catalogue of Green’s Functions . . . . . . . . . . . . . . . . . . . . . . 173
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197
Introduction
Mathematically speaking, this presentation will focus on a specific class of

boundary value problems for second-order elliptic type partial differential equations
with variable coefficients. Interestingly enough, it is this class of problems that has
never been a topic of standard texts in the field. We will take a close look at
problems that simulate potential fields induced by point sources in thin-wall
structures consisting of elements of irregular configuration. Working on the con-
struction of Green’s functions for such problem settings, we aimed specifically at
making our presentation as inviting and attractive for practitioners as it could
possibly be.
While analyzing evolution of the use of the Green’s function concept in applied
mathematics, one might notice an interesting feature. That is, the form in which a
Green’s function is expressed plays an important role. This is so because just any
form of a required Green’s function cannot be sufficiently satisfactory for those
potential users who mean to actively involve this apparatus in their research. Only
compact computer-friendly forms might really attract users. Keeping this in mind
while putting this text together, we concentrated on obtaining such representations
of Green’s functions that are indeed ready for an immediate computer
implementation.
It is worth noting that one of the most evident beneficiaries of the implementation
of the Green’s function formalism is the classical boundary integral equation method
(BIEM) [12, 41] widely applicable in engineering and science [17, 23, 26, 30]. Note
that through [9] the BIEM is quite frequently referred to, in nowadays applications,
as the boundary element method (BEM) [4, 6, 7, 43]. Speaking about the specificity
of this method, we will be highlighting, in what follows, three remarkable features
that make it notably different compared to the commonly used classical numerical
routines based on either the finite difference method (FDM) or the finite element
method (FEM).
The first feature, which makes the BEM different of pure numerical routines, is
that it represents a semi-analytical approach with all arising from that relevant
advantages. Second, the BEM reduces the dimensionality of an encountered
problem (a two-dimensional PDE boundary value problem, for instance, reduces to
xi
xii Introduction
a single-dimension boundary integral equation). Third, the resultant boundary

integral equation represents, in the BEM, the actual target for a numerical attack,
whereas a governing differential equation is under a direct numerical treatment in
FDM routines.
There is no need to specially comment on the importance of the BEM features
underlined above. Indeed, the superiority of a semi-analytical method over a pure
numerical routine is out of question. As to the reduction of the problem’s dimen-
sionality, it brings significantly down the computational cost of the resultant
numerical procedure. And as to the comparison of the numerical differentiation, on
the one hand, and the numerical integration, on the other hand, the well-posedness
issue comes to the picture. It is also needless to advocate the latter, especially in
light of the commonly recognized fact (see, for example [2]) that the numerical
differentiation itself does not represent a quite well-posed problem setting.
The implementation of Green’s functions in computational procedures based on
the BIEM was recommended for the first time in [17], and then it was practically
realized in [30]. It provides users with an additional significant computational bonus
discussed in detail in [6, 13, 20, 22, 23, 28, 32, 44]. This might notably strengthen
the superiority of a meshless technique over a domain meshing standard numerical
routine. To give an insight of this phenomenon, we point out that in the BEM, the
fundamental solution of the governing PDE is employed to form a kernel of the
resolving integral-type expression for the solution. If, however, a compact readily
computable form is available for an appropriate Green’s function, and one uses it
instead to build a kernel of the resolving integral representation, then some of the
boundary conditions (sometimes their significant part) in the problem setting are
automatically taken care of by the Green’s function. In pure numerical routines,
however, all the boundary conditions in the targeted problem have to be treated
numerically. Thus, if a BEM-based numerical algorithm is developed with the use
of an appropriate Green’s function, then the related computing costs go radically
down.
In light of the impressive computational potential of Green’s functions, we
would like to outline the outstanding role of Prof. Kupradze who had pointed out
this phenomenon long before the development of contemporary computer tech-
nologies. His remarkable academic vision had attracted many of young researches
and predetermined our, in particular, involvement in the field for years and years to
come. Later in Chap. 5, we will discuss the Master’s impact in more detail.
Going to the specifics of our presentation in this volume, we will focus now on
governing differential equations in boundary value problems that simulate potential
phenomena in regions belonging to middle surfaces of thin shells of various
configuration.
The first type of surfaces, we are quite often involved with in Chaps. 2, 4, and 5,
in particular, is spherical. For a shell of radius a, whose meridian cross-section is
shown in Fig. 1, let # and u represent the geographical coordinates (latitude and
longitude, respectively) introduced for its middle surface. Cartesian coordinates of a
point on the middle surface can be determined, in terms of the geographical
coordinates, by the standard [25] parameterization
Introduction xiii
Fig. 1 Geometry of a
spherical surface
x ¼ a sin # cos u; y ¼ a sin # sin u; z ¼ a cos #: ð1Þ
The two-dimensional differential operator

1 @ @ 1 @2
r ð#; uÞ 2
2
sin # þ 2 2 ð2Þ
a sin # @# @# a sin # @u2
that is used to model potential phenomena on the spherical surface of radius a, can
directly be obtained from the standard three-dimensional Laplacian

1 @ 2 @ 1 @ @ 1 @2
r2 ðr; #; uÞ r þ sin # þ 2 2 ð3Þ
r @r
2 dr r sin # @#
2 @# r sin # @u2
written in spherical coordinates. At the first step of the transformation of (3) onto
(2), we drop the first of the three additive components in (3). This implies in fact
that the derivatives with respect to the variable r are just neglected. At the second
step, we let the variable r, in the remainder of (3), be fixed at a.
A circular toroidal surface represents another quite frequently encountered in this
study element. In Chaps. 3–5, we turn repeatedly to thin toroidal shells. To derive
the two-dimensional operator analogous to (2) in a toroidal surface case, we let R
represent the distance between the center of the meridian cross-section of radius a
and the axis of revolution (see Fig. 2).
To derive a two-dimensional differential operator that simulates potential phe-
nomena on the toroidal surface, a certain coordinate system should be accepted.
Locating a point on the surface, a frame of reference can be introduced in the way
similar to that used earlier for a spherical surface. That is, upon accepting the
geographical coordinates # (the latitude) and u (the longitude), we come up with
the following parameterization
x ¼ Dð#Þ cos u; y ¼ Dð#Þ sin u; z ¼ a cos #; ð4Þ

xiv Introduction
Fig. 2 Geometry of a circular

toroidal surface
which establishes a one-to-one relationship between the three-dimensional

Cartesian x; y; z and the geographical coordinates #; u of a point on the toroidal
surface, where
Dð#Þ ¼ R þ a sin #: ð5Þ
The parameterization accepted in (4) transforms the tree-dimensional Cartesian

Laplacian
@2 @2 @2
r2 ðx; y; zÞ þ 2þ 2
@x 2 @y @z
onto the following two-dimensional form

1 @ @ a2 @ 2
r2 ð#; uÞ Dð#Þ þ 2 : ð6Þ
Dð#Þ @# @# D ð#Þ @u2
It is worth noting that the above operator might reduce to that of (2). Tracking
out the reduction process, one might assume that the parameter R in Dð#Þ of (5) is
set to equal zero. If so, then the circular toroidal surface of radii R and a degenerates
onto the spherical surface of radius a, in which case the form in (6) reduces directly
to that of (2).
Each of the operators shown in (2) or (6) comes into the play in this volume as
soon as potential fields are analyzed as induced in fragments of either spherical or
toroidal shells (see Chaps. 2 and 3). Both of these operators are also dealt with in
Chaps. 4 and 5, where we are involved with fields induced in joint thin-wall
constructions for which either a spherical or a toroidal shell fragment is a com-
ponent of an assembly.
Note that potential fields generated in thin-wall elements different of spherical or
toroidal are also of interest in our study. Some flat and cylindrical fragments, in
particular, represent elements of assemblies of shells studied in Chaps. 4 and 5. The
forms of the Laplace operator for such trivial cases can be found in every standard
text, and we believe that there is no need to specially recollect them at this moment.
Speaking about the practical solution of boundary value problems that simulate
potential fields induced in thin shell structures, it is important to pay attention, in
Introduction xv
particular, to the configuration of the region hosting the problem. The region’s
shape is always a decisive factor in choosing a solution method for any partial
differential equation. In this regard, we would like to advise the reader to consider
the Green’s function approach to a problem as one of prospective options in
resolving the region’s shape factor. In Chap. 5, one can find a number of illus-
trations of the flexibility of this approach.
The material presented in this volume requires no special preparation from the
reader. A standard knowledge, as assumed by the undergraduate applied mathe-
matics curriculum, seems to be sufficiently enough. Some superficial preparedness
in undergraduate physics can nevertheless also help.
The general organization of the material in this presentation is as follows.
Chapter 1 is intended as a preparatory segment helping the reader to be fluent in
dealing with the remainder of the whole volume. It introduces the complementary
concepts of the Green’s function formalism applied to various types of boundary
value problems for ordinary high-order linear differential equations and their sys-
tems. The emphasis is on issues important for a special approach to the practical
construction of PDE Green’s functions, which we advocate further in the volume.
In addition to the standard type of two-point-posed boundary value problems,
the Green's function topic for which is traditionally covered in relevant texts, we
discuss also in Chap. 1 an extension of the Green’s function formalism to
multi-point-posed problems set up for specific sets of ordinary differential equa-
tions. The notion of matrix of Green’s type, which naturally arises in the extension,
was originally introduced in [18] and formalized then in [31]. Perhaps this is the
only subject touched upon in the entire manual that does not belong to the under-
graduate mathematics curriculum. That is why our intention was to make the dis-
cussion as transparent and self-explained as it could be.
Chapter 2 covers a lion’s share of boundary value problems that simulate
potential fields in regions of various configuration representing segments of a
spherical surface. Regions that represent a spherical belt, a triangle, a quadrilateral,
and a sector are considered. Note that at this stage of our presentation, all the
regions are regular in shape and bounded, in other words, with segments of coor-
dinate lines (either meridians or parallels). All the three classical types (Dirichlet,
Neumann, and Robin) of boundary conditions appear in well-posed problem set-
tings. A special version of the eigenfunction expansion method [16, 21, 38, 42],
which we proposed back in [14, 15], created a workable background for our
approach to the construction of required Green’s functions.
With the methodological background worked out in necessary details in Chap. 2
for spherical surfaces, we appeal in Chap. 3 to the development of the Green’s
function approach to boundary value problems that simulate potential phenomena
occurring in a variety of regions belonging to a circular toroidal shell. A specific
form of the operator in (6) raises some extra complications compared to the case
of the spherical surface, and the reader is instructed on a strategy to overcome the
complications. Similar to the preceding chapter, regions of regular configurations
are encountered, with all the three classical types of boundary conditions involved
in well-posed problem settings.
xvi Introduction
Chapter 4 contains a fairly detailed coverage of a specific kind of boundary value

problems stated for sets of PDE. Each of the equations in the set governs a single
potential function and is posed in an individual region which represents a fragment
of an assembly of thin shells. So, the sets of PDE cannot be considered as systems
of equations in a conventional sense. Why so? Because the potential functions do
not share a single domain. The point is that the individual regions hosting the
potential functions represent fragments of middle surfaces of different shells. The
regions are adjoint, however, sharing some segments of their boundaries. This puts
all the involved governing equations in a system format allowing us to implement
the extension of the Green’s function formalism [31] to such a specific type of PDE
systems.
Things are closed out in Chap. 5 with a score of numerical implementations of
Green’s functions and matrices of Green’s type constructed earlier in this manual.
Single shell fragments and multi-fragment shell assemblies of irregular configura-
tions (weakened, in particular, with different apertures) are encountered. The
intension is to illustrate the practicality of numerical Green’s function-based pro-
cedures. Highlighting the complexity level of problem settings which can efficiently
be tackled, we present some results on the implementation of our procedures. The
computationally expensive optimal shape design problems are among settings that
illustrate high computational potential of our approach.
When we first conceived of this project, the title of which might suggest its
preferential focus on qualitative aspects, the idea was nevertheless to also keep in
mind the engineering community as another promising segment of the market for
the Green’s function topic. That is why a strong effort was undertaken in this
presentation to attract this important group of researches as well. Pursuing this idea,
we paid much attention to technical details in the presentation which are not usually
emphasized in mathematical lectures. We supplied our text with the Appendix
where an extensive list can be found of Green’s functions and matrices of Green’s
type constructed for boundary value problems of the kind encountered with.
The list of boundary value problems, simulating potential phenomena that occur
in thin shell structures, is not of course limited to the statements actually treated in
this book. But we believe that, if the Green’s function would be needed for one of
such unresolved problems, then the attentive reader can find herein all necessary
hints and recommendations required for its construction.
Chapter 1
Green’s Functions for ODE
Green’s functions for a specific type of elliptic second-order partial differential equa-
tions with variable coefficients is what we will be involved with in this volume. In
this regard, one might assume that the present chapter stays aside of the principal
track of the whole work, since it turns to ordinary differential equations and their
systems. But such an assumption is pointless because our version [8, 14, 15, 31–36]
of the classical eigenfunction expansion method [16, 21, 38, 42], offered for the
construction of Green’s functions to PDEs, requires this turn.
To construct Green’s functions for ODE, most of the traditional texts in the field
(see, for example, [16, 21, 37]) offer a standard procedure that flows down from the
proof of the existence and uniqueness theorem for the Green’s function. The proof
is constructive in nature allowing the reader to actually obtain the required Green’s
function by simply following in footsteps of the procedure. In addition to that, we
invite the reader to take a look at another construction procedure [16, 21] in which
the Lagrange’s method of variation of parameters is a key. It is based on the fact
that solution of a nonhomogeneous equation can be written in terms of the Green’s
function for the corresponding homogeneous equation.
Along with classical two-point-posed boundary value problems conventionally
considered in all standard texts in the field, some multiple-point-posed problems
will be discussed later in this chapter for specific systems of ODE. Earlier (see, for
example, [31, 33, 35]), we proposed to treat such problems with a special extension
of the Green’s function formalism. This gives birth to the notion of matrix of Green’s
type.
1.1 Two-Point-Posed Boundary Value Problems
The Green’s function formalism is recalled in this section as applied to a linear two-
point boundary value problem posed for an ordinary nth order differential equation.
We provide a detailed description of the classical method for the construction of
Green’s functions, which is based on their defining properties. With a number of
© Springer International Publishing AG 2017 1
Y.A. Melnikov and V.N. Borodin, Green’s Functions,
Developments in Mathematics 48, DOI 10.1007/978-3-319-57243-7_1
2 1 Green’s Functions for ODE
illustrating examples, we highlight different aspects of the construction procedure

that will be dealt with later in our work.
Let the linear ordinary homogeneous differential equation
dn y d n−1y
L[y(x)] ≡ p0 (x) + p 1 (x) + · · · + pn (x)y = 0 (1.1)
dxn d x n−1
be subject to the boundary conditions
n−1
k k
i d y(a) i d y(b)
Mi [y(a), y(b)] ≡ αk + βk = 0, (i = 1, n) (1.2)
k=0
dxk dxk
Let the above problem setting be well-posed on the interval (a, b) implying that it
has only the trivial solution. The equation coefficients pi (x), (i = 0, n) are supposed
to be continuous functions on (a, b), where the leading coefficient p0 (x) is not
supposed to equal zero at a single point in (a, b).
The abbreviated appearance of the boundary conditions in (1.2) needs a clarifi-
cation. The forms Mi [y(a), y(b)], (i = 1, n), with constant coefficients αik and βki ,
are supposed to be linearly independent. This holds the total number of boundary
conditions in (1.2) at n, ensuring the fact that the trivial solution y(x) ≡ 0 represents
the only solution for the problem shown in (1.1) and (1.2).
Another important feature of the relations in (1.2) is that they are written in a two-
point form. This implies that some of them may involve both the end points a and b
of the interval. If, however, a certain of these conditions is written in a single-point
form or, in other words, is imposed, say, at x = a only, then all the coefficients βki in
(1.2) are zero, while at least one of the coefficients αik is not. Same comment applies
to the case in which some of the boundary conditions are imposed at the right-end
point x = b of [a, b].
We recall now the classical [16, 21] definition of the Green’s function for the
homogeneous boundary value problem stated in (1.1) and (1.2). The theorem of
existence and uniqueness will later be formulated in the way that its proof is instruc-
tive providing in fact a constructing method for the Green’s function.
Definition The function g(x, s) is said to be the Green’s function for the boundary
value problem in (1.1) and (1.2), if as a function of its first variable x, it satisfies the
following defining properties, for any s ∈ (a, b):
1. On both of the intervals [a, s) and (s, b], g(x, s) is a continuous function having
continuous derivatives of up to the nth order included, and satisfies the governing
equation in (1.1) on (a, s) and (s, b), i. e.:
L[g(x, s)] = 0, x ∈ (a, s); L[g(x, s)] = 0, x ∈ (s, b);
2. For x = s, g(x, s) is continuous along with all its derivatives of up to (n − 2)

order included
1.1 Two-Point-Posed Boundary Value Problems 3
∂ k g(x, s) ∂ k g(x, s)
lim+ − lim = 0, (k = 0, n − 2);
x→s ∂x k x→s − ∂x k
3. The (n − 1)th derivative of g(x, s) is discontinuous at x = s, providing the

relation
∂ n−1 g(x, s) ∂ n−1 g(x, s) 1
lim+ − lim =− ,
x→s ∂x n−1 x→s − ∂x n−1 p0 (s)
where p0 (s) represents the leading coefficient in (1.1);

4. g(x, s) satisfies the boundary conditions in (1.2), i. e.,:
Mi [g(a, s), g(b, s)] = 0, (i = 1, n).
The arguments x and s in the Green’s function will be conventionally referred to

as the observation (field) point and the source point, respectively.
1.1.1 Existence and Uniqueness Theorem
The following theorem specifies conditions of existence and uniqueness for the
Green’s function.
Theorem 1.1 (existence and uniqueness) If the homogeneous boundary value prob-
lem in (1.1) and (1.2) has only the trivial solution, then there exists its unique Green’s
function g(x, s).
The reader is suggested to carefully read the proof of this theorem because of its
constructive nature. By saying this, we mean that the Theorem delivers a straight-
forward algorithm for the actual construction of Green’s functions. Throughout the
present manual, we will frequently use this algorithm for a variety of problem set-
tings.
Proof Let functions y j (x), ( j = 1, n) constitute a fundamental set of solutions for

(1.1). That is, y j (x) are supposed to be linearly independent on (a, b) particular
solutions of (1.1).
In numerous practical situations, one can find the fundamental set of solutions
for (1.1) analytically. This can, in particular, be done for most of the equations that
we arrive at in the present study. If, however, the governing differential equation
does not allow an analytical solution, then appropriate numerical procedures may be
employed. Later, in this book, we will discuss this point in more detail.
In compliance with property 1 of the definition, for any arbitrarily fixed position
of s ∈ (a, b), the Green’s function g(x, s) has to be a solution of (1.1) in (a, s) (on
the left of s), as well as in (s, b) (on the right of s). As soon as y j (x), ( j = 1, n) is
a fundamental set of solutions for (1.1), any its solution can be expressed as a linear
combination of the components y j (x). One may consequently write g(x, s) in the
following form
n
y j (x)A j (s), for a ≤ x ≤ s
g(x, s) = (1.3)
y j (x)B j (s), for s ≤ x ≤ b
j=1
where A j (s) and B j (s) represent functions to be yet determined. Clearly, the number
of these functions is 2n and the number of linear relations, which can be derived for
g(x, s) from properties 2, 3, and 4 of the definition, is also 2n. Thus, we have to
derive a system of 2n linear equations in 2n unknowns A j (s) and B j (s). It is evident
that (n − 1) of those equations can be obtained from property 2, a single equation
comes out from property 3, and the remaining n equations follow from property 4.
Hence, the key issue to be clarified at the current stage of the proof is whether
the described system of 2n equations in A j (s) and B j (s), ( j = 1, n) is well posed.
The well-posedness implies the consistence of the system and the uniqueness of its
solution.
By virtue of property 2, which stipulates the continuity of g(x, s) itself and its
partial derivatives with respect to x of up to the (n − 2) order included, as x = s,
one arrives at the following system of (n − 1) linear algebraic equations

n
d k y j (s)
C j (s) = 0, (k = 0, n − 2) (1.4)
j=1
dxk
in the n unknown functions
C j (s) = B j (s) − A j (s), ( j = 1, n) (1.5)
The system in (1.4) is under-determined, because the number of equations in it is

(n − 1) which is fewer than the number of unknowns (n) involved. This shortage can
be eluded, however, by applying property 3 to the expression in (1.3). This yields a
single linear algebraic equation

n
d n−1 y j (s) 1
C j (s) =− (1.6)
j=1
dx n−1 p0 (s)
in the same set {C j (s)| j = 1, n} of unknowns. Hence, the relations in (1.4) along
with that of (1.6) constitute a system of n simultaneous linear algebraic equations
in n unknowns. The determinant of the coefficient matrix in this system is not zero,
because it represents the Wronskian for the fundamental set of solutions {y j (x),
j = 1, n}. Thus, the system has a unique solution. In other words, one can readily
obtain the explicit expressions for C j (s) by solving the system.
Once the functions C j (s) are at hand, the relations in (1.5) represent another
underdetermined system of n linear algebraic equations in the 2n functions A j (s)
and B j (s). To eliminate this occurrence of the system, we take advantage of the
defining property 4. In doing so, let us first breakdown the forms Mi [y(a), y(b)] in
(1.2) into two additive parts as
Mi [y(a), y(b)] = Pi [y(a)] + Q i [y(b)], (i = 1, n)
with Pi (a) and Q i (b) being defined as

n−1
n−1
Pi [y(a)] = αik y (k) (a), Q i [y(b)] = βki y (k) (b).
k=0 k=0
In compliance with property 4, we now substitute the expression for g(x, s) from
(1.3) into (1.2)
Mi [g(a, s), g(b, s)] ≡ Pi [g(a, s)] + Q i [g(b, s)] = 0, (i = 1, n). (1.7)
Since the operator Pi in (1.7) governs the values of g(a, s) and its derivatives at
the left-end point x = a of the interval [a, b], while Q i governs those at the right-end
point x = b, the branch of g(x, s) valid for a ≤ x ≤ s from (1.3) goes to Pi [g(a, s)],
while the branch valid for s ≤ x ≤ b must be substituted into Q i [g(b, s)]. This
yields
Mi [g(a, s), g(b, s)]

n

≡ Pi [g(a, s)]A j (s) + Q i [g(b, s)]B j (s) = 0, (i = 1, n).
j=1
Replacing the values of A j (s) in accordance with (1.5), one rewrites the above
system in the form

n
Pi [g(a, s)](B j (s) − C j (s)) + Q j [g(b, s)]B j (s) = 0, (i = 1, n).
j=1
Combining then the terms with B j (s) and taking the term with C j (s) to the right-
hand side, one obtains

n
n
{Pi [g(a, s)] + Q i [g(b, s)]} B j (s) = Pi [g(a, s)]C j (s), (i = 1, n).
j=1 j=1
Upon recalling the relations from (1.7), the above equations can finally be rewritten
in the form

n
n
Mi [g(a, s), g(b, s)]B j (s) = Pi [g(a, s)]C j (s), (i = 1, n). (1.8)
j=1 j=1
It is evident that the above relations constitute a system of n linear algebraic

equations in n unknown functions B j (s). The coefficient matrix of this system is not
singular, since the forms Mi are assumed to be linearly independent. The right-hand
side vector in (1.8) is defined in terms of the functions C j (s) which are already at
hand. Thus, in compliance with the fundamental theorem of linear algebra [25, 37,
41], the system has a unique solution. Once the functions B j (s) are obtained, the
functions A j (s) can readily be found from (1.5) in terms of B j (s) and C j (s).
Hence, the theorem has indeed been proven in the constructive way tracing down
an algorithm for obtaining an actual explicit expression for the Green’s function
g(x, s) that we are looking for.
In a number of particular examples that follow, we explore different peculiarities in
statements of boundary value problems, which may occur while considering practical
situations in applied sciences.
Example 1.1.1 For a mixed boundary value problem on the interval (0, a), let the
differential equation
d 2 y(x)
= 0, x ∈ (0, a) (1.9)
dx2
be subject to the boundary conditions
dy(0) dy(a)
= 0, + hy(a) = 0, (1.10)
dx dx
where h represents a constant.
To ensure the existence of the Green’s function for the above problem, we check
out if this setting has only the trivial solution.
The most elementary set of functions constituting a fundamental set of solutions
for (1.9) is represented by
y1 (x) ≡ 1, y2 (x) ≡ x
This yields the general solution yg (x) for the equation in (1.9) in the form
yg (x) = D1 + D2 x
where D1 and D2 are arbitrary constants. A substitution of the above into the boundary
conditions of (1.10) yields the homogeneous system of linear algebraic equations in
D1 and D2 , with a well-posed coefficient matrix

0 1
h 1 + ah
Hence, the problem in (1.9) and (1.10) has only the trivial solution. Thus, there exists
its unique Green’s function g(x, s), and in compliance with the procedure developed
in the proof of Theorem 1.1, we express g(x, s) as

A1 (s) + x A2 (s), for 0 ≤ x ≤ s
g(x, s) = (1.11)
B1 (s) + x B2 (s), for s ≤ x ≤ a
Introducing then, as suggested in (1.5), the functions C1 (s) and C2 (s) as
C j (s) = B j (s) − A j (s), ( j = 1, 2) (1.12)
we form a system of two linear algebraic equations in these functions (see the system
in (1.4) and (1.6)) written as

C1 (s) + sC2 (s) = 0
(1.13)
C2 (s) = −1
resulting in C1 (s) = s and C2 (s) = −1.

The first boundary condition in (1.10), being treated by the upper branch of (1.11),
yields A2 (s) = 0, which, in light of (1.12) results in B2 (s) = −1. The second
condition in (1.10), being treated by the lower branch of (1.11), yields the following
equation
B2 (s) + h[B1 (s) + a B2 (s)] = 0
in B1 (s) and B2 (s), from which it follows that B1 (s) = (1 + ha)/ h. This in turn
yields A1 (s) = [1 + h(a − s)]/ h.
Substituting the values of A j (s) and B j (s) just found into (1.11), we ultimately
obtain the Green’s function to the boundary value problem posed by (1.9) and (1.10)
in the form
(a − s) + h −1 , for 0 ≤ x ≤ s
g(x, s) = (1.14)
(a − x) + h −1 , for s ≤ x ≤ a
It is interesting to note that if the parameter h is taken to infinity, the second term
h −1 in (1.14) vanishes yielding the Green’s function

a − s, for 0 ≤ x ≤ s
g(x, s) = (1.15)
a − x, for s ≤ x ≤ a
for Eq. (1.9) subject to the boundary conditions
dy(0)
= 0, y(a) = 0 . (1.16)
dx
Another interesting observation follows from (1.14), if the parameter h in it is set
to equal zero. It suggests that a Green’s function to the boundary value problem
dy(0) dy(a)
= 0, =0 (1.17)
dx dx
stated for the equation in (1.9) does not exist.
It is quite frequently the case in applied sciences that research projects are con-
sidered for phenomena occurring in infinite media. The Green’s function formalism
can successfully be extended to associated boundary value problems formulated over
infinite intervals. In our next example, we explain how this feature of a problem can
be taken care of.
Example 1.1.2 Consider the following differential equation
d 2 y(x)
− k 2 y(x) = 0, x ∈ (0, ∞) (1.18)
dx2
subject to boundary conditions imposed as
y(0) = 0, lim |y(x)| < ∞ (1.19)

x→∞
It can be shown that the conditions of existence and uniqueness for Green’s func-
tion are met in this case assuring a unique Green’s function of the above formulation.
Since roots of the characteristic (auxiliary) equation for (1.18) are k and −k, the
two exponential functions
y1 (x) ≡ exp (kx), y2 (x) ≡ exp (−kx)
represent a fundamental set of solutions for (1.18). Hence, one can express the Green’s
function for the boundary value problem in (1.18) and (1.19) in the form

A1 (s) exp (kx) + A2 (s) exp (−kx), for x ≤ s
g(x, s) = (1.20)
B1 (s) exp (kx) + B2 (s) exp (−kx), for s ≤ x
Denoting Ci (s) = Bi (s) − Ai (s), (i = 1, 2), one obtains the following system of
linear algebraic equations

exp (ks)C1 (s) + exp (−ks)C2 (s) = 0
k exp (ks)C1 (s) − k exp (−ks)C2 (s) = −1
in C1 (s) and C2 (s). Its solution is expressed as
1 1
C1 (s) = − exp(−ks), C2 (s) = exp(ks) (1.21)
2k 2k
The first condition in (1.19) implies
A1 (s) + A2 (s) = 0 (1.22)
while the second condition results in B1 (s) = 0. This is so because the exponential
function exp (kx) is unbounded as x approaches infinity, and the only way to satisfy
the second condition in (1.19) is to set B1 (s) equals zero. This immediately yields
1
A1 (s) = exp (−ks)
2k
and the relation in (1.22) consequently provides
1
A2 (s) = − exp (−ks)
2k
Hence, based on the known functions C2 (s) and A2 (s), one obtains
1
B2 (s) = [exp (ks) − exp (−ks)]
2k
Upon substituting the values of the coefficients A j (s) and B j (s) just found into
(1.20), one ultimately obtains the Green’s function to the problem posed by (1.18)
and (1.19) in the form

1 exp(k(x − s)) − exp(−k(x + s)), for x ≤ s
g(x, s) =
2k exp(k(s − x)) − exp(−k(s + x)), for s ≤ x
which reduces to a more compact form as
1
g(x, s) = (exp(−k|x − s|) − exp(−k(x + s))) (1.23)
2k
in terms of the absolute value function.
Example 1.1.3 Another boundary value problem is targeted as stated for the same
governing ODE as in Example 1.1.2
d 2 y(x)
− k 2 y(x) = 0, x ∈ (0, a), (1.24)
dx2
but formulated over a finite domain. Let it be subject to the following specific set of
boundary conditions
dy(0) dy(a)
y(0) = y(a), = (1.25)
dx dx
This problem setting is a sample of an important type of formulations in applied
sciences. The relations in (1.25) specify conditions of the a -periodicity of the solu-
tion.
The reader is recommended to confirm that the above boundary value problem
has only the trivial solution, providing existence of its unique Green’s function.
Since the formulation in (1.24) and (1.25) entails the same differential equation
as considered in Example 1.1.2, the beginning stage of the construction procedure
for the Green’s function resembles that from the previous problem. We again express
the Green’s function by (1.20), and the coefficients C1 (s) and C2 (s) are again found
as in (1.21).
It is important to notice that treating the boundary conditions requires, in this

case, both the branches in (1.20). That is, satisfying the first condition in (1.25), we
utilize the upper branch in order to compute the value of y(0), while its lower branch
is used for computing the value of y(a). This yields the equation
A1 (s) + A2 (s) = B1 (s) exp (ka) + B2 (s) exp(−ka) (1.26)
Satisfying the second condition in (1.25), we compute the derivative of y(x) at

x = 0 by using the upper branch in (1.20), while the value of the derivative of y(x)
at x = a is computed by using the lower branch. This results in
A1 (s) − A2 (s) = B1 (s) exp (ka) − B2 (s) exp(−ka) (1.27)
implying that the relations in (1.26) and (1.27) along with those in (1.21) form a well-
posed system of four linear algebraic equations in the functions A1 (s), A2 (s), B1 (s),
and B2 (s). From the equations in (1.26) and (1.27), it follows that
A1 (s) − B1 (s) exp(ka) = 0 (1.28)
Rewriting the first relation from (1.21) in the form
1
− A1 (s) + B1 (s) = − exp(−ks) (1.29)
2k
we solve then the equations in (1.28) and (1.29) simultaneously, and obtain
exp (k(a − s)) exp (−ks)

A1 (s) = , B1 (s) =
2k[exp(ka) − 1] 2k[exp(ka) − 1]
To find the functions A2 (s) and B2 (s), we subtract (1.27) from (1.26). This results
in
A2 (s) − B2 (s) exp(−ka) = 0 (1.30)
Rewriting then the second relation from (1.21) in the form
1
− A2 (s) + B2 (s) = exp(ks) (1.31)
2k
we solve then (1.30) and (1.31) simultaneously. This yields
exp (ks) exp (k(s + a))

A2 (s) = , B2 (s) =
2k[exp(ka) − 1] 2k[exp(ka) − 1]
Substituting the values of A1 (s), A2 (s), B1 (s), and B2 (s) just found into (1.20),
we ultimately obtain the Green’s function to the boundary value problem in (1.24)
and (1.25) as

exp(k(x − s + a)) + exp(k(s − x)), for x ≤ s
g(x, s) = K 0 (1.32)
exp(k(s − x + a)) + exp(k(x − s)), for s ≤ x
where the constant factor is expressed as K 0 = {2k[exp(ka) − 1]}−1 .

The problem settings we faced thus far involve governing differential equations
with constant coefficients, making a fundamental set of solution within easy reach.
Variable coefficients, in turn, do not bring extra limitations to the described procedure,
if a fundamental set of solutions is obtained in terms of either elementary or well-
tabulated special functions. Our next example addresses this point.
Example 1.1.4 Consider, the equation with variable coefficients

d dy
(mx + b) = 0, x ∈ (0, a) (1.33)
dx dx
In order to make sure that the above equation does not degenerate a singular point
on (0, a), we impose certain limitations on its constant parameters m and b. Namely,
we assume that m > 0 and b > 0, which clearly implies that the function mx + b
does not take on zero value anywhere on the interval [0, a].
If boundary conditions are imposed for (1.33) as
dy(0)
= 0, y(a) = 0 (1.34)
dx
then the problem in (1.33) and (1.34) is well-posed allowing only the trivial solution.
The fundamental set of solutions
y1 (x) ≡ 1, y2 (x) ≡ ln (mx + b)
can, for example, be obtained for (1.33) by two successive integrations. Indeed, the
first integration yields
dy
(mx + b) = C1
dx
while separating variables in the above, we have
dx
dy = C1
mx + b
And, after the second integration, we finally obtain
C1
y(x) = ln(mx + b) + C2
m
Since the boundary value problem in (1.33) and (1.34) has only the trivial solution,
there exists its unique Green’s function which can be presented in the form

A1 (s) + ln (mx + b)A2 (s), for 0 ≤ x ≤ s
g(x, s) = (1.35)
B1 (s) + ln (mx + b)B2 (s), for s ≤ x ≤ a
Tracing out then our customary procedure, one obtains the system of linear alge-
braic equations

C1 (s) + ln (ms + b)C2 (s) = 0
m(ms + b) C2 (s) = −(ms + b)−1
−1
in C j (s) = B j (s) − A j (s), ( j = 1, 2). Its solution is
1 1
C1 (s) = ln (ms + b), C2 (s) = −
m m
The first boundary condition in (1.34) yields A2 (s) = 0. Consequently, B2 (s) =

−1/m. The second condition in (1.34) gives
B1 (s) + ln (ma + p)B2 (s) = 0
resulting in B1 (s) = [ln(ma + b)]/m, which provides
1 ma + b
A1 (s) = ln
m ms + b
Substituting the values of A j (s) and B j (s) just found into (1.35), one obtains the
Green’s function that we are looking for in the form

1 ln[(ma + b)(ms + b)−1 ], for 0 ≤ x ≤ s
g(x, s) = (1.36)
m ln[(ma + b)(mx + b)−1 ], for s ≤ x ≤ a
Addressing another specific feature of applied boundary value problems, which

has not been touched upon yet, we bring the following illustrative example.
Example 1.1.5 Consider a boundary value problem in which the governing equation

d dy(x)
x = 0, x ∈ (0, a) (1.37)
dx dx
is subject to the boundary conditions
dy(a)
lim |y(x)| < ∞, + hy(a) = 0 (1.38)
x→0 dx
Note that the form, the first boundary condition of (1.38) presented in, is supported
by the singularity of the governing equation at the left-end point x = 0 of the domain.
Integrating the equation in (1.37) successively two times, one obtains its funda-
mental set of solutions as
y1 (x) ≡ 1, y2 (x) ≡ ln x
The problem in (1.37) and (1.38) has only the trivial solution, allowing us to look
for its unique Green’s function in the form

A1 (s) + ln x A2 (s), for 0 ≤ x ≤ s
g(x, s) =
B1 (s) + ln x B2 (s), for s ≤ x ≤ a
In compliance with our customary procedure, we form the system of linear alge-
braic equations
C1 (s) + ln s C2 (s) = 0
s −1 C2 (s) = −s −1
in C1 (s) and C2 (s), whose solution is: C1 (s) = ln s and C2 (s) = −1.
The boundness of the Green’s function at x = 0 implies A2 (s) = 0. Consequently,
we find B2 (s) = −1. The second condition in (1.38) yields
B2 (s)/a + h[B1 (s) + ln a B2 (s)] = 0
resulting in B1 (s) = 1/ah + ln a, and ultimately, A1 (s) = 1/ah − ln s/a. Thus, we

ultimately obtain

(ah)−1 − ln[(a)−1 s], for 0 ≤ x ≤ s
g(x, s) = (1.39)
(ah)−1 − ln[(a)−1 x], for s ≤ x ≤ a
Notice that as the value of h is taken to infinity, the first term (ah)−1 in (1.39)
vanishes, yielding the Green’s function

− ln[(a)−1 s], for 0 ≤ x ≤ s
g(x, s) = (1.40)
− ln[(a)−1 x], for s ≤ x ≤ a
for the equation in (1.37) subject to the boundary conditions
lim |y(x)| < ∞, y(a) = 0. (1.41)

x→0
Observing appearance of the Green’s functions obtained thus far, one may notice
their common property. Indeed, they are symmetric in a certain sense. That is, the
interchange of x with s in their expressions valid for x ≤ s yields that one valid for
x ≥ s and vice versa. We will discuss this issue in more detail later. In the mean
time, the example that follows focuses on a problem whose Green’s function appears
to be nonsymmetric.
Example 1.1.6 A boundary value problem is set up for the second-order linear
equation
d 2 y(x) dy(x)
+ − 2y(x) = 0, x ∈ (0, ∞) (1.42)
dx2 dx
subject to the boundary conditions
y(0) = 0, lim |y(x)| < ∞ (1.43)

x→∞
Direct analysis shows that the above problem has only the trivial solution, allow-
ing, subsequently, a unique Green’s function. Since
y1 (x) = exp(x) and y2 (x) = exp(−2x)
represent a fundamental set of solutions to (1.42), one can express the Green’s func-
tion to the problem of (1.42) and (1.43) in the form

A1 (s) exp(x) + A2 (s) exp(−2x), for x ≤ s
g(x, s) = (1.44)
B1 (s) exp(x) + B2 (s) exp(−2x), for s ≤ x
This results in the system of linear equations in C j (s) = B j (s) − A j (s)

exp(s) exp(−2s) C1 (s) 0
× =
exp(s) −2 exp(−2s) C2 (s) −1
whose solution is found as

1 1
C1 (s) = − exp(−s), C2 (s) = exp(2s)
3 3
The first condition in (1.43) provides A1 (s) + A2 (s) = 0, while the second
condition implies B1 (s) = 0. Therefore A1 (s) = 1/3 exp(−s), resulting in A2 (s) =
−1/3 exp(−s), and, finally, B2 (s) = 1/3[exp(2s) − exp(−s)]. Substituting these
into (1.44), one obtains the Green’s function to the problem in (1.42) and (1.43) as

1 exp(−s) [exp(x) − exp(−2x)], for x ≤ s
g(x, s) = (1.45)
3 exp(−2x) [exp(2s) − exp(−s)], for s ≤ x
Upon comparison with the forms which arrived in (1.14), (1.15), (1.23), (1.32),
(1.36), (1.39), and (1.40), the above expression fails to be symmetric. The question
is, what makes the statement in (1.42) and (1.43) different of all the others considered
earlier in this section. The reasoning for this occurrence can be found in the next
section.
1.1.2 Symmetry of Green’s Functions
In order to address the symmetry for Green’s functions with respect to the observation
and the source point, a certain preparatory work has to be carried out. In doing so,
we consider the linear nth-order homogeneous differential equation
dn y d n−1y
L[y(x)] ≡ p0 + p 1 + · · · + pn y = 0
dxn d x n−1
in y = y(x), with variable, generally speaking, coefficients pi = pi (x), (i = 0, n).

From the qualitative theory of linear equations (see, for example, [2, 12, 24, 38,
42]), one learns that the equation
d n ( p0 y) n−1 d
n−1
( p1 y)
L a [y(x)] ≡ (−1)n n
+ (−1) + · · · + pn y = 0
dx d x n−1
is said to be adjoint to L[y(x)] = 0. The operator L a is called adjoint to L, and if

L ≡ L a , then L is said to be a self-adjoint operator and the equation L[y(x)] = 0 is
called self-adjoint.
The discussion in what follows is limited to a second-order equation
d2 y dy
L[y(x)] ≡ p0 2
+ p1 + p2 y = 0, x ∈ (a, b) (1.46)
dx dx
stated on an interval (a, b) which must not necessarily be bounded.

The limitation on the equation order does not affect the generality of the presen-
tation but notably condense it and makes it easier to comprehend.
The leading coefficient p0 = p0 (x) in (1.46) is not supposed to equal zero at any
single point in (a, b) except, maybe, for one of its end points. In addition, we require
the coefficient p0 to be two times differentiable and p1 just differentiable on (a, b).
Consider, the equation
d 2 ( p0 y) d( p1 y)
L a [y(x)] ≡ − + p2 y = 0 (1.47)
dx2 dx
which is adjoint to that in (1.46).
We will briefly review here the self-adjointness of differential equations and other
relevant issues that are important in the analysis of symmetry of Green’s functions.
A more complete discussion on the self-adjointness can be found in standard texts
on ODE.
Upon using the product rule, the operator L a in (1.47) can be rewritten in the form

d dp0 dy dp1 dy
L a [y(x)] ≡ y + p0 − y + p1 + p2 y
dx dx dx dx dx
2
d2 y dp0 dy d p0 dp1
≡ p0 + 2 − p 1 + − + p 2 y (1.48)
dx2 dx dx dx2 dx
The equation in (1.46) is self-adjoint, if L[y(x)] ≡ L a [y(x)]. By comparison of

the coefficients of dy/d x in L[y(x)] and L a [y(x)] in (1.46) and (1.48), one obtains
the following relation for the coefficients p0 (x) and p1 (x)
dp0 (x)
2 − p1 (x) = p1 (x)
dx
which must hold for the self-adjointness of (1.46). This implies
dp0 (x)
p1 (x) = (1.49)
dx
Differentiating the above relation, we realize that the sum of the first two terms
in the coefficient
d 2 p0 (x) dp1 (x)
− + p2 (x)
dx2 dx
of y(x) in (1.48) is equal to zero. This means that the self-adjointness of (1.46)
implies the relation between the coefficients p0 (x) and p1 (x) and puts no constraint
on the coefficient p2 (x). In other words, if (1.46) is self-adjoint, then it can be written
as
d 2 y(x) dp0 (x) dy(x)
p0 (x) + + p2 (x)y(x) = 0
dx2 dx dx
which reads in a short-handed form as

d dy(x)
p0 (x) + p2 (x)y(x) = 0 (1.50)
dx dx
The above is usually referred to as the standard form of the second-order self-
adjoint equation.
Thus, if the coefficients p0 (x) and p1 (x) in (1.46) satisfy the relation in (1.49),
then it is in a self-adjoint form. The fact that (1.49) does not involve the coefficient
p2 (x) prompts a simple idea of how a linear second-order differential equation can
reduce to a self-adjoint form. Indeed, multiplying (1.46) through by a certain nonzero
function (we call it the integrating factor) and applying then the relation in (1.49)
to the coefficients of d 2 y/d x 2 and dy/d x of the resultant equation, one can readily
formulate a relation from which the integrating factor can afterwards be found. The
procedure of finding the integrating factor is quite straightforward. In the example
that follows, we discuss it in detail.
Example 1.1.7 Clearly, the condition in (1.49) is not met for the equation
d 2 y(x) dy(x)
+ 4x − 2y(x) = 0 (1.51)
dx2 dx
making it in a non-self-adjoint form, and a guess on the integrating factor is not

clear in this case. However, in compliance with the procedure sketched earlier, we
multiply this equation by an integrating factor μ(x)
d 2 y(x) dy(x)
μ(x) 2
+ 4xμ(x) − 2μ(x)y(x) = 0 (1.52)
dx dx
The leading coefficient p0 (x) of the above equation is μ(x), while the coefficient
p1 (x) is 4xμ(x). Thus, in compliance with (1.49), the equation in (1.52) would be
in a self-adjoint form if
dμ(x)
= 4xμ(x) (1.53)
dx
which is a separable first-order differential equation in μ(x). Separating the variables
dμ(x)
= 4xd x
μ(x)
and then integrating, we arrive at
ln |μ(x)| = 2x 2 + C
By solving the above equation for μ(x), we obtain the general solution to (1.53)
as
2
+C
μ(x) = e2x
Any function from this family can be considered as the integrating factor for the
equation in (1.52). In other words, constant C can be arbitrarily fixed and we assume,
say, C = 0, which yields
2
μ(x) = e2x
Substituting now the found expression into (1.52), we reduce the latter to the form
2 d 2 y(x) 2 dy(x) 2
e2x + 4xe2x − 2e2x y(x) = 0,
dx2 dx
which is self-adjoint.
At this point in our presentation we assume that L represents a self-adjoint second-
order operator. That is
d d
L≡ p0 (x) + p2 (x)
dx dx
Consider two functions u(x) and v(x), and assume that each of them is two times
continuously differentiable on (a, b), and form the following bilinear combination
of them
u(x) L[v(x)] − v(x) L[u(x)]
which can be rewritten explicitly as

d dv d du
u p0 (x) + p2 (x) v − v p0 (x) + p2 (x) u (1.54)
dx dx dx dx
Upon removing the outer parentheses in both the additive components, the above
combination transforms into

d dv d du
u L(v) − vL(u) = u p0 (x) −v p0 (x)
dx dx dx dx
When the product rule is applied and some regrouping accomplished, the above
expression simplifies as

d dv d du
u p0 (x) −v p0 (x)
dx dx dx dx

dp0 (x) dv d 2v dp0 (x) du d 2u
=u + p0 (x) 2 −v + p0 (x) 2
dx dx dx dx dx dx
dp0 (x) dv dp0 (x) du d 2v d 2u

=u −v + p0 (x)u 2 − p0 (x)v 2
dx dx dx dx dx dx

dp0 (x) dv du d dv du
= u −v + p0 (x) u −v
dx dx dx dx dx dx

d dv du
= p0 (x) u −v
dx dx dx
Hence, the bilinear combination in (1.54) reduces to

d dv du
u L(v) − v L(u) = p0 (x) u −v (1.55)
dx dx dx
Integrating both sides of (1.55) from a to b, one obtains the following relation

b
dv du b
[u L(v) − v L(u)] d x = p0 (x) u −v (1.56)
a dx d x a
which is usually [2, 12, 16, 21, 24, 41, 42] referred to as the Green’s formula for
a self-adjoint operator. From the recent development, it follows that the Green’s
formula holds for a self-adjoint operator L and two continuously differentiable on
(a, b) functions u(x) and v(x).
If in addition to being two times continuously differentiable on (a, b), the func-
tions u(x) and v(x) make zero the right-hand side in (1.56), then the Green’s formula
reduces to a compact form. That is, if

dv du b
p0 (x) u −v =0 (1.57)
dx d x a
then we have b
[u L(v) − v L(u)] d x = 0 (1.58)
a
So, the Green’s formula in (1.58) is valid for a self-adjoint operator L, with u(x)
and v(x) being two times continuously differentiable on (a, b) and satisfying the
relation in (1.57). This relation is, however, implicit in nature, which makes it too
cumbersome to deal with over and over again in actual computations. Therefore, it
is important to find some of its explicit equivalents which are more convenient for
practical use.
Aiming at some explicit equivalents of (1.57), we rewrite it in the extended form

dv(b) du(b) dv(a) du(a)
p0 (b) u(b) − v(b) − p0 (a) u(a) − v(a) = 0 (1.59)
dx dx dx dx
Notice that this relation contains the values of u(x) and v(x), as well as of their
derivatives, at the end points of [a, b]. This observation makes it obvious that the
relation in (1.59) holds, if both u(x) and v(x) satisfy one of the following types of
boundary conditions at x = a and x = b:
(1) y(a) = 0, y(b) = 0
(2) y(a) = 0, y (b) = 0
(3) y (a) = 0, y (b) = 0
It is also directly seen that the condition in (1.59) is valid in the so-called singular
case, when the leading coefficient p0 (x) in (1.57) is equal to zero at one of the
end points of [a, b]. In such a case we usually require y(x) to be bounded at the
corresponding end point, with a value of either y(x) or y (x) being zero at the other
end point, that is:
(4) lim x→a |y(x)| < ∞, y(b) = 0
(5) lim x→a |y(x)| < ∞, y (b) = 0
In addition, from a close analysis, it follows that the condition in (1.59) holds also
for both u(x) and v(x) satisfying one of the following sets of boundary conditions:
(6) y(a) = 0, y (b) + hy(b) = 0
(7) y (a) = 0, y (b) + hy(b) = 0
(8) y (a) + h 1 y(a) = 0, y (b) + h 2 y(b) = 0
(9) y(a) = y(b), p0 (a) y (a) = p0 (b) y (b)
(10) lim x→a |y(x)| < ∞, y (b) + hy(b) = 0
The last set of conditions presumes (similarly to cases in (4) and (5)) that the
leading coefficient p0 (x) of (1.54) equals zero at x = a.
Note that the end points a and b, in all the types of boundary conditions (1)–(10),
are interchangeable. Namely, the set of conditions
y(b) = 0, y (a) + hy(a) = 0
for example, falls into the type in (6). This is also true for the boundary conditions
of the types in (4), (5), (7) and (10).
The discussion just completed brings another important terminological issue. A
boundary value problems set up for the equation in (1.50) subject to either one of
the types of boundary conditions listed above, belongs to the class of the so-called
self-adjoint boundary value problems.
We are in a position now to redirect the reader’s attention to one of the basic
questions in this section. That is, what makes a Green’s function symmetric in the
sense mentioned in Sect. 1.1.3? The theorem below does, in fact, specify conditions
that a boundary value problem should meet for its Green’s function to be of that type
symmetric.
Theorem 1.2 If a well-posed boundary value problem

d dy(x)
p0 (x) + p2 (x)y(x) = 0 (1.60)
dx dx
M1 [y(a), y(b)] = 0, M2 [y(a), y(b)] = 0 (1.61)
is self-adjoint, then its Green’s function g(x, s) is symmetric, provided that its expres-
sion valid for x ≥ s can be obtained from that valid for x ≤ s by interchanging of x
with s.
Proof The following proof is based on a slight modification of that procedure which
has been used in the proof of Theorem 1.1. Herein, we also choose two linearly
independent particular solutions y1 (x) and y2 (x) of the governing equation in (1.60).
But contrary to Theorem 1.1, some additional constraints will be put on y1 (x) and
y2 (x). We are going to choose them in a specific manner.
Namely, let y1 (x) and y2 (x) be two linearly independent particular solutions to
(1.60). Let y1 (x) satisfy, in addition, the first boundary condition in (1.61), while
y2 (x) satisfies the second condition in (1.61). Clearly, neither y1 (x) nor y2 (x) can
satisfy both boundary conditions in (1.61). Indeed, by making such an assumption
we come to a conflict with the well posedness of the statement in (1.60) and (1.61),
which implies that the trivial solution is the only solution to this problem.
Let us form the bilinear combination based on y1 (x) and y2 (x)
y1 (x) L[y2 (x)] − y2 (x) L[y1 (x)]
which identically equals zero on (a, b), since L[y1 (x)] ≡ 0 and L[y2 (x)] ≡ 0 for
x ∈ (a, b).
Recalling the form from (1.54) and rewriting it in terms of the functions y1 (x)
and y2 (x) yields

d dy2 dy1
y1 L(y2 ) − y2 L(y1 ) = p0 (x) y1 − y2
dx dx dx
Since the left-hand side of the above relation is identically zero, so is its right-hand
side as well. That is

d dy2 dy1
p0 (x) y1 − y2 =0
dx dx dx
which implies
dy2 dy1
p0 (x) y1 − y2 =C (1.62)
dx dx
where C is an arbitrary constant.

