Solving Simple PDE by Green's Function, Very Confused By Some Mistake

Metronome

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Jun 12, 2018
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Suppose I want to solve uxy=xyu_{xy} = xy via Green's Function. This will correspond to the associated PDE Gxy=δ(xxG, yyG)G_{xy} = \delta(x - x_G,\ y - y_G), and I want my boundary conditions for this Green problem to be G(0, y)=0, Gx(x, 0)=0G(0,\ y) = 0,\ G_x(x,\ 0) = 0.

The first step logically would actually be to find the adjoint of the differential operator and boundary conditions for uu to arrive at the boundary value problem for GG, but I'll just assume everything is self-adjoint for now, and return to that step at the end. I solve Gxy=δ(xxG, yyG), G(0, y)=0, Gx(x, 0)=0G_{xy} = \delta(x - x_G,\ y - y_G),\ G(0,\ y) = 0,\ G_x(x,\ 0) = 0 using a double Laplace Transform. My double-transformed equation is G^^=1rseyGsxGr\hat{\hat G} = \frac{1}{rs}e^{-y_G s - x_G r}, and unwinding the transforms, my Green's Function turns out to be G=H[xxG]H[yyG]G = H[x - x_G]H[y - y_G], where H[ ]H[\ ] is the Heaviside Function.

The solution to the original PDE thus should be u=0L0WxGyGH[xxG]H[yyG] dyG dxGu = \int_0^L \int_0^W x_G y_G H[x - x_G]H[y - y_G]\ dy_G\ dx_G. Making use of the identity H[ab]=1H[ba]H[a - b] = 1 - H[b - a], I can eliminate the Heaviside Functions by modifying the integration limits, and then straightforward calc computations yield u=x2y24u = \frac{x^2 y^2}{4} (the domain dimensions LL and WW cancel).

If the operator/boundary conditions are indeed self-adjoint, and if I did everything correctly, then uxy=xy, u(0, y)=0, ux(x, 0)=0u_{xy} = xy,\ u(0,\ y) = 0,\ u_x(x,\ 0) = 0 should yield u=x2y24u = \frac{x^2 y^2}{4}. Solving this problem by simple integration and application of the boundary conditions confirms this answer, which in turn strongly confirms the self-adjointness hypothesis as well as my computations so far.

Returning to the beginning, all that remains is to find the adjoint to verify this. I have uxy=xyu_{xy} = xy, and I take the inner product of both sides with GG. So I have to use integration by parts on 0L0WuxyG dy dx\int_0^L \int_0^W u_{xy}G\ dy\ dx with respect to yy. This gives 0L(uxGy=0y=W0WuxGy dy)dx\int_0^L (u_x G |_{y = 0}^{y = W} - \int_0^W u_x G_y\ dy) dx. After distributing the outer integral, swapping the order of integration in the double integral, and applying integration by parts again, this time with respect to xx, I get 0LuxGy=0y=W dx0WuGyx=0x=L dy+0L0WuGxy dy dx\int_0^L u_x G |_{y = 0}^{y = W}\ dx - \int_0^W u G_y |_{x = 0}^{x = L}\ dy + \int_0^L \int_0^W uG_{xy}\ dy\ dx.

The final term is indeed the original inner product with the differential operator moved from uu to GG. I just have to check the boundary conditions now; I plug u(0, y)=0u(0,\ y) = 0 and ux(x, 0)=0u_x(x,\ 0) = 0 into 0LuxGy=0y=W dx0WuGyx=0x=L dy\int_0^L u_x G |_{y = 0}^{y = W}\ dx - \int_0^W u G_y |_{x = 0}^{x = L}\ dy, and am left with 0Lu(x, W)G(x, W) dx0Wu(L, y)G(L, y) dy\int_0^L u(x,\ W)G(x,\ W)\ dx - \int_0^W u(L,\ y)G(L,\ y)\ dy.

However, my understanding is that I now have to pick two boundary conditions in GG that make this expression 00, and all I have left to use are G(x, W)G(x,\ W) and G(L, y)G(L,\ y). Setting these to 00 won't give me the G(0, y)=0G(0,\ y) = 0 and Gx(x, 0)=0G_x(x,\ 0) = 0 boundary conditions I expected. This seems to suggest that the operator yx\frac{\partial}{\partial y \partial x} is actually not self-adjoint. But this doesn't make sense either, because when I assumed self-adjointness, I got the correct answer, and when I use simple integration to solve uxy=xyu_{xy} = xy and apply the boundary conditions in uu which would produce the needed boundary conditions in GG (they are u(x, W)=0u(x,\ W) = 0 and uy(L, y)=0u_y(L,\ y) = 0), I no longer get the solution u=x2y24u = \frac{x^2 y^2}{4} to match my Green's Function solution.

What am I doing wrong here? Is there some simple mistake in my computations, or do I understand the procedure of finding the adjoint operator/boundary conditions incorrectly?
 
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