Solving a 2D PDE using the Fourier Transform

In summary, the conversation discusses solving a partial differential equation using Fourier Transform. The expert suggests using the Laplace transform instead due to the difficulty of incorporating the initial condition with Fourier transform. However, the student insists on using Fourier transform and is advised to consider additional terms for the transform of df/dt due to the restriction of t ≥ 0. It is concluded that the Fourier transform can be used, but it may be more convenient to use the Laplace transform in this case.
  • #1
CGandC
326
34

Homework Statement


Solve the following partial differential equation , using Fourier Transform:
upload_2018-11-28_20-50-28.png


Given the following:
upload_2018-11-28_20-50-47.png


And a initial condition:
upload_2018-11-28_20-51-5.png

Homework Equations

The Attempt at a Solution



First , i associate spectral variables to the x and t variables:
## k ## is the spectral variable corresponding to ## x ##
## \omega ## is the spectral variable corresponding to ## t ##

Using Fourier transform on the PDE , i get:

## (i\omega)(ik)\widetilde{u(\omega,k)}=(ik)^2 \widetilde{u(\omega,k)} ##

After simplifying , I get : ## \omega = k ##

How am I supposed to proceed from here? ( I didn't find ## \widetilde{u(\omega,k)} ## )
 

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  • #2
CGandC said:

Homework Statement


Solve the following partial differential equation , using Fourier Transform:
View attachment 234811

Given the following:
View attachment 234812

And a initial condition:
View attachment 234813

Homework Equations

The Attempt at a Solution



First , i associate spectral variables to the x and t variables:
## k ## is the spectral variable corresponding to ## x ##
## \omega ## is the spectral variable corresponding to ## t ##

Using Fourier transform on the PDE , i get:

## (i\omega)(ik)\widetilde{u(\omega,k)}=(ik)^2 \widetilde{u(\omega,k)} ##

After simplifying , I get : ## \omega = k ##

How am I supposed to proceed from here? ( I didn't find ## \widetilde{u(\omega,k)} ## )

Your method fails because it has no straightforward way to incorporate the initial condition on ##u(x,0).## If I were doing the problem I would just take the ##x##-transform, and write
$$u(x,t) = \int_R \tilde{u}(k,t) e^{-ik x} \, dk$$ and so transform the PDE to
$$(-ik) \frac{\partial \tilde{u}(k,t)}{\partial t} = (-ik)^2 \tilde{u}(k,t), $$
with ##\tilde{u}(k,0) = ## Fourier transform of the given function ##u(x,0).##

However, if you really insist on transforming both variables ##x## and ##t## you should recognize that the Fourier transform does not fit well with the restriction ##t \geq 0.## It would be better to use the Laplace transform
$$g(s) =( {\cal L} f)(s) = \int_0^\infty e^{-st} f(t) \, dt,$$
and to recognize the possibility of acknowledging the initial condition through the standard property
$$({\cal L}\, dt/dt)(s) = s ({\cal L} f)(s) - f(0).$$ You will get a solvable transformed system: try it and see.
 
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  • #3
Ray Vickson said:
Your method fails because it has no straightforward way to incorporate the initial condition on ##u(x,0).## If I were doing the problem I would just take the ##x##-transform, and write
$$u(x,t) = \int_R \tilde{u}(k,t) e^{-ik x} \, dk$$ and so transform the PDE to
$$(-ik) \frac{\partial \tilde{u}(k,t)}{\partial t} = (-ik)^2 \tilde{u}(k,t), $$
with ##\tilde{u}(k,0) = ## Fourier transform of the given function ##u(x,0).##

However, if you really insist on transforming both variables ##x## and ##t## you should recognize that the Fourier transform does not fit well with the restriction ##t \geq 0.## It would be better to use the Laplace transform
$$g(s) =( {\cal L} f)(s) = \int_0^\infty e^{-st} f(t) \, dt,$$
and to recognize the possibility of acknowledging the initial condition through the standard property
$$({\cal L}\, dt/dt)(s) = s ({\cal L} f)(s) - f(0).$$ You will get a solvable transformed system: try it and see.

I managed to solve the question , like you meant - using the restriction that the time variable ## t ## is not Fourier transformable ( meaning: I only use Fourier transform on the x variable ) .

But I don't fully understand why the time variable ## t ## is not Fourier transformable , can you please elaborate?
 
  • #4
CGandC said:
I managed to solve the question , like you meant - using the restriction that the time variable ## t ## is not Fourier transformable ( meaning: I only use Fourier transform on the x variable ) .

But I don't fully understand why the time variable ## t ## is not Fourier transformable , can you please elaborate?
I did not say it was not Fourier transformable; I said that the Fourier transform does not fit well in that case.

Of course, you can always take the F.T. of a function of the form
$$F(t) = \begin{cases} 0 & t < 0\\
f(t) & t \geq 0
\end{cases} $$
because you can perform the Fourier integral. However, such problems fit more nicely into the area of Laplace transforms (which are, essentially, Fourier transforms at a complex argument ##k##). But go ahead and do the Fourier transform if you want to; just remember that the formula for the transform of ##df/dt## will not be what you think it is. You will need extra terms corresponding to the value of ##f(0)##. I will let you work it out for yourself, or look it up somewhere.
 

1. What is a Fourier Transform and how is it used to solve 2D PDEs?

A Fourier Transform is a mathematical operation that decomposes a function into its individual frequency components. In solving 2D PDEs, the Fourier Transform is used to convert the partial differential equation into an ordinary differential equation, which can then be solved using traditional methods.

2. What are the advantages of using the Fourier Transform to solve 2D PDEs?

The Fourier Transform allows for simple and efficient solution of 2D PDEs, as it reduces the problem to solving ordinary differential equations. It also provides a more intuitive understanding of the solution, as it decomposes the function into its individual frequency components.

3. Can the Fourier Transform be applied to all types of 2D PDEs?

No, the Fourier Transform can only be applied to linear, time-invariant PDEs. Nonlinear and time-dependent PDEs require different methods for solving.

4. What are the limitations of using the Fourier Transform to solve 2D PDEs?

The Fourier Transform assumes that the function being transformed is periodic, which may not always be the case for real-world problems. It also requires a certain level of mathematical understanding and may not be suitable for beginners.

5. Are there any alternative methods for solving 2D PDEs besides using the Fourier Transform?

Yes, there are various numerical methods such as finite difference, finite element, and spectral methods that can be used to solve 2D PDEs. Each method has its own advantages and limitations, and the choice of method depends on the specific problem at hand.

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