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Green's function for the Diffusion equation

We show that the Green's function for the diffusion equation,

 \begin{displaymath}G(z-z';t)=\frac{1}{\sqrt{4 \pi t'}}e^{-\frac{(z-z')^2}{4t'}},
\end{displaymath} (35)

satisfies the equation and behaves like a delta function at t'=0.

Plugging the Green's function into the canonical diffusion equation, Eq. 16, gives on both sides

 \begin{displaymath}\frac{\partial G(z-z';t')}{\partial t'}=
-\frac{1}{2 t'} G(z-...
...4t'^2} G(z-z';t')=
\frac{\partial^2 G(z-z';t')}{\partial z^2},
\end{displaymath} (36)

verifying that it is a solution to the equation.

As $t' \to 0$, for $z \neq z'$, the argument of the exponent goes to $-\infty$, and $G(z-z';t') \to 0$. For z=z', it goes to infinity as $t' \to \infty$. The integral over z' can be found by substituting $q=(z-z')/\sqrt{2t'}$ and gives

 \begin{displaymath}\int G(z-z';t') dz'=
\frac{1}{\sqrt{2 \pi}} \int_{-\infty}^{\infty} e^{-q^2/2} dq =1,
\end{displaymath} (37)

showing that it is correctly normalized to be the solution for a delta function source or point source at z=z' when $t' \to 0$.


next up previous
Next: Bibliography Up: Solution of the Black Previous: Post-Analysis
Dennis Silverman
1999-05-20