Integral arising from the inverse Fourier Transform

In summary, the conversation discusses using the Fourier transform to solve a PDE and arriving at an integral solution. The speaker is unsure how to proceed with the integral and is seeking guidance.
  • #1
Hardflip
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Homework Statement


[/B]
I was using the Fourier transform to solve the following IVP:

[itex] \frac{\partial^2 u}{\partial t \partial x} = \frac{\partial^3u}{\partial x^3} \\
u(x,0)=e^{-|x|} [/itex]

Homework Equations


[/B]
[itex]
f(x) = \frac{1}{\sqrt{2\pi}}\int_{-\infty}^{\infty}\hat{f}(\omega)e^{i\omega x}d\omega
[/itex]

[itex]
\hat{f}(e^{-|x|}) = \sqrt{\frac{2}{\pi}}\frac{1}{1+\omega^2}
[/itex]

The Attempt at a Solution


[/B]
After working out the PDE, I've gotten to the solution:

[itex]
u(x,t) = \frac{1}{\pi}\int_{-\infty}^{\infty}\frac{e^{-\omega^2 t}}{1+\omega^2}e^{i\omega x}d\omega
[/itex]

And, after doing the usual trick of completing the square, I've gotten the integral down to

[itex]
u(x,t) = \frac{1}{\pi}e^{-\frac{x^2}{4t}}\int_{-\infty}^{\infty}\frac{e^{-t(\omega-\frac{ix}{2t})^2}}{1+\omega^2}d\omega
[/itex]

But from here I have no idea how to proceed. Keep in mind that my professor often assigns problems by taking them from the textbook and tweaking random things without working through them himself. In a few of his assignments, he has made the problems unsolvable by doing so. If this integral has a closed form solution, I would really appreciate a hint on where to proceed from here. If it doesn't, then I would appreciate knowing just as much so I can bring it to my professor's attention.
 
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  • #2
I didn't check that your solution so far is correct, though it looks like you messed up in completing the square. Your last expression doesn't look well defined for t=0.

But assuming you end up with a similar integral, contour integration in the complex plane looks like a way to go.
 

FAQ: Integral arising from the inverse Fourier Transform

1. What is an integral arising from the inverse Fourier Transform?

An integral arising from the inverse Fourier Transform is a mathematical operation that allows us to find the original function from its Fourier Transform. It is used to convert a function from the frequency domain to the time domain.

2. How is the integral arising from the inverse Fourier Transform calculated?

The integral arising from the inverse Fourier Transform is calculated by using a formula that involves the original function, its Fourier Transform, and a complex exponential. It is typically solved using techniques such as substitution and integration by parts.

3. What is the significance of the integral arising from the inverse Fourier Transform?

The integral arising from the inverse Fourier Transform is significant because it allows us to analyze signals and systems in both the frequency and time domains. This is useful in various applications such as signal processing, communication systems, and image processing.

4. Are there any limitations to using the integral arising from the inverse Fourier Transform?

Yes, there are limitations to using the integral arising from the inverse Fourier Transform. It is only applicable to functions that are square integrable, meaning they have a finite energy. Additionally, it can only be used for functions that are continuous and have a finite number of discontinuities.

5. How is the integral arising from the inverse Fourier Transform related to the Fourier series?

The integral arising from the inverse Fourier Transform is closely related to the Fourier series. In fact, the Fourier series can be seen as a special case of the integral arising from the inverse Fourier Transform, where the frequency variable is discrete instead of continuous. Both operations involve representing a function as a sum of sinusoidal components.

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