Fourier Transform and Shifting in Solving ODEs?

In summary, the solution (in integral form) of the given equation is:\frac{1}{2\pi}\int{e^{-i\omega x-2(1-\cos{\omega})t} \int{e^{i\omega\xi}f(\xi)d\xi}d\omega} with initial condition u(x,0) = f(x). This is obtained by taking the Fourier transform of each term using the shift formula and then solving the resulting ODE, resulting in an integral involving the original function f(x) and the constants x and t. The limits of integration are -inf to +inf.
  • #1
cloud18
8
0
Find the solution (in integral form) of the equation:

[tex]
u(x+1,t) - 2u(x,t) + u(x-1,t) = u_t
[/tex]
[tex]u(x,0) = f(x)[/tex]

Hint: Use the shift formula

[tex]
F[f(ax-b)] = \frac{\exp{i\omega b/a}}{|a|} \overline{f}(\omega/a)
[/tex]

So I took the Fourier transform of each term using the shift formula:

[tex]
\exp{(-i\omega)} \overline{u} - 2\overline{u} + \exp{(i\omega)}\overline{u} = \overline{u}_t
[/tex]

But I don't think this is correct thus far...
 
Last edited:
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  • #2
Why don't you think it is right? Also, that expression is not fully simplified. Maybe you were expecting something with sinusoids?
 
  • #3
Well I guess I get stuck on how to solve the ODE:

[tex]
(\exp{(-i\omega)} - 2 + \exp{(i\omega)})\overline{u} = \overline{u}_t
[/tex]

So [tex](\exp{(-i\omega)} - 2 + \exp{(i\omega)})[/tex] can be treated as a constant with respect to t. But when I solve I get exponents raised to exponents...The answer is suppose to be (limits of integration -inf to +inf):

[tex]
\frac{1}{2\pi}\int{e^{-i\omega x-2(1-\cos{\omega})t} \int{e^{i\omega\xi}f(\xi)d\xi}d\omega}
[/tex]
 
Last edited:

Related to Fourier Transform and Shifting in Solving ODEs?

1. What is the Fourier Transform?

The Fourier Transform is a mathematical operation that decomposes a signal into its constituent frequencies. It is commonly used in signal processing to analyze and manipulate signals in the frequency domain.

2. What is the difference between the Fourier Transform and the Fourier Series?

The Fourier Transform is used for continuous signals, while the Fourier Series is used for periodic signals. The Fourier Transform produces a continuous spectrum of frequencies, while the Fourier Series produces a discrete set of frequencies.

3. What is a shift in the context of the Fourier Transform?

A shift in the Fourier Transform refers to a translation or displacement of a signal in the time domain. It can be represented by multiplying the original signal by a complex exponential function.

4. How does the Fourier Transform handle shifts in the original signal?

The Fourier Transform is able to handle shifts by incorporating a phase term in the frequency domain. This phase term represents the shift and allows for accurate analysis and manipulation of the shifted signal.

5. What are some applications of the Fourier Transform plus Shift?

The Fourier Transform plus Shift is commonly used in image and audio processing, data compression, and filtering. It can also be used in scientific and engineering fields for analyzing and modeling complex systems.

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