Using Fourier transform to solve ODE

In summary, The homework statement was trying to find an impulse response for a system. The impulse response can be thought of as a Green's function of the system. In order to find the impulse response, the boundary value of the GF vanishes at infinity. This requires the FT to converge. The impulse response can be found by taking the Fourier transform and re-arranging. The particular solution will be given by y(x)=Ae^{-2x}+Be^{-3x}+\frac{1}{2\pi}\int_{\mathbb{R}}\frac{\hat{f}(\xi )e^{ix\xi}}{-k^{2}+5ik
  • #1
progrocklover
4
0

Homework Statement



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Homework Equations





The Attempt at a Solution


For part i) I got the answer 1/((jw)^2 + 5jw +6)

For part ii)
I first consider input to be a unit impulse

Thus, Y(w)=H(w)F(w) and F(w)=1
yI(t)=-1/2pi integrate from -infinity to infinity (e^jwt)/(w^2 - 5jw - 6) dw
where yI(t) is the output when f(t) is a unit impulse
using complex contour integration,
I got yI(t) = 0 for t<0
and yI(t) = 2je^(-2t) - 3je^(-3t) for t>0
Then using y(t)=yI(t)*f(t)
I got y(t) = integrate from -infinity to infinity ( 2je^(-2(t-k)) - 3je^(-3(t-k)) )f(k)dk

For a similar example in my notes, it just stops at this step.

However, for this question I am not sure whether should I stop here as I noticed that I haven't use the boundary conditions yet.
Please gives me some idea on this.
 
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  • #2
Are you sure you need to solve the ODE by Fourier transform and not by Laplace transform?
 
  • #3
progrocklover said:
However, for this question I am not sure whether should I stop here as I noticed that I haven't use the boundary conditions yet.
Please gives me some idea on this.

Your are taking convolution of h(t) and f(t) to find the particular integral of the ODE. The impulse response h(t) -- you can think of a Green's function of the system. In the process of finding h(t) from [tex]H(j\omega)[/tex], you're using Fourier and inverse Fourier transformations. It requires the boundary value of the GF vanishes at infinity such that the FT converges.
 
  • #4
klondike said:
Your are taking convolution of h(t) and f(t) to find the particular integral of the ODE. The impulse response h(t) -- you can think of a Green's function of the system. In the process of finding h(t) from [tex]H(j\omega)[/tex], you're using Fourier and inverse Fourier transformations. It requires the boundary value of the GF vanishes at infinity such that the FT converges.
I don't quite understand what you mean. I know the green's function is
2je^(-2(t-k)) - 3je^(-3(t-k)), but I have no idea of how to utilize the boundary condition.
 
  • #5
Just take the Fourier transform to obtain:

[tex]
(-k^{2}+5ik+6)\hat{y}(\xi})=\hat{f}(\xi)
[/tex]

Then re-arrange and take the inger Fourier transform to obtain:

[tex]
y(x)=\frac{1}{2\pi}\int_{\mathbb{R}}\frac{\hat{f}(\xi )e^{ix\xi}}{-k^{2}+5ik+6}d\xi
[/tex]

This will be your particular solution, the complete solution will be given by:

[tex]
y(x)=Ae^{-2x}+Be^{-3x}+\frac{1}{2\pi}\int_{\mathbb{R}}\frac{\hat{f}(\xi )e^{ix\xi}}{-k^{2}+5ik+6}d\xi
[/tex]

You may now use the boundary conditions to obtain A and B.
 

1. What is a Fourier transform?

A Fourier transform is a mathematical operation that decomposes a function into its constituent frequencies. It converts a signal from its original domain (often time or space) to a representation in the frequency domain.

2. How can Fourier transform be used to solve ODEs?

Fourier transform can be used to solve ODEs by transforming the ODE into a system of algebraic equations in the frequency domain. This makes it easier to solve the ODE, as it removes the time dependence and allows for the use of algebraic techniques. The solution can then be transformed back to the time domain to obtain the solution to the original ODE.

3. What are the advantages of using Fourier transform to solve ODEs?

There are several advantages of using Fourier transform to solve ODEs. Firstly, it can be used to solve linear and non-linear ODEs with constant or variable coefficients. Secondly, it can handle initial value and boundary value problems. Finally, it can provide a more efficient and accurate solution compared to traditional numerical methods.

4. Are there any limitations to using Fourier transform to solve ODEs?

Yes, there are some limitations to using Fourier transform to solve ODEs. It is most effective for linear, time-invariant systems and may not work well for highly non-linear systems. Additionally, it may not be suitable for problems with discontinuities or singularities, as the Fourier transform assumes smooth and continuous functions.

5. How can I learn more about using Fourier transform to solve ODEs?

There are many resources available to learn more about using Fourier transform to solve ODEs. Some options include textbooks, online tutorials, and courses. It may also be helpful to have a strong understanding of calculus, differential equations, and linear algebra before delving into Fourier transform methods for ODEs.

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