Green's matrix

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

The concept is named after George Green.

For instance, consider

x ′

( t ) x + g ( t )

where

is a vector and

matrix function of

, which is continuous for

is some interval.

linearly independent solutions to the homogeneous equation

and arrange them in columns to form a fundamental matrix: Now

matrix solution of

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

be the general solution.

Now, This implies

is an arbitrary constant vector.

Now the general solution is

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

Now define the Green's matrix

{\displaystyle G_{0}(t,s)={\begin{cases}0&t\leq s\leq b\\X(t)X^{-1}(s)&a\leq s

The particular solution can now be written