Notice that y1 (x) and y2 (x) are determined up to a constant multiple. Indeed,
if y1 (x), for example, satisfies both the governing equation in (1.60) and the first
boundary condition in (1.61), then, for any nonzero constant α, the product α y1 (x)
also satisfies both these relations. This is equally true for y2 (x), which allows us to
arbitrarily fix the constant C in (1.62). Hence, without losing generality, we can read
(1.62) as
dy2 dy1
p0 (x) y1 − y2 = −1 (1.63)
dx dx
So, we can assume that, if the particular solutions y1 (x) and y2 (x) are chosen
for (1.60) in the manner specified earlier, then these solutions meet the condition in
(1.63) throughout (a, b). This implies that for any location of a point s ∈ (a, b), we
can express the Green’s function g(x, s) to the problem in (1.60) and (1.61) in the
form
c (s) y1 (x), for a ≤ x ≤ s
g(x, s) = 1 (1.64)
c2 (s) y2 (x), for s ≤ x ≤ b
This function, as a function of x, satisfies the boundary conditions in (1.61) regard-

less of c1 (s) and c2 (s). This occurs because y1 (x) and y2 (x) satisfy the first and the
second of those boundary conditions, respectively. Hence, g(x, s) in the form of
(1.64) already meets properties 1 and 4 of the definition of Green’s function.
By virtue of properties 2 and 3 of the definition, we obtain the following system
of linear algebraic equations

y2 (s) −y1 (s) c2 (s) 0
× = (1.65)
y2 (s) −y1 (s) c1 (s) − p0−1 (s)
in c1 (s) and c2 (s). Clearly, the coefficient matrix of this system is not singular,
because its determinant
W (s) ≡ y1 (s)y2 (s) − y2 (s)y1 (s)
is the Wronskian for the two linearly independent functions y1 (s) and y2 (s). Hence,
the system in (1.65) has a unique solution which appears in the form
y2 (s) y1 (s)
c1 (s) = − , c2 (s) = −
p0 (s) W (s) p0 (s) W (s)
Upon substituting these expressions for c1 (s) and c2 (s) into (1.64), the branch of
the Green’s function valid for x ≤ s is
y1 (x) y2 (s)
g(x, s) = − , x ≤s (1.66)
p0 (s) W (s)
while for the other branch, we have
y2 (x) y1 (s)
g(x, s) = − , s≤x (1.67)
p0 (s) W (s)
According to the relation in (1.63), the denominator in (1.66) and (1.67) meets
the condition

p0 (s) W (s) ≡ p0 (s) y1 (s)y2 (s) − y2 (s)y1 (s) ≡ −1
This allows us to finally obtain the Green’s function g(x, s) for the boundary value
problem posed by (1.60) and (1.61) in the following ‘symmetric’ form

y2 (s) y1 (x), for a ≤ x ≤ s
g(x, s) = (1.68)
y1 (s) y2 (x), for s ≤ x ≤ b
Thus, the Theorem has been proven. Indeed, from the above representation, it
follows that the Green’s function g(x, s) of a self-adjoint boundary value problem
is invariant to the interchange of the observation point x with the source point s.
In other words, the Green’s function is symmetric in the sense that whenever the x
variable is interchanged with the s variable in one of the branches of g(x, s), we
obtain the other branch.
The symmetry of Green’s functions, whose analysis is just completed, has impor-
tant implementations in various applied sciences. It is related to the so-called
Maxwell’s reciprocity [16, 21] asserting that the response of a field at an obser-
vation point x due to a source at s is the same as the response at s due to a point
source at x.
In the next section, we will revisit the basic issue of this chapter, which is the
construction of Green’s functions for ODE. An alternative construction procedure
will be presented in detail.
1.1.3 An Alternative Procedure
Clearly, the notion of Green’s function is introduced for a boundary value prob-
lem where both the governing differential equation and the boundary conditions are
homogeneous. Such settings are referred to as homogeneous boundary value prob-
lems. In this section, we will switch over the reader’s attention to nonhomogeneous
linear differential equations subject to homogeneous boundary conditions.
An important theorem will be formulated and proved herein. It builds up a theoret-
ical background for utilization of Green’s function instrument for solving boundary
value problems for nonhomogeneous linear equations. Then, we will review the clas-
sical [16, 21, 41] procedure for the construction of Green’s functions, which is based
on that theorem and the Lagrange method of variation of parameters that is tradition-
ally used in ODE to analytically solve nonhomogeneous linear differential equations
if the fundamental set of solutions is available for the corresponding homogeneous
equation.
Consider, the linear nonhomogeneous equation
dn y d n−1y
L[y(x)] ≡ p0 (x) + p 1 (x) + · · · + pn (x)y = − f (x) (1.69)
dxn d x n−1
on (a, b), and subject it to the homogeneous boundary conditions

n−1
d k y(a) k
i d y(b)
Mi [y(a), y(b)] ≡ [αik + βk ] = 0, (i = 1, n) (1.70)
k=0
dxk dxk
where the coefficients p j (x) are continuous while the right-hand side term f (x) of
the governing equation is integrable on [a, b], with p0 (x) = 0, and Mi [y(a), y(b)]
represent linearly independent forms with constant coefficients.
Connection will be established between the uniqueness of the solution to (1.69)
and (1.70), and the corresponding homogeneous problem. For this reason, we focus
on a theorem that makes things ready for the use of a Green’s function, constructed
for a homogeneous problem, in solving corresponding nonhomogeneous equations.
Theorem 1.3 The boundary value problem in (1.69) and (1.70) is well posed (has,
in other words, a unique solution), if the corresponding homogeneous setting has
only the trivial solution.
Proof The statement of this theorem follows from the linearity of the setting. Indeed,
let Y1 (x) and Y2 (x) represent two distinct solutions to (1.69) and (1.70). This implies
that each of these solutions is supposed to make the equation in (1.69) true. That is,
d n Y1 d n−1Y1
p0 (x) + p 1 (x) + · · · + pn (x)Y1 = − f (x)
dxn d x n−1
and
d n Y2 d n−1Y2
p0 (x) + p 1 (x) + · · · + pn (x)Y2 = − f (x)
dxn d x n−1
Subtracting these in the term-by-term manner, we have
d n (Y1 − Y2 ) d n−1(Y1 − Y2 )
p0 (x) + p 1 (x) + · · · + pn (x)(Y1 − Y2 ) = 0
dxn d x n−1
Thus, if Y1 (x) and Y2 (x) represent two distinct solutions to (1.69), then their
difference Y12 (x) = Y1 (x) − Y2 (x) is a solution to the corresponding homogeneous
equation. In the same fashion, taking advantage of the linearity of the forms Mi ,
we can show that Y12 (x) should satisfy the homogeneous boundary conditions in
(1.70). In other words, Y12 (x) represents a solution to the homogeneous boundary
value problem corresponding to (1.69) and (1.70). But, according to the statement of
this theorem, the corresponding homogeneous problem has only the trivial solution,
which implies that the difference Y1 (x) − Y2 (x) should be identical zero.
So, our assumption about existence of two distinct solutions of the original setting
in (1.69) and (1.70) is wrong and there exists, therefore, a unique solution of that
problem, if the corresponding homogeneous problem has only the trivial solution.
The theorem that follows establishes a direct way for expressing the solution to
the problem in (1.69) and (1.70) in terms of the Green’s function constructed for the
corresponding homogeneous problem.
Theorem 1.4 If the boundary value problem posed by the nonhomogeneous equa-
tion of (1.69) subject to the homogeneous conditions of (1.70) is well posed, then
the unique solution for (1.69) and (1.70) can be expressed [12, 16, 21, 41] by the
integral
b
y(x) = g(x, s) f (s) ds (1.71)
a
whose kernel g(x, s) represents the Green’s function of the corresponding homoge-
neous problem.
Proof The theorem statement implies that a proof is required for two independent
statements. First, that the integral in (1.71) satisfies the equation in (1.69), and second,
that it complies with the boundary conditions of (1.70).
Since the Green’s function g(x, s) is defined in two pieces, we break down the
integral in (1.71) into two integrals as shown
x b
−
y(x) = g (x, s) f (s) ds + g + (x, s) f (s) ds (1.72)
a x
where by g + (x, s) and g − (x, s) we denote the branches of g(x, s) valid for x ≤ s
and for x ≥ s, respectively.
As to the satisfaction of the governing equation of (1.69), we take into account a
specific occurrence of y(x) in (1.72). The point is that it is defined in terms of the
two definite integrals (with s representing the variable of integration), which contain
a parameter x and have the variable limits depending on x. Therefore, one has to
recall (from the fundamental theorem of integral calculus [41]) that, if a function
(x) is defined in the integral form
β(x)
(x) = F(x, s)ds
α(x)
then its derivative (with respect to x) is written as

β(x)
d(x) ∂ F(x, s)
= ds + F(x, β(x))β (x) − F(x, α(x))α (x) (1.73)
dx α(x) ∂x
This implies that, since both the integrals in (1.72) contain x as a parameter and
their limits depend upon x, the derivative of y(x) can formally be written as

dy(x) x
∂g − (x, s)
= f (s)ds + g − (x, x) f (x)
dx a ∂x
b
∂g + (x, s)
+ f (s)ds − g + (x, x) f (x)
x ∂x
Combining the integrals in the above relation and realizing that the nonintegral
terms are eliminated due to the continuity of the Green’s function as x = s, one
obtains b
dy(x) ∂g(x, s)
= f (s)ds
dx a ∂x
Thus, the derivative of the form in (1.71) can be taken by the direct differentiation
of its kernel function. Recalling the continuity of the derivatives of the Green’s
function, of up to the (n − 2)nd order included, as x = s (see property 2 of the
Definition), the higher order derivatives of the integrals in (1.72), of up to the (n −1)st
order included, can be computed, analogously to the first derivative, as

d k y(x) b
∂ k g(x, s)
= f (s)ds, (k = 1, n − 1) (1.74)
dxk a ∂x k
Since the boundary conditions in (1.70) involve only the derivatives of y(x) of
up to the order of (n − 1), all the derivatives in Mi [y(a), y(b)] can formally be
computed under the integral sign. This yields
n−1

b
∂ k g(a, s) b
∂ k g(b, s)
Mi [y(a), y(b)] ≡ αk
i
f (s)ds + βki f (s)ds
k=0 a ∂x k a ∂x k
n−1
b
∂ k g(a, s) i ∂ g(b, s)
k
= αik + β f (s)ds = 0, i = 1, n
a k=0
∂x k k
∂x k
because the expressions in the square brackets equal zero due to property 4 in the
Definition of the Green’s function. Thus, the boundary conditions in (1.70) are indeed
satisfied by the form in (1.71).
To complete the part of the theorem related to the satisfaction of the governing
equation in (1.69), we compute the nth derivative of y(x) by differentiating the
relation in (1.74), where k is fixed as n − 1. This yields
n−1 −
d n y(x) b
∂ n g(x, s) ∂ g (x, x) ∂ n−1 g + (x, x)
= f (s)ds + − f (x)
dxn a ∂x n ∂x n−1 ∂x n−1
which, in compliance with property 3 of the Definition, transforms into

d n y(x) b
∂ n g(x, s)
= f (s) ds − f (x) p0−1 (x)
dxn a ∂x n
Upon substituting y(x) and its derivatives found earlier into (1.69) and combining
all the integral terms into a single term form, one finally obtains
b
L[g(x, s)] f (s) ds − f (x) = − f (x)
a
Clearly, the above equality is an identity, since L[g(x, s)] = 0 on (a, b). This
completes the proof of the theorem.
Earlier in Sect. 1.1.3, we obtained a series of Green’s functions by means of the
approach based on their defining properties. Utilizing the theorem just proven, we
will explore, in what follows, an alternative approach which employs the Lagrange’s
method of variation of parameters [16, 21, 41] that is traditionally used in solving
nonhomogeneous linear differential equations.
We will restrict our discussion in this section to the second-order equation
d 2 y(x) dy(x)
p0 (x) 2
+ p1 (x) + p2 (x)y(x) = − f (x) (1.75)
dx dx
because the scope of the present volume is limited to the analysis of second-order
PDEs.
Let the above equation be set up on the interval (a, b) and subject to the simplest
set of boundary conditions
y(a) = 0, y(b) = 0 (1.76)
Assume that the above boundary value problem has a unique solution, which
implies (in view of Theorem 1.3) that the corresponding homogeneous problem has
only the trivial solution. Let y1 (x) and y2 (x) be a fundamental set of solutions to the
homogeneous equation associated with (1.75). Express then the general solution of
the above in compliance with the Lagrangian method of variation of parameters, in
the form
y(x) = C1 (x)y1 (x) + C2 (x)y2 (x) (1.77)
where C1 (x) and C2 (x) are differentiable on (a, b) functions to be found in what
follows.
The first impression is that the idea of expressing a solution for (1.75) in the form
of (1.77), which contains two unknown functions C1 (x) and C2 (x), is unproductive,
unless a second (in addition to the equation in (1.75) itself) relation is established.
Lagrange’s method does provide an effective and elegant choice of such a relation.
The direct substitution of y(x) from (1.77) into (1.75) would result in a cum-
bersome single second-order differential equation in two unknown functions C1 (x)
and C2 (x). In order to avoid such an unfortunate complication, the procedure in the
Lagrange’s method suggests to differentiate y(x) from (1.77)
y (x) = C1 (x)y1 (x) + C1 (x)y1 (x) + C2 (x)y2 (x) + C2 (x)y2 (x)
and to make then the simplifying assumption
C1 (x)y1 (x) + C2 (x)y2 (x) = 0 (1.78)
This reduces the above expression for y (x) to
y (x) = C1 (x)y1 (x) + C2 (x)y2 (x) (1.79)
resulting in
y (x) = C1 (x)y1 (x) + C1 (x)y1 (x) + C2 (x)y2 (x) + C2 (x)y2 (x) (1.80)
To go further, we substitute the expressions for the functions y(x), y (x), and

y (x) just found into (1.75)
p0 (C1 y1 + C1 y1 + C2 y2 + C2 y2 ) + p1 (C1 y1 + C2 y2 )
+ p2 (C1 y1 + C2 y2 ) = − f (x)
Rearranging the order of terms, we have
C1 ( p0 y1 + p1 y1 + p2 y1 ) + C2 ( p0 y2 + p1 y2 + p2 y2 )
+ p0 (C1 y1 + C2 y2 ) = − f (x)
Since y1 (x) and y2 (x) represent particular solutions of the homogeneous equation
associated with (1.75), the coefficients of C1 (x) and C2 (x) in the above equation are
zero. This yields
C1 (x)y1 (x) + C2 (x)y2 (x) = − f (x) p0−1 (x) (1.81)
The relations in (1.78) and (1.81) constitute a well-posed linear system in C1 (x)
and C2 (x). This assertion is based of the fact that determinant of the coefficient
matrix of the system represents Wronskian
W (x) = y1 (x)y2 (x) − y2 (x)y1 (x)
to the two linearly independent functions y1 (x) and y2 (x), and is therefore nonzero.
Upon solving the system, we obtain
y2 (x) f (x) y1 (x) f (x)

C1 (x) = − , C2 (x) =
p0 (x)W (x) p0 (x)W (x)
Straightforward integration of the above yields

x
y2 (s) f (s)
C1 (x) = − ds + H1
a p0 (s)W (s)
and x
y1 (s) f (x)
C2 (x) = ds + H2
a p0 (s)W (s)
We substitute these into (1.77)
y(x) = H1 y1 (x) + H2 y2 (x)

x
y1 (s) f (x) x
y2 (s) f (x)
+y2 (x) ds − y1 (x) ds,
a p0 (s)W (s) a p0 (s)W (s)
move the factors y1 (x) and y2 (x) under the integral signs (this is a formal operation
since the variable of integration is s but not x), and combine then the two integrals
in one. This yields
x
y1 (s)y2 (x) − y1 (x)y2 (s)
y(x) = ds + H1 y1 (x) + H2 y2 (x) (1.82)
a p0 (s)W (s)
Upon satisfying the boundary conditions in (1.76) with y(x) as expressed above,
we obtain the following linear system

y1 (a) y2 (a) H1 0
× = (1.83)
y1 (b) y2 (b) H2 P(a, b)
in H1 and H2 , with P(a, b) defined as

b
R(b, s)
P(a, b) = f (s)ds
a p0 (s)W (s)
where
R(b, s) = y1 (b)y2 (s) − y1 (s)y2 (b)
With this, we arrive at the solution to the system in (1.83) in the form
b
y2 (a)R(b, s) f (s)
H1 = − ds
a p0 (s)R(a, b)W (s)
and b
y1 (a)R(b, s) f (s)
H2 = ds
a p0 (s)R(a, b)W (s)
Upon substituting the above into (1.82), we express the solution of the boundary
value problem in (1.75) and (1.76) as

x
R(x, s) f (s) b
R(a, x)R(b, s) f (s)
y(x) = − ds + ds
a p0 (s)W (s) a p0 (s)R(a, b)W (s)
which can be rewritten as the single integral

b
y(x) = g(x, s) f (s) ds (1.84)
a
with the kernel function g(x, s) expressed in two pieces, one of which appears as
R(a, x)R(b, s)
g(x, s) = , x ≤s (1.85)
p0 (s)R(a, b)W (s)
while for x ≥ s, one readily obtains
R(a, x)R(b, s) − R(x, s)R(a, b)

g(x, s) = , x ≥s
p0 (s)R(a, b)W (s)
After a trivial but quite cumbersome transformation, the above expression sim-
plifies to the form
R(a, s)R(b, x)
g(x, s) = , x ≥s (1.86)
p0 (s)R(a, b)W (s)
Notice that, since the solution to the problem posed by (1.75) and (1.76) is found as
the integral in (1.84), we conclude (by virtue of Theorem 1.4) that the kernel function
g(x, s) in (1.84) does in fact represent the Green’s function to the homogeneous
boundary value problem corresponding to that of (1.75) and (1.76).
It is clear that if the setting in (1.75) and (1.76) is self-adjoint, then the product
p0 (s)W (s) is equal to a constant. This obviously makes the expressions in (1.85)
and (1.86) symmetric in the sense discussed earlier.
Thus, the approach based on the method of variation of parameters allows us to
construct Green’s functions. Indeed, once the solution to a nonhomogeneous linear
differential equation subject to homogeneous boundary conditions is expressed in
the integral form of the type in (1.84), the kernel of the latter represents the Green’s
function to the corresponding homogeneous boundary value problem.
The described approach can be considered as an alternative to the one based on
the defining properties of Green’s function and which was discussed in some detail
earlier. We present below a couple of examples illustrating some peculiarities of its
application.
Example 1.1.8 Construct the Green’s function to the problem set up for the non-
homogeneous equation
d 2 y(x)
+ k 2 y(x) = − f (x), x ∈ (0, a) (1.87)
dx2
subject to homogeneous boundary conditions
y (0) = 0, y (a) = 0 (1.88)
The right-hand side function f (x) in the governing equation of (1.87) is supposed
to be integrable on [0, a].
One can readily realize that the corresponding to (1.87) and (1.88) homogeneous
problem has only the trivial solution. This implies that the conditions of existence
and uniqueness of its Green’s function are met.
The general solution to (1.87) can be written in the form
y(x) = C1 (x) sin kx + C2 (x) cos kx (1.89)
because y1 (x) ≡ sin kx and y2 (x) ≡ cos kx might constitute a fundamental set of
solutions for the corresponding homogeneous equation.
Following in footsteps of the procedure described earlier for the general case (see
the development for the problem in (1.75) and (1.76)), we arrive, in the current case,
at the well-posed system of linear algebraic equations in C1 (x) and C2 (x)

sin kx cos kx C1 (x) 0
× =
k cos kx −k sin kx C2 (x) − f (x)
resulting in
1 1
C1 (x) = cos kx f (x), C2 (x) = − sin kx f (x)
k k
This yields x
1
C1 (x) = cos ks f (s)ds + H1
0 k
and x
1
C2 (x) = − sin ks f (s)ds + H2
0 k
Substituting these into (1.89) and combining then the two integral terms into one,
we express the general solution to (1.87) in the form
x
1
y(x) = sin k(x − s) f (s)ds + H1 sin kx + H2 cos kx (1.90)
0 k
whose derivative appears as

x

y (x) = cos k(x − s) f (s)ds + H1 k cos kx − H2 k sin kx
0
The first condition in (1.88) yields H1 = 0, while the second condition results in
a
cos k(a − s) f (s)ds − H2 k sin ka = 0
0
from which we have a

cos k(a − s)
H2 = f (s)ds
0 k sin ka
Plugging the values of H1 and H2 just found in (1.90), one obtains the solution to
the problem in (1.87) and (1.88) as

x
sin k(x − s) a
cos k(a − s)
y(x) = f (s)ds + cos(kx) f (s)ds
0 k 0 k sin ka
which can be expressed in the equivalent form

x
cos k(a − x) a
cos k(a − s)
y(x) = cos ks f (s)ds + cos kx f (s)ds
0 k sin ka x k sin ka
allowing us to write it down in the single-integral form

a
y(x) = g(x, s) f (s)ds (1.91)
0
whose kernel function g(x, s) is defined in two pieces as

1 cos kx cos k(a − s), for x ≤ s
g(x, s) = (1.92)
k sin ka cos ks cos k(a − x), for s ≤ x
Hence, in compliance with Theorem 1.4, the above represents the Green’s function
to the homogeneous boundary value problem corresponding to (1.87) and (1.88).
Example 1.1.9 Consider a boundary value problem posed for the equation with
variable coefficients

d dy(x)
(x + 1)
2
= f (x), x ∈ (0, a) (1.93)
dx dx
with boundary conditions imposed as
y(0) = 0, y(a) = 0 (1.94)
and describe in brief the construction procedure for the Green’s function to the
The self-adjoint form of the homogeneous equation corresponding to that of (1.93)

suggests
dy(x)
(x 2 + 1) =C
dx
where C is an arbitrary constant. Separating the variables in the above equation and
integrating then, we obtain
y(x) = C arctan x + D
So, a fundamental set of solutions for the homogeneous equation corresponding

to (1.93) can be formed with the functions y1 (x) ≡ 1 and y2 (x) ≡ arctan x. This
yields the general solution to (1.93) in the form
x
y(x) = (arctan s − arctan x) f (s)ds + D1 + D2 arctan x
0
Upon satisfying the boundary conditions in (1.94), the values of D1 and D2 are
found as a
ω − arctan s
D1 = 0, D2 = f (s)ds
0 ω
where ω = arctan a.
Substituting these into the above expression for the general solution and rearrang-
ing the integral terms, we obtain the solution to the original boundary value problem
as the single integral a
y(x) = g(x, s) f (s)ds
0
whose kernel

1 arctan x(ω − arctan s), for 0 ≤ x ≤ s
g(x, s) = (1.95)
ω arctan s(ω − arctan x), for x ≤ s ≤ a
represents the Green’s function that we are looking for.

Thus far in our discussion, classical two-point-posed boundary value problems
have been considered for linear ordinary differential equations. The Green’s function
method is well developed for such settings and its implementation is, as we showed,
a quite straightforward procedure.
In the section that follows, we will further extend the realm of the Green’s function
formalism. The extension will be offered to a nontrivial sphere of possible applica-
tions [8, 31, 33, 35] where this formalism has not been used until recently. A class
of problem settings will be encountered, which often times occur in various areas
of applied sciences and engineering. The so-called multiply-point-posed boundary
value problems for specific systems of linear ordinary differential equations will be
treated.
1.2 Multiple-Point-Posed Problems
The opening segment of the current chapter reviewed the classical Green’s function
approach. We tried to familiarize the reader with some of its applications. The review
discloses importance of this approach which represents a powerful instrument in the
qualitative as well as quantitative analysis of boundary value problems posed for
linear ODEs and PDEs.
Coefficients of the governing differential equation in a boundary value problem
are assumed differentiable, to a certain order, functions of the independent variable.
Note, however that coefficients of differential equations that simulate many physical
phenomena are not necessarily smooth functions. They might, for example, be dis-
continuous, in which case the classical Green’s function formalism does not directly
apply.
This creates a situation to accordingly adjust the Green’s function formalism and
to make it workable for such an irregularity of differential equations. Earlier in [8,
31], we had reported on our work on such an adjustment and on a certain progress
made. In this section, a discussion is launched on the indicated adjustment. A novel
notion of the matrix of Green’s type will be introduced for specific sets of ordinary
differential equations, and a number of its applications will be presented. Later in
our volume, the matrix of Green’s type formalism will be further extended to make
it applicable to PDEs as well.
1.2.1 Matrices of Green’s Type
Specific sets of linear ordinary differential equations are considered as posed on finite
weighted graphs, where each of the equations governs a single unknown function
and is posed on a single edge of a graph. The individual equations are put in a system
format by subjecting contact and boundary conditions at the vertices and endpoints
of the graph. This creates a multiple-point-posed boundary value problem, and our
objective is to determine its matrix of Green’s type. The issue of existence and
uniqueness of such a matrix is addressed and an analytical method is proposed for
its construction.
To state a boundary value problem of the discussed kind, we consider a finite
weighted graph R (see Fig. 1.1). For terminological purposes, vertices of degree
one will be referred to as the endpoints. Let the graph have n edges denoted with
ei , (i = 1, n), m endpoints E h , (h = 1, m), and r vertices Vk , (k = 1, r ). Let dk
represent the vertex Vk degree, and let also positive real numbers li , (i = 1, n), each
representing the length of the edge ei , be regarded as its weight.
Let u i (x) represent unknown functions, each to be defined on the corresponding
edge ei of R. We will determine each of these functions by the following set of linear
second-order differential equations

d du i (x)
pi (x) + qi (x)u i (x) = − f i (x), x ∈ (0, li ), (i = 1, n) (1.96)
dx dx
The above individual equations are arranged into a system format by imposing a
set of uniqueness conditions. That is, the contact conditions

dk
du j (Vk )
u 1 (Vk ) = · · · = u dk (Vk ), p j (Vk ) = 0, (k = 1, r ) (1.97)
j=1
dx
Fig. 1.1 Graph R hosting a set of differential equations

1.2 Multiple-Point-Posed Problems 35
are imposed at each vertex Vk , of degree dk . Formulating the above conditions, we use
a ‘local’ numbering for the edges incident to the vertex Vk . It can easily be seen that
the number of contact conditions imposed at each vertex equals the vertex degree.
In addition, the end (boundary) conditions
du i (E h )
αh + βh u i (E h ) = 0, (h = 1, m) (1.98)
dx
are imposed at each endpoint E h of R. This implies that the functions u i (x) in (1.98)
are defined on the edges ei incident to E h .
Note that the number of contact conditions imposed at a vertex Vk is equal to the
vertex degree, while a single boundary condition is imposed at each endpoint E h .
This implies that the total number N of uniqueness conditions imposed in (1.97) and
(1.98) is defined as

r
N =m+ dk
k=1
which is, according to graph theory, two times the number n of the edges in R, that
is N = 2n.
As an example of possible physical interpretation of the problem stated in (1.96)–
(1.98), one might think of it as the simulation of a steady-state either heat-transfer
or mass-transfer process taking place in an assembly of one-dimensional conduc-
tive elements. Clearly, the contact conditions in (1.97) simulate, in this case, the
conservation of energy law at every vertex Vk of R.
We are now in a position to extend the conventional definition of the Green’s

function so as to make it applicable to a multiple-point-posed boundary value problem
of the type in (1.96)–(1.98), which we assume to be well-posed.
Definition An n × n matrix G(x, ξ), whose elements gi j (x, ξ) are defined for x ∈ ei
and ξ ∈ e j on R, is referred to as the matrix of Green’s type of the homogeneous
multiple-point-posed boundary value problem corresponding to (1.96)–(1.98), if for
any fixed value of ξ in e j , the elements gi j (x, ξ) of the jth column of G(x, ξ) hold
the following properties:
1. As x = ξ, the elements gii (x, ξ) of the principal diagonal (i = j) represent

continuous functions of x on ei , they have continuous partial derivatives with
respect to x of up to the second order included, and satisfy the homogeneous
equations corresponding to (1.96);
2. As x = ξ, the elements gii (x, ξ) of the principal diagonal are continuous functions
of x, whereas their first-order partial derivatives with respect to x are discontin-
uous functions, providing
∂gii (x, ξ) ∂gii (x, ξ) 1

lim+ − lim− =−
x→ξ ∂x x→ξ ∂x pi (ξ)
and
∂gii (x, ξ) ∂gii (x, ξ) 1
lim+ − lim− =
ξ→x ∂x ξ→x ∂x pi (ξ)
3. The peripheral (i = j) elements gi j (x, ξ) of G(x, ξ) are continuous functions of

x for any value of ξ ∈ e j , they have continuous partial derivatives with respect
to x of up to the second order included, and satisfy the homogeneous equations
corresponding to those in (1.96);
4. All elements gi j (x, ξ) of G(x, ξ) satisfy the contact and the end conditions (which
they are involved with) in (1.97) and (1.98), in the sense that each of these con-
ditions is satisfied for ξ belonging to any of the edges e j , ( j = 1, n).
The matrix G(x, ξ) is, in physical terms, the influence function which represents
the response of the considered assembly to a unit source released at an arbitrary point
ξ within an arbitrary element of the assembly. Analogously to the case of Green’s
function, the arguments x and ξ of G(x, ξ) will be referred to, in the discussion that
follows, as the observation (field) point and the source point, respectively.
1.2.2 Existence and Uniqueness
Before going to the existence and uniqueness of the matrix of Green’s type, it is
appropriate to make a note. If the problem in (1.96)–(1.98) is well posed having a
unique solution, then the trivial solution
u i (x) ≡ 0, x ∈ (0, li ), (i = 1, n)
represents the only solution of the corresponding homogeneous problem.
Theorem 1.5 If the multiple-point-posed boundary value problem posed by (1.96)–

(1.98) has a unique solution, then there exists a unique matrix of Green’s type G(x, ξ)
of the corresponding homogeneous problem.
Proof Let u i1 (x) and u i2 (x), (i = 1, n) represent pairs of linearly independent on

ei particular solutions (fundamental sets of solutions) of the homogeneous equations
corresponding to those in (1.96). If so then, by virtue of the defining property 1, the
diagonal elements gii (x, ξ) of G(x, ξ) can be expressed in the form

a (ξ)u i1 (x) + ai2 (ξ)u i2 (x), for x ≤ s
gii (x, ξ) = i1 (1.99)
bi1 (ξ)u i1 (x) + bi2 (ξ)u i2 (x), for x ≥ s
whereas, in compliance with the defining property 3, the peripheral (i = j) elements

gi j (x, ξ) of G(x, ξ) can be written as
gi j (x, ξ) = ci j (ξ)u i1 (x) + di j (ξ)u i2 (x) (1.100)

The functions ai1 (ξ), ai2 (ξ), bi1 (ξ), bi2 (ξ), ci j (ξ), and di j (ξ) in the above
representations are to be determined upon applying the remaining defining properties
of the matrix of Green’s type. Notice that the total number of these functions equals
2n(n + 1) while the total number of the relations provided by properties 2 and 4 is
also 2n(n + 1).
By virtue of property 2, one obtains n well-posed systems of linear algebraic
equations

u i1 (ξ) u i2 (ξ) Ci1 (ξ) 0
× = , (i = 1, n) (1.101)

u i1
(ξ) u i2 (ξ) Ci2 (ξ) pi−1 (ξ)
in two unknowns each, of the total amount of 2n equations in 2n unknowns Ci1 (ξ)
and Ci2 (ξ), (i = 1, n). These unknowns are expressed in terms of the ξ depending
functions of gii (x, ξ) in (1.99) as
Cik (ξ) = bik (ξ) − aik (ξ), k = 1, 2 (1.102)
The well posedness of the system in (1.101) follows from the fact that the deter-
minant of its coefficient matrix represents Wronskian for the linearly independent
functions u i1 (x) and u i2 (x). Hence, the unique expressions for Ci1 (ξ) and Ci2 (ξ) can
readily be obtained. Subsequently, in compliance with (1.102), the functions ai1 (ξ)
and ai2 (ξ) can uniquely be expressed in terms of bi1 (ξ) and bi2 (ξ) and vice versa.
Thus, the number of undetermined functions in (1.99) and (1.100) reduces to 2n 2 .
And they can ultimately be found by applying the defining property 4. Indeed, by
satisfying the entire set of boundary and contact conditions posed in (1.97) and (1.98)
n times (once for each location of the source point ξ ∈ e j , j = 1, n), we finally
obtain a nonhomogeneous system of 2n 2 linear algebraic equations in 2n 2 unknowns.
The coefficient matrix of this system reduces to the following partitioned diagonal
form ⎛ ⎞
A11 0 . . . 0
⎜ 0 A22 . . . 0 ⎟
⎜ ⎟
⎜ ⎟
M =⎜⎜ ⎟
. . . . . . ⎟
⎜ ⎟
⎝ ⎠
0 0 . . . Ann
in which Aii (i = 1, n) represent 2n × 2n matrices whose regularity follows from

the well-posedness of the original multiple-point-posed boundary value problem in
(1.96)–(1.98). The peripheral submatrices of M represent the null 2n × 2n matrices.
Thus, M represents a nonsingular matrix providing all the functions of the represen-
tations in (1.99) and (1.100) can be uniquely found.
This completes the proof of Theorem 1.5 because, once the values of the functions
ai1 (ξ), ai2 (ξ), bi1 (ξ), bi2 (ξ), ci j (ξ), and di j (ξ) are found, one immediately obtains
explicit representations of the elements of G(x, ξ) by substituting them into (1.99)
and (1.100).
Notice that the proof, just completed, is constructive. That is, it offers a straightfor-
ward procedure for the actual construction of matrices of Green’s type for multiple-
point-posed boundary value problems posed on graphs.
Another alternative procedure can also be used for obtaining matrices of Green’s
type for homogeneous boundary value problems of the type posed by (1.96)–(1.98).
It is based on the method of variation of parameters. To describe the procedure, a
vector function U(x) is introduced, whose components Ui (x), (i = 1, n) are defined
in terms of the solutions u i (x) of the governing equation in (1.96) as

u (x), for x ∈ ei
Ui (x) = i (1.103)
0, for x ∈ R \ ei
We also introduce a vector function F(x) whose components Fi (x) are defined in
terms of the right-hand side functions f i (x) of (1.96) in the form

f i (x), for x ∈ ei
Fi (x) = (1.104)
0, for x ∈ R \ ei
The following theorem is formulated and proved to determine the solution of

the problem posed in (1.96)–(1.98) in terms of the matrix of Green’s type of the
Theorem 1.6 If G(x, ξ) represents the matrix of Green’s type of the homogeneous
multiple-point-posed boundary value problem corresponding to (1.96)–(1.98), then
the solution of the latter posed on R can be written in the integral form

U(x) = G(x, ξ)F(ξ)d R(ξ), x∈R (1.105)
R
where the integration is carried out over the entire graph R. The converse is also true.
That is, if the solution of the problem in (1.96)–(1.98) is obtained in the integral form
of (1.105), then the kernel G(x, ξ) of the integral represents the matrix of Green’s
type for the homogeneous problem corresponding to (1.96)–(1.98).
Proof Upon using the components Ui (x) and Fi (x) of the vector functions U(x) and
F(x) as shown in (1.103) and (1.104), the integral of (1.105) spells out in the scalar
form
n
u i (x) = gi j (x, ξ) f j (ξ)de j (ξ), i = 1, n
j=1 ej
which can be rewritten in terms of the local coordinates as

n
lj
u i (x) = gi j (x, ξ) f j (ξ)dξ, x ∈ [0, li ], i = 1, n (1.106)
j=1 0
Since the diagonal gii (x, ξ) and the peripheral gi j (x, ξ) elements of the matrix of
Green’s type are defined in a different manner (see (1.99) and (1.100)), we isolate
the ith term of the finite sum in (1.106)
i−1
lj li
u i (x) = gi j (x, ξ) f j (ξ)dξ + gii (x, ξ) f i (ξ)dξ
j=1 0 0
n
lj
+ gi j (x, ξ) f j (ξ)dξ, x ∈ [0, li ], i = 1, n
j=i+1 0
As soon as the diagonal elements of G(x, ξ) are defined in pieces, we break down
the integral containing gii (x, ξ) in the above representation of u i (x) into two additive
terms as shown
i−1 l j

u i (x) = gi j (x, ξ) f j (ξ)dξ
j=1 0
x li
+ gii− (x, ξ) f i (ξ)dξ + gii+ (x, ξ) f i (ξ)dξ
0 x
n
lj
+ gi j (x, ξ) f j (ξ)dξ, x ∈ [0, li ], i = 1, n
j=i+1 0
where gii− (x, ξ) and gii+ (x, ξ) represent the lower and the upper branches of the
diagonal elements of G(x, ξ), which are valid for x ≥ ξ and x ≤ ξ, respectively (see
(1.99)).
To properly differentiate the functions u i (x), we recall the defining properties of
the elements of G(x, ξ) and notice also that the above expression for u i (x) contains
integrals involving parameter and having variable limits. With this in mind, one
obtains

du i (x) ∂gii− (x, ξ)
i−1 lj
∂gi j (x, ξ) x
= f j (ξ)dξ + f i (ξ)dξ
dx j=1 0 ∂x 0 ∂x

−
li
∂gii+ (x, ξ)
+ gii (x, x ) f i (x) + f i (ξ)dξ − gii (x, x+ ) f i (x)
x ∂x
n
lj
∂gi j (x, ξ)
+ f j (ξ)dξ, x ∈ [0, li ], i = 1, n
j=i+1 0
∂x
The above representation transforms to a slightly more compact form

du i (x)
i−1 lj
∂gi j (x, ξ)
= f j (ξ)dξ
dx j=1 0 ∂x

x
∂gii− (x, ξ) li
∂gii+ (x, ξ)
+ f i (ξ)dξ + f i (ξ)dξ
0 ∂x x ∂x
n
lj
∂gi j (x, ξ)
+ f j (ξ)dξ, x ∈ [0, li ], i = 1, n
j=i+1 0
∂x
since, in compliance with property 1 of the definition of G(x, ξ), the sum
gii (x, x− ) f i (x) − gii (x, x+ ) f i (x)
of the nonintegral terms equals zero. So, the derivative of u i (x) reads as

du i (x)
n lj
∂gi j (x, ξ)
= f j (ξ)dξ, x ∈ [0, li ], i = 1, n (1.107)
dx j=1 0 ∂x
implying that the first derivatives of the integral representations of u i (x) in (1.106)
can be obtained by a straightforward differentiation of the integrands. Consequently,
with the representations for u i (x) and du i (x)/d x shown in (1.106) and (1.107), the
boundary conditions of (1.97) and (1.98) are satisfied.
To find out whether the integral representations of u i (x) shown in (1.106) satisfy
the governing differential equations, we obtain the second derivatives of u i (x)

d 2 u i (x)
i−1 lj
∂ 2 gi j (x, ξ)
= f j (ξ)dξ
dx2 j=1 0 ∂x 2
x
∂ 2 gii− (x, ξ) ∂gii (x, x− )
+ f i (ξ)dξ + f i (x)
0 ∂x 2 ∂x
li
∂ 2 gii+ (x, ξ) ∂gii (x, x+ )
+ f i (ξ)dξ − f i (x)
x ∂x 2 ∂x
n
lj
∂ 2 gi j (x, ξ)
+ f j (ξ)dξ, x ∈ [0, li ], i = 1, n
j=i+1 0
∂x 2
In compliance with property 2 of the definition of G(x, ξ), one has
∂g j j (x, x− ) ∂g j j (x, x+ ) f i (x)

f i (x) − f i (x) = −
∂x ∂x pi (ξ)
And for the second derivative of u i (x), we finally obtain its compact representation
as

d 2 u i (x)
n lj
∂ 2 gi j (x, ξ) f i (x)
= f j (ξ)dξ − , x ∈ [0, li ], i = 1, n (1.108)
dx2 j=1 0 ∂x 2 pi (x)
Upon substituting the values of u i (x) and their derivatives from (1.106)–(1.108)
into (1.96), we ultimately obtain
n
lj
L[gi j (x, ξ)] f j (ξ)dξ − f i (x) = − f i (x), x ∈ (0, li )
j=1 0
where L represents the differential operator of (1.96).

Thus, the integral representations of u i (x) in (1.106) satisfy the governing dif-
ferential equations because the elements of the matrix of Green’s type satisfy the
homogeneous equations corresponding to those in (1.96). That is, L[gi j (x, ξ)] = 0,
which makes the integral terms vanishing in the above equation. Hence, the Theo-
rem 1.6 has been proven.
1.2.3 Construction Procedure
A procedure based on the method of variation of parameters is proposed in this

section to obtain an integral representation of the form in (1.105) for the solution
of the nonhomogeneous multiple-point-posed boundary value problem appeared in
(1.96)–(1.98).
We briefly sketch the procedure, recalling the fundamental sets of solutions u i1 (x)
and u i2 (x) of the homogeneous equations corresponding to (1.96). The general solu-
tions u i (x) of the latter are then expressed as
u i (x) = Di1 (x)u i1 (x) + Di2 (x)u i2 (x), i = 1, n (1.109)
Based on this and following the standard routine of the method of variation of
parameters, one obtains the well-posed systems of linear algebraic equations

u i1 (x) u i2 (x) Di1 (x) 0
× = , i = 1, n
u i1 (x) u i2 (x) Di2 (x) − f i (x)/ pi (x)
in the derivatives of the functions Di1 (x) and Di2 (x) in (1.109). This yields
u i2 (x) f i (x) u i1 (x) f i (x)

Di1 (x) = , Di2 (x) = − , i = 1, n
pi (x)Wi (x) pi (x)Wi (x)

where Wi (x) = u i1 (x)u i2 (x)−u i2 (x)u i1 (x) stay for the Wronskian for the functions
u i1 (x) and u i2 (x).

Integrating Di1 (x) and Di2 (x), we come up with Di1 (x) and Di2 (x) themselves
as x
u i2 (ξ) f i (ξ)
Di1 (x) = dξ + E i1 , i = 1, n
0 pi (ξ)Wi (ξ)
and x
u i1 (ξ) f i (ξ)
Di2 (x) = − dξ + E i2 , i = 1, n
0 pi (ξ)Wi (ξ)
Substituting the expressions for Di1 (x) and Di2 (x) just found into (1.109), the
latter can be rewritten as
x x
u i2 (ξ) f i (ξ) u i1 (ξ) f i (ξ)
u i (x) = u i1 (x) dξ − u i2 (x) dξ
0 p i (ξ)W i (ξ) 0 pi (ξ)Wi (ξ)
+E i1 u i1 (x) + E i2 u i2 (x), i = 1, n
By combining the integral terms in the above, the general solutions of the gov-
erning equations in (1.96) are finally obtained in the form
x
u i1 (x)u i2 (ξ) − u i2 (x)u i1 (ξ)
u i (x) = f i (ξ)dξ
0 pi (ξ)Wi (ξ)
+ E i1 u i1 (x) + E i2 u i2 (x), x ∈ (0, li ), i = 1, n (1.110)
The constants of integration E i1 and E i2 , of a total number of 2n, can be obtained

upon satisfying the contact and boundary conditions imposed in (1.97) and (1.98).
The total number of linear equations resulting from this equals also 2n. This yields a
well-posed system of linear algebraic equations in E i1 and E i2 . By solving the latter,
we reduce the forms in (1.110) into the single-integral representations of (1.105).
And the elements of the matrix of Green’s type G(x, ξ) that we are looking for
appear, consequently, as the kernel functions of the integrals in (1.105).
To assist the reader with successful digestion of details of the construction proce-
dure, we will present a couple of instructive examples.
Example 1.2.1 Consider a three-point-posed boundary value problem set up for two
Cauchy–Euler equations

d dy1 (x) 1
x − y1 (x) = f 1 (x), x ∈ (0, a) (1.111)
dx dx x

d dy2 (x) 1
x − y2 (x) = f 2 (x), x ∈ (a, ∞) (1.112)
dx dx x
each stated in an individual domain, with boundary and contact conditions imposed
as
lim |y1 (x)| < ∞, lim |y2 (x)| < ∞ (1.113)
x→0 x→∞
dy1 (a) dy2 (a)

y1 (a) = y2 (a), =λ (1.114)
dx dx
There are a few specific features that make problems of the above type worthy to
consider. This is so because: (i) the governing differential equations have variable
coefficients; (ii) x = 0 represents a singular point for (1.111); and (iii) the domain
in (1.112) is unbounded.
It is advised that the reader verifies the well posedness of the above problem,
justifying, in other words, the existence and uniqueness of its matrix of Green’s type
G(x, ξ).
Evidently, the functions x and x −1 might constitute a fundamental set of solutions
for the homogeneous equation corresponding to (1.111). This implies that the general
solution to (1.111) is
y1 (x) = C1 (x) x + C2 (x) x −1 (1.115)
which yields the following well-posed system of linear algebraic equations

x x −1 C1 (x) 0
× =
1 −x −2 C2 (x) f 1 (x)/x
in C1 (x) and C2 (x). The solution to this system is found as
f 1 (x) x f 1 (x)
C1 (x) = , C2 (x) = −
2x 2
Integrating and substituting then the expressions for C1 (x) and C2 (x) into
(1.115), we have
x
x 2 − ξ2
y1 (x) = f 1 (ξ)dξ + D11 x + D12 x −1 . (1.116)
0 2xξ
Likewise, for y2 (x) one obtains

x
x 2 − ξ2
y2 (x) = f 2 (ξ)dξ + D21 x + D22 x −1 (1.117)
a 2xξ
The constants of integration in (1.116) and (1.117) are to be determined by imple-

menting the boundary and contact conditions imposed in (1.113) and (1.114). Clearly,
the first condition of (1.113) requires D12 = 0, since its factor x −1 is unbounded as
x approaches zero. To satisfy the second condition in (1.113), we regroup the terms
in (1.117). This yields
x
x
1 ξ
y2 (x) = f 2 (ξ)dξ + D21 x + − f 2 (ξ)dξ + D22 x −1 (1.118)
a 2ξ a 2
It is not hard to realize that for the second condition in (1.113) to hold, the integral-
containing factor of x in (1.118) must be zero, resulting in
∞
1
D21 = − f 2 (ξ)dξ .
a 2ξ
With the values of D12 and D21 already at hand, the first condition in (1.114)
yields
∞
−1
a 2
a − ξ2 a
D11 a − D22 a =− f 1 (ξ)dξ − f 2 (ξ)dξ (1.119)
0 2aξ a 2ξ
To account for the second condition in (1.114), we first differentiate the expres-
sions in (1.116) and (1.117)
x
x 2 + ξ2
y1 (x) = f 1 (ξ)dξ + D11
0 2ξx 2
and x
x 2 + ξ2
y2 (x) = f 2 (ξ)dξ + D21 − D22 x −2
a 2ξx 2
This yields
∞
a
a2 + ξ2 λ
D11 + λD22 a −2 = − f 1 (ξ)dξ − f 2 (ξ)dξ (1.120)
0 2ξa 2 a 2ξ
The relations in (1.119) and (1.120) form a well-posed system of linear algebraic
equations in D11 and D22 , whose solution is found as
∞
λ a
(a 2 + ξ 2 ) + λ(a 2 − ξ 2 )
D11 = − f 2 (ξ)dξ − f 1 (ξ)dξ
a (1 + λ)ξ 0 2(1 + λ)a 2 ξ
and a
(a 2 + ξ 2 ) − λ(a 2 − ξ 2 )
D22 = − f 1 (ξ)dξ .
0 4λξ
Once all the four just found values of Di j , (i, j = 1, 2) are substituted into (1.116)
and (1.117), we obtain the solution to the problem posed in (1.111)–(1.114) in the
form a
x[(a 2 + ξ 2 ) + λ(a 2 − ξ 2 )]
y1 (x) = − f 1 (ξ)dξ
0 2(1 + λ)a 2 ξ
∞
x − ξ2
x 2
λx
+ f 1 (ξ)dξ − f 2 (ξ)dξ
0 2xξ a (1 + λ)ξ
and a
(a 2 + ξ 2 ) − λ(a 2 − ξ 2 )
y2 (x) = − f 1 (ξ)dξ
0 4λxξ
∞
x
x 2 − ξ2 x
+ f 2 (ξ)dξ − f 2 (ξ)dξ
a 2xξ a 2ξ
Expressing the first two integrals in y1 (x), as well as the last two integrals in y2 (x)
in a single-integral form each, we are able to visualize ultimately the elements

−1
x[(a 2 + ξ 2 ) + λ(a 2 − ξ 2 )][2(1 + λ)a 2 ξ] , for 0 ≤ x ≤ s < a
g11 (x, ξ) = −1
ξ[(a 2 + x 2 ) + λ(a 2 − x 2 )][2(1 + λ)a 2 x] , for 0 < s ≤ x ≤ a,
g12 (x, ξ) = λx[(1 + λ)ξ]−1 , for 0 ≤ x ≤ a < s < ∞,
g21 (x, ξ) = [(a 2 + ξ 2 ) − λ(a 2 − ξ 2 )](4λxξ)−1 , for 0 < s < a ≤ x < ∞,

x(2ξ)−1 , for a ≤ x ≤ s < ∞
g22 (x, ξ) =
ξ(2x)−1 , for a < s ≤ x < ∞.
of the matrix of Green’s type
G(x, ξ) = (gi j (x, ξ))i, j=1,2
to the homogeneous three-point-posed boundary value problem corresponding to

(1.111)–(1.114).
Example 1.2.2 Construct matrix of Green’s type for a problem that simulates the
steady-state heat-transfer process in the assembly of rods depicted in Fig. 1.2. Each
of the rods is made of a homogeneous material with thermal conductivity h i .
Notice that a local coordinate system is introduced for each edge of the graph R.
This yields the following five-point-posed boundary value problem
d 2 u i (x)
hi = − f i (x), x ∈ (0, li ), i = 1, 4 (1.121)
dx2
Fig. 1.2 An assembly of

heat conducting rods
u 1 (l1 ) = u 2 (l2 ) = u 3 (l3 ) (1.122)
du 1 (l1 ) du 2 (l2 ) du 3 (l3 )

h1 + h2 + h3 =0 (1.123)
dx dx dx
du 3 (0) du 4 (l4 )
u 3 (0) = u 4 (l4 ), h 3 − h4 =0 (1.124)
dx dx
u 1 (0) = u 2 (0) = u 4 (0) = 0 , (1.125)
which is viewed as simulating the heat-transfer process in the considered assembly

of rods. The constants li , (i = 1, 4), being the weights of the graph’s R edges,
represent, in physical terms, the lengths of the rods.
The reader is of course advised to confirm the well posedness of the above bound-
ary value problem, to ensure existence of its unique matrix of Green’s type G(x, ξ).
Implementing Theorem 1.6 language, we aim at expressing the solution vector
U(x) of the problem in (1.121)–(1.125) in terms of the right-hand side vector F(x)
in the form of the integral

