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2. Two-Point Boundary Value Problems
        42
        Example 2.2 Consider the problem (2.1) with f(x)= x. Again, from (2.7)
        we get
                                         x
                                                       1


                           1
                                          (x − y)ydy =
                                                        x(1 − x ).
                 u(x)= x
                           (1 − y)ydy −
                                                               2
                                                       6
                                        0
                          0

          Further examples of how to compute the exact solution formulas for two-
        point boundary value problems are given in the exercises. In Project 2.1
        we will also see how the exact representation of the solution can be used
        to derive numerical approximations when the integrals involved cannot be
        evaluated analytically.
        2.1.1   Green’s Function
        The unique solution of (2.1) can be represented in a very compact way by
        introducing an auxiliary function: the Green’s function.
          Introduce the function

                                   y(1 − x)if 0 ≤ y ≤ x,
                        G(x, y)=                                     (2.8)
                                   x(1 − y)if x ≤ y ≤ 1.
        It follows that the representation (2.7) can be written simply as

                                      1
                             u(x)=     G(x, y)f(y) dy.               (2.9)
                                     0
        The function G is called the Green’s function for the boundary value prob-
        lem (2.1), and it has the following properties:
           • G is continuous,
           • G is symmetric in the sense that G(x, y)= G(y, x),
           • G(0,y)= G(1,y)= G(x, 0) = G(x, 1)=0,
           • G is a piecewise linear function of x for fixed y, and vice versa,
           • G(x, y) ≥ 0 for all x, y ∈ [0, 1].
        These properties follow directly from (2.8). The function is plotted in
        Fig. 2.1.
          Of course, the representation (2.9) is only a reformulation of (2.7). How-
        ever, the representation (2.9) is very convenient when we want to derive
        various properties of the solution u.
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