Fourier transform of a functional

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SUMMARY

The discussion centers on the Fourier transform of a function x(s) defined on the interval (0,1) with boundary conditions dx/ds = 0 at s=0 and s=1. The Fourier transform is computed as a_p = ∫_0^1 x(s) cos(spπ) ds, leading to a set of coefficients a_p that encapsulate the function's information. The conversation explores the possibility of expressing the Fourier transform of higher powers of x, specifically x^2, in terms of a power series of a_p. Additionally, the relationship between the Fourier transform of a generic functional f[x(s)] and the original function x(s) is examined, with emphasis on the implications for solving non-linear stochastic PDEs numerically.

PREREQUISITES
  • Understanding of Fourier transforms and their properties
  • Familiarity with calculus, particularly integration by parts
  • Knowledge of boundary value problems in differential equations
  • Basic concepts of stochastic partial differential equations (PDEs)
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  • Research the properties of Fourier transforms of products, specifically convolution
  • Study the Fourier transform of higher-order derivatives and their implications
  • Explore numerical methods for solving non-linear stochastic PDEs
  • Investigate power series expansions in the context of Fourier coefficients
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Mathematicians, physicists, and engineers working with Fourier analysis, particularly those dealing with boundary value problems and stochastic PDEs.

Irid
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Hello,
I was wondering if such a thing even exists, so here it goes... Let's say I have a function x(s) (it is real, smooth, differentiable, etc.) defined on (0,1). In addition, dx/ds = 0 on the boundary (s=0 and s=1). I can compute its Fourier transform (?) as
a_p = \int_0^1 x(s) \cos(sp\pi)\, ds
and now I have a set of numbers a_p which contain the same information as the original function x(s).

The good news is that if I compute the same Fourier transform on the derivatives of x, i.e.
\int_0^1 \frac{d^2 x}{ds^2} \cos(sp\pi)\, ds = -p^2 \pi^2 a_p
I get an answer in terms of the a_p which I already know.

So here's my question:

What if I want to find the Fourier transform of higher powers of x?

\int_0^1 x^2 \cos(sp\pi)\, ds =\, ?

Can it be expressed in terms of, let's say, a power series in a_p?

\int_0^1 x^2 \cos(sp\pi)\, ds =\, ?\, \sum_{n=0}^{\infty} c_n a_p^n

And what if I want to find the Fourier transform of a generic functional f[x(s)] (smooth, differentiable, etc.)? Is it related somehow to the Fourier transform of the original function x(s)?
 
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Have you tried integrating by parts? Note that a Fourier series has sine terms as well as cosine.
 
mathman said:
Have you tried integrating by parts? Note that a Fourier series has sine terms as well as cosine.

Well I'm trying to keep things simple here by requiring dx/ds = 0 at the boundaries, hence all the sine terms are zero.

I don't know what to make of the integration by parts. Here's what I get

\int_0^1 x^2 cos(ps\pi)\, ds = -2\int_0^1 x\frac{dx}{ds}\sin(ps\pi)\, ds

I don't see how can this bring me back to the a_p...
 
I am not sure where you are going. However if you integrate by parts again you will get the second derivative and a cos.
 
I'm trying to solve a non-linear stochastic PDE of the type
dx/dt = d2x/ds2 + F[x] + noise(t)

and I would really benefit if it could be done with the Fourier transform because then I only need the first few terms of the Fourier expansion to have enough information about the x(s).. of course, all of this is to be done numerically
 
Irid,

I'm not sure if this helps, but... the Fourier transform of a product ##f(x)g(x)## is the convolution of their respective FTs.
 

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