U(x) = G(x, ξ)F(ξ)d R(ξ), x∈R (1.126)
R
As we already learned, the variation of parameters procedure allows us to do so,

revealing ultimately the matrix G(x, ξ) that we are looking for.
If we employ 1 and x as a fundamental set of solutions for the governing equations
in (1.121), and express their general solutions in the form
u i (x) = Di1 (x) + Di2 (x)x, i = 1, 4 ,
then the above transforms, in compliance with the procedure of the method of vari-
ation of parameters, to
x
ξ−x
u i (x) = f i (ξ)dξ + E i1 + E i2 x, x ∈ (0, li ), i = 1, 4 (1.127)
0 hi
The constants of integration E i1 and E i2 , (i = 1, 4) in (1.127) have to be deter-

mined upon satisfying the uniqueness conditions imposed in (1.122)–(1.125). The
conditions of (1.122), in particular, yield
E 11 = E 21 = E 41 = 0.
For the rest of the constants in (1.127), one obtains a well-posed system of linear
algebraic equations which appears as
⎛ ⎞ ⎛ ⎞ ⎛ ⎞
l1 −l2 0 0 0 E 12 A2 − A1
⎜ l1 −1 −l3 0 ⎟ ⎜ ⎟ ⎜ ⎟
⎜ 0 ⎟ ⎜ E 22 ⎟ ⎜ A3 − A1 ⎟
⎜ h1 h2 0 h3 ⎜
0 ⎟ × ⎜ E 31 ⎟ = ⎜ B1 + B2 + B3 ⎟
⎟ ⎜ ⎟ (1.128)
⎜ ⎟
⎝0 0 1 0 −l4 ⎠ ⎝ E 32 ⎠ ⎝ A4 ⎠
0 0 0 h3 −h 4 E 42 −B4
where the right-hand side parameters are found as

li
ξ − li li
Ai = f i (ξ)dξ, Bi = f i (ξ)dξ, i = 1, 4
0 hi 0
To make the remainder of our development more compact, we assume that the
rods in the assembly (the edges of the graph) have equal lengths, that is l1 = l2 =
l3 = l4 = l. This converts the determinant of the coefficient matrix in (1.128) into
= l 2 [(h 1 + h 2 )(h 3 + h 4 ) + h 3 h 4 ] .
After solving the system in (1.128) and substituting thereupon values of the found
constants E i1 and E i2 into (1.127), we have
l
x
u 1 (x) = {∗ − ξ[h 2 (h 3 + h 4 ) + h 3 h 4 ]} f 1 (ξ)dξ
0 ∗ h 1

x
ξ−x l
xξ
+ f 1 (ξ)dξ + (h 3 + h 4 ) f 2 (ξ)dξ
0 h1 0 ∗
l l
x xξ
+ (lh 3 + ξh 4 ) f 3 (ξ)dξ + h 3 f 4 (ξ)dξ, (1.129)
0 ∗ 0 ∗
l
xξ
u 2 (x) = (h 3 + h 4 ) f 1 (ξ)dξ
0 ∗

x
ξ−x l
x
+ f 2 (ξ)dξ + {∗ − ξ[h 1 (h 3 + h 4 ) + h 3 h 4 ]} f 2 (ξ)dξ
0 h2 0 ∗ h 2
l l
x xξ
+ (lh 3 + ξh 4 ) f 3 (ξ)dξ + h 3 f 4 (ξ)dξ, (1.130)
0 ∗ 0 ∗

l
ξ l
ξ
u 3 (x) = (lh 3 + xh 4 ) f 1 (ξ)dξ + (lh 3 + xh 4 ) f 2 (ξ)dξ
0 ∗ 0 ∗
l
1
+ [l(h 1 + h 2 + h 3 ) − ξ(h 1 + h 2 )](lh 3 + xh 4 ) f 3 (ξ)dξ
0 ∗ h 3

x
ξ−x l
ξ
+ f 3 (ξ)dξ + [l( p1 + p2 + p3 ) − x( p1 + p2 )] f 4 (ξ)dξ, (1.131)
0 p3 0 ∗
and
l l
xξ xξ
u 4 (x) = h 3 f 1 (ξ)dξ + h 3 f 2 (ξ)dξ
0 ∗ 0 ∗
l
x
+ [l(h 1 + h 2 + h 3 ) − ξ(h 1 + h 2 )] f 3 (ξ)dξ
0 ∗

x
ξ−x l
x
+ f 4 (ξ)dξ + [∗ − ξh 3 (h 1 + h 2 )] f 4 (ξ)dξ (1.132)
0 h4 0 ∗ h 4
where ∗ = /l.
At this stage of the derivation procedure, we group the f 1 (ξ) containing integrals
of (1.129), the f 2 (ξ) containing integrals of (1.130), the f 3 (ξ) containing integrals of
(1.131), and the f 4 (ξ) containing integrals of (1.132), in a single-integral form each.
This yields the solution to the five-point-posed boundary value problem of (1.121)–
(1.125) in a single-integral form of (1.126). The elements gi j (x, ξ) of the matrix of
Green’s type G(x, ξ) of the corresponding homogeneous problem can explicitly be
read off from the integral representations in (1.129) through (1.132).
For the sake of compactness, we present only the elements gi1 (x, ξ) of the first
column of G(x, ξ). They are found as
⎧
1 ⎨x{∗ − ξ[h 2 (h 3 + h 4 ) + h 3 h 4 ]}, for x ≤ ξ
g11 (x, ξ) =
∗ h 1 ⎩ξ{∗ − x[h (h + h ) + h h ]}, for x ≥ ξ
2 3 4 3 4
xξ ξ
g21 (x, ξ) = ∗
(h 3 + h 4 ), g31 (x, ξ) = ∗ (lh 3 + xh 4 )

xξ
g41 (x, ξ) = h3
∗
The above stay, in physical terms, for responses of the assembly depicted in
Fig. 1.2 to a unit point source released at a source point ξ arbitrarily located in
the first rod. The rest of the elements of the matrix of Green’s type G(x, ξ),
which represent responses of the assembly to a unit source released at other rods,
could also be directly read off from the integral representations of (1.129) through
(1.132).
Exercising with the ODE problems offered below is important in developing
adequate skills to successfully comprehend the material that the reader will face in
the following chapters.
1.3 Chapter Exercises
Exercise 1.1 Determine the well posedness of the boundary value problem:
(a) y (x) = 0, with y (0) = 0 and y (a) + my(a) = 0;
(b) y (x) − k 2 y(x) = 0, with y(0) = 0 and lim x→∞ |y(x)| < ∞;
(c) ((mx + p)y (x)) = 0, with y (0) = 0 and y(a) = 0.
Exercise 1.2 Construct the Green’s function using the defining properties:
(a) y (x) = 0, with y(0) = 0 and y (a) = 0;
(b) y (x) = 0, with y(0) = 0 and y (a) + hy(a) = 0, h ≥ 0;
(c) y (x) = 0, with y (0) − h 1 y(0) = 0 and y (a) + h 2 y(a) = 0;
(d) ((mx + p)y (x)) = 0, with y(0) = y(a) = 0, m > 0 and p > 0.
Exercise 1.3 Determine whether the equation is in a self-adjoint form:

(a) y (x) + k 2 y(x) = 0;
(b) x 2 y (x) + 2x y (x) − (x 2 − 1)y(x) = 0;
(c) x 2 y (x) − 2x y (x) + y(x) = 0;
(d) y (x) + 3y (x) + 9y(x) = 0;
(e) sin 2 (x) y (x) + sin(2x) y (x) − y(x) = 0.
Exercise 1.4 Reduce the differential equation to a self-adjoint form:

(a) y (x) − 2y (x) + 4y(x) = 0;
(b) y (x) + x y (x) − x 2 y(x) = 0;
(c) x 2 y (x) − x y (x) + y(x) = 0.
Exercise 1.5 Determine whether the boundary value problem is self-adjoint:

(a) y (x) + y(x) = 0, with y(a) = 0 and y (b) + hy(b) = 0, h ≥ 0;
(b) y (x) − y(x) = 0, with y (a) = 0 and y (b) + hy(b) = 0, h > 0;
(c) x y (x) + y (x) − y(x) = 0, y (a) + h 1 y(a) = 0, y (b) + h 2 y(b) = 0, when
both h 1 and h 2 are not zero at the same time;
(d) x y (x) + y (x) = 0, with y(a) = y(b) and a y (a) = b y (b);
(e) (x − a)y (x) + y (x) − y(x) = 0, with lim x→a |y(x)| < ∞, and y (b) +
hy(b) = 0, h > 0;
Exercise 1.6 Use the method of variation of parameters to construct the Green’s
function to the boundary value problem:
(a) (x y (x)) = 0, with lim x→0 |y(x)| < ∞, y(a) = 0;

(b) y (x) − k 2 y(x) = 0, with y (0) − hy(0) = 0, y(a) = 0, h > 0.
Exercise 1.7 Based on Theorem 1.4, solve the boundary value problem:
(a) y (x) + y(x) = 5 exp(2x), with y(0) = 0, y (a) − 2y(a) = 0;

(b) y (x) − y(x) = 2x 2 − 1, with y (0) = 0, y (a) − y(a) = 0;
(c) y (x) + 2y (x) + y(x) = 2 sin x, y (0) = 0, y (a) = 0.
Chapter 2
Spherical Surface
As it follows from the preceding segments in this volume, the lion share of our
work will be devoted to a specific class of applied problems that have never been
touched upon before in standard texts on differential equations. Boundary value prob-
lems will be analyzed as setup for second-order elliptic partial differential equations
that simulate potential fields induced in thin-wall structures. The construction and
implementation of Green’s functions for such problems will be in our focus. While
investigating this topic, one of the primary objectives will be to meet the needs
of practitioners who might be potentially interested in the employment of Green’s
functions in their numerical work.
Chapter 1 was devoted to Green’s functions for ordinary differential equations.
The intention was to maintain a basis for a productive work with partial differential
equations later on. The objective in the current chapter is to describe a workable algo-
rithm developed in [31, 32] for the construction of computer friendly representations
of Green’s functions for problems formulated in regions that represent fragments of
a spherical surface.
The presentation is organized, herein, in such a way that each section deals with
a problem set up for a specific fragment of a spherical surface. The idea behind of
this kind of organization is that different regions on a sphere reveal different peculiar
features of our algorithm. Section 2.1 overviews the algorithm, while each of the
following sections focuses on region’s shape specificities which require individual
considerations. Namely, it is important to know, for example, whether or not the
poles of the sphere represent parts of the region’s boundary. It is also an issue if
the solution of the encountered problem is periodic with respect to one or both the
independent variables.

52 2 Spherical Surface
2.1 Basics of the Resolving Algorithm
In order to make our presentation as explicit and self-explained as possible, this

section introduces the reader to the basics of the above-mentioned algorithm. The
latter is intended for the efficient construction of Green’s functions for boundary
value problems that simulate potential fields induced in thin shells.
Regions of different shape will be encountered later in the upcoming sections.
In this section however, we do not plan to be maximally specific as to the region’s
shape, but some specificity is nevertheless required. Let
= {ϑ, ϕ| ϑ0 ≤ ϑ ≤ ϑ1 , 0 ≤ ϕ ≤ ϕ1 }
be the region on a spherical surface of radius a as depicted in Fig. 2.1.

The shape of will be referred to as the spherical quadrilateral. It represents a
simply connected region bounded, in spherical coordinates, with two parallels ϑ = ϑ0
and ϑ = ϑ1 , as well as with two meridians ϕ = 0 and ϕ = ϕ1 . This obviously makes
of a “rectangular” shape justifying the use of the introduced term quadrilateral.
Let a point belonging to have coordinates x, y and z in the rectangular Cartesian
coordinate system whose origin is located at the center of the encountered spherical
surface. This makes the coordinates x, y and z expressed in a parametric form in
terms of the variables ϑ and ϕ as
x = a sin ϑ cos ϕ, y = a sin ϑ sin ϕ and z = a cos ϑ
If represents the middle surface of a thin-shell element made of a homogeneous

conductive material, then a potential field u = u (ϑ, ϕ) induced in can be simulated
by a boundary value problem where the nonhomogeneous Poisson type equation
Fig. 2.1 The spherical

quadrilateral region
2.1 Basics of the Resolving Algorithm 53

1 ∂ ∂u 1 ∂2u
sin ϑ + = − f (ϑ, ϕ) in (2.1)
a 2 sin ϑ ∂ϑ ∂ϑ a 2 sin ϑ ∂ϕ2
2
is subject to the set of boundary conditions
B1 [u (ϑ, 0)] = 0 and B2 [u (ϑ, ϕ1 )] = 0, (2.2)
and
B3 [u (ϑ0 , ϕ)] = 0 and B4 [u (ϑ1 , ϕ)] = 0, (2.3)
where Bi , i = 1, 4, represent boundary condition operators of either one of the three

standard types (Dirichlet, Neumann, and Robin).
It is evident that, in physical terms, the above formulation pretends that the face
surfaces of the considered shell element are insulated, restricting a loss of energy
through.
Before we proceed any further, let us assume that the problem in (2.1)–(2.3) is
well posed allowing a unique solution. This implies [5, 10, 11, 16, 17, 27, 38–
40] that there exists a unique Green’s function for the corresponding to (2.1)–(2.3)
homogeneous (with f (ϑ, ϕ) ≡ 0) problem.
It is well known (see, for example, [2, 10, 12, 16, 37]) that if G (ϑ, ϕ; τ , ψ)
represents the Green’s function that we have just referred to, then the solution to the
problem in (2.1)-(2.3) itself can be expressed in a form of the domain integral

u (ϑ, ϕ) = G (ϑ, ϕ; τ , ψ) f (τ , ψ) dτ ,ψ , (2.4)

where the element of area dτ ,ψ reads in spherical coordinates as a 2 sin τ dτ dψ.

This prompts a strategy of obtaining the Green’s function G (ϑ, ϕ; τ , ψ) for the
homogeneous problem corresponding to (2.1)–(2.3). Namely, whenever the Green’s
function is required, one needs to simply solve the problem in (2.1)–(2.3) itself. But
proceeding with this, the resolving routine should be developed in such a way that the
solution is eventually expressed in the form of (2.4) delivering the desired Green’s
function.
Return now to the problem setting in (2.1)–(2.3) and sketch an algorithm of its
solution which follows the foregoing type of strategy. Assume that the boundary
conditions in (2.2) allow analytic separation of variables, implying that B1 and B2
represent either Dirichlet or Neumann operators. If so, then the solution u (ϑ, ϕ)
of the original problem and the right-hand side function f (ϑ, ϕ) of the governing
equation can be expressed in the Fourier sine series form
∞

u (ϑ, ϕ) = u n (ϑ) sin νϕ (2.5)
n=1
and
∞

f (ϑ, ϕ) = f n (ϑ) sin νϕ, (2.6)
n=1
where the factor ν is supposed to be directly proportional to the summation index

n in the above series. The coefficient of proportionality depends upon specific com-
bination of B1 and B2 . As an example, if both B1 and B2 are Dirichlet condition
operators, then ν = nπ/ϕ1 .
Upon substituting the trigonometric series representations of (2.5) and (2.6) into
the governing equation of the boundary value problem in (2.1)–(2.3), we arrive at
the set of linear nonhomogeneous ordinary differential equations

d du n (ϑ) ν 2 u n (ϑ)
sin ϑ − =−
f n (ϑ) , n = 1, 2, 3, . . . (2.7)
dϑ dϑ sin ϑ
in the coefficients u n = u n (ϑ) of the series in (2.5), where

f n (ϑ) = a 2 sin ϑ f n (ϑ).
These equations are subject to the boundary conditions
B3 [u n (ϑ0 )] = 0 and B4 [u n (ϑ1 )] = 0 (2.8)
With the above problem formulation, the reader arrives at the familiar territory
of Chap. 1, which has provided us with a necessary experience, and equips with a
workable instrument for dealing with ordinary differential equations. Our next move
will be to properly implement the gained experience while analyzing the problem in
(2.7)–(2.8).
In order to solve the problem in (2.7)–(2.8), we recall the method of variation of
parameters which just represents one of the potential options for that. As the reader
has learned from Chap. 1, this method requires a fundamental set of solutions to the
homogeneous equation corresponding to (2.7). But it is not quite trivial to find two
linearly independent particular solutions representing that set. The variable coeffi-
cients of (2.7) are evidently an issue. However, upon introducing a new independent
variable
ϑ
ω = ln tan ,
2
the governing differential equation in (2.7) reduces to a trivial form, converting the
whole problem in (2.7)–(2.8) to
d 2 u n (ω)
− ν 2 u n (ω) = −
f n (ω) (2.9)
dω 2

B3 [u n (ω1 )] = 0 and
B4 [u n (ω2 )] = 0. (2.10)
Components of a fundamental set of solutions to the homogeneous equation cor-

responding to (2.9) can evidently be chosen as
eνω and e−νω .
In view of the recent change of the independent variable, the backward substitution
reveals the set of functions
ϑ ϑ
tanν and tan−ν
2 2
that represent a fundamental set of solutions to the homogeneous equation corre-
sponding to (2.7). Using the above set of functions and following the standard vari-
ation of parameters procedure, we look for the general solution to the problem in
(2.7) and (2.8) in the form
ϑ ϑ
u n (ϑ) = C1 (ϑ) tanν + C2 (ϑ) tan−ν . (2.11)
2 2
In compliance with the method routine, the form (2.11) yields the well-posed
system of linear algebraic equations
⎛ ϑ ϑ
⎞⎛ ⎞ ⎛ ⎞
tanν 2
tan−ν 2
C1 (ϑ) 0
⎝ ⎠⎝ ⎠=⎝ ⎠
ν tanν ϑ
2
−ν tan−ν ϑ
2
C2 (ϑ) −
f n (ϑ)
in the derivatives of the functions C1 (ϑ) and C2 (ϑ) from (2.11). The solution for this
system appears as
1 ϑ 1 ϑ
C1 (ϑ) = − tan−ν f n (ϑ) and C2 (ϑ) = tanν f n (ϑ)
2ν 2 2ν 2
Upon integrating the above, the functions C1 (ϑ) and C2 (ϑ) themselves are found
as ϑ
1 τ
C1 (ϑ) = − tan−ν f n (τ )dτ + D1
2ν ϑ0 2
and ϑ
1 τ
C2 (ϑ) = tanν f n (τ )dτ + D2
2ν ϑ0 2
Substituting the found expressions for C1 (ϑ) and C2 (ϑ) into (2.11), we come up
with the integral-containing form
ϑ
1 tan2ν (τ /2) − tan2ν (ϑ/2)
u n (ϑ) = f n (τ ) dτ
2ν ϑ0 tanν (ϑ/2) tanν (τ /2)
ϑ ϑ
+ D1 tanν + D2 tan−ν (2.12)
2 2
for the general solution to the equation in (2.7). The constants of integration D1
and D2 can be found upon satisfying the boundary conditions of (2.8). As it follows
from the standard variation of parameters procedure, these constants are expressed
as definite integrals from ϑ0 to ϑ1 of a product of two functions one of which is

f n (τ ) = a 2 sin τ f n (τ ). This allows us to transform the expression for u n (ϑ) from
(2.12) onto the integral-only representation
ϑ1
u n (ϑ) = gn (ϑ, τ ) a 2 sin τ f n (τ ) dτ , (2.13)
ϑ0
where the kernel function gn (ϑ, τ ) represents the Green’s function to the homoge-
neous ODE boundary value problem corresponding to (2.7) and (2.8). It is expressed
in two pieces whose explicit expressions depend on specifics flowing out from the
boundary conditions operators of (2.8). While considering particular problems later
on, we will discuss this issue in more detail, which at this moment look unnecessary.
Note that the functions f n (τ ) in (2.13) represent Fourier coefficients of the series
in (2.6). At this point in our development, they ought to be expressed in terms of the
right-hand side function f (ϑ, ϕ) of the governing equation (2.1). Applying hence,
the Fourier–Euler formula to f n (τ )
ϕ1
2
f n (τ ) = f (τ , ψ) sin νψdψ, n = 1, 2, 3, . . .
ϕ1 0
we substitute the above expression for f n (τ ) into (2.13). This yields

ϕ1 ϑ1
2
u n (ϑ) = gn (ϑ, τ ) sin νψ f (ϑ, ψ) a 2 sin τ dτ dψ, n = 1, 2, 3, . . .
ϕ1 0 ϑ0
Substituting now the above form of u n (ϑ) into (2.5), the solution u (ϑ, ϕ) to the
problem of (2.1)–(2.3) is ultimately found as
∞
ϕ1 ϑ1
2
u (ϑ, ϕ) = gn (ϑ, τ ) sin νϕ sin νψ f (τ , ψ) a 2 sin τ dτ dψ
0 ϑ0 ϕ1 n=1
At this point, it is not hard to realize that the integral form we just came up with
in an extended version of (2.4), and its kernel function
∞
2
G (ϑ, ϕ; τ , ψ) = gn (ϑ, τ ) sin νϕ sin νψ. (2.14)
ϕ1 n=1
represents, subsequently, the Green’s function to the homogeneous boundary value

problem corresponding to (2.1)–(2.3).
Thus, we have completed a sketch of the algorithm that appears efficient for
the construction of series representations of Green’s functions for boundary value
problems of the type in (2.1)–(2.3) set up on a spherical surface.
It is important to remind the reader that Green’s functions of elliptic boundary
value problems in two dimensions, which are targeted in the present study, possess the
logarithmic singularity [12, 16, 27, 42]. That is why their series representations (like
the one in (2.14), for example) cannot converge uniformly, significantly cutting down
their practicality. To fix this unfortunate circumstance, the convergence rate of series
representing Green’s functions ought to be controlled enhancing their practicality.
This is what we are going to especially pay attention to in the coming sections, where
particular problems are encountered.
2.2 Triangular Shaped Region
We proceed now with the implementation of our algorithm (which was sketched in
the preceding section) for the construction of Green’s functions to boundary value
problems that simulate potential fields induced in various fragments of a thin spherical
shell. In doing so, we consider the simply connected region
= {ϑ, ϕ | 0 ≤ ϑ ≤ ϑ1 ; 0 ≤ ϕ ≤ ϕ1 }
representing a fragment of a spherical surface of radius a (see Fig. 2.2).

The region is bounded with two meridians ϕ = 0 and ϕ = ϕ1 , and a single
parallel ϑ = ϑ1 , where 0 < ϑ1 < π and 0 < ϕ1 < 2π. In what follows, we will refer
to as the spherical triangle. The shape of the latter makes the north pole ϑ = 0
Fig. 2.2 The triangular

region on a sphere
a part of the “boundary” for . It will be seen soon that this specific circumstance
notably affects the algorithm.
In the described spherical triangle, we consider a boundary value problem, where
the governing equation

1 ∂ ∂u 1 ∂2u
sin ϑ + = − f (ϑ, ϕ) in (2.15)
a 2 sin ϑ ∂ϑ ∂ϑ a 2 sin2 ϑ ∂ϕ2
is subject to the boundary conditions
u (ϑ, 0) = 0 and u (ϑ, ϕ1 ) = 0, (2.16)
and
∂u (ϑ1 , ϕ)
lim |u (ϑ, ϕ)| < ∞ and = 0. (2.17)
ϑ→0 ∂ϑ
Note that there is a reason behind expressing the first condition of (2.17) in its
current nontrivial form. The thing is that any standard boundary condition is mean-
ingless at ϑ = 0. This is so because ϑ = 0 represents a point of singularity to the
governing equation in (2.15).
Taking into account the boundary conditions of (2.16), we express the solution
function u (ϑ, ϕ) and the right-hand side function f (ϑ, ϕ) of the governing equation
in the Fourier sine series form
∞
nπϕ
u (ϑ, ϕ) = u n (ϑ) sin (2.18)
n=1
ϕ1
and
∞
nπϕ
f (ϑ, ϕ) = f n (ϑ) sin (2.19)
n=1
ϕ1
Implementing the above series representations, one arrives at a boundary value

problem, in the Fourier coefficients u n (ϑ) of (2.18), for the linear ordinary differential
equations

sin ϑ − =−
f n (ϑ) in (0, ϑ1 ), (2.20)
dϑ dϑ sin ϑ
where
f n (ϑ) = a 2 sin ϑ f n (ϑ), and n = 1, 2, 3, . . ., subject to the boundary condi-
tions
du n (ϑ1 )
lim |u n (ϑ)| < ∞ and = 0, (2.21)
ϑ→0 dϑ
where the parameter ν is defined as nπ/ϕ1 .

2.2 Triangular Shaped Region 59
Clearly, the first condition in (2.21) symbolizes the boundness of u n (ϑ) at the
point of singularity ϑ = 0 of the governing equation.
Following in the footsteps of the procedure described in Sect. 2.1, the general
solution to the equation in (2.20) appears as
ϑ
1 tan2ν (τ /2) − tan2ν (ϑ/2)
u n (ϑ) = f n (τ ) dτ
2ν 0 tanν (ϑ/2) tanν (τ /2)
ϑ ϑ
+ D1 tanν + D2 tan−ν , (2.22)
2 2
The uniqueness conditions from (2.21) allow us to specify the constants of integra-
tion D1 and D2 . Observing the above form, one realizes that the function tan−ν (ϑ/2)
is undefined at ϑ = 0. Thus, the only way to satisfy the first boundary condition in
(2.21), which requires for the solution u n (ϑ) to be bounded at ϑ = 0, is to let D2 = 0.
Upon applying the second condition of (2.21), the constant D1 can also be found.
Omitting a quite trivial algebra, we present just its ultimate expression
ϑ1
1 2n (ϑ1 ) + 2n (τ )
D1 = f n (τ ) dτ
2ν 0 n (τ ) 2n (ϑ1 )
in which the function (x) is introduced as

x
(x) = tanπ/ϕ1 .
2
After substituting into (2.22) the expressions for D1 and D2 just found, the
solution to the boundary value problem in (2.20) and (2.21) appears in the form

ϑ n (τ ) 2n (ϑ ) + 2n (ϑ)
1 1

u n (ϑ) = f n (τ ) dτ
2ν 0 n (ϑ) 2n (ϑ1 )
ϑ1 n
(ϑ) 2n (ϑ1 ) + 2n (τ )
+
f n (τ ) dτ ,
ϑ n (τ ) 2n (ϑ1 )
which can be written in a single-integral form as

ϑ1
u n (ϑ) = gn (ϑ, τ )
f n (τ ) dτ , (2.23)
0
whose kernel function gn (ϑ, τ ), representing, by the way, the Green’s function to
the homogeneous ODE boundary value problem corresponding to (2.20) and (2.21),
is found in two pieces
⎧ −
⎨ gn (ϑ, τ ) , 0 ≤ τ ≤ ϑ
gn (ϑ, τ ) = (2.24)
⎩
gn+ (ϑ, τ ) , ϑ ≤ τ ≤ ϑ1
The piece gn− (ϑ, τ ) of gn (ϑ, τ ) is valid for 0 ≤ τ ≤ ϑ, and reads as

1 n (τ ) 2n (ϑ1 ) + 2n (ϑ)
gn− (ϑ, τ ) = ,
2ν n (ϑ) 2n (ϑ1 )
The piece gn+ (ϑ, τ ) , valid for ϑ ≤ τ ≤ ϑ1 , appears in the form

1 n (ϑ) 2n (ϑ1 ) + 2n (τ )
gn+ (ϑ, τ ) = .
2ν n (τ ) 2n (ϑ1 )
Turning back to the expression for u n (ϑ) in (2.23), notice that the functions
f n (τ ) , as factors of
f n (τ ) , represent Fourier coefficients of the series in (2.19).
Expressing them in terms of the right-hand side function f (ϑ, ϕ) of the governing
equation in (2.15), we have
ϕ1
2
f n (τ ) = f (τ , ψ) sin νψdψ
ϕ1 0
This subsequently yields

ϕ1 ϑ1
2
u n (ϑ) = gn (ϑ, τ ) sin νψ f (τ , ψ) a 2 sin τ dτ dψ, n = 1, 2, 3, . . .
ϕ1 0 0
Substituting the above into (2.18), one arrives at an ultimate representation for
the solution to the problem of (2.15)–(2.17), which reads as

u (ϑ, ϕ) = G (ϑ, ϕ; τ , ψ) f (τ , ψ) dτ ,ψ ,

where the kernel function G (ϑ, ϕ; τ , ψ) written as

∞
2
G (ϑ, ϕ; τ , ψ) = gn (ϑ, τ ) sin νϕ sin νψ (2.25)
ϕ1 n=1
is recognized, in light of (2.4), as the sought-after Green’s function to the homoge-

neous boundary value problem of (2.15)–(2.17).
This leads to that very point in the development at which the focus should be
placed on the convergence of the series representation in (2.25). As we emphasized
in the last paragraph of Sect. 2.1, its convergence ought to be improved (if possible
at all) to make the representation in (2.25) practical and, as a result, more attractive
to potential users.
In what follows, we will show that the series representation of the Green’s function
to the problem in (2.15)–(2.17) which is presented in (2.25) appears completely
summable. It reduces to a computer friendly series-free form expressed in terms of
elementary functions. This summability ensures high potential of our algorithm and
plays an important role in attracting possible Green’s functions users.
To begin with the summation procedure, we refer the reader to the standard
[1, 19] summation formula
∞
pn 1
cos nx = − ln 1 − 2 p cos x + p 2 , (2.26)
n=1
n 2
which is valid for p 2 < 1 and 0 ≤ x < 2π. It is worth noting that this series expansion
will play a substantial role in the development that follows.
Proceeding with the summation itself, let us convert the expansion for the Green’s
function from (2.25) to the equivalent form
∞
1
G (ϑ, ϕ; τ , ψ) = gn (ϑ, τ ) [cos ν(ϕ − ψ) − cos ν(ϕ + ψ)] (2.27)
ϕ1 n=1
Note that the expression for gn (ϑ, τ ) presented in (2.24) is given in two pieces.
Note also that each of the pieces (either gn− (ϑ, τ ) or gn+ (ϑ, τ )) is equivalently feasible
for employment in the coming summation procedure. We take gn− (ϑ, τ ), but before
going any further, transform it to the equivalent form
n n
1 (τ ) (τ ) (ϑ)
gn− (ϑ, τ ) = +
2ν (ϑ) 2 (ϑ1 )
Upon substituting the above into (2.27), the latter reads as

∞
1 1 (τ ) n (τ ) (ϑ) n
G (ϑ, ϕ; τ , ψ) = + cos nα
2π n=1 n (ϑ) 2 (ϑ1 )
∞
1 1 (τ ) n (τ ) (ϑ) n
− + cos nβ, (2.28)
2π n=1 n (ϑ) 2 (ϑ1 )
where
π(ϕ − ψ) π(ϕ + ψ)
α= and β =
ϕ1 ϕ1
The single-variable function (x) = tanπ/ϕ1 (x/2), just recently introduced in this
section, is increasing in its domain, and the two-variable function gn− (ϑ, τ ) is defined
for τ ≤ ϑ. With this in mind, one realizes that the expansion in (2.28) represents the
sum of four similar summable series of the type in (2.26). The summation, hence,
yields the following closed form
⎧

1 ⎨ (τ ) (τ ) 2
G (ϑ, ϕ; τ , ψ) = ln 1 − 2 cos β +
2π ⎩ (ϑ) (ϑ)
2
(τ ) (ϑ) (τ ) (ϑ)
+ ln 1−2 cos β +
2 (ϑ1 ) 2 (ϑ1 )
2
(τ ) (τ )
− ln 1−2 cos α +
(ϑ) (ϑ)
⎫
2 ⎬
(τ ) (ϑ) (τ ) (ϑ)
− ln 1−2 cos α +
2 (ϑ1 ) 2 (ϑ1 ) ⎭
for the expansion that appeared in (2.28). After an elementary transformation, it can
be rewritten in a more compact form as
⎧
1 ⎨ 2 (ϑ) − 2 (ϑ) (τ ) cos β + 2 (τ )
G (ϑ, ϕ; τ , ψ) = ln
2π ⎩ 2 (ϑ) − 2 (ϑ) (τ ) cos α + 2 (τ )
⎫
4 (ϑ1 ) − 22 (ϑ1 ) (ϑ) (τ ) cos β + 2 (τ ) 2 (ϑ) ⎬
+ ln (2.29)
4 (ϑ1 ) − 22 (ϑ1 ) (ϑ) (τ ) cos α + 2 (τ ) 2 (ϑ) ⎭
representing the Green’s function to the homogeneous boundary value problem cor-
responding to (2.15)–(2.17). The appearance of the form in (2.29) speaks for itself.
It is compact and closed in the conventional sense, implying that it is expressed in
terms of elementary functions. That is why we can call this form computer friendly.
While observing the above expression, the reader is advised to turn back to that
point in our recent development at which we had chosen the piece gn− (ϑ, τ ) of
the two-piece-defined function gn (ϑ, τ ). We claimed over there that each piece of
gn (ϑ, τ ) is equivalently eligible for use. Indeed, in view of the symmetry of (2.29),
the interchange of ϑ with τ does not affect it at all. If so then it becomes absolutely
clear that giving preference to the piece gn+ (ϑ, τ ) instead, would never affect the
ultimate form of (2.29).
Fig. 2.3 The field induced by three point sources
The workability of the expression for G (ϑ, ϕ; τ , ψ) in (2.29) could be justified

by Fig. 2.3. The triangular shape of is defined by ϑ1 = π/2 and ϕ1 = π/2, which
makes a spherical octant. A potential field is depicted as generated in a thin-shell ele-
ment for which is the middle surface. The field is induced by three point sources
of intensities K 1 = 1, K 2 = 10, and K 3 = 100 released at the points (τ1 , ψ1 ) =
(0.425π, 0.15π), (τ2 , ψ2 ) = (0.375π, 0.425π), and (τ3 , ψ3 ) = (0.15π, 0.25π),
respectively. The superposition

3

K j G ϑ, ϕ; τ j , ψ j
j=1
of three profiles of the Green’s function shown in (2.29) represents the field.
Appendix segment of this volume provides the reader with an extensive list of
computer friendly representations of Green’s functions constructed for a number of
boundary value problems that simulate potential fields induced in elements of thin
shells. Among of many others, Green’s functions for some different of (2.15)–(2.17)
problems posed in the spherical triangle are also available over there.
2.3 Belt-Shaped Region
The work is continued in this section on the construction of Green’s functions for
problems stated in regions belonging to a spherical surface. Another practically
important shape of a spherical region is brought to the reader’s attention. That is the
double-connected region
Fig. 2.4 Spherical belt
= {ϑ, ϕ| ϑ0 ≤ ϑ ≤ ϑ1 , 0 ≤ ϕ < 2π}
belonging to a spherical surface of radius a and depicted in Fig. 2.4. The region
is bounded with two parallels ϑ = ϑ0 and ϑ = ϑ1 , and will be referred to as the
spherical belt.
An important feature of any boundary value problem posed in is that its solution
has to be 2π-periodic with respect to the longitudinal coordinate ϕ. This brings
new nuances to our approach, which must, of course, be somewhat different of that
developed in Sect. 2.2.
For an illustrative example, let the equation

1 ∂ ∂u 1 ∂2u
sin ϑ + = − f (ϑ, ϕ) in , (2.30)
with an integrable in right-hand side function f (ϑ, ϕ), be subject to the Neumann
and the Dirichlet conditions
∂u (ϑ0 , ϕ)
= 0 and u (ϑ1 , ϕ) = 0 (2.31)
∂ϑ
imposed on the boundary fragments ϑ = ϑ0 and ϑ = ϑ1 of , respectively. The
conditions
u (ϑ, 0) − u (ϑ, 2π) = 0 (2.32)
and
∂u (ϑ, 0) ∂u (ϑ, 2π)
− =0 (2.33)
∂ϕ ∂ϕ
have also to be imposed to reflect the 2π-periodicity of the solution we are looking
for.
2.3 Belt-Shaped Region 65
Our target is the Green’s function to the homogeneous problem corresponding to

the well-posed setting in (2.30)–(2.33).
It is evident that the 2π-periodicity of the above problem requires complete Fourier
series expansions for the solution function u (ϑ, ϕ) and the right-hand side f (ϑ, ϕ)
of (2.30). That is
∞ ∞
1
u (ϑ, ϕ) = u 0 (ϑ) + u (c)
n (ϑ) cos nϕ + u (s)
n (ϑ) sin nϕ (2.34)
2 n=1 n=1
and
∞ ∞
1
f (ϑ, ϕ) = f 0 (ϑ) + f n(c) (ϑ) cos nϕ + f n(s) (ϑ) sin nϕ. (2.35)
2 n=1 n=1
Evidently, the expansion in (2.34) complies with the conditions in (2.32) and
(2.33). Substituting now the above expansions into (2.30) and (2.31), one arrives at
the ODE boundary value problem

d du n (ϑ) n 2 u n (ϑ)
sin ϑ − =−
f n (ϑ) , n = 0, 1, 2, . . . (2.36)
dϑ dϑ sin ϑ
du n (ϑ0 )
= 0 and u n (ϑ1 ) = 0 (2.37)
dϑ
in the coefficients u n (ϑ) of the series in (2.34). The reader, who delves into every
detail, notices perhaps that the functions u n (ϑ) and f n (ϑ) in (2.36) and (2.37) are
not decorated with the superscripts (c) and (s) . This is so because for both the cosine
and sine coefficients of the Fourier series of (2.34) and (2.35), we arrive at the same
problem in u n (ϑ), making actually needless the use of these subscripts.
Before we proceed to the solution of the problem in (2.36) and (2.37), it is worth
noting that its treatment for the cases of n = 0 and of n ≤ 1 ought to be different.
Why so? To answer this question, the reader is advised to recall that the standard
method of variation of parameters is in use at this very stage of our procedure (see
Sects. 2.1 and 2.2). And a substantial element of this method is a fundamental set
of solutions to the homogeneous equation corresponding to (2.36). But fundamental
sets of solutions for the cases of n = 0 and n ≤ 1 are obviously different.
Let us focus on the case of n = 0 first. The setting in (2.36) and (2.37) reduces,
in this case, to
d du 0 (ϑ)
sin ϑ =− f 0 (ϑ) (2.38)
dϑ dϑ
du 0 (ϑ0 )
= 0 and u 0 (ϑ1 ) = 0 (2.39)
dϑ
Components of a fundamental set of solutions to the homogeneous equation cor-

responding to (2.38) can be chosen [24] as

ϑ
1 and ln tan
2
and in compliance with the method of variation of parameters, we thus arrive at the
general solution to (2.38) in the form
ϑ
0 (τ )
u 0 (ϑ) = ln f 0 (τ ) dτ + D1 ln 0 (ϑ) + D2 ,
ϑ0 0 (ϑ)
where 0 (x) = tan(x/2) and f 0 (τ ) = a 2 sin τ f 0 (τ ).

The constants of integration D1 and D2 are found via the boundary conditions in
(2.39) and appear as
ϑ1
0 (τ )
D1 = 0 and D2 = − ln f 0 (τ ) dτ .
ϑ0 0 (ϑ1 )
With these at hand, the solution to (2.38) reads as

ϑ ϑ1
0 (ϑ1 ) 0 (ϑ1 )
u 0 (ϑ) = ln f 0 (τ ) dτ + ln f 0 (τ ) dτ .
ϑ0 0 (ϑ) ϑ 0 (τ )
Expressing the above in a single-integral form, we have

ϑ1
u 0 (ϑ) = g0 (ϑ, τ )
f 0 (τ ) dτ , (2.40)
ϑ0
where ⎧
⎪ 0 (ϑ1 )
⎨ ln 0 (τ )
, if ϑ ≤ τ
g0 (ϑ, τ ) = (2.41)
⎪
⎩ ln 0 (ϑ1 )
0 (ϑ)
, if τ ≤ ϑ
represents the Green’s function to the homogeneous ODE boundary value problem
corresponding to (2.36) and (2.37) in the case of n = 0.
The case of n ≥ 1 turns us back to the problem in (2.36) and (2.37) in its current
form, with n representing an integer parameter. Analogously to the case of n = 0 just
completed, the solution u n (ϑ) of the setting in (2.36) and (2.37) can also be obtained
with the aid of the method of variation of parameters whose procedure was already
explained for this type of problems in our preceding sections. That is why we omit
a lengthy but very straightforward routine and present just the ultimate form
ϑ1
u n (ϑ) = gn (ϑ, τ )
f n (τ ) dτ (2.42)
ϑ0
for u n (ϑ) expressed in terms of the Green’s function gn (ϑ, τ ) of the homogeneous
ODE problem corresponding to (2.36) and (2.37). It is customarily found in two
pieces. Its expression valid for ϑ0 ≤ τ ≤ ϑ ≤ ϑ1 reads as
n0 (ϑ0 ) n0 (ϑ1 )

gn (ϑ, τ ) =
2n 2n
0 (ϑ0 ) + 0 (ϑ1 )
2n

n0 (τ ) n0 (ϑ0 ) n0 (ϑ1 ) n0 (ϑ)
× + − n , (2.43)
n0 (ϑ0 ) n0 (τ ) n0 (ϑ) 0 (ϑ1 )
while the expression for ϑ0 ≤ ϑ ≤ τ ≤ ϑ1 can be obtained from (2.43) by inter-

changing ϑ with τ .
In view of the expansions from (2.34) and (2.35), one arrives ultimately at the
integral form
u (ϑ, ϕ) = G (ϑ, ϕ; τ , ψ) f (τ , ψ) dτ ,ψ ,

of the solution to the boundary value problem in (2.30)–(2.33), providing us with

an explicit expression for the sought-after Green’s function G (ϑ, ϕ; τ , ψ) to the
corresponding homogeneous problem. It is found in terms of g0 (ϑ, τ ) and gn (ϑ, τ )
just presented in (2.41) and (2.43), and reads as
∞
1
G (ϑ, ϕ; τ , ψ) = g0 (ϑ, τ ) + gn (ϑ, τ ) cos nϕ cos nψ
2 n=1
∞

+ gn (ϑ, τ ) sin nϕ sin nψ
n=1
∞
1
= g0 (ϑ, τ ) + gn (ϑ, τ ) cos n (ϕ − ψ) (2.44)
2 n=1
So, at this stage in our procedure, similarly to the situation in Sect. 2.2, the Green’s
function that we are looking for is obtained in a series form. Note that both the
series in (2.28) and (2.44) are nonuniformly convergent in and both have the
same convergence rate. But in contrast to the form in (2.28), which was completely
summed up in Sect. 2.2, the form in (2.44) does not allow a complete summation. A
significant increase of its convergence rate is nevertheless possible notably enhancing
its computational potential.
Convergence of series representing Green’s functions for partial differential equa-
tions was always an issue for researchers (see, for example, [21, 29]). In [32, 34],
we proposed a special technique aimed at the convergence improvement for series of
the type in (2.44). We are not going to describe this technique in full detail in relation
to the current situation, but its brief sketch would, in our opinion, help the reader.
To figure out a feature which makes the series in (2.44) hard to sum up, let us take
a close look at both (2.28) and (2.44), and compare. The form in (2.28) contains four
series of the type
∞
1 P1 n
cos nx,
n=1
n P2
where ||P1 || < ||P2 || and 0 ≤ x < 2π. This makes the series in (2.28) completely
summable with the aid of the standard summation formula of (2.26) which was
already implemented in Sect. 2.2. The series in (2.44) is, however, different. Its type
can be expressed as
∞
1 P1n P2n
cos nx, (2.45)
n=1
n P22n + P12n
where ||P1 || < ||P2 || and 0 ≤ x < 2π. It is evident that the formula in (2.26) appears
useless in the case of (2.45). But upon transforming it in the way shown below
∞
1 P1n P2n
cos nx
n=1
n P22n + P12n
∞
1 P1n P2n P1n P1n
= − + cos nx
n=1
n P22n + P12n P2n P2n
∞ ∞
1 P1n P2n P1n 1 P1 n
= − n cos nx + cos nx
n=1
n P22n + P12n P2 n=1
n P2
∞ ∞
1 P13n 1 P1 n
=− cos nx + cos nx , (2.46)
n=1
n P2n P22n + P12n n=1
n P2
we managed to decompose the series in (2.45) onto two other series, one of which is
of the familiar type allowing the complete summation, whereas the convergence rate
of the other series in (2.46) is evidently higher then that of (2.45) making it uniformly
convergent in .
Applying the technique, a brief sketch of which was just presented, to the series
in (2.44), after a tedious but quite straightforward algebra, we obtain the ultimate
form ∞
1
G (ϑ, ϕ; τ , ψ) = Rn (ϑ, τ ) cos n (ϕ − ψ)
2π n=1

20 (ϑ)40 (ϑ0 ) − 220 (ϑ0 )20 (ϑ1 )0 (ϑ)0 (τ ) cos(ϕ − ψ) + 20 (τ )40 (ϑ1 )
+ ln
40 (ϑ1 ) 20 (ϑ) − 20 (ϑ)0 (τ ) cos(ϕ − ψ) + 20 (τ )

20 (ϑ)20 (τ ) − 220 (ϑ1 )0 (ϑ)0 (τ ) cos(ϕ − ψ) + 40 (ϑ1 )
+ ln (2.47)
20 (ϑ)20 (τ ) − 220 (ϑ0 )0 (ϑ)0 (τ ) cos(ϕ − ψ) + 40 (ϑ0 )
of the Green’s function to the boundary value problem in (2.30)–(2.33). The coeffi-
cient Rn (ϑ, τ ) of the series component in (2.47) is defined in two pieces. The piece
valid for ϑ0 ≤ τ ≤ ϑ ≤ ϑ1 reads as
2n 2n
0 (ϑ0 ) 0 (ϑ) − 0 (ϑ1 ) 0 (τ ) + 0 (ϑ0 )
2n 2n 2n
Rn (ϑ, τ ) = 2n
n 2n0 (ϑ1 ) 0 (ϑ) 0 (τ ) 0 (ϑ0 ) + 0 (ϑ1 )
n n 2n
while the expression for Rn (ϑ, τ ) valid for ϑ0 ≤ ϑ ≤ τ ≤ ϑ1 can be obtained from
the above by interchanging ϑ and τ in its numerator. The denominator is evidently
indifferent to this interchange.
Observing the form in (2.47), one might get an impression that it is too heavy
loaded for computer implementations, but we can refute such an impression. One of
the arguments for this is that the logarithmic components, looking a sort of heavy
loaded, are expressed in fact in terms of elementary functions, making them easy
to compute. As to the series component, we have already highlighted its uniform
convergence in .
Hence, the form in (2.47) is indeed computer friendly, allowing direct implemen-
tations in a numerical work.
Illustrating the computability of (2.47), we present, in Fig. 2.5, a potential field
induced by a single unit point source in a thin-shell element whose middle surface
Fig. 2.5 The field induced by a point source in the spherical belt
is a spherical belt. Its shape is defined by ϑ0 = 0.2π and ϑ1 = 0.5π, and the source
is positioned at (0.35π, 0.55π).
2.4 Quadrilateral-Shaped Region
Another significant peculiarity of our algorithm will be highlighted and clarified in

this section. It is associated with the shape of a region hosting a boundary value
problem, and boundary conditions imposed on its boundary. To be specific, we take
a look at the quadrilateral
= {ϑ, ϕ | ϑ0 ≤ ϑ ≤ ϑ1 ; 0 ≤ ϕ ≤ ϕ1 }
on a sphere of radius a, where ranges of the shape defining parameters ϑ0 , ϑ1 , and

ϕ1 are given as: 0 < ϑ0 < ϑ1 < π and 0 < ϕ1 < 2π.
Consider in the boundary value problem

1 ∂ ∂u 1 ∂2u
sin ϑ + = − f (ϑ, ϕ) , (ϑ, ϕ) ∈ , (2.48)
∂u (ϑ, ϕ1 )
u (ϑ, 0) = 0, = 0, (2.49)
∂ϕ
and
∂u (ϑ1 , ϕ)
u (ϑ0 , ϕ) = 0, = 0. (2.50)
∂ϑ
Aiming at a separation of variables for the above problem and taking into account
the Dirichlet–Neumann combination of boundary conditions in (2.49), we expand the
solution function u (ϑ, ϕ) and the right-hand side f (ϑ, ϕ) of the governing equation
in the Fourier sine series form
∞

u (ϑ, ϕ) = u n (ϑ) sin νϕ (2.51)
n=1
and
∞

f (ϑ, ϕ) = f n (ϑ) sin νϕ, (2.52)
n=1
where the factor ν of the argument of the sine function is specifically defined in terms
of the summation index n of the above series as
ν = (2n − 1) π/(2ϕ1 )
2.4 Quadrilateral-Shaped Region 71
This makes u (ϑ, ϕ) in (2.51) complying with the conditions in (2.49) and yields
the boundary value problem

sin ϑ − =−
f n (ϑ) in (ϑ0 , ϑ1 )
dϑ dϑ sin ϑ
du n (ϑ1 )
u n (ϑ0 ) = 0 and =0
dϑ
in the coefficients u n (ϑ) of (2.51).

The above problem has already been encountered in Sect. 2.3, where its solution
was found in the form
ϑ1
u n (ϑ) = gn (ϑ, τ )
f n (τ ) dτ , (2.53)
ϑ0
where f n (τ ) = a 2 sin τ f (τ ) and the expression for gn (ϑ, τ ) , valid for ϑ0 ≤ τ ≤

ϑ ≤ ϑ1 , reads as
n (ϑ0 ) n (ϑ1 )
gn (ϑ, τ ) =
2n 2n (ϑ0 ) + 2n (ϑ1 )

n (τ ) n (ϑ0 ) n (ϑ1 ) n (ϑ)
× − n + , (2.54)
(ϑ0 )
n (τ ) n (ϑ) n (ϑ1 )
where (x) = tanπ/ϕ1 (x/2).

Note once again that the expression for gn (ϑ, τ ) valid for ϑ0 ≤ ϑ ≤ τ ≤ ϑ1 can
be obtained from (2.54) by interchanging ϑ with τ .
This yields the solution to the boundary value problem in (2.48)–(2.50) as
expressed in the integral form

u (ϑ, ϕ) = G (ϑ, ϕ; τ , ψ) f (τ , ψ) dτ ,ψ

which reveals the nonuniformly converging in series representation

∞
1
G (ϑ, ϕ; τ , ψ) = gn (ϑ, τ ) [cos ν(ϕ − ψ) − cos ν(ϕ + ψ)] (2.55)
ϕ1 n=1
for the sought-after Green’s function of the homogeneous boundary value problem
corresponding to (2.48)–(2.50).
Thus, analogously to the situation that took place in Sect. 2.3 with the series of
(2.44), we are once again at the familiar point in the development where the Green’s
function of our interest is expressed in the form of a nonuniformly convergent series.
A certain effort is required therefore towards an improvement of its convergence.
In doing so, we will focus on a partial summation of the series in (2.55). It looks
like it might potentially be accomplished in the way proposed earlier in Sect. 2.3.
Indeed, the transformation sketched over there (see (2.46)) appears also workable
for the series in (2.55) splitting it onto two other series. One of them converges
uniformly and can therefore be considered as computer friendly. But, as to the second
of those series, the summation formula from (2.26) is not unfortunately immediately
applicable.
With all the foregoing comments in mind, we recall another standard summation
formula [1, 19]
∞
p 2n−1 1 1 + 2 p cos x + p 2
cos(2n − 1)x = ln , (2.56)
n=1
2n − 1 4 1 − 2 p cos x + p 2
which presumes that its parameters p and x satisfy the conditions: p 2 < 1 and 0 ≤
x < 2π. It perfectly fits the situation with the second of the two series resulting from
the just mentioned splitting of the expansion in (2.55).
Omitting a tedious algebra which resembles, in most details, the work done on
the series from (2.44) in Sect. 2.3, we reveal just an ultimate representation for the
Green’s function to the problem in (2.48)–(2.50). It was found in the form
∞
1
G (ϑ, ϕ; τ , ψ) = Rn (ϑ, τ ) sin νϕ sin νψ
2π n=1
√
(ϑ)(τ ) α β (ϑ) α β
+ ln H , , H , ,
(ϑ1 ) 2 2 (τ ) 2 2

(ϑ0 ) α β (ϑ0 ) (ϑ) α β
− ln H √ , , H , , , (2.57)
(ϑ)(τ ) 2 2 (ϑ1 ) (τ ) 2 2
where the three-variable function H (x, ξ, η), in terms of which the arguments of the
logarithmic functions are expressed, is defined as
(1 + 2x cos ξ + x 2 )(1 − 2x cos η + x 2 )

H (x, ξ, η) = .
(1 − 2x cos ξ + x 2 )(1 + 2x cos η + x 2 )
The parameters α and β in the function H (x, ξ, η) of (2.57) are expressed, in

terms of the variables ϕ and ψ, as
π π
α= (ϕ − ψ) and β = (ϕ + ψ).
ϕ1 ϕ1
The coefficient Rn (ϑ, τ ) of the series component in (2.57) is found, for ϑ ≤ τ , as

Fig. 2.6 A profile of the Green’s function shown in (2.57)
n (ϑ0 ) [n (ϑ) + n (ϑ1 )] [n (τ ) − n (ϑ0 )]

Rn (ϑ, τ ) = √ ,
νn (ϑ1 ) n (ϑ) n (τ ) [n (ϑ0 ) + n (ϑ1 )]
while its expression valid for τ ≤ ϑ can customarily be obtained by the interchange
of the variables ϑ and τ .
In Fig. 2.6, the reader finds a profile of the just obtained Green’s function, where the
parameters defining the region are given as: ϑ0 = 0.2π, ϑ1 = 0.5π, and ϕ1 = 0.5π,
with a unit source released at the point (0.35π, 0.35π).
2.5 Robin Problem for Spherical Cap
Note that the boundary condition operators are of either Dirichlet or Neumann kind
in all the problems encountered so far in this chapter. But, as we have asserted earlier
in Sect. 2.1, the technique, we propose for the construction of Green’s functions, is
potentially applicable to problems with Robin condition imposed as well. And it is
about right time to confirm this assertion. For illustration, we consider a problem
stated in the region
= {ϑ, ϕ | 0 < ϑ ≤ ϑ1 ; 0 ≤ ϕ < 2π}
on a sphere of radius a, where 0 < ϑ1 < π. The region is simply connected and
bounded with the parallel ϑ = ϑ1 in spherical coordinates. This shape will be referred
to as the spherical cap.
The shape of combines two specific features each of which has been touched
upon earlier in this chapter. Namely, analogously to the spherical belt considered in
Sect. 2.3, the spherical cap is closed in the longitudinal direction, and as well as in
the case of a spherical triangle (see Sect. 2.2), the north pole ϑ = 0 represents a part
of the “boundary” for .
Our objective is the Green’s function to the homogeneous boundary value problem
corresponding to the well-posed setting

1 ∂ ∂u 1 ∂2u
sin ϑ + = − f (ϑ, ϕ) , (ϑ, ϕ) ∈ (2.58)
∂u (ϑ1 , ϕ)
lim |u (ϑ, ϕ) | < ∞ and u (ϑ1 , ϕ) + λ =0 (2.59)
ϑ→0 ∂ϑ
and
∂u (ϑ, 0) ∂u (ϑ, 2π)
u (ϑ, 0) = u (ϑ, 2π) and = , (2.60)
∂ϕ ∂ϕ
where λ in the Robin condition represents a positive parameter.

