Solve the PDE by Fourier Transforms

In summary, we used Fourier transforms to solve the given differential equation with the initial condition. By taking the transform with respect to t and using the properties of Fourier transforms, we arrived at a general solution in terms of the transform of the initial condition. Finally, taking the inverse Fourier transform gave us the solution in terms of u(x,t).
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Homework Statement



Solve:

∂u/∂t = k ∂2u/∂x2 - ζu

with the initial condition

u(x,0) = f(x)

where k and ζ are constants.

x is on an infinite domain.

Homework Equations



Define Fourier transforms:

f(x) = ∫[-∞,∞]F(w)e-iwxdw

F(w) = 1/2∏ ∫[-∞,∞]f(x)eiwxdxFrom tables of Fourier Transforms:

2f/∂x2 = (-iw)2F(w)

The Attempt at a Solution



I have little experience with transforms so please don't berate me if this is completely wrong.

Began by taking transform of entire eqn:

F(∂u/∂t) = k F(∂2u/∂x2) - ζF(u)

I will call F(u) = U*

∂U*/∂t = w2k U* - ζU*

∂U*/∂t = (w2k - ζ) U*

So the general solution is:

U* = C(w) e(w2k-ζ)t

Where C(w) = 1/2∏ ∫[-∞,∞]f(x)eiwxdx

Is this even remotely correct? It seems too easy, but then again, I suppose that is the point of transforms, to put something into a simpler form.
 
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  • #2


Your approach is definitely on the right track! Here are a few things to consider:

1. When taking the Fourier transform, you need to specify the variable of integration. In this case, it should be t, since we are taking the transform with respect to t.

2. Remember that the Fourier transform of a derivative is given by multiplying by iw, not just w. So your equation should be ∂U*/∂t = -w^2kU* - ζU*.

3. Your general solution is almost correct, but you should include the initial condition in your expression for U*. This would give you U* = C(w)e^(-(w^2k+ζ)t) + F(w).

4. Finally, don't forget to take the inverse Fourier transform to get the solution in terms of u(x,t) instead of U*(w). This would give you u(x,t) = 1/2∏ ∫[-∞,∞]C(w)e^(-(w^2k+ζ)t)e^(iwx)dw + f(x).

Overall, you are definitely on the right track and have a good understanding of using Fourier transforms to solve differential equations. Keep up the good work!
 

Related to Solve the PDE by Fourier Transforms

1. What is a PDE?

A PDE (partial differential equation) is an equation that involves multiple variables and their partial derivatives. These equations are commonly used to describe physical phenomena in fields such as physics, engineering, and mathematics.

2. How are Fourier transforms used to solve PDEs?

Fourier transforms are mathematical operations that decompose a function into its individual frequency components. By applying Fourier transforms to both sides of a PDE, we can transform the equation into an algebraic equation, which is easier to solve.

3. What is the process for solving a PDE using Fourier transforms?

The process for solving a PDE using Fourier transforms involves the following steps:
1. Apply Fourier transforms to both sides of the PDE.
2. Solve the resulting algebraic equation for the transformed function.
3. Take the inverse Fourier transform to obtain the solution to the original PDE.
4. Apply boundary conditions to determine the specific solution.

4. What are the benefits of using Fourier transforms to solve PDEs?

Using Fourier transforms to solve PDEs has several benefits, including:
- It simplifies the PDE into an algebraic equation, which is easier to solve.
- It allows for the use of powerful mathematical tools, such as the convolution theorem, to solve PDEs.
- It can handle a wide range of boundary conditions, making it a versatile method for solving PDEs.

5. Are there any limitations to using Fourier transforms to solve PDEs?

While Fourier transforms are a powerful tool for solving PDEs, there are some limitations to consider:
- Fourier transforms are not always applicable to all types of PDEs, such as non-linear PDEs.
- The solution obtained using Fourier transforms may not always be unique.
- The application of boundary conditions may be more complicated in some cases.

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