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 ′ = A ( t ) x + g ( t ) {\displaystyle x'=A(t)x+g(t)\,} where x {\displaystyle x\,} is a vector and A ( t ) {\displaystyle A(t)\,} is an n × n {\displaystyle n\times n\,} matrix function of t {\displaystyle t\,} , which is continuous for t ∈ I , a ≤ t ≤ b {\displaystyle t\in I,a\leq t\leq b\,} , where I {\displaystyle I\,} is some interval. Now let x 1 ( t ) , … , x n ( t ) {\displaystyle x^{1}(t),\ldots ,x^{n}(t)\,} be n {\displaystyle n\,} linearly independent solutions to the homogeneous equation x ′ = A ( t ) x {\displaystyle x'=A(t)x\,} and arrange them in columns to form a fundamental matrix:
X ( t ) = [ x 1 ( t ) , … , x n ( t ) ] . {\displaystyle X(t)=\left[x^{1}(t),\ldots ,x^{n}(t)\right].\,}
Now X ( t ) {\displaystyle X(t)\,} is an n × n {\displaystyle n\times n\,} matrix solution of X ′ = A X {\displaystyle X'=AX\,} . This fundamental matrix will provide the homogeneous solution, and if added to a particular solution will give the general solution to the inhomogeneous equation. Let x = X y {\displaystyle x=Xy\,} be the general solution. Now,
x ′ = X ′ y + X y ′ = A X y + X y ′ = A x + X y ′ . {\displaystyle {\begin{aligned}x'&=X'y+Xy'\\&=AXy+Xy'\\&=Ax+Xy'.\end{aligned}}}
This implies X y ′ = g {\displaystyle Xy'=g\,} or y = c + ∫ a t X − 1 ( s ) g ( s ) d s {\displaystyle y=c+\int _{a}^{t}X^{-1}(s)g(s)\,ds\,} where c {\displaystyle c\,} is an arbitrary constant vector. Now the general solution is x = X ( t ) c + X ( t ) ∫ a t X − 1 ( s ) g ( s ) d s . {\displaystyle x=X(t)c+X(t)\int _{a}^{t}X^{-1}(s)g(s)\,ds.\,}
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