In view of the 2π-periodicity of the above problem, the complete Fourier series
expansions
∞ ∞
1 (c)
u (ϑ, ϕ) = u 0 (ϑ) + u n (ϑ) cos nϕ + u (s)
n (ϑ) sin nϕ (2.61)
2 n=1 n=1
and
∞ ∞
1
f (ϑ, ϕ) = f 0 (ϑ) + f n(c) (ϑ) cos nϕ + f n(s) (ϑ) sin nϕ (2.62)
2 n=1 n=1
are required, in this case, for the solution function u (ϑ, ϕ) and the right-hand side
f (ϑ, ϕ) of (2.58).
This yields the ODE boundary value problem

d du n (ϑ) n 2 u n (ϑ)
sin ϑ − =−
f n (ϑ) , n = 0, 1, 2, . . . (2.63)
dϑ dϑ sin ϑ
du n (ϑ1 )
lim |u n (ϑ) | < ∞ and u n (ϑ1 ) + λ =0 (2.64)
ϑ→0 dϑ
in the coefficients u n (ϑ) of the series in (2.61).

In compliance with our approach, whose details relevant to the current situation
can be found in Sect. 2.3, the Green’s function G (ϑ, ϕ; τ , ψ) of the homogeneous
problem corresponding to (2.58)–(2.60) appears in the series form
∞
1
G (ϑ, ϕ; τ , ψ) = g0 (ϑ, τ ) + gn (ϑ, τ ) cos n (ϕ − ψ) , (2.65)
2 n=1
2.5 Robin Problem for Spherical Cap 75
where g0 (ϑ, τ ) and gn (ϑ, τ ) represent Green’s functions to the homogeneous prob-
lem settings corresponding to (2.63) and (2.64), for the cases n = 0 and n ≥ 1,
respectively.
Constructing the Green’s function gn (ϑ, τ ) to the actual setting in (2.63) and
(2.64) by the method variation of parameters, we customarily obtain the general
solution to (2.63) as
ϑ
1 2n
0 (τ ) − 0 (ϑ)
2n
u n (ϑ) = f n (τ ) dτ + D1 n0 (ϑ) + D2 −n
0 (ϑ), (2.66)
2n 0 n0 (τ )n0 (ϑ)
where 0 (x) = tan(x/2) and f n (τ ) = a 2 sin τ f n (τ ).

To determine the constants of integration, we use the boundary conditions of
(2.64). It is evident that the boundness condition at ϑ = 0 requires D2 = 0, while
the Robin condition in (2.64) allows to obtain
ϑ1
1 sin ϑ1 − nλ n0 (τ ) n0 (ϑ1 )
D1 = − f n (τ ) dτ
2nn0 (ϑ1 ) 0 sin ϑ1 + nλ n0 (ϑ1 ) n0 (τ )
Upon substituting the just presented values of the constants of integration D1 and
D2 into (2.66), the latter reduces to
ϑ
1 sin ϑ1 − nλ n0 (ϑ)n0 (τ ) n0 (τ )
u n (ϑ) = − n f n (τ ) dτ
2n 0 sin ϑ1 + nλ 2n0 (ϑ1 ) 0 (ϑ)
ϑ1
1 sin ϑ1 − nλ n0 (ϑ)n0 (τ ) n0 (ϑ)
+ − n f n (τ ) dτ (2.67)
2n ϑ sin ϑ1 + nλ 2n0 (ϑ1 ) 0 (τ )
This reveals the Green’s function gn (ϑ, τ ) to the homogeneous ODE problem
corresponding to (2.63) and (2.64). Its representation valid for ϑ ≤ τ appears as

1 sin ϑ1 − nλ n0 (ϑ)n0 (τ ) n0 (ϑ)
gn (ϑ, τ ) = − n , (2.68)
2n sin ϑ1 + nλ 2n0 (ϑ1 ) 0 (τ )
whereas the expression of gn (ϑ, τ ) valid for τ ≤ ϑ can be obtained from the above
by interchanging ϑ with τ .
We turn now to the component g0 (ϑ, τ ) of the series expansion in (2.65). It
represents the Green’s function to the homogeneous boundary value problem corre-
sponding to
d du 0 (ϑ)
sin ϑ =− f 0 (ϑ) (2.69)
dϑ dϑ
du 0 (ϑ1 )
lim |u 0 (ϑ) | < ∞ and u 0 (ϑ1 ) + λ =0 (2.70)
ϑ→0 dϑ
The above problem is what the setting in (2.63) and (2.64) reduces to in the case of
n = 0. Via the method of variation of parameters, the general solution of the equation
in (2.69) appears as
ϑ
0 (τ )
u 0 (ϑ) = ln f 0 (τ ) dτ + D1,0 ln 0 (ϑ) + D2,0
0 0 (ϑ)
The boundness condition in (2.70) implies D1,0 = 0, while the Robin condition
at ϑ = ϑ1 leads to
ϑ1
0 (ϑ1 ) λ
D2,0 = ln + f 0 (τ ) dτ
0 0 (τ ) sin ϑ1
resulting in
ϑ
0 (ϑ1 ) λ
u 0 (ϑ) = ln + f 0 (τ ) dτ
0 0 (ϑ) sin ϑ1
ϑ1
0 (ϑ1 ) λ
+ ln + f 0 (τ ) dτ
0 0 (τ ) sin ϑ1
This reveals the following two-piece-defined expression

⎧
⎪ 0 (ϑ1 ) λ
⎨ ln 0 (ϑ)
+ sin ϑ1
, if τ ≤ ϑ
g0 (ϑ, τ ) = (2.71)
⎪
⎩ ln 0 (ϑ1 ) λ
0 (τ )
+ sin ϑ1
, if ϑ ≤ τ
for the Green’s function to the homogeneous ODE problem corresponding to (2.69)
and (2.70) in the case of n = 0.
So, with both g0 (ϑ, τ ) and gn (ϑ, τ ) at hand, the form in (2.65) gives us an
explicit nonuniformly convergent series representation for the Green’s function
G (ϑ, ϕ; τ , ψ) to the homogeneous problem corresponding to (2.58)–(2.60). To
enhance the computational potential of the series in (2.65), we transform the expres-
sion from (2.68) for gn (ϑ, τ ), valid for ϑ ≤ τ , to the equivalent one

1 2nλ n0 (ϑ)n0 (τ ) n0 (ϑ)
gn (ϑ, τ ) = 1− − n
2n sin ϑ1 + nλ 2n0 (ϑ1 ) 0 (τ )
This yields
1 0 (ϑ1 ) λ
G (ϑ, ϕ; τ , ψ) = ln +
2 0 (τ ) sin ϑ1
∞
1 1 n0 (ϑ)n0 (τ ) n0 (ϑ)
+ − cos n (ϕ − ψ)
2π n=1 n 2n
0 (ϑ1 ) n0 (τ )
2.5 Robin Problem for Spherical Cap 77
∞
λ n0 (ϑ)n0 (τ )
− cos n (ϕ − ψ) ,
2π n=1 (sin ϑ1 + nλ) 2n 0 (ϑ1 )
where the first of the two series is completely summable, while the second is uni-
formly convergent for any mutual location of the observation and the source points
inside of . The partial summation ultimately yields
∞
λ λ n0 (ϑ)n0 (τ )
G (ϑ, ϕ; τ , ψ) = + cos n (ϕ − ψ)
sin ϑ1 2π n=1 (sin ϑ1 + nλ) 2n 0 (ϑ1 )

1 40 (ϑ1 ) − 220 (ϑ1 )0 (ϑ)0 (τ ) cos (ϕ − ψ) + 20 (ϑ)20 (τ )
+ ln (2.72)
2π 20 (ϑ1 ) 20 (τ ) − 20 (ϑ)0 (τ ) cos (ϕ − ψ) + 20 (ϑ)
which is indeed ready for an immediate computer implementation.

Interestingly enough, the above representation reduces to the closed form

1 40 (ϑ1 ) − 220 (ϑ1 )0 (ϑ)0 (τ ) cos (ϕ − ψ) + 20 (ϑ)20 (τ )
ln
2π 20 (ϑ1 ) 20 (τ ) − 20 (ϑ)0 (τ ) cos (ϕ − ψ) + 20 (ϑ)
of the Green’s function for the Dirichlet problem
lim |u (ϑ, ϕ) | < ∞ and u (ϑ1 , ϕ) = 0

ϑ→0
∂u (ϑ, 0) ∂u (ϑ, 2π)

u (ϑ, 0) = u (ϑ, 2π) and =
∂ϕ ∂ϕ
which the statement in (2.58)–(2.60) reduces to, if λ = 0.

On the other hand, the form in (2.72) is undefined, if λ is taken to infinity. This
reflects the evident fact that the Neumann problem
∂u (ϑ1 , ϕ)
lim |u (ϑ, ϕ) | < ∞ and =0
ϑ→0 ∂ϑ
∂u (ϑ, 0) ∂u (ϑ, 2π)

u (ϑ, 0) = u (ϑ, 2π) and =
∂ϕ ∂ϕ
which the statement in (2.58)–(2.60) reduces to in this case, is ill-posed, and its
classical Green’s function does not therefore exist.
2.6 Spherical Sector
The term spherical sector will be used in this section in reference to the simply
connected region
= {ϑ, ϕ | 0 < ϑ ≤ π; 0 ≤ ϕ < ϕ1 }
on a spherical surface of radius a. It is bounded with two meridians ϕ = 0 and

ϕ = ϕ1 . The term spherical sector (which the reader might be skeptical about) is
chosen on account of the way the shape of is formed, analogously to the way the
circular sector is obtained from a circle on a plane.
Note that both poles of the spherical surface are parts of the region’s “boundary”.
This notably affects our algorithm for the construction of the Green’s function of a
problem stated in .
Since the poles represent points of singularity for the governing equation

1 ∂ ∂u 1 ∂2u
sin ϑ + = − f (ϑ, ϕ) , (ϑ, ϕ) ∈ (2.73)
the solution function u = u(ϑ, ϕ) ought to be subject to the boundness conditions
lim |u (ϑ, ϕ) | < ∞ and lim |u (ϑ, ϕ) | < ∞ (2.74)

ϑ→0 ϑ→π
To complete statement of a well-posed problem in , the Dirichlet conditions
u(ϑ, 0) = 0 and u(ϑ, ϕ1 ) = 0 (2.75)
are imposed on the meridians ϕ = 0 and ϕ = ϕ1 .

The Fourier sine series expansions
∞
nπϕ
u (ϑ, ϕ) = u n (ϑ) sin (2.76)
n=1
ϕ1
and
∞
nπϕ
f (ϑ, ϕ) = f n (ϑ) sin
n=1
ϕ1
yield the following ODE boundary value problem

sin ϑ − =−
f n (ϑ) in (0, π) (2.77)
dϑ dϑ sin ϑ
lim |u n (ϑ) | < ∞ and lim |u n (ϑ) | < ∞ (2.78)

ϑ→0 ϑ→π
2.6 Spherical Sector 79
in the coefficients u n (ϑ) of the series in (2.76), where ν = nπ/ϕ1 .

Within the scope of our approach, the Green’s function G (ϑ, ϕ; τ , ψ) to the
homogeneous problem corresponding to (2.73)–(2.75) appears as
∞

G (ϑ, ϕ; τ , ψ) = gn (ϑ, τ ) sin νϕ sin νψ, (2.79)
n=1
where gn (ϑ, τ ) represents the Green’s functions to the homogeneous problem set-
tings corresponding to (2.77) and (2.78).
Our customary routine, based on the method of variation of parameters, provides
us with the general solution to (2.77) in the form
ϑ
1 2n (τ ) − 2n (ϑ)
u n (ϑ) = f n (τ ) dτ + D1 n (ϑ) + D2 −n (ϑ),
2ν 0 n (τ )n (ϑ)
where (x) = tanπ/ϕ1 (x/2) and f n (τ ) = a 2 sin τ f n (τ ).

As to the boundness conditions in (2.78), the current case is slightly different of
all considered so far in this volume. The first relation in (2.78), of course, requires
that D2 = 0, while the condition at ϑ = π reads

1 ϑ
n (τ ) n (ϑ)
lim − f n (τ ) dτ + D1 n (ϑ) < ∞

ϑ→π 2ν 0 n (ϑ) n (τ )
which implies

1 ϑ
n (ϑ)
lim − f n (τ ) dτ + D 1 n
(ϑ) <∞

ϑ→π 2ν 0 (τ )
n
And rewriting the above as

ϑ
1 1
lim D1 −
f n (τ ) dτ n
(ϑ) <∞

ϑ→π 2ν 0 (τ )
n
we have π
1 1 (τ ) dτ
D1 = fn
2ν 0 n (τ )
This ultimately transforms the solution of the problem in (2.77) and (2.78) to the
integral form
ϑ π
1 n (τ ) 1 n (ϑ)
u n (ϑ) = f n (τ ) dτ + f n (τ ) dτ
2ν 0 (ϑ)
n 2ν ϑ n (τ )
revealing the Green’s function gn (ϑ, τ ), to the corresponding homogeneous ODE

problem, as defined in two pieces
⎧
⎪ n (ϑ)
, if 0 ≤ ϑ ≤ τ
1 ⎨ n (τ )
gn (ϑ, τ ) =
2ν ⎪
⎩ n (τ )
n (ϑ)
, if τ ≤ ϑ ≤ π
So, substituting the above into (2.79), one arrives at the series representation of
the Green’s function G (ϑ, ϕ; τ , ψ) to the homogeneous boundary value problem
corresponding to (2.73)–(2.75), which appears summable. The summation can read-
ily be accomplished with the aid of the standard summation formula (2.26) which
was presented earlier in Sect. 2.2 and has repeatedly been used in this chapter. The
summation yields

1 2 (ϑ) − 2(ϑ)(τ ) cos β + 2 (τ )
G (ϑ, ϕ; τ , ψ) = ln , (2.80)
2π 2 (ϑ) − 2(ϑ)(τ ) cos α + 2 (τ )
where π π
α= (ϕ − ψ) and β = (ϕ + ψ) .
ϕ1 ϕ1
It is interesting to note that the development of this section appears workable for
another boundary value problem stated in . Namely, it works smoothly if in (2.75)
the condition on the meridian ϕ = 0 stays unchanged, but instead of the Dirichlet
condition on the meridian ϕ = ϕ1 , the Neumann condition
∂u(ϑ, ϕ1 )
u(ϑ, 0) = 0 and =0 (2.81)
∂ϕ
is imposed.
Omitting details, we present just the ultimate closed form
√
1 (ϑ) + 2 (ϑ)(τ ) cos (α/2) + (τ )
G (ϑ, ϕ; τ , ψ) = ln √
2π (ϑ) − 2 (ϑ)(τ ) cos (α/2) + (τ )
√
1 (ϑ) + 2 (ϑ)(τ ) cos (β/2) + (τ )
− ln √ (2.82)
2π (ϑ) − 2 (ϑ)(τ ) cos (β/2) + (τ )
of the Green’s function to the homogeneous boundary value problem corresponding

to (2.73), (2.74) and (2.81).
The standard summation formula of (2.56), used in Sect. 2.4, is required in this
case to transform a series representation of G (ϑ, ϕ; τ , ψ) to the closed form of
(2.82).
2.6 Spherical Sector 81
To better comprehend peculiarities of our technique developed in this chapter,

the reader is recommended to solve a few of the proposed below problems whose
answers are available in the Appendix.
For the homogeneous equation corresponding to (2.1), construct the Green’s func-
tions to the boundary value problem stated in the indicated region:
Exercise 2.1
u (ϑ, 0) = 0 and u (ϑ, ϕ1 ) = 0
lim |u (ϑ, ϕ) | < ∞ and u (ϑ1 , ϕ) = 0

ϑ→0
in the spherical triangle
= {0 ≤ ϑ < ϑ1 , 0 ≤ ϕ ≤ ϕ1 } .
Exercise 2.2
∂u (ϑ, ϕ1 )
u (ϑ, 0) = 0 and =0
∂ϕ
∂u (ϑ1 , ϕ)
lim |u (ϑ, ϕ) | < ∞ and =0
ϑ→0 ∂ϑ
= {0 ≤ ϑ < ϑ1 , 0 ≤ ϕ ≤ ϕ1 } .
Exercise 2.3
u (ϑ, 0) = 0 and u (ϑ, ϕ1 ) = 0
∂u (ϑ1 , ϕ)
lim |u (ϑ, ϕ) | < ∞ and + βu(ϑ1 , ϕ) = 0
ϑ→0 ∂ϑ
= {0 ≤ ϑ < ϑ1 , 0 ≤ ϕ ≤ ϕ1 } .
Exercise 2.4
∂u (ϑ, 0) ∂u (ϑ, 2π)
u (ϑ, 0) = u (ϑ, 2π) and =
∂ϕ ∂ϕ
u (ϑ0 , ϕ) = 0 and u (ϑ1 , ϕ) = 0
in the spherical belt

= {ϑ0 ≤ ϑ < ϑ1 , 0 ≤ ϕ < 2π}.
Exercise 2.5
∂u (ϑ, 0) ∂u (ϑ, 2π)
u (ϑ, 0) = u (ϑ, 2π) and =
∂ϕ ∂ϕ
∂u (ϑ1 , ϕ)
u (ϑ0 , 0) = 0 and u (ϑ1 , ϕ) + β =0
∂ϑ
in the spherical belt
= {ϑ0 ≤ ϑ < ϑ1 , 0 ≤ ϕ < 2π} .
Exercise 2.6
u (ϑ, 0) = 0 and u (ϑ, ϕ1 ) = 0
∂u (ϑ1 , ϕ)
u (ϑ0 , ϕ) = 0 and =0
∂ϑ
in the spherical quadrilateral
= {ϑ0 ≤ ϑ < ϑ1 , 0 ≤ ϕ ≤ ϕ1 } .
Exercise 2.7
u (ϑ, 0) = 0 and u (ϑ, ϕ1 ) = 0
∂u (ϑ0 , ϕ) ∂u (ϑ1 , ϕ)
u (ϑ0 , ϕ) + β = 0 and =0
∂ϑ ∂ϑ
= {ϑ0 ≤ ϑ < ϑ1 , 0 ≤ ϕ ≤ ϕ1 } .
Exercise 2.8
u (ϑ, 0) = 0 and u (ϑ, ϕ1 ) = 0
∂u (ϑ0 , ϕ)
u (ϑ0 , ϕ) + β = 0 and u (ϑ1 , ϕ) = 0
∂ϑ
= {ϑ0 ≤ ϑ < ϑ1 , 0 ≤ ϕ ≤ ϕ1 } .
2.7 Chapter Exercises 83
Exercise 2.9
∂u (ϑ, ϕ1 )
u (ϑ, 0) = 0 and =0
∂ϕ
∂u (ϑ0 , ϕ)
u (ϑ0 , ϕ) + β = 0 and u (ϑ1 , ϕ) = 0
∂ϑ
= {ϑ0 ≤ ϑ < ϑ1 , 0 ≤ ϕ ≤ ϕ1 }.
Exercise 2.10
u (ϑ, ϕ1 )
u (ϑ, 0) = 0 and =0
∂ϕ
∂u (ϑ, 0) ∂u (ϑ, 2π)

u (ϑ, 0) = u (ϑ, 2π) and =
∂ϕ ∂ϕ
in the spherical sector
= {0 < ϑ < π, 0 ≤ ϕ ≤ ϕ1 } .
Chapter 3
Toroidal Surface
The emphasis in the previous chapter was on the investigation of potential phe-
nomena taken place in a variety of fragments of a spherical surface. We concen-
trated in Chap. 2 on the development of a workable algorithm for the construction of
computer-friendly representations of Green’s functions for boundary value problems
that simulate relevant potential fields. This gives the reader a valuable knowledge
and accumulates necessary skills for implementing our experience to problems of
potential formulated on surfaces of some different geometries and configurations.
It is worth noting that a toroidal surface is mathematically the knottiest of all
standard surfaces of revolution, making intricate differential equations that simulate
physical phenomena occurring in relevant shell structures. This is so, in particular,
because of a specificity of the toroidal surface which combines regions of both
positive and negative Gaussian curvature.
We believe that having studied a variety of situations with a spherical surface,
the reader has been efficiently prepared for dealing with potential fields induced in
fragments of a circular toroidal surface as well. To make the transaction between these
two surfaces smoother, and to achieve a more notable progress in comprehending the
content of the present chapter, it is recommended to review the material of Chap. 2
prior to jumping into details of our upcoming developments.
3.1 Quadrilateral-Shaped Region
Let a circular toroidal surface be defined as generated by revolving a circle about a

line, both belonging to the same plane. Let a be the radius of the circle and R the
distance between its center and the line, with R > a.
Before we proceed to the analysis of particular boundary value problems that
model potential fields in a thin toroidal shell, let us specify the geometry of the

86 3 Toroidal Surface
Fig. 3.1 Geometry of a circular toroidal surface
toroidal surface which represents the shell’s middle surface. Geographical coordinate
system is introduced on the surface in the way shown in Fig. 3.1.
Location of a point on a circular toroidal surface will be determined by the geo-
graphical coordinates ϑ (the latitude) and ϕ (the longitude).
On the described toroidal surface, we consider a fragment occupying the simply
connected region
= {(ϑ, ϕ)|ϑ0 ≤ ϑ < ϑ1 , 0 ≤ ϕ ≤ ϕ1 }
that will be referred to as the toroidal quadrilateral.

A potential phenomenon is targeted as simulated in with the following Dirichlet-
type boundary value problem

1 ∂ ∂u(ϑ, ϕ) a 2 ∂ 2 u(ϑ, ϕ)
D(ϑ) + 2 = − f (ϑ, ϕ) in (3.1)
D(ϑ) ∂ϑ ∂ϑ D (ϑ) ∂ϕ2
u (ϑ, 0) = 0 and u (ϑ, ϕ1 ) = 0 (3.2)
and
u (ϑ0 , ϕ) = 0 and u (ϑ1 , ϕ) = 0 (3.3)
where the function D(ϑ) in (3.1) is introduced in terms of the radii a and R of the
encountered surface and the latitudinal variable ϑ as
D(ϑ) = R + a sin ϑ
And our goal is a computer-friendly representation of the Green’s function

G(ϑ, ϕ; τ , ψ) to the homogeneous ( f (ϑ, ϕ) ≡ 0) boundary value problem corre-
sponding to (3.1)–(3.3).
Taking into account the Dirichlet boundary conditions imposed in (3.2), the
solution-function u (ϑ, ϕ) and the right-hand side f (ϑ, ϕ) of the governing dif-
ferential equation (3.1) can be expanded in the Fourier sine series
∞

u (ϑ, ϕ) = u n (ϑ) sin νϕ (3.4)
n=1
and
∞

f (ϑ, ϕ) = f n (ϑ) sin νϕ (3.5)
n=1
where the parameter ν is directly proportional to the series summation index n, that
is, ν = nπ/ϕ1 . This gives birth to the following self-adjoint ODE boundary value
problem

1 d du n (ϑ) ν2a
D (ϑ) − u n (ϑ) = −
f n (ϑ) , n = 1, 2, 3, . . . (3.6)
a dϑ dϑ D (ϑ)
u n (ϑ0 ) = 0 and u n (ϑ1 ) = 0 (3.7)
in the coefficients u n (ϑ) of the series in (3.4). The right-hand side

f n (ϑ) of (3.6)
is defined in terms of the Fourier coefficient of the series in (3.5) as f n (ϑ) =
[D(ϑ)/a] f n (ϑ).
To handle the above problem setting, we will use the method of variation of
parameters, which requires a fundamental set of solutions for the homogeneous
equation corresponding to (3.6). By the direct substitution, the reader makes sure
that each of the two exponential functions
exp(νω(ϑ)) and exp(−νω(ϑ)) (3.8)
where
2a a + R tan ϑ/2
ω(ϑ) = √ arctan √ (3.9)
R2 − a2 R2 − a2
represents, in fact, a particular solution to the homogeneous equation corresponding

to (3.6). This implies that, in light of the linear independence of the exponential
functions in (3.8) on [ϑ0 , ϑ1 ], they might be used as components for the required
fundamental set of solutions. With the latter at hand, we employ the standard variation
of parameters routine and express the general solution to (3.6) in the form
u n (ϑ) = D1 (ϑ)eνω(ϑ) + D2 (ϑ)e−νω(ϑ)

Proceeding further with the chosen approach, we routinely arrive at a well-posed

system of linear algebraic equations in the derivatives of the functions D1 (ϑ) and
D2 (ϑ), and transform ultimately the above expression for u n (ϑ) into
ϑ
1
u n (ϑ) = − sinh ν[ω(ϑ) − ω(τ )]
f n (τ ) dτ + C1 eνω(ϑ) + C2 e−νω(ϑ) (3.10)
ν ϑ0
where the constants C1 and C2 can be determined upon satisfying the boundary
conditions in (3.7). This yields the well-posed system of linear algebraic equations
⎛ ⎞⎛ ⎞ ⎛ ⎞
eνω(ϑ0 ) e−νω(ϑ0 ) C1 0
⎝ ⎠⎝ ⎠=⎝ ⎠
eνω(ϑ1 ) e−νω(ϑ1 ) C2 I (ϑ0 , ϑ1 )
in C1 and C2 , where
ϑ1
1
I (ϑ0 , ϑ1 ) = sinh ν (ω (ϑ1 ) − ω (τ ))
f n (τ ) dτ
ν ϑ0
The above system yields

ϑ1
e−νω(ϑ0 )
C1 = − sinh ν (ω (ϑ1 ) − ω (τ ))
f n (τ ) dτ
2ν ϑ0
and ϑ1
eνω(ϑ0 )
C2 = sinh ν (ω (ϑ1 ) − ω (τ ))
f n (τ ) dτ
2ν ϑ0
where
= sinh ν[ω (ϑ1 ) − ω (ϑ0 )]
By substituting the just found expressions for C1 and C2 into (3.10), the solution
of the boundary value problem in (3.6) and (3.7) reduces to
ϑ
1
u n (ϑ) = sinh ν[ω (ϑ0 ) − ω (τ )] sinh ν[ω (ϑ1 ) − ω (ϑ)]
f n (τ ) dτ
ν ϑ0
ϑ1
+ sinh ν[ω (ϑ0 ) − ω (ϑ)] sinh ν[ω (ϑ1 ) − ω (τ )]
f n (τ ) dτ
ϑ
At this point in our development, it is convenient to express the above in a single-

integral form as
ϑ1
u n (ϑ) = gn (ϑ, τ )
f n (τ ) dτ (3.11)
ϑ0
by introducing the kernel function gn (ϑ, τ ) defined in two pieces. Its expression
valid for ϑ0 ≤ τ ≤ ϑ is found as
1
gn (ϑ, τ ) = {sinh ν[ω (ϑ0 ) − ω (τ )] sinh ν[ω (ϑ1 ) − ω (ϑ)]} (3.12)
ν
while the one valid for ϑ0 ≤ τ ≤ ϑ can be obtained from the above by interchanging
ϑ with τ . This symmetry feature of gn (ϑ, τ ) agrees with the self-adjointness of
the ODE setup in (3.6) and (3.7) for which it serves as the Green’s function to the
Expressing now the Fourier coefficients f n (τ ) of the series from (3.5) in terms
of the series-generating function f (τ , ψ)
ϕ1
2
f n (τ ) = f (τ , ψ) sin νψdψ, n = 1, 2, 3, . . .
ϕ1
0
we recall the introduced earlier in this section relation f n (ϑ) = [D(ϑ)/a] f n (ϑ), and
substitute u n (ϑ) from (3.11) into (3.4). This yields the following compact represen-
tation
ϕ1 ϑ1 ∞

2
u (ϑ, ϕ) = gn (ϑ, τ ) sin νϕ sin νψ f (τ , ψ)[D(τ )/a]dτ dψ
ϕ1 n=1
0 ϑ0
for the solution to the boundary value problem in (3.1)–(3.3).

Since the expression a D(τ )dτ dψ represents the differential of area dτ ,ψ on the
toroidal surface of radii R and a, the above expression for u (ϑ, ϕ) can be written in
the form
∞

2
u (ϑ, ϕ) = gn (ϑ, τ ) sin νϕ sin νψ f (τ , ψ)dτ ,ψ (3.13)
a 2 ϕ1 n=1

revealing the series expansion

∞
2
a 2 ϕ1 n=1
of the Green’s function to the homogeneous boundary value problem corresponding

to (3.1)–(3.3).
So, the sought-after Green’s function is ultimately obtained in a series form.
This brings the series convergence issue into the play. The point is that the function
G (ϑ, ϕ; τ , ψ) possesses the logarithmic singularity. That is why the series in (3.14)
cannot uniformly converge, implying that the closer the source point (τ , ψ) is to the
observation point (ϑ, ϕ), the lower is the series convergence rate.
Hence, a potential Green’s function user might be hesitant as to practical applica-
tions of the form in (3.14) to a numerical work. In other words, an improvement of
the series convergence is required to make it more attractive. This can be done by a
partial summation whose procedure had been used for a number of other problems
in Chap. 2.
As we mentioned in Chap. 2, a special technique was proposed in [32, 34] for
improvement of the convergence for series of the type in (3.14). In what follows,
we will provide a brief sketch of that technique at the current conjuncture. In our
opinion, this might help the reader to develop necessary skills required for practical
implementation of our technique when needed.
A partial summation of the series in (3.14) could be accomplished with the aid of
the standard [1, 19, 25] summation formula
∞
pn 1
cos nα = − ln 1 − 2 p cos α + p 2 (3.15)
n=1
n 2
valid for p 2 < 1 and 0 ≤ α < 2π, which had repeatedly been used in Chap. 2. But
the direct use of (3.15) in the case of (3.14) is problematic due to the form of the
series coefficients gn (ϑ, τ ) displaced in (3.12). This becomes evident if the hyper-
bolic sine functions in gn (ϑ, τ ) are expressed in terms of exponential functions,
while the product of sine functions sin νϕ sin νψ is replaced with the difference of
corresponding cosine functions. With the foregoing transformations accomplished,
the form in (3.14) decomposes onto a few series of the type
∞
P1n
cos nα (3.16)
n=1
n(P2n − 1)
where||P1 || < ||P2 || and 0 ≤ α < 2π. It is evident that the formula in (3.15) appears
useless in the case of (3.16). But upon transforming the latter in the way shown below
∞
1 ∞
P1n P1n P1n P1n
cos nα = − n + n cos nα
n=1
n(P2 − 1)
n
n=1
n P2n − 1 P2 P2
∞ ∞
1 P1n P1n 1 P1 n
= − cos nα + cos nα
n=1
n P2n − 1 P2n n=1
n P2
∞
1 ∞ n
P1n P1
= cos nx + cos nx , (3.17)
n=1
n P2 P2 − 1
n n
n=1
n P2
the series in (3.16) splits onto two other series, the second of which, namely
∞
1 P1 n
cos nx
n=1
n P2
is directly summable with the aid of (3.15). As to the first series in (3.17), namely
∞
P1n
cos nx
n=1
n P2n P2n − 1
it is uniformly convergent in and its convergence rate is evidently much higher

compared to that of (3.16), making it, therefore, readily computable.
Hence, the technique, briefly sketched above, radically improves the convergence
rate of series of the type in (3.16). Omitting a tedious but quite straightforward alge-
bra, associated with the described technique, we will present a result of its imple-
mentation to the series in (3.14). That is, the ultimate representation of the Green’s
function G (ϑ, ϕ; τ , ψ) to the homogeneous boundary value problem corresponding
to (3.1)–(3.3), stated in the toroidal quadrilateral, is obtained as
⎛
1 ⎝ (1 − 2W cos β + W 2 )(1 − 2X cos β + X 2 )
G (ϑ, ϕ; τ , ψ) = ln
2πa 2 (1 − 2W cos α + W 2 )(1 − 2X cos α + X 2 )
⎞
(1 − 2Y cos α + Y 2 )(1
− 2Z cos α + Z 2)
⎠
+ ln
(1 − 2Y cos β + Y 2 )(1 − 2Z cos β + Z 2 )
∞
2 gn (ϑ, τ ) sin νϕ sin νψ
− (3.18)
a 2 ϕ1 n=1 exp (2ν[ω(ϑ1 ) − ω(ϑ0 )])
where the two-variable functions W, X, Y, Z , α, and β are expressed as

π
W = exp [ω(ϑ) − ω(τ ) + 2ω(ϑ0 ) − 2ω(ϑ1 )],
ϕ1
π
X = exp [ω(τ ) − ω(ϑ)],
ϕ1
π
Y = exp [ω(ϑ) + ω(τ ) − 2ω(ϑ1 )],
ϕ1
π
Z = exp [2ω(ϑ0 ) − ω(ϑ) − ω(τ )],
ϕ1
and π π
α= (ϕ − ψ) and β = (ϕ + ψ) .
ϕ1 ϕ1
Fig. 3.2 Potential field induced in a quadrilateral
Note that the representation in (3.18) is valid for τ ≤ ϑ and to get its form valid
for ϑ ≤ τ , the variables ϑ and τ in it have to be interchanged.
Although the form in (3.18) might look heavy loaded, it is, nonetheless, computer
friendly. As to its logarithmic terms, they are, of course, easily computable, while the
series term is uniformly convergent, with a very high convergence rate. Clearly, all
this together makes (3.18) well prepared for immediate computer implementations.
This assertion is illustrated by Fig. 3.2, where a potential field is depicted as
induced by two point sources released at (0.05π, 0.15π) and (−0.15π, 0.65π) in the
quadrilateral determined by ϕ1 = π, ϑ0 = −0.5π, and ϑ1 = 0.5π.
3.2 Toroidal Sector
In the current section, we consider the double-connected region
= {(ϑ, ϕ)| − π ≤ ϑ < π, 0 ≤ ϕ ≤ ϕ1 }
on a toroidal surface of radii a and R. The region is closed in the latitudinal direction
and bounded by the two meridians ϕ = 0 and ϕ = ϕ1 (see Fig. 3.3). We will refer
to this region, in what follows, as the toroidal sector. The term sector is chosen
on purpose due to the fact that the region is bounded by two meridians. In this
regard, the reader might recall a similar situation from the previous chapter, where a
spherical sector was considered.
We target a potential phenomenon as simulated in by the mixed boundary value
problem

1 ∂ ∂u(ϑ, ϕ) a 2 ∂ 2 u(ϑ, ϕ)
D(ϑ) + 2 = − f (ϑ, ϕ) in (3.19)
D(ϑ) ∂ϑ ∂ϑ D (ϑ) ∂ϕ2
3.2 Toroidal Sector 93
Fig. 3.3 Toroidal sector
∂u (ϑ, ϕ1 )
u (ϑ, 0) = 0 and =0 (3.20)
∂ϕ
and
∂u (−π, ϕ) ∂u (π, ϕ)
u (−π, ϕ) = u (π, ϕ) and = (3.21)
∂ϑ ∂ϑ
The objective is to develop an efficient algorithm for the construction of the
Green’s function G(ϑ, ϕ; τ , ψ) to the homogeneous problem ( f (ϑ, ϕ) ≡ 0) corre-
sponding to (3.19)–(3.21).
The form of boundary conditions imposed in (3.20) suggests for the solution-
function u (ϑ, ϕ) and the right-hand side f (ϑ, ϕ) of the governing equation of (3.19)
the Fourier-sine series expansions
∞

u (ϑ, ϕ) = u n (ϑ) sin νϕ (3.22)
n=1
and
∞

f (ϑ, ϕ) = f n (ϑ) sin νϕ (3.23)
n=1
where the parameter ν is expressed in terms of the summation index n as ν =

(2n − 1)π/(2ϕ1 ). Clearly, this choice for ν is consistent with the boundary condi-
tions of (3.20). This yields the following self-adjoint ODE boundary value problem

1 d du n (ϑ) ν2a
D(ϑ) − u n (ϑ) = −
f n (ϑ) , n = 1, 2, 3, . . . (3.24)
a dϑ dϑ D(ϑ)
du n (−π) du n (π)
u n (−π) = u n (π) and = (3.25)
dϑ dϑ
in the coefficients u n (ϑ) of (3.22). The right-hand side in (3.24) is introduced in

terms of f n (ϑ) as
f n (ϑ) = [D(ϑ)/a] f n (ϑ).
The fundamental set of solutions
exp(νω(ϑ)) and exp(−νω(ϑ))
for the homogeneous equation corresponding to (3.24) was introduced in Sect. 3.1
(see Eqs. (3.8) and (3.9)). Implementing the standard variation of parameters routine,
with the above fundamental set of solutions at hand, the general solution to the
equation in (3.24) is obtained in the form
u n (ϑ) = C1 exp(νω(ϑ)) + C2 exp(−νω(ϑ))
ϑ
1
− sinh ν[ω(ϑ) − ω(τ )]
f n (τ ) dτ (3.26)
ν
−π
Upon satisfying then the boundary conditions of (3.25), we arrive at the well-posed
system ⎛ νω(−π) ⎞⎛ ⎞ ⎛ ⎞
e − eνω(π) e−νω(−π) − e−νω(π) C1 I1
⎝ ⎠⎝ ⎠ = ⎝ ⎠ (3.27)
eνω(−π) − eνω(π) e−νω(π) − e−νω(−π) C2 I2
of linear algebraic equations in the constants C1 and C2 , where

π
1
I1 = − sinh ν[ω(π) − ω(τ )]
f n (τ ) dτ
ν −π
and π
1
I2 = − cosh ν[ω(π) − ω(τ )]
f n (τ ) dτ
ν −π
Since the introduced in (3.9) function ω(ϑ) is undefined at the points ϑ = ±π,
the values ω(π) and ω(−π), which form arguments of the exponential functions in
(3.27), are understood as the corresponding limits of this function. That is
2a a + R tan ϑ/2 aπ
ω (±π) = lim √ arctan √ = ±√ (3.28)
ϑ→±π R2 − a2 R −a
2 2 R2 − a2
This transforms the coefficient matrix in (3.27) into

⎛ ⎞
−2 sinh νω(π) 2 sinh νω(π)
⎝ ⎠
−2 sinh νω(π) −2 sinh νω(π)
yielding the values of C1 and C2 as

π
1 eν[ω(π)−ω(τ )]
C1 = f n (τ ) dτ
4ν −π sinh νω(π)
and π
1 e−ν[ω(π)−ω(τ )]
C2 = f n (τ ) dτ
Upon substitution of the above into (3.26), the solution to the boundary value
problem in (3.24) and (3.25) is obtained as
ϑ
1
u n (θ) = − sinh ν[ω(ϑ) − ω(τ )]
f n (τ ) dτ
ν
−π
π
1 cosh ν [ω(π) + ω(ϑ) − ω(τ )]
+ f n (τ ) dτ
Combining the two integrals, we rewrite the above expression in the single-integral
form
π
1
u n (θ) = gn (ϑ, τ )
f n (τ ) dτ (3.29)
2ν
−π
whose kernel-function gn (ϑ, τ ) represents, in fact, the Green’s function to the homo-
geneous ODE boundary value problem corresponding to (3.24) and (3.25). It is
expressed in two pieces, with the piece valid for ϑ ≤ τ found as
sinh ν[ω (ϑ) − ω (τ )] −sinh ν[ω (ϑ) − ω (τ ) + σ]

gn (ϑ, τ ) =
2ν(1 − cosh νσ)
where the constant σ = ω (π) − ω (−π) reads, in view of (3.28), as
2aπ
σ=√
R2 − a2
while the expression of gn (ϑ, τ ) valid for τ ≤ ϑ can be obtained from the above
by interchanging ϑ with τ . This is so because of the self-adjointness of the problem
setting in (3.24) and (3.25).
If we recall now the relevant stage of our development in Sect. 3.1, and conduct
the corresponding transformations, then the solution of the problem in (3.19)–(3.21)
arrives in the form
∞

2
u (ϑ, ϕ) = gn (ϑ, τ ) sin νϕ sin νψ f (τ , ψ)dτ ,ψ
a 2 n=1

revealing the series expansion

∞
2
a 2 n=1
for the sought-after Green’s function to the homogeneous boundary value problem
corresponding to (3.19)–(3.21).
As it always occurs with series representations of Green’s functions, the conver-
gence issue comes into the play. That is why we have, at this point of our develop-
ment, to take care of the series in (3.30) convergence rate, since it is not uniformly
convergent in . The standard, repeatedly used in our volume before, summation
formula
∞
p 2n−1 1 1 + 2 p cos α + p 2
cos(2n − 1)α = ln , (3.31)
n=1
2n − 1 4 1 − 2 p cos α + p 2
valid for p < 1 and 0 ≤ α < 2π, can help us with this intention.
A complete summation of the series in (3.30) would totally eliminate all doubts
as to its practicality. But it is clear, however, that it is impossible, and the factor
(1 − cosh νσ) in the denominator of gn (ϑ, τ ) is, probably, the most critical hurdle
for a complete summation. This turn us, therefore, to a partial summation option,
which can significantly improve the convergence rate of the series. As a preparatory
step to a partial summation, we transform the reciprocal of (1 − cosh νσ) as
1 2 − e−νσ 2
= νσ − νσ
1 − cosh νσ e (1 − cosh νσ) e
Based on that, we rewrite the expression for the coefficient gn (ϑ, τ ) of the series
in (3.30), which is valid for τ ≤ ϑ, in the expanded form
1 ν[ω(τ )−ω(ϑ)−σ]
gn (ϑ, τ ) = − e − e−ν[ω(τ )−ω(ϑ)+σ]
ν

−eν(ω(τ )−ω(ϑ)) + e−ν[ω(τ )−ω(ϑ)+2σ] + gn (ϑ, τ ) , (3.32)
gn (ϑ, τ ) reads as
where the last additive component
(2 − e−νσ ){sinh ν[ω (τ ) − ω (ϑ)] − sinh ν[ω (τ ) − ω (ϑ) + σ]}

2νeνσ (1 − cosh νσ)
This decomposes the series in (3.30) onto the sum of five other series. The first four
of them (those whose coefficients are the pure exponential components of gn (ϑ, τ )
in (3.32)) are just summable. The summation can be readily accomplished with the
aid of the standard formula in (3.31). As to the fifth of those series, the one related
to the component gn (ϑ, τ ), the reader can easily realize that its convergence is much
higher than of (3.30), and it is uniformly convergent in .
Hence, substituting the expression of gn (ϑ, τ ) from (3.32) into (3.30) and accom-
plishing the prepared partial summation, we arrive at the sought-after Green’s func-
tion
π π
[ω(τ )−ω(ϑ)] − [ω(τ )−ω(ϑ)+σ]
G (ϑ, ϕ; τ , ψ) = H1 e 2ϕ1 , α, β + H1 e 2ϕ1 , α, β
π π
[ω(τ )−ω(ϑ)−σ] − [ω(τ )−ω(ϑ)+2σ]
−H1 e 2ϕ1 , α, β − H1 e 2ϕ1 , α, β
∞

+
gn (ϑ, τ ) sin νϕ sin νψ (3.33)
n=1
where the three-variable function H1 , which defines the non-series additive compo-
nents in (3.33), reads as

1 1 + 2x cos α + x 2 1 1 + 2x cos β + x 2
H1 (x, α, β) = ln − ln
4π 1 − 2x cos α + x 2 4π 1 − 2x cos β + x 2
while the second and the third arguments α and β of H1 (x, α, β) are introduced as
π (ϕ − ψ) π (ϕ + ψ)
α= and β =
2ϕ1 2ϕ1
The form in (3.33) is the ultimate computer-friendly representation of the Green’s

function G(ϑ, ϕ; τ , ψ) to the homogeneous problem corresponding to (3.19)–(3.21),
stated in the toroidal sector.
As an illustration of the computability of the representation in (3.33), we depict
in Fig. 3.4 the profile G (ϑ, ϕ; τ , ψ) of the Green’s function just constructed that
simulates the potential field induced in the toroidal sector by the unit point source
released at (−0.08π, 0.55π).
Fig. 3.4 Profile of the Green’s function presented in (3.33)
3.3 Belt-Shaped Region
Another region on a toroidal surface is practically interesting and will be encountered

in this section. That is the double-connected region
= {(ϑ, ϕ)| ϑ0 ≤ ϑ ≤ ϑ1 ; 0 ≤ ϕ < 2π}
on the surface of radii R and a. Since the region is closed in the longitudinal direction
and bounded by two parallels ϑ = ϑ0 and ϑ = ϑ1 , it will be referred to as the toroidal
belt. Let the mixed boundary value problem

1 ∂ ∂u (ϑ, ϕ) a 2 ∂ 2 u (ϑ, ϕ)
D (ϑ) + = − f (ϑ, ϕ) (3.34)
D (ϑ) ∂ϑ ∂ϑ D 2 (ϑ) ∂ϕ2
∂u (ϑ0 , ϕ)
= 0 and u (ϑ1 , ϕ) = 0 (3.35)
∂ϑ
and
∂u (ϑ, 0) ∂u (ϑ, 2π)
u (ϑ, 0) = u (ϑ, 2π) and = (3.36)
∂ϕ ∂ϕ
be stated in , and the Green’s function G (ϑ, ϕ; τ , ψ) to the corresponding homo-

geneous problem setup is what we are looking for.
The above problem statement resembles, to a certain extent, the situation covered
in Sect. 2.3 for the spherical belt. Indeed, as soon as is closed in the longitudinal
direction, the solution-function u(ϑ, ϕ) of the problem in (3.34)–(3.36) has to be 2π
-periodic of the variable ϕ. It is evident that the conditions in (3.36) are imposed to
reflect the periodicity which prompts the general Fourier series expansions
∞ ∞
1
u (ϑ, ϕ) = u 0 (ϑ) + u (c)
n (ϑ) cos nϕ + u (s)
n (ϑ) sin nϕ (3.37)
2 n=1 n=1
and
∞ ∞
1
f (ϑ, ϕ) = f 0 (ϑ) + f n(c) (ϑ) cos nϕ + f n(s) (ϑ) sin nϕ (3.38)
2 n=1 n=1
for the solution-function u (ϑ, ϕ) and the right-hand side f (ϑ, ϕ) of the governing
equation in (3.34). This yields the self-adjoint ODE boundary value problem

1 d du n (ϑ) n2a
D(ϑ) − u n (ϑ) = −
f n (ϑ) , n = 0, 1, 2, . . . (3.39)
a dϑ dϑ D(ϑ)
du n (ϑ0 )
= 0 and u n (ϑ1 ) = 0 (3.40)
dϑ
in the coefficients u n (ϑ) of the series in (3.37), where the right-hand side is
f n (ϑ) =
[D(ϑ)/a] f n (ϑ).
For the thoughtful reader, who was able to review the details of our developments
in Sects. 2.3 and 2.5, it becomes clear that to adequately treat the problem in (3.39)
and (3.40), the cases of n = 0 and of n ≥ 1 have to be considered separately.
Let us turn first to the case of n ≥ 1, for which the general solution
ϑ
1
u n (ϑ) = − sinh n[ω(ϑ) − ω(τ )]
f n (τ ) dτ + C1 enω(ϑ) + C2 e−nω(ϑ) (3.41)
n ϑ0
to the equation in (3.39) can readily be obtained from that derived earlier in Sect. 3.1.
The point is that the form in (3.41) directly follows from that of the equation in (3.10)
by just replacing in the latter the parameter ν with n.
Proceeding further with the method of variation of parameters routine, we satisfy
the boundary conditions in (3.40). This yields the following well-posed system
⎛ ⎞⎛ ⎞ ⎛ ⎞
enω(ϑ0 ) −e−nω(ϑ0 ) C1 0
⎝ ⎠⎝ ⎠=⎝ ⎠
nω(ϑ1 ) −nω(ϑ1 )
e e C2 I (ϑ0 , ϑ1 )
of linear algebraic equations in the constants C1 and C2 , where the second element
in the right-hand side vector is found in the integral form
ϑ1
1
I (ϑ0 , ϑ1 ) = sinh n[ω (ϑ1 ) − ω (τ )]
f n (τ ) dτ
n ϑ0
The solution of the above system appears as

ϑ1
e−nω(ϑ0 )
C1 = sinh n[ω (ϑ1 ) − ω (τ )]
f n (τ ) dτ
2n ϑ0
and ϑ1
enω(ϑ0 )
C2 = sinh n[ω (ϑ1 ) − ω (τ )]
f n (τ ) dτ
2n ϑ0
where
= cosh n[ω (ϑ1 ) − ω (ϑ0 )]
Upon substituting the just determined values of C1 and C2 into (3.41) and per-
forming some algebra, the solution to the problem in (3.39) and (3.40) is found
as
ϑ
1
u n (ϑ) = cosh n[ω (τ ) − ω (ϑ0 )] sinh n[ω (ϑ1 ) − ω (ϑ)]
f n (τ ) dτ
n ϑ0
ϑ1
+ cosh n[ω (ϑ) − ω (ϑ0 )] sinh n[ω (ϑ1 ) − ω (τ )]
f n (τ ) dτ
ϑ
which can be written in the single-integral form

ϑ1
u n (ϑ) = gn (ϑ, τ )
f n (τ ) dτ (3.42)
ϑ0
revealing a two-piece defined expression for the Green’s function gn (ϑ, τ ) to

the homogeneous ODE problem corresponding to (3.39) and (3.40). The form of
gn (ϑ, τ ) valid for ϑ0 ≤ τ ≤ ϑ reads
1
gn (ϑ, τ ) = {cosh n[ω (τ ) − ω (ϑ0 )] sinh n[ω (ϑ1 ) − ω (ϑ)]} (3.43)
n
while, upon interchanging ϑ with τ in the above, one obtains the expression for
gn (ϑ, τ ) valid for ϑ ≤ τ ≤ ϑ1 . This is supported by the self-adjointness of the prob-
lem in (3.39) and (3.40).
At this point in our development, we turn back to the problem in (3.39) and (3.40),
and consider its case of n = 0 that reduces the latter to

1 d du 0 (ϑ)
(R + a sin ϑ) =− f 0 (ϑ) (3.44)
a dϑ dϑ
du 0 (ϑ0 )
= 0 and u 0 (ϑ1 ) = 0 (3.45)
dϑ
In helping the reader to tackle the above boundary value problem with the aid of
the method of variation of parameters, we consider the homogeneous equation

1 d du 0 (ϑ)
(R + a sin ϑ) =0 (3.46)
a dϑ dϑ
corresponding to (3.44), which naturally yields
du 0 (ϑ)
(R + a sin ϑ) = D1
dϑ
where D1 is an arbitrary constant. Separating variables, one arrives at the general
solution to (3.46) in the form

dϑ
u 0 (ϑ) = D1 (3.47)
R + a sin ϑ
From the course of calculus, the reader learns that the substitution method might
be recommended for the integration in this case, and the standard for the above type
of integrals substitution t = tan ϑ/2 reduces the integral in (3.47) to

dt
Rt 2 + 2at + R
whose further treatment looks more or less trivial with completing a perfect square of
the quadratic trinomial. Leaving details aside, we present just the ultimate expression
2a a + R tan ϑ/2
u 0 (ϑ) = D1 √ arctan √ + D2
R2 − a2 R2 − a2
for the general solution to the homogeneous equation in (3.46). Retrieving from
Sect. 3.1 the notation
2a a + R tan ϑ/2
ω(ϑ) = √ arctan √
R2 − a2 R2 − a2
introduced in (3.9), we can use the functions
1 and ω(ϑ)
as component of the required fundamental set of solutions for (3.46).

