Applying the fourier transform to a PDE

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SUMMARY

This discussion focuses on applying the Fourier transform to solve the heat equation, specifically the partial differential equation (PDE) given by {\frac{∂u}{∂t}} = {\frac{∂^2u}{∂x^2}} with the initial condition u(x,0) = 70e^{-{\frac{1}{2}}{x^2}}. The solution derived is u(x,t) = {\frac{70}{\sqrt{1+2t}}}{e^{-{\frac{x^2}{2+4t}}}}. The Fourier transform is defined as U(k) = F{u(x)} = {\frac{1}{\sqrt{2π}}}{\int_{-∞}^{∞}{{u(x)}{e^{-ikx}}}\,dx}, and the user seeks a more straightforward method for performing the inverse Fourier transform to obtain u(x,t).

PREREQUISITES
  • Understanding of the heat equation and its mathematical formulation.
  • Familiarity with Fourier transforms and their properties.
  • Knowledge of Gaussian functions and their integrals.
  • Experience with inverse Fourier transform techniques.
NEXT STEPS
  • Study the properties of the Fourier transform of Gaussian functions.
  • Learn techniques for completing the square in exponential integrals.
  • Explore Fourier transform tables for common functions.
  • Practice inverse Fourier transform calculations with various initial conditions.
USEFUL FOR

Mathematics students, physicists, and engineers working with partial differential equations, particularly those interested in heat transfer and wave propagation analysis.

_Stew_
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I have a tutorial question for maths involving the heat equation and Fourier transform.

{\frac{∂u}{∂t}} = {\frac{∂^2u}{∂x^2}}

you are given the initial condition:

u(x,0) = 70e^{-{\frac{1}{2}}{x^2}}

the answer is:

u(x,t) = {\frac{70}{\sqrt{1+2t}}}{e^{-{\frac{x^2}{2+4t}}}}

In this course the definition of a Fourier transform is:

U(k) = F{u(x)}= {\frac{1}{\sqrt{2π}}}{\int_{-∞}^{∞}{{u(x)}{e^{-ikx}}}\,dx}

u(x) = F^{-1}{U(k)}= {\frac{1}{\sqrt{2π}}}{\int_{-∞}^{∞}{{U(k)}{e^{+ikx}}}\,dk}

MY SOLUTION:

So far I can use the transform with the pde to obtain
U(k,t) = A(k).e^{-k^{2}t}
U(k,0) = A(k)

From the initial condition and a transform table:
U(k,0) = 70.e^{-{\frac{1}{2}}k^2}
U(k,t) = 70.e^{-{\frac{1}{2}}k^2}.e^{-k^{2}t}

from here it looks like I would have to apply the inverse Fourier transform to get u(x,t). This is a difficult integration an I don't remember it being this complicated the first time. So basically:

Is there an easier way to do this question?
Any tips for the inverse Fourier integration below?

u(x,t) = {\frac{1}{\sqrt{2π}}}{\int_{-∞}^{∞}{{70.e^{-{\frac{1}{2}}k^2}.e^{-k^{2}t}}{e^{+ikx}}}\,dk}
 
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You have a Fourier transform of a Gaussian
$$\frac{1}{\sqrt{2\pi}} \int_{-\infty}^\infty e^{-\alpha k^2} e^{ikx}\,dk$$ where ##\alpha = t+\frac{1}{2}##, so you could just look up the answer in a table of Fourier transform pairs. If you want to derive the result, combine the exponentials and then complete the square.
 

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