How Do You Solve Differential Equations Using Fourier Transform?

In summary, the solution to finding an expression for T(x,t) using inverse Fourier transform involves first evaluating the initial condition in the position domain and then plugging it into the general solution and performing a Fourier transform back.
  • #1
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Homework Statement



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Part (a): State inverse Fourier transform. Show Fourier transform is:
Part (b): Show Fourier transform is:
Part (c): By transforming LHS and RHS, show the solution is:
Part(d): Using inverse Fourier transform, find an expression for T(x,t)

Homework Equations


The Attempt at a Solution



Part(d)
[tex]T_{(x,t)} = \int_{-\infty}^{\infty} T e^{-Dk^2t}e^{ikx} dk [/tex]
= [tex] \int_{-\infty}^{\infty} (T_0 + \sum_{m=1}^{\infty} Tm cos(\frac {m\pi x}{L}) e^{-Dk^2t + ikx} dk [/tex]
= [tex]\int_{-\infty}^{\infty} T_0 e^{-Dk^2t + ikx} dk + \sum_{m=1}^{\infty} T_m cos(\frac {m \pi x}{L}) \int_{-\infty}^{\infty} e^{-Dk^2t + ikx} dk [/tex]

Attempt at evaluating the integral, letting [tex] a^2 = \frac {1}{Dt} [/tex]

[tex] \int_{-\infty}^{\infty} e^{-(\frac{k^2}{a^2} - ikx)} dx [/tex]
[tex] = \int_{-\infty}^{\infty} e^{-\frac{({k - \frac{ixa^2}{2}})^2}{a^2}} e^{-\frac {x^2a^2}{4}} dk [/tex]
[tex] = e^-{\frac{x^2a^2}{4}} \int_{-\infty - i\frac{x^2a^2}{4}}^{\infty - i\frac {x^2a^2}{4}} e^{- \frac{k^2}{a^2}} dk [/tex]
[tex] = e^{\frac {-x^2a^2}{4}} \sqrt{\pi a^2} = \sqrt {\frac{\pi}{Dt}} e^{\frac {-x^2a^2}{4}}[/tex]

But this appears to be wrong as their final expression do not have the factor of √(1/t) in their coefficients..
 
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  • #2
First you have to evaluate [itex]\tilde{T}(k,0)[/itex] from the initial condition which is given in the position domain as [itex]T(x,0)[/itex]! Then you can plug it into the general solution and Fourier transform back!
 
  • #3
vanhees71 said:
First you have to evaluate [itex]\tilde{T}(k,0)[/itex] from the initial condition which is given in the position domain as [itex]T(x,0)[/itex]! Then you can plug it into the general solution and Fourier transform back!

Ha ha, that's a silly mistake I made!

So I must Fourier transform the initial condition, then plug it back in, then inverse Fourier transform everything?
 
  • #5

The solution you have obtained for T(x,t) using the inverse Fourier transform is not entirely correct. The integral you have evaluated is actually the inverse Fourier transform of the function e^(-Dk^2t + ikx), not T(x,t). The correct way to evaluate the integral is by using the properties of the Fourier transform, specifically the property that states e^(-a^2x^2) transforms to sqrt(pi/a^2) e^(-k^2/a^2). Using this property, we can rewrite the integral as follows:

T(x,t) = \int_{-\infty}^{\infty} T_0 e^{-Dk^2t + ikx} dk + \sum_{m=1}^{\infty} T_m cos(\frac {m \pi x}{L}) \int_{-\infty}^{\infty} e^{-Dk^2t + ikx} dk
= \int_{-\infty}^{\infty} T_0 e^{-Dk^2t + ikx} dk + \sum_{m=1}^{\infty} T_m cos(\frac {m \pi x}{L}) \sqrt{\frac{\pi}{Dt}} e^{-(\frac{m\pi}{L})^2Dt}

From here, we can use the inverse Fourier transform property to obtain the final expression for T(x,t):

T(x,t) = T_0 \sqrt{\frac{\pi}{Dt}} e^{\frac{-x^2}{4Dt}} + \sum_{m=1}^{\infty} T_m cos(\frac {m \pi x}{L}) \sqrt{\frac{\pi}{Dt}} e^{-(\frac{m\pi}{L})^2Dt}

This is the correct solution for T(x,t) using the inverse Fourier transform. It is important to note that the factor of sqrt(1/t) is present in the coefficients of the cosine terms as well, as it should be in order for the solution to be correct.
 

FAQ: How Do You Solve Differential Equations Using Fourier Transform?

1. What is Fourier Transform and how is it used to solve differential equations?

Fourier Transform is a mathematical operation that decomposes a function into its frequency components. It is used to solve differential equations by transforming the equation from the time domain to the frequency domain, which makes it easier to solve using algebraic methods.

2. How does the Fourier Transform help in solving linear differential equations?

The Fourier Transform helps in solving linear differential equations by converting them into algebraic equations in the frequency domain. This makes it easier to find the solution using standard algebraic methods, such as factoring and substitution.

3. Can the Fourier Transform be used to solve non-linear differential equations?

Yes, the Fourier Transform can also be used to solve non-linear differential equations. However, in this case, the transformed equation may not be algebraic and may require numerical methods for finding the solution.

4. What are the advantages of using Fourier Transform to solve differential equations?

One of the main advantages of using Fourier Transform to solve differential equations is that it can reduce the complexity of the equation. This makes it easier to find the solution using algebraic methods. Additionally, it can handle both continuous and discrete functions and can be applied to a wide range of mathematical problems.

5. Are there any limitations to using Fourier Transform for solving differential equations?

One limitation of using Fourier Transform for solving differential equations is that it may not always be possible to find the inverse Fourier Transform, which is required to obtain the solution in the time domain. Additionally, it may not be effective for highly non-linear equations and may require numerical methods for finding the solution.

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