With this fundamental set of solutions at hand, the general solution to the equation
in (3.44) appears as
ϑ
u 0 (ϑ) = (ω (τ ) − ω (ϑ))
f n (τ ) dτ + C1 ω (ϑ) + C2
ϑ0
The boundary conditions in (3.45) allow us to determine the constants C1 and C2 .

They are found as
ϑ1
C1 = 0 and C2 = (ω (ϑ1 ) − ω (τ ))
f n (τ ) dτ
ϑ0
This yields the solution

ϑ ϑ1
u 0 (ϑ) = [ω (ϑ1 ) − ω (ϑ)]
f n (τ ) dτ + [ω (ϑ1 ) − ω (τ )]
f n (τ ) dτ
ϑ0 ϑ
to the boundary value problem in (3.44) and (3.45). In a single-integral form, the
above representation reads
ϑ1
u 0 (ϑ) = g0 (ϑ, τ )
f n (τ ) dτ
ϑ0
where ⎧
⎨ ω (ϑ1 ) − ω (ϑ) , ϑ0 ≤ τ ≤ ϑ
g0 (ϑ, τ ) = (3.48)
⎩
ω (ϑ1 ) − ω (τ ) , ϑ ≤ τ ≤ ϑ1
represents the Green’s function to the homogeneous problem corresponding to (3.44)

and (3.45).
This completes our analysis of both the cases n = 0 and of n ≥ 1 for the ODE
boundary value problem in (3.39) and (3.40). And with the Green’s functions g0 (ϑ, τ )
and gn (ϑ, τ ) at hand, we are in a position to turn to a concluding stage of our pro-
cedure when we ultimately obtain the sought-after Green’s function G (ϑ, ϕ; τ , ψ)
for the problem set up at the beginning of the present section in (3.34)–(3.36).
Before finalizing our development in this section, the reader is recommended
to retrieve details of relevant stages of the work done in Sects. 2.3 and 2.5 from
the previous chapter. Potential problems were encountered over there as stated in
spherical regions closed in the longitudinal direction. If we follow in footsteps of
those developments, then the sought-after Green’s function G (ϑ, ϕ; τ , ψ) for the
problem set up in (3.34)–(3.36) is ultimately obtained in the series form
∞
1
G (ϑ, ϕ; τ , ψ) = g0 (ϑ, τ ) + gn (ϑ, τ ) cos n (ϕ − ψ) (3.49)
2 n=1
with compact representations for its coefficients g0 (ϑ, τ ) and gn (ϑ, τ ) shown earlier
in (3.48) and (3.43).
From the experience gained earlier in this volume, the reader is supposed to learn
that the series in (3.49) cannot uniformly converge in . This is so because Green’s
functions for problems of the type in (3.34)–(3.36) possess logarithmic singularity.
Moreover, as to the current situation, the appearance of the coefficient gn (ϑ, τ ) in

(3.49) cancels any perspectives of its complete summation. In other words, to make
the form in (3.49) somewhat attractive to potential users of Green’s functions, we have
to radically improve the series convergence. This implies that a partial summation
of the series ought to be performed aiming at such an improvement.
A partial summation of the series in (3.49) can be accomplished in a fashion
similar to that developed earlier in Chap. 2 and used more recently in the preceding
sections of the current chapter, for example, when the series in (3.14) and (3.30) were
treated. Leaving details of the summation routine to the reader, just an ultimate form
of the sought-after Green’s function will be presented in what follows. For the sake
of compactness, we will introduce a few intermediate notations made in terms of the
function ω (ϑ) introduced earlier (see Eq. (3.9) in Sect. 3.1) and recalled recently in
the current section. These notations include the two functions
1 (ϑ, τ ) = ω(ϑ) − ω(τ ) and 2 (ϑ, τ ) = ω(ϑ) + ω(τ )
and the constant

= 1 (ϑ0 , ϑ1 ) = ω(ϑ0 ) − ω(ϑ1 )
Upon completion of a partial summation of the series in (3.49), the Green’s func-
tion of the homogeneous boundary value problem corresponding to (3.34)–(3.36) set
up in the toroidal belt is ultimately derived as
1
G (ϑ, ϕ; τ , ψ) = 1 (ϑ1 , τ )
2a 2

1 1 − 2e2−1 (ϑ,τ ) cos (ϕ − ψ)+ e2[2−1 (ϑ,τ )]
+ ln
2πa 2 1 − 2e1 (ϑ,τ ) cos (ϕ − ψ) + e21 (ϑ,τ )

1−2e2 (ϑ,τ )−2ω(ϑ1 ) cos (ϕ − ψ) + e2[2 (ϑ,τ )−2ω(ϑ1 )]
+ ln
1−2e2ω(ϑ0 )−2 (ϑ,τ ) cos (ϕ − ψ) + e2[2ω(ϑ0 )−2 (ϑ,τ )]
∞
1 gn (ϑ, τ )
− cos n (ϕ − ψ) (3.50)
4a 2 n=1 ne2n
Note that the above form is valid for τ ≥ ϑ, and to obtain the one valid for ϑ ≥ τ ,
the variables ϑ and τ ought to be interchanged.
The form in (3.50) is quite compact and well-prepared for an immediate computer
implementation, because its series component converges in at a high rate. To
illustrate this point, we depict in Fig. 3.5 the potential field induced in the toroidal
belt by a point source released at (−0.25π, 0.9π). The belt is bounded by the two
parallels: ϑ0 = −π and ϑ1 = 0.0.
Fig. 3.5 Potential field induced by a point source in the belt
In order to develop the reader’s skills in implementing out technique, a few exer-
cises are offered in what follows. Their answers are available in the appendix to this
volume.
For the homogeneous equation corresponding to (3.1), construct Green’s functions

to the following boundary value problems stated in the indicated regions:
Exercise 3.1
u (ϑ, 0) = 0 and u (ϑ, ϕ1 ) = 0
∂u (ϑ1 , ϕ)
u (ϑ0 , ϕ) = 0 and =0
∂ϑ
in the toroidal quadrilateral
= {ϑ0 ≤ ϑ < ϑ1 , 0 ≤ ϕ ≤ ϕ1 } .
Exercise 3.2
u (ϑ, 0) = 0 and u (ϑ, ϕ1 ) = 0
∂u (ϑ0 , ϕ) ∂u (ϑ1 , ϕ)
+ βu (ϑ0 , ϕ) = 0 and =0
∂ϑ ∂ϑ
= {ϑ0 ≤ ϑ < ϑ1 , 0 ≤ ϕ ≤ ϕ1 } .
Exercise 3.3
u (ϑ, 0) = 0 and u (ϑ, ϕ1 ) = 0
∂u (ϑ0 , ϕ)
+ βu (ϑ0 , ϕ) = 0 and u (ϑ1 , ϕ) = 0
∂ϑ
= {ϑ0 ≤ ϑ < ϑ1 , 0 ≤ ϕ ≤ ϕ1 } .
Exercise 3.4
u (ϑ, 0) = 0 and u (ϑ, ϕ1 ) = 0
∂u (−π, ϕ) ∂u (π, ϕ)
u (−π, ϕ) = u (π, ϕ) and =
∂ϑ ∂ϑ
in the toroidal sector
= {−π ≤ ϑ < π, 0 ≤ ϕ ≤ ϕ1 }.
Exercise 3.5
u (ϑ, 0) = 0 and u (ϑ, ϕ1 ) = 0
∂u (ϑ, 0) ∂u (ϑ, 2π)

u (ϑ, 0) = u (ϑ, 2π) and =
∂ϕ ∂ϕ
in the toroidal belt

= {ϑ0 ≤ ϑ < ϑ1 , 0 ≤ ϕ < 2π} .
Chapter 4
Compound Structures
The goal of this chapter is to provide a retrospective analysis of the work started in
[18] which we had later adjusted in [31]. It aimed at the extension of the Green’s
function formalism to specific systems of elliptic partial differential equations. Those
are not in fact systems in a conventional sense, according to which all the governing
equations in a system share the same region for the independent variables. Each of
the governing equations in systems to be encountered herein is, however, hosted by
an individual region, which might share parts of its boundary with other hosting
regions.
In order to consistently treat such specific boundary value problems, we introduced
the notion of matrix of Green’s type for partial differential equations. The presentation
in this chapter touches upon problems that simulate potential phenomena taking place
in joint thin-wall structures. Some selective problems of this type can be found in
some of our earlier publications [8, 32, 33, 35].
4.1 Matrices of Green’s Type for PDE
In this section, we will lay down a foundation of the Green’s function formalism
targeted at boundary value problems that simulate potential fields induced in com-
positions of thin-wall elements.
To facilitate the comprehension of the material and to make it an easy read, the
presentation is limited to a two-fragment-containing region = 1 ∪ 2 shown in
Fig. 4.1. We believe that any further extension to cases with multiple fragments could
be relatively trivial, given an experience gained from this section.
Let the components 1 and 2 of be fragments of different surfaces. Let also
1 and 2 host the functions u 1 (P) and u 2 (P), respectively. In , we formulate the
non-conventional boundary value problem
Li [u i (P)] = − f i (P), P ∈ i , i = 1, 2 (4.1)

108 4 Compound Structures
Fig. 4.1 Compound region
B [u i (P)] = 0, P ∈ 0 , i = 1, 2 (4.2)
∂u 1 (P) ∂u 2 (P)
u 1 (P) = u 2 (P), =λ , P ∈ 12 (4.3)
∂n 12 ∂n 12
where Li are second-order partial differential operators simulating potential phe-

nomena.
In physical terms, the above problem might be viewed as describing a field of
potential induced in a composition of two different thin-shell fragments whose mid-
dle surfaces occupy 1 and 2 . Conductive properties of homogeneous isotropic
materials of which each of the shells is made are specified with constants λ1 and λ2 ,
respectively.
The operators Li in (4.1) are written in local geographical coordinates individual
for each region i . We believe that there is no need (at least, at the current stage
of our presentation) to specify coordinate systems accepted for each fragment of .
That is why just a single letter notation P is used for a field point in both i .
The operator B, which specifies in (4.2) the boundary conditions imposed on the
outer contour of , could be defined in pieces, with each piece representing one of
the classical operators (of either Dirichlet, or Neumann, or Robin type). By n 12 in
(4.3) we denote the normal direction to the interface line 12 , and λ = λ2 /λ1 .
It is assumed that the boundary value problem in (4.1)–(4.3) is well-posed (has, in
other words, a unique solution). This implies that the corresponding homogeneous
problem, with f i (P) ≡ 0, (i = 1, 2), has only the trivial solution u i (P) ≡ 0, (i =
1, 2).
We think that the vector analysis language could be appropriate for our further
presentation. In light of this, we introduce in the vector functions
U(P) = (Ui (P))i=1,2 and F(P) = (Fi (P))i=1,2 (4.4)
with their components Ui (P) and Fi (P) defined in terms of u i (P) and f i (P) in a
piecewise fashion as
4.1 Matrices of Green’s Type for PDE 109

u i (P), P ∈ i
Ui (P) =
0, P ∈ /i
and
f i (P), P ∈ i
Fi (P) = .
0, P ∈ /i
The problem setting in (4.1)–(4.3), with the introduced vector functions U(P)
and F(P), creates a perfect environment for introduction of a key concept for the
upcoming presentation.
Definition: If for any integrable in vector function F(P), the vector function
U(P) is expressed in the form

U(P) = G(P, Q)F(Q)d(Q) (4.5)
then the kernel-matrix G(P, Q) of the above integral representation stays for the
matrix of Green’s type to the homogeneous problem corresponding to (4.1)–(4.3).
The term ‘integrable’ with respect to F(Q) implies

F(Q)d(Q) < ∞.
In compliance with the conventionally accepted Green’s function terminology,

the points P and Q in G(P, Q) will be referred to, in our presentation, as the field
(observation) point and the source point, respectively.
G(P, Q) represents a2 ×2 matrix, and an important comment is appropriate, as
to its elements G i j (P, Q) and the points P and Q. That is, an element G i j (P, Q) is
defined with the field point P belonging to fragment i , whereas the source point Q
belongs to j . This implies, in particular, that the field and the source points share
domain only in the diagonal elements G 11 (P, Q) and G 22 (P, Q).
The elements G i j (P, Q) of the matrix of Green’s type possess the following
defining properties:
1. The peripheral elements G 12 (P, Q) and G 21 (P, Q), being considered as func-
tions of the coordinates of the field point P in i , satisfy the homogeneous
equation corresponding to (4.1), that is
Li [G i j (P, Q)] = 0, for P ∈ i ;
2. The diagonal elements G 11 (P, Q) and G 22 (P, Q), being considered as functions
of the coordinates of the field point P in i , satisfy the homogeneous equation
corresponding to (4.1) everywhere in i except for P = Q, that is
Li [G ii (P, Q)] = 0, for P, Q ∈ i and P = Q ;

3. For P = Q, the diagonal elements G 11 (P, Q) and G 22 (P, Q) possess the loga-
rithmic singularity
1 1
G ii (P, Q) = ln ;
2π |P − Q|
4. The elements G i j (P, Q) satisfy all the boundary and contact conditions imposed
by (4.2) and (4.3), which they are involved in.
The reader is invited, in this chapter, to review in detail a procedure that we

developed to practically construct matrices of Green’s type for a range of relevant
boundary value problems.
4.2 Compound Hemisphere
Matrix of Green’s type will be constructed, in this section, for a boundary value
problem of the type in (4.1)–(4.3). To be specific, we target a problem that simulates
potential fields induced in a thin hemispherical shell of radius a composed of two
congruent segments made of materials whose conductivities are specified by the
constants λ1 and λ2 . The shell’s middle surface occupies the region
= {0 < ϑ < π, 0 < ϕ < π}
(shown in Fig. 4.2) composed of two congruent fragments
1 = {0 < ϑ < π/2, 0 < ϕ < π}
and
2 = {π/2 < ϑ < π, 0 < ϕ < π}.
Fig. 4.2 Geometry of the

compound hemisphere
4.2 Compound Hemisphere 111
It is evident that the geographical spherical coordinates ϑ (latitude) and ϕ (longi-

tude) are the best choice to determine a point in , where we consider the boundary
value problem

1 ∂ ∂u i 1 ∂2ui
sin ϑ + = − f i (ϑ, ϕ) in i , i = 1, 2 (4.6)
u i (ϑ, 0) = u i (ϑ, π) = 0, i = 1, 2 (4.7)
lim |u 1 (ϑ, ϕ)| < ∞ and lim |u 2 (ϑ, ϕ)| < ∞ (4.8)
ϑ→0 ϑ→π
∂u 1 (π/2, ϕ) ∂u 2 (π/2, ϕ)
u 1 (π/2, ϕ) = u 2 (π/2, ϕ) and =λ (4.9)
∂ϑ ∂ϑ
in u i = u i (ϑ, ϕ), where λ = λ2 /λ1 .
Note that the hemisphere is actually a particular case of a spherical sector (see
our work in Sect. 2.6), with the opening angle ϕ = π. Thus, both poles ϑ = 0 and
ϑ = π of the sphere are parts of the outer “boundary” of representing at the same
time the points of singularity for the governing equations in (4.6). This explains the
reasoning behind inclusion of the boundness conditions of (4.8) in the above problem
formulation.
The goal in the upcoming development is an efficient procedure for obtaining
computer-friendly representations for the elements of the matrix of Green’s type
G(ϑ, ϕ; τ , ψ) for the homogeneous ( f i (ϑ, ϕ) ≡ 0) problem corresponding to (4.6)–
(4.9). Note that the variables τ and ψ in G(ϑ, ϕ; τ , ψ) stay for the latitude and the
longitude, respectively, of the source point.
Following the pattern worked out in Chaps. 2 and 3, we aim, in the current case,
at expressing the vector function U(ϑ, ϕ) in terms of F(ϑ, ϕ) in the form of (4.5),
because the latter delivers an explicit form for the looked-for matrix G(ϑ, ϕ; τ , ψ).
The goal will again be achieved by means of a separation of variables combined with
the method of variation of parameters. Proceeding with this strategy, we express the
functions u i (ϑ, ϕ) and f i (ϑ, ϕ) in the Fourier sine-series form
∞
∞

u i (ϑ, ϕ) = u i,n (ϑ) sin nϕ and f i (ϑ, ϕ) = f i,n (ϑ) sin nϕ (4.10)
n=1 n=1
complying with the boundary conditions of (4.7). This yields, for the coefficients
u i,n (ϑ) of the first of the series from (4.10), the following three-point-posed ODE
boundary value problem

d du 1,n (ϑ) n 2 u 1,n (ϑ)
sin ϑ − =−
f 1,n (ϑ) , ϑ ∈ (0, π/2) (4.11)
dϑ dϑ sin ϑ

d du 2,n (ϑ) n 2 u 2,n (ϑ)
sin ϑ − =−
f 2,n (ϑ) , ϑ ∈ (π/2, π) (4.12)
dϑ dϑ sin ϑ
lim |u 1,n (ϑ)| < ∞ and lim |u 2,n (ϑ)| < ∞ (4.13)
ϑ→0 ϑ→π
and
du 1,n (π/2) du 2,n (π/2)
u 1,n (π/2) = u 2 (π/2) and =λ (4.14)
dϑ dϑ
where f i,n (ϑ) = a 2 sin ϑ f i,n (ϑ) , (i = 1, 2) and n = 1, 2, 3, ... .

The reader thus arrived at a familiar environment with the problem in (4.11)–
(4.14). Indeed, this is a multiple-point-posed boundary value problem for ordinary
differential equations. This kind of setting was studied in detail in Chap. 1, and the
experience gained from that study will be a driving force in our current work.
In compliance with the recommendations of Sect. 1.2.3, the method of variation of
parameters will be used to solve the problem of (4.11)–(4.14) in terms of the matrix
of Green’s type gn (ϑ, τ ) of the corresponding homogeneous problem. Required for
that the fundamental set of solutions
ϑ ϑ
tann and tan−n
2 2
for the homogeneous equations corresponding to (4.11) and (4.12) can be recalled
from Chap. 2 (Sect. 2.3). Based on that, the general solutions of equations (4.11) and
(4.12) are found in the form
ϑ ϑ
u 1,n (ϑ) = C1 tann + D1 tan−n
2 2
ϑ
1 ϑ τ ϑ τ
+ tan−n tann − tann tan−n f 1,n (τ )dτ (4.15)
2n 2 2 2 2
0
and
ϑ ϑ
u 2,n (ϑ) = C2 tann + D2 tan−n
2 2
ϑ
1 ϑ τ ϑ τ
+ tan−n tann − tann tan−n f 2,n (τ )dτ . (4.16)
2n 2 2 2 2
π/2
The four constants of integration in (4.15) and (4.16) can uniquely be determined
by means of the boundness conditions of (4.13) and the contact conditions of (4.14).
The total number of these conditions is four ensuring the well-posedness of this
operation.
As to the first condition in (4.13), the only way to make it true is to set up D1 = 0.
The second condition in (4.13), being applied to the form from (4.16), allows us to
directly determine C2
π
1 τ
C2 = tan−n f 2,n (τ ) dτ .
2n 2
π/2
The two contact conditions of (4.14), imposed at ϑ = π/2, result in a well-posed

system of two linear algebraic equations in C1 and D2 . We omit a quite tedious but
very much straightforward algebra, and present just ultimate expressions for these
constants. They appear as
π/2
1 τ 1−λ τ
C1 = tan−n + tann f 2,n (τ ) dτ
2n 2 1+ λ 2
0
π
λ τ
+ tan−n f 2,n (τ ) dτ ,
n(1+ λ) 2
π/2
⎛ ⎞
π/2 π
1 ⎜ n τ 1−λ τ ⎟
D2 = ⎝ tan f 1,n (τ )dτ − tan−n f 2,n (τ ) dτ ⎠ .
n(1+ λ) 2 2 2
0 π/2
This completes that stage of our solution procedure which deals with the problem in
(4.11)–(4.14). With the just found values of the constants of integration C1 , D1 , C2 ,
and D2 , the expressions for u 1,n (ϑ)and u 2,n (ϑ)from (4.15) and (4.16) transform to
ϑ
1 τ ϑ ϑ τ
u 1,n (ϑ) = tann tan−n −tann tan−n f 1,n (τ ) dτ
2n 2 2 2 2
0
π/2
1 −n τ 1−λ n τ ϑ
+ tan + tan tann f 1,n (τ ) dτ
2n 2 1+λ 2 2
0
π
λ τ ϑ π
+ tan−n tann f 2,n (τ ) dτ , ϑ ∈ [0, ] (4.17)
n(1+λ) 2 2 2
π/2
and
π/2
λ τ ϑ
u 2,n (ϑ) = tann tan−n f 1,n (τ ) dτ
n(1+λ) 2 2
0
ϑ
1 nτ −n ϑ nϑ −n τ
+ tan tan −tan tan f 2,n (τ ) dτ
2n 2 2 2 2
π/2
π
1 ϑ 1−λ ϑ τ π
+ tann − tan−n tan−n f 2,n (τ ) dτ , ϑ ∈ [ , π]. (4.18)
2n 2 1+λ 2 2 2
π/2
One might think that the forms in (4.17) and (4.18) are too heavy-loaded, but this
situation can however be improved. As to (4.17), we can make it more compact by
combining the first two integrals into a single definite integral, from 0 to π/2, of a
function defined in two pieces. At the same time, we leave the last integral of (4.17)
in its current form. This yields
π/2 π
u 1,n (ϑ) = (n)
g11 (ϑ, τ ) f 1,n (τ ) dτ + (n)
g12 (ϑ, τ )
f 2,n (τ ) dτ , (4.19)
0 π/2
(n) (n)
where the kernel functions g11 (ϑ, τ ) and g12 (ϑ, τ ) represent in fact the elements of
the first row of the matrix gn (ϑ, τ ) of Green’s type to the homogeneous problem cor-
(n)
responding to (4.11)–(4.14). The element g11 (ϑ, τ ) is defined, as we just mentioned,
in two pieces, with its expression valid for 0 ≤ ϑ ≤ τ ≤ π/2 found as

(n) 1 τ 1−λ τ ϑ
g11 (ϑ, τ ) = tan−n + tann tann ,
2n 2 1+λ 2 2
(n)
while the expression of g11 (ϑ, τ )valid for 0 ≤ τ ≤ ϑ ≤ π/2 can be obtained from the
(n)
above by interchanging ϑ and τ . The element g12 (ϑ, τ ) is defined in a single piece
form, and appears as
(n) λ τ ϑ π
g12 (ϑ, τ ) = tan−n tann , 0 ≤ ϑ ≤ ≤ τ ≤ π.
n(1+λ) 2 2 2
Transformation of the heavy-looking expression in (4.18) can be accomplished

in a similar manner. This yields the compact form
π/2 π
u 2,n (ϑ) = g21 (ϑ, τ )
(n)
f 1,n (τ ) dτ + (n)
g22 (ϑ, τ )
f 2,n (τ ) dτ (4.20)
0 π/2
expressed in terms of the elements of the second row of gn (ϑ, τ ) where the element
(n)
g21 (ϑ, τ ) is defined in the single piece form
(n) 1 ϑ τ π
g21 (ϑ, τ ) = tan−n tann , 0 ≤ τ ≤ ≤ ϑ ≤ π.
n(1+λ) 2 2 2
(n) (n)
The element g22 (ϑ, τ ) is, analogously to g11 (ϑ, τ ), defined in two pieces. Its
expression valid for π/2 ≤ ϑ ≤ τ ≤ π is found as

(n) 1 n ϑ 1−λ −n ϑ τ
g22 (ϑ, τ ) = tan − tan tan−n ,
2n 2 1+λ 2 2
while the expression valid for π/2 ≤ τ ≤ ϑ ≤ π can be obtained from the above by
interchanging ϑ and τ .
To proceed further, we remind that the weight functions f i,n (τ ) in (4.19) and
(4.20) are expressed in terms of the Fourier coefficients f i,n (τ ) of the second series
in (4.10) as
f i,n (τ ) = a 2 sin τ f i,n (τ ). Expressing now the functions f i,n (τ ) in terms
of their generating functions f i (τ , ψ)
π
2
f i,n (τ ) = f i (τ , ψ) sin nψdψ, i = 1, 2
π
0
we transform (4.19) and (4.20) into
π π/2
2 (n)
u 1,n (ϑ) = g (ϑ, τ ) sin nψ f 1 (τ , ψ) a 2 sin τ dτ dψ
π 11
0 0
π π
2 (n)
+ g (ϑ, τ ) sin nψ f 2 (τ , ψ) a 2 sin τ dτ dψ
π 12
0 π/2
and
π π/2
2 (n)
u 2,n (ϑ) = g (ϑ, τ ) sin nψ f 1 (τ , ψ) a 2 sin τ dτ dψ
π 21
0 0
π π
2 (n)
+ g (ϑ, τ ) sin nψ f 2 (τ , ψ) a 2 sin τ dτ dψ.
π 22
0 π/2
Upon substituting the above into the first series from (4.10), we arrive eventually
at the solution to the boundary value problem of (4.6)–(4.9) which appears in the
form
u 1 (ϑ, ϕ) = G 11 (ϑ, ϕ; τ , ψ) f 1 (τ , ψ) d1 (τ , ψ)

+ G 12 (ϑ, ϕ; τ , ψ) f 2 (τ , ψ) d2 (τ , ψ), (ϑ, ϕ) ∈ 1 (4.21)
and
u 2 (ϑ, ϕ) = G 21 (ϑ, ϕ; τ , ψ) f 1 (τ , ψ) d1 (τ , ψ)

+ G 22 (ϑ, ϕ; τ , ψ) f 2 (τ , ψ) d2 (τ , ψ), (ϑ, ϕ) ∈ 2 . (4.22)
Hence, in light of (4.5), the kernel functions G i j (ϑ, ϕ; τ , ψ) in (4.21) and (4.22)
represent the elements of the sought-after matrix G(ϑ, ϕ; τ , ψ) of Green’s type to
the homogeneous boundary value problem corresponding to (4.6)–(4.9). For these
elements, we subsequently have
∞
2 (n)
G i j (ϑ, ϑ; τ , τ ) = g (ϑ, τ ) sin nϕ sin nψ
π n=1 i j
∞
1 (n)
= g (ϑ, τ )[cos n(ϕ−ψ)− cos n(ϕ+ ψ)], (i, j = 1, 2). (4.23)
π n=1 i j
Observing the appearance of the recently derived functions gi(n)

j (ϑ, τ ), one realizes
that all the series in (4.23) are of the type
∞
pn
cos nx, where p 2 < 1 and 0 ≤ x < 2π.
n=1
n
This makes the series totally summable with the aid of the standard [1, 19, 25]
summation formula
∞
pn
cos nx = − ln 1 − 2 p cos x + p 2 ,
n=1
n
which had been referred to for the first time in this volume in Chap. 2, and was
repeatedly used afterward.
Upon accomplishing the summation, we managed to obtain the following closed
computer-friendly forms:
⎛
1 ⎝ 2(ϑ) −2(ϑ)(τ ) cos(ϕ +ψ)+ 2 (τ )
G 11 (ϑ, ϕ; τ , ψ) = ln
2π 2(ϑ) −2(ϑ)(τ ) cos(ϕ − ψ)+ 2 (τ )
⎞
1−λ 1 −2(ϑ)(τ ) cos(ϕ+ψ)+ 2 (ϑ)2 (τ ) ⎠
+ ln (4.24)
1+λ 1 −2(ϑ)(τ ) cos(ϕ− ψ)+ 2 (ϑ)2 (τ )

λ 2(ϑ) −2(ϑ)(τ ) cos(ϕ +ψ)+ 2 (τ )
G 12 (ϑ, ϕ; τ , ψ) = ln
π(1+λ) 2(ϑ) −2(ϑ)(τ ) cos(ϕ − ψ)+ 2 (τ )
(4.25)
1 2(ϑ) −2(ϑ)(τ ) cos(ϕ +ψ)+ 2 (τ )
G 21 (ϑ, ϕ; τ , ψ) = ln
π(1+λ) 2(ϑ) −2(ϑ)(τ ) cos(ϕ − ψ)+ 2 (τ )
(4.26)
and
⎛
1 ⎝ 2(ϑ) −2(ϑ)(τ ) cos(ϕ +ψ)+ 2 (τ )
G 22 (ϑ, ϕ; τ , ψ) = ln
2π 2(ϑ) −2(ϑ)(τ ) cos(ϕ − ψ)+ 2 (τ )
⎞
1−λ 1 −2(ϑ)(τ ) cos(ϕ+ψ)+ 2 (ϑ)2 (τ )
⎠
− ln (4.27)
1+λ 1 −2(ϑ)(τ ) cos(ϕ− ψ)+ 2 (ϑ)2 (τ )
for the elements of G(ϑ, ϕ; τ , ψ), where for compactness, we introduced

x
(x) = tan .
2
It is interesting to notice that, if we let the parameter λ equal unity in (4.24)
through (4.27), then all of them reduce to the same function

1 2(ϑ) −2(ϑ)(τ ) cos(ϕ +ψ)+ 2 (τ )
ln
2π 2(ϑ) −2(ϑ)(τ ) cos(ϕ − ψ)+ 2 (τ )
that represents, in fact, the Green’s function for the Dirichlet problem stated in the
homogeneous hemispherical surface
= {0 < ϑ < π, 0 < ϕ < π}.
And this is what the statement in (4.6)–(4.9) reduces actually to, if λ = 1 in (4.9),
or, in other words, if both regions 1 and 2 are filled in with the same material.
Figure 4.3 depicts the potential field generated by a point source located at
(0.45π, 0.35π) for four different values of parameter λ.
Fig. 4.3 Potential field induced by a point source in the compound hemisphere with
(a) λ = 0.1, (b) λ = 1.0, (c) λ = 5.0, (d) λ = 10.0
Upon comparison the fragments (a), (b), (c), and (d) of Fig. 4.3, one comes to
a conclusion that the magnitude of the coefficient λ significantly affects the field
induced by a point source.
4.3 Hemisphere Joint to Cylinder
Another assembly of two surfaces will be encountered in this section. It represents

the middle surface of a composition of a cylindrical shell of radius a closed at one
edge with a hemispherical cap of same radius, as shown in Fig. 4.4.
Let the middle surface of the hemispherical shell occupy the region
1 = {0 < ϑ < π/2, 0 ≤ ϕ < 2π}
and the middle surface of the cylindrical shell be
2 = {0 < z < l, 0 ≤ ϕ < 2π}.
Conductivities of the materials, of which the shells are made, are specified with
constants λ1 and λ2 .
In the assembly = 1 ∪ 2 , we consider the boundary value problem
4.3 Hemisphere Joint to Cylinder 119
Fig. 4.4 Axial cross section

of a hemisphere–cylinder
shell structure

1 ∂ ∂u 1 (ϑ, ϕ) 1 ∂ 2 u 1 (ϑ, ϕ)
sin ϑ + 2 2 = − f 1 (ϑ, ϕ) in 1 (4.28)
a sin ϑ ∂ϑ
2 ∂ϑ a sin ϑ ∂ϕ2
∂ 2 u 2 (z, ϕ) 1 ∂ 2 u 2 (z, ϕ)
+ = − f 2 (z, ϕ) in 2 (4.29)
∂z 2 a 2 ∂ϕ2
∂u 2 (l, ϕ)
lim |u 1 (ϑ, ϕ)| < ∞, u 2 (l, ϕ) + β =0 (4.30)
ϑ→0 ∂z
∂u 1 (π/2, ϕ) ∂u 2 (0, ϕ)
u 1 (π/2, ϕ) = u 2 (0, ϕ), =λ (4.31)
∂ϑ ∂z
∂u 1 (ϑ, 0) ∂u 1 (ϑ, 2π)

u 1 (ϑ, 0) = u 1 (ϑ, 2π), = (4.32)
∂ϕ ∂ϕ
∂u 2 (z, 0) ∂u 2 (z, 2π)

u 2 (z, 0) = u 2 (z, 2π), = (4.33)
∂ϕ ∂ϕ
where λ = λ2 /λ1 .
The above problem simulates a field of potential induced in the considered assem-
bly of shells. And we are looking for the matrix G(P, Q) of Green’s type of the
corresponding to (4.28)–(4.33) homogeneous problem. From our experience, it fol-
lows that the elements G i j of G could be explicitly revealed if the solution functions
u 1 (ϑ, ϕ) and u 2 (z, ϕ) of the above problem are expressed as

u 1 (ϑ, ϕ) = G 11 (ϑ, ϕ; τ , ψ) f 1 (τ , ψ)d1 (τ , ψ)

+ G 12 (ϑ, ϕ; ζ, ψ) f 2 (ζ, ψ)d2 (ζ, ψ)
and

u 2 (z, ϕ) = G 21 (z, ϕ; τ , ψ) f 1 (τ , ψ)d1 (τ , ψ)

+ G 22 (z, ϕ; ζ, ψ) f 2 (ζ, ψ)d2 (ζ, ψ).
Our strategy, leading to the above representations, is traditionally based on the

combination of separation of variables and the method of variation of parameters.
As usually in problems stated for surfaces closed in the longitudinal direction, the
solution functions and the right-hand sides of the equations in (4.28) and (4.29) are
2π-periodic functions of ϕ, and ought to be expanded in the general trigonometric
Fourier series form
∞
1
u 1 (ϑ, ϕ) = u 10 (ϑ) + u (c) (s)
1n (ϑ) cos nϕ + u 1n (ϑ) sin nϕ (4.34)
2 n=1
∞
1 (c) (s)
f 1 (ϑ, ϕ) = f 10 (ϑ) + f 1n (ϑ) cos nϕ + f 1n (ϑ) sin nϕ (4.35)
2 n=1
and
∞
1
u 2 (z, ϕ) = u 20 (z) + u (c) (s)
2n (z) cos nϕ + u 2n (z) sin nϕ (4.36)
2 n=1
∞
1 (c) (s)
f 2 (z, ϕ) = f 20 (z) + f 2n (z) cos nϕ + f 2n (z) sin nϕ. (4.37)
2 n=1
This yields the three-point-posed ODE boundary value problem

d du 1n (ϑ) n 2 u 1n (ϑ)
sin ϑ − =−
f 1n (ϑ), 0 < ϑ < π/2 (4.38)
dϑ dϑ sin ϑ
d 2 u 2n (z) n 2
− 2 u 2n (z) = − f 2n (z), 0 < z < l (4.39)
dz 2 a
du 2n (l)
lim |u 1n (ϑ)| < ∞, u 2n (l) + β =0 (4.40)
ϑ→0 dz
and
du 1n (π/2) du 2n (0)
u 1n (π/2) = u 2n (0), =λ (4.41)
dϑ dz
in the coefficients u 1n (ϑ) and u 2n (z) of the series in (4.34) and (4.36). The right-hand
side of (4.38) is defined in terms of the Fourier coefficients of (4.35) as f 1n (ϑ) =
a 2 sin ϑ f 1n (ϑ).
Remind that the superscripts ‘c’ and ‘s’ on u 1n (ϑ) and u 2n (z) are omitted in (4.38)
through (4.41), because the sine and the cosine coefficients of the series in (4.34)
and (4.36) will be identically treated in what follows until a certain moment in our
work.
Another important detail in the upcoming development is related to the summation
index n of the foregoing Fourier series. The point is that n represents a parameter
in the problem of (4.38)–(4.41), significantly influencing the fundamental sets of
solutions of the governing differential equations. That is why the cases n = 0 and
n ≥ 1 in (4.38)–(4.41) will be treated separately.
We begin with the case of n = 0, which transforms the governing differential
equations of the setting in (4.38)–(4.41) into

1 d du 10 (ϑ)
sin ϑ =−
f 10 (ϑ), 0 < ϑ < π/2 (4.42)
sin ϑ dϑ dϑ
d 2 u 20 (z)
= − f 20 (z), 0 < z < a. (4.43)
dz 2
The fundamental set of solutions to the homogeneous equation corresponding to

(4.42)
u (1) (2)
10 (ϑ) = 1 and u 10 (ϑ) = ln(tan ϑ/2)
can be recalled from our work in Chap. 2, whereas for the trivial case of (4.43), we
have
u (1) (2)
20 (z) = 1 and u 20 (z) = z.
Proceeding with the standard procedure of the Lagrange’s method of variation of

parameters, the general solution to (4.42) is found as
ϑ
tan ϑ/2
u 10 (ϑ) = − ln f 10 (τ )dτ +C1 + D1 ln(tan ϑ/2). (4.44)
0 tan τ /2
For the general solution to (4.43), we respectively have

z
u 20 (z) = − (z −ζ) f 20 (ζ)dζ + C2 + D2 z. (4.45)
0
With the aid of the boundary and contact conditions, the constants of integration
for (4.44) and (4.45) are obtained as
π τ l
2 β +l
C1 = −ln tan f 10 (τ )dτ + [β +(l −ζ)] f 20 (ζ)dζ
0 λ 2 0
π
2 β +l l
C2 = f 10 (τ )dτ + [β +(l −ζ)] f 20 (ζ)dζ
0 λ 0
and π
2 1
D2 = − f 10 (τ )dτ and D1 = 0.
0 λ
Substituting the found values into (4.44) and (4.45), the solution functions u 10 (ϑ)
and u 20 (z) to the setting in (4.38)–(4.41) are ultimately expressed, for the case of
n = 0, in the form
π l
2
u 10 (ϑ) = 0
g11 (ϑ, τ )
f 10 (τ )dτ + 0
g12 (ϑ, ζ) f 20 (ζ)dζ (4.46)
0 0
and π
2 l
u 20 (z) = 0
g21 (z, τ )
f 10 (τ )dτ + 0
g22 (z, ζ) f 20 (ζ)dζ. (4.47)
0 0
0
Note that the kernel functions g11 (ϑ, τ ), g12
0
(ϑ, ζ), g21
0
(z, τ ), and g22
0
(z, ζ) repre-
sent the elements of the matrix of Green’s type for the homogeneous ODE boundary
value problem corresponding to (4.38)–(4.41) in the case of n = 0. They are defined
as
1 (β +l)−λ ln(tan τ /2), 0 ≤ ϑ ≤ τ ≤ π/2
g11 (ϑ, τ ) =
0
λ (β +l)− λ ln(tan ϑ/2), 0 ≤ τ ≤ ϑ ≤ π/2
0
g12 (ϑ, ζ) = [β +(l −ζ)], 0 ≤ ϑ ≤ π/2, 0 ≤ ζ ≤ l
β +(l −z)
0
g21 (z, τ ) = , 0 ≤ z ≤ l, 0 ≤ τ ≤ π/2
λ
and
β +(l −ζ), 0 ≤ z ≤ ζ ≤ l
0
g22 (z, ζ) = .
β +(l −z), 0 ≤ ζ ≤ z ≤ l
This completes our analysis for the boundary value problem of (4.38)–(4.41) in
the case of n = 0, and we are in a position now to turn to the case of n ≥ 1. As to the
required fundamental sets of solutions to the homogeneous equations corresponding
to (4.38) and (4.39), we have
u (1) (2)
1n (ϑ) = tan ϑ/2 and u 1n (ϑ) = cot ϑ/2
n n
and
u (1)
2n (z) = e
nz/a
and u (2)
2n (z) = e
−nz/a
,
respectively.
Proceeding in compliance with the Lagrange’s method of variation of parameters,
the general solutions to the governing equations of (4.38) and (4.39) are found as
ϑ
1 nτ nϑ nϑ nτ
u 1n (ϑ)= tan cot − tan cot f 1n (τ )dτ
0 2n 2 2 2 2
ϑ ϑ
+ C1 tann + D1 cot n (4.48)
2 2
and z
1 n
u 2n (z) = sinh (ζ −z) f 2n (ζ)dζ + C2 enz/a + D2 e−nz/a , (4.49)
0 n a
respectively.
The boundness condition of (4.40) yields D1 = 0, and the rest of the constants
of integration in (4.48) and (4.49), after a tedious but quite straightforward algebra,
are found as π
λ(βn−1)e−nl/a 2 τ
C2 = ∗
tann f 1n (τ )dτ
n 0 2
l
1+λ n
+ βn cosh n(ζ −l)−sinh (ζ −l) f 2n (ζ)dζ
n∗ 0 a
π
λ(βn+1)enl/a 2 τ
D2 = tann f 1n (τ )dτ
n∗ 0 2
l
1−λ n n
+ βn cosh (ζ −l)−sinh (ζ −l) f 2n (ζ)dζ
n∗ 0 a a
and π

2 λ (1+βn)enl/a −(1 −βn)e−nl/a τ
C1 = tann
0 n∗ 2

1 nτ τ
− tan −cot n f 1n (τ )dτ
2n 2 2
l
2 n n
+ ∗ βn cosh (ζ −l)−sinh (ζ −l) f 2n (ζ)dζ,
n 0 a a
where
∗ = (1−λ)(1−βn)e−nl/a +(1+λ)(1+βn)enl/a .
Upon substituting the just found values of the constants of integration into (4.48)
and (4.49), we arrive at
π l
2
u 1n (ϑ) = n
g11 (ϑ, τ )
f 1n (τ )dτ + n
g12 (ϑ, ζ) f 2n (ζ)dζ (4.50)
0 0
and π
2 l
u 2n (z) = n
g21 (z, τ )
f 1n (τ )dτ + n
g22 (z, ζ) f 2n (ζ)dζ (4.51)
0 0
with the kernel functions defined as

⎧
⎪(βn+1)e ntan τ /2 [(1+λ) cot
⎪ ϑ/2
nl/a n n
⎪
⎪ −nl/a
⎪
⎪−(1−λ) tan ϑ/2]−(βn−1)e tann τ /2
⎪
⎪× [(1−λ) cot ϑ/2−(1+λ) tan ϑ/2], τ ≤ϑ
1 ⎨
n n
n
g11 (ϑ, τ ) =
2n∗ ⎪
⎪(βn+1)enl/a tann ϑ/2 [(1+λ) cot n τ /2
⎪
⎪
⎪
⎪
⎪
⎪−(1−λ) tann τ /2]−(βn−1)e−nl/a tann ϑ/2
⎩
× [(1−λ) cot n τ /2−(1+λ) tann τ /2], ϑ≤τ

n
g12 (ϑ, ζ) = 2 βn cosh an (l −ζ)−sinh an (l −ζ) /(n∗ )
× tann ϑ/2, 0 ≤ ϑ ≤ π/2, 0 ≤ ζ ≤l

n
g21 (z, τ ) = 2 βn cosh an (l −z)−sinh an (l −z) /(n∗ )
× tann τ /2, 0 ≤ z ≤l, 0 ≤ τ ≤ π/2
and ⎧
⎪
⎪ βn cosh an (z − l)− β sinh an (z −l)
⎪
⎪×[(1+λ)enζ/a + (1−λ)e−nζ/a ], ζ ≤ z
1 ⎨
g22 (z, ζ) =
n
.
n∗ ⎪
⎪ βn (ζ −l)−sinh (ζ −l)
⎪
⎪ cosh n n
⎩ a a
× (1+λ)enz/a + (1−λ)e−nz/a , z ≤ ζ
Summarizing the intermediate progress yet achieved in our development, note that
working on the matrix G(P, Q) of Green’s type to the problem setting in (4.28)–
(4.33), we obtained explicit expressions for the elements ginj of the matrices of Green’s
type to the ODE homogeneous problem corresponding to (4.38)–(4.41) for the cases
of n = 0 and n ≥ 1. These elements will play a decisive role in the completion of
our development.
To continue, we recall the Fourier series expansions of (4.34) through (4.37).
Notice that their coefficients are decorated with the superscripts ‘c’ and ‘s’ to dis-
tinguish the sine components from the cosine components of the series. The point is
that we need, at this stage of our development, to take that difference into account.
Namely, the integrals representing u 1n (ϑ) and u 2n (z) in (4.46), (4.47), (4.50), and
(4.51) contain the functions f 1n (τ ), f 1n (τ ), f 2n (ζ), and f 2n (ζ), which are the Fourier
coefficients of the series in (4.35) and (4.37). And this is just that moment in our
development when the superscripts ‘c’ and ‘s’ come into the play.
Expressing the coefficients of the series (4.35) and (4.37) in terms of their gener-
ating functions f 1 (τ , ψ) and f 2 (ζ, ψ) as
2π
(c) 1
f 1n (τ ) = f 1 (τ , ψ) cos nψdψ, n = 0, 1, 2, . . .
π 0
2π
(s) 1
f 1n (τ ) = f 1 (τ , ψ) sin nψdψ, n = 1, 2, 3, . . .
π 0
2π
(c) 1
f 2n (ζ) = f 2 (ζ, ψ) cos nψdψ, n = 0, 1, 2, . . .
π 0
and 2π
(s) 1
f 2n (ζ) = f 2 (ζ, ψ) sin nψdψ, n = 1, 2, 3, . . .
π 0
(c) (c)
we substitute f 1n (τ ) and f 2n (ζ) into (4.46), (4.47), (4.50) and (4.51)
π 2π
2 1 n
u (c)
1n (ϑ) = g (ϑ, τ ) cos nψ f 1 (τ , ψ)a 2 sin τ dψdτ
0 0 π 11
l 2π
1 n
+ g (ϑ, ζ) cos nψ f 2 (ζ, ψ)dψdζ, n = 0, 1, 2, . . .
0 0 π 12
and π 2π
2 1 n
u (c)
2n (z) = g (z, τ ) cos nψ f 1 (τ , ψ)a 2 sin τ dψdτ
0 0 π 21
l 2π
1 n
+ g (z, ζ) cos nψ f 2 (ζ, ψ)dψdζ, n = 0, 1, 2, . . .
0 0 π 22
(s) (s)
Substituting then f 1n (τ ) and f 2n (ζ) into (4.50) and (4.51), we have
π 2π
2 1 n
u (s)
1n (ϑ) = g (ϑ, τ ) sin nψ f 1 (τ , ψ)a 2 sin τ dψdτ
0 0 π 11
l 2π
1 n
+ g (ϑ, ζ) sin nψ f 2 (ζ, ψ)dψdζ, n = 1, 2, 3, . . .
0 0 π 12
and π 2π
2 1 n
u (s)
2n (z) = g (z, τ ) sin nψ f 1 (τ , ψ)a 2 sin τ dψdτ
0 0 π 21
l 2π
1 n
+ g (z, ζ) sin nψ f 2 (ζ, ψ)dψdζ, n = 1, 2, 3, . . .
0 0 π 22
To go further, we substitute the above expressions u (c) (s)

1n (ϑ) and u 1n (ϑ) into the
expansion of u 1 (ϑ, ϕ) from (4.34). This yields
π 2π
2
u 1 (ϑ, ϕ) = G 11 (ϑ, ϕ; τ , ψ) f 1 (τ , ψ)a 2 sin τ dψdτ
0 0
l 2π
+ G 12 (ϑ, ϕ; ζ, ψ) f 2 (ζ, ψ)dψdζ, (ϑ, ϕ) ∈ 1
0 0
revealing the first two entries G 11 (ϑ, ϕ; τ , ψ) and G 12 (ϑ, ϕ; ζ, ψ) of the matrix
G(P, Q) of Green’s type to the homogeneous boundary value problem corresponding
to (4.28)–(4.33). For G 11 (ϑ, ϕ; τ , ψ) we came up with the series expansion
∞
1 0 1 n
G 11 (ϑ, ϕ; τ , ψ) = g11 (ϑ, τ )+ g (ϑ, τ ) cos n(ϕ−ψ)
2π π n=1 11
0
whose coefficient functions g11 (ϑ, τ ) and g11
n
(ϑ, τ ) have been derived earlier in this
section. Substituting them into the above series, we transform it, for ϑ ≤ τ , to
1 τ
G 11 (ϑ, ϕ; τ , ψ) = λ(β +l) − ln tan
2π 2

ϑ
∞
1 1 τ
+ ∗
(βn+1)enl/a tann (1+λ) cot n
2π n=1 n 2 2
τ ϑ
− (1−λ) tann −(βn−1)e−nl/a tann
2 2
τ τ
× (1−λ) cot n −(1+λ) tann cos n(ϕ−ψ). (4.52)
2 2
The variables ϑ and τ should be interchanged in the above in order to get the
expression of G 11 (ϑ, ϕ; τ , ψ) valid for τ ≤ ϑ.
For the entry G 12 (ϑ, ϕ; ζ, ψ) of G(P, Q), we accordingly have
1
G 12 (ϑ, ϕ; ζ, ψ) = [β + (l − ζ)]
2π
∞
1 1 ϑ
+ ∗
(1+βn)en(l−ζ)/a−(1−βn)en(ζ−l)/a tann cos n(ϕ−ψ). (4.53)
2π n=1 n 2
Analogously, upon substituting the expressions for u c2n (z) and u s2n (z) into the
expansion of u 2 (z, ϕ) from (4.36), one arrives at
π 2π
2
u 2 (z, ϕ) = G 21 (z, ϕ; τ , ψ) f 1 (τ , ψ)a 2 sin τ dψdτ
0 0
l 2π
+ G 22 (z, ϕ; ζ, ψ) f 2 (ζ, ψ)dψdζ, (z, ϕ) ∈ 2
0 0
disclosing the other two elements of the matrix G(P, Q) of Green’s type which we
are looking for. The element G 21 (z, ϕ; τ , ψ) is obtained as
λ
G 21 (z, ϕ; τ , ψ) = [β +(l −z)]
2π
∞
λ 1 τ
+ (1+βn)en(l−z)/a −(1−βn)en(z−l)/a tann cos n(ϕ−ψ) (4.54)
π n=1 n∗ 2
and, at last, for the expression of G 22 (z, ϕ; ζ, ψ), valid for z ≤ ζ, we have
∞
β + (l −ζ) 1 (1−λ)e−nz/a +(1+λ)enz/a
G 22 (z, ϕ; ζ, ψ) = +
2π 2π n=1 n∗

× (1 +βn)en(l−ζ)/a −(1 −βn)en(ζ−l)/a cos n(ϕ−ψ) (4.55)
and the variables z and ζ should be interchanged in the above, to get an expression
for G 22 (z, ϕ; ζ, ψ) valid for ζ ≤ z.
Evidently, the convergence of the series in the just found elements G i j (P, Q) of
G(P, Q) can be improved in the way recommended earlier in this volume. But it
is worth noting that there exists an important particular case of the problem setting
in (4.28)–(4.33) for which all the series allow a complete summation. Indeed, if (i)
both the fragments in the assembly of shells are made of the same material, in which
case λ1 = λ2 and, subsequently, λ = 1; and (ii) the Dirichlet boundary condition is
imposed at z = l in (4.30) (implying that β = 0), then the entries of G(P, Q) reduce
to
1 0
G 11 (ϑ, ϕ; τ , ψ) = g (ϑ, τ )
2π 11

1 e2l/a −2(ϑ)(τ ) cos(ϕ−ψ)+e−2l/a 2 (ϑ)2 (τ )
+ ln
2π 2 (ϑ) −2(ϑ)(τ ) cos(ϕ−ψ)+2 (τ )
1 0
G 12 (ϑ, ϕ; ζ, ψ) = g (ϑ, ζ)
2π 12

1 e2l/a −2eζ/a (ϑ) cos(ϕ− ψ)+e2(ζ−l)/a 2 (ϑ)
+ ln
2π e2ζ/a −2eζ/a (ϑ) cos(ϕ− ψ)+2 (ϑ)
Fig. 4.5 Potential field

induced by a point source in
the sphere–cylinder
assembly
1 0
G 21 (z, ϕ; τ , ψ) = g (z, τ )
2π 21

1 e2l/a −2ez/a (τ ) cos(ϕ− ψ)+e2(z−l)/a 2 (τ )
+ ln
2π e2z/a −2ez/a (τ ) cos(ϕ− ψ)+2 (τ )
and
1 0
G 22 (z, ϕ; ζ, ψ) = g (z, ζ)
2π 22

1 e2(l−z)/a −2e(ζ−z)/a cos(ϕ−ψ)+e2(ζ−l)/a
+ ln
2π 1−2e(ζ−z)/a cos(ϕ−ψ)+e2(ζ−z)/a
where (x) = tan(x/2).

