Solve an ODE using Fourier series

In summary, solving an ordinary differential equation (ODE) using Fourier series involves expressing the solution as a series of sine and cosine functions. The approach typically includes determining the coefficients of the Fourier series by applying boundary conditions and using orthogonality properties of the sine and cosine functions. This method is particularly effective for linear ODEs with periodic boundary conditions, allowing for the transformation of the problem into a simpler algebraic form that can be solved in the Fourier domain. The final solution is reconstructed by summing the series, providing an approximate or exact solution to the original ODE.
  • #1
psie
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Homework Statement
Find the values of the constant ##a## for which the problem ##y''(t)+ay(t)=y(t+\pi), \ t\in\mathbb R##, has a solution with period ##2\pi## which is not identically zero. Determine all such solutions.
Relevant Equations
The complex Fourier series of a ##2\pi## periodic function, namely ##\sum_{n\in\mathbb Z} c_ne^{int}##.
I've assumed ##y(t)## to be the sum of a complex Fourier series, and we get $$\sum (-n^2)c_ne^{int}+\sum ac_ne^{int}=\sum c_ne^{int}e^{in\pi},$$ which we can write as $$\sum ((-n^2)+a)c_ne^{int}=\sum (-1)^n c_ne^{int}.$$ We see here that equality holds if ##a=(-1)^n+n^2##. But how do I solve ##y''(t)+ay(t)=y(t+\pi)## when ##a=(-1)^n+n^2##. I don't think I understand the problem fully.
 
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  • #2
The functions ##e^{int}## are linearly independent, so you must have
$$\sum_{n=-\infty}^\infty \underbrace{[a-(n^2+(-1)^n)]c_n}_0 e^{int} = 0.$$ To get a non-trivial solution, ##a=m^2+(-1)^m## for some ##m \in \mathbb{Z}##. (Don't use ##n## because that's the dummy variable.)

What do you get if ##m=1##? ##m=2##?
 
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  • #3
vela said:
What do you get if ##m=1##? ##m=2##?
Hmm, we need ##[a-(n^2+(-1)^n)]c_n## to be zero for all ##n## and we want a non-trivial solution, so ##c_n## can’t be zero for all ##n##. It can be non-zero when ##n=m##. I guess we can allow for the coefficient ##n=-m## also to be non-zero, since ##a(m)## is even.

For example, if ##m=1##, we should get ##c_1e^{it}+c_{-1}e^{-it}## being the only terms that remain. The solution takes the form ##c_me^{imt}+c_{-m}e^{-imt}## for ##m\neq 0##. For ##m=0##, we get that the only coefficient that can be nonzero is ##c_0##, a constant solution.
 
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FAQ: Solve an ODE using Fourier series

What is an ODE?

An ODE, or ordinary differential equation, is an equation involving a function and its derivatives. It relates some function of one variable to its derivatives, and the goal is to find the function that satisfies this relationship.

What is a Fourier series?

A Fourier series is a way to represent a function as a sum of sine and cosine functions. It decomposes a periodic function into its constituent frequencies, which can be very useful for solving differential equations, especially with periodic boundary conditions.

How can Fourier series be used to solve an ODE?

Fourier series can be used to solve an ODE by transforming the original problem into the frequency domain. This involves expressing the solution as a Fourier series and then solving for the coefficients of the series. The transformed equation often becomes simpler to solve, especially for linear ODEs with periodic boundary conditions.

What are the steps to solve an ODE using Fourier series?

The steps to solve an ODE using Fourier series typically include: 1. Expressing the function and its derivatives as Fourier series.2. Substituting these series into the ODE.3. Equating coefficients of corresponding sine and cosine terms.4. Solving the resulting algebraic equations for the Fourier coefficients.5. Reconstructing the solution from the Fourier coefficients.

What types of ODEs are best suited for solution using Fourier series?

ODEs that are best suited for solution using Fourier series are typically linear and have periodic boundary conditions. These include problems in heat conduction, wave propagation, and other areas where the solution naturally lends itself to a periodic representation.

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