Differential equation with Fourier Transform

In summary, to solve for ##a## in part a), the eigenfunction of the Fourier transform of the given differential equation must be an eigenvalue of the Laplace transform of the given differential equation. To solve for ##a## in part b), the solution of the differential equation must be an eigenfunction of the Fourier transform of the given differential equation for ##a>0##.
  • #1
skrat
748
8

Homework Statement


Without solving the differential equation, find the differential equation that solves Fourier transformation of given differential equation for ##a>0##.
a) ##y^{'}+axy=0##
b) For what ##a## is the solution of part a) an eigenfunction of Fourier Transform

Homework Equations



##f(x)## ...---... ##F(f)(\xi )=\int _{-\infty }^{\infty }f(x)e^{-2\pi i x\xi } dx##

The Attempt at a Solution



I have to apologize in advance. The instructions are weird even in my language, I can't imagine how horrible they sound in English.

##F(y^{'})=2\pi i \xi F(y)##

and ##F(axy)=\int _{-\infty }^{\infty }axy(x)e^{-2\pi i x\xi } dx=\frac{a}{-2\pi i}\frac{\partial }{\partial \xi}F(y)##

The differential equation is than: ##2\pi i \xi F(y)-\frac{a}{-2\pi i}\frac{\partial }{\partial \xi}F(y)=0##.

That should be the answer to part a).
part b):

Here is where I have problems. For eigenfunctions ##F(y)=y##.

##2\pi i \xi y-\frac{a}{2\pi i}\frac{\partial }{\partial \xi}y=0##

Therefore ##y=exp(-\frac{2\pi ^2}{a}\xi ^2)##.

Now this has to be wrong... So, my question? How do I find the answer for part b).
 
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  • #2
skrat said:
The differential equation is than: ##2\pi i \xi F(y)-\frac{a}{-2\pi i}\frac{\partial }{\partial \xi}F(y)=0##.

That should be the answer to part a).
This is almost correct. Check that negative sign. (maybe it's just a typo).
 
  • #3
skrat said:
##2\pi i \xi y-\frac{a}{2\pi i}\frac{\partial }{\partial \xi}y=0##
I agree with this bit. (the extra negative sign has disappeared compared to before). The notation is a little bit fast & loose. But I see what you're saying.
 
  • #4
skrat said:
Therefore ##y=exp(-\frac{2\pi ^2}{a}\xi ^2)##.
I thought the question told you not to try to solve the differential equation. You don't need to do this to find out what 'a' must be, for the eigenfunction. You already have
[tex]y^{'}+axy=0[/tex]
And you now have the equation
[tex]2\pi i \xi y-\frac{a}{2\pi i}\frac{\partial }{\partial \xi}y=0[/tex]
so what does 'a' need to be, to ensure that both equations are true?
 
  • #5
Oh, sorry, there is a sign error, yes!

To ensure both equations ##a^2=\frac{4\pi ^2\xi }{x}##.
 
  • #6
Well, this is where the notation was a bit too fast & loose. You had
[tex]2\pi i \xi F(\xi)-\frac{a}{2\pi i}\frac{\partial }{\partial \xi}F(\xi)=0[/tex]
Where I am explicitly showing that ##F(\xi )## is a function of ##\xi##. It is clear that ##F## is the Fourier transform of ##y## So you don't need to keep writing ##F(y)## to show this.
Anyway, for eigenfunctions of the Fourier transform, we have ##F(x) = y(x)## i.e. the functions are the same for every value of the same variable ##x##. But what you have in the above equation is ##F(\xi )## so you first need to re-write the above equation, in terms of ##x## instead of ##\xi##.
 
  • #7
BruceW said:
But what you have in the above equation is ##F(\xi )## so you first need to re-write the above equation, in terms of ##x## instead of ##\xi##.

Ok. And how do I do that?
 
  • #8
simple change of variables for the equation. hehe, I think you're over-thinking it.
 
  • #9
:D Just a bit :D

##2\pi i x F(x)-\frac{a}{2\pi i}\frac{\partial }{\partial x}F(x)=2\pi i x y(x)-\frac{a}{2\pi i}\frac{\partial }{\partial x}y(x)=0##

and taking in mind that ##y^{'}+axy=0##,

than ##a^2=4\pi ^2##.
 
  • #10
yep. looks good. and they say ##a>0## so now you have the answer!
 
  • #11
Perfect!

Thanks a lot!
 

Related to Differential equation with Fourier Transform

1. What is a differential equation with Fourier Transform?

A differential equation with Fourier Transform is a mathematical equation that relates a function to its derivatives, using the Fourier transform operator. This allows for the conversion of a differential equation to an algebraic equation, which can then be solved using various methods.

2. How is the Fourier Transform used in solving differential equations?

The Fourier Transform is used to convert a differential equation into an algebraic equation, by transforming the equation from the time domain to the frequency domain. This allows for the solution of the differential equation using algebraic operations instead of calculus.

3. What are the benefits of using Fourier Transform in solving differential equations?

The use of Fourier Transform in solving differential equations allows for a more efficient and accurate solution compared to traditional methods. It also allows for the solution of complex differential equations that may not have analytical solutions.

4. Can all types of differential equations be solved using Fourier Transform?

No, Fourier Transform is most commonly used for linear differential equations with constant coefficients. It may not be applicable for non-linear or time-variant differential equations.

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

One limitation of using Fourier Transform is that it requires the initial conditions of the differential equation to be known. It also may not be practical for solving differential equations with discontinuous or non-periodic functions.

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