The field induced in the assembly under such conditions is depicted in Fig. 4.5.
The radius of the spherical component is a = 1.0, the length of the cylindrical part
is l = 2.0, and the source is located in 2 at (1.33, 0.25π).
The reader is encouraged to directly derive the above forms from the ones shown
in (4.52) through (4.55) accepting the foregoing simplifying assumptions (λ = 1
and β = 0) in the problem of (4.28)–(4.33).
4.4 Three-Fragment Assembly
A workable approach has been developed and successfully implemented in this

chapter for the construction of matrices of Green’s type to boundary value prob-
lems that simulate potential phenomena in assemblies of surfaces. For illustra-
tive purposes, a few problems of this kind have already been considered in this
chapter. Each of the assemblies of surfaces analyzed so far was a composition
4.4 Three-Fragment Assembly 129
Fig. 4.6 Axial cross section

of the three-fragment
assembly
of two fragments. But it is worth noting that the number of fragments in an assembly
does not represent an issue for our approach. Justifying this assertion in what follows,
we are going to present a quite convincing example. 3
To introduce a three-fragment thin-wall assembly = i=1 i , the axial cross
section of which is depicted in Fig. 4.6, let a thin spherical shell of radius a be
composed of two fragments whose middle surfaces occupy the regions
1 = {(ϑ, ϕ)| 0 < ϑ < ϑ1 , 0 < ϕ < 2π}
and
2 = {(ϑ, ϕ)| ϑ1 < ϑ < π, 0 < ϕ < 2π}.
Let, in addition, a thin annular plate of radii b and c, with the middle plane occupying
the region
3 = {(r, ϕ)| b <r < c, 0 < ϕ < 2π}
attached to the sphere in the way shown. Let also each fragment i in be made of
an isotropic homogeneous conductive material whose conductivity is specified by a
constant λi .
Under the assumption of insulated facial surfaces of the fragments i , the two-
dimensional field of potential in the encountered assembly can be simulated by
the following set of equations:

1 ∂ ∂u 1 (ϑ, ϕ) 1 ∂ 2 u 1 (ϑ, ϕ)
sin ϑ + = − f 1 (ϑ, ϕ) (4.56)

1 ∂ ∂u 2 (ϑ, ϕ) 1 ∂ 2 u 2 (ϑ, ϕ)
sin ϑ + 2 2 = − f 2 (ϑ, ϕ) (4.57)
a sin ϑ ∂ϑ
and
1 ∂ ∂u 3 (r, ϕ) 1 ∂ 2 u 3 (r, ϕ)
r + 2 = − f 3 (r, ϕ) (4.58)
r ∂r ∂r r ∂ϕ2
hosted by 1 , 2 , and 3 , respectively. The above equations are subject to the

boundary and contact conditions imposed as
lim |u 1 (ϑ, ϕ)| < ∞, lim |u 2 (ϑ, ϕ)| < ∞, u 3 (c, ϕ) = 0 (4.59)
ϑ→0 ϑ→π
u 1 (ϑ1 , ϕ) = u 2 (ϑ1 , ϕ) = u 3 (b, ϕ) (4.60)
and
∂u 1 (ϑ1 , ϕ) ∂u 2 (ϑ1 , ϕ) ∂u 3 (b, ϕ)
λ1 − λ2 − λ3 = 0. (4.61)
∂ϑ ∂ϑ ∂r
Clearly, the radius a of the spherical shell, the inner radius b of the plate, and
the parameter ϑ1 are not independent in the above problem statement. Indeed, from
Fig. 4.6, it follows that
b = a sin ϑ1 .
We believe that it is worth reminding that the first two conditions in (4.59) reflect
the fact that ϑ = 0 and ϑ = π represent points of singularity for equations (4.56) and
(4.57).
Thus, our goal, in what follows, is the three-by-three matrix of Green’s type for the
well-posed homogeneous boundary value problem corresponding to (4.56)–(4.61).
The problem setting in (4.56)–(4.61) is 2π-periodic with respect to the longitudinal
variable ϕ. This type of problem statements was encountered numerous times before
in our volume. It allows expansion of the unknown functions u i ( p, ϕ) in the standard
trigonometric Fourier series
∞
1 (c) (s)
u i ( p, ϕ) = u i,0 ( p)+ u i,n ( p) cos nϕ+u i,n ( p) sin nϕ, i = 1, 2, 3 (4.62)
2 n=1
where the conditional p notation is introduced for the first variable in u i ( p, ϕ). This
is done for generality since the latitudinal coordinates in u 1 (ϑ, ϕ) and u 2 (ϑ, ϕ), on
one hand, and u 3 (r, ϕ), on the other hand, are different.
The expansions in (4.62) routinely yield an ODE boundary value problem in the
coefficients of the Fourier series. Namely, we arrive at the following set of ordinary
differential equations:

d du 1,n (ϑ) n 2 u 1,n (ϑ)
sin ϑ − = −
f 1,n (ϑ) (4.63)
dϑ dϑ sin ϑ

d du 2,n (ϑ) n 2 u 2,n (ϑ)
sin ϑ − = −
f 2,n (ϑ) (4.64)
dϑ dϑ sin ϑ
and
d du 3,n (r ) n 2 u 3,n (r )
r − = −
f 3,n (r ) (4.65)
dr dr r
subject to the uniqueness conditions

lim u 1,n (ϑ) < ∞, lim u 2,n (ϑ) < ∞, u 3,n (c) = 0 (4.66)
ϑ→0 ϑ→π
u 1,n (ϑ1 ) = u 2,n (ϑ1 ) = u 3,n (b) (4.67)
and
du 1,n (ϑ1 ) du 2,n (ϑ1 ) du 3,n (b)
λ1 − λ2 − λ3 = 0. (4.68)
dϑ dϑ dr
The right-hand sides of equations in (4.63)–(4.65) are expressed in terms of the
coefficients f i,n ( p) of the Fourier series
∞
1 (c) (s)
f i ( p, ϕ) = f i,0 ( p)+ f i,n ( p) cos nϕ+ f i,n ( p) sin nϕ, i = 1, 2, 3
2 n=1
of the actual right-hand sides of the equations in (4.56)–(4.58) as

f 1,n (ϑ) = a 2 sin ϑ f 1,n (ϑ) ,
f 2,n (ϑ) = a 2 sin ϑ f 2,n (ϑ)
and

f 3,n (r ) = r f 3,n (r ) .
Approaching the four-point posed boundary value problem in (4.63)–(4.68) by

means of the method of variation of parameters reminds that the cases of n =
0 and n ≥ 1 should be considered separately because these cases yield different
fundamental sets of solutions for the governing equations. And we begin with the
case of n ≥ 1, for which the general solutions to (4.63)–(4.65) are routinely obtained
in the form
u 1,n (ϑ) = C1,n n (ϑ) + D1,n −n (ϑ)
ϑ
1 2n (τ ) − 2n (ϑ)
+ f 1,n (τ ) dτ (4.69)
2n 0 n (ϑ) n (τ )
u 2,n (ϑ) = C2,n n (ϑ) + D2,n −n (ϑ)

ϑ
1 2n (τ ) − 2n (ϑ)
+ f 2,n (τ ) dτ (4.70)
2n ϑ1 n (ϑ) n (τ )
and
1 r
ρ2n − r 2n
u 3,n (r ) = f 3,n (ρ) dρ + C3,n r n + D3,n r −n , (4.71)
2n b r n ρn
where (x) = tan (x/2)

The uniqueness conditions imposed in (4.66)–(4.68), of a total number of six,
allow one to determine the six constants Ci,n and Di,n , (i = 1, 2, 3) that appear
in (4.69)–(4.71). But before going any further, we make some assumptions that are
supposed to simplify our development that follows. Namely, let all the three fragments
of the assembly be made of the same material, which implies
λ1 = λ2 = λ3 .
And, in addition, let the spherical fragment be of a unit radius
b
a≡ = 1.
sin ϑ1
With the just introduced simplifying assumptions, the boundness conditions

imposed in (4.66) for the functions u 1,n (ϑ) and u 2,n (ϑ) at 0 and π, respectively,
we have π
1
D1,n = 0, C2,n = −n (τ ) f 2,n (τ ) dτ .
2n ϑ1
The rest of the conditions in (4.66)–(4.68) result in the well-posed system

⎛ n ⎞⎛ ⎞ ⎛ n ⎞
(ϑ1 ) −−n (ϑ1 ) 0 0 C1,n (ϑ1 )C2,n − I1
⎜ 0 −n (ϑ1 ) −bn −b−n⎟ ⎜ ⎟ ⎜ ⎟
⎟ ⎜D2,n⎟ = ⎜ −n (ϑ1 )C2,n ⎟
n
⎜ n (4.72)
⎝ (ϑ1 ) −n (ϑ1 ) −b b n −n ⎠ ⎝
C3,n⎠ ⎝ (ϑ1 )C2,n + I2⎠
−n
0 0 c n
c D3,n − I3
of linear algebraic equations in the remaining constants C1,n , D2,n , C3,n , and D3,n ,
where I1 , I2 , and I3 are found as
ϑ1
1 n (τ ) n (ϑ1 )
I1 = − f 1,n (τ ) dτ ,
2n 0 n (ϑ1 ) n (τ )
ϑ1
1 n (τ ) n (ϑ1 )
I2 = + f 1,n (τ ) dτ ,
2n 0 n (ϑ1 ) n (τ )
and c
1 ρn cn
I3 = − f 3,n (ρ) dρ.
2n b cn ρn
Omitting a tedious but quite straightforward algebra, we present the components

of the vector of unknowns in (4.72) found as
n ϑ1 n
1 1 b (τ ) n (ϑ1 )
C1,n = + n f 1,n (τ ) dτ
2n n (ϑ1 ) cn 0 n (ϑ1 ) (τ )

cn ϑ1 n (τ ) n (ϑ1 )
+ n − 3 f 1,n (τ ) dτ
b 0 n (ϑ1 ) n (τ )
n π n
b cn (ϑ1 )
+2 n − n f 2,n (τ ) dτ
ϑ1 (τ )
c b n
c n
ρ cn
+2 − f 3,n (ρ) dρ ,
b cn ρn
ϑ1 n
n (ϑ1 ) b cn n (τ )
D2,n = 2 − f 1,n (τ ) dτ
2n 0 cn bn n (ϑ1 )
π n
b cn n (ϑ1 )
+ + f 2,n (τ ) dτ
ϑ1 cn bn n (τ )
c n
ρ cn
2 − f 3,n (ρ) dρ ,
b cn ρn
ϑ1 n π n
1 (τ ) (ϑ1 )
C3,n = f 1,n (τ ) dτ + f 2,n (τ ) dτ
ncn 0 n (ϑ1 ) ϑ1 (τ )
n
c n
3 ρ cn
+ − f 3,n (ρ) dρ,
2nbn b cn ρn
and
ϑ1 n π n
cn (τ ) (ϑ1 )
D3,n = − f 1,n (τ ) dτ + f 2,n (τ ) dτ
n 0 n (ϑ1 ) ϑ1 (τ )
n

bn c
ρn cn
− − n f 3,n (ρ) dρ,
2n b c n ρ
where
b2n − 3c2n
= .
bn cn
Substituting the just presented expressions for the constants Ci and Di into (4.69)–
(4.71), after some transformations, we have
ϑ
1 n (ϑ) n (τ ) bn cn n (τ )
u 1,n (ϑ) = + + f 1,n (τ ) dτ
2n 0 2n (ϑ1 ) cn bn n (ϑ)
ϑ1 n
1 (ϑ) n (τ ) bn cn n (ϑ)
+ + n + n f 1,n (τ ) dτ
2n ϑ 2n (ϑ1 ) cn b (τ )
π n n
1 (ϑ) b cn
+ − f 2,n (τ ) dτ
n ϑ1 n (τ ) cn bn
c n n
1 (ϑ) ρ cn
+ − f 3,n (ρ) dρ,
n b n (ϑ1 ) cn ρn
ϑ1
1 n (τ ) bn cn
u 2,n (ϑ) = − n f 1,n (τ ) dτ
n 0 n (ϑ) cn b
ϑ n
1 2n (ϑ1 ) b cn n (τ )
+ + + f 2,n (τ ) dτ
2n ϑ1 n (ϑ) n (τ ) cn bn n (ϑ)
π n
1 2n (ϑ1 ) b cn n (ϑ)
+ + + f 2,n (τ ) dτ
2n ϑ n (ϑ) n (τ ) cn bn n (τ )
c n
1 (ϑ1 ) ρn cn
+ − f 3,n (ρ) dρ,
n b n (ϑ) cn ρn
and
ϑ1
1 n (τ ) r n cn
u 3,n (r ) = − n f 1,n (τ ) dτ
n 0 n (ϑ1 ) cn r
π n n
1 (ϑ1 ) r cn
+ − n f 2,n (ϑ) dϑ
n ϑ1 n (ϑ) cn r
r
1 rn cn ρn bn
+ − n 3 n − n f 3,n (ρ) dρ
2n b cn r b ρ
c n
1 ρ cn rn bn
+ − n 3 n − n f 3,n (ρ) dρ,
2n r cn ρ b r
from which one directly derives the elements gi j,n ( p, q) of the three-by-three matrix
gn ( p, q) of Green’s type to the homogeneous ODE boundary value problem corre-
sponding to (4.63)–(4.68). As to the conditional notations p and q, introduced here
for the arguments of gn ( p, q), the reader is advised to revisit our comment provided
earlier (see the text following Eq. (4.62)) regarding the first variables in the functions
u i ( p, ϕ).
The elements of the first row of gn ( p, q) are found as

1 n (ϑ) n (τ ) bn cn n (ϑ)
g11,n (ϑ, τ ) = + n + n , (4.73)
2n 2n (ϑ1 ) cn b (τ )

1 n (ϑ) bn cn
g12,n (ϑ, τ ) = − , (4.74)
n n (τ ) cn bn
and
1 n (ϑ) ρn cn
g13,n (ϑ, ρ) = − . (4.75)
n n (ϑ1 ) cn ρn
For the second row elements of gn ( p, q), one obtains

1 n (τ ) bn cn
g21,n (ϑ, τ ) = − , (4.76)
n n (ϑ) cn bn
n
1 2n (ϑ1 ) b cn n (ϑ)
g22,n (ϑ, τ ) = + n + n , (4.77)
2n n (ϑ) n (τ ) cn b (τ )
and
1 n (ϑ1 ) ρn cn
g23,n (ϑ, ρ) = − . (4.78)
n n (ϑ) cn ρn
And the third row elements of gn ( p, q) appear in the form

1 n (τ ) rn cn
g31,n (r, τ ) = − , (4.79)
n n (ϑ1 ) cn rn

1 n (ϑ1 ) rn cn
g32,n (r, τ ) = − , (4.80)
n n (τ ) cn rn
and n
1 ρn cn r bn
g33,n (r, ρ) = − 3 n − n . (4.81)
2n cn ρn b r
It is important to note that the peripheral, i = j, elements gi j,n ( p, q) of gn ( p, q)

presented above are defined in a single piece each. But as to the diagonal elements
g11,n (ϑ, τ ), g22,n (ϑ, τ ), and g33,n (r, ρ), their forms presented above are valid for
ϑ ≤ τ , and r ≤ ρ, respectively, while their expressions valid for ϑ ≥ τ and r ≥ ρ can
be obtained from those presented by interchanging ϑ with τ and r with ρ, respectively.
At this point in our presentation, we turn back to the boundary value problem in
(4.63)–(4.68), and consider its case of n = 0. The general solutions to the governing
equations (4.63)–(4.65) are obtained by the method of variation of parameters in the
form
ϑ
(τ )
u 1,0 (ϑ) = ln f 1,0 (τ ) dτ + C1,0 ln (ϑ) + D1,0 , (4.82)
0 (ϑ)
ϑ
(τ )
u 2,0 (ϑ) = ln f 2,0 (τ ) dτ + C2,0 ln (ϑ) + D2,0 , (4.83)
ϑ1 (ϑ)
and r ρ
u 3,0 (r ) = ln
f 3,0 (ρ) dρ + C3,0 ln r + D3,0 . (4.84)
b r
Upon satisfying the boundary and contact conditions imposed in (4.66)–(4.68),

one obtains the following expressions for the constants of integration in (4.82)–(4.84):
π
C1,0 = 0, C2,0 =
f 2,0 (τ ) dτ ,
ϑ1
ϑ1 π
C3,0 = −
f 1,0 (τ ) dτ −
f 2,0 (τ ) dτ ,
0 ϑ1
c ϑ1 π
D1,0 = ln
f 1,0 (τ ) dτ +
f 2,0 (τ ) dτ
b 0 ϑ1
c ϑ1
ρ (τ )
− ln f 3,0 (ρ) dρ − ln f 1,0 (τ ) dτ ,
b c 0 (ϑ1 )
c ϑ1 π
D2,0 = ln
f 1,0 (τ ) dτ +
f 2,0 (τ ) dτ
b 0 ϑ
c 1π
ρ
− ln f 3,0 (ρ) dρ − ln (ϑ1 ) f 2,0 (τ ) dτ ,
b c ϑ1
and
ϑ1 π
D3,0 = ln c
f 1,0 (τ ) dτ +
f 2,0 (τ ) dτ
0 ϑ1
c ρ
− ln
f 3,0 (ρ) dρ.
b c
If the found above expressions for Ci,0 and Di,0 , (i = 1, 2, 3) are substituted into
(4.82)–(4.84), the latter reduce to
ϑ c
(ϑ1 )
u 1,0 (ϑ) = ln + ln f 1,0 (τ ) dτ
0 (ϑ) b
ϑ1 c
(ϑ1 )
+ ln + ln f 1,0 (τ ) dτ
ϑ (τ ) b
π c
c c
+ ln f 2,0 (τ ) dτ + ln f 3,0 (ρ) dρ,
ϑ1 b b ρ
ϑ c
(τ )
u 2,0 (ϑ) = ln + ln f 2,0 (τ ) dτ
ϑ1 (ϑ1 ) b
π c
(ϑ)
+ ln + ln f 2,0 (τ ) dτ
ϑ (ϑ1 ) b
ϑ1 c
c c
+ ln f 1,0 (τ ) dτ + ln f 3,0 (ρ) dρ,
0 b b ρ
and
ϑ1 c π
c
u 3,0 (r ) = ln f 1,0 (τ ) dτ + ln f 2,0 (τ ) dτ
0 r ϑ r
r c1
c c
+ ln f 3,0 (ρ) dρ + ln f 3,0 (ρ) dρ,
b r r ρ
revealing the elements of the first row

c
(ϑ1 )
g11,0 (ϑ, τ ) = ln + ln , (4.85)
b (τ )
c
c
g12,0 (ϑ, τ ) = ln , g13,0 (ϑ, ρ) = ln , (4.86)
b ρ
the second row c

g21,0 (ϑ, τ ) = ln , (4.87)
b
c
(ϑ)
g22,0 (ϑ, τ ) = ln + ln , (4.88)
b (ϑ1 )

c
g23,0 (ϑ, ρ) = ln , (4.89)
ρ
and the third row

c c
g31,0 (r, τ ) = ln , g32,0 (r, τ ) = ln , (4.90)
r r

c
g33,0 (r, ρ) = ln (4.91)
ρ
of the three-by-three matrix g0 ( p, q) of Green’s type to the homogeneous ODE

boundary value problem corresponding to the one, which the problem in (4.63)–
(4.68) reduces to if n = 0.
Note that, analogously to the case of n ≥ 1 encountered earlier, the peripheral
(i = j) elements gi j,0 ( p, q) of g0 ( p, q) presented above are defined in a single piece
each. But as to the diagonal elements g11,0 (ϑ, τ ), g22,0 (ϑ, τ ), and g33,0 (r, ρ), their
forms presented above are valid for ϑ ≤ τ , and r ≤ ρ, respectively, while their
expressions valid for ϑ ≥ τ and r ≥ ρ can be obtained from those presented by
interchanging ϑ with τ and r with ρ, respectively.
We approach now the completing stage in our procedure for the construction of
the sought-after matrix of Green’s type G( p, ϕ; q, ψ) to the homogeneous boundary
value problem corresponding to (4.56)–(4.61). When the obtained earlier explicit
expressions for the functions u i,0 ( p) and u i,n ( p) are substituted into (4.62), while
the Fourier coefficients of the right-hand sides f i ( p, ϕ) of the governing equa-
tions (4.56)–(4.58) are expressed in terms of f i ( p, ϕ) themselves, the elements
G i j ( p, ϕ; q, ψ) of G( p, ϕ; q, ψ) are found in the series form
∞
1 1
G i j ( p, ϕ; q, ψ) = gi j,0 ( p, q) + gi j,n ( p, q) cos n (ϕ − ψ) , (4.92)
2 2π n=1
whose coefficients gi j,0 ( p, q) and gi j,n ( p, q) are available in (4.73)–(4.81) and

(4.85)–(4.91).
Thus, our goal, as been declared at the beginning of the current section, is formally
achieved. Indeed, explicit expressions for the elements of G( p, ϕ; q, ψ) are already
at hand. But the question about applicability of the representation in (4.92) to direct
numerical implementation is not resolved yet, since its series component is non-
uniformly convergent. And this is what always could make skeptical potential users
of (4.92). A complete summation of the series is impossible due to the non-monomial
form of the denominator in the factor
1 bn cn
= 2n (4.93)
b − 3c2n
of nearly every element gi j,n ( p, q) in (4.73)–(4.81). The situation can however be

helped, significantly increasing practical value of the form in (4.92). The technique
that we had proposed for the first time in [32] and explained then in detail in [34]
appears also workable in the current case. That is, we transform the expression in
(4.93) as shown
1 bn cn bn bn
= 2n + n − n
b − 3c 2n 3c 3c
and combine the first two additive components, which yields
1 b3n bn
= n 2n ! − n. (4.94)
3c b − 3c2n 3c
This splits the factor 1/ into two additive components, and makes completely
summable the series in (4.92) associated with the second component of (4.94). The
summation can be accomplished with the aid of the standard summation formula
∞
pn
cos nx = − ln 1 − 2 p cos x + p 2 .
n=1
n
The series in (4.92) associated with the first additive component of (4.94) con-
verges at a very high rate, and could therefore be immediately involved in computa-
tional routines without affecting their efficiency.
Leaving the detailed algebra for the reader, we present just ultimate expressions
for the elements of G( p, ϕ; q, ψ). The elements G 1 j ( p, ϕ; q, ψ) of the first row are
found as
2
1 c 1 b (ϑ) (τ )
G 11 (ϑ, ϕ; τ , ψ) = ln + H , ϕ−ψ
2 b 3 c2 2 (ϑ1 )

1 (ϑ) (τ ) 1 (ϑ1 ) (ϑ)
+ H , ϕ−ψ + ln −H , ϕ−ψ
3 2 (ϑ1 ) 2 (τ ) (τ )
∞
1 (b2n +c2n )n (ϑ) n (τ )
+ cos n (ϕ−ψ) ,
4π n=1 n∗ bn cn 2n (ϑ1 )
2
1 c 2 b (ϑ)
G 12 (ϑ, ϕ; τ , ψ) = ln + H 2 ,ϕ − ψ
2 b 3 c (τ )
∞
2 (ϑ) 1 (b2n −c2n )n (ϑ)
− H , ϕ−ψ + cos nϕ−ψ,
3 (τ ) 2π n=1 n∗ bn cn n (τ )
and
1 c 2 bρ (ϑ)
G 13 (ϑ, ϕ; ρ, ψ) = ln + H 2 ,ϕ − ψ
2 ρ 3 c (ϑ1 )
∞
2 b (ϑ) 1 (ρ2n −c2n )n (ϑ)
− H , ϕ−ψ + cos n (ϕ−ψ) .
3 ρ (ϑ1 ) 2π n=1 n∗ cn ρn n (ϑ1 )
The elements G 2 j ( p, ϕ; q, ψ) of the second row in matrix G( p, ϕ; q, ψ) are

expressed as
2
1 c 2 b (τ )
G 21 (ϑ, ϕ; τ , ψ) = ln + H 2 ,ϕ − ψ
2 b 3 c (ϑ)
∞
2 (τ ) 1 (ρ2n −c2n )n (ϑ1 )
− H ,ϕ − ψ + cos n (ϕ − ψ) ,
3 (ϑ) 2π n=1 n∗ cn ρn n (ϑ)
2 2
1 c 1 b (ϑ1 )
G 22 (ϑ, ϕ; τ , ψ) = ln + H 2 , ϕ−ψ
2 b 3 c (ϑ) (τ )

1 2 (ϑ1 ) 1 (ϑ) (ϑ)
+ H , ϕ−ψ + ln −H , ϕ−ψ
3 (ϑ) (τ ) 2 (ϑ1 ) (τ )
∞
1 (b2n +c2n )n (ϑ1 )
+ cos n (ϕ − ψ) ,
4π n=1 n∗ bn cn n (ϑ) (τ )
and
1 c 2 bρ (ϑ1 )
G 23 (ϑ, ϕ; ρ, ψ) = ln + H , ϕ − ψ
2 ρ 3 c2 (ϑ)
∞
2 b (ϑ1 ) 1 (ρ2n −c2n )n (ϑ1 )
− H , ϕ−ψ + cos n (ϕ−ψ) .
3 ρ (ϑ) 2π n=1 n∗ cn ρn n (ϑ)
And, at last, the elements G 3 j ( p, ϕ; q, ψ) of the third row of G( p, ϕ; q, ψ) appear

in the form

1 c 2 br (τ )
G 31 (r, ϕ; τ , ψ) = ln + H 2 , ϕ−ψ
2 r 3 c (ϑ1 )
∞
2 b (τ ) 1 (r 2n − c2n )n (τ )
− H , ϕ−ψ + cos n (ϕ−ψ) ,
3 r (ϑ1 ) 2π n=1 n∗ r n cn n (ϑ1 )

1 c 2 br (ϑ1 )
G 32 (r, ϕ; τ , ψ) = ln + H 2 ,ϕ − ψ
2 r 3 c (τ )
∞
2 b (ϑ1 ) 1 (r 2n −c2n )n (ϑ1 )
− H , ϕ−ψ + cos n (ϕ−ψ) ,
3 r (τ ) 2π n=1 n∗ r n cn n (τ )
1 b2
and
ρr
G 33 (r, ϕ; ρ, ψ) = H , ϕ − ψ + H , ϕ − ψ
c2 3 ρr
2
1 c r 1 b ρ
ln −H ,ϕ − ψ − H 2 ,ϕ − ψ
2 ρ ρ 3 c r
∞
1 (ρ2n −c2n )(3r 2n −b2n )
+ cos n (ϕ−ψ) ,
4π n=1 n∗ bn cn r n ρn
where the two-variable function H (x, α) is customarily introduced as
1 !
H (x, α) = ln 1 − 2x cos α + x 2
4π
and
3cn (b2n − 3c2n )
∗ = .
b2n
An important comment is appropriate as to the presented above elements of the
sought-after matrix of Green’s type G( p, ϕ; q, ψ). The comment reiterates actually
what we had already mentioned when the ODE matrices of Green’s type g0 ( p, q)
and gn ( p, q) were discussed. Namely, the peripheral (i = j) elements G i j (r, ϕ; ρ, ψ)
of G( p, ϕ; q, ψ) are defined in a single piece each. But as to the diagonal elements
G 11 (r, ϕ; ρ, ψ), G 22 (r, ϕ; ρ, ψ), and G 33 (r, ϕ; ρ, ψ), their forms presented above
are valid for ϑ ≤ τ and r ≤ ρ, respectively, while their expressions valid for ϑ ≥ τ
and r ≥ ρ can be obtained from those presented by interchanging ϑ with τ and r
with ρ, respectively.
The potential field presented in Fig. 4.7 was computed with the series compo-
nents in G i j (r, ϕ; ρ, ψ) truncated to just the fifth partial sums indicating their fast
convergence rate. This convincingly demonstrates effectiveness of our technique and
illustrates high computational capacity of the found above representations for the ele-
ments of the sought-after matrix of Green’s type G( p, ϕ; q, ψ) to the homogeneous
boundary value problem corresponding to (4.56)–(4.61). Parameters defining geo-
metrical and physical properties of fragments of the assembly are fixed as a = 1.0,
ϑ1 = 0.4π, c = 1.75, and λ1 = λ2 = λ3 , while the unit point source is released in
1 at (0.28π, 0.45π).
Fig. 4.7 Point source released in the three-fragment assembly
The set of exercises that we offer below is designed to provide a further assistance
to the reader in the development of necessary skills required for constructing matrices
of Green’s type to boundary value problems that simulate potential fields induced in
thin-wall assemblies. Customarily, answers to the proposed exercises are available
in the appendix section of our volume.
Construct matrices of Green’s type G(ϑ, ϕ; τ , ψ) to the following boundary value

problems stated in compositions of regions on surfaces:
Exercise 4.1

1 ∂ ∂u 1 (ϑ, ϕ) a 2 ∂ 2 u 1 (ϑ, ϕ)
D (ϑ) + = 0, in 1
D (ϑ) ∂ϑ ∂ϑ D 2 (ϑ) ∂ϕ2

1 ∂ ∂u 2 (θ, ϕ) b2 ∂ 2 u 2 (θ, ϕ)
D (θ) + = 0, in 2
D (θ) ∂θ ∂θ D 2 (θ) ∂ϕ2
u 1 (ϑ0 , ϕ) = 0, u 1 (ϑ, 0) = 0, u 1 (ϑ, ϕ1 ) = 0
u 2 (θ1 , ϕ) = 0, u 2 (θ, 0) = 0, u 2 (θ, ϕ1 ) = 0
∂u 1 (ϑ1 , ϕ) ∂u 2 (θ0 , ϕ)
u 1 (ϑ1 , ϕ) = u 2 (θ0 , ϕ) , =λ
∂ϑ ∂θ
where
1 = {(ϑ, ϕ)| ϑ0 < ϑ < ϑ1 , 0 < ϕ < ϕ1 }
and
2 = {(θ, ϕ)| θ0 < θ < θ1 , 0 < ϕ < ϕ1 }
represent quadrilateral-shaped regions belonging to different toroidal surfaces whose

defining parameters are R1 , a and R2 , b, respectively. The contact of 1 with 2
implies
R1 + a sin ϑ1 = R2 + b sin θ0 .
Exercise 4.2

1 ∂ ∂u 1 (ϑ, ϕ) 1 ∂ 2 u 1 (ϑ, ϕ)
sin ϑ + = 0, in 1

1 ∂ ∂u 2 (r, ϕ) 1 ∂ 2 u 2 (r, ϕ)
r + 2 = 0, in 2
r ∂r ∂r r ∂ϕ2
∂u 1 (ϑ0 , ϕ)
= 0, u 2 (c, ϕ) = 0
∂ϑ
∂u 1 (ϑ, 0) ∂u 1 (ϑ, 2π)
u 1 (ϑ, 0) = u 1 (ϑ, 2π) , =
∂ϕ ∂ϕ
∂u 2 (r, 0) ∂u 2 (r, 2π)

u 2 (r, 0) = u 2 (r, 2π) , =
∂ϕ ∂ϕ
∂u 1 (ϑ1 , ϕ) ∂u 2 (b, ϕ)
u 1 (ϑ1 , ϕ) = u 2 (b, ϕ) , =λ
∂ϑ ∂r
where
1 = {(ϑ, ϕ)| ϑ0 < ϑ < ϑ1 , 0 ≤ ϕ < 2π}
represents a spherical belt-shaped region while
2 = {b ≤r ≤ c, 0 ≤ ϕ < 2π}
is a plane annular region. The contact of 1 with 2 implies
a sin ϑ1 = b.
Exercise 4.3

1 ∂ ∂u 1 (ϑ, ϕ) 1 ∂ 2 u 1 (ϑ, ϕ)
sin ϑ + 2 2 = 0, in 1
a sin ϑ ∂ϑ

1 ∂ ∂u 2 (θ, ϕ) b2 ∂ 2 u 2 (θ, ϕ)
D (θ) + = 0, in 2
D (θ) ∂θ ∂θ D 2 (θ) ∂ϕ2

lim u 1 (ϑ, ϕ) < ∞, u 2 (θ1 , ϕ) = 0
ϑ→0
∂u 1 (ϑ, 0) ∂u 1 (ϑ, 2π)

u 1 (ϑ, 0) = u 1 (ϑ, 2π) , =
∂ϕ ∂ϕ
∂u 2 (θ, 0) ∂u 2 (θ, 2π)

u 2 (θ, 0) = u 2 (θ, 2π) , =
∂ϕ ∂ϕ
∂u 1 (ϑ1 , ϕ) ∂u 2 (θ0 , ϕ)
u 1 (ϑ1 , ϕ) = u 2 (θ0 , ϕ) , =λ
∂ϑ ∂θ
where
1 = {(ϑ, ϕ)| 0 < ϑ < ϑ1 , 0 ≤ ϕ < 2π}
represents a spherical cap-shaped region while
2 = {(θ, ϕ)| θ0 < θ < θ1 , 0 ≤ ϕ < 2π}
is a toroidal belt-shaped region, and the contact of 1 with 2 implies
a sin ϑ1 = R + b sin θ0 .
Exercise 4.4
∂ 2 u 1 (z, ϕ) 1 ∂ 2 u 1 (z, ϕ)
+ = 0, in 1
∂z 2 a 2 ∂ϕ2

1 ∂ ∂u 2 (ϑ, ϕ) b2 ∂ 2 u 2 (ϑ, ϕ)
D (ϑ) + = 0, in 2
D (ϑ) ∂ϑ ∂ϑ D 2 (ϑ) ∂ϕ2
∂u 1 (l, ϕ) ∂u 1 (z, ϕ1 )
= 0, u 1 (z, 0) = 0, =0
∂z ∂ϕ
∂u 2 (ϑ0 , ϕ) ∂u 2 (ϑ, ϕ1 )
= 0, u 2 (ϑ, 0) = 0, =0
∂ϑ ∂ϕ
∂u 1 (0, ϕ) ∂u 2 (ϑ1 , ϕ)
u 1 (0, ϕ) = u 2 (ϑ1 , ϕ) , =λ
∂z ∂θ
where
1 = {(z, ϕ)| 0 < z < l, 0 < ϕ < ϕ1 }
and
2 = {(ϑ, ϕ)| ϑ0 < ϑ < ϑ1 , 0 < ϕ < ϕ1 }
represent cylindrical and toroidal quadrilateral-shaped regions, respectively, and the

contact of 1 with 2 implies a = R + b sin ϑ0 .
Chapter 5
Irregular Configurations
Creative role and resolving power of Green’s functions is commonly recognized

in mathematical physics for centuries. They have traditionally been employed in
the theory of ordinary as well as partial differential equations [2, 5, 6, 10, 11,
16, 17, 20, 27, 38, 39, 41, 42] to resolve qualitative aspects, like the existence of
solutions, their uniqueness, stability, and so on. A remarkable computational potential
of Green’s functions for applied partial differential equations had, however, been
discovered much later in a series of works (see, for instance, [17]) by S.P. Gavelya.
His outstanding contribution to the field is not, unfortunately, widely recognized by
the western community because all his works were published in Russian.
In an extensive series of works published in English within the past few decades,
we intended to stay on the foregoing track and demonstrate the remarkable com-
putational potential of Green’s function-based routines as applied to a variety of
problem settings arising in science and engineering. Some of our publications are
respectively referenced in this volume indicating the level of our involvement in the
field. Nowadays, relevant literature [6, 13, 18, 21–23, 28, 32, 33, 43, 44] might
provide the reader with a good understanding of the interest to this subject existing
in the applied mathematics community.
Our study in all the previous chapters of this volume was mostly qualitative
in nature. The reader finds back there some practical recommendations on how
computer-friendly representations of Green’s functions can be constructed for a wide
range of boundary value problems that simulate potential phenomena taking place in
thin-wall structures regular in shape. The current chapter will be devoted, in contrast,
to a quantitative analysis that uses Green’s functions as a resolving instrument. A
semi-analytical approach will be developed to efficiently tackle potential phenomena
in shells of irregular configuration.

148 5 Irregular Configurations
5.1 Green’s Function Version of the BIEM
For methodological purposes, before exposing the reader to specifics of the com-
putational Green’s function approach [18, 23, 28, 30, 33, 43] to boundary value
problems, it is reasonable, in our opinion, to refer to the peculiarities of the classical
BIEM. Remind that this abbreviation was accepted in our volume for the bound-
ary integral equation method [12, 23, 36, 37, 41]. The reason for referring to this
well-known method is that our Green’s function approach represents its modified
version.
The BIEM represents one of the so-called meshless methods that reduce the
dimensionality of a targeted boundary value problem. A two-dimensional, for exam-
ple, problem reduces to a one-dimensional boundary integral equation. This brings
significantly down the required computer time. Providing arguments for this com-
ment, note that it is needless to advocate advantage of the dimension reduction in the
numerical analysis: just compare computational expenditures required for an ODE
boundary value problems, on one hand, and a two-dimensional PDE boundary value
problem, on the another hand.
The second critical argument, which stays behind the effectiveness of the BIEM,
flows out from the replacement of a differential operator in the original boundary
value problem with an integral operator in the problem to be actually numerically
tackled. It is commonly recognized that the numerical integration is a well-posed
procedure, in contrast to the numerical differentiation which is not [2] quite well-
posed computationally.
It is worth noting that, in addition to all the foregoing aspects of the BIEM that
contribute to its computational efficiency, the Green’s function version brings up
some extra features which notably enhance the overall computational potential of
the approach. We are going to focus on those enhancing features later in the current
section.
As to the terms regular and irregular which will be used in regard to a region’s
shape, the following comment is appropriate. We say that a region is regular in shape
if its boundary represents a set of segments of coordinate lines in a selected coordinate
system. If at least a part of the region’s boundary does not coincide with coordinate
lines, the shape will be referred to as irregular.
Let be a double-connected fragment of a surface of irregular configuration (see
Fig. 5.1). The outer boundary contour 0 of is supposed to be regular or is, in
other words, defined with coordinate lines of an accepted coordinate system on the
surface, whereas coordinate lines of that system do not define the inner contour
making the region’s shape irregular.
In , we consider the boundary value problem
[u(P)] = 0, P∈ (5.1)
u(P) = 0, P ∈ 0 (5.2)
5.1 Green’s Function Version of the BIEM 149
Fig. 5.1 A region of

irregular shape on a surface
u(P) = h(P), P∈ (5.3)
where is a second-order elliptic partial differential operator which makes the above
problem simulating a potential phenomenon in ; and h(P) is an integrable on
function. This specific problem statement is chosen on purpose. It is convenient, on
one hand, to highlight basics of our approach, and at the same time, it allows an easy
extension to other problem formulations that might emerge.
So, imagine now that the problem in (5.1)–(5.3) is treated by one of the standard
BIEM approaches, and its solution u(P) is respectively expressed in as the sum
of two line integrals:

u(P) = F(P, Q)μ0 (Q)d(Q) + F(P, Q)μ(Q)d(Q), P ∈ , (5.4)
0
where the kernel function F(P, Q) represents the fundamental solution to the gov-
erning equation in (5.1), and the weight functions μ0 (Q) and μ(Q) are integrable
on 0 and , respectively. Conventionally, the functions μ0 (Q) and μ(Q) will be
referred, in what follows, as the density functions, and they are yet to be determined.
Note that u(P) in (5.4) represents, due to F(P, Q), a solution to (5.1) with any
allowable density functions. So, (5.4) is an analytical form of the solution to the
problem in (5.1)–(5.3) defined up to μ0 (Q) and μ(Q). To determine the latter, we
take a limit of u(P) as the field point P approaches the outer boundary segment 0
yielding

F(P, Q)μ0 (Q)d0 (Q) + F(P, Q)μ(Q)d(Q) = 0, P ∈ 0 (5.5)
0
and the inner boundary segment , which results in


F(P, Q)μ0 (Q)d0 (Q) + F(P, Q)μ(Q)d(Q) = h(P), P ∈ . (5.6)
0
The relations in (5.5) and (5.6) represent a system of linear weakly singular integral
equations in the density functions μ0 (Q) and μ(Q).
The singularity of the above equations is associated with the fundamental solution
F(P, Q) and does not represent a significant issue for their numerical solution.
Another feature of these equations does represent, however, a problem: (5.5) and
(5.6) are integral equations of the first kind or, in other words, they are irregular. That
is why their numerical solution should be based on some regularizing algorithms.
At this stage in our presentation, we leave aside the regularity issue for the system
in (5.5) and (5.6), which we will, however, return to in our further discussion. Hence,
once approximate values of the density functions μ0 (Q) and μ(Q) are found, the
representation in (5.4) provides us with an approximate analytical solution to the
boundary value problem posed in (5.1)–(5.3).
In summary, two stages of a numerical procedure are in place to approximately
solve the problem setting in (5.1)–(5.3) within the scope of the discussed version of
the classical BIEM. First, a reliable numerical algorithm ought to be developed to
accurately solve the system of integral equations in (5.5) and (5.6). And second, an
efficient numerical integration is required to compute approximate values of u(P)
inside of .
Before turning to specifics of a procedure that we had developed for solution of
problems of the type in (5.1)–(5.3) by a Green’s function version of the BIEM, it
is with a great pleasure that the first author recollects a remarkable contribution of
professor Kupradze to the field. His guidance has been inspiring to our investigation
for decades. His priceless and wise recommendations had created a foundation for
our productive work in this challenging area of research.
While discussing advantages and shortcomings of different numerical methods,
traditionally used to solve boundary value problems for applied PDEs, the Master
had challenged us (a group of his pupils and followers) to think about possible incor-
poration of Green’s functions into the classical BIEM numerical schemes. Speaking
about this kind of perspectives, he had outlined its specific pros and cons focusing
on advantages that this incorporation could yield.
It had taken quite some time before we managed to translate into reality the
Master’s recommendations. But it was ultimately done, and our study in the field
resulted into numerous works, the first of which [30] was published in 1977 where
most of the Kupradze’s ideas had found a fertile soil. A reality significantly surpassed
most of our positive expectations. And to make a long story short, we are going to
proceed directly to our presentation of the Green’s function version of the BIEM.
Going to the point, we turn again to the setting of (5.1)–(5.3). And let G 0 (P, Q)
represent the Green’s function to the boundary value problem stated by (5.1) and (5.2)
in the simply connected region bounded with 0 (see Fig. 5.1). Due to its defining
properties, G 0 (P, Q), as a function of P, makes not only the governing equation
true in at P = Q, but exactly satisfies also the boundary conditions imposed on

0 .
We will refer to G 0 (P, Q) as the resolving Green’s function. Taking advantage
of the properties of G 0 (P, Q), it seems reasonable to look for the solution to the
problem setting of (5.1)–(5.3) in a form of the single integral representation

u(P) = G 0 (P, Q)μ(Q)d(Q), P ∈ (5.7)

where the density function μ(Q) has yet to be determined on .

Following this pattern and satisfying then the boundary condition in (5.3) by
taking the field point P in (5.7) to , one obtains the linear first kind weakly singular
integral equation

h(P) = G 0 (P, Q)μ(Q)d(Q), P ∈ (5.8)

in the density function μ(Q). This equation is singular because of its kernel function
G 0 (P, Q) which possesses the logarithmic singularity. But as well as in the case of
the equations in (5.5) and (5.6), the singularity is not the biggest issue for solution
of (5.8), whereas its irregularity is.
To avoid the foregoing hurdle, we had developed in [30] an alternative strategy for
solving problems of the type in (5.1)–(5.3). It implements another Kupradze’s rec-
ommendation proposed in [26], which provides in fact a regularizing effect. Namely,
instead of expressing the solution to (5.1)–(5.3) in the form of (5.7), we look for it
in a slightly different form as

u(P) = G 0 (P, Q)μ(Q)d (Q), P ∈ , (5.9)

where represents a contour that is outside of and closely located to the actual
contour of the aperture (see Fig. 5.2), while the density function μ(Q) is to be
found. will be referred to in our presentation as the fictitious contour. Satisfying
then the boundary condition in (5.3) by taking the field point P in (5.9) to , we have

h(P) = G 0 (P, Q)μ(Q)d (Q), P ∈ , (5.10)

which represents a regular functional (of integral type) equation in μ(Q).

One might think that the above equation is similar to (5.8), but this is not quite
true. Indeed, the sets P and Q in the equation’s kernel G 0 (P, Q) have no common
points in (5.10) due to the locations of the actual and the fictitious contours,
whereas in (5.8) the sets P and Q simply coincide. This is why (5.10) represents, in
Fig. 5.2 Location of a

fictitious contour
contrast to (5.8), a regular functional equation, with its numerical solution promising
to be painless.
So, once the equation in (5.10) is solved, for a fixed form and location of the
fictitious contour , and approximate values of the density function μ(Q) are found,
one might consider the form in (5.9) as an analytical solution to the problem in
(5.1)–(5.3).
The authors of [26] suggested to call the just described regularizing approach as
the method of functional equations. It should be noted that this title is perfectly ade-
quate with the method’s nature. But more than twenty years after [26] was published,
a terminological lapse had happened. An absolutely pointless title-flip attempt was
undertaken in [7], where a different title, the fundamental solutions method, was
proposed for this very approach. And what strikes most is that the newly intro-
duced title is simply irrelevant to the method’s nature being neither informative nor
uniquely distinguishable. But it unfortunately happened misleading a notable part of
the computational mathematics community which accepted the title-flip. This had
subsequently created a very confusing if not distractive situation where two distinct
titles became associated with a single method.
This brief volume is not perhaps a suitable place to analyze the foregoing unfortu-
nate situation in more detail. However, for a reader who is not indifferent to justice or
is simply curious enough, we suggest to visit the introduction section of [36] where
at least some aspects of our viewpoint on the issue are clearly explained.
Moving further with our presentation, we turn back to the functional equation in
(5.10). Since its kernel function G 0 (P, Q) reveals no singularity, the only remain-
ing issue in the described procedure is the regularizing shape and location of the
fictitious contour . Our experience, gained through years of practical work in the
field, suggests that this issue can easily be resolved on a case-by-case basis. That is,
a brief numerical experiment should be conducted prior to the main computer work
for every class of particular problems.
Fig. 5.3 Hemispherical

surface weakened with an
aperture
To give the reader a good sense of the computational power of the proposed
approach and to provide some reliable data that illustrate the accuracy level practically
attainable, we will formulate a sample problem of the type in (5.1)–(5.3). With a vast
number of computer-friendly representations of Green’s functions derived in this
volume, it appears doable to formulate such a sample problem whose exact solution
is available.
In doing so, let a double-connected region be the hemispherical surface
= {ϑ, ϕ| 0 ≤ ϑ ≤ π/2, 0 ≤ ϕ < 2π}

of radius a, weakened with a circular aperture whose contour is formed by a

cylinder of radius ρ < a, the axis of which passes through the hemisphere’s center
and the point (π/4, π/2) on the surface (see Fig. 5.3).
In the double-connected region , we state the boundary value problem

∂ ∂u(ϑ, ϕ) 1 ∂ 2 u(ϑ, ϕ)
sin ϑ + = 0 in (5.11)
∂ϑ ∂ϑ sin ϑ ∂ϕ2
u(π/2, ϕ) = 0, 0 ≤ ϕ < 2π (5.12)
u(ϑ, ϕ) = F(ϑ, ϕ), (ϑ, ϕ) ∈ (5.13)
that simulates a potential field induced in .

As to the right-hand side function F(ϑ, ϕ) in (5.13), it is chosen as the trace on
of the profile G(ϑ, ϕ; τ ∗ , ψ ∗ ) of the Green’s function

1 2 (ϑ) − 2(ϑ)(τ ) cos(ϕ + ψ) + 2 (τ )
G (ϑ, ϕ; τ , ψ) = ln (5.14)
2π 2 (ϑ) − 2(ϑ)(τ ) cos(ϕ − ψ) + 2 (τ )
to the boundary value problem in (5.11) and (5.12) stated in the solid hemispherical
region . That is
F(ϑ, ϕ) = G(ϑ, ϕ; τ ∗ , ψ ∗ ).
The reader is referred to Chap. 2 where the Green’s function presented in (5.14)
was derived. Here (x) = tan(x/2), and the source is placed at a point (τ ∗ , ψ ∗ )
which belongs to but is out of . This clearly makes (τ ∗ , ψ ∗ ) belonging to the
simply connected region bounded with .
With all the above said, it becomes evident that the two-variable function
G(ϑ, ϕ; τ ∗ , ψ ∗ ) indeed represents the exact solution to the problem setting of (5.11)–
(5.13) in . Hence, this problem makes an excellent target for numerical experiments
whose purpose is to determine optimal values of all computational parameters in our
procedure.
To be specific, let the inner contour in the problem of (5.11)–(5.13) be a circle
of radius ρ = 0.3a centered at (π/4, π/2). And let also the source point in the right-
hand side of (5.13) be fixed at (π/4, π/2). This makes the profile G(ϑ, ϕ; π/4, π/2)
of the Green’s function in (5.14) the exact solution to the targeted sample problem.
Following the Green’s function-based strategy, developed for the problem in (5.1)–
(5.3), we use (5.14) as the resolving Green’s function, and express the solution to
(5.11)–(5.13) in the form

u(ϑ, ϕ) = G(ϑ, ϕ; τ , ψ)μ(τ , ψ)d (τ , ψ), (ϑ, ϕ) ∈ , (5.15)

where is a circle of radius ρ = kρ concentric to . As to the coefficient of propor-

tionality k, it could be considered, in what follows, as a regularizing parameter. By a
brief numerical experiment conducted on the setting in (5.11)–(5.13), we discovered
that an optimal result in solving problems of the type in (5.1)–(5.3) can be attained if
and are either equidistant or somewhat close to that, and the regularizing value
of k was estimated at the level of 0.93 ÷ 0.98.
Taking the field point (ϑ, ϕ) in (5.15) to the contour of the actual aperture , we
arrive at the regular functional (of integral type) equation

G(ϑ, ϕ; τ , ψ)μ(τ , ψ)d (τ , ψ) = F(ϑ, ϕ), (ϑ, ϕ) ∈ (5.16)

in μ(τ , ψ). Here, F(ϑ, ϕ) = G(ϑ, ϕ; π/4, π/2).

To develop a numerical procedure for approximate solution of the equation in
(5.16), we parameterize contour
ϑ = ϑ(t) and ϕ = ϕ(t), where 0 ≤ t < 2π

where t is the angular coordinate in the local polar coordinate system whose origin
is the aperture’s center. The fictitious contour is parameterized in a similar way as
τ = τ (ξ) and ψ = ψ(ξ), where 0 ≤ ξ < 2π.
Based on the introduced parametrization, the line integral in (5.16) converts to a

definite integral, transforming the equation of (5.16) into
2π
G(t, ξ)μ(ξ) [τ (ξ)]2 + [ψ (ξ)]2 dξ = F(t), t ∈
0
where
G(t, ξ) = G(ϑ(t), ϕ(t); τ (ξ), ψ(ξ)),
μ(ξ) = μ(τ (ξ), ψ(ξ)) and F(t) = F(ϑ(t), ϕ(t)).
A numerical solution of the above equation was obtained by approximating its

integral operator via a finite sum with a quadrature formula based on a uniform
partition of the interval [0, 2π]. This yields a single linear algebraic equation

m
A j G(t, ξ j )
μ(ξ j ) = F(t), t ∈ (5.17)
j =1
in the approximate values μ(ξ j ), j = 1, m of the density function μ(ξ) at the quadra-
ture nodes ξ j of the selected quadrature formula, for which A j are the quadrature
coefficients. So, the coefficients A j G(t, ξ j ) of (5.17) are functions of the parameter
t. Assigning now the parameter t the set of distinct values t1 , t2 , . . . , tm on , we
obtain the well-posed system

m
A j G(ti , ξ j )
μ(ξ j ) = F(ti ), i = 1, m
j=1
μ(ξ j ).
of linear algebraic equations in
Once approximate values μ(ξ j ) of the density function μ(ξ) are at hand, approx-
imate values of the solution u(ϑ, ϕ) to the problem of (5.11)–(5.13) in can be
computed as

m
u(ϑ, ϕ) ≈ A j G(ϑ, ϕ; τ (ξ j ), ψ(ξ j ))
μ(ξ j ), (ϑ, ϕ) ∈ . (5.18)
j =1
The data exposed in Tables 5.1 and 5.2 are presented to give the reader a good idea
about the accuracy level attainable within the scope of our procedure. A numerical
Table 5.1 Accuracy level attained in computing values of u(ϑ, π /2)

ϑ Approximate Exact Relative error
0.0 0.140683 0.140275 0.00291
π/20 0.169127 0.168645 0.00289
2π/20 0.207037 0.206463 0.00278
3π/20 0.262910 0.262216 0.00277
7π/20 0.211007 0.208424 0.01239
8π/20 0.127418 0.126287 0.00896
9π/20 0.059816 0.059326 0.00826
π/2 0.0 0.0 0.0
Table 5.2 Accuracy level attained in computing values of u(π /4, ϕ)

ϕ Approximate Exact Relative error
0.0 0.087414 0.087146 0.00308
π/10 0.108301 0.107964 0.00312
2π/10 0.140966 0.140519 0.00318
3π/10 0.195108 0.194485 0.00320
7π/10 0.192822 0.192147 0.00351
8π/10 0.139647 0.139166 0.00346
9π/10 0.107473 0.107115 0.00334
π 0.086875 0.086594 0.00325
experiment was conducted prior to that, revealing values of the regularizing para-
meters. It appears that the standard trapezoidal rule, with the number of quadrature
nodes m = 30 and the coefficient of proportionality k = 0.98, which determines the
radius of the fictitious contour , provides an optimal run of the procedure.
For methodological convenience, outcome data of the experience are put in two
separate tables that follow. Table 5.1 contains approximate values of u(ϑ, π/2) com-
puted at several points on the meridian ϕ = π/2 of passing through the aperture’s
center.
In Table 5.2, the reader finds approximate values of u(π/4, ϕ) computed at several
points on the parallel ϑ = π/4 of that also passes through the aperture’s center.
Based on a large number of relevant numerical experiments, we can comfortably
conclude that the data presented above provide the reader with a high degree of
confidence in the proposed approach. The upcoming sections deliver a number of
examples of a successful implementation of the just developed technique demon-
strating its broad range of applicability.
5.2 Regions of Irregular Shape 157
5.2 Regions of Irregular Shape
The semi-analytical technique developed in the preceding section appears workable

in dealing with potential fields induced in thin-shell structures of various irregular
configurations. To illustrate the point, we will consider a few non-trivial boundary
value problems of the type in (5.1)–(5.3).
To begin with, let a problem be stated in a double-connected region that repre-
sents the spherical sector
0 = {(ϑ, ϕ)|0 ≤ ϑ ≤ π, 0 ≤ ϕ ≤ π/2}
of radius a weakened with a circular aperture of radius ρ < a, whose contour is

denoted with . That is,

∂ ∂u (ϑ, ϕ) 1 ∂ 2 u (ϑ, ϕ)
sin ϑ + = 0, in (5.19)
lim |u (ϑ, ϕ)| < ∞, lim |u (ϑ, ϕ)| < ∞,

ϑ→0 ϑ→π
u (ϑ, 0) = 0, u ϑ, =0 (5.20)
2
u (ϑ, ϕ) = 0, on (5.21)
For the problem setting in (5.19)–(5.21), we are going to determine the profile
G (ϑ, ϕ; τ ∗ , ψ ∗ ) of its Green’s function, where (ψ ∗ , τ ∗ ) ∈ represents an arbitrarily
fixed in source point.
Let G 0 (ϑ, ϕ; τ , ψ) represent the Green’s function to the boundary value problem
in (5.19)–(5.20) set up in the simply connected region bounded with 0 . And we are
going, in what follows, to employ G 0 (ϑ, ϕ; τ , ψ) as a resolving Green’s function.
The sought-after profile G (ϑ, ϕ; τ ∗ , ψ ∗ ) of the Green’s function to the problem
setting in (5.19)–(5.21) is expressed as

G ϑ, ϕ; τ ∗ , ψ ∗ = G 0 ϑ, ϕ; τ ∗ , ψ ∗ + g ∗ (ϑ, ϕ) ,
where the additive term g ∗ (ϑ, ϕ) has to satisfy the following criteria: (i) be a solution
of the governing equation in (5.19); (ii) satisfy the boundary condition of (5.20); and
(iii) nullify the trace of the resolving Green’s function on . This implies that g ∗ (φ, θ)
has to be the solution of the boundary value problem

∂ ∂g ∗ (ϑ, ϕ) 1 ∂ 2 g ∗ (ϑ, ϕ)
sin ϑ + = 0, in

lim g ∗ (ϑ, ϕ) < ∞, lim g ∗ (ϑ, ϕ) < ∞,
ϑ→0 ϑ→π
Fig. 5.4 The fields induced by multiple sources in the perforated and imperforate spherical sector
g ∗ (ϑ, 0) = 0, g ∗ ϑ, =0
2

g ∗ (ϑ, ϕ) = − G 0 ϑ, ϕ; τ ∗ , ψ ∗ , on .
It is evident that the above setting represents a problem of the type in (5.1)–(5.3)
treated in detail in the preceding section. That is why we skip all specifics of the
solution procedure, and just present some illustrative results convincingly showing
the effectiveness of our approach.
The potential field, depicted in the left fragment of Fig. 5.4, is induced in the
spherical sector of radius a perforated with a circular aperture of radius ρ = 0.25a
centered at (0.5π, 0.25π). The field is generated by unit sources released at three
distinct points (0.33π, 0.19π), (0.58π, 0.12π), and (0.75π, 0.28π). The field repre-
sents, by the way, a superposition of three precomputed profiles G (ϑ, ϕ; τ ∗ , ψ ∗ ) of
the Green’s function G (ϑ, ϕ; τ , ψ) for the problem in (5.19)–(5.21), with the source
points located as indicated above. To illustrate the effect that the aperture provides,
we showed in the right fragment of Fig. 5.4 the field that is generated by the same
set of unit sources acting in the non-perforated shell.
The attentive reader might notice a specific feature in all problem statements for
multiply connected regions of irregular configuration that we had dealt with thus far
in Sects. 5.1 and 5.2. That is, only homogeneous boundary conditions are imposed
on boundaries of the encountered regions. This feature does not, however, make a
limitation for our approach. A problem that follows is presented to illustrate the
point.
Let a multiply connected region on a toroidal surface of radii R and a represent
the quadrilateral
0 = {ϑ, ϕ | 0 ≤ ϑ ≤ π, − π/2 ≤ ϕ ≤ π/2} ,

weakened with m apertures bounded by smooth closed curves j , ( j = 1, m), which

in by n distinct point sources
do not overlap. And let a potential field be generated
of different intensities K i , which are released at τi∗ , ψi∗ , (i = 1, n). In , we state
a boundary value problem, with the governing differential equation

1 ∂ ∂u (ϑ, ϕ) a 2 ∂ 2 u(ϑ, ϕ)
D(ϑ) + 2
D(ϑ) ∂ϑ ∂ϑ D (ϑ) ∂ϕ2

n

=− K i δ ϑ − τi∗ , ϕ − ψi∗ , in (5.22)
i=1
subject to the boundary conditions
u (ϑ, −π/2) = 0, u (ϑ, π/2) = 0 (5.23)
u (0, ϕ) = 0, u (π, ϕ) = 0 (5.24)
and
u (ϑ, ϕ) = Q j (ϑ, ϕ) , (ϑ, ϕ) ∈ j , j = 1, m, (5.25)
where the right-hand side of the governing differential equation is expressed in terms
of the generalized delta function, and each of the right-hand sides Q j (ϑ, ϕ) in the
boundary conditions of (5.25) represents a continuous on j function.
In compliance with our approach, the solution to the problem in (5.22)–(5.25) is
presented in the form

n

u (ϑ, ϕ) = K i G 0 ϑ, ϕ; τi∗ , ψi∗ + g ∗ (ϑ, ϕ) ,
i=1
where the two-variable function G 0 (ϑ, ϕ; τ ∗ , ψ ∗ ) stays for the profile of the Green’s
function G 0 (ϑ, ϕ; τ , ψ) to the boundary value problem (5.22)–(5.24) stated in the
simply connected region 0 , with its variables (τ , ψ), which represent geographical
coordinates of the source point, fixed at (τ ∗ , ψ ∗ ).
Note that the computer-friendly representation for the Green’s function
G 0 (ϑ, ϕ; τ , ψ) can be found in Chap. 3 and in the appendix.
As to the second additive component g ∗ (ϑ, ϕ) of u (ϑ, ϕ), it should possess the
following properties:
(i) be a solution of the homogeneous differential equation corresponding to (5.22)
everywhere in ;
(ii) satisfy the homogeneous boundary conditions of (5.23) and (5.24) imposed
on the outer part of the boundary of ;
(iii) compensate the trace of the first additive component of u(ϑ, ϕ) in the sense
that the boundary conditions of (5.25) are met.
Given the above, we offer to express the additive term g ∗ (ϑ, ϕ) in the following
integral form:
m

g ∗ (ϑ, ϕ) = G 0 (ϑ, ϕ; τ , ψ) μi (τ , ψ) d
Si (τ , ψ) , (ϑ, ϕ) ∈ ,
i
i=1
where each of the fictitious contours i is embraced by the corresponding actual

contour i . This puts all the fictitious contours out of the region that hosts the
considered boundary value problem in (5.22)–(5.25).
From the above, it follows that the resolving Green’s function G 0 (ϑ, ϕ; τ , ψ) is
the kernel function in the integral representation of g ∗ (ϑ, ϕ).
To determine the density functions μi (τ , ψ) of the above integral representation
of g ∗ (ϑ, ϕ), we arrive at the following regular system of functional equations:
m

G 0 (ϑ, ϕ; τ , ψ) μi (τ , ψ) d i (τ , ψ) = Q j (ϑ, ϕ)
i
i =1

n
− K i G 0 (ϑ, ϕ; τi∗ , ψi∗ ), (ϑ, ϕ) ∈ j ; j = 1, m. (5.26)
i =1
The above system is regular for any fixed form and location of each of the fictitious
contours i out of . The regularity is preconditioned by the structure of the integral
representation for g ∗ (ϑ, ϕ). The fact that the sets of observation and source points
never overlap in G 0 (ϑ, ϕ; τ , ψ) stays behind the regularity. This, in turn, ensures
the well-posedness of a system of linear algebraic equations in approximate values
of the density functions, which the system in (5.26) reduces to, once the integrals in
it are approximated with some finite sums by means of quadrature formulas.
Some numerical experiments are required prior to the main computer work with
the present algorithm. For every particular region configuration, it is necessary
to properly locate the fictitious contours i . Such experiments are not usually time
consuming and have to be conducted on a case-by-case basis.
Workability of the described algorithm is tested, in what follows, with an illus-
trative example. In Fig. 5.5, we depict the potential field induced by a unit point
source released at (−0.08π, 0.85π) in a thin toroidal shell whose defining radii are
a = 0.6 and R = 1.0. The shell is weakened with two circular apertures. The first
of them of radius ρ1 = 0.15 is centered at (0.1π, 0.2π), and its contour is kept at the
potential level Q 1 = 100, while the second aperture of radius ρ2 = 0.1 is centered
at (−0.05π, 0.5π), and its contour is kept at the potential level Q 2 = 1.0.
The just described technique can be extended to the case of assemblies of thin
shells. To be specific, consider a two-fragment composition of shells where one
of them is solid cylindrical, whose middle surface occupies the simply connected
region 2 , while another is spherical having a circular aperture, whose middle surface
Fig. 5.5 Potential field generated in the triple-connected toroidal shell
occupies the double-connected region 1 (see Fig. 5.6). The assembly of 1 and 2
will be referred to as .
Potential field induced in the spherical shell is simulated in 1 by the equation

1 ∂ ∂u 1 (ϑ, ϕ) 1 ∂ 2 u 1 (ϑ, ϕ)
sin ϑ + 2 2 = 0, in 1 , (5.27)
a sin ϑ ∂ϑ
while the equation
∂ 2 u 2 (z, ϕ) 1 ∂ 2 u 2 (z, ϕ)
+ 2 = 0, in 2 , (5.28)
∂z 2 a ∂ϕ2
simulates in 2 potential field induced in the cylindrical shell.

The above equations are put into a system format by subjecting the following set
of boundary and contact conditions:
lim |u 1 (ϑ, ϕ)| < ∞, u 2 (l, ϕ) = 0 (5.29)

ϑ→0
∂u 1 (ϑ, 0) ∂u 1 (ϑ, 2π)

u 1 (ϑ, 0) = u 1 (ϑ, 2π), = (5.30)
∂ϕ ∂ϕ
∂u 2 (z, 0) ∂u 2 (z, 2π)

u 2 (z, 0) = u 2 (z, 2π), = (5.31)
∂ϕ ∂ϕ
∂u 1 (π/2, ϕ) ∂u 2 (0, ϕ)
u 1 (π/2, ϕ) = u 2 (0, ϕ), =λ (5.32)
∂ϑ ∂z
and
u 1 (ϑ, ϕ) = 0, (ϑ, ϕ) ∈ . (5.33)
Our goal is to develop an efficient algorithm for computing elements of the matrix
of Green’s type

G (ς, ϕ; ξ, ψ) = G i j (ς, ϕ; ξ, ψ) (5.34)
2×2
to the boundary value problem in (5.27)–(5.33), where the variables

ϑ, in 1 τ , in 1
ς= and ξ =
z, in 2 ζ, in 2
are the latitudinal coordinates of an observation and a source point, respectively.

To efficiently reach the indicated goal, we take advantage of the Green’s function
modification of one of the versions of the boundary integral equation method and
use the matrix of Green’s type

G (ς, ϕ; ξ, ψ) = G i j (ς, ϕ; ξ, ψ) 2×2 ,
for the boundary value problem in (5.27)–(5.32), stated in the compound sim-
ply connected region whose fragments have no apertures, as a resolving matrix.
G (ς, ϕ; ξ, ψ) has already been obtained in this manual earlier (see Sect. 4.3).
For a fixed in location (ξ ∗ , ψ ∗ ) of the source point, we express the matrix of
Green’s type G (ς, ϕ; ξ ∗ , ψ ∗ ) in terms of the resolving matrix as

G ς, ϕ; ξ ∗ , ψ ∗ = G ς, ϕ; ξ ∗ , ψ ∗ + W∗ (ς, ϕ). (5.35)
Clearly, the resolving matrix, as an additive component to G (ς, ϕ; ξ ∗ , ψ ∗ ), pro-

vides the latter with the logarithmic singularity. As to the second additive component
in (5.35), it represents a two-by-two matrix
∗ ∗

w11 (ϑ, ϕ) w12 (ϑ, ϕ)
W∗ (ς, ϕ) = ∗ ∗ ,
w21 (z, ϕ) w22 (z, ϕ)
∗ ∗
implying that its elements w11 (ϑ, ϕ) and w12 (ϑ, ϕ) are defined in 1 , while the
∗ ∗
domain for the elements w21 (z, ϕ) and w22 (z, ϕ) is 2 .
Hence, the elements of W∗ (ς, ϕ) have to be solutions of the governing differential
equations in their respective regions. In addition, to make the first row elements of
∗
G (ς, ϕ; ξ ∗ , ψ ∗ ) vanishing on , the elements w11 ∗
(ϑ, ϕ) and w12 (ϑ, ϕ) of W∗ (ς, ϕ)
have to compensate the traces of the first row elements of the resolving matrix on .
All the elements of W∗ (ς, ϕ) are to comply with the boundary and contact conditions
of (5.29)–(5.32) that they are relevant to.
The Green’s function version of the functional equation method, introduced earlier
in Sect. 5.1, will be used to accurately compute the elements of W∗ (ς, ϕ). To be
specific, we focus on the potential field generated by a unit source released at a point
(ξ ∗ , ψ ∗ ) located in the double-connected spherical fragment of the considered shell
structure. Since (ξ ∗ , ψ ∗ ) is located in 1 , the elements of the first column of the

matrix in (5.35) simulate the required potential field. To efficiently determine them,
we introduce the vector function

V (ϑ, ϕ)
V (ς, ϕ) = 1 ,
V2 (ϑ, ϕ)
with its components defined in terms of the elements of W∗ (ς, ϕ) as

∗
w11 (ϑ, ϕ) , in 1 0, in 1
V1 (ϑ, ϕ) = and V2 (z, ϕ) = ∗ .
0, in 2 w21 (z, ϕ) , in 2
Introducing also the vector function

M1 (τ , ψ)
M (ξ, ψ) = ,
M2 (ζ, ψ)
whose components are defined as

∗
μ1 (τ , ψ) , in 1 0, in 1
M1 (τ , ψ) = and M2 (ζ, ψ) = ∗ ,
0, in 2 μ2 (ζ, ψ) , in 2
we express the vector V (ς, ϕ) in a form of the line integral

V1 (ϑ, ϕ) G 11 (ϑ, ϕ; τ , ψ)G 12 (ϑ, ϕ; ζ, ψ) M1 (τ , ψ)
= d (ξ, ψ), (5.36)
V2 (z, ϕ) G 21 (z, ϕ; τ , ψ) G 22 (z, ϕ; ζ, ψ) M2 (ζ, ψ)

where the fictitious contour represents a smooth closed line embraced with the
actual aperture contour .
From (5.36), it follows that the first component of the vector function V (ς, ϕ)
reads as

V1 (ϑ, ϕ) = G 11 (ϑ, ϕ; τ , ψ) M1 (τ , ψ) d (τ , ψ)

+ G 12 (ϑ, ϕ; ζ, ψ) M2 (ζ, ψ) d (ζ, ψ) , (ϑ, ϕ) in 1 .

Due to the way the vector functions V (ς, ϕ) and M (ξ, ψ) were introduced, the
above representation reduces to

∗
w11 (ϑ, ϕ) = G 11 (ϑ, ϕ; τ , ψ) μ∗1 (τ , ψ) d (τ , ψ) , (ϑ, ϕ) ∈ 1 . (5.37)

It is evident that the integral form in (5.37), as a function of ϑ and ϕ, satisfies

the governing equation of (5.27) in 1 regardless of the density function μ∗1 (τ , ψ),
which is of course supposed to be integrable on . The harmonic nature of w11 ∗
(ϑ, ϕ)
in (5.37) is guaranteed by the kernel function G 11 (ϑ, ϕ; τ , ψ).
Taking the limit in (5.37) as the field point (ϑ, ϕ) approaches the actual contour
of the aperture, we arrive, in view of the boundary condition of (5.33) and the form
of
G (ς, ϕ; ξ ∗ , ψ ∗ ) in (5.35), at the regular functional equation

G 11 (ϑ, ϕ; τ , ψ) μ∗1 (τ , ψ) d (τ , ψ)

= − G 11 ϑ, ϕ; τ ∗ , ψ ∗ , (ϑ, ϕ) ∈ , (5.38)
in the density function μ∗1 (τ , ψ). Due to the regular nature of the above equation, its
numerical solution is not expected to be problematic (for a fixed fictitious contour
). But finding optimal shape and location of is another issue representing a
regularizing stage of our algorithm. It has to be addressed on the case-by-case basis.
Our experience provides us with data ensuring a confidence in the efficiency of the
suggested approach.
Once an accurate approximation of the density function μ∗1 (τ , ψ) is found, the
∗
form in (5.37) gives us an explicit expression for the component w11 (ϑ, ϕ) of the
potential field generated in the double-connected region 1 by a unit source at a
∗
point (τ ∗ , ψ ∗ ) also located in 1 . To obtain the second fragment w21 (ϑ, ϕ) of the
potential field generated in the simply connected region 2 by the unit source located
at (τ ∗ , ψ ∗ ) ∈ 1 , we turn to the integral representation of (5.36), from which the
second component of the vector function V (ς, ϕ) appears in the form

V2 (z, ϕ) = G 21 (z, ϕ; τ , ψ) M1 (τ , ψ) d (τ , ψ)

+ G 22 (z, ϕ; ζ, ψ) M2 (ζ, ψ)d (ζ, ψ), (z, ϕ) ∈ 2 ,

which yields the integral representation

∗
w21 (z, ϕ) = G 21 (z, ϕ; τ , ψ) μ∗1 (τ , ψ) d (τ , ψ) , (z, ϕ) ∈ 2

for the required fragment of the potential field.

Upon presenting in Fig. 5.6 a potential field generated by two distinct unit point
sources in the considered double-connected compound shell structure, we illustrate
the workability of our approach. Geometry of the structure is fixed as radius of the
Fig. 5.6 Potential field

generated in the
double-connected compound
region
spherical fragment is a = 1.0, length of the cylindrical fragment is l = 2.0, and the
aperture of radius ρ = 0.35 is centered at (0.25π, 0.2π). One point source is released
in the spherical fragment at (0.41π, 0.52π), while the second source is released in
the cylindrical fragment at (0.74, 0.25π).
The following comments are appropriate as to the computational aspects making
our procedure efficient:
(i) the regularizing effect is achieved by choosing the fictitious contour concen-
tric with circle of radius ρ = 0.98ρ of the latter;
(ii) the functional equation in (5.38) can accurately be solved by the quadrature
formula method (the regular trapezoid rule with 30 grid points);
(iii) the series-containing components of the matrix of Green’s type were truncated
to just the 5th term.
5.3 Optimal Shape Design Problems
Our Green’s function-based semi-analytical approach to direct boundary value prob-

lems has repeatedly demonstrated high efficiency while computing potential fields
induced in thin-wall structures of irregular configuration. This paves a comfortable
way for opening a door into the realm of an important for applications class of the
optimal shape design problems. In the nowadays engineering and science, inverse
problems, in general, and the optimal shape design settings, in particular, reveal huge
demand but are, at the same time, extremely expensive computationally.
Everybody involved knows that computing costs are extremely high in the solu-
tion of inverse problems. This is due to the nature of the conventional approach that
has been used to their solution. The approach is based on the method of successive
approximation where a direct problem is supposed to be solved at each single iter-
ation. In this regard, it is worth noting that the number of required iterations might
be rather massive, counting hundreds and even thousands. And this exact feature
stays behind the extreme cost of numerical algorithms used to solve most of inverse
problems.
From what was just outlined, it follows that the development of workable algo-
rithms for optimal shape design settings should focus on the minimization of compu-
tational expenditures for relevant direct problems. With this in mind, we will present,
in what follows, a convincing argumentation which supports the choice of our ver-
sion of the BIEM in the development of workable optimal shape design algorithms.
Remind that those Green’s functions, which are employed as kernels of correspond-
ing integral representations, are referred to, in the present study, as the resolving
Green’s functions, and their availability is an absolute prerequisite for the success of
our approach.
To provide the reader with necessary information regarding the efficiency of our
approach to the optimal shape design problems, we consider an illustrative exam-
ple. Let a thin shell whose middle surface occupies a double-connected region
representing the spherical belt
0 = ϑ0 ≤ ϑ ≤ ϑ1 , 0 ≤ ϕ < 2π
of radius a weakened with a circular aperture of radius ρ < a centered at (ϑc , 0).
The aperture’s contour will be denoted as .
In , we pose the boundary value problem

∂ ∂u (ϑ, ϕ) 1 ∂ 2 u (ϑ, ϕ)
sin ϑ + = 0, in (5.39)
∂u (ϑ0 , ϕ)
= 0, u (ϑ1 , ϕ) = 0, (5.40)
∂ϑ
∂u (ϑ, 0) ∂u (ϑ, 2π)
u (ϑ, 0) = u (ϑ, 2π) , = (5.41)
∂ϕ ∂ϕ
u(ϑ, ϕ) = h(ϑ, ϕ) on . (5.42)
The technique proposed in Sect. 5.1 gives us a reliable background for obtaining a
highly accurate solution U (ϑ, ϕ) to the direct formulation of the problem in (5.39)–
(5.42) for any given set of its defining data. This includes values of the parameters
a, ϑ0 , ϑ1 , ρ, and ϑc that specify the shape of , as well as the function h(ϑ, ϕ).
We turn now to an inverse formulation of the above problem by assuming that a
part of its defining data is either missing or unavailable, and ought to be restored to
meet some constraints imposed on the sought-after solution. To be specific, let the
size and the shape of the spherical belt be fixed (implying the parameters a, ϑ0 , and
ϑ1 are given). Let also the function h (ϑ, ϕ) in (5.42) be fixed. With all the above,
we aim to determine the location and the size of the aperture (the values of ρ and ϑc
5.3 Optimal Shape Design Problems 167
are to be found) for which the following constraints
∂U (ϑ, ϕ)
max U (ϑ, ϕ) ≤ A and max ≤B (5.43)
ϑ = ϑ0 ϑ=ϑ1 ∂ϑ
hold, where A and B are given constants, which will be referred to as the governing
parameters.
The above inverse formulation does not, of course, represent a well-posed prob-
lem. Indeed, it is quite possible that for a given set of its defining data, the problem
might either have no solution that complies with the constraints of (5.43) or allows
multiple solutions. To clearly underline the focus of our work, note that the existence
and uniqueness issues are left aside, and we are just going to concentrate on the
search of a single feasible solution (if any) of the inverse formulation, for a fixed set
of the defining data. Such a pragmatic approach to inverse problems is customarily
accepted in engineering practice.
Our strategy of handling the just described inverse problem is based on an iterative
solution of corresponding direct problems. This reduces the solution of the inverse
problem to the system of nonlinear equations
f 1 (ρ, ϑc ) = A and f 2 (ρ, ϑc ) = B (5.44)
in ρ and ϑc , where
∂U (ϑ1 , ϕ)
f 1 (ρ, ϑc ) ≡ max U (ϑ0 , ϕ) and f 2 (ρ, ϑc ) ≡ max .
∂ϕ
An intricate feature of the system in (5.44) is that the functions f 1 (ρ, ϑc ) and
f 2 (ρ, ϑc ) depend on their arguments implicitly. Hence, direct application of standard
techniques becomes problematic unless a certain information is available concerning
properties of f 1 (ρ, ϑc ) and f 2 (ρ, ϑc ). In this regard, after studying the behavior of
the functions f 1 (ρ, ϑc ) and f 2 (ρ, ϑc ), we discovered their remarkable properties
that are very suggestive in the development of our strategy. That is, both of these
functions increase, if the variable ρ increases, whereas f 1 (ρ, ϑc ) decreases while
f 2 (ρ, ϑc ) increases, if the variable ϑc increases.
The indicated properties of the functions f 1 (ρ, ϑc ) and f 2 (ρ, ϑc ) allow us to
use the following instruments in the iterative procedure to achieve an appropriate
approximate solution of the system in (5.44):
(a) to increase both f 1 (ρ, ϑc ) and f 2 (ρ, ϑc ), we increment the value of ρ,
(b) to increase f 1 (ρ, ϑc ) and decrease f 2 (ρ, ϑc ) at the same time, we decrement
the value of ϑc ,
(c) to decrease f 1 (ρ, ϑc ) and increase f 2 (ρ, ϑc ) at the same time, the value of ϑc
should go up,
and
(d) if both f 1 (ρ, ϑc ) and f 2 (ρ, ϑc ) must decrease, then the value of ρ goes down.
Fig. 5.7 The potential field in the optimally shaped region
In Fig. 5.7, we depicted the recovered solution U (ϑ, ϕ) of the inverse problem
computed in the optimally shaped double-connected region . The parameters that
determine the shape of the spherical belt were chosen as a = 1.0, ϑ0 = 0.1π, and
ϑ1 = 0.5π, the right-hand side function in (5.42) was fixed as h(ϑ, ϕ) ≡ 1.0. The
governing parameters in the constraints of (5.43) were chosen as A = 0.85 and
B = 10.0.The initial values of the targeted parameters that specify the size and
location of the aperture are ρ = 0.05 and ϑc = 0.2π.
Note that the iterative process revealed a reasonably fast convergence. It took
just a couple of dozens of iterations to attain the accuracy level of order 10−4 for
the governing parameters A and B. Terminal values of the targeted parameters were
found as ρ ≈ 0.2011 and ϑc ≈ 1.1938.
For another optimal shape design problem, we turn to a composition of two thin-
shell fragments. Let middle surface of one of them occupy a double-connected region
1 on the spherical surface of radius a. The shape of
1 represents the quadrilateral
1 (ϑ, ϕ) = {ϑ, ϕ|ϑ0 ≤ ϑ ≤ ϑ1 , 0 ≤ ϕ ≤ ϕ1 }
weakened with a circular aperture of radius ρ, whose contour is centered at (ϑc , ϕc ).

Let the middle surface of the second fragment in the composition occupy the toroidal
quadrilateral
2 (θ, ϕ) = {θ, ϕ|θ0 ≤ θ ≤ θ1 , 0 ≤ ϕ ≤ ϕ1 }
of radii b and R. Let also the condition R = a sin ϑ1 − b sin θ0 be met justifying the
contact of the fragments along the parallel ϑ1 = θ0 .
A direct boundary value problem of our interest is posed in the composed region
= 1 ∪ 2 as

1 ∂ ∂u 1 (ϑ, ϕ) 1 ∂ 2 u 1 (ϑ, ϕ)
sin ϑ + 1
= 0, in (5.45)
a 2 sin ϑ ∂ϑ ∂ϑ a 2 sin ϑ
2 ∂ϕ2

1 ∂ ∂u 2 (θ, ϕ) b2 ∂ 2 u 2 (θ, ϕ)
D(θ) + 2 = 0, in 2 (5.46)
D(θ) ∂θ ∂θ D (θ) ∂ϕ2
u 1 (ϑ0 , ϕ) = 0, u 1 (ϑ, 0) = 0, u 1 (ϑ, ϕ1 ) = 0 (5.47)
u 2 (θ1 , ϕ) = 0, u 2 (ϑ, 0) = 0, u 2 (ϑ, ϕ1 ) = 0 (5.48)
∂u 1 (ϑ1 , ϕ) ∂u 2 (θ0 , ϕ)
u 1 (ϑ1 , ϕ) = u 2 (θ0 , ϕ) , =λ (5.49)
∂ϑ ∂θ
u 1 (ϑ, ϕ) = U (ϑ, ϕ) on , (5.50)
where D(θ) = R + b sin θ.

The procedure described in Sect. 5.2 can be employed any time when we need
to resolve the direct boundary value problem in (5.45)–(5.50). Required for that
resolving matrix can be found in the appendix of this volume as the matrix of Green’s
type for the problem in (5.45)–(5.49) stated in the composition 1 ∪ 2 of two solid
(imperforate) fragments.
Our formulation of an optimal shape design problem for the setting in (5.45)–
(5.50) means to determine the size and location of the aperture, along with the
relative conductivity coefficient of the materials of which the shells are made. That
is, treating the constants ρ, ϑc , ϕc , and λ as the targeted parameters, with the rest of
the parameters specifying the problem being fixed, we aim at meeting the following
integral criteria
π/2 π/2
∂u 1 (ϑ0 , ϕ) ∂u 2 (ϑ1 , ϕ)
dϕ ≤ A, dϕ ≤ B
0 ∂ϑ 0 ∂ϑ
ϑ1 θ1
∂u 1 (ϑ, 0) ∂u 2 (θ, 0)
dϑ + dθ ≤ C,
ϑ0 ∂ϕ θ0 ∂ϕ
and
ϑ1 θ1
∂u 1 (ϑ, π/2) ∂u 2 (θ, π/2)
dϑ + dθ ≤ D,
ϑ0 ∂ϑ θ0 ∂ϕ
where A, B, C, and D represent the governing parameters.

An iterative procedure, similar to the one implemented to the previous problem
setting, appeared also workable in the current case. At each iteration, the direct
problem that is posed in (5.45)–(5.50) is tackled with all the defining parameters
fixed.
Illustrating the workability of the procedure, we fix the parameters that specify the
problem setting as a = 3.5, b = 1.4, ϕ1 = π/2, ϑ0 = π/5, ϑ1 = π/2, θ0 = −0.4π,
Fig. 5.8 Potential field in the optimally shaped composed structure
θ1 = 0.2π, and U (ϑ, ϕ) ≡ 1.0. This yields R ≈ 4.831. Values of the governing para-
meters in the optimizing criteria are chosen as A = 3.0, B = 0.1, C = 1.0, and
D = 2.0. The initial values of the sought-for parameters are set up as: ϑc = 0.26π,
ϕc = 0.1π, ρ = 0.35, and λ = 1.0.
It required forty-two iterations to attain the accuracy level of 10−4 for all the
governing parameters. The ultimate values of the targeted parameters are computed
as ϑc ≈ 1.1909, ϕc ≈ 0.9047, ρ ≈ 0.8787, and λ ≈ 22.018. The ultimate potential
field in the composed optimally shaped structure is shown in Fig. 5.8.
Our presentation on the optimal shape design analysis will be concluded with yet
another example. We consider a thin spherical shell of radius a composed of two
congruent fragments made of different materials, with λ representing their relative
coefficient of conductivity. Let the middle surface of the shell consist of two congruent
fragments
1 = {0 < ϑ < π/2; 0 ≤ ϕ < π/2}
and
2 = {π/2 < ϑ < π; 0 ≤ ϕ < π/2} .
Let the fragment 1 be weakened with a circular aperture of radius ρ, whose

contour is centered at (ϑc , ϕc ), and let also a point source of intensity E be
released at a point (τs , ψs ) in 2 . Formulating a boundary value problem in the
described composed region, let the homogeneous Dirichlet and Neumann conditions
be imposed on the boundary segments ϕ = 0 and ϕ = π/2, respectively, and the

homogeneous Dirichlet condition be imposed on the aperture’s contour .
To be specific, let the parameters that determine the shape of the composed shell
structure and the point source location be fixed as a = 1.5, ρ = 0.3, ϑc = 0.3π,
ϕc = 0.3π, τs = 0.575π, and ψs = 0.375π. Potential field induced in the composed
shell by a point source of intensity E = 2.4, with λ = 0.1, is depicted in Fig. 5.9.
In the inverse formulation for the encountered problem setting, we fix (in addition
to the already fixed parameters) the source intensity factor E and look for a value of
λ that allows to hold the contour integral

∂u (ϑ, ϕ)
d, (5.51)
∂n
Fig. 5.9 Solution of a direct

problem for the composed
spherical shell
Fig. 5.10 Relation between

the parameters E and λ
revealed for the inverse
problem
at a minimum possible value. This inverse problem setting reflects the energy saving
strategy in keeping the potential on at zero level.
A solver for the described inverse problem was customarily developed on the
iterative basis. Within each single iteration, a corresponding direct problem is solved.
The required for that resolving matrix represents, in this case, the matrix of Green’s
type to the Dirichlet–Neumann boundary value problem set up in the compound
spherical sector. This matrix is available in the appendix. Upon running the solver
multiple times, we revealed (see Fig. 5.10) the relation between the parameters E
and λ, with the contour integral of (5.51) reaching a minimum value.
Appendix A
Catalogue of Green’s Functions
The reader, who is familiar with the content of this volume, can readily recognize
the following short-hand notations:

1 1
H (x, α) = ln ,
2π 1 − 2x cos α + x 2

1 1 − 2x cos α + x 2
H1(x, α, β) = ln ,
2π 1 − 2x cos β + x 2

1 (1 − 2x cos α + x 2 )(1 + 2x cos β + x 2 )
H2 (x, α, β) = ln ,
2π (1 + 2x cos α + x 2 )(1 − 2x cos β + x 2 )
and
x x π(ϕ+ψ) π(ϕ− ψ)
(x) = tanπ/ϕ1 , 0 (x) = tan , κ= , η=
2 2 ϕ1 ϕ1
which had earlier been introduced and then repeatedly used to make more compact
corresponding extensive developments. The above notations appeared also helpful
in making easily readable some of the heavy-loaded forms included in this appendix
as well.
Note that the list of Green’s functions and matrices of Green’s type, which could
potentially be obtained with the aid of our procedure for the considered in this
volume class of problems, is not limited to those shown below. If a required Green’s
function or matrix is not available in this book, the reader might try to construct it
by implementing correspondingly our recommendations.

Developments in Mathematics 48, DOI 10.1007/978-3-319-57243-7
174 Appendix A: Catalogue of Green’s Functions
Spherical Surface
Computer-friendly representations of Green’s functions G(ϑ, ϕ; τ , ψ) listed below
are constructed to a number of boundary value problems set up for the two-
dimensional partial differential equation

1 ∂ ∂u(ϑ, ϕ) 1 ∂ 2 u(ϑ, ϕ)
sin ϑ + =0
posed in regions of various regularly shaped configurations on a spherical surface

of radius a.
Formulating boundary conditions, we are going to conventionally denote partial
derivatives of the two-variable function u(ϑ, ϕ) with respect to its variables ϑ and ϕ
by the subscripted symbols, as in u ϑ (ϑ, ϕ) and u ϕ (ϑ, ϕ), respectively.
For easier read, the Green’s functions G(ϑ, ϕ; τ , ψ) presented below are grouped
by the shape of a region which hosts the corresponding boundary value problem.
It is important to note that the presented expressions of Green’s functions are valid
for ϑ < τ , while to get their forms valid for τ < ϑ, one has to just interchange the
variables ϑ and τ .
(SS) Spherical Sector = {0 ≤ ϑ ≤ π, 0 ≤ ϕ ≤ ϕ1 }

SS-1: u(ϑ, 0) = 0 and u(ϑ, ϕ1 ) = 0

(ϑ) π(ϕ + ψ) π(ϕ − ψ)
H1 , , ;
(τ ) ϕ1 ϕ1
SS-2: u(ϑ, 0) = 0 and u ϕ (ϑ, ϕ1 ) = 0

(ϑ) π(ϕ + ψ) π(ϕ − ψ)
H2 , , ;
(τ ) 2ϕ1 2ϕ1
(SB) Spherical Belt {ϑ0 ≤ ϑ ≤ ϑ1 , 0 ≤ ϕ < 2π}

SB-1: u(ϑ0 , ϕ) = 0 and u(ϑ1 , ϕ) = 0
1 0 (τ ) 0 (ϑ0 ) −1 0 (ϑ1 )
ln ln ln
2π 0 (ϑ1 ) 0 (ϑ) 0 (ϑ0 )

0 (ϑ) 0 (τ ) 20 (ϑ0 )
+H ,ϕ − ψ + H ,ϕ − ψ
0 (τ ) 0 (ϑ) 20 (ϑ1 )

20 (ϑ0 ) 0 (ϑ) 0 (τ )
−H ,ϕ − ψ − H ,ϕ − ψ
0 (ϑ) 0 (τ ) 20 (ϑ1 )
∞
1
+ Rn (ϑ, τ ) cos n (ϕ − ψ) ,
2π n=1
Appendix A: Catalogue of Green’s Functions 175
where the two-variable function Rn (ϑ, τ ) is introduced as

2n 2n
2n
0 (ϑ0 ) 0 (τ ) − 0 (ϑ1 ) 0 (ϑ) − 0 (ϑ0 )
2n 2n
2n
0 (ϑ1 ) 0 (ϑ) 0 (τ ) 0 (ϑ1 ) − 0 (ϑ0 )
n2n n n 2n
SB-2: u(ϑ0 , ϕ) = 0 and u ϑ (ϑ1 , ϕ) = 0

1 0 (ϑ0 ) 0 (ϑ) 0 (τ ) 20 (ϑ0 )
ln +H ,ϕ − ψ − H ,ϕ − ψ
2π 0 (ϑ) 0 (τ ) 0 (ϑ) 20 (ϑ1 )

20 (ϑ0 ) 0 (ϑ) 0 (τ )
−H ,ϕ − ψ + H , ϕ − ψ
0 (ϑ) 0 (τ ) 20 (ϑ1 )
∞
1
+ Rn (ϑ, τ ) cos n (ϕ − ψ) ,
2π n=1

2n 2n
2n
0 (ϑ0 ) 0 (τ ) + 0 (ϑ1 ) 0 (ϑ) − 0 (ϑ0 )
2n 2n
2n
0 (ϑ1 ) 0 (ϑ) 0 (τ ) 0 (ϑ1 ) + 0 (ϑ0 )
n2n n n 2n
SB-3: u ϑ (ϑ0 , ϕ) = 0 and u(ϑ1 , ϕ) = 0

1 0 (τ ) 0 (ϑ) 0 (τ ) 20 (ϑ0 )
ln +H ,ϕ − ψ − H ,ϕ − ψ
2π 0 (ϑ1 ) 0 (τ ) 0 (ϑ) 20 (ϑ1 )

20 (ϑ0 ) 0 (ϑ) 0 (τ )
+H ,ϕ − ψ − H , ϕ − ψ
0 (ϑ) 0 (τ ) 20 (ϑ1 )
∞
1
+ Rn (ϑ, τ ) cos n (ϕ − ψ) ,
2π n=1

2n 2n
2n
0 (ϑ0 ) 0 (ϑ1 ) − 0 (τ ) 0 (ϑ) + 0 (ϑ0 )
2n 2n
2n
0 (ϑ1 ) 0 (ϑ) 0 (τ ) 0 (ϑ1 ) + 0 (ϑ0 )
n2n n n 2n
SB-4: u (ϑ0 , ϕ) = 0 and u(ϑ1 , ϕ) + βu ϑ (ϑ1 , ϕ) = 0

−1
1 0 (ϑ0 ) 0 (τ ) 0 (ϑ1 )
ln ln +B ln +B
2π 0 (ϑ) 0 (ϑ1 ) 0 (ϑ0 )

0 (ϑ) 0 (ϑ) 0 (τ )
+H ,ϕ − ψ − H ,ϕ − ψ
0 (τ ) 20 (ϑ1 )
2
20 (ϑ0 ) 0 (ϑ0 ) 0 (τ )
−H ,ϕ − ψ + H , ϕ − ψ
0 (ϑ) 0 (τ ) 20 (ϑ1 ) 0 (ϑ)
∞
1
B n0 (τ ) 2n 0 (ϑ) − 0 (ϑ0 )
2n
+ cos n (ϕ − ψ)
2π n=1 1 + n B n0 (ϑ) 2n0 (ϑ1 )
∞ 2n
1
2n 0 (ϑ0 ) 0 (ϑ) − 0 (ϑ0 )
2n
+
2π n=1 nn0 (ϑ) n0 (τ ) 2n
0 (ϑ1 )
2n
(1 − n B)2 2n0 (τ ) − 1 − n B 0 (ϑ1 )
2 2
× 2n cos n (ϕ − ψ) ,
(1 + n B)2 2n0 (ϑ1 ) − 1 − n B 0 (ϑ0 )
2 2
where
β
B=
sin ϑ1
(ST) Spherical Triangle {0 ≤ ϑ ≤ ϑ1 , 0 ≤ ϕ ≤ ϕ1 }

ST-1: u(ϑ, 0) = 0, u(ϑ, ϕ1 ) = 0, and u(ϑ1 , ϕ) = 0

(ϑ) (ϑ) (τ )
H1 , κ, η − H1 , κ, η
(τ ) 2 (ϑ1 )
ST-2: u(ϑ, 0) = 0, u(ϑ, ϕ1 ) = 0, and u ϑ (ϑ1 , ϕ) = 0

(ϑ) (ϑ) (τ )
H1 , κ, η + H1 , κ, η
(τ ) 2 (ϑ1 )
ST-3: u(ϑ, 0) = 0, u ϕ (ϑ, ϕ1 ) = 0, and u(ϑ1 , ϕ) = 0

(ϑ) κ η (ϑ) (τ ) κ η
H2 , , − H2 , ,
(τ ) 2 2 2 (ϑ1 ) 2 2
ST-4: u(ϑ, 0) = 0, u ϕ (ϑ, ϕ1 ) = 0, and u ϑ (ϑ1 , ϕ) = 0

(ϑ) κ η (ϑ) (τ ) κ η
H2 , , + H2 , ,
(τ ) 2 2 2 (ϑ1 ) 2 2
ST-5: u(ϑ, 0) = 0, u(ϑ, ϕ1 ) = 0, and u (ϑ1 , ϕ) + βu ϑ (ϑ1 , ϕ) = 0


0 (ϑ) 0 (ϑ) 0 (τ )
H1 , κ, η − H1 , κ, η
0 (τ ) 20 (ϑ1 )
∞
β
n0 (ϑ)n0 (τ )
+ (cos nη − cos nκ)
2π n=1 (sin ϑ1 +nβ) 2n 0 (ϑ1 )
(SC) Spherical Cap {0 ≤ ϑ ≤ ϑ1 , 0 ≤ ϕ < 2π}

SC-1: u(ϑ1 , ϕ) + βu ϑ (ϑ1 , ϕ) = 0
β 0 (ϑ1 )
+ ln
sin ϑ1 0 (τ )

0 (ϑ) 0 (ϑ) 0 (τ )
+H ,ϕ − ψ − H ,ϕ − ψ
0 (τ ) 20 (ϑ1 )
∞
β
n0 (ϑ)n0 (τ )
+ cos n (ϕ−ψ)
2π n=1 (sin ϑ1 +nβ) 2n 0 (ϑ1 )
SC-2: u(ϑ1 , ϕ) = 0

0 (ϑ1 ) 0 (ϑ) 0 (ϑ) 0 (τ )
ln +H ,ϕ − ψ − H , ϕ − ψ
0 (τ ) 0 (τ ) 20 (ϑ1 )
(SQ) Spherical Quadrilateral {ϑ0 ≤ ϑ ≤ ϑ1 , 0 ≤ ϕ ≤ ϕ1 }

SQ-1: u(ϑ0 , ϕ) = u(ϑ1 , ϕ) = 0, and u(ϑ, 0) = u(ϑ, ϕ1 ) = 0

(ϑ) (τ ) 2 (ϑ0 )
H1 , κ, η + H1 , κ, η
(τ ) (ϑ) 2 (ϑ1 )

(ϑ) (τ ) 2 (ϑ0 )
−H1 , κ, η − H1 , κ, η
2 (ϑ1 ) (ϑ) (τ )
∞
1
+ Rn (ϑ, τ ) (cos nη − cos nκ) ,

2π n=1

2n (ϑ0 ) 2n (τ ) − 2n (ϑ1 ) 2n (ϑ) − 2n (ϑ0 )

n2n (ϑ1 ) n (ϑ) n (τ ) 2n (ϑ1 ) − 2n (ϑ0 )
SQ-2: u(ϑ0 , ϕ) = u ϑ (ϑ1 , ϕ) = 0, and u(ϑ, 0) = u(ϑ, ϕ1 ) = 0


(ϑ) (τ ) 2 (ϑ0 )
H1 , κ, η − H1 , κ, η
(τ ) (ϑ) 2 (ϑ1 )

(ϑ) (τ ) 2 (ϑ0 )
+H1 , κ, η − H1 , κ, η
2 (ϑ1 ) (ϑ) (τ )
∞
1

2π n=1

2n (ϑ0 ) 2n (τ ) + 2n (ϑ1 ) 2n (ϑ) − 2n (ϑ0 )

n2n (ϑ1 ) n (ϑ) n (τ ) 2n (ϑ1 ) + 2n (ϑ0 )
SQ-3: u ϑ (ϑ0 , ϕ) = u(ϑ1 , ϕ) = 0, and u(ϑ, 0) = u(ϑ, ϕ1 ) = 0

(ϑ) (τ ) 2 (ϑ0 )
H1 , κ, η − H1 , κ, η
(τ ) (ϑ) 2 (ϑ1 )

(ϑ) (τ ) 2 (ϑ0 )
−H1 , κ, η + H1 , κ, η
2 (ϑ1 ) (ϑ) (τ )
∞
1

2π n=1

2n (ϑ0 ) 2n (ϑ1 ) − 2n (τ ) 2n (ϑ) + 2n (ϑ0 )

n2n (ϑ1 ) n (ϑ) n (τ ) 2n (ϑ1 ) + 2n (ϑ0 )
SQ-4: u ϑ (ϑ0 , ϕ) = u ϑ (ϑ1 , ϕ) = 0, and u(ϑ, 0) = u(ϑ, ϕ1 ) = 0

(ϑ) (τ ) 2 (ϑ0 )
H1 , κ, η + H1 , κ, η
(τ ) (ϑ) 2 (ϑ1 )

(ϑ) (τ ) 2 (ϑ0 )
+H1 , κ, η + H1 , κ, η
2 (ϑ1 ) (ϑ) (τ )
∞
1

2π n=1

2n (ϑ0 ) 2n (τ ) + 2n (ϑ1 ) 2n (ϑ) + 2n (ϑ0 )
.
n2n (ϑ1 ) n (ϑ) n (τ ) 2n (ϑ1 ) − 2n (ϑ0 )
Note that in the upcoming problem statements SQ-5 – SQ-8 and SQ-11,
the parameter k is expressed in terms of the series summation index n as
k = (2n − 1)/2.
SQ-5: u(ϑ0 , ϕ) = u(ϑ1 , ϕ) = 0, and u(ϑ, 0) = u ϕ (ϑ, ϕ1 ) = 0
⎛ ⎞
(ϑ) κ η (τ ) 2 (ϑ ) κ η
+ H2 ⎝ , , ⎠
0
H2 , ,
(τ ) 2 2 (ϑ) 2 (ϑ1 ) 2 2
⎛ ⎞
(ϑ) (τ ) κ η 2 (ϑ ) κ η
− H2 ⎝ , , ⎠
0
−H2 , ,
2 (ϑ1 ) 2 2 (ϑ) (τ ) 2 2
∞
1
+ Rk (ϑ, τ ) (cos kη − cos kκ) ,

2π n=1
where the two-variable function Rk (ϑ, τ ) is introduced as

2k (ϑ0 ) 2k (τ ) − 2k (ϑ1 ) 2k (ϑ) − 2k (ϑ0 )

k2k (ϑ1 ) k (ϑ) k (τ ) 2k (ϑ1 ) − 2k (ϑ0 )
SQ-6: u(ϑ0 , ϕ) = u ϑ (ϑ1 , ϕ) = 0, and u(ϑ, 0) = u ϕ (ϑ, ϕ1 ) = 0

⎛ ⎞
(ϑ) κ η (ϑ0 ) κ η ⎠
(τ ) 2
H2 , , − H2 ⎝ , ,
(τ ) 2 2 (ϑ) 2 (ϑ1 ) 2 2
⎛ ⎞
(ϑ) (τ ) κ η (ϑ0 )
2 κ η
+H2 , , − H2 ⎝ , , ⎠
2 (ϑ1 ) 2 2 (ϑ) (τ ) 2 2
∞
1

2π n=1

2k (ϑ0 ) 2k (τ ) + 2k (ϑ1 ) 2k (ϑ) − 2k (ϑ0 )

k2k (ϑ1 ) k (ϑ) k (τ ) 2k (ϑ1 ) + 2k (ϑ0 )
SQ-7: u ϑ (ϑ0 , ϕ) = u(ϑ1 , ϕ) = 0, and u(ϑ, 0) = u ϕ (ϑ, ϕ1 ) = 0

⎛ ⎞
(ϑ) κ η (τ ) 2 (ϑ ) κ η
− H2 ⎝ , , ⎠
0
H2 , ,
(τ ) 2 2 (ϑ) 2 (ϑ1 ) 2 2
⎛ ⎞
(ϑ) (τ ) κ η 2 (ϑ ) κ η
+ H2 ⎝ , , ⎠
0
−H2 , ,
2 (ϑ1 ) 2 2 (ϑ) (τ ) 2 2
∞
1

2π n=1

2k (ϑ0 ) 2k (ϑ1 ) − 2k (τ ) 2k (ϑ) + 2k (ϑ0 )

k2k (ϑ1 ) k (ϑ) k (τ ) 2k (ϑ1 ) + 2k (ϑ0 )
SQ-8: u ϑ (ϑ0 , ϕ) = u ϑ (ϑ1 , ϕ) = 0, and u(ϑ, 0) = u ϕ (ϑ, ϕ1 ) = 0

⎛ ⎞
(ϑ) κ η (ϑ) 2 (ϑ ) κ η
+ H2 ⎝ , , ⎠
0
H2 , ,
(τ ) 2 2 (τ ) 2 (ϑ1 ) 2 2
⎛ ⎞
(ϑ) (τ ) κ η 2 (ϑ ) κ η
+ H2 ⎝ , , ⎠
0
+H2 , ,
2 (ϑ1 ) 2 2 (ϑ) (τ ) 2 2
∞
1

2π n=1

2k (ϑ0 ) 2k (τ ) + 2k (ϑ1 ) 2k (ϑ) + 2k (ϑ0 )
.
k2k (ϑ1 ) k (ϑ) k (τ ) 2k (ϑ1 ) − 2k (ϑ0 )
The notation B = β/ sin ϑ0 applies to the upcoming problem statements

SQ-9 through SQ-11,
SQ-9: u (ϑ0 , ϕ) + βu ϑ (ϑ0 , ϕ) = u(ϑ1 , ϕ) = 0, and u(ϑ, 0) = u(ϑ, ϕ1 ) = 0

(ϑ) (τ ) 2 (ϑ0 )
H1 , κ, η + H1 , κ, η
(τ ) (ϑ) 2 (ϑ1 )

(ϑ) (τ ) 2 (ϑ0 )
−H1 , κ, η − H1 , κ, η
2 (ϑ1 ) (ϑ) (τ )
∞

B n (ϑ) 2n (τ ) − 2n (ϑ1 )
ϕ + nπ B
n=1 1
n (τ ) 2n (ϑ1 )
∞
1
2πn B2n (ϑ1 ) + (ϕ1 + πn B) 2n (ϑ0 )
2π n=1 nn (ϑ) n (τ ) 2n (ϑ1 )
2n
(τ ) − 2n (ϑ1 ) (ϕ1 − πn B) 2n (ϑ) − (ϕ1 + πn B) 2n (ϑ0 )
×
ϕ1 − (πn B)2 2n (ϑ1 ) − (ϕ1 + πn B)2 2n (ϑ0 )
SQ-10: u (ϑ0 , ϕ)+βu ϑ (ϑ0 , ϕ) = u ϑ (ϑ1 , ϕ) = 0 and u(ϑ, 0) = u(ϑ, ϕ1 ) = 0

(ϑ) (τ ) 2 (ϑ0 )
H1 , κ, η − H1 , κ, η
(τ ) (ϑ) 2 (ϑ1 )

(ϑ) (τ ) 2 (ϑ0 )
+.H1 , κ, η − H1 , κ, η
2 (ϑ1 ) (ϑ) (τ )
∞

B n (ϑ) 2n (τ ) + 2n (ϑ1 )
− (cos nη − cos nκ)
ϕ + nπ B
n=1 1
n (τ ) 2n (ϑ1 )
∞
1
2n (ϑ0 ) 2n (τ ) + 2n (ϑ1 )
− (cos nη − cos nκ)
2π n=1 nn (ϑ) n (τ ) 2n (ϑ1 )

(ϕ1 − πn B)2 2n (ϑ) − ϕ21 − (πn B)2 2n (ϑ0 )
×
(ϕ1 + πn B)2 2n (ϑ1 ) + ϕ21 − (πn B)2 2n (ϑ0 )
SQ-11: u (ϑ0 , ϕ) + βu ϑ (ϑ0 , ϕ) = u(ϑ1 , ϕ) = 0 and u(ϑ, 0) = u ϕ (ϑ, ϕ1 ) = 0
⎛ ⎞
(ϑ) κ η (τ ) 2 (ϑ ) κ η
+ H2 ⎝ , , ⎠
0
H2 , ,
(τ ) 2 2 (ϑ) 2 (ϑ1 ) 2 2
⎛ ⎞
(ϑ) (τ ) κ η 2 (ϑ ) κ η
− H2 ⎝ , , ⎠
0
−H2 , ,
2 (ϑ1 ) 2 2 (ϑ) (τ ) 2 2
∞

B k (ϑ) 2k (τ ) − 2k (ϑ1 )
+ (cos kη − cos kκ)
ϕ + kπ B
n=1 1
k (τ ) 2k (ϑ1 )
∞
1
2πk B2k (ϑ1 ) + (ϕ1 + πk B) 2k (ϑ0 )
+ (cos kη − cos kκ)
2π n=1 kk (ϑ) k (τ ) 2k (ϑ1 )
2k
(τ ) − 2k (ϑ1 ) (ϕ1 − πk B) 2k (ϑ) − (ϕ1 + πk B) 2k (ϑ0 )
× .
ϕ1 − (πk B)2 2k (ϑ1 ) − (ϕ1 + πk B)2 2k (ϑ0 )
Toroidal Surface
Readily computable representations of Green’s functions G(ϑ, ϕ; τ , ψ), listed in this
section, have been constructed to a number of boundary value problems set up for
the differential equation

1 ∂ ∂u(ϑ, ϕ) a 2 ∂ 2 u(ϑ, ϕ)
D(ϑ) + 2 =0
D(ϑ) ∂ϑ ∂ϑ D (ϑ) ∂ϕ2
posed in regions of various regularly shaped configurations on a circular toroidal

surface of defining radii a and R, with D(ϑ) = R + a sin ϑ.
Similar to the presentation in the previous section, the Green’s functions
G(ϑ, ϕ; τ , ψ) presented below are grouped by the shape of a region which hosts
the corresponding boundary value problem. The presented expressions are valid for
ϑ < τ , while to get their forms valid for τ < ϑ, one has to just interchange the
variables ϑ and τ .
The function ω(x) which had earlier been introduced in Chap. 3 as
2a a + R tan x/2
ω (x) = √ arctan √
R2 − a2 R2 − a2
represents a significant component in the expressions for Green’s functions listed

below in this section.
For the sake of compactness in what follows, the two-variable function q(x, y)
is introduced as q(x, y) = ω(x) − ω(y). In computing the value σ = q (π, −π) of
this function, the constants ω(π) and ω(−π) are understood as the limits of ω(x)
as x approaches π and −π, respectively. In addition, another short-hand notation is
introduced as P = π/ϕ1 .
(TS) Toroidal Sector {−π ≤ ϑ ≤ π, 0 ≤ ϕ ≤ ϕ1 }

TS-1: u(ϑ, 0) = 0 and u(ϑ, ϕ1 ) = 0

H1 e Pq(ϑ,τ ) , κ, η + H1 e P(q(τ ,ϑ)−σ) , κ, η

−H1 eP(q(ϑ,τ )−σ) , κ, η − H1 e P(q(τ ,ϑ)−2σ) , κ, η
∞
1
2 − e−νσ
+ νσ
sin νϕ sin νψ
π n=1 ne [1 − cosh νσ]
× [sinh νq (ϑ, τ ) − sinh ν (q (ϑ, τ ) + σ)] , ν = nπ/ϕ1
TS-2: u(ϑ, 0) = 0 and u ϕ (ϑ, ϕ1 ) = 0

P κ η P κ η
H2 e 2 q(ϑ,τ ) , , + H2 e 2 (q(τ ,ϑ)−σ) , ,
P 2 2 2 2
(q(ϑ,τ )−σ) κ η P
(q(τ ,ϑ)−2σ) κ η
−H2 e 2 , , − H2 e 2 , ,
2 2 2 2
∞
2
2 − e−νσ
+ sin νϕ sin νψ
π n=1 (2n − 1)eνσ [1 − cosh νσ]
× [sinh νq (ϑ, τ ) − sinh ν (q (ϑ, τ ) + σ)] , ν = (2n − 1)π/(2ϕ1 )
(TB) Toroidal Belt {ϑ0 ≤ ϑ ≤ ϑ1 , 0 ≤ ϕ < 2π}

TB-1: u(ϑ0 , ϕ) = 0 and u(ϑ1 , ϕ) = 0
1 q (τ , ϑ1 ) q (ϑ, ϑ0 )

2π q ϑ0, ϑ1

+H eq(ϑ,τ ) , ϕ − ψ + H eq(τ ,ϑ)+2q(ϑ0 ,ϑ1 ) , ϕ − ψ

−H eq(τ ,ϑ1 )+q(ϑ1 ,ϑ) , ϕ − ψ − H eq(ϑ0 ,τ )+q(ϑ0 ,ϑ) , ϕ − ψ
∞
1
sinh nq (ϑ, ϑ0 ) sinh nq (ϑ1 , τ )
+ cos n (ϕ − ψ)
π n=1 ne2nq(ϑ1 ,ϑ0 ) sinh nq (ϑ0 , ϑ1 )
TB-2: u(ϑ0 , ϕ) = 0 and u ϑ (ϑ1 , ϕ) = 0
1
q (ϑ, ϑ0 )
2π
+H eq(ϑ,τ ) , ϕ − ψ − H eq(τ ,ϑ)+2q(ϑ0 ,ϑ1 ) , ϕ − ψ

+H eq(τ ,ϑ1 )+q(ϑ1 ,ϑ) , ϕ − ψ − H eq(ϑ0 ,τ )+q(ϑ0 ,ϑ) , ϕ − ψ
∞
1
sinh nq (ϑ, ϑ0 ) cosh nq (ϑ1 , τ )
+ cos n (ϕ − ψ)
π n=1 ne2nq(ϑ1 ,ϑ0 ) cosh nq (ϑ0 , ϑ1 )
TB-3: u ϑ (ϑ0 , ϕ) = 0 and u(ϑ1 , ϕ) = 0
1
q (τ , ϑ1 )
2π
+H eq(ϑ,τ ) , ϕ − ψ − H eq(τ ,ϑ)+2q(ϑ0 ,ϑ1 ) , ϕ − ψ

−H eq(τ ,ϑ1 )+q(ϑ1 ,ϑ) , ϕ − ψ + H eq(ϑ0 ,τ )+q(ϑ0 ,ϑ) , ϕ − ψ
∞
1
cosh nq (ϑ, ϑ0 ) sinh nq (ϑ1 , τ )
+ cos n (ϕ − ψ) .
π n=1 ne2nq(ϑ1 ,ϑ0 ) cosh nq (ϑ0 , ϑ1 )
(TQ) Toroidal Quadrilateral {ϑ0 ≤ ϑ ≤ ϑ1 , 0 ≤ ϕ ≤ ϕ1 }

In the upcoming statements TQ-1 through TQ-4, the parameter ν is expressed
in terms of the series summation index n as nπ/ϕ1 .
TQ-1: u(ϑ0 , ϕ) = u(ϑ1 , ϕ) = 0 and u(ϑ, 0) = u(ϑ, ϕ1 ) = 0

H1 e Pq(ϑ,τ ) , κ, η + H1 e P(q(τ ,ϑ)+2q(ϑ0 ,ϑ1 )) , κ, η

−H1 e P(q(τ ,ϑ1 )+q(ϑ1 ,ϑ)) , κ, η − H1 e P(q(ϑ0 ,τ )+q(ϑ0 ,ϑ)) , κ, η
∞
1
sinh νq (ϑ, ϑ0 ) sinh νq (ϑ1 , τ )
+ sin νϕ sin νψ
π n=1 ne2νq(ϑ1 ,ϑ0 ) sinh νq (ϑ0 , ϑ1 )
TQ-2: u(ϑ0 , ϕ) = u ϑ (ϑ1 , ϕ) = 0 and u(ϑ, 0) = u(ϑ, ϕ1 ) = 0

H1 e Pq(ϑ,τ ) , κ, η − H1 e P(q(τ ,ϑ)+2q(ϑ0 ,ϑ1 )) , κ, η

+H1 e P(q(τ ,ϑ1 )+q(ϑ1 ,ϑ)) , κ, η − H1 e P(q(ϑ0 ,τ )+q(ϑ0 ,ϑ)) , κ, η
∞
1
sinh νq (ϑ, ϑ0 ) cosh νq (ϑ1 , τ )
+ sin νϕ sin νψ
π n=1 ne2νq(ϑ1 ,ϑ0 ) cosh νq (ϑ0 , ϑ1 )
TQ-3: u ϑ (ϑ0 , ϕ) = u(ϑ1 , ϕ) = 0 and u(ϑ, 0) = u(ϑ, ϕ1 ) = 0


−H1 e P(q(τ ,ϑ1 )+q(ϑ1 ,ϑ)) , κ, η + H1 e P(q(ϑ0 ,τ )+q(ϑ0 ,ϑ)) , κ, η
∞
1
cosh νq (ϑ, ϑ0 ) sinh νq (ϑ1 , τ )
+ sin νϕ sin νψ
π n=1 ne2νq(ϑ1 ,ϑ0 ) cosh νq (ϑ0 , ϑ1 )
TQ-4: u ϑ (ϑ0 , ϕ) = u ϑ (ϑ1 , ϕ) = 0 and u(ϑ, 0) = u(ϑ, ϕ1 ) = 0


+H1 e P(q(τ ,ϑ1 )+q(ϑ1 ,ϑ)) , κ, η + H1 e P(q(ϑ0 ,τ )+q(ϑ0 ,ϑ)) , κ, η
∞
1
cosh νq (ϑ, ϑ0 ) cosh νq (ϑ1 , τ )
+ sin νϕ sin νψ.
π n=1 ne2νq(ϑ1 ,ϑ0 ) sinh νq (ϑ0 , ϑ1 )
In the statements TQ-5 through TQ-8, the parameter ν is expressed in terms

of the series summation index n as (2n − 1)π/(2ϕ1 ).
TQ-5: u(ϑ0 , ϕ) = u(ϑ1 , ϕ) = 0 and u(ϑ, 0) = u ϕ (ϑ, ϕ1 ) = 0
P κ η P κ η
H2 e 2 q(ϑ,τ ) , , + H2 e 2 (q(τ ,ϑ)+2q(ϑ0 ,ϑ1 )) , ,
P 2 2 P 2 2
(q(τ ,ϑ1 )+q(ϑ1 ,ϑ)) κ η (q(ϑ0 ,τ )+q(ϑ0 ,ϑ)) κ η
−H2 e 2 , , − H2 e 2 , ,
2 2 2 2
∞
1
sinh νq (ϑ, ϑ0 ) sinh νq (ϑ1 , τ )
+ sin νϕ sin νψ
π n=1 (2n − 1)e2νq(ϑ1 ,ϑ0 ) sinh νq (ϑ0 , ϑ1 )
TQ-6: u(ϑ0 , ϕ) = u ϑ (ϑ1 , ϕ) = 0 and u(ϑ, 0) = u ϕ (ϑ, ϕ1 ) = 0

P κ η P κ η
H2 e 2 q(ϑ,τ ) , , − H2 e 2 (q(τ ,ϑ)+2q(ϑ0 ,ϑ1 )) , ,
P 2 2 P 2 2
(q(τ ,ϑ1 )+q(ϑ1 ,ϑ)) κ η (q(ϑ0 ,τ )+q(ϑ0 ,ϑ)) κ η
+H2 e 2 , , − H2 e 2 , ,
2 2 2 2

∞
1 sinh νq (ϑ, ϑ0 ) cosh νq (ϑ1 , τ )
+ sin νϕ sin νψ
π n=1 (2n − 1)e2νq(ϑ1 ,ϑ0 ) cosh νq (ϑ0 , ϑ1 )
TQ-7: u ϑ (ϑ0 , ϕ) = u(ϑ1 , ϕ) = 0 and u(ϑ, 0) = u ϕ (ϑ, ϕ1 ) = 0

P κ η P κ η
H2 e 2 q(ϑ,τ ) , , − H2 e 2 (q(τ ,ϑ)+2q(ϑ0 ,ϑ1 )) , ,
P 2 2 P 2 2
,ϑ ,ϑ)) κ η κ η
−H2 e 2 (q(τ 1 )+q(ϑ 1
, , + H2 e 2 0 )+q(ϑ0 ,ϑ)) , ,
(q(ϑ ,τ
2 2 2 2

∞
1 cosh νq (ϑ, ϑ0 ) sinh νq (ϑ1 , τ )
+ sin νϕ sin νψ
π n=1 (2n − 1)e2νq(ϑ1 ,ϑ0 ) cosh νq (ϑ0 , ϑ1 )
TQ-8: u ϑ (ϑ0 , ϕ) = u ϑ (ϑ1 , ϕ) = 0 and u(ϑ, 0) = u ϕ (ϑ, ϕ1 ) = 0

P κ η P κ η
H2 e 2 q(ϑ,τ ) , , + H2 e 2 (q(τ ,ϑ)+2q(ϑ0 ,ϑ1 )) , ,
P 2 2 2 2
(q(τ ,ϑ )+q(ϑ ,ϑ)) κ η P
(q(ϑ ,τ )+q(ϑ0 ,ϑ)) κ η

+H2 e 2 1 1
, , + H2 e 2 0
, ,
2 2 2 2
∞
1
cosh νq (ϑ, ϑ0 ) cosh νq (ϑ1 , τ )
+ sin νϕ sin νψ.
π n=1 (2n − 1)e2νq(ϑ1 ,ϑ0 ) sinh νq (ϑ0 , ϑ1 )
In the problems TQ-9 and TQ-10 that follow, the constant B is expressed in
terms of the parameters that define geometry of the region as B = βa/(R +
a sin ϑ0 ).
TQ-9: u (ϑ0 , ϕ) + βu ϑ (ϑ0 , ϕ) = u(ϑ1 , ϕ) = 0, and u(ϑ, 0) = u(ϑ, ϕ1 ) = 0


−H1 e P(q(τ ,ϑ1 )+q(ϑ1 ,ϑ)) , κ, η − H1 e P(q(ϑ0 ,τ )+q(ϑ0 ,ϑ)) , κ, η

∞
2B
+ eνq(ϑ,τ ) e2νq(τ ,ϑ1 ) − 1 sin νϕ sin νψ
n=1 1
ϕ + πn B
∞
1
eνq(ϑ,τ ) 2πn B + (ϕ1 + πn B) e2νq(ϑ0 ,ϑ1 )
+ sin νϕ sin νψ
π n=1 n ϕ1 −(πn B)2 +(ϕ1 +πn B)2 e2νq(ϑ0 ,ϑ1 )

× ϕ1 − πn B − (ϕ1 + πn B) e2νq(ϑ0 ,ϑ) 1 − e2νq(τ ,ϑ1 )
TQ-10: u (ϑ0 , ϕ) + βu ϑ (ϑ0 , ϕ) = u ϑ (ϑ1 , ϕ) = 0, and u(ϑ, 0) = u(ϑ, ϕ1 ) = 0


+H1 e P(q(τ ,ϑ1 )+q(ϑ1 ,ϑ)) , κ, η − H1 e P(q(ϑ0 ,τ )+q(ϑ0 ,ϑ)) , κ, η

∞
2B
− eνq(ϑ,τ ) e2νq(τ ,ϑ1 ) + 1 sin νϕ sin νψ
n=1 1
ϕ + πn B
∞
1
eνq(ϑ,τ ) 2πn B − (ϕ1 + πn B) e2νq(ϑ0 ,ϑ1 )
+ sin νϕ sin νψ
π n=1 n ϕ1 −(πn B)2 +(ϕ1 +πn B)2 e2νq(ϑ0 ,ϑ1 )

× ϕ1 − πn B − (ϕ1 + πn B) e2νq(ϑ0 ,ϑ) 1 + e2νq(τ ,ϑ1 )
Joint Surfaces
The reader is exposed in this section to an extensive list of computer-friendly forms
for elements G i j (P, Q) of matrices of Green’s type G(P, Q) constructed to a number
of boundary value problems that simulate potential fields induced in compositions of
regions each of which belongs to a single surface of revolution. The interface lines in
the compositions represent parallels of the geographical coordinate systems, along
of which the ideal contact conditions are assumed.
One might get an impression that the presented below forms of G i j (P, Q) are
bulky and heavy-loaded. But this impression is not grounded, because it is hard to
deny the fact that all the elements G i j (P, Q) are written in closed analytical form,
expressed in terms of elementary functions and uniformly convergent series. And
this very feature is what makes the listed below representations easily accessible to
immediate computer implementations. In this regard, we suggest the reader to ignore
the inappropriate alertness.
1. Listed in this paragraph are elements of the 2-by-2 matrix of Green’s type obtained
for the problem, which was proposed as Exercise 4.1 in Chap. 4. A composition
of two toroidal quadrilateral-shaped regions
1 = {(ϑ, ϕ)| ϑ0 < ϑ < ϑ1 , 0 < ϕ < ϕ1 }
and
2 = {(θ, ϕ)| θ0 < θ < θ1 , 0 < ϕ < ϕ1 }
is encountered, where 1 belongs to a circular toroidal surface defined by the

parameters R1 and a, while 2 belongs to another circular toroidal surface defined
by R2 and b. Contact of the regions is provided by the condition
R1 + a sin ϑ1 = R2 + b sin θ0 .
Note that for the sake of compactness in all the elements of the matrix of Green’s
type presented in this paragraph, the following short-hand notations are accepted:
b
P = π/ϕ1 , ν = n P, = λ , q(x, y) = ω(x)−ω(y),
a
An = eνq(ϑ0 ,ϑ1 ) , and Bn = eνq(θ0 ,θ1 ) ,
where a single-variable function ω is as introduced earlier in Eq. (3.9) of Chap. 3,

while the coefficient Cn of the series components stays the same for all the four
elements of the matrix, and is expressed as
(1+)An Bn + (1−)(A−1 −1
n Bn − An Bn )
Cn = .
(1+)2 A−2 −2 −2 −2
n Bn +(1− )(Bn − An )
2
Elements of the sought-after matrix of Green’s type are obtained as follows:

G 11 (ϑ, ϕ; τ , ψ) = H1 e P(q(ϑ,τ )+2q(ϑ0 ,ϑ1 )+2q(θ0 ,θ1 )) , κ, η

+H1 e Pq(ϑ,τ ) , κ, η − H1 e P(q(ϑ0 ,ϑ)+q(ϑ0 ,τ )) , κ, η

−H1 e P(q(ϑ,ϑ1 )+q(τ ,ϑ1 )+2q(θ0 ,θ1 )) , κ, η
1 − P(q(ϑ,ϑ1 )+q(τ ,ϑ1 ))
+ H1 e , κ, η − H1 e P(2q(ϑ0 ,ϑ1 )+q(τ ,ϑ)) , κ, η
1+

−H1 e P(q(ϑ,τ )+2q(θ0 ,θ1 )) , κ, η + H1 e P(q(ϑ0 ,ϑ)+q(ϑ0 ,τ )+2q(θ0 ,θ1 )) , κ, η
∞
2
Cn
+ sinh νq (ϑ, ϑ0 ) sin νϕ sin νψ
π n=1 n

× eνq(θ1 ,θ0 ) (1 + ) eνq(ϑ1 ,τ ) + (1 − ) eνq(τ ,ϑ1 )

−eνq(θ0 ,θ1 ) (1 − ) eνq(ϑ1 ,τ ) + (1 + ) eνq(τ ,ϑ1 ) ;
2 P(q(ϑ,ϑ1 )+q(θ0 ,ς))

G 12 (ϑ, ϕ; ς, ψ) = H1 e , κ, η
1+

−H1 e P(q(ϑ,ϑ1 )+q(θ0 ,θ1 )+q(ς,θ1 )) , κ, η

−H1 e P(q(ϑ0 ,ϑ)+q(ϑ0 ,ϑ1 )+q(θ0 ,ς)) , κ, η

+H1 e P(q(ϑ0 ,ϑ)+q(ϑ0 ,ϑ1 )+q(θ0 ,θ1 )+q(ς,θ1 )) , κ, η
∞
8
Cn
+ sinh νq (ϑ, ϑ0 ) sinh νq (θ1 , ς) sin νϕ sin νψ;
π n=1 n
2 P(q(θ0 ,θ)+q(τ ,ϑ1 ))

G 21 (θ, ϕ; τ , ψ) = H1 e , κ, η
1+

−H1 e P(q(θ,θ1 )+q(θ0 ,θ1 )+q(τ ,ϑ1 )) , κ, η − H1 e P(q(θ0 ,θ)+q(ϑ0 ,τ )+q(ϑ0 ,ϑ1 )) , κ, η

+H1 e P(q(θ0 ,θ1 )+q(θ,θ1 )+q(ϑ0 ,τ )+q(ϑ0 ,ϑ1 )) , κ, η
∞
8
Cn
+ sinh νq (τ , ϑ0 ) sinh νq (θ1 , θ) sin νϕ sin νψ;
π n=1 n

G 22 (θ, ϕ; ς, ψ) = H1 e P(q(ς,θ)+2q(θ0 ,θ1 )+2q(ϑ0 ,ϑ1 )) , κ, η

+H1 e Pq(θ,ς) , κ, η − H1 e P(q(θ,θ1 )+q(ς,θ1 )) , κ, η

−H1 e P(q(θ0 ,θ)+q(θ0 ,ς)+2q(ϑ0 ,ϑ1 )) , κ, η
1 − P(q(θ,ς)+2q(ϑ0 ,ϑ1 ))
+ H1 e , κ, η − H1 e P(q(θ0 ,θ)+q(θ0 ,ς)) , κ, η
1+

−H1 e P(q(θ,θ1 )+q(ς,θ1 )+2q(ϑ0 ,ϑ1 )) , κ, η + H1 e P(q(ς,θ)+2q(θ0 ,θ1 )) , κ, η
∞
2
Cn
+ sinh νq (θ1 , ς) sin νϕ sin νψ
π n=1 n

× eνq(ϑ1 ,ϑ0 ) (1 + ) eνq(θ,θ0 ) − (1 − ) eνq(θ0 ,θ)

+eνq(ϑ0 ,ϑ1 ) (1 − ) eνq(θ,θ0 ) + (1 + ) eνq(θ0 ,θ) .
2. Listed in this paragraph are elements of the 2-by-2 matrix of Green’s type obtained
for the problem, which has been proposed as Exercise 4.2 in Chap. 4. A compo-
sition of the spherical, of radius a, belt-shaped region
1 = {(ϑ, ϕ)| ϑ0 < ϑ < ϑ1 , 0 ≤ ϕ < 2π}
and the plane annular region
2 = {(r, ϕ)| b ≤ r ≤ c, 0 ≤ ϕ < 2π}
is considered. Contact of the regions is provided by the condition
a sin ϑ1 = b.
Elements of the sought-after matrix of Green’s type are found as follows:

1 c 1 0 (ϑ1 )
G 11 (ϑ, ϕ; τ , ψ) = ln + ln
2π b 2π 0 (τ )
2
0 (ϑ) b 0 (ϑ) 0 (τ )
+H ,ϕ − ψ − H , ϕ − ψ
0 (τ ) c2 20 (ϑ1 )
2
b 0 (τ ) 20 (ϑ0 ) 20 (ϑ0 )
+H 2 , ϕ−ψ − H , ϕ−ψ
c 0 (ϑ) 20 (ϑ1 ) 0 (ϑ) 0 (τ )

1− b2 20 (ϑ0 ) b2 0 (ϑ)
+ H 2 , ϕ−ψ − H 2 ,ϕ − ψ
1+ c 0 (ϑ) 0 (τ ) c 0 (τ )

0 (ϑ) 0 (τ ) 0 (τ ) 20 (ϑ0 )
+H , ϕ−ψ − H , ϕ−ψ
20 (ϑ1 ) 0 (ϑ) 20 (ϑ1 )
∞
1
Cn n0 (ϑ0 ) n0 (ϑ)
+ − n cos n (ϕ − ψ)
2π n=1 n n0 (ϑ) 0 (ϑ0 )
n
b n0 (τ ) n0 (ϑ1 )
× n (1 + ) n + (1 − ) n
c 0 (ϑ1 ) 0 (τ )

cn n0 (τ ) n0 (ϑ1 )
− n (1 − ) n + (1 + ) n ;
b 0 (ϑ1 ) 0 (τ )
1 c
G 12 (ϑ, ϕ; ρ, ψ) = ln
2π ρ

2 20 (ϑ0 ) b 0 (ϑ) b
+ H ,ϕ − ψ − H ,ϕ − ψ
1+ 0 (ϑ) 0 (ϑ1 ) ρ 0 (ϑ1 ) ρ

0 (ϑ0 )
2
ρb 0 (ϑ) ρb
+H ,ϕ − ψ − H ,ϕ − ψ
0 (ϑ) 0 (ϑ1 ) c2 0 (ϑ1 ) c2
∞ n

Cn n0 (ϑ0 ) n0 (ϑ) ρ cn
+ − − cos n (ϕ − ψ) ;
π n=1 n n0 (ϑ) n0 (ϑ0 ) cn ρn
1 c
G 21 (r, ϕ; τ , ψ) = ln
2π r

2 b0 (τ ) b20 (ϑ0 )
+ H ,ϕ − ψ − H ,ϕ − ψ
1+ r 0 (ϑ1 ) r 0 (τ ) 0 (ϑ1 )

r b20 (ϑ0 ) r b0 (τ )
+H 2 ,ϕ − ψ − H 2 ,ϕ − ψ
c 0 (τ ) 0 (ϑ1 ) c 0 (ϑ1 )

∞ n n
1 Cn 0 (ϑ0 ) 0 (τ )
n
r cn
+ − n − n cos n (ϕ − ψ) ;
π n=1 n n0 (τ ) 0 (ϑ0 ) cn r
1 c
G 22 (r, ϕ; ρ, ψ) = ln
2π ρ
2 2
r b 0 (ϑ0 )
+H ,ϕ − ψ − H , ϕ − ψ
ρ r ρ20 (ϑ1 )
rρ
ρb2 20 (ϑ0 )
−H 2 , ϕ − ψ + H ,ϕ − ψ
c r c2 20 (ϑ1 )
2 2
1− r 0 (ϑ0 ) b
+ H ,ϕ − ψ − H ,ϕ − ψ
1+ ρ20 (ϑ1 ) rρ
2
r ρ2 (ϑ0 ) ρb
−H 2 20 ,ϕ − ψ + H , ϕ − ψ
c 0 (ϑ1 ) r c2
∞
1
Cn ρn cn
+ − cos n (ϕ − ψ)
2π n=1 n cn ρn
n
b n0 (ϑ0 ) n0 (ϑ1 )
× n (1 + ) n + (1 − ) n
r 0 (ϑ1 ) 0 (ϑ0 )

rn n0 (ϑ0 ) n0 (ϑ1 )
− n (1 − ) n + (1 + ) n .
b 0 (ϑ1 ) 0 (ϑ0 )
In order to make the elements in the matrix of Green’s type, which are presented
in this paragraph, reasonably compact, we accepted the following short-hand
notations:
x sin ϑ1
0 (x) = tan , and = λ
2 b
while the coefficient Cn of the series components stays the same for all the four
elements of the matrix, and is expressed as

bn n0 (ϑ0 ) (1 + ) b2n 2n
0 (ϑ0 ) + (1 − ) An
Cn = ,
cn n0 (ϑ1 ) (1 + )2 Bn − 1 − 2 An
where
An = b2n 2n
0 (ϑ1 )−c 0 (ϑ0 )
2n 2n
and
Bn = c2n 2n
0 (ϑ1 )−b 0 (ϑ0 ) .
2n 2n
3. Elements of the 2-by-2 matrix of Green’s type are listed in this item, which are
obtained for the problem proposed as Exercise 4.3 in Chap. 4. A composition of
the spherical, of radius a, cap-shaped region
1 = {(ϑ, ϕ)| 0 < ϑ < ϑ1 , 0 ≤ ϕ < 2π}
and the circular toroidal, of radii R and b, belt-shaped region

2 = {(θ, ϕ)| θ0 < θ < θ1 , 0 ≤ ϕ < 2π}
is encountered. Contact of the regions is provided by the condition
a sin ϑ1 = R + b sin θ0 .
Elements of the sought-after matrix of Green’s type are written as follows:
1 1 0 (ϑ)
G 11 (ϑ, ϕ; τ , ψ) = q (θ0 , θ1 ) + ln
2π 2π 0 (ϑ1 )

0 (ϑ) 0 (ϑ) 0 (τ ) 2q(θ0 ,θ1 )
+H ,ϕ − ψ − H e , ϕ − ψ
0 (τ ) 20 (ϑ1 )

1− 0 (ϑ) 0 (τ ) 0 (ϑ) 2q(θ0 ,θ1 )
+ H , ϕ−ψ − H e , ϕ−ψ
1+ 20 (ϑ1 ) 0 (τ )
∞
1
Cn nq(θ0 ,θ1 ) (ϑ)
n
n (ϑ) n (τ )
+ e (1−) 0n + (1+) 0 2n 0
2π n=1 n 0 (τ ) 0 (ϑ1 )

(ϑ)
n
(ϑ) (τ )
n n
−enq(θ1 ,θ0 ) (1+) 0n +(1−) 0 2n 0 cos n (ϕ−ψ) ;
0 (τ ) 0 (ϑ1 )
1
G 12 (ϑ, ϕ; ς, ψ) = q (ς, θ1 )
2π
2 0 (ϑ) q(θ0 ,ς) 0 (ϑ) q(θ0 ,θ1 )+q(ς,θ1 )
+ H e , ϕ−ψ − H e , ϕ−ψ
1+ 0 (ϑ1 ) 0 (ϑ1 )
∞

Cn n0 (ϑ)
+ sinh nq (θ1 , ς) cos n (ϕ − ψ) ;
π n=1 n n0 (ϑ1 )
1
G 21 (θ, ϕ; τ , ψ) = q (θ, θ1 )
2π
2 0 (τ ) q(θ,θ1 )+q(θ0 ,θ1 ) 0 (ϑ) q(θ0 ,θ)
+ H e , ϕ−ψ − H e , ϕ−ψ
1+ 0 (ϑ1 ) 0 (ϑ1 )

∞
Cn 0 (τ )
n
+ sinh nq (θ1 , θ) cos n (ϕ − ψ) ;
π n=1 n n0 (ϑ1 )
1
G 22 (θ, ϕ; ς, ψ) = q (ς, θ1 )
q(θ,θ1 )+q(ς,θ1 ) 2π
+H e , ϕ − ψ − H eq(θ,ς) , ϕ − ψ
1 − q(θ0 ,θ)+q(θ0 ,ς)
+ H e , ϕ − ψ − H eq(ς,θ)+2q(θ0 ,θ1 ) , ϕ − ψ
1+
∞
1
Cn
+ sinh nq (θ1 , ς) cos n (ϕ − ψ)
π n=1 n

× (1 − ) enq(θ0 ,θ) − (1 + ) enq(θ,θ0 ) .
To make the representations of elements in the matrix of Green’s type, which

are presented in this item, reasonably compact, we used the following short-hand
notations:
x b
0 (x) = tan , = λ , and q(x, y) = ω(x)−ω(y),
2 a
where the single-variable function ω can be found in Eq. (3.9) of Chap. 3. The
coefficient Cn of the series components stays the same for all the four elements
of the matrix, and is expressed as
enq(θ0 ,θ1 )
Cn = .
(1 + )2 e2nq(θ1 ,θ0 ) − 1 − 2
4. Elements of the 2-by-2 matrix of Green’s type, which are listed in this paragraph,
were supposed to be obtained in Exercise 4.4 of Chap. 4. A composition of the
cylindrical quadrilateral-shaped region
1 = {(z, ϕ)| 0 < z < l, 0 < ϕ < ϕ1 }
of radius a, and the circular toroidal quadrilteral region
2 = {(ϑ, ϕ)| ϑ0 < ϑ < ϑ1 , 0 < ϕ < ϕ1 }
of radii R and b, is considered. Contact of the regions is provided by the condition
a = R + b sin ϑ0 .
Elements of the sought-after matrix of Green’s type for the foregoing boundary
value problem are written as follows:
P κ η P κ η
G 11 (z, ϕ; ζ, ψ) = H2 e 2 (z−ζ)/a , , + H2 e 2 (z+ζ−2l)/a , ,
P 2 2 2 2
((ζ−z−2l)/a+2q(ϑ ,ϑ )) κ η P
((−z−ζ)/a+2q(ϑ ,ϑ 1 ))
κ η
+H2 e 2 0 1
, , + H2 e 2 0
, ,
2 2 2 2
1 − P (−z−ζ)/a κ η P
((z+ζ−2l)/a+2q(ϑ ,ϑ )) κ η
+ H2 e 2 , , + H2 e 2 0 1
, ,
1+ 2 2 2 2
P κ η P κ η
((z−ζ)/a+2q(ϑ ,ϑ )) (ζ−z−2l)/a
+H2 e 2 0 1
, , + H2 e 2 , ,
2 2 2 2
∞
4
Cn ν(ζ −l)
+ cosh sin νϕ sin νψ
π n=1 2n − 1 a

× eνq(ϑ1 ,ϑ0 ) (1 + ) eνz/a + (1 − ) e−νz/a

+eνq(ϑ0 ,ϑ1 ) (1 − ) eνz/a + (1 + ) e−νz/a ;
2 P ((z−2l)/a+q(ϑ0 ,τ )+q(ϑ0 ,ϑ1 )) κ η

G 12 (z, ϕ; τ , ψ) = H2 e 2 , ,
1+ 2 2
P
((z−2l)/a+q(τ ,ϑ1 )) κ η P
(−z/a+q(τ ,ϑ1 )) κ η
+H2 e 2 , , + H2 e 2 , ,
P 2 2 2 2
(−z/a+q(ϑ0 ,τ )+q(ϑ0 ,ϑ1 )) κ η
+H2 e 2 , ,
2 2
∞

16 Cn ν(z −l)

+ cosh νq (τ , ϑ0 ) cosh sin νϕ sin νψ;
π n=1 2n − 1 a
2 P ((ζ−2l)/a+2ω(ϑ0 )−ω(ϑ)−ω(ϑ1 )) κ η
G 21 (ϑ, ϕ; ζ, ψ) = H2 e 2 , ,
1+ 2 2
P κ η
((ζ−2l)/a+ω(ϑ)−ω(ϑ )) P
(−ζ/a+ω(ϑ)−ω(ϑ )) κ η
+H2 e 2 1
, , + H2 e 2 1
, ,
P 2 2 2 2
(−ζ/a+2ω(ϑ0 )−ω(ϑ)−ω(ϑ1 )) κ η
+H2 e 2 , ,
2 2

∞
16 Cn ν(z −l)
+ cosh νq (τ , ϑ0 ) cosh sin νϕ sin νψ;
π n=1 2n − 1 a
P κ η
G 22 (ϑ, ϕ; τ , ψ) = H2 e 2 (q(τ ,ϑ1 )+q(ϑ,ϑ1 )−2l/a) , ,
P 2 2
(q(ϑ,τ )+2q(ϑ0 ,ϑ1 )−2l/a) κ η
+H2 e 2 , ,
P 2 2
κ η κ η
)
+ H2 e 2 (q(ϑ0 ,τ )+q(ϑ0 ,ϑ)) , ,
P
+H2 e 2 q(ϑ,τ
, ,
2 2 2 2
1− P (q(ϑ,τ )−2l/a) κ η P κ η
− H2 e 2 , , + H2 e 2 0 ,τ )+q(ϑ0 ,ϑ)−2l/a) , ,
(q(ϑ
1+ 2 2 2 2
P κ η P κ η
+H2 e 2 (q(τ ,ϑ1 )+q(ϑ,ϑ1 )) , , + H2 e 2 (q(ϑ,τ )+2q(ϑ0 ,ϑ1 )) , ,
2 2 2 2

∞
4 Cn
+ cosh νq (ϑ, ϑ0 ) sin νϕ sin νψ
π n=1 2n − 1

× eνl/a (1 + ) eνq(ϑ1 ,τ ) − (1 − ) eνq(τ ,ϑ1 )

−e−νl/a (1 − ) eνq(ϑ1 ,τ ) − (1 + ) eνq(τ ,ϑ1 ) .
For the sake of compactness, we have used in this paragraph the following short-
hand notations:
π (2n−1)
P= , ν= P, = λb, and q(x, y) = ω(x)−ω(y),
ϕ1 2
where the single-variable function ω can be found in Eq. (3.9) of Chap. 3. The
coefficient Cn of the series components stays the same for all the four elements
of the matrix, and is expressed as

(1+) eν(q(ϑ0 ,ϑ1 )−l/a) +(1−) eν(q(ϑ1 ,ϑ0 )−l/a) − eν(q(ϑ0 ,ϑ1 )+l/a)
Cn = .
(1 + )2 e2ν(q(ϑ1 ,ϑ0 )+l/a) − 1 + 1 − 2 e2νq(ϑ1 ,ϑ0 ) − e2νl/a
5. In this paragraph, the reader is referred to one of the problems that we had encoun-
tered with earlier in Chap. 5. That is the boundary value problem stated in (5.45)–
(5.49) for a composition of two different quadrilateral-shaped regions. One of the
regions is spherical
1 = {(ϑ, ϕ)| ϑ0 ≤ ϑ ≤ ϑ1 , 0 ≤ ϕ ≤ ϕ1 }
and belongs to a spherical surface of radius a, while another region
2 = {(θ, ϕ)| θ0 ≤ θ ≤ θ1 , 0 ≤ ϕ ≤ ϕ1 }
is circular toroidal and belongs to the surface of radii b and R = a sin ϑ1−b sin θ0 .
Elements of the 2-by-2 matrix of Green’s type for the foregoing problem are
obtained as follows:
G 11 (ϑ, ϕ; τ , ψ) =

(ϑ) (τ ) 2 (ϑ0 ) Pq(ϑ0 ,ϑ1 )
H1 , κ, η + H1 e , κ, η
(τ ) (ϑ) 2 (ϑ1 )

2 (ϑ0 ) (ϑ) (τ ) Pq(ϑ0 ,ϑ1 )
−H1 , κ, η − H1 e , κ, η
(ϑ) (τ ) 2 (ϑ1 )

1− (ϑ) (τ ) 2 (ϑ0 ) Pq(ϑ0 ,ϑ1 )
+ H1 , κ, η + H1 e , κ, η
1+ 2 (ϑ1 ) (ϑ) (τ )

(ϑ) Pq(ϑ0 ,ϑ1 ) (τ ) 2 (ϑ0 )
−H1 e , κ, η − H1 , κ, η
(τ ) (ϑ) 2 (ϑ1 )
∞
1
Cn n (ϑ) n (ϑ0 )
+ − sin νϕ sin νψ
π n=1 n n (ϑ0 ) n (ϑ)

νq(θ1 ,θ0 ) n (ϑ1 ) n (τ )
× e (1 + ) n + (1 − ) n
(τ ) (ϑ1 )

νq(θ0 ,θ1 ) n
(ϑ 1 ) n
(τ )
−e (1 − ) n + (1 + ) n ;
(τ ) (ϑ1 )
G 12 (ϑ, ϕ; ς, ψ) =

2 (ϑ) Pq(θ0 ,ς) (ϑ) P(q(θ0 ,θ1 )+q(ς,θ1 ))
H1 e , κ, η − H1 e , κ, η
1+ (ϑ1 ) (ϑ1 )

(ϑ0 )
2
2 (ϑ0 )
+H1 e P(q(θ0 ,θ1 )+q(ς,θ1 )) , κ, η − H1 e Pq(θ0 ,ς) , κ, η
(τ ) (ϑ1 ) (τ ) (ϑ1 )
∞
4
Cn (ϑ) n
(ϑ0 )
n
+ − n sinh νq (θ1 , ς) sin νϕ sin νψ;
π n=1 n (ϑ0 )
n (ϑ)
G 21 (θ, ϕ; τ , ψ) =

2 (τ ) P(q(θ0 ,θ)+q(θ0 ,θ1 )) (ϑ) Pq(θ,θ1 )
H1 e , κ, η − H1 e , κ, η
1+ (ϑ1 ) (ϑ1 )

2 (ϑ0 ) 2 (ϑ0 )
+H1 e Pq(θ,θ1 ) , κ, η − H1 e P(q(θ0 ,θ1 )+q(θ,θ1 )) , κ, η
(τ ) (ϑ1 ) (τ ) (ϑ1 )

∞ n
4 Cn (ϑ0 ) (τ )
n
+ − n sinh νq (θ, θ0 ) sin νϕ sin νψ;
π n=1 n n (τ ) (ϑ0 )
G 22 (θ, ϕ; ς, ψ) =

2 (ϑ0 ) P(2q(θ0 ,θ1 )+q(ς,θ))
H1 e Pq(θ,ς) , κ, η + H1 e , κ, η
2 (ϑ1 )
2
P(q(θ,θ1 )+q(ς,θ1 )) (ϑ0 ) P(q(θ0 ,θ)+q(θ0 ,ς))
−H1 e , κ, η − H1 e , κ, η
2 (ϑ1 )
2
1− (ϑ0 ) Pq(θ,ς)
+ H1 e P(2q(θ0 ,θ1 )+q(ς,θ)) , κ, η + H1 e , κ, η
1+ 2 (ϑ1 )
2
(ϑ0 ) P(q(θ,θ1 )+q(ς,θ1 ))
−H1 e P(q(θ0 ,θ)+q(θ0 ,ς)) , κ, η − H1 e , κ, η
2 (ϑ1 )
∞
2
Cn
+ sinh νq (θ1 , ς) sin νϕ sin νψ
π n=1 n

n (ϑ1 ) n (ϑ0 )
× eνq(θ,θ0 ) (1 + ) n + (1 − ) n
(ϑ0 ) (ϑ1 )

(ϑ1 )
n
n (ϑ0 )
−eνq(θ0 ,θ) (1 − ) n + (1 + ) n .
(ϑ0 ) (ϑ1 )
To make the presentations in this paragraph reasonably compact, we introduced

the following short-hand notations:
π b
P= , ν = n P, = λ ,
ϕ1 a
and x
(x) = tan P , and q(x, y) = ω(x)−ω(y).
2
The single-variable function ω, in terms of which the function q(x, y) is defined,
was presented in Eq. (3.9) of Chap. 3. The coefficient Cn of the series components
stays the same for all the four elements of the matrix, and is expressed as

n (ϑ0 ) (1 − )K n (ϑ1 , ϑ0 , θ0 , θ1 ) + (1 + )2n (ϑ0 )eνq(θ0 ,θ1 )
Cn = n ,
(ϑ1 ) (1 + )2 n (ϑ1 , ϑ0 , θ1 , θ0 ) + (1 − 2 )n (ϑ0 , ϑ1 , θ1 , θ0 )
where
K n (u, v, x, y) = 2n (u)eνq(x,y) − 2n (v)eνq(y,x)
and
n (u, v, x, y) = 2n (u)e2νq(x,y) − 2n (v).
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Developments in Mathematics

ISSN 1389-2177 ISSN 2197-795X (electronic)

Mathematics Subject Classiﬁcation (2010): 34B27, 35J08, 35J15, 35J25, 65N80

© Springer International Publishing AG 2017

Printed on acid-free paper

This Springer imprint is published by Springer Nature

Efﬁciency of the Green’s function instrument is commonly recognized and as a

the area of construction of readily computable representations for Green’s functions

Murfreesboro, TN, USA Yuri A. Melnikov

1 Green’s Functions for ODE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

4.4 Three-Fragment Assembly . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128

Mathematically speaking, this presentation will focus on a speciﬁc class of

a single-dimension boundary integral equation). Third, the resultant boundary

x ¼ a sin # cos u; y ¼ a sin # sin u; z ¼ a cos #: ð1Þ

The two-dimensional differential operator

x ¼ Dð#Þ cos u; y ¼ Dð#Þ sin u; z ¼ a cos #; ð4Þ

Fig. 2 Geometry of a circular

which establishes a one-to-one relationship between the three-dimensional

Dð#Þ ¼ R þ a sin #: ð5Þ

The parameterization accepted in (4) transforms the tree-dimensional Cartesian

onto the following two-dimensional form

Chapter 4 contains a fairly detailed coverage of a speciﬁc kind of boundary value

1.1 Two-Point-Posed Boundary Value Problems

illustrating examples, we highlight different aspects of the construction procedure

L[g(x, s)] = 0, x ∈ (a, s); L[g(x, s)] = 0, x ∈ (s, b);

2. For x = s, g(x, s) is continuous along with all its derivatives of up to (n − 2)

3. The (n − 1)th derivative of g(x, s) is discontinuous at x = s, providing the

where p0 (s) represents the leading coefficient in (1.1);

Mi [g(a, s), g(b, s)] = 0, (i = 1, n).

The arguments x and s in the Green’s function will be conventionally referred to

1.1.1 Existence and Uniqueness Theorem

Proof Let functions y j (x), ( j = 1, n) constitute a fundamental set of solutions for

in the n unknown functions

C j (s) = B j (s) − A j (s), ( j = 1, n) (1.5)

The system in (1.4) is under-determined, because the number of equations in it is

Mi [y(a), y(b)] = Pi [y(a)] + Q i [y(b)], (i = 1, n)

with Pi (a) and Q i (b) being defined as

It is evident that the above relations constitute a system of n linear algebraic

Introducing then, as suggested in (1.5), the functions C1 (s) and C2 (s) as

C j (s) = B j (s) − A j (s), ( j = 1, 2) (1.12)

resulting in C1 (s) = s and C2 (s) = −1.

for Eq. (1.9) subject to the boundary conditions

y(0) = 0, lim |y(x)| < ∞ (1.19)

y1 (x) ≡ exp (kx), y2 (x) ≡ exp (−kx)

in C1 (s) and C2 (s). Its solution is expressed as

A1 (s) + A2 (s) = 0 (1.22)

which reduces to a more compact form as

It is important to notice that treating the boundary conditions requires, in this

A1 (s) + A2 (s) = B1 (s) exp (ka) + B2 (s) exp(−ka) (1.26)

Satisfying the second condition in (1.25), we compute the derivative of y(x) at

A1 (s) − A2 (s) = B1 (s) exp (ka) − B2 (s) exp(−ka) (1.27)

A1 (s) − B1 (s) exp(ka) = 0 (1.28)

Rewriting the first relation from (1.21) in the form

exp (k(a − s)) exp (−ks)

Rewriting then the second relation from (1.21) in the form

exp (ks) exp (k(s + a))

where the constant factor is expressed as K 0 = {2k[exp(ka) − 1]}−1 .

Example 1.1.4 Consider, the equation with variable coefficients

y1 (x) ≡ 1, y2 (x) ≡ ln (mx + b)

And, after the second integration, we finally obtain

in C j (s) = B j (s) − A j (s), ( j = 1, 2). Its solution is

The first boundary condition in (1.34) yields A2 (s) = 0. Consequently, B2 (s) =

B1 (s) + ln (ma + p)B2 (s) = 0

y(b) = 0, y (a) + hy(a) = 0

W (s) ≡ y1 (s)y2 (s) − y2 (s)y1 (s)

C1 (x)y1 (x) + C2 (x)y2 (x) = 0 (1.78)

This reduces the above expression for y (x) to

y (x) = C1 (x)y1 (x) + C2 (x)y2 (x) (1.79)

p0 (C1 y1 + C1 y1 + C2 y2 + C2 y2 ) + p1 (C1 y1 + C2 y2 )

C1 ( p0 y1 + p1 y1 + p2 y1 ) + C2 ( p0 y2 + p1 y2 + p2 y2 )

+ p0 (C1 y1 + C2 y2 ) = − f (x)

W (x) = y1 (x)y2 (x) − y2 (x)y1 (x)

y (0) = 0, y (a) = 0 (1.88)

